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—December 31, 2021
Item 1: Reports to Shareholders
Vanguard Tax-Managed Balanced Fund |
Vanguard Tax-Managed Capital Appreciation Fund |
Vanguard Tax-Managed Small-Cap Fund |
1 | |
2 | |
4 | |
100 | |
123 |
• | For the 12 months ended December 31, 2021, returns for the Vanguard Tax-Managed Funds ranged from 13.10% for Vanguard Tax-Managed Balanced Fund to 27.11% for Institutional Shares of Vanguard Tax-Managed Small Cap Fund. |
• | The U.S. economy continued to heal over the 12 months. Vaccination programs started rolling out shortly after the period began, helping some of the hardest-hit sectors such as hospitality, leisure, and travel, and more workers returned to the labor force. U.S. stocks performed strongly even with the spread of new COVID-19 variants, a surge in inflation, and Federal Reserve monetary policy turning less accommodative. |
• | Growth stocks outperformed value stocks for the 12 months, while large-capitalization stocks led mid- and small-caps. The broad U.S. stock market, as measured by the CRSP US Total Market Index, returned 25.72%. |
• | The municipal bond market, as measured by the Bloomberg 1–15 Year Municipal Bond Index, returned 0.86%. Municipal bonds make up about half the Tax-Managed Balanced Fund’s assets. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.45% | 26.21% | 18.43% |
Russell 2000 Index (Small-caps) | 14.82 | 20.02 | 12.02 |
Russell 3000 Index (Broad U.S. market) | 25.66 | 25.79 | 17.97 |
FTSE All-World ex US Index (International) | 8.36 | 13.66 | 9.89 |
Bonds | |||
Bloomberg U.S. Aggregate Bond Index (Broad taxable market) | -1.54% | 4.79% | 3.57% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 1.52 | 4.73 | 4.17 |
FTSE Three-Month U.S. Treasury Bill Index | 0.05 | 0.95 | 1.11 |
CPI | |||
Consumer Price Index | 7.04% | 3.53% | 2.92% |
• | 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 December 31, 2021 | |||
Beginning Account Value 6/30/2021 | Ending Account Value 12/31/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $1,051.50 | $0.47 |
Tax-Managed Capital Appreciation Fund | |||
Admiral™ Shares | $1,000.00 | $1,102.60 | $0.48 |
Institutional Shares | 1,000.00 | 1,102.80 | 0.32 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $1,028.50 | $0.46 |
Institutional Shares | 1,000.00 | 1,028.70 | 0.31 |
Based on Hypothetical 5% Yearly Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $1,024.75 | $0.46 |
Tax-Managed Capital Appreciation Fund | |||
Admiral Shares | $1,000.00 | $1,024.75 | $0.46 |
Institutional Shares | 1,000.00 | 1,024.90 | 0.31 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $1,024.75 | $0.46 |
Institutional Shares | 1,000.00 | 1,024.90 | 0.31 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Tax-Managed Balanced Fund | 13.10% | 10.92% | 9.75% | $25,344 | |
Tax-Managed Balanced Composite Index | 13.19 | 11.25 | 9.96 | 25,852 | |
Bloomberg Municipal Bond Index | 1.52 | 4.17 | 3.72 | 14,414 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 45,050 |
Investment Exposure | |
Basic Materials | 0.6% |
Consumer Discretionary | 7.9 |
Consumer Staples | 2.4 |
Energy | 1.3 |
Financials | 5.0 |
Health Care | 5.9 |
Industrials | 6.3 |
Other | 0.6 |
Real Estate | 1.5 |
Technology | 14.2 |
Telecommunications | 1.3 |
Utilities | 1.3 |
Tax-Exempt Municipal Bonds | 51.7 |
Shares | Market Value• ($000) | ||||
Common Stocks (48.1%) | |||||
Basic Materials (0.6%) | |||||
Ecolab Inc. | 30,866 | 7,241 | |||
Freeport-McMoRan Inc. | 141,389 | 5,900 | |||
Air Products and Chemicals Inc. | 19,099 | 5,811 | |||
Newmont Corp. | 79,841 | 4,952 | |||
Alcoa Corp. | 70,034 | 4,173 | |||
Element Solutions Inc. | 128,571 | 3,122 | |||
Celanese Corp. | 14,628 | 2,458 | |||
Albemarle Corp. | 10,400 | 2,431 | |||
Dow Inc. | 36,222 | 2,055 | |||
Fastenal Co. | 21,246 | 1,361 | |||
Nucor Corp. | 11,200 | 1,278 | |||
International Flavors & Fragrances Inc. | 8,185 | 1,233 | |||
CF Industries Holdings Inc. | 16,859 | 1,193 | |||
Reliance Steel & Aluminum Co. | 6,900 | 1,119 | |||
FMC Corp. | 9,098 | 1,000 | |||
Avery Dennison Corp. | 4,600 | 996 | |||
Huntsman Corp. | 27,900 | 973 | |||
Westlake Chemical Corp. | 9,894 | 961 | |||
Eastman Chemical Co. | 7,819 | 945 | |||
Scotts Miracle-Gro Co. | 4,442 | 715 | |||
Mosaic Co. | 18,068 | 710 | |||
Ashland Global Holdings Inc. | 6,198 | 667 | |||
Valvoline Inc. | 17,015 | 635 | |||
LyondellBasell Industries NV Class A | 5,638 | 520 | |||
Royal Gold Inc. | 3,900 | 410 | |||
Timken Co. | 5,841 | 405 | |||
NewMarket Corp. | 890 | 305 | |||
Steel Dynamics Inc. | 4,100 | 255 | |||
53,824 | |||||
Consumer Discretionary (7.9%) | |||||
* | Amazon.com Inc. | 41,024 | 136,788 | ||
* | Tesla Inc. | 74,615 | 78,852 | ||
Home Depot Inc. | 104,969 | 43,563 | |||
* | Walt Disney Co. | 178,123 | 27,589 |
Shares | Market Value• ($000) | ||||
Costco Wholesale Corp. | 46,842 | 26,592 | |||
* | Netflix Inc. | 42,251 | 25,454 | ||
NIKE Inc. Class B | 135,111 | 22,519 | |||
Walmart Inc. | 136,623 | 19,768 | |||
Lowe's Cos. Inc. | 76,412 | 19,751 | |||
McDonald's Corp. | 62,436 | 16,737 | |||
Starbucks Corp. | 113,970 | 13,331 | |||
Estee Lauder Cos. Inc. Class A | 33,569 | 12,427 | |||
Target Corp. | 41,325 | 9,564 | |||
* | Booking Holdings Inc. | 3,778 | 9,064 | ||
TJX Cos. Inc. | 106,628 | 8,095 | |||
* | O'Reilly Automotive Inc. | 9,503 | 6,711 | ||
* | Lululemon Athletica Inc. | 15,881 | 6,217 | ||
Dollar General Corp. | 25,991 | 6,129 | |||
* | General Motors Co. | 100,001 | 5,863 | ||
* | Chipotle Mexican Grill Inc. | 3,292 | 5,755 | ||
* | AutoZone Inc. | 2,594 | 5,438 | ||
* | Copart Inc. | 35,413 | 5,369 | ||
* | Uber Technologies Inc. | 118,604 | 4,973 | ||
* | Aptiv plc | 29,624 | 4,886 | ||
* | Under Armour Inc. Class A | 225,100 | 4,770 | ||
* | Hilton Worldwide Holdings Inc. | 30,445 | 4,749 | ||
eBay Inc. | 70,733 | 4,704 | |||
Activision Blizzard Inc. | 69,615 | 4,631 | |||
* | Marriott International Inc. Class A | 27,645 | 4,568 | ||
Lennar Corp. Class A | 39,160 | 4,549 | |||
Yum! Brands Inc. | 31,728 | 4,406 | |||
Ford Motor Co. | 198,400 | 4,121 | |||
DR Horton Inc. | 37,302 | 4,045 | |||
Ross Stores Inc. | 35,144 | 4,016 | |||
* | Dollar Tree Inc. | 27,452 | 3,858 | ||
* | Capri Holdings Ltd. | 59,100 | 3,836 | ||
* | CarMax Inc. | 26,265 | 3,421 | ||
* | NVR Inc. | 569 | 3,362 | ||
* | Spotify Technology SA | 13,409 | 3,138 | ||
Electronic Arts Inc. | 23,473 | 3,096 | |||
* | Trade Desk Inc. Class A | 32,690 | 2,996 | ||
Tractor Supply Co. | 12,514 | 2,986 | |||
* | Southwest Airlines Co. | 62,466 | 2,676 |
Shares | Market Value• ($000) | ||||
* | Live Nation Entertainment Inc. | 22,245 | 2,663 | ||
Advance Auto Parts Inc. | 10,965 | 2,630 | |||
MGM Resorts International | 57,046 | 2,560 | |||
* | Ulta Beauty Inc. | 5,996 | 2,472 | ||
* | Etsy Inc. | 10,995 | 2,407 | ||
Domino's Pizza Inc. | 4,261 | 2,405 | |||
Best Buy Co. Inc. | 21,906 | 2,226 | |||
* | Burlington Stores Inc. | 7,603 | 2,216 | ||
LKQ Corp. | 36,460 | 2,189 | |||
AMERCO | 2,887 | 2,097 | |||
* | Delta Air Lines Inc. | 52,100 | 2,036 | ||
* | Expedia Group Inc. | 11,209 | 2,026 | ||
ViacomCBS Inc. Class B | 65,073 | 1,964 | |||
VF Corp. | 26,400 | 1,933 | |||
Lear Corp. | 10,522 | 1,925 | |||
* | AutoNation Inc. | 16,312 | 1,906 | ||
* | Norwegian Cruise Line Holdings Ltd. | 88,700 | 1,840 | ||
* | Floor & Decor Holdings Inc. Class A | 13,773 | 1,791 | ||
Yum China Holdings Inc. | 35,756 | 1,782 | |||
Tempur Sealy International Inc. | 37,140 | 1,747 | |||
* | Wayfair Inc. Class A | 9,168 | 1,742 | ||
Toll Brothers Inc. | 22,801 | 1,651 | |||
* | United Airlines Holdings Inc. | 37,444 | 1,639 | ||
* | Under Armour Inc. Class C | 89,592 | 1,616 | ||
* | Chegg Inc. | 51,200 | 1,572 | ||
PVH Corp. | 14,290 | 1,524 | |||
* | JetBlue Airways Corp. | 104,908 | 1,494 | ||
* | Take-Two Interactive Software Inc. | 8,365 | 1,487 | ||
PulteGroup Inc. | 25,300 | 1,446 | |||
Service Corp. International | 19,876 | 1,411 | |||
* | Lyft Inc. Class A | 32,900 | 1,406 | ||
Sirius XM Holdings Inc. | 219,780 | 1,396 | |||
News Corp. Class A | 62,267 | 1,389 | |||
Gentex Corp. | 39,660 | 1,382 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 21,777 | 1,377 | ||
* | Skechers USA Inc. Class A | 28,459 | 1,235 | ||
Garmin Ltd. | 8,970 | 1,221 | |||
Williams-Sonoma Inc. | 7,089 | 1,199 | |||
* | Rivian Automotive Inc. Class A | 11,497 | 1,192 | ||
* | Discovery Inc. Class C | 50,858 | 1,165 | ||
* | American Airlines Group Inc. | 61,900 | 1,112 | ||
* | Carnival Corp. | 54,600 | 1,099 | ||
* | Five Below Inc. | 5,244 | 1,085 | ||
* | Penn National Gaming Inc. | 20,700 | 1,073 | ||
Thor Industries Inc. | 9,533 | 989 |
Shares | Market Value• ($000) | ||||
Dick's Sporting Goods Inc. | 8,512 | 979 | |||
* | Carvana Co. | 4,031 | 934 | ||
* | Peloton Interactive Inc. Class A | 26,036 | 931 | ||
* | IAA Inc. | 17,878 | 905 | ||
* | GameStop Corp. Class A | 5,700 | 846 | ||
Harley-Davidson Inc. | 22,100 | 833 | |||
Rollins Inc. | 23,436 | 802 | |||
BorgWarner Inc. | 17,234 | 777 | |||
Whirlpool Corp. | 3,182 | 747 | |||
* | Terminix Global Holdings Inc. | 16,325 | 738 | ||
* | Planet Fitness Inc. Class A | 8,000 | 725 | ||
* | DraftKings Inc. Class A | 26,000 | 714 | ||
Qurate Retail Inc. Class A | 91,418 | 695 | |||
* | Las Vegas Sands Corp. | 18,100 | 681 | ||
* | Royal Caribbean Cruises Ltd. | 8,832 | 679 | ||
Pool Corp. | 1,184 | 670 | |||
* | Frontdoor Inc. | 17,660 | 647 | ||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 12,657 | 644 | ||
* | QuantumScape Corp. Class A | 27,500 | 610 | ||
Wendy's Co. | 24,919 | 594 | |||
* | Wynn Resorts Ltd. | 6,599 | 561 | ||
Lennar Corp. Class B | 5,464 | 522 | |||
* | Sabre Corp. | 59,600 | 512 | ||
* | TripAdvisor Inc. | 17,991 | 490 | ||
Aramark | 13,199 | 486 | |||
* | Madison Square Garden Sports Corp. | 2,748 | 477 | ||
New York Times Co. Class A | 8,914 | 431 | |||
Vail Resorts Inc. | 1,300 | 426 | |||
Fox Corp. Class B | 12,100 | 415 | |||
* | Zynga Inc. Class A | 64,300 | 412 | ||
* | Bright Horizons Family Solutions Inc. | 3,166 | 399 | ||
Ralph Lauren Corp. | 3,073 | 365 | |||
* | Mattel Inc. | 15,775 | 340 | ||
* | Liberty Media Corp.-Liberty Formula One Class A | 5,563 | 330 | ||
* | Hyatt Hotels Corp. Class A | 3,344 | 321 | ||
* | Grand Canyon Education Inc. | 3,737 | 320 | ||
* | Figs Inc. Class A | 8,500 | 234 | ||
Foot Locker Inc. | 3,866 | 169 | |||
Columbia Sportswear Co. | 1,683 | 164 | |||
Hasbro Inc. | 1,600 | 163 | |||
Darden Restaurants Inc. | 880 | 133 | |||
Nexstar Media Group Inc. Class A | 800 | 121 | |||
* | Copa Holdings SA Class A | 1,462 | 121 | ||
Hanesbrands Inc. | 6,700 | 112 |
Shares | Market Value• ($000) | ||||
Wyndham Hotels & Resorts Inc. | 1,038 | 93 | |||
Choice Hotels International Inc. | 444 | 69 | |||
695,417 | |||||
Consumer Staples (2.3%) | |||||
Procter & Gamble Co. | 240,351 | 39,317 | |||
PepsiCo Inc. | 132,297 | 22,981 | |||
Coca-Cola Co. | 344,600 | 20,404 | |||
CVS Health Corp. | 117,445 | 12,116 | |||
Mondelez International Inc. Class A | 148,388 | 9,840 | |||
Kroger Co. | 146,534 | 6,632 | |||
* | Monster Beverage Corp. | 65,123 | 6,254 | ||
Kellogg Co. | 92,701 | 5,972 | |||
Philip Morris International Inc. | 58,903 | 5,596 | |||
Colgate-Palmolive Co. | 59,637 | 5,089 | |||
Constellation Brands Inc. Class A | 18,326 | 4,599 | |||
Kimberly-Clark Corp. | 28,821 | 4,119 | |||
McKesson Corp. | 15,695 | 3,901 | |||
Church & Dwight Co. Inc. | 35,278 | 3,616 | |||
Corteva Inc. | 75,255 | 3,558 | |||
McCormick & Co. Inc. (Non-Voting) | 36,470 | 3,523 | |||
Archer-Daniels-Midland Co. | 51,573 | 3,486 | |||
Clorox Co. | 19,218 | 3,351 | |||
Walgreens Boots Alliance Inc. | 64,118 | 3,344 | |||
General Mills Inc. | 48,414 | 3,262 | |||
Sysco Corp. | 38,967 | 3,061 | |||
Hershey Co. | 14,203 | 2,748 | |||
Tyson Foods Inc. Class A | 30,613 | 2,668 | |||
Brown-Forman Corp. Class B | 30,438 | 2,218 | |||
* | Grocery Outlet Holding Corp. | 68,800 | 1,946 | ||
Lamb Weston Holdings Inc. | 30,359 | 1,924 | |||
AmerisourceBergen Corp. | 14,106 | 1,875 | |||
* | Post Holdings Inc. | 16,005 | 1,804 | ||
Altria Group Inc. | 37,080 | 1,757 | |||
* | Herbalife Nutrition Ltd. | 40,333 | 1,651 | ||
J M Smucker Co. | 11,951 | 1,623 | |||
* | Hain Celestial Group Inc. | 37,828 | 1,612 | ||
Conagra Brands Inc. | 38,018 | 1,298 | |||
Brown-Forman Corp. Class A | 18,574 | 1,259 | |||
Hormel Foods Corp. | 22,584 | 1,102 | |||
* | US Foods Holding Corp. | 27,376 | 954 | ||
Molson Coors Beverage Co. Class B | 14,900 | 691 | |||
* | Freshpet Inc. | 7,200 | 686 | ||
Keurig Dr Pepper Inc. | 18,093 | 667 |
Shares | Market Value• ($000) | ||||
Casey's General Stores Inc. | 3,314 | 654 | |||
Ingredion Inc. | 6,341 | 613 | |||
Kraft Heinz Co. | 11,229 | 403 | |||
Reynolds Consumer Products Inc. | 12,100 | 380 | |||
Seaboard Corp. | 93 | 366 | |||
Campbell Soup Co. | 7,400 | 322 | |||
* | Darling Ingredients Inc. | 2,600 | 180 | ||
* | Olaplex Holdings Inc. | 873 | 25 | ||
205,447 | |||||
Energy (1.3%) | |||||
Exxon Mobil Corp. | 289,978 | 17,744 | |||
Chevron Corp. | 135,342 | 15,882 | |||
Devon Energy Corp. | 214,218 | 9,436 | |||
ConocoPhillips | 108,540 | 7,834 | |||
Continental Resources Inc. | 119,715 | 5,358 | |||
Marathon Oil Corp. | 225,300 | 3,699 | |||
EOG Resources Inc. | 41,056 | 3,647 | |||
Diamondback Energy Inc. | 29,914 | 3,226 | |||
Cheniere Energy Inc. | 31,747 | 3,220 | |||
Marathon Petroleum Corp. | 48,458 | 3,101 | |||
Pioneer Natural Resources Co. | 15,691 | 2,854 | |||
Schlumberger NV | 90,000 | 2,696 | |||
Occidental Petroleum Corp. | 88,690 | 2,571 | |||
Phillips 66 | 31,975 | 2,317 | |||
Valero Energy Corp. | 28,900 | 2,171 | |||
* | ChampionX Corp. | 99,308 | 2,007 | ||
Halliburton Co. | 87,730 | 2,006 | |||
Coterra Energy Inc. | 101,672 | 1,932 | |||
Hess Corp. | 25,949 | 1,921 | |||
* | Range Resources Corp. | 99,510 | 1,774 | ||
ONEOK Inc. | 28,464 | 1,673 | |||
* | EQT Corp. | 72,232 | 1,575 | ||
* | First Solar Inc. | 17,966 | 1,566 | ||
Murphy Oil Corp. | 59,729 | 1,560 | |||
* | Plug Power Inc. | 52,300 | 1,476 | ||
Baker Hughes Co. | 53,447 | 1,286 | |||
* | Enphase Energy Inc. | 6,000 | 1,098 | ||
Williams Cos. Inc. | 36,405 | 948 | |||
HollyFrontier Corp. | 20,892 | 685 | |||
* | NOV Inc. | 50,300 | 682 | ||
Targa Resources Corp. | 12,000 | 627 | |||
APA Corp. | 20,000 | 538 | |||
Kinder Morgan Inc. | 33,300 | 528 | |||
DT Midstream Inc. | 8,587 | 412 | |||
* | Shoals Technologies Group Inc. Class A | 5,900 | 143 | ||
110,193 | |||||
Financials (5.0%) | |||||
* | Berkshire Hathaway Inc. Class B | 191,481 | 57,253 |
Shares | Market Value• ($000) | ||||
JPMorgan Chase & Co. | 287,472 | 45,521 | |||
Bank of America Corp. | 797,988 | 35,503 | |||
Wells Fargo & Co. | 299,159 | 14,354 | |||
Morgan Stanley | 142,641 | 14,002 | |||
S&P Global Inc. | 26,017 | 12,278 | |||
Goldman Sachs Group Inc. | 31,593 | 12,086 | |||
Citigroup Inc. | 188,000 | 11,353 | |||
Charles Schwab Corp. | 122,499 | 10,302 | |||
* | SVB Financial Group | 14,756 | 10,008 | ||
BlackRock Inc. | 10,561 | 9,669 | |||
Marsh & McLennan Cos. Inc. | 49,821 | 8,660 | |||
Aon plc Class A | 27,728 | 8,334 | |||
Chubb Ltd. | 39,599 | 7,655 | |||
PNC Financial Services Group Inc. | 37,095 | 7,438 | |||
Intercontinental Exchange Inc. | 50,126 | 6,856 | |||
Progressive Corp. | 64,645 | 6,636 | |||
Moody's Corp. | 16,498 | 6,444 | |||
Truist Financial Corp. | 109,424 | 6,407 | |||
MFA Financial Inc. | 1,400,283 | 6,385 | |||
First Republic Bank | 30,426 | 6,283 | |||
US Bancorp | 101,700 | 5,713 | |||
Sterling Bancorp | 220,858 | 5,696 | |||
CME Group Inc. | 24,318 | 5,556 | |||
MSCI Inc. | 8,302 | 5,087 | |||
Pinnacle Financial Partners Inc. | 48,700 | 4,651 | |||
Bank of New York Mellon Corp. | 67,629 | 3,928 | |||
Allstate Corp. | 28,622 | 3,367 | |||
Aflac Inc. | 57,474 | 3,356 | |||
MetLife Inc. | 50,516 | 3,157 | |||
Travelers Cos. Inc. | 20,181 | 3,157 | |||
Ameriprise Financial Inc. | 9,883 | 2,981 | |||
Blackstone Inc. | 23,000 | 2,976 | |||
* | Arch Capital Group Ltd. | 63,827 | 2,837 | ||
First Citizens BancShares Inc. Class A | 3,400 | 2,821 | |||
Discover Financial Services | 23,903 | 2,762 | |||
* | Brighthouse Financial Inc. | 52,982 | 2,744 | ||
* | Markel Corp. | 2,130 | 2,628 | ||
Willis Towers Watson plc | 11,000 | 2,612 | |||
American International Group Inc. | 44,900 | 2,553 | |||
State Street Corp. | 26,969 | 2,508 | |||
T. Rowe Price Group Inc. | 12,074 | 2,374 | |||
Assured Guaranty Ltd. | 43,927 | 2,205 | |||
Fifth Third Bancorp | 50,575 | 2,203 | |||
Hartford Financial Services Group Inc. | 31,442 | 2,171 | |||
FactSet Research Systems Inc. | 4,244 | 2,063 | |||
Zions Bancorp NA | 30,699 | 1,939 |
Shares | Market Value• ($000) | ||||
East West Bancorp Inc. | 23,855 | 1,877 | |||
Arthur J Gallagher & Co. | 10,997 | 1,866 | |||
Brown & Brown Inc. | 26,238 | 1,844 | |||
Wintrust Financial Corp. | 19,700 | 1,789 | |||
Raymond James Financial Inc. | 17,151 | 1,722 | |||
Nasdaq Inc. | 8,023 | 1,685 | |||
Ally Financial Inc. | 35,254 | 1,678 | |||
W R Berkley Corp. | 19,249 | 1,586 | |||
Voya Financial Inc. | 22,512 | 1,493 | |||
* | Alleghany Corp. | 2,233 | 1,491 | ||
* | Credit Acceptance Corp. | 2,161 | 1,486 | ||
Globe Life Inc. | 15,679 | 1,469 | |||
Regions Financial Corp. | 66,902 | 1,458 | |||
KeyCorp | 57,018 | 1,319 | |||
Reinsurance Group of America Inc. | 11,595 | 1,270 | |||
Broadridge Financial Solutions Inc. | 6,831 | 1,249 | |||
Prudential Financial Inc. | 11,212 | 1,214 | |||
Lincoln National Corp. | 16,530 | 1,128 | |||
MarketAxess Holdings Inc. | 2,731 | 1,123 | |||
KKR & Co. Inc. | 15,000 | 1,118 | |||
Citizens Financial Group Inc. | 23,643 | 1,117 | |||
* | Athene Holding Ltd. Class A | 13,120 | 1,093 | ||
Cboe Global Markets Inc. | 7,925 | 1,033 | |||
Western Alliance Bancorp | 9,230 | 994 | |||
Santander Consumer USA Holdings Inc. | 23,585 | 991 | |||
Assurant Inc. | 5,942 | 926 | |||
Hanover Insurance Group Inc. | 6,939 | 909 | |||
Commerce Bancshares Inc. | 12,959 | 891 | |||
Popular Inc. | 10,841 | 889 | |||
Northern Trust Corp. | 6,972 | 834 | |||
Jefferies Financial Group Inc. | 21,416 | 831 | |||
Cincinnati Financial Corp. | 7,091 | 808 | |||
RenaissanceRe Holdings Ltd. | 4,651 | 788 | |||
New York Community Bancorp Inc. | 60,600 | 740 | |||
Everest Re Group Ltd. | 2,700 | 740 | |||
Signature Bank | 2,248 | 727 | |||
Huntington Bancshares Inc. | 42,792 | 660 | |||
M&T Bank Corp. | 4,300 | 660 | |||
Morningstar Inc. | 1,882 | 644 | |||
LPL Financial Holdings Inc. | 4,000 | 640 | |||
SEI Investments Co. | 9,913 | 604 | |||
MGIC Investment Corp. | 35,128 | 507 |
Shares | Market Value• ($000) | ||||
White Mountains Insurance Group Ltd. | 498 | 505 | |||
BOK Financial Corp. | 4,040 | 426 | |||
* | Upstart Holdings Inc. | 2,800 | 424 | ||
CNA Financial Corp. | 8,693 | 383 | |||
Interactive Brokers Group Inc. Class A | 4,420 | 351 | |||
Primerica Inc. | 2,200 | 337 | |||
Synovus Financial Corp. | 6,525 | 312 | |||
Equitable Holdings Inc. | 9,264 | 304 | |||
Bank OZK | 6,200 | 289 | |||
OneMain Holdings Inc. | 4,339 | 217 | |||
Erie Indemnity Co. Class A | 872 | 168 | |||
Rocket Cos. Inc. Class A | 11,600 | 162 | |||
Unum Group | 6,127 | 151 | |||
SLM Corp. | 6,800 | 134 | |||
American Financial Group Inc. | 972 | 133 | |||
Kemper Corp. | 2,200 | 129 | |||
First Horizon Corp. | 3,430 | 56 | |||
Franklin Resources Inc. | 1,525 | 51 | |||
Affiliated Managers Group Inc. | 184 | 30 | |||
439,925 | |||||
Health Care (5.9%) | |||||
UnitedHealth Group Inc. | 92,396 | 46,396 | |||
Johnson & Johnson | 209,814 | 35,893 | |||
Pfizer Inc. | 508,307 | 30,016 | |||
Thermo Fisher Scientific Inc. | 42,487 | 28,349 | |||
Abbott Laboratories | 164,134 | 23,100 | |||
Eli Lilly & Co. | 82,098 | 22,677 | |||
Danaher Corp. | 65,315 | 21,489 | |||
Merck & Co. Inc. | 214,721 | 16,456 | |||
AbbVie Inc. | 121,396 | 16,437 | |||
* | Intuitive Surgical Inc. | 37,734 | 13,558 | ||
Zoetis Inc. | 52,768 | 12,877 | |||
Medtronic plc | 122,867 | 12,711 | |||
Amgen Inc. | 52,569 | 11,826 | |||
Anthem Inc. | 23,239 | 10,772 | |||
Cigna Corp. | 40,282 | 9,250 | |||
* | Edwards Lifesciences Corp. | 66,234 | 8,581 | ||
Bristol-Myers Squibb Co. | 134,884 | 8,410 | |||
Stryker Corp. | 30,849 | 8,250 | |||
* | IDEXX Laboratories Inc. | 12,149 | 8,000 | ||
* | Moderna Inc. | 30,403 | 7,722 | ||
Gilead Sciences Inc. | 99,635 | 7,234 | |||
HCA Healthcare Inc. | 27,941 | 7,179 | |||
* | IQVIA Holdings Inc. | 23,471 | 6,622 | ||
Humana Inc. | 13,882 | 6,439 | |||
* | Vertex Pharmaceuticals Inc. | 28,258 | 6,205 | ||
* | Regeneron Pharmaceuticals Inc. | 8,903 | 5,622 | ||
* | Illumina Inc. | 14,310 | 5,444 |
Shares | Market Value• ($000) | ||||
* | Align Technology Inc. | 8,178 | 5,374 | ||
* | Laboratory Corp. of America Holdings | 16,697 | 5,246 | ||
Becton Dickinson & Co. | 19,412 | 4,882 | |||
Agilent Technologies Inc. | 29,707 | 4,743 | |||
* | Boston Scientific Corp. | 107,673 | 4,574 | ||
* | Biogen Inc. | 16,989 | 4,076 | ||
* | Dexcom Inc. | 7,279 | 3,908 | ||
Baxter International Inc. | 42,800 | 3,674 | |||
* | Centene Corp. | 42,874 | 3,533 | ||
* | Catalent Inc. | 27,491 | 3,520 | ||
* | Charles River Laboratories International Inc. | 8,059 | 3,036 | ||
ResMed Inc. | 11,300 | 2,943 | |||
PerkinElmer Inc. | 13,223 | 2,659 | |||
* | Acadia Healthcare Co. Inc. | 43,032 | 2,612 | ||
Bio-Techne Corp. | 4,831 | 2,499 | |||
* | Bio-Rad Laboratories Inc. Class A | 3,202 | 2,419 | ||
Viatris Inc. | 176,060 | 2,382 | |||
* | Teladoc Health Inc. | 25,500 | 2,341 | ||
Zimmer Biomet Holdings Inc. | 18,070 | 2,296 | |||
* | Hologic Inc. | 29,853 | 2,286 | ||
* | Veeva Systems Inc. Class A | 8,933 | 2,282 | ||
* | Molina Healthcare Inc. | 7,010 | 2,230 | ||
Quest Diagnostics Inc. | 12,819 | 2,218 | |||
STERIS plc | 8,945 | 2,177 | |||
* | Seagen Inc. | 13,963 | 2,159 | ||
Cooper Cos. Inc. | 5,136 | 2,152 | |||
West Pharmaceutical Services Inc. | 4,202 | 1,971 | |||
* | DaVita Inc. | 17,119 | 1,947 | ||
* | Exact Sciences Corp. | 24,718 | 1,924 | ||
* | Horizon Therapeutics plc | 17,602 | 1,897 | ||
* | ABIOMED Inc. | 4,438 | 1,594 | ||
* | Sarepta Therapeutics Inc. | 17,500 | 1,576 | ||
* | Envista Holdings Corp. | 34,520 | 1,555 | ||
* | Masimo Corp. | 4,949 | 1,449 | ||
* | Elanco Animal Health Inc. | 49,626 | 1,408 | ||
* | Ultragenyx Pharmaceutical Inc. | 16,000 | 1,345 | ||
* | Alnylam Pharmaceuticals Inc. | 7,820 | 1,326 | ||
* | BioMarin Pharmaceutical Inc. | 14,800 | 1,308 | ||
* | QIAGEN NV | 23,457 | 1,304 | ||
Teleflex Inc. | 3,932 | 1,292 | |||
* | Penumbra Inc. | 4,163 | 1,196 | ||
Universal Health Services Inc. Class B | 9,109 | 1,181 | |||
DENTSPLY SIRONA Inc. | 18,983 | 1,059 | |||
* | Quidel Corp. | 7,200 | 972 | ||
* | Insulet Corp. | 3,622 | 964 | ||
* | Natera Inc. | 8,600 | 803 |
Shares | Market Value• ($000) | ||||
Cerner Corp. | 8,193 | 761 | |||
Royalty Pharma plc Class A | 18,300 | 729 | |||
* | Neurocrine Biosciences Inc. | 8,264 | 704 | ||
Chemed Corp. | 1,300 | 688 | |||
Organon & Co. | 21,472 | 654 | |||
* | Exelixis Inc. | 34,103 | 623 | ||
* | Novocure Ltd. | 7,900 | 593 | ||
* | United Therapeutics Corp. | 2,593 | 560 | ||
* | Adaptive Biotechnologies Corp. | 19,500 | 547 | ||
Premier Inc. Class A | 12,944 | 533 | |||
* | Guardant Health Inc. | 5,038 | 504 | ||
* | CureVac NV | 14,600 | 501 | ||
* | Avantor Inc. | 10,252 | 432 | ||
Cardinal Health Inc. | 8,345 | 430 | |||
* | Amedisys Inc. | 2,500 | 405 | ||
* | 10X Genomics Inc. Class A | 2,300 | 343 | ||
* | Certara Inc. | 11,900 | 338 | ||
* | Signify Health Inc. Class A | 18,700 | 266 | ||
* | Oak Street Health Inc. | 7,300 | 242 | ||
* | Integra LifeSciences Holdings Corp. | 3,189 | 214 | ||
Encompass Health Corp. | 2,416 | 158 | |||
* | Tandem Diabetes Care Inc. | 1,000 | 150 | ||
Bruker Corp. | 1,500 | 126 | |||
518,308 | |||||
Industrials (6.3%) | |||||
Visa Inc. Class A | 165,796 | 35,930 | |||
Mastercard Inc. Class A | 87,886 | 31,579 | |||
Accenture plc Class A | 58,776 | 24,366 | |||
* | PayPal Holdings Inc. | 125,347 | 23,638 | ||
Union Pacific Corp. | 64,593 | 16,273 | |||
Honeywell International Inc. | 69,897 | 14,574 | |||
United Parcel Service Inc. Class B | 52,034 | 11,153 | |||
Deere & Co. | 32,002 | 10,973 | |||
Capital One Financial Corp. | 72,192 | 10,474 | |||
American Express Co. | 63,198 | 10,339 | |||
Sherwin-Williams Co. | 29,142 | 10,263 | |||
* | Boeing Co. | 48,266 | 9,717 | ||
Caterpillar Inc. | 45,524 | 9,412 | |||
3M Co. | 50,985 | 9,056 | |||
CSX Corp. | 239,766 | 9,015 | |||
Raytheon Technologies Corp. | 103,888 | 8,941 | |||
General Electric Co. | 84,054 | 7,941 | |||
Automatic Data Processing Inc. | 31,334 | 7,726 | |||
Lockheed Martin Corp. | 21,492 | 7,638 | |||
* | Fiserv Inc. | 71,839 | 7,456 |
Shares | Market Value• ($000) | ||||
Norfolk Southern Corp. | 24,666 | 7,343 | |||
AMETEK Inc. | 46,011 | 6,765 | |||
Illinois Tool Works Inc. | 26,375 | 6,509 | |||
* | Block Inc. Class A | 39,008 | 6,300 | ||
IHS Markit Ltd. | 44,814 | 5,957 | |||
Fidelity National Information Services Inc. | 51,938 | 5,669 | |||
Eaton Corp. plc | 31,645 | 5,469 | |||
* | Mettler-Toledo International Inc. | 3,121 | 5,297 | ||
Vulcan Materials Co. | 25,110 | 5,212 | |||
FedEx Corp. | 19,930 | 5,155 | |||
Martin Marietta Materials Inc. | 10,626 | 4,681 | |||
Cintas Corp. | 10,373 | 4,597 | |||
* | Keysight Technologies Inc. | 21,308 | 4,400 | ||
Emerson Electric Co. | 47,090 | 4,378 | |||
Global Payments Inc. | 32,231 | 4,357 | |||
Trane Technologies plc | 21,310 | 4,305 | |||
* | Middleby Corp. | 20,834 | 4,099 | ||
Carrier Global Corp. | 74,958 | 4,066 | |||
Northrop Grumman Corp. | 10,446 | 4,043 | |||
* | United Rentals Inc. | 12,074 | 4,012 | ||
* | TransDigm Group Inc. | 6,285 | 3,999 | ||
PPG Industries Inc. | 22,949 | 3,957 | |||
Rockwell Automation Inc. | 10,862 | 3,789 | |||
Equifax Inc. | 12,823 | 3,754 | |||
Ball Corp. | 37,125 | 3,574 | |||
* | Mohawk Industries Inc. | 19,372 | 3,529 | ||
Fortive Corp. | 45,701 | 3,487 | |||
Quanta Services Inc. | 30,093 | 3,450 | |||
Old Dominion Freight Line Inc. | 9,621 | 3,448 | |||
* | Zebra Technologies Corp. Class A | 5,716 | 3,402 | ||
Howmet Aerospace Inc. | 105,166 | 3,347 | |||
* | Teledyne Technologies Inc. | 7,464 | 3,261 | ||
* | Berry Global Group Inc. | 43,393 | 3,202 | ||
Eagle Materials Inc. | 18,979 | 3,159 | |||
DuPont de Nemours Inc. | 38,914 | 3,144 | |||
Verisk Analytics Inc. | 13,447 | 3,076 | |||
Xylem Inc. | 25,125 | 3,013 | |||
Ingersoll Rand Inc. | 48,482 | 3,000 | |||
Parker-Hannifin Corp. | 9,302 | 2,959 | |||
* | Waters Corp. | 7,833 | 2,919 | ||
L3Harris Technologies Inc. | 13,517 | 2,882 | |||
Textron Inc. | 36,284 | 2,801 | |||
* | AECOM | 35,745 | 2,765 | ||
General Dynamics Corp. | 13,091 | 2,729 | |||
Crown Holdings Inc. | 23,861 | 2,640 | |||
Otis Worldwide Corp. | 30,224 | 2,632 | |||
* | Trimble Inc. | 30,037 | 2,619 | ||
PACCAR Inc. | 28,448 | 2,511 | |||
IDEX Corp. | 10,462 | 2,472 | |||
TransUnion | 19,883 | 2,358 |
Shares | Market Value• ($000) | ||||
Stanley Black & Decker Inc. | 11,796 | 2,225 | |||
A O Smith Corp. | 25,732 | 2,209 | |||
Fortune Brands Home & Security Inc. | 20,487 | 2,190 | |||
HEICO Corp. Class A | 17,003 | 2,185 | |||
Jacobs Engineering Group Inc. | 15,658 | 2,180 | |||
Nordson Corp. | 8,492 | 2,168 | |||
* | Colfax Corp. | 46,190 | 2,123 | ||
Johnson Controls International plc | 25,378 | 2,064 | |||
Synchrony Financial | 41,089 | 1,906 | |||
Cummins Inc. | 8,721 | 1,902 | |||
Carlisle Cos. Inc. | 7,633 | 1,894 | |||
Masco Corp. | 26,716 | 1,876 | |||
ITT Inc. | 18,189 | 1,859 | |||
JB Hunt Transport Services Inc. | 8,852 | 1,809 | |||
* | FleetCor Technologies Inc. | 7,468 | 1,672 | ||
Sealed Air Corp. | 23,960 | 1,617 | |||
Allegion plc | 12,151 | 1,609 | |||
* | Kirby Corp. | 27,000 | 1,604 | ||
Dover Corp. | 8,810 | 1,600 | |||
AGCO Corp. | 13,710 | 1,591 | |||
Lennox International Inc. | 4,681 | 1,518 | |||
Oshkosh Corp. | 12,558 | 1,415 | |||
WW Grainger Inc. | 2,682 | 1,390 | |||
* | Sensata Technologies Holding plc | 22,433 | 1,384 | ||
MKS Instruments Inc. | 7,915 | 1,379 | |||
Valmont Industries Inc. | 5,396 | 1,352 | |||
Toro Co. | 13,011 | 1,300 | |||
* | StoneCo Ltd. Class A | 75,500 | 1,273 | ||
Paychex Inc. | 9,200 | 1,256 | |||
Owens Corning | 13,342 | 1,207 | |||
Huntington Ingalls Industries Inc. | 6,396 | 1,194 | |||
Cognex Corp. | 14,825 | 1,153 | |||
* | Paysafe Ltd. | 294,600 | 1,152 | ||
Landstar System Inc. | 6,235 | 1,116 | |||
* | GXO Logistics Inc. | 11,342 | 1,030 | ||
Packaging Corp. of America | 7,444 | 1,014 | |||
* | XPO Logistics Inc. | 11,342 | 878 | ||
Knight-Swift Transportation Holdings Inc. Class A | 14,300 | 871 | |||
RPM International Inc. | 8,489 | 857 | |||
Silgan Holdings Inc. | 18,967 | 813 | |||
Armstrong World Industries Inc. | 6,812 | 791 | |||
Regal Rexnord Corp. | 4,625 | 787 | |||
Expeditors International of Washington Inc. | 5,586 | 750 | |||
Pentair plc | 10,087 | 737 | |||
Donaldson Co. Inc. | 12,229 | 725 |
Shares | Market Value• ($000) | ||||
Air Lease Corp. Class A | 15,591 | 690 | |||
* | Coherent Inc. | 2,590 | 690 | ||
AptarGroup Inc. | 5,600 | 686 | |||
BWX Technologies Inc. | 14,202 | 680 | |||
* | Gates Industrial Corp. plc | 42,069 | 669 | ||
* | WESCO International Inc. | 4,845 | 638 | ||
* | Fair Isaac Corp. | 1,440 | 625 | ||
* | Bill.com Holdings Inc. | 2,500 | 623 | ||
Booz Allen Hamilton Holding Corp. | 6,943 | 589 | |||
Genpact Ltd. | 11,065 | 587 | |||
CH Robinson Worldwide Inc. | 5,311 | 572 | |||
Robert Half International Inc. | 5,000 | 558 | |||
Jack Henry & Associates Inc. | 3,232 | 540 | |||
Spirit AeroSystems Holdings Inc. Class A | 12,300 | 530 | |||
Littelfuse Inc. | 1,673 | 526 | |||
Lincoln Electric Holdings Inc. | 3,765 | 525 | |||
* | Shift4 Payments Inc. Class A | 7,900 | 458 | ||
Snap-on Inc. | 2,097 | 452 | |||
* | WEX Inc. | 3,040 | 427 | ||
* | Axalta Coating Systems Ltd. | 12,120 | 401 | ||
Graco Inc. | 4,912 | 396 | |||
nVent Electric plc | 10,087 | 383 | |||
* | TuSimple Holdings Inc. Class A | 10,400 | 373 | ||
Vontier Corp. | 12,079 | 371 | |||
Brunswick Corp. | 3,628 | 365 | |||
Schneider National Inc. Class B | 13,062 | 352 | |||
Flowserve Corp. | 10,413 | 319 | |||
Graphic Packaging Holding Co. | 15,800 | 308 | |||
MDU Resources Group Inc. | 9,950 | 307 | |||
* | Paylocity Holding Corp. | 1,300 | 307 | ||
Curtiss-Wright Corp. | 2,100 | 291 | |||
* | Euronet Worldwide Inc. | 2,192 | 261 | ||
ADT Inc. | 28,622 | 241 | |||
ManpowerGroup Inc. | 2,450 | 238 | |||
Hubbell Inc. Class B | 1,100 | 229 | |||
HEICO Corp. | 1,087 | 157 | |||
Alliance Data Systems Corp. | 1,600 | 107 | |||
* | Legalzoom.com Inc. | 6,500 | 104 | ||
* | Loyalty Ventures Inc. | 640 | 19 | ||
555,175 | |||||
Other (0.6%) | |||||
1 | Vanguard Tax-Exempt Bond Index ETF | 1,019,049 | 55,956 |
Shares | Market Value• ($000) | ||||
Real Estate (1.5%) | |||||
Prologis Inc. | 84,344 | 14,200 | |||
American Tower Corp. | 42,619 | 12,466 | |||
Crown Castle International Corp. | 41,238 | 8,608 | |||
SBA Communications Corp. | 21,594 | 8,400 | |||
Equinix Inc. | 9,349 | 7,908 | |||
Public Storage | 12,156 | 4,553 | |||
Digital Realty Trust Inc. | 24,538 | 4,340 | |||
* | CBRE Group Inc. Class A | 38,001 | 4,123 | ||
Iron Mountain Inc. | 73,597 | 3,851 | |||
American Homes 4 Rent Class A | 76,425 | 3,333 | |||
* | CoStar Group Inc. | 38,690 | 3,058 | ||
Extra Space Storage Inc. | 13,300 | 3,016 | |||
* | Jones Lang LaSalle Inc. | 10,212 | 2,751 | ||
Equity Residential | 30,250 | 2,738 | |||
Simon Property Group Inc. | 17,000 | 2,716 | |||
AvalonBay Communities Inc. | 9,828 | 2,482 | |||
Welltower Inc. | 26,763 | 2,295 | |||
* | Howard Hughes Corp. | 22,500 | 2,290 | ||
Weyerhaeuser Co. | 54,846 | 2,259 | |||
Mid-America Apartment Communities Inc. | 9,294 | 2,132 | |||
Essex Property Trust Inc. | 5,973 | 2,104 | |||
Equity LifeStyle Properties Inc. | 22,346 | 1,959 | |||
Camden Property Trust | 10,700 | 1,912 | |||
* | Host Hotels & Resorts Inc. | 109,599 | 1,906 | ||
Alexandria Real Estate Equities Inc. | 8,330 | 1,857 | |||
* | Zillow Group Inc. Class C | 27,791 | 1,774 | ||
Duke Realty Corp. | 26,790 | 1,758 | |||
SL Green Realty Corp. | 23,751 | 1,703 | |||
* | Park Hotels & Resorts Inc. | 90,100 | 1,701 | ||
Americold Realty Trust | 49,062 | 1,609 | |||
Healthpeak Properties Inc. | 30,867 | 1,114 | |||
Realty Income Corp. | 14,500 | 1,038 | |||
Invitation Homes Inc. | 21,896 | 993 | |||
Apartment Income REIT Corp. | 17,807 | 974 | |||
Sun Communities Inc. | 4,500 | 945 | |||
Lamar Advertising Co. Class A | 7,467 | 906 | |||
Boston Properties Inc. | 7,581 | 873 | |||
Rexford Industrial Realty Inc. | 10,000 | 811 | |||
UDR Inc. | 12,695 | 762 | |||
JBG SMITH Properties | 25,200 | 723 | |||
Kilroy Realty Corp. | 10,852 | 721 | |||
Douglas Emmett Inc. | 20,790 | 696 | |||
Ventas Inc. | 13,600 | 695 | |||
CyrusOne Inc. | 7,600 | 682 |
Shares | Market Value• ($000) | ||||
First Industrial Realty Trust Inc. | 7,000 | 463 | |||
Federal Realty Investment Trust | 3,019 | 412 | |||
VICI Properties Inc. | 12,500 | 376 | |||
Medical Properties Trust Inc. | 10,779 | 255 | |||
* | Zillow Group Inc. Class A | 3,647 | 227 | ||
Rayonier Inc. | 5,100 | 206 | |||
Life Storage Inc. | 513 | 79 | |||
STORE Capital Corp. | 1,277 | 44 | |||
American Campus Communities Inc. | 760 | 44 | |||
* | Orion Office REIT Inc. | 1,450 | 27 | ||
129,868 | |||||
Technology (14.2%) | |||||
Apple Inc. | 1,438,146 | 255,372 | |||
Microsoft Corp. | 720,284 | 242,246 | |||
* | Alphabet Inc. Class A | 32,605 | 94,458 | ||
* | Meta Platforms Inc. Class A | 232,772 | 78,293 | ||
* | Alphabet Inc. Class C | 25,264 | 73,104 | ||
NVIDIA Corp. | 238,060 | 70,016 | |||
* | Adobe Inc. | 48,224 | 27,346 | ||
Broadcom Inc. | 32,749 | 21,792 | |||
* | salesforce.com Inc. | 81,260 | 20,651 | ||
Intel Corp. | 386,436 | 19,901 | |||
QUALCOMM Inc. | 108,410 | 19,825 | |||
Intuit Inc. | 25,152 | 16,178 | |||
Oracle Corp. | 178,205 | 15,541 | |||
* | Advanced Micro Devices Inc. | 103,623 | 14,911 | ||
Texas Instruments Inc. | 78,992 | 14,888 | |||
Applied Materials Inc. | 90,715 | 14,275 | |||
Micron Technology Inc. | 127,810 | 11,905 | |||
* | ServiceNow Inc. | 17,885 | 11,609 | ||
Lam Research Corp. | 13,149 | 9,456 | |||
Roper Technologies Inc. | 14,570 | 7,166 | |||
* | Autodesk Inc. | 23,262 | 6,541 | ||
* | Synopsys Inc. | 17,230 | 6,349 | ||
* | Cadence Design Systems Inc. | 33,815 | 6,301 | ||
International Business Machines Corp. | 45,903 | 6,135 | |||
Xilinx Inc. | 28,929 | 6,134 | |||
Analog Devices Inc. | 33,550 | 5,897 | |||
Amphenol Corp. Class A | 65,560 | 5,734 | |||
Marvell Technology Inc. | 62,986 | 5,511 | |||
* | Snowflake Inc. Class A | 15,761 | 5,339 | ||
* | Workday Inc. Class A | 18,747 | 5,121 | ||
* | ON Semiconductor Corp. | 72,209 | 4,904 | ||
* | Atlassian Corp. plc Class A | 12,259 | 4,674 | ||
HP Inc. | 119,671 | 4,508 | |||
* | Fortinet Inc. | 12,162 | 4,371 | ||
Cognizant Technology Solutions Corp. Class A | 48,018 | 4,260 |
Shares | Market Value• ($000) | ||||
KLA Corp. | 9,317 | 4,007 | |||
* | Twilio Inc. Class A | 14,230 | 3,747 | ||
* | Match Group Inc. | 27,592 | 3,649 | ||
* | Zoom Video Communications Inc. Class A | 19,300 | 3,549 | ||
Microchip Technology Inc. | 40,540 | 3,529 | |||
* | Twitter Inc. | 74,635 | 3,226 | ||
Teradyne Inc. | 19,532 | 3,194 | |||
* | Okta Inc. | 13,316 | 2,985 | ||
* | ANSYS Inc. | 7,369 | 2,956 | ||
* | VeriSign Inc. | 11,621 | 2,950 | ||
* | Gartner Inc. | 8,596 | 2,874 | ||
* | Palantir Technologies Inc. Class A | 151,834 | 2,765 | ||
Skyworks Solutions Inc. | 17,100 | 2,653 | |||
Corning Inc. | 68,131 | 2,537 | |||
VMware Inc. Class A | 21,838 | 2,531 | |||
* | Crowdstrike Holdings Inc. Class A | 11,800 | 2,416 | ||
* | Arrow Electronics Inc. | 17,906 | 2,404 | ||
* | Palo Alto Networks Inc. | 4,128 | 2,298 | ||
* | EPAM Systems Inc. | 3,426 | 2,290 | ||
NXP Semiconductors NV | 9,800 | 2,232 | |||
* | DocuSign Inc. | 14,425 | 2,197 | ||
* | Datadog Inc. Class A | 12,000 | 2,137 | ||
* | Wolfspeed Inc. | 18,851 | 2,107 | ||
* | Akamai Technologies Inc. | 17,101 | 2,001 | ||
* | MongoDB Inc. | 3,694 | 1,955 | ||
Xerox Holdings Corp. | 86,118 | 1,950 | |||
Hewlett Packard Enterprise Co. | 120,529 | 1,901 | |||
CDW Corp. | 8,857 | 1,814 | |||
* | Qorvo Inc. | 11,320 | 1,770 | ||
* | NCR Corp. | 42,803 | 1,721 | ||
* | Black Knight Inc. | 20,612 | 1,709 | ||
* | Splunk Inc. | 14,265 | 1,651 | ||
* | RingCentral Inc. Class A | 8,784 | 1,646 | ||
* | F5 Inc. | 6,675 | 1,633 | ||
* | Nuance Communications Inc. | 29,403 | 1,627 | ||
* | Dell Technologies Inc. Class C | 28,164 | 1,582 | ||
* | Cloudflare Inc. Class A | 12,000 | 1,578 | ||
* | Paycom Software Inc. | 3,751 | 1,557 | ||
* | Tyler Technologies Inc. | 2,891 | 1,555 | ||
* | Zscaler Inc. | 4,818 | 1,548 | ||
* | GoDaddy Inc. Class A | 17,857 | 1,515 | ||
* | DoorDash Inc. Class A | 9,750 | 1,452 | ||
* | Unity Software Inc. | ��� 9,916 | 1,418 | ||
* | Ceridian HCM Holding Inc. | 12,978 | 1,356 | ||
* | Western Digital Corp. | 20,174 | 1,316 | ||
* | PTC Inc. | 10,669 | 1,293 | ||
* | Coupa Software Inc. | 7,519 | 1,188 | ||
Monolithic Power Systems Inc. | 2,200 | 1,085 |
Shares | Market Value• ($000) | ||||
* | Pinterest Inc. Class A | 29,300 | 1,065 | ||
* | IAC/InterActiveCorp | 8,045 | 1,052 | ||
* | Manhattan Associates Inc. | 6,606 | 1,027 | ||
* | Zendesk Inc. | 9,776 | 1,020 | ||
Citrix Systems Inc. | 9,859 | 933 | |||
* | Pure Storage Inc. Class A | 28,105 | 915 | ||
* | IPG Photonics Corp. | 5,229 | 900 | ||
* | Teradata Corp. | 19,986 | 849 | ||
NetApp Inc. | 8,971 | 825 | |||
* | Wix.com Ltd. | 5,100 | 805 | ||
Dolby Laboratories Inc. Class A | 8,275 | 788 | |||
* | Clarivate plc | 31,300 | 736 | ||
Universal Display Corp. | 4,186 | 691 | |||
* | Aspen Technology Inc. | 4,278 | 651 | ||
* | Dun & Bradstreet Holdings Inc. | 31,300 | 641 | ||
NortonLifeLock Inc. | 24,339 | 632 | |||
* | Five9 Inc. | 4,400 | 604 | ||
Jabil Inc. | 8,300 | 584 | |||
* | HubSpot Inc. | 820 | 540 | ||
SS&C Technologies Holdings Inc. | 6,447 | 529 | |||
* | Cerence Inc. | 6,400 | 490 | ||
Leidos Holdings Inc. | 5,350 | 476 | |||
Entegris Inc. | 3,200 | 443 | |||
* | Elastic NV | 3,518 | 433 | ||
* | Dropbox Inc. Class A | 15,760 | 387 | ||
* | Nutanix Inc. Class A | 11,790 | 376 | ||
* | DXC Technology Co. | 11,250 | 362 | ||
* | Guidewire Software Inc. | 3,086 | 350 | ||
Concentrix Corp. | 1,700 | 304 | |||
* | Dynatrace Inc. | 4,970 | 300 | ||
* | Change Healthcare Inc. | 12,066 | 258 | ||
* | Smartsheet Inc. Class A | 3,300 | 256 | ||
* | Vimeo Inc. | 13,061 | 235 | ||
* | Avalara Inc. | 1,751 | 226 | ||
* | New Relic Inc. | 2,000 | 220 | ||
TD SYNNEX Corp. | 1,700 | 194 | |||
Amdocs Ltd. | 2,400 | 180 | |||
* | Anaplan Inc. | 3,700 | 170 | ||
* | Kyndryl Holdings Inc. | 9,180 | 166 | ||
Pegasystems Inc. | 1,468 | 164 | |||
National Instruments Corp. | 2,211 | 97 | |||
* | Mandiant Corp. | 4,671 | 82 | ||
SolarWinds Corp. | 5,700 | 81 | |||
Bentley Systems Inc. Class B | 252 | 12 | |||
CDK Global Inc. | 3 | — | |||
1,247,815 | |||||
Telecommunications (1.3%) | |||||
Cisco Systems Inc. | 392,433 | 24,868 | |||
Comcast Corp. Class A | 445,383 | 22,416 |
Shares | Market Value• ($000) | ||||
Verizon Communications Inc. | 288,107 | 14,970 | |||
AT&T Inc. | 528,884 | 13,011 | |||
* | Charter Communications Inc. Class A | 15,028 | 9,798 | ||
* | T-Mobile US Inc. | 72,892 | 8,454 | ||
* | Arista Networks Inc. | 33,504 | 4,816 | ||
* | Liberty Broadband Corp. Class C | 26,422 | 4,257 | ||
Motorola Solutions Inc. | 15,378 | 4,178 | |||
* | Roku Inc. | 13,113 | 2,992 | ||
* | Liberty Broadband Corp. Class A | 12,998 | 2,091 | ||
* | Ciena Corp. | 15,379 | 1,184 | ||
* | DISH Network Corp. Class A | 22,133 | 718 | ||
Ubiquiti Inc. | 1,484 | 455 | |||
Cable One Inc. | 40 | 71 | |||
114,279 | |||||
Utilities (1.2%) | |||||
NextEra Energy Inc. | 213,340 | 19,917 | |||
American Water Works Co. Inc. | 38,390 | 7,250 | |||
Southern Co. | 98,416 | 6,749 | |||
Duke Energy Corp. | 59,772 | 6,270 | |||
Waste Management Inc. | 33,651 | 5,616 | |||
Consolidated Edison Inc. | 58,005 | 4,949 | |||
* | Clean Harbors Inc. | 41,000 | 4,091 | ||
American Electric Power Co. Inc. | 43,400 | 3,861 | |||
Exelon Corp. | 65,800 | 3,801 | |||
Dominion Energy Inc. | 45,609 | 3,583 | |||
Sempra Energy | 26,229 | 3,470 | |||
Public Service Enterprise Group Inc. | 47,759 | 3,187 |
Shares | Market Value• ($000) | ||||
* | PG&E Corp. | 251,400 | 3,052 | ||
Xcel Energy Inc. | 42,704 | 2,891 | |||
FirstEnergy Corp. | 61,869 | 2,573 | |||
WEC Energy Group Inc. | 26,459 | 2,568 | |||
Republic Services Inc. | 16,510 | 2,302 | |||
Eversource Energy | 24,487 | 2,228 | |||
DTE Energy Co. | 17,175 | 2,053 | |||
PPL Corp. | 60,316 | 1,813 | |||
Essential Utilities Inc. | 30,186 | 1,621 | |||
National Fuel Gas Co. | 23,728 | 1,517 | |||
Alliant Energy Corp. | 24,226 | 1,489 | |||
Edison International | 21,417 | 1,462 | |||
CMS Energy Corp. | 20,227 | 1,316 | |||
AES Corp. | 53,469 | 1,299 | |||
Vistra Corp. | 56,291 | 1,282 | |||
NRG Energy Inc. | 28,315 | 1,220 | |||
NiSource Inc. | 42,649 | 1,178 | |||
Entergy Corp. | 10,412 | 1,173 | |||
Ameren Corp. | 9,798 | 872 | |||
OGE Energy Corp. | 19,986 | 767 | |||
UGI Corp. | 15,661 | 719 | |||
* | Stericycle Inc. | 11,477 | 685 | ||
Atmos Energy Corp. | 3,445 | 361 | |||
Brookfield Renewable Corp. | 8,800 | 324 | |||
Evergy Inc. | 3,535 | 243 | |||
Pinnacle West Capital Corp. | 1,900 | 134 | |||
Avangrid Inc. | 2,345 | 117 | |||
110,003 | |||||
Total Common Stocks (Cost $1,481,720) | 4,236,210 | ||||
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tax-Exempt Municipal Bonds (51.4%) | ||||||
Alabama (1.1%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 4.000% | 9/15/33 | 500 | 566 | ||
Alabama Federal AID Highway Finance Authority Bonds Prere. | 5.000% | 9/1/22 | 3,230 | 3,333 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue ETM | 5.000% | 9/1/25 | 3,525 | 4,103 | ||
Alabama Incentives Financing Authority Special Obligation Revenue Prere. | 5.000% | 9/1/22 | 380 | 392 | ||
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 4.000% | 11/1/38 | 2,640 | 3,181 | ||
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 5.000% | 11/1/39 | 5,000 | 6,511 | ||
Birmingham-Jefferson AL Civic Center Authority Special Tax Revenue | 5.000% | 7/1/31 | 1,125 | 1,361 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/23 | 1,555 | 1,644 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/25 | 2,845 | 3,160 | ||
Black Belt Energy Gas District Alabama Gas Project Revenue (Project No. 6) PUT | 4.000% | 12/1/26 | 5,030 | 5,687 | ||
Black Belt Energy Gas District Alabama Gas Project Revenue (Project No. 7) PUT | 4.000% | 12/1/26 | 7,500 | 8,486 | ||
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 7/1/22 | 430 | 436 | |
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 12/1/31 | 12,365 | 15,031 | |
Huntsville AL Electric System Revenue | 5.000% | 12/1/30 | 510 | 619 | ||
Huntsville AL GO | 5.000% | 5/1/35 | 1,125 | 1,386 | ||
Huntsville AL GO | 5.000% | 5/1/38 | 1,860 | 2,344 | ||
Huntsville AL Health Care Authority Revenue | 5.000% | 6/1/35 | 780 | 999 | ||
Infirmary Health System Special Care Facilities Financing Authority of Mobile Revenue | 4.000% | 2/1/40 | 545 | 644 | ||
Jefferson County AL Revenue | 5.000% | 9/15/29 | 1,470 | 1,775 | ||
Jefferson County AL Revenue | 5.000% | 9/15/33 | 1,000 | 1,202 | ||
Jefferson County AL Sewer Revenue | 5.000% | 10/1/23 | 500 | 541 | ||
3 | Jefferson County AL Sewer Revenue | 0.000% | 10/1/25 | 500 | 461 | |
Lower AL Gas District Gas Project Revenue PUT | 4.000% | 12/1/25 | 2,150 | 2,384 | ||
Montgomery AL GO | 4.000% | 12/1/36 | 400 | 487 | ||
Montgomery AL GO | 4.000% | 12/1/39 | 450 | 543 | ||
Pell City AL Special Care Facilities Financing Authority Revenue (Noland Health Services Inc.) | 5.000% | 12/1/30 | 2,000 | 2,571 | ||
Pell City AL Special Care Facilities Financing Authority Revenue (Noland Health Services Inc.) | 4.000% | 12/1/34 | 2,000 | 2,348 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 4/1/24 | 6,810 | 7,259 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 6/1/24 | 1,515 | 1,624 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 1) PUT | 4.000% | 10/1/28 | 2,000 | 2,318 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 2) PUT | 4.000% | 12/1/31 | 6,905 | 8,369 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/27 | 530 | 630 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/28 | 1,090 | 1,295 | ||
University of Alabama General Revenue | 3.000% | 7/1/36 | 1,085 | 1,184 | ||
3 | University of South Alabama University Facilities Revenue | 5.000% | 11/1/23 | 740 | 801 | |
95,675 | ||||||
Alaska (0.0%) | ||||||
4 | Alaska Housing Finance Corp. Revenue | 5.000% | 12/1/35 | 1,500 | 1,919 | |
Alaska Housing Finance Corp. Revenue Prere. | 5.000% | 6/1/22 | 425 | 433 | ||
Alaska Housing Finance Corp. Revenue Prere. | 5.000% | 6/1/22 | 75 | 76 | ||
Matanuska-Susitna Borough AK Lease Revenue (Goose Creek Correctional Center) GO | 5.000% | 9/1/31 | 1,345 | 1,521 | ||
Municipality of Anchorage GO | 4.000% | 9/1/36 | 785 | 960 | ||
4,909 | ||||||
Arizona (0.9%) | ||||||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/30 | 675 | 775 | ||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/31 | 545 | 602 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arizona COP ETM | 5.000% | 10/1/26 | 2,000 | 2,411 | ||
Arizona Excise Taxes Obligations Revenue | 1.500% | 7/1/29 | 600 | 594 | ||
Arizona Excise Taxes Obligations Revenue | 2.100% | 7/1/36 | 1,000 | 994 | ||
Arizona Industrial Development Authority Lease Revenue (Children's National Medical Center) | 5.000% | 9/1/34 | 350 | 450 | ||
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.375% | 7/1/25 | 180 | 199 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.500% | 7/1/26 | 100 | 113 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.625% | 7/1/27 | 265 | 305 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.750% | 7/1/28 | 305 | 356 | |
Arizona Industrial Development Authority Revenue (Greathearts Arizona Projects) | 3.000% | 7/1/37 | 695 | 753 | ||
Arizona Industrial Development Authority Revenue (Lincoln South Beltway Project) | 5.000% | 11/1/28 | 1,290 | 1,624 | ||
Arizona Industrial Development Authority Revenue (Phoenix Children's Hospital) | 5.000% | 2/1/36 | 1,765 | 2,336 | ||
Arizona State University Revenue (McAllister Academic Village LLC) | 5.000% | 7/1/36 | 1,620 | 1,913 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/23 | 2,155 | 2,306 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/24 | 2,110 | 2,351 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/22 | 2,210 | 2,263 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/32 | 1,025 | 1,211 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/33 | 1,000 | 1,180 | ||
Arizona Transportation Board Highway Revenue Prere. | 5.000% | 7/1/22 | 500 | 512 | ||
Arizona Water Infrastructure Finance Authority Revenue | 5.000% | 10/1/27 | 1,000 | 1,122 | ||
Chandler AZ GO | 5.000% | 7/1/23 | 1,165 | 1,248 | ||
Glendale City AZ Excise Tax Refunding Obligations Revenue | 5.000% | 7/1/28 | 1,785 | 2,179 | ||
La Paz County AZ Industrial Development Authority Education Facility Lease Revenue (Harmony Public Schools Project) | 5.000% | 2/15/31 | 100 | 124 | ||
Maricopa County AZ Elementary School District No. 14 (Creighton) GO | 3.000% | 7/1/32 | 1,000 | 1,095 | ||
5 | Maricopa County AZ Industrial Development Authority Education Revenue (Legacy Traditional Schools Projects) | 3.000% | 7/1/31 | 650 | 695 | |
Maricopa County AZ Industrial Development Authority Hospital Revenue (Honorhealth) | 5.000% | 9/1/33 | 830 | 1,032 | ||
Maricopa County AZ Pollution Control Corp. Revenue (Southern California Edison Co.) | 2.400% | 6/1/35 | 1,000 | 1,003 | ||
Maricopa County AZ School District No. 83 | 3.000% | 10/1/39 | 1,000 | 1,107 | ||
Maricopa County AZ Unified School District No. 4 (Mesa) GO | 5.000% | 7/1/24 | 1,730 | 1,928 | ||
6,7 | Phoenix AZ Civic Improvement Corp. Distribution Revenue | 5.500% | 7/1/42 | 1,500 | 2,343 | |
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue | 5.000% | 7/1/35 | 1,110 | 1,448 | ||
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue ETM | 5.000% | 7/1/22 | 1,145 | 1,172 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/22 | 2,290 | 2,345 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/27 | 1,295 | 1,540 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 4.000% | 7/1/28 | 2,015 | 2,180 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/22 | 1,260 | 1,290 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/23 | 2,040 | 2,185 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/26 | 2,520 | 2,803 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/29 | 1,800 | 2,321 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/35 | 1,900 | 2,236 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/39 | 1,000 | 1,323 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 4.000% | 7/1/41 | 1,000 | 1,216 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/27 | 300 | 359 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/28 | 250 | 305 | ||
4,5 | Pima County AZ Industrial Development Authority Revenue (American Leadership Academy Project) | 4.000% | 6/15/31 | 1,050 | 1,103 | |
Pima County AZ Industrial Development Authority Revenue (Tucson Medical Center) | 4.000% | 4/1/38 | 1,040 | 1,245 | ||
Pima County AZ Sewer Revenue | 5.000% | 7/1/24 | 1,105 | 1,231 | ||
Pima County AZ Sewer System Revenue | 5.000% | 7/1/25 | 1,000 | 1,070 | ||
Regional Public Transportation Authority Arizona Excise Tax Revenue (Maricopa County Public Transportation) | 5.250% | 7/1/24 | 1,125 | 1,260 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 12/1/29 | 2,000 | 2,040 | ||
4 | Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/31 | 2,000 | 2,598 | |
4 | Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/32 | 2,500 | 3,306 | |
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/36 | 1,540 | 1,842 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue (Arizona Salt Projects Electric System) | 5.000% | 1/1/24 | 1,210 | 1,322 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue (Arizona Salt Projects Electric System) | 5.000% | 1/1/25 | 1,825 | 2,074 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/24 | 910 | 1,025 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/28 | 640 | 802 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.000% | 12/1/37 | 855 | 1,198 | ||
81,963 | ||||||
Arkansas (0.2%) | ||||||
Arkansas Federal Highway Revenue GO | 3.000% | 4/1/24 | 5,000 | 5,102 | ||
Arkansas State GO (Four-Lane Highway Construction and Improvement) | 5.000% | 6/15/23 | 10,000 | 10,691 | ||
Pulaski County AR Hospital Revenue (Arkansas Children's Hospital) | 5.000% | 3/1/29 | 1,075 | 1,277 | ||
8 | Springdale AR Sales & Use Revenue | 5.000% | 4/1/37 | 1,000 | 1,097 | |
Springdale AR School District No. 50 GO | 4.000% | 6/1/27 | 1,190 | 1,207 | ||
Springdale AR School District No. 50 GO | 4.000% | 6/1/32 | 1,155 | 1,172 | ||
University of Arkansas Revenue | 5.000% | 11/1/24 | 850 | 958 | ||
University of Arkansas Revenue | 5.000% | 11/1/30 | 775 | 926 | ||
22,430 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California (4.6%) | ||||||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) ETM | 5.000% | 7/1/22 | 500 | 512 | ||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) Prere. | 5.000% | 7/1/22 | 2,800 | 2,867 | ||
3 | ABAG Finance Authority for Nonprofit Corps. California Revenue (Windemere Ranch Infrastructure Financing Program) | 5.000% | 9/2/30 | 1,135 | 1,390 | |
9 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/30 | 740 | 641 | |
10 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/32 | 2,070 | 1,685 | |
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/30 | 1,000 | 1,056 | ||
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/33 | 1,015 | 1,071 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/33 | 1,000 | 1,159 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/37 | 820 | 948 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/22 | 500 | 506 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/23 | 1,000 | 1,060 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.125% | 4/1/25 | 2,950 | 3,072 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.850% | 4/1/25 | 1,000 | 1,065 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.625% | 4/1/26 | 2,000 | 2,131 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.950% | 4/1/26 | 1,000 | 1,076 | ||
11 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.300% PUT | 0.400% | 4/1/27 | 1,000 | 1,000 | |
11 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.410% PUT | 0.510% | 4/1/28 | 1,000 | 1,000 | |
11 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.900% PUT | 1.000% | 5/1/23 | 1,000 | 1,006 | |
4 | Bay Area Water Supply & Conservation Agency CA Revenue (Capital Cost Recovery Prepayment Program) | 5.000% | 10/1/33 | 1,000 | 1,289 | |
9 | Brea CA Redevelopment Agency Successor Agency Tax Allocation Revenue (Redevelopment Project AB) | 0.000% | 8/1/29 | 1,000 | 890 | |
California Community Choice Financing Authority Revenue PUT | 4.000% | 12/1/27 | 3,325 | 3,838 | ||
California Community Choice Financing Authority Revenue PUT | 4.000% | 8/1/31 | 2,985 | 3,626 | ||
California Educational Facilities Authority Revenue | 5.000% | 3/15/39 | 15 | 22 | ||
California Educational Facilities Authority Revenue | 5.000% | 6/1/43 | 1,995 | 3,064 | ||
California GO | 5.000% | 8/1/22 | 1,000 | 1,028 | ||
California GO | 5.000% | 9/1/22 | 1,805 | 1,863 | ||
California GO | 5.000% | 10/1/22 | 1,630 | 1,689 | ||
California GO | 5.000% | 12/1/22 | 1,025 | 1,070 | ||
California GO | 5.000% | 9/1/23 | 1,750 | 1,887 | ||
California GO | 5.000% | 11/1/23 | 1,155 | 1,254 | ||
California GO | 5.000% | 4/1/24 | 2,000 | 2,208 | ||
California GO | 5.000% | 10/1/24 | 2,000 | 2,252 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 5.000% | 12/1/24 | 2,000 | 2,266 | ||
California GO | 5.000% | 3/1/26 | 660 | 757 | ||
California GO | 5.000% | 4/1/26 | 2,000 | 2,372 | ||
California GO | 5.000% | 4/1/27 | 2,000 | 2,446 | ||
California GO | 3.500% | 8/1/27 | 1,515 | 1,746 | ||
California GO | 5.000% | 2/1/28 | 690 | 725 | ||
California GO | 5.000% | 4/1/28 | 5,125 | 6,436 | ||
California GO | 5.000% | 9/1/29 | 455 | 544 | ||
California GO | 5.000% | 9/1/29 | 1,000 | 1,297 | ||
California GO | 5.000% | 10/1/29 | 5,000 | 6,495 | ||
California GO | 5.000% | 11/1/29 | 1,700 | 1,843 | ||
California GO | 5.000% | 9/1/30 | 1,500 | 1,996 | ||
California GO | 5.000% | 11/1/30 | 5,000 | 6,661 | ||
California GO | 4.000% | 8/1/31 | 1,675 | 1,918 | ||
California GO | 5.000% | 9/1/31 | 2,000 | 2,720 | ||
California GO | 5.000% | 2/1/32 | 500 | 502 | ||
California GO | 5.000% | 4/1/32 | 2,500 | 3,191 | ||
California GO | 5.000% | 9/1/32 | 1,000 | 1,353 | ||
California GO | 5.000% | 10/1/32 | 1,875 | 2,101 | ||
California GO | 4.000% | 8/1/33 | 1,520 | 1,736 | ||
California GO | 5.000% | 8/1/33 | 2,865 | 3,402 | ||
California GO | 4.000% | 9/1/33 | 2,000 | 2,290 | ||
California GO | 3.000% | 10/1/34 | 1,225 | 1,358 | ||
California GO | 5.000% | 11/1/34 | 1,340 | 1,771 | ||
California GO | 3.000% | 10/1/35 | 1,815 | 2,003 | ||
California GO | 5.000% | 11/1/35 | 5,000 | 6,599 | ||
California GO | 3.000% | 10/1/36 | 1,500 | 1,649 | ||
California GO | 4.000% | 10/1/36 | 1,000 | 1,227 | ||
California GO | 4.000% | 10/1/36 | 1,155 | 1,417 | ||
California GO | 5.000% | 9/1/41 | 5,000 | 6,623 | ||
California GO | 4.000% | 10/1/41 | 1,000 | 1,209 | ||
California Health Facilities Financing Authority Revenue (Adventist Health System/West) | 5.000% | 3/1/23 | 1,325 | 1,398 | ||
California Health Facilities Financing Authority Revenue (Cedars-Sinai Health System) | 5.000% | 8/15/41 | 1,890 | 2,473 | ||
California Health Facilities Financing Authority Revenue (Children's Hospital of Los Angeles) | 5.000% | 11/15/23 | 1,000 | 1,041 | ||
California Health Facilities Financing Authority Revenue (Common Spirit Health) | 4.000% | 4/1/37 | 1,000 | 1,194 | ||
California Health Facilities Financing Authority Revenue (Kaiser Permanente) PUT | 5.000% | 11/1/22 | 795 | 827 | ||
California Health Facilities Financing Authority Revenue (PIH Health) | 4.000% | 6/1/38 | 1,000 | 1,186 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 4.000% | 10/1/24 | 1,195 | 1,310 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 5.000% | 10/1/25 | 1,690 | 1,963 | ||
California Health Facilities Financing Authority Revenue (Stanford Hospital & Clinics) Prere. | 5.000% | 8/15/22 | 2,000 | 2,059 | ||
California Health Facilities Financing Authority Revenue (Sutter Health) | 5.000% | 11/15/36 | 1,000 | 1,228 | ||
California Housing Finance Agency Municipal Certificates | 3.750% | 3/25/35 | 2,493 | 2,943 | ||
California Housing Finance Agency Municipal Certificates | 3.500% | 11/20/35 | 989 | 1,128 | ||
California Housing Finance Agency Municipal Certificates | 3.250% | 8/20/36 | 499 | 566 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | California Infrastructure & Economic Development Bank Revenue (Bay Area Toll Bridges Seismic Retrofit) Prere. | 5.000% | 1/1/28 | 500 | 621 | |
11 | California Infrastructure & Economic Development Bank Revenue (California Academy of Sciences), SIFMA Municipal Swap Index Yield + 0.350% PUT | 0.450% | 8/1/24 | 1,000 | 1,003 | |
California Infrastructure & Economic Development Bank Revenue (County Museum of Art Project) PUT | 1.200% | 6/1/28 | 1,000 | 1,010 | ||
California Municipal Finance Authority Revenue (Anaheim Electric Utility Distribution System) | 5.000% | 10/1/30 | 965 | 1,118 | ||
California Municipal Finance Authority Revenue (Recovery Zone Bonds) VRDO | 0.070% | 1/3/22 | 5,100 | 5,100 | ||
California Public Works Board Lease Revenue (Davidson Library) Prere. | 5.000% | 3/1/23 | 20 | 21 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/22 | 1,000 | 1,020 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/27 | 1,050 | 1,071 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 10/1/26 | 1,200 | 1,346 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 3/1/28 | 300 | 315 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 2/1/24 | 500 | 548 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 12/1/26 | 2,500 | 2,822 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 2/1/31 | 2,000 | 2,665 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/31 | 1,000 | 1,040 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 4/1/32 | 350 | 354 | ||
3 | California School Facilities Financing Authority Revenue (Los Angeles County) | 0.000% | 8/1/49 | 2,000 | 673 | |
4 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/22 | 1,000 | 1,018 | |
4 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/29 | 1,000 | 1,274 | |
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/32 | 1,000 | 1,040 | ||
4 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/34 | 340 | 430 | |
4 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/36 | 2,000 | 2,615 | |
California State University Systemwide Revenue | 5.000% | 11/1/32 | 1,000 | 1,181 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 2,815 | 3,437 | ||
California State University Systemwide Revenue | 5.000% | 11/1/35 | 2,000 | 2,438 | ||
California State University Systemwide Revenue | 5.000% | 11/1/37 | 1,000 | 1,161 | ||
California State University Systemwide Revenue | 5.000% | 11/1/41 | 1,400 | 1,644 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/22 | 1,000 | 1,040 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 40 | 45 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 165 | 186 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 1,970 | 2,228 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 2,335 | 2,641 | ||
California Statewide Communities Development Authority Pollution Control Revenue (Southern Edison Co.) | 1.750% | 9/1/29 | 1,000 | 1,004 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California Statewide Communities Development Authority Revenue (Kaiser Foundation Hospitals) PUT | 5.000% | 11/1/29 | 3,750 | 4,863 | ||
5 | California Statewide Communities Development Authority Revenue (Loma Linda University Medical Center) | 5.000% | 12/1/28 | 400 | 468 | |
3 | Centinela Valley CA Union High School District GO | 4.000% | 8/1/29 | 1,035 | 1,177 | |
Chabot-Las Positas CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,074 | ||
Chaffey CA Community College District GO | 5.000% | 6/1/23 | 850 | 907 | ||
3 | Chino CA Public Financing Authority Special Tax Revenue | 5.000% | 9/1/30 | 800 | 921 | |
Chula Vista CA Municipal Financing Authority Special Tax Revenue | 5.500% | 9/1/27 | 970 | 1,049 | ||
12 | Citrus CA Community College District GO, 5.000% coupon rate effective 2/1/2023 Prere. | 0.000% | 2/1/24 | 1,000 | 1,042 | |
Contra Costa CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,075 | ||
Contra Costa CA Municipal Water District Revenue | 5.000% | 10/1/33 | 1,000 | 1,079 | ||
Corona-Norco CA Unified School District Special Tax Revenue (Community Facilities District No. 98-1) ETM | 5.000% | 9/1/22 | 970 | 1,001 | ||
5 | CSCDA Community Improvement Authority Revenue | 2.650% | 12/1/46 | 565 | 515 | |
5 | CSCDA Community Improvement Authority Revenue | 2.450% | 2/1/47 | 1,000 | 898 | |
5 | CSCDA Community Improvement Authority Revenue | 3.500% | 5/1/47 | 500 | 503 | |
East Bay CA Municipal Utility District Water System Revenue | 5.000% | 6/1/42 | 2,875 | 3,504 | ||
3 | East Side CA Union High School District Santa Clara County GO | 3.000% | 8/1/32 | 1,000 | 1,093 | |
East Side CA Union High School District Santa Clara County GO | 2.000% | 8/1/33 | 1,000 | 1,026 | ||
11 | Eastern Municipal Water & Wastewater Revenue, SIFMA Municipal Swap Index Yield + 0.100% PUT | 0.200% | 7/1/24 | 300 | 300 | |
12 | Foothill/Eastern Transportation Corridor Agency California Toll Road Revenue, 6.200% coupon rate effective 1/15/2024 | 0.000% | 1/15/29 | 1,390 | 1,667 | |
Gavilan CA Joint Community College District GO | 5.000% | 8/1/28 | 1,000 | 1,153 | ||
Golden State Tobacco Securitization Corp. California Revenue ETM | 5.000% | 6/1/25 | 500 | 577 | ||
9 | Golden State Tobacco Securitization Corp. California Revenue ETM | 0.000% | 6/1/27 | 2,070 | 1,977 | |
Golden State Tobacco Securitization Corp. California Revenue Prere. | 5.000% | 6/1/25 | 1,140 | 1,318 | ||
Grossmont CA Healthcare District GO | 4.000% | 7/15/40 | 2,000 | 2,212 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/23 | 1,500 | 1,617 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/24 | 1,000 | 1,122 | ||
La Verne CA (Brethren Hillcrest Homes) COP Prere. | 5.000% | 5/15/22 | 350 | 360 | ||
Long Beach CA Finance Authority Natural Gas Purchase Revenue | 5.250% | 11/15/23 | 435 | 474 | ||
6 | Long Beach CA Unified School District GO | 0.000% | 8/1/24 | 1,290 | 1,270 | |
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/23 | 2,000 | 2,119 | ||
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/24 | 1,000 | 1,093 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/36 | 2,000 | 2,412 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/39 | 1,000 | 1,311 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/40 | 2,055 | 2,460 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/41 | 1,400 | 1,828 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/23 | 2,600 | 2,786 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/33 | 1,375 | 1,663 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/35 | 1,330 | 1,665 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,000 | 1,169 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,695 | 2,123 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,000 | 1,203 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,145 | 1,428 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 500 | 602 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 2,550 | 3,184 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/40 | 1,500 | 1,945 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/41 | 5,095 | 6,646 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/42 | 2,000 | 2,333 | ||
2 | Los Angeles CA Department of Water & Power Revenue VRDO | 0.060% | 1/3/22 | 4,600 | 4,600 | |
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 6/1/29 | 5,000 | 6,485 | ||
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 1,400 | 1,756 | ||
Los Angeles CA Unified School District GO | 4.000% | 7/1/35 | 2,250 | 2,733 | ||
Los Angeles CA Unified School District GO | 4.000% | 7/1/40 | 1,000 | 1,219 | ||
Los Angeles CA Wastewater System Revenue | 5.000% | 6/1/36 | 1,755 | 2,138 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/26 | 500 | 514 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/29 | 1,250 | 1,285 | ||
4 | Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 12/1/30 | 1,000 | 1,279 | |
4 | Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 12/1/35 | 1,200 | 1,550 | |
8 | Los Angeles County CA School District GO | 5.000% | 7/1/36 | 1,000 | 1,232 | |
Los Angeles County CA Unified School District GO | 5.000% | 7/1/31 | 1,000 | 1,286 | ||
Metropolitan Water District of Southern California Waterworks Revenue | 5.000% | 7/1/40 | 1,000 | 1,303 | ||
11 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.240% | 5/21/24 | 500 | 500 | |
11 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.240% | 5/21/24 | 500 | 500 | |
11 | Metropolitan Water District of Southern California Waterworks Revenue, SIFMA Municipal Swap Index Yield + 0.140% PUT | 0.240% | 5/21/24 | 500 | 500 | |
Milpitas CA Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 9/1/31 | 1,130 | 1,303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
M-S-R CA Energy Authority Gas Revenue | 6.500% | 11/1/39 | 555 | 889 | ||
Napa Valley CA Unified School District GO Prere. | 4.000% | 8/1/23 | 1,690 | 1,789 | ||
Napa Valley Community College District GO | 4.000% | 8/1/32 | 1,090 | 1,222 | ||
Newport Mesa CA Unified School District GO | 0.000% | 8/1/30 | 630 | 560 | ||
Oakland CA Redevelopment Agency Tax Allocation Revenue (Central District Project) | 5.000% | 9/1/22 | 500 | 515 | ||
3 | Oakland CA Unified School District GO | 5.000% | 8/1/25 | 1,500 | 1,739 | |
8 | Oakland CA Unified School District GO | 4.000% | 8/1/39 | 1,000 | 1,208 | |
Orange County CA Local Transportation Authority Sales Tax Revenue | 5.000% | 2/15/33 | 1,035 | 1,310 | ||
10 | Palomar Pomerado Health California GO | 0.000% | 8/1/22 | 1,000 | 996 | |
6 | Palomar Pomerado Health California GO | 0.000% | 8/1/26 | 1,040 | 982 | |
6 | Palomar Pomerado Health California GO | 0.000% | 8/1/32 | 740 | 599 | |
3 | Poway CA Unified School District Public Financing Authority Special Tax Revenue | 5.000% | 9/1/31 | 1,375 | 1,638 | |
Riverside CA Electric Revenue | 5.000% | 10/1/32 | 1,830 | 2,322 | ||
Riverside County CA Transportation Commission Sales Tax Revenue Prere. | 5.250% | 6/1/23 | 1,000 | 1,071 | ||
Riverside County CA Transportation Commission Toll Revenue | 0.000% | 6/1/30 | 2,415 | 2,060 | ||
Riverside County CA Transportation Commission Toll Revenue | 4.000% | 6/1/38 | 320 | 384 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/23 | 340 | 357 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/25 | 325 | 368 | ||
8 | Sacramento CA City Financing Authority Revenue | 5.000% | 12/1/22 | 760 | 793 | |
10 | Sacramento CA City Financing Authority Tax Allocation Revenue | 0.000% | 12/1/30 | 1,815 | 1,552 | |
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/25 | 495 | 576 | ||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/27 | 575 | 665 | ||
3 | San Bernardino CA Community College District GO | 0.000% | 8/1/22 | 1,000 | 998 | |
San Diego CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,075 | ||
3 | San Diego CA Unified School District GO | 5.500% | 7/1/27 | 520 | 656 | |
San Diego CA Unified School District GO | 0.000% | 7/1/28 | 370 | 343 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/29 | 440 | 399 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/30 | 250 | 221 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 320 | 302 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 80 | 76 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 100 | 95 | ||
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% | 7/1/28 | 60 | 56 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/29 | 60 | 54 | ||
San Diego CA Unified School District GO Prere. | 5.000% | 7/1/23 | 2,000 | 2,141 | ||
San Diego County CA Regional Airport Authority Revenue | 5.000% | 7/1/34 | 1,000 | 1,327 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.000% | 10/1/22 | 530 | 541 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.000% | 10/1/22 | 2,125 | 2,202 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue Prere. | 5.000% | 4/1/22 | 560 | 567 | ||
San Diego County CA Water Authority Revenue | 5.000% | 5/1/28 | 1,000 | 1,150 | ||
San Francisco CA Bay Area Rapid Transit District GO | 5.000% | 8/1/30 | 1,530 | 1,768 | ||
San Francisco CA City & County COP | 5.000% | 4/1/28 | 1,635 | 1,900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
San Francisco CA City & County COP | 4.000% | 4/1/33 | 1,000 | 1,117 | ||
San Francisco CA City & County COP | 4.000% | 4/1/39 | 1,000 | 1,160 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/27 | 605 | 614 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/34 | 1,000 | 1,261 | ||
San Francisco CA City & County Public Utilities Commission Wastewater Revenue | 1.000% | 10/1/25 | 4,355 | 4,403 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/31 | 1,700 | 2,040 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/32 | 1,000 | 1,145 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/35 | 1,500 | 1,794 | ||
San Francisco CA City & County Unified School District GO | 4.000% | 6/15/32 | 965 | 981 | ||
San Francisco CA City & County Unified School District GO | 4.250% | 6/15/33 | 1,000 | 1,018 | ||
San Mateo Foster City School District GO | 3.000% | 8/1/40 | 750 | 817 | ||
9 | San Ramon CA Public Financing Authority Tax Allocation Revenue | 0.000% | 2/1/33 | 1,475 | 1,165 | |
Santa Clara CA Financing Authority Revenue | 3.000% | 5/1/39 | 1,155 | 1,246 | ||
Santa Clara CA Unified School District GO | 3.000% | 7/1/34 | 1,000 | 1,078 | ||
Southern California Public Power Authority Revenue | 5.000% | 7/1/30 | 3,000 | 3,261 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) | 5.000% | 7/1/32 | 2,000 | 2,298 | ||
State Center California Community College District GO | 5.000% | 8/1/29 | 1,000 | 1,153 | ||
8 | Stockton Public Financing Authority Revenue | 5.000% | 9/1/29 | 1,000 | 1,114 | |
Tahoe-Truckee CA Unified School District GO | 5.000% | 8/1/34 | 1,030 | 1,218 | ||
10 | 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 | 1,883 | ||
University of California Revenue | 5.000% | 5/15/28 | 690 | 734 | ||
University of California Revenue | 5.000% | 5/15/30 | 1,435 | 1,460 | ||
4 | University of California Revenue | 5.000% | 5/15/31 | 2,000 | 2,656 | |
University of California Revenue | 4.000% | 5/15/33 | 1,000 | 1,107 | ||
University of California Revenue | 5.000% | 5/15/33 | 3,000 | 3,933 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,000 | 1,153 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,770 | 1,912 | ||
University of California Revenue | 4.000% | 5/15/35 | 2,000 | 2,303 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,620 | 2,020 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,165 | 1,449 | ||
4 | University of California Revenue | 5.000% | 5/15/36 | 2,000 | 2,682 | |
4 | University of California Revenue | 5.000% | 5/15/38 | 2,275 | 3,029 | |
University of California Revenue | 4.000% | 5/15/39 | 5,000 | 6,052 | ||
University of California Revenue Prere. | 5.000% | 5/15/23 | 310 | 330 | ||
University of California Revenue PUT | 5.000% | 5/15/23 | 3,960 | 4,216 | ||
3,7 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/32 | 1,155 | 958 | |
10 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/34 | 1,225 | 961 | |
403,939 | ||||||
Colorado (1.0%) | ||||||
13 | Adams & Weld County CO School District No. 27J GO | 5.000% | 12/1/34 | 1,435 | 1,668 | |
Adams 12 Five Star Schools GO | 5.000% | 12/15/30 | 2,775 | 3,336 | ||
Adams County CO COP | 5.000% | 12/1/31 | 650 | 755 | ||
Board of Governors of the Colorado State University System Enterprise Revenue ETM | 5.000% | 3/1/23 | 300 | 317 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boulder Valley School District No. Re-2 Boulder GO | 4.000% | 12/1/31 | 3,480 | 4,062 | ||
City & County of Broomfield Colorado Water Revenue | 4.000% | 12/1/39 | 1,000 | 1,235 | ||
Colorado COP | 4.000% | 12/15/33 | 1,235 | 1,460 | ||
Colorado COP | 4.000% | 12/15/34 | 1,800 | 2,125 | ||
Colorado COP | 4.000% | 3/15/40 | 6,035 | 7,231 | ||
Colorado Educational & Cultural Facilities Authority Revenue (Aspen View Academy Project) | 4.000% | 5/1/36 | 175 | 196 | ||
Colorado Educational & Cultural Facilities Authority Revenue (University of Denver) | 4.000% | 3/1/30 | 500 | 572 | ||
2 | Colorado Health Facilities Authority Hospital Revenue VRDO | 0.080% | 1/3/22 | 2,400 | 2,400 | |
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 5.000% | 11/15/37 | 1,000 | 1,279 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 4.000% | 11/15/38 | 1,000 | 1,186 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) PUT | 5.000% | 11/19/26 | 1,030 | 1,243 | ||
4 | Colorado Health Facilities Authority Hospital Revenue (Frasier Project) | 4.000% | 5/15/36 | 825 | 887 | |
Colorado Health Facilities Authority Retirement Facilities Revenue (Liberty Heights Project) ETM | 0.000% | 7/15/24 | 1,430 | 1,413 | ||
Colorado Health Facilities Authority Revenue (Adventist Health System/Sunbelt Obligated Group) PUT | 5.000% | 11/15/23 | 2,990 | 3,264 | ||
Colorado Health Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 2,250 | 2,842 | ||
Colorado Health Facilities Authority Revenue (Covenant Retirement Community Inc.) Prere. | 5.000% | 12/1/22 | 500 | 522 | ||
Colorado Health Facilities Authority Revenue (NCMC Inc.) Prere. | 4.000% | 5/15/26 | 1,500 | 1,713 | ||
Colorado Housing & Finance Authority Revenue (Single Family Mortgage) | 3.000% | 5/1/50 | 2,180 | 2,319 | ||
Colorado Springs CO Utility System Revenue Prere. | 5.000% | 11/15/22 | 500 | 521 | ||
2 | Denver CO City & County VRDO | 0.100% | 1/3/22 | 4,400 | 4,400 | |
Denver CO City & County Airport Revenue | 5.000% | 11/15/24 | 1,200 | 1,355 | ||
Denver CO City & County Airport Revenue | 5.000% | 12/1/26 | 775 | 932 | ||
Denver CO City & County Airport Revenue | 4.000% | 12/1/38 | 400 | 464 | ||
Denver CO City & County Better Denver & Zoo GO | 5.000% | 8/1/22 | 1,000 | 1,028 | ||
Denver CO City & County COP | 5.000% | 6/1/37 | 1,685 | 1,956 | ||
Denver CO City & County Dedicated Tax Revenue | 0.000% | 8/1/29 | 500 | 426 | ||
Denver CO City & County GO | 5.000% | 8/1/23 | 1,535 | 1,650 | ||
Denver CO City & County GO | 5.000% | 8/1/29 | 2,245 | 2,915 | ||
Denver CO City & County Revenue | 4.000% | 8/1/38 | 1,500 | 1,823 | ||
Denver CO City & County School District GO | 4.000% | 12/1/31 | 1,000 | 1,120 | ||
Denver CO City & County School District GO | 5.000% | 12/1/36 | 2,000 | 2,389 | ||
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/23 | 1,010 | 1,002 | |
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/29 | 2,000 | 1,789 | |
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/32 | 1,000 | 830 | |
11 | E-470 Public Highway Authority Colorado Revenue, SOFR + 0.350% PUT | 0.384% | 9/1/24 | 210 | 211 | |
El Paso County CO School District No. 20 Academy GO | 5.000% | 12/15/30 | 2,400 | 2,890 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 350 | 365 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 522 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 522 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 520 | 543 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 635 | 663 | ||
Garfield, Pitkin, & Eagle County CO School District GO Prere. | 4.000% | 12/15/25 | 1,000 | 1,137 | ||
Jefferson County CO School District No. R-1 GO | 5.000% | 12/15/36 | 3,395 | 4,274 | ||
Regional Transportation District of Colorado COP | 5.000% | 6/1/31 | 1,010 | 1,279 | ||
Regional Transportation District of Colorado COP | 5.000% | 11/1/31 | 1,000 | 1,352 | ||
University of Colorado Enterprise System Revenue | 4.000% | 6/1/32 | 1,590 | 1,838 | ||
University of Colorado Enterprise System Revenue Prere. | 5.000% | 6/1/22 | 515 | 525 | ||
University of Colorado Enterprise System Revenue PUT | 2.000% | 10/15/25 | 500 | 525 | ||
University of Colorado Hospital Authority Revenue | 5.000% | 11/15/36 | 1,000 | 1,040 | ||
84,311 | ||||||
Connecticut (0.8%) | ||||||
Connecticut GO | 5.000% | 7/15/22 | 2,050 | 2,102 | ||
Connecticut GO | 5.000% | 11/15/22 | 1,935 | 2,015 | ||
Connecticut GO | 5.000% | 4/15/24 | 800 | 811 | ||
Connecticut GO | 5.000% | 2/15/25 | 1,000 | 1,139 | ||
Connecticut GO | 5.000% | 5/15/25 | 2,345 | 2,696 | ||
Connecticut GO | 5.000% | 7/15/25 | 1,625 | 1,879 | ||
Connecticut GO | 5.000% | 9/1/26 | 1,000 | 1,119 | ||
Connecticut GO | 5.000% | 2/15/27 | 1,000 | 1,214 | ||
Connecticut GO | 4.000% | 9/15/27 | 1,000 | 1,025 | ||
Connecticut GO | 5.000% | 4/15/28 | 500 | 507 | ||
Connecticut GO | 5.000% | 4/15/28 | 1,000 | 1,249 | ||
Connecticut GO | 5.000% | 3/1/32 | 2,950 | 3,228 | ||
Connecticut GO | 5.000% | 10/15/32 | 705 | 730 | ||
Connecticut GO | 3.000% | 1/15/33 | 270 | 301 | ||
4 | Connecticut GO | 4.000% | 1/15/35 | 1,000 | 1,229 | |
Connecticut GO | 4.000% | 3/15/35 | 5,000 | 5,586 | ||
Connecticut GO | 3.000% | 1/15/38 | 2,345 | 2,575 | ||
Connecticut Health & Educational Facilities Authority Revenue (Connecticut State University System) | 5.000% | 11/1/31 | 1,000 | 1,280 | ||
Connecticut Health & Educational Facilities Authority Revenue (Covenant Retirement Communities) | 5.000% | 12/1/31 | 1,000 | 1,192 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) | 4.000% | 7/1/36 | 1,750 | 2,049 | ||
Connecticut Health & Educational Facilities Authority Revenue (Nuvance Health) | 5.000% | 7/1/29 | 1,255 | 1,596 | ||
Connecticut Health & Educational Facilities Authority Revenue (Sacred Heart University) | 5.000% | 7/1/31 | 850 | 1,090 | ||
4 | Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/35 | 150 | 176 | |
4 | Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/36 | 300 | 351 | |
4 | Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/37 | 200 | 233 | |
Connecticut Health & Educational Facilities Authority Revenue (University of Hartford) | 5.000% | 7/1/31 | 575 | 701 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 875 | 880 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 900 | 906 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 5.000% | 2/1/23 | 3,400 | 3,575 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.250% | 2/9/24 | 1,000 | 996 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.375% | 7/12/24 | 1,500 | 1,497 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 2.000% | 7/1/26 | 500 | 531 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 9/1/23 | 1,360 | 1,465 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/28 | 1,805 | 2,239 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/29 | 500 | 634 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/34 | 1,000 | 1,322 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 10/1/34 | 1,000 | 1,253 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 11/1/35 | 1,000 | 1,334 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 4.000% | 5/1/37 | 2,410 | 2,913 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/38 | 2,250 | 2,881 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 4.000% | 11/1/38 | 1,000 | 1,215 | ||
Hamden GO Prere. | 5.000% | 8/15/22 | 1,110 | 1,143 | ||
Hartford County CT Metropolitan District GO | 5.000% | 7/15/28 | 1,280 | 1,613 | ||
Hartford County CT Metropolitan District GO | 4.000% | 7/15/38 | 2,025 | 2,397 | ||
University of Connecticut GO | 5.000% | 2/15/27 | 635 | 719 | ||
University of Connecticut Revenue | 5.000% | 11/1/27 | 1,000 | 1,236 | ||
68,822 | ||||||
Delaware (0.2%) | ||||||
Delaware GO | 5.000% | 2/1/25 | 1,010 | 1,153 | ||
Delaware GO | 5.000% | 2/1/30 | 3,000 | 3,727 | ||
Delaware Health Facilities Authority Revenue (Beebe Medical Center Project) | 5.000% | 6/1/30 | 600 | 742 | ||
4 | Delaware River & Bay Authority Delaware Revenue | 5.000% | 1/1/28 | 500 | 589 | |
Delaware River & Bay Authority Delaware Revenue | 3.000% | 1/1/38 | 1,495 | 1,626 | ||
Delaware State Economic Development Authority Revenue (NRG Energy Projects) PUT | 1.250% | 10/1/25 | 650 | 651 | ||
Delaware Transportation Authority Grant Anticipation Bonds | 5.000% | 9/1/29 | 1,780 | 2,287 | ||
University of Delaware Bonds | 5.000% | 11/1/34 | 440 | 612 | ||
University of Delaware Bonds | 5.000% | 11/1/35 | 500 | 700 | ||
University of Delaware Bonds | 5.000% | 11/1/37 | 1,700 | 2,148 | ||
2 | University of Delaware Bonds VRDO | 0.080% | 1/3/22 | 5,140 | 5,140 | |
19,375 | ||||||
District of Columbia (0.5%) | ||||||
District of Columbia GO | 5.000% | 10/15/22 | 1,300 | 1,349 | ||
District of Columbia GO | 5.000% | 6/1/25 | 1,235 | 1,426 | ||
District of Columbia GO | 5.000% | 6/1/29 | 3,780 | 4,194 | ||
District of Columbia GO | 5.000% | 2/1/30 | 1,000 | 1,310 | ||
District of Columbia GO | 5.000% | 6/1/32 | 1,000 | 1,182 | ||
District of Columbia GO | 5.000% | 6/1/34 | 1,320 | 1,583 | ||
District of Columbia GO | 4.000% | 2/1/37 | 725 | 885 | ||
District of Columbia GO | 4.000% | 2/1/40 | 1,250 | 1,513 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
District of Columbia Hospital Revenue (Children's Hospital Obligated Group) | 5.000% | 7/15/35 | 1,000 | 1,159 | ||
District of Columbia Income Tax Revenue | 5.000% | 12/1/24 | 1,350 | 1,409 | ||
District of Columbia Revenue Bonds (Gallaudet University Project) | 3.000% | 4/1/39 | 720 | 781 | ||
District of Columbia Revenue Bonds (Latin American Montessori Bilingual Public Charter School) | 5.000% | 6/1/40 | 1,000 | 1,188 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/33 | 2,175 | 2,626 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 1,125 | 1,315 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 2,000 | 2,230 | ||
Metropolitan Washington DC/VA Airports Authority Airport System Revenue | 5.000% | 10/1/30 | 2,325 | 3,069 | ||
6 | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Capital Appreciation Bonds) | 0.000% | 10/1/36 | 525 | 383 | |
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 5.000% | 10/1/33 | 2,240 | 2,789 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 0.000% | 10/1/37 | 1,300 | 778 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 4.000% | 10/1/39 | 1,000 | 1,149 | ||
Washington Convention & Sports Authority Revenue | 5.000% | 10/1/26 | 1,090 | 1,305 | ||
Washington Convention & Sports Authority Revenue | 4.000% | 10/1/34 | 1,115 | 1,338 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/23 | 1,000 | 1,073 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/25 | 1,000 | 1,159 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/34 | 2,825 | 3,699 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/38 | 2,000 | 2,598 | ||
43,490 | ||||||
Florida (2.2%) | ||||||
Alachua County FL Health Facilities Authority Revenue (Oak Hammock) | 4.000% | 10/1/31 | 290 | 327 | ||
4 | Alachua County FL Health Facilities Authority Revenue (Oak Hammock) | 4.000% | 10/1/31 | 615 | 681 | |
Brevard County FL School Board COP | 5.000% | 7/1/25 | 1,000 | 1,068 | ||
Broward County FL Airport System Revenue Prere. | 5.000% | 10/1/22 | 400 | 414 | ||
Broward County FL Airport System Revenue Prere. | 5.500% | 10/1/23 | 1,000 | 1,090 | ||
Capital Projects Finance Authority FL Student Housing Revenue (Projects Loan Program) | 5.000% | 10/1/33 | 540 | 662 | ||
5 | Capital Trust Agency Florida Educational Facilities Revenue (Academir Charter Schools Project) | 2.500% | 7/1/31 | 495 | 494 | |
Capital Trust Agency Florida Educational Facilities Revenue (Advantage Academy of Hillsborough Projects) | 5.000% | 12/15/29 | 400 | 458 | ||
3 | Central FL Expressway Authority Revenue | 4.000% | 7/1/35 | 1,000 | 1,228 | |
3 | Central FL Expressway Authority Revenue | 4.000% | 7/1/38 | 1,000 | 1,216 | |
3 | Central FL Expressway Authority Revenue | 2.500% | 7/1/40 | 1,000 | 1,033 | |
Central Florida Expressway Authority Revenue | 4.000% | 7/1/32 | 1,015 | 1,151 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/34 | 925 | 1,133 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/35 | 1,075 | 1,316 | ||
Escambia County FL Health Facilities Authority Revenue (Baptist Health Care Corp. Obligated Group) | 5.000% | 8/15/39 | 1,525 | 1,893 | ||
Florida Board of Education Lottery Revenue | 4.000% | 7/1/27 | 1,230 | 1,252 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/24 | 625 | 667 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/27 | 1,255 | 1,275 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/29 | 1,365 | 1,386 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/32 | 1,675 | 1,863 | ||
4 | Florida Capital Improvement Revenue (Student Housing Project) | 5.000% | 7/1/29 | 1,310 | 1,616 | |
5 | Florida Development Finance Corp. Educational Facilities Revenue (Global Outreach Charter Academy Projects) | 4.000% | 6/30/29 | 205 | 230 | |
5 | Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/29 | 400 | 471 | |
5 | Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/30 | 475 | 557 | |
Florida Development Finance Corp. Educational Facilities Revenue (River City Science Academy Projects) | 4.000% | 7/1/30 | 220 | 247 | ||
Florida Development Finance Corp. Healthcare Facilities Revenue (Lakeland Regional Health Systems) | 4.000% | 11/15/36 | 2,195 | 2,657 | ||
Florida GO | 4.000% | 6/1/27 | 1,455 | 1,529 | ||
Florida GO | 5.000% | 7/1/27 | 1,440 | 1,725 | ||
Florida Gulf Coast University Financing Corp. Capital Improvement Revenue | 4.000% | 2/1/38 | 770 | 890 | ||
Florida Higher Educational Facilities Financial Authority Revenue (Rollins College Projects) | 4.000% | 12/1/36 | 1,750 | 2,068 | ||
Florida Municipal Power Agency Revenue | 4.000% | 10/1/30 | 2,775 | 3,223 | ||
Florida Municipal Power Agency Revenue | 3.000% | 10/1/33 | 1,000 | 1,098 | ||
Florida State Department of Transportation Right of Way Acquisition Revenue | 5.000% | 7/1/23 | 5,130 | 5,492 | ||
Florida State Turnpike Authority Revenue | 2.000% | 7/1/41 | 1,470 | 1,424 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,000 | 1,112 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,385 | 1,572 | ||
Halifax Hospital Medical Center FL Hospital Revenue | 3.750% | 6/1/41 | 210 | 227 | ||
2 | Hillsborough County FL Industrial Development Authority Health System Revenue (Baycare Health System) VRDO | 0.090% | 1/3/22 | 2,700 | 2,700 | |
Hillsborough County FL Industrial Development Authority Hospital Revenue (Tampa General Hospital Projects) | 3.600% | 10/1/28 | 500 | 557 | ||
Hillsborough County FL School Board (Master Lease Program) COP Prere. | 5.000% | 7/1/22 | 1,650 | 1,690 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/26 | 1,005 | 1,203 | ||
Jacksonville FL Electric Authority Electric System Revenue | 4.000% | 10/1/37 | 1,955 | 2,256 | ||
Jacksonville FL Electric Authority Electric System Revenue Prere. | 5.000% | 10/1/23 | 1,160 | 1,255 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,905 | 2,355 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,465 | 1,808 | ||
Jacksonville FL Health Care Facilities Revenue (Baptist Health System Obligated Group) | 4.000% | 8/15/37 | 1,250 | 1,417 | ||
Jacksonville FL Health Care Facilities Revenue (Brooks Rehabilitation) | 5.000% | 11/1/30 | 1,085 | 1,306 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/27 | 1,500 | 1,847 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/28 | 1,640 | 2,064 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/32 | 500 | 518 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/38 | 1,410 | 1,781 | ||
Jacksonville FL Transportation Authority Local Option Gas Tax Revenue | 5.000% | 8/1/34 | 1,000 | 1,152 | ||
Jacksonville FL Transportation Revenue | 5.000% | 10/1/28 | 1,200 | 1,392 | ||
Jacksonville FL Water & Sewer Revenue | 4.000% | 10/1/35 | 1,655 | 1,897 | ||
JEA FL Electric System Revenue | 5.000% | 10/1/37 | 2,000 | 2,066 | ||
2 | JEA FL Electric System Revenue VRDO | 0.070% | 1/3/22 | 2,200 | 2,200 | |
Key West FL Utility Board Electricity Revenue | 5.000% | 10/1/37 | 1,030 | 1,279 | ||
Lakeland FL Educational Facilities Revenue (Florida Southern College Project) | 5.000% | 9/1/31 | 880 | 901 | ||
Lakeland FL Energy System Revenue | 4.000% | 10/1/37 | 1,000 | 1,228 | ||
Lakeland FL Hospital Revenue (Lakeland Regional Health Systems) | 5.000% | 11/15/26 | 1,475 | 1,770 | ||
Lee County FL Industrial Development Authority Healthcare Facilities Revenue | 4.000% | 11/15/30 | 465 | 539 | ||
Lee Memorial Health System Florida Hospital Revenue | 5.000% | 4/1/39 | 1,655 | 2,048 | ||
Miami Beach FL Health Facilities Authority Revenue (Mount Sinai Medical Center) | 5.000% | 11/15/27 | 1,000 | 1,122 | ||
Miami Beach FL Resort Tax Revenue | 5.000% | 9/1/34 | 1,020 | 1,181 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/30 | 1,500 | 1,741 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/38 | 1,000 | 1,244 | ||
3,5 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/30 | 1,325 | 1,626 | |
3,5 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/35 | 1,000 | 1,213 | |
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/33 | 1,850 | 2,200 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/34 | 1,000 | 1,188 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.000% | 10/1/36 | 1,000 | 1,192 | ||
Miami-Dade County FL Building Better Communities GO | 5.000% | 7/1/36 | 1,160 | 1,373 | ||
Miami-Dade County FL Educational Facilities Authority Revenue (University of Miami Issue) | 5.000% | 4/1/34 | 705 | 798 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/24 | 860 | 951 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/25 | 830 | 922 | ||
Miami-Dade County FL GO | 5.000% | 7/1/24 | 1,000 | 1,114 | ||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Miami Children's Hospital) Prere. | 5.000% | 8/1/23 | 1,000 | 1,073 | ||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Niklaus Children's Hospital Project) | 4.000% | 8/1/33 | 1,290 | 1,562 | ||
Miami-Dade County FL Public Health Trust GO | 4.000% | 7/1/32 | 1,750 | 2,053 | ||
Miami-Dade County FL School Board COP | 5.000% | 2/1/26 | 3,035 | 3,552 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Miami-Dade County FL School Board GO Prere. | 5.000% | 3/15/23 | 3,155 | 3,332 | ||
Miami-Dade County FL Seaport Revenue | 4.000% | 10/1/39 | 2,000 | 2,394 | ||
Miami-Dade County FL Seaport Revenue Prere. | 5.750% | 10/1/23 | 2,610 | 2,858 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/22 | 1,645 | 1,703 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 4/1/37 | 1,255 | 1,574 | ||
Miami-Dade County FL Special Obligation Revenue | 0.000% | 10/1/39 | 1,265 | 803 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 1,000 | 1,036 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 500 | 518 | ||
Miami-Dade County FL Transit Sales Surtax Revenue | 4.000% | 7/1/31 | 1,400 | 1,593 | ||
Miami-Dade County FL Water & Sewer Revenue | 5.000% | 10/1/22 | 2,060 | 2,134 | ||
Miami-Dade County FL Water & Sewer System Revenue | 4.000% | 10/1/38 | 2,125 | 2,572 | ||
Miami-Dade County FL Water & Sewer System Revenue Prere. | 5.000% | 10/1/22 | 2,525 | 2,615 | ||
North Brevard County FL Hospital District Revenue | 5.000% | 1/1/34 | 1,000 | 1,187 | ||
North Sumter County Utility Dependent District Utility Revenue | 5.000% | 10/1/37 | 2,505 | 3,217 | ||
Orange County FL Health Facilities Authority Hospital Revenue (Orlando Health Inc.) | 5.000% | 10/1/30 | 1,510 | 1,796 | ||
Orange County FL School Board COP | 5.000% | 8/1/32 | 1,000 | 1,368 | ||
Orange County FL School Board COP | 5.000% | 8/1/33 | 6,105 | 7,221 | ||
3 | Orlando FL Tourist Development Tax Revenue | 5.000% | 11/1/28 | 1,535 | 1,886 | |
Orlando FL Utilities Commission System Revenue PUT | 1.250% | 10/1/28 | 1,000 | 1,012 | ||
Osceola County FL Transportation Revenue | 5.000% | 10/1/28 | 500 | 631 | ||
Osceola County FL Transportation Revenue | 0.000% | 10/1/34 | 2,000 | 1,442 | ||
Palm Beach County FL Health Facilities Authority Hospital Revenue (BRRH Corp. Obligated Group) Prere. | 5.000% | 12/1/24 | 560 | 634 | ||
Palm Beach County FL Public Improvement Revenue | 5.000% | 5/1/33 | 1,245 | 1,467 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/29 | 1,540 | 1,772 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/32 | 1,500 | 1,719 | ||
Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Raton Expansion) | 2.625% | 6/1/25 | 165 | 168 | ||
4 | Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Raton Expansion) | 4.000% | 6/1/36 | 260 | 274 | |
Panama City Beach FL Capital Improvement Revenue | 5.000% | 11/1/32 | 375 | 490 | ||
Port St. Lucie FL Utility System Revenue | 4.000% | 9/1/32 | 1,440 | 1,648 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/34 | 1,190 | 1,345 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/35 | 1,000 | 1,131 | ||
South Broward FL Hospital District Revenue | 4.000% | 5/1/33 | 1,020 | 1,143 | ||
South Miami FL Health Facilities Authority Revenue (Baptist Health South Florida Obligated Group) | 4.000% | 8/15/33 | 1,180 | 1,346 | ||
St. Johns County FL Industrial Development Authority Revenue (Vicars Landing Project) | 4.000% | 12/15/36 | 1,000 | 1,107 | ||
St. Johns County FL Water & Sewer Revenue | 0.000% | 6/1/24 | 1,110 | 1,093 | ||
Sunshine State Governmental Financing Commission Florida Revenue (Miami Dade County Program) Prere. | 5.000% | 9/1/23 | 1,000 | 1,078 | ||
Tallahassee FL Energy System Revenue | 5.000% | 10/1/35 | 1,000 | 1,119 | ||
Tallahassee FL Health Facilities System Revenue (Memorial Healthcare Projects) | 5.000% | 12/1/40 | 1,000 | 1,124 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/29 | 1,015 | 1,139 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/30 | 750 | 842 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/34 | 1,265 | 1,416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tampa Bay FL Water Utility System Revenue | 5.000% | 10/1/37 | 2,040 | 2,418 | ||
Tampa FL Cigarette Tax Allocation Revenue (H. Lee Moffitt Cancer Center Project) | 5.000% | 9/1/26 | 200 | 206 | ||
Tampa FL Health System Revenue (BayCare Health System) | 4.000% | 11/15/33 | 120 | 121 | ||
Tampa FL Health System Revenue (BayCare Health System) | 5.000% | 11/15/33 | 1,575 | 1,601 | ||
Tampa FL Hospital Revenue | 5.000% | 7/1/23 | 750 | 767 | ||
Tampa FL Non-AD Valorem Improvement Revenue (Sustainable Bonds) | 3.000% | 10/1/35 | 2,000 | 2,238 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/30 | 200 | 251 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/31 | 250 | 312 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/32 | 1,000 | 1,147 | ||
Village Community FL Development District No. 13 Florida Assessment Revenue | 2.850% | 5/1/36 | 1,000 | 1,014 | ||
Volusia County FL Educational Facilities Authority Revenue (Embry-Riddle Aeronautical University Inc.) | 5.000% | 10/15/29 | 860 | 1,046 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,025 | 1,142 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,650 | 1,909 | ||
Volusia County FL School Board COP | 5.000% | 8/1/29 | 1,000 | 1,287 | ||
8 | Wildwood FL Utility Dependent District Revenue (South Sumter Utility Project) | 5.000% | 10/1/34 | 1,410 | 1,833 | |
��� | 194,318 | |||||
Georgia (1.3%) | ||||||
Athens-Clarke County GA Unified Government Water & Sewerage Revenue | 4.000% | 1/1/32 | 1,000 | 1,101 | ||
Atlanta GA Airport Revenue | 5.000% | 1/1/33 | 2,000 | 2,176 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/25 | 1,290 | 1,481 | ||
Atlanta GA Water & Wastewater Revenue | 4.000% | 11/1/36 | 500 | 583 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/36 | 1,320 | 1,627 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) | 5.000% | 7/1/27 | 410 | 498 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) ETM | 5.000% | 7/1/27 | 100 | 122 | ||
City of Atlanta Airport General Revenue | 5.000% | 7/1/22 | 1,675 | 1,715 | ||
City of Atlanta Airport General Revenue | 5.000% | 7/1/23 | 1,000 | 1,071 | ||
City of Atlanta Airport General Revenue | 4.000% | 7/1/41 | 2,015 | 2,428 | ||
City of Dalton GA Utilities Revenue | 4.000% | 3/1/37 | 1,450 | 1,713 | ||
Cobb County GA Kennestone Hospital Authority Revenue | 5.000% | 4/1/24 | 400 | 423 | ||
Coweta County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 5.000% | 7/1/36 | 1,060 | 1,339 | ||
Dahlonega GA Downtown Development Authority Revenue (North Georgia MAC LLC Project) | 5.000% | 7/1/31 | 810 | 966 | ||
DeKalb County GA Water & Sewer Revenue | 5.250% | 10/1/31 | 500 | 502 | ||
Forsyth County GA GO | 5.000% | 9/1/23 | 2,000 | 2,157 | ||
Fulton County GA Development Authority Revenue (Children's Healthcare of Atlanta Obligated Group) | 5.000% | 7/1/38 | 1,500 | 1,900 | ||
5 | Fulton County GA Residential Care Facilities for the Elderly Authority Revenue (Canterbury Court Project) | 4.000% | 4/1/41 | 1,000 | 1,081 | |
Fulton County GA Water & Sewer Revenue | 4.000% | 1/1/34 | 4,000 | 4,139 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Gainesville & Hall County GA Hospital Authority Revenue (Northeast Georgia Health System Inc. Project) | 4.000% | 2/15/40 | 1,000 | 1,178 | ||
Georgia GO | 5.000% | 7/1/24 | 1,500 | 1,674 | ||
Georgia GO | 5.000% | 7/1/24 | 1,000 | 1,116 | ||
Georgia GO | 5.000% | 7/1/25 | 1,100 | 1,274 | ||
Georgia GO | 5.000% | 2/1/30 | 1,500 | 1,820 | ||
Georgia GO | 5.000% | 7/1/30 | 2,530 | 3,361 | ||
Georgia GO | 5.000% | 8/1/33 | 5,035 | 6,646 | ||
Georgia Municipal Electric Power Authority Revenue | 5.000% | 1/1/33 | 1,335 | 1,721 | ||
Georgia State Ports Authority Revenue | 4.000% | 7/1/37 | 1,100 | 1,349 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/25 | 600 | 686 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/31 | 350 | 420 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/33 | 1,575 | 1,885 | ||
Gwinnett County GA School District GO | 5.000% | 2/1/28 | 500 | 569 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 3/15/22 | 525 | 530 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/33 | 500 | 616 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/37 | 250 | 351 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/38 | 500 | 709 | ||
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/23 | 6,210 | 6,547 | |
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/23 | 6,245 | 6,633 | |
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/2/24 | 1,475 | 1,610 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/26 | 2,900 | 3,283 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/28 | 3,690 | 4,330 | ||
Main Street Natural Gas Inc. Georgia Gas Supply Revenue PUT | 4.000% | 9/1/27 | 3,500 | 4,045 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 5.000% | 7/1/31 | 1,410 | 1,678 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 1,835 | 2,140 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 5,210 | 6,389 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 3.000% | 7/1/39 | 2,050 | 2,263 | ||
Milledgeville & Baldwin County GA Development Authority Revenue (Georgia College & State University Projects) | 5.000% | 6/15/31 | 600 | 800 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/26 | 1,510 | 1,763 | ||
8 | Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/28 | 1,495 | 1,766 | |
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/29 | 1,795 | 2,197 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/35 | 1,715 | 1,922 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/39 | 1,215 | 1,493 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/32 | 500 | 614 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/33 | 180 | 221 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/36 | 600 | 733 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/28 | 580 | 706 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/30 | 810 | 994 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/34 | 800 | 976 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/39 | 2,000 | 2,438 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 4.000% | 9/1/36 | 2,000 | 2,411 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 5.000% | 9/1/36 | 795 | 1,014 | ||
Private Colleges & University Authority of Georgia Revenue (Savannah College of Art & Design Projects) | 5.000% | 4/1/30 | 550 | 706 | ||
Private Colleges & University Authority of Georgia Revenue (Savannah College of Art & Design Projects) | 4.000% | 4/1/40 | 370 | 437 | ||
Walton County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 4.000% | 7/1/38 | 1,145 | 1,346 | ||
114,382 | ||||||
Guam (0.1%) | ||||||
Guam Business Privilege Tax Revenue | 5.000% | 11/15/29 | 865 | 984 | ||
Guam Government Business Privilege Tax Revenue | 5.000% | 11/15/26 | 735 | 847 | ||
Guam Government Business Privilege Tax Revenue | 4.000% | 1/1/36 | 650 | 749 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue | 5.250% | 7/1/23 | 1,000 | 1,067 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue Prere. | 5.250% | 7/1/23 | 1,305 | 1,398 | ||
3 | Guam Power Authority Revenue | 5.000% | 10/1/30 | 255 | 263 | |
5,308 | ||||||
Hawaii (0.6%) | ||||||
4 | City & County of Honolulu GO | 5.000% | 11/1/27 | 1,000 | 1,192 | |
City & County of Honolulu GO | 4.000% | 7/1/41 | 1,000 | 1,211 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/29 | 1,785 | 2,279 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/30 | 1,000 | 1,304 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/31 | 2,000 | 2,595 | ||
Hawaii Airports System Revenue | 4.000% | 7/1/38 | 2,500 | 2,966 | ||
Hawaii GO | 5.000% | 8/1/24 | 1,765 | 1,974 | ||
Hawaii GO | 5.000% | 10/1/25 | 1,575 | 1,837 | ||
Hawaii GO | 5.000% | 1/1/29 | 1,370 | 1,699 | ||
Hawaii GO | 5.000% | 8/1/29 | 595 | 662 | ||
Hawaii GO | 4.000% | 8/1/32 | 5,000 | 5,415 | ||
Hawaii GO | 5.000% | 1/1/33 | 1,575 | 1,937 | ||
Hawaii GO | 5.000% | 1/1/36 | 4,115 | 5,052 | ||
Hawaii GO Prere. | 5.000% | 8/1/23 | 3,500 | 3,761 | ||
Hawaii GO Prere. | 5.000% | 8/1/24 | 1,500 | 1,679 | ||
Hawaii GO Prere. | 5.000% | 8/1/24 | 235 | 263 | ||
Honolulu HI City & County GO | 5.000% | 7/1/24 | 2,000 | 2,230 | ||
Honolulu HI City & County GO | 5.000% | 10/1/28 | 1,000 | 1,160 | ||
Honolulu HI City & County GO | 5.000% | 10/1/29 | 4,000 | 4,637 | ||
Honolulu HI City & County GO | 4.000% | 10/1/32 | 1,000 | 1,113 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 2,000 | 2,315 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 1,000 | 1,157 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maui County HI GO | 2.000% | 3/1/41 | 1,000 | 985 | ||
University of Hawaii Revenue Bonds | 4.000% | 10/1/33 | 1,200 | 1,464 | ||
50,887 | ||||||
Idaho (0.1%) | ||||||
Idaho Airport Revenue & Refunding Bonds | 5.000% | 9/1/35 | 1,040 | 1,377 | ||
Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) | 5.000% | 3/1/28 | 1,595 | 1,970 | ||
2 | Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) VRDO | 0.070% | 1/3/22 | 1,300 | 1,300 | |
Idaho Housing & Finance Association Grant Revenue | 5.000% | 7/15/35 | 750 | 987 | ||
5,634 | ||||||
Illinois (2.3%) | ||||||
Chicago IL Board of Education GO | 5.000% | 12/1/23 | 1,000 | 1,083 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 700 | 784 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 1,500 | 1,679 | ||
Chicago IL Board of Education GO | 7.000% | 12/1/26 | 500 | 615 | ||
10 | Chicago IL Board of Education GO | 0.000% | 12/1/28 | 1,000 | 896 | |
Chicago IL Board of Education GO | 5.000% | 12/1/28 | 1,150 | 1,411 | ||
10 | Chicago IL Board of Education GO | 0.000% | 12/1/29 | 520 | 453 | |
10 | Chicago IL Board of Education GO | 0.000% | 12/1/30 | 1,350 | 1,142 | |
3 | Chicago IL Board of Education GO | 5.000% | 12/1/30 | 1,250 | 1,547 | |
10 | Chicago IL Board of Education GO | 0.000% | 12/1/31 | 1,550 | 1,275 | |
Chicago IL Board of Education GO | 5.000% | 12/1/33 | 725 | 910 | ||
Chicago IL Board of Education GO | 5.250% | 12/1/35 | 1,225 | 1,355 | ||
Chicago IL Board of Education GO | 5.000% | 4/1/36 | 1,270 | 1,519 | ||
Chicago IL GO | 5.000% | 1/1/24 | 520 | 564 | ||
Chicago IL GO | 5.000% | 1/1/26 | 335 | 375 | ||
Chicago IL GO | 5.000% | 1/1/28 | 1,090 | 1,311 | ||
Chicago IL GO | 5.000% | 1/1/31 | 1,500 | 1,848 | ||
Chicago IL Housing Authority Revenue | 5.000% | 1/1/33 | 1,000 | 1,184 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/30 | 620 | 816 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/31 | 535 | 718 | ||
Chicago IL Midway Airport Revenue | 5.000% | 1/1/26 | 240 | 251 | ||
Chicago IL Motor Fuel Tax Revenue | 5.000% | 1/1/22 | 300 | 300 | ||
Chicago IL O'Hare International Airport Revenue | 5.250% | 1/1/24 | 200 | 209 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/25 | 1,010 | 1,144 | ||
Chicago IL O'Hare International Airport Revenue | 5.500% | 1/1/26 | 1,000 | 1,049 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 3,330 | 3,755 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 1,140 | 1,328 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/30 | 1,000 | 1,165 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/31 | 1,060 | 1,195 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/32 | 500 | 508 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/33 | 1,000 | 1,127 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/34 | 2,430 | 3,089 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/35 | 3,000 | 3,558 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 1,855 | 2,154 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 2,835 | 3,594 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/38 | 1,000 | 1,179 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/38 | 1,080 | 1,329 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/39 | 1,000 | 1,229 | ||
8 | Chicago IL Park District GO | 5.000% | 1/1/29 | 1,000 | 1,248 | |
8 | Chicago IL Park District GO | 5.000% | 1/1/32 | 1,225 | 1,400 | |
8 | Chicago IL Park District GO | 5.000% | 1/1/33 | 1,000 | 1,202 | |
Chicago IL Transit Authority Revenue (Sales Tax Receipts) | 5.250% | 12/1/49 | 1,500 | 1,681 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/28 | 1,000 | 1,201 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/29 | 1,580 | 1,707 | ||
10 | Chicago IL Wastewater Transmission Revenue | 5.500% | 1/1/30 | 1,225 | 1,493 | |
Chicago IL Water Revenue | 5.000% | 11/1/39 | 1,000 | 1,109 | ||
Chicago IL Waterworks Revenue | 5.000% | 11/1/30 | 1,000 | 1,110 | ||
Chicago Park District GO | 5.000% | 1/1/31 | 460 | 496 | ||
Chicago Park District GO Prere. | 5.000% | 1/1/24 | 540 | 589 | ||
Clinton Bond Fayette Counties IL Community College District No. 501 (Kaskaskia) | 0.350% | 6/1/41 | 1,500 | 1,500 | ||
Cook County IL Community College District GO | 5.250% | 12/1/32 | 1,000 | 1,071 | ||
3 | Cook County IL GO | 5.000% | 11/15/26 | 1,545 | 1,872 | |
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 | 2,752 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 1,550 | 1,732 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,550 | 2,850 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,000 | 2,235 | ||
Illinois Finance Authority Revenue (Benedictine University) | 4.000% | 10/1/33 | 500 | 570 | ||
Illinois Finance Authority Revenue (Carle Foundation) | 5.000% | 8/15/35 | 1,000 | 1,321 | ||
Illinois Finance Authority Revenue (Centegra Health System) Prere. | 5.000% | 9/1/24 | 1,300 | 1,458 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 7/1/31 | 1,000 | 1,201 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/33 | 1,000 | 1,181 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/34 | 1,000 | 1,180 | ||
Illinois Finance Authority Revenue (Edward Elmhurst Obligated Group) | 5.000% | 1/1/36 | 1,000 | 1,175 | ||
Illinois Finance Authority Revenue (Franciscan Communities Inc.) | 5.000% | 5/15/37 | 1,000 | 1,138 | ||
Illinois Finance Authority Revenue (Mercy Health System) | 4.000% | 12/1/28 | 1,000 | 1,131 | ||
Illinois Finance Authority Revenue (Northwest Community Hospital) | 5.000% | 7/1/35 | 1,000 | 1,173 | ||
Illinois Finance Authority Revenue (Northwestern Memorial Healthcare) | 3.000% | 7/15/40 | 1,000 | 1,079 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) | 4.000% | 11/15/33 | 1,000 | 1,108 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/24 | 75 | 83 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/26 | 165 | 195 | ||
Illinois Finance Authority Revenue (Presence Health Network) | 5.000% | 2/15/41 | 3,370 | 4,019 | ||
Illinois Finance Authority Revenue (Rehabilitation Institute of Chicago) | 5.500% | 7/1/28 | 2,000 | 2,145 | ||
Illinois Finance Authority Revenue (Rush University Medical Center) | 5.000% | 11/15/33 | 1,050 | 1,192 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/33 | 1,500 | 2,089 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/35 | 1,000 | 1,117 | ||
Illinois GO | 5.000% | 8/1/22 | 1,000 | 1,027 | ||
Illinois GO | 5.000% | 10/1/22 | 1,290 | 1,335 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois GO | 5.000% | 11/1/22 | 2,300 | 2,388 | ||
Illinois GO | 5.000% | 11/1/22 | 1,000 | 1,038 | ||
Illinois GO | 5.000% | 2/1/23 | 540 | 567 | ||
Illinois GO | 5.000% | 3/1/23 | 750 | 790 | ||
Illinois GO | 5.000% | 11/1/23 | 1,000 | 1,081 | ||
Illinois GO | 4.000% | 3/1/24 | 750 | 805 | ||
Illinois GO | 5.500% | 7/1/24 | 1,100 | 1,184 | ||
Illinois GO | 5.000% | 8/1/24 | 1,500 | 1,540 | ||
Illinois GO | 5.000% | 10/1/24 | 1,470 | 1,643 | ||
Illinois GO | 5.000% | 11/1/24 | 1,785 | 2,001 | ||
3 | Illinois GO | 5.000% | 3/1/26 | 1,125 | 1,133 | |
Illinois GO | 5.000% | 2/1/28 | 1,690 | 1,999 | ||
Illinois GO | 5.000% | 10/1/28 | 2,000 | 2,463 | ||
Illinois GO | 5.000% | 11/1/28 | 1,000 | 1,204 | ||
Illinois GO | 5.000% | 11/1/29 | 1,000 | 1,201 | ||
Illinois GO | 5.250% | 2/1/30 | 1,900 | 2,078 | ||
Illinois GO | 5.250% | 7/1/31 | 1,000 | 1,069 | ||
Illinois GO | 4.125% | 10/1/36 | 500 | 588 | ||
Illinois GO | 4.000% | 10/1/40 | 700 | 808 | ||
Illinois Housing Development Authority Revenue | 3.000% | 10/1/50 | 4,810 | 5,159 | ||
3,14 | Illinois Regional Transportation Authority Revenue | 6.250% | 7/1/23 | 500 | 544 | |
8 | Illinois Sales Tax Revenue | 5.000% | 6/15/28 | 1,000 | 1,173 | |
Illinois Sales Tax Revenue | 5.000% | 6/15/36 | 1,000 | 1,201 | ||
Illinois Sales Tax Revenue | 5.000% | 6/15/37 | 1,000 | 1,198 | ||
Illinois Sports Facilities Authority (State Tax Supported) | 5.000% | 6/15/29 | 1,075 | 1,319 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,000 | 1,046 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,490 | 1,881 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 3,500 | 4,517 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/31 | 1,600 | 2,012 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/32 | 500 | 523 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/37 | 1,200 | 1,459 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/38 | 3,715 | 4,165 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/41 | 2,150 | 2,750 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/41 | 3,095 | 4,038 | ||
Illinois Toll Highway Authority Revenue | 4.000% | 1/1/42 | 1,300 | 1,557 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/43 | 1,215 | 1,575 | ||
3 | Kane County IL School District No. 131 (Aurora East Side) GO | 4.000% | 12/1/33 | 250 | 291 | |
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/26 | 910 | 859 | |
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/27 | 1,195 | 1,102 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 5.500% | 6/15/29 | 2,505 | 2,944 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 12/15/29 | 2,205 | 1,903 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/38 | 1,000 | 663 | |
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/27 | 710 | 867 | ||
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/28 | 1,500 | 1,532 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.500% | 6/15/29 | 400 | 474 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/31 | 1,540 | 1,273 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/31 | 360 | 294 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/32 | 1,215 | 978 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/33 | 1,130 | 886 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/33 | 1,790 | 1,383 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/35 | 1,000 | 740 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/37 | 1,075 | 742 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 700 | 474 | |
4 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 1,000 | 664 | |
4 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/38 | 1,000 | 652 | |
4 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 4.000% | 12/15/42 | 1,000 | 1,150 | |
Northern Illinois Municipal Power Agency Project Revenue | 5.000% | 12/1/26 | 1,070 | 1,274 | ||
8 | Northern Illinois University Auxiliary Facilities System Revenue | 4.000% | 10/1/34 | 500 | 596 | |
Railsplitter Tobacco Settlement Authority Illinois Tobacco Settlement Revenue | 5.000% | 6/1/26 | 1,570 | 1,852 | ||
Regional Transportation Authority Illinois GO | 5.000% | 6/1/31 | 1,785 | 2,103 | ||
Romeoville IL Revenue (Lewis University Project) | 5.000% | 10/1/28 | 1,000 | 1,115 | ||
Sales Tax Securitization Corp. Illinois Revenue | 5.000% | 1/1/29 | 1,500 | 1,889 | ||
Sales Tax Securitization Corp. Illinois Revenue | 5.000% | 1/1/32 | 1,500 | 1,982 | ||
8 | Sangamon County Springfield School District No. 186 GO ETM | 5.000% | 2/1/23 | 445 | 467 | |
Southwestern Illinois Development Authority Health Facilities Revenue (Hospital Sisters Services Inc.) | 5.000% | 2/15/28 | 1,000 | 1,236 | ||
Southwestern Illinois Development Authority Revenue | 5.000% | 4/15/30 | 1,275 | 1,635 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/31 | 120 | 131 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/33 | 10 | 11 | ||
8 | Will County IL Community High School District No. 210 (Lincoln-Way) GO | 0.000% | 1/1/29 | 1,000 | 887 | |
Will County IL Community High School District No. 210 (Lincoln-Way) GO | 5.000% | 1/1/30 | 1,200 | 1,246 | ||
202,357 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Indiana (0.7%) | ||||||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/32 | 425 | 516 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/34 | 1,110 | 1,346 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/35 | 1,450 | 1,756 | ||
Carmel IN Local Public Improvement Bond Bank (Special Program Bonds) | 4.000% | 1/15/35 | 1,000 | 1,160 | ||
Hammond IN Multi-School Building Corp. Revenue | 5.000% | 1/15/29 | 790 | 974 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/22 | 1,100 | 1,148 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/33 | 1,390 | 1,580 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/27 | 700 | 853 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/30 | 450 | 585 | ||
Indiana Finance Authority Revenue (Butler University Project) | 5.000% | 2/1/29 | 1,020 | 1,277 | ||
Indiana Finance Authority Revenue (Community Foundation of Northwest Indiana Obligated Group) Prere. | 5.000% | 3/1/22 | 690 | 695 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/29 | 1,175 | 1,441 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/30 | 1,520 | 1,863 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/31 | 1,130 | 1,384 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 4.000% | 11/1/35 | 1,685 | 1,919 | ||
Indiana Finance Authority Revenue (Green Bonds) | 5.000% | 2/1/30 | 1,000 | 1,306 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/24 | 1,645 | 1,787 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/25 | 650 | 729 | ||
Indiana Finance Authority Revenue (Stadium Project) | 5.250% | 2/1/30 | 1,075 | 1,245 | ||
2 | Indiana Finance Authority Revenue (Stadium Project) VRDO | 0.080% | 1/3/22 | 8,600 | 8,600 | |
Indiana Finance Authority Revenue (State Revolving Fund) Prere. | 5.000% | 2/1/23 | 500 | 526 | ||
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/30 | 1,500 | 1,980 | ||
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/32 | 500 | 518 | ||
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 3.000% | 10/1/41 | 1,000 | 1,104 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/34 | 1,415 | 1,674 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/36 | 1,000 | 1,219 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/39 | 4,575 | 5,400 | ||
Indianapolis Department of Public Utilities Water System Revenue | 5.000% | 10/1/35 | 1,460 | 1,823 | ||
Indianapolis IN Gas Utilities Distribution System (Citizens Energy Group) | 5.000% | 8/15/23 | 3,250 | 3,495 | ||
Indianapolis Local Public Improvement Bond | 5.000% | 6/1/31 | 2,500 | 3,278 | ||
Indianapolis Local Public Improvement Bond Bank (Cityway 1 Project) | 5.000% | 2/1/32 | 1,345 | 1,468 | ||
IPS Multi-School Building Corp. IN Revenue | 5.000% | 7/15/28 | 1,390 | 1,571 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/32 | 870 | 1,076 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/33 | 880 | 1,086 | ||
Richmond IN Hospital Authority Revenue (Reid Hospital & Health Care Services Inc.) | 5.000% | 1/1/24 | 720 | 781 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Silver Creek IN School Building Corp. (Valorem Property) | 3.000% | 1/15/35 | 1,200 | 1,345 | ||
Tippecanoe County IN School Building Corp. Revenue | 4.000% | 7/15/32 | 1,070 | 1,281 | ||
61,789 | ||||||
Iowa (0.2%) | ||||||
Des Moines IA Stormwater Management Utility Revenue (Capital Loan Notes) | 5.000% | 6/1/23 | 1,000 | 1,067 | ||
Iowa City IA Community School District GO | 3.000% | 6/1/30 | 3,725 | 4,097 | ||
Iowa Finance Authority Health Facilities Revenue (Mercy Medical Center Project) | 5.000% | 8/15/27 | 1,435 | 1,472 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) PUT | 5.250% | 12/1/37 | 2,120 | 2,297 | ||
Iowa Finance Authority Revenue | 5.000% | 8/1/38 | 1,345 | 1,751 | ||
Iowa Finance Authority Revenue | 5.000% | 8/1/40 | 1,000 | 1,325 | ||
Iowa Higher Education Loan Authority Revenue (Des Moines University Projects) | 5.000% | 10/1/35 | 1,250 | 1,567 | ||
Iowa Tobacco Settlement Authority Revenue | 4.000% | 6/1/36 | 1,000 | 1,195 | ||
Xenia IA Rural Water District Revenue | 5.000% | 12/1/28 | 1,000 | 1,176 | ||
15,947 | ||||||
Kansas (0.2%) | ||||||
Johnson County KS Public Building Commission (Courthouse & Medical Examiners Facilities) Revenue | 4.000% | 9/1/27 | 1,000 | 1,150 | ||
Johnson County KS Unified School District No. 512 (Shawnee Mission) GO | 4.000% | 10/1/22 | 1,000 | 1,029 | ||
Kansas Department of Transportation Highway Revenue | 5.000% | 9/1/26 | 700 | 785 | ||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/25 | 1,345 | 1,428 | ||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/27 | 1,585 | 1,681 | ||
Kansas Development Finance Authority Revenue | 5.000% | 4/1/32 | 1,325 | 1,400 | ||
2 | Kansas Development Finance Authority Revenue VRDO | 0.070% | 1/3/22 | 1,200 | 1,200 | |
Lyon County KS Unified School District No 253. GO | 4.000% | 9/1/32 | 350 | 407 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 5.000% | 9/1/23 | 1,565 | 1,686 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 3.000% | 9/1/33 | 2,090 | 2,295 | ||
University of Kansas Hospital Authority Health Facilities Refunding & Improvement Bonds | 4.000% | 9/1/40 | 1,000 | 1,098 | ||
Wyandotte County/Kansas City KS Unified Government Utility System Revenue Prere. | 5.000% | 9/1/22 | 1,000 | 1,032 | ||
15,191 | ||||||
Kentucky (0.5%) | ||||||
Carroll County KY Pollution Control Revenue (Kentucky Utilities Co. Project) PUT | 1.550% | 9/1/26 | 1,000 | 1,027 | ||
Kentucky Bond Development Corp. Educational Facilities Revenue (Centre College) | 4.000% | 6/1/34 | 225 | 270 | ||
Kentucky Bond Development Corp. Transient Room Tax Revenue (Lexington Center Corp. Project) | 5.000% | 9/1/29 | 1,980 | 2,490 | ||
10 | Kentucky Economic Development Finance Authority Health System Revenue (Norton Healthcare Inc. & Affiliates) | 0.000% | 10/1/25 | 1,220 | 1,155 | |
Kentucky Economic Development Finance Authority Hospital Revenue (Baptist Healthcare System Obligated Group) | 5.000% | 8/15/31 | 1,575 | 1,897 | ||
10 | Kentucky Municipal Power Agency Power System Revenue | 5.000% | 9/1/29 | 1,000 | 1,154 | |
8 | Kentucky Property & Building Commission Revenue | 5.000% | 5/1/34 | 1,000 | 1,236 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 4/1/24 | 9,220 | 9,851 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 1/1/25 | 6,760 | 7,366 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 775 | 849 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 1,095 | 1,201 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/26 | 1,790 | 2,023 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 2/1/28 | 3,200 | 3,706 | ||
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/22 | 810 | 808 | ||
Kentucky State Property & Building Commission Revenue | 5.000% | 9/1/22 | 1,500 | 1,548 | ||
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Project) Prere. | 5.000% | 7/1/23 | 1,000 | 1,071 | ||
4 | Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Projects) | 5.000% | 7/1/30 | 460 | 585 | |
4 | Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Projects) | 5.000% | 7/1/31 | 250 | 324 | |
Louisville & Jefferson County KY Metropolitan Government Revenue (Catholic Health Initiatives) Prere. | 5.000% | 6/1/22 | 1,000 | 1,020 | ||
Louisville & Jefferson County KY Metropolitan Government Revenue (Gas & Electric Co. Project) | 2.000% | 10/1/33 | 1,500 | 1,522 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 500 | 537 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 1,000 | 1,073 | ||
Warren County KY Hospital Revenue (Bowling Green-Warren County Community Hospital Corp. Project) Prere. | 5.000% | 4/1/23 | 1,050 | 1,112 | ||
43,825 | ||||||
Louisiana (0.5%) | ||||||
Bossier City LA Utilities Revenue | 5.000% | 10/1/22 | 500 | 518 | ||
Bossier City LA Utilities Revenue | 5.000% | 10/1/23 | 595 | 641 | ||
East Baton Rouge LA Sewerage Commission Revenue PUT | 1.300% | 2/1/28 | 1,000 | 1,016 | ||
East Baton Rouge Parish LA Industrial Development Board Inc. (ExxonMobil Project) VRDO | 0.090% | 1/3/22 | 17,150 | 17,150 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/31 | 1,000 | 1,012 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/32 | 850 | 860 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/34 | 330 | 334 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/35 | 390 | 395 | ||
Louisiana Gasoline & Fuel Tax Revenue | 5.000% | 5/1/35 | 1,065 | 1,302 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.500% | 5/1/39 | 2,665 | 2,973 | ||
Louisiana Gasoline & Fuel Tax Revenue PUT | 0.600% | 5/1/23 | 1,000 | 1,001 | ||
Louisiana GO | 5.000% | 3/1/29 | 2,520 | 3,227 | ||
8 | Louisiana Local Government Environmental Facilities & Community Development Authority Revenue | 5.000% | 10/1/29 | 1,315 | 1,636 | |
Louisiana Local Government Environmental Facilities & Community Development Authority Revenue (LCTCS Facilities Corp. Project) Prere. | 5.000% | 10/1/24 | 1,235 | 1,389 | ||
Louisiana Public Facilities Authority Hospital Revenue (Louisiana Children's Medical Center) | 5.000% | 6/1/36 | 1,250 | 1,519 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Louisiana Public Facilities Authority Hospital Revenue (Tulane University of Louisiana) | 5.000% | 4/1/37 | 1,270 | 1,611 | ||
Louisiana Public Facilities Authority Revenue (Ochsner Clinic Projects) PUT | 5.000% | 5/15/25 | 220 | 253 | ||
Louisiana Stadium & Exposition District Revenue | 5.000% | 7/1/24 | 1,000 | 1,067 | ||
Louisiana State University Revenue | 5.000% | 7/1/23 | 455 | 485 | ||
3 | New Orleans LA Aviation Board Revenue | 5.000% | 10/1/27 | 875 | 1,070 | |
New Orleans LA GO | 5.000% | 12/1/31 | 500 | 521 | ||
St. Charles Parish LA Gulf Opportunity Zone Revenue (Valero Energy Corp.) PUT | 4.000% | 6/1/22 | 1,755 | 1,781 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.125% | 7/1/24 | 715 | 737 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.375% | 7/1/26 | 725 | 763 | ||
Tangipahoa Parish LA Hospital Service District No. 1 (North Oaks Health System Project) | 4.000% | 2/1/36 | 2,000 | 2,360 | ||
45,621 | ||||||
Maine (0.1%) | ||||||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/29 | 445 | 550 | ||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/30 | 600 | 738 | ||
3 | Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 4.000% | 7/1/36 | 150 | 182 | |
Maine Municipal Bond Bank | 4.000% | 11/1/38 | 800 | 982 | ||
Maine Municipal Bond Bank (Department of Transportation) | 5.000% | 9/1/32 | 1,265 | 1,645 | ||
4 | Maine Turnpike Authority Revenue | 4.000% | 7/1/38 | 1,145 | 1,384 | |
Portland ME General Airport Revenue | 4.000% | 1/1/39 | 820 | 941 | ||
6,422 | ||||||
Maryland (1.4%) | ||||||
Anne Arundel County MD GO | 5.000% | 4/1/23 | 1,190 | 1,261 | ||
Anne Arundel County MD GO | 5.000% | 10/1/23 | 3,115 | 3,371 | ||
Anne Arundel County MD GO | 5.000% | 10/1/23 | 1,155 | 1,250 | ||
Anne Arundel County MD GO | 5.000% | 4/1/25 | 3,145 | 3,605 | ||
Anne Arundel County MD GO | 5.000% | 10/1/27 | 1,455 | 1,696 | ||
Anne Arundel County MD GO | 5.000% | 4/1/33 | 1,000 | 1,142 | ||
Baltimore County MD GO | 5.000% | 3/1/24 | 400 | 440 | ||
Baltimore County MD GO | 4.000% | 3/1/30 | 1,200 | 1,395 | ||
Baltimore County MD GO | 5.000% | 3/1/33 | 1,000 | 1,340 | ||
Baltimore County MD GO | 5.000% | 3/1/33 | 3,035 | 3,852 | ||
Baltimore MD Consolidated Public Improvement GO | 5.000% | 3/1/32 | 1,275 | 1,621 | ||
Baltimore MD Consolidated Public Improvement GO Prere. | 5.000% | 10/15/22 | 650 | 674 | ||
Baltimore MD Project Revenue | 5.000% | 7/1/24 | 2,095 | 2,334 | ||
Harford County MD GO | 5.000% | 10/1/26 | 1,250 | 1,507 | ||
Howard County MD Housing Commission General Revenue (Columbia Landing Apartments) | 1.600% | 6/1/29 | 1,000 | 995 | ||
Maryland Department of Transportation Revenue | 5.000% | 9/1/22 | 7,500 | 7,740 | ||
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/23 | 70 | 73 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/24 | 80 | 87 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/25 | 60 | 67 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/26 | 65 | 75 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/27 | 65 | 77 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/28 | 65 | 78 | |
4 | Maryland Department of Transportation Revenue | 5.000% | 12/1/29 | 65 | 80 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maryland Department of Transportation Revenue | 4.000% | 12/15/29 | 1,365 | 1,461 | ||
Maryland Department of Transportation Revenue | 3.000% | 10/1/30 | 2,620 | 2,897 | ||
Maryland GO | 5.000% | 3/15/22 | 1,000 | 1,010 | ||
Maryland GO | 5.000% | ��8/1/22 | 1,790 | 1,840 | ||
Maryland GO | 5.000% | 8/1/22 | 1,500 | 1,542 | ||
Maryland GO | 5.000% | 3/15/23 | 1,145 | 1,211 | ||
Maryland GO | 4.000% | 8/1/23 | 3,155 | 3,341 | ||
Maryland GO | 5.000% | 8/1/23 | 1,920 | 2,063 | ||
Maryland GO | 5.000% | 8/1/23 | 1,670 | 1,794 | ||
Maryland GO | 5.000% | 3/15/24 | 1,100 | 1,213 | ||
Maryland GO | 5.000% | 8/1/25 | 9,380 | 10,895 | ||
Maryland GO | 5.000% | 3/15/26 | 1,235 | 1,464 | ||
Maryland GO | 4.000% | 8/1/26 | 1,970 | 2,087 | ||
Maryland GO | 4.000% | 3/1/29 | 3,000 | 3,028 | ||
Maryland GO | 4.000% | 6/1/29 | 2,000 | 2,167 | ||
Maryland GO | 3.250% | 8/1/30 | 1,000 | 1,042 | ||
Maryland GO | 5.000% | 8/1/31 | 5,000 | 6,275 | ||
Maryland GO | 5.000% | 3/15/32 | 2,750 | 3,504 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare Obligated Group) | 5.500% | 1/1/31 | 1,950 | 2,373 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare) | 5.000% | 1/1/28 | 165 | 202 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/27 | 500 | 511 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/31 | 750 | 902 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Johns Hopkins Health System Obligated Group) Prere. | 5.000% | 7/1/22 | 500 | 512 | ||
5,11 | Maryland Health & Higher Educational Facilities Authority Revenue (Maryland Medical System), SIFMA Municipal Swap Index Yield + 0.540% PUT | 0.640% | 12/8/27 | 3,645 | 3,645 | |
Maryland Health & Higher Educational Facilities Authority Revenue (Meritus Medical Center Inc.) | 5.000% | 7/1/33 | 1,215 | 1,372 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Stevenson University) | 5.000% | 6/1/29 | 270 | 336 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (University of Pittsburgh Medical Center) | 4.000% | 4/15/38 | 1,000 | 1,177 | ||
4 | Maryland State Local Facilities GO | 4.000% | 3/1/29 | 1,000 | 1,194 | |
Maryland State Local Facilities GO | 4.000% | 8/1/36 | 5,000 | 6,219 | ||
Maryland State Stadium Authority Built Learn Revenue | 4.000% | 6/1/36 | 1,000 | 1,198 | ||
Maryland Transportation Authority Facilities Projects Revenue | 2.000% | 7/1/35 | 1,500 | 1,507 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,000 | 1,040 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,275 | 1,326 | ||
Montgomery County MD GO | 4.000% | 11/1/28 | 2,390 | 2,826 | ||
Montgomery County MD GO | 4.000% | 12/1/30 | 1,555 | 1,713 | ||
Montgomery County MD GO Prere. | 4.000% | 11/1/24 | 1,000 | 1,102 | ||
Montgomery County MD GO Prere. | 5.000% | 11/1/24 | 1,000 | 1,130 | ||
Prince Georges County MD Public Improvement Bonds GO | 5.000% | 7/1/23 | 3,375 | 3,615 | ||
Washington MD Suburban Sanitary Commission GO | 5.000% | 6/1/22 | 1,000 | 1,020 | ||
Washington MD Suburban Sanitary Commission GO | 4.000% | 6/15/33 | 1,000 | 1,166 | ||
119,680 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts (1.3%) | ||||||
Commonwealth of Massachusetts GO | 5.000% | 10/1/22 | 7,930 | 8,215 | ||
Commonwealth of Massachusetts GO | 2.000% | 9/1/39 | 1,900 | 1,879 | ||
Massachusetts Bay Transportation Authority Assessment Revenue | 5.000% | 7/1/27 | 2,880 | 3,425 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/22 | 495 | 507 | ||
10 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/25 | 2,530 | 2,969 | |
10 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/26 | 410 | 499 | |
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/31 | 955 | 1,288 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/34 | 1,285 | 1,867 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/37 | 1,000 | 1,229 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 3,290 | 4,085 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/40 | 1,915 | 2,334 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/40 | 1,125 | 1,395 | ||
Massachusetts Department of Transportation Metropolitan Highway System Revenue PUT | 5.000% | 1/1/23 | 1,110 | 1,161 | ||
Massachusetts Development Finance Agency Revenue (Boston College) | 5.000% | 7/1/37 | 1,750 | 2,102 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/29 | 1,225 | 1,528 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/38 | 1,085 | 1,327 | ||
Massachusetts Development Finance Agency Revenue (Harvard University) | 5.000% | 10/15/29 | 5,000 | 6,530 | ||
Massachusetts Development Finance Agency Revenue (Lahey Clinic Obligated Group) | 5.000% | 7/1/34 | 500 | 625 | ||
Massachusetts Development Finance Agency Revenue (Southcoast Health System) | 5.000% | 7/1/28 | 200 | 249 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.000% | 7/1/25 | 1,275 | 1,465 | ||
Massachusetts Development Finance Agency Revenue (UMass Student Housing Project) | 5.000% | 10/1/32 | 525 | 607 | ||
Massachusetts Development Finance Agency Revenue (Western New England University) | 5.000% | 9/1/32 | 1,105 | 1,344 | ||
Massachusetts GO | 5.000% | 8/1/22 | 1,000 | 1,028 | ||
Massachusetts GO | 5.000% | 11/1/22 | 1,900 | 1,976 | ||
Massachusetts GO | 5.250% | 8/1/23 | 525 | 566 | ||
Massachusetts GO | 5.000% | 12/1/23 | 1,520 | 1,656 | ||
Massachusetts GO | 5.000% | 9/1/25 | 3,850 | 4,482 | ||
Massachusetts GO | 5.000% | 5/1/29 | 2,180 | 2,315 | ||
Massachusetts GO | 5.000% | 9/1/29 | 5,000 | 6,496 | ||
Massachusetts GO | 5.000% | 5/1/31 | 1,675 | 1,778 | ||
Massachusetts GO | 5.000% | 9/1/31 | 1,500 | 2,032 | ||
Massachusetts GO | 5.250% | 1/1/34 | 2,665 | 3,428 | ||
Massachusetts GO | 5.000% | 7/1/35 | 1,000 | 1,152 | ||
Massachusetts GO | 3.500% | 5/1/37 | 2,000 | 2,069 | ||
Massachusetts GO | 3.000% | 11/1/39 | 1,500 | 1,655 | ||
Massachusetts GO | 2.000% | 3/1/41 | 1,000 | 976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts Port Authority Revenue | 5.000% | 7/1/35 | 2,400 | 3,060 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/23 | 645 | 664 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/31 | 610 | 706 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.000% | 8/15/32 | 600 | 669 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.750% | 8/15/32 | 1,335 | 1,524 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/37 | 1,860 | 2,157 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/22 | 3,500 | 3,604 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 2/15/24 | 1,500 | 1,647 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 4.750% | 8/15/25 | 165 | 190 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 1,010 | 1,173 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 355 | 411 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 890 | 1,033 | ||
10 | Massachusetts Special Obligation Dedicated Tax Revenue | 5.500% | 1/1/26 | 510 | 604 | |
Massachusetts Transportation Fund Revenue | 4.000% | 6/1/35 | 1,040 | 1,211 | ||
10 | Massachusetts Turnpike Authority Revenue (Metropolitan Highway System) | 0.000% | 1/1/29 | 890 | 807 | |
Massachusetts Water Resources Authority Revenue | 4.000% | 8/1/22 | 5,250 | 5,366 | ||
Massachusetts Water Resources Authority Revenue | 5.000% | 8/1/38 | 7,465 | 9,757 | ||
Massachusetts Water Resources Authority Revenue Prere. | 4.000% | 8/1/24 | 1,000 | 1,093 | ||
Massachusetts Water Resources Authority Revenue Prere. | 5.000% | 8/1/26 | 3,000 | 3,599 | ||
117,514 | ||||||
Michigan (1.3%) | ||||||
15 | Battle Creek MI School District GO | 5.000% | 5/1/25 | 535 | 615 | |
Birmingham MI City School District GO | 5.000% | 5/1/22 | 740 | 752 | ||
15 | Chippewa Valley MI Schools GO | 5.000% | 5/1/33 | 1,000 | 1,164 | |
15 | Dearborn MI School District GO | 5.000% | 5/1/34 | 1,200 | 1,300 | |
3,15 | Detroit MI City School District GO | 5.250% | 5/1/28 | 615 | 780 | |
3 | Detroit MI Downtown Development Authority Tax Allocation Revenue | 5.000% | 7/1/35 | 1,120 | 1,232 | |
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/22 | 455 | 466 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/23 | 1,050 | 1,074 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue Prere. | 5.000% | 7/1/22 | 1,000 | 1,024 | ||
3 | Downriver MI Utility Wastewater Authority Revenue | 5.000% | 4/1/34 | 1,050 | 1,296 | |
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/27 | 1,840 | 2,253 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/28 | 1,205 | 1,514 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/29 | 1,200 | 1,510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/31 | 1,645 | 1,946 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/37 | 1,000 | 1,233 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/28 | 1,030 | 1,228 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/29 | 1,420 | 1,813 | ||
3 | Great Lakes MI Water Authority Water Supply System Revenue | 4.000% | 7/1/33 | 1,000 | 1,126 | |
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/33 | 1,310 | 1,692 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/36 | 1,000 | 1,179 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/40 | 500 | 638 | ||
15 | Hudsonville MI Public Schools GO | 5.000% | 5/1/31 | 420 | 510 | |
Ingham County MI Building Authority | 3.000% | 5/1/34 | 3,900 | 4,295 | ||
Karegnondi Water Authority Michigan Water Supply System Revenue (Karegnondi Water Pipeline) | 5.000% | 11/1/29 | 970 | 1,191 | ||
15 | Lake Orion MI Community School District GO | 5.000% | 5/1/38 | 4,070 | 5,142 | |
3,15 | Lincoln MI Consolidated School District GO | 5.000% | 5/1/24 | 1,000 | 1,107 | |
15 | Marysville MI Public Schools District GO | 5.000% | 5/1/28 | 1,630 | 1,935 | |
Michigan Building Authority Revenue | 5.000% | 10/15/32 | 1,395 | 1,657 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/33 | 1,000 | 1,156 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/36 | 1,235 | 1,459 | ||
Michigan Environmental Program GO | 4.000% | 5/1/28 | 1,000 | 1,139 | ||
11 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group), SIFMA Municipal Swap Index Yield + 0.850% PUT | 0.950% | 12/1/24 | 1,500 | 1,519 | |
11 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group), SIFMA Municipal Swap Index Yield + 0.900% PUT | 1.000% | 12/1/25 | 500 | 510 | |
Michigan Finance Authority Revenue | 5.000% | 10/1/22 | 375 | 376 | ||
Michigan Finance Authority Revenue | 5.000% | 11/1/28 | 1,055 | 1,326 | ||
Michigan Finance Authority Revenue | 4.000% | 11/1/32 | 1,740 | 2,097 | ||
Michigan Finance Authority Revenue | 5.000% | 10/1/34 | 2,565 | 3,245 | ||
Michigan Finance Authority Revenue (Calvin University) | 5.000% | 9/1/35 | 605 | 777 | ||
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/22 | 1,000 | 1,024 | |
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/23 | 1,000 | 1,069 | |
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/28 | 750 | 862 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/29 | 1,500 | 1,663 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/33 | 1,000 | 1,108 | ||
Michigan Finance Authority Revenue (Henry Ford Health System Obligated Group) | 5.000% | 11/15/26 | 1,210 | 1,457 | ||
Michigan Finance Authority Revenue (Henry Ford Health System) | 5.000% | 11/15/41 | 1,000 | 1,178 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/26 | 850 | 1,014 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/27 | 965 | 1,181 | ||
Michigan Finance Authority Revenue (McLaren Health Care Corp.) | 5.000% | 2/15/34 | 1,700 | 2,147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/27 | 500 | 520 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/36 | 500 | 519 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/22 | 2,165 | 2,243 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/36 | 2,000 | 2,519 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 1,000 | 1,036 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 500 | 518 | ||
Michigan Finance Authority Revenue (Tobacco Settlement Asset-Backed) | 4.000% | 6/1/37 | 1,000 | 1,187 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) Prere. | 5.000% | 12/1/22 | 8,155 | 8,508 | ||
Michigan State Housing Development Authority Revenue (Single-Family Mortgage) | 3.500% | 12/1/50 | 1,860 | 2,025 | ||
Michigan State Trunk Line Fund (Rebuilding Michigan Program) | 4.000% | 11/15/39 | 5,000 | 6,027 | ||
Michigan State Trunk Line Fund Bonds (Rebuilding Michigan Program) | 4.000% | 11/15/38 | 3,170 | 3,875 | ||
Michigan State Trunk Line Fund Bonds (Rebuilding Michigan Program) | 4.000% | 11/15/40 | 5,000 | 6,087 | ||
Oakland University MI Revenue | 5.000% | 3/1/30 | 1,250 | 1,458 | ||
Portage MI Public Schools GO | 5.000% | 11/1/34 | 1,250 | 1,469 | ||
15 | Roseville MI School District GO Prere. | 5.000% | 5/1/25 | 1,665 | 1,913 | |
Royal Oak MI Hospital Finance Authority Hospital Revenue (William Beaumont Hospital) | 5.000% | 9/1/25 | 1,450 | 1,592 | ||
15 | Saginaw City School District GO | 4.000% | 5/1/34 | 1,030 | 1,257 | |
15 | Saline MI Area Schools GO | 5.000% | 5/1/23 | 1,100 | 1,168 | |
University of Michigan Revenue | 5.000% | 4/1/32 | 2,020 | 2,452 | ||
3 | University of Michigan Revenue | 5.000% | 11/15/32 | 590 | 777 | |
3 | University of Michigan Revenue | 5.000% | 11/15/33 | 200 | 263 | |
3 | University of Michigan Revenue | 5.000% | 11/15/38 | 350 | 455 | |
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/25 | 870 | 1,015 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/30 | 1,300 | 1,514 | ||
118,376 | ||||||
Minnesota (0.4%) | ||||||
Bloomington MN Independent School District No. 271 GO | 5.000% | 2/1/22 | 2,010 | 2,017 | ||
Duluth MN Economic Development Authority Revenue (Benedictine Health System) | 4.000% | 7/1/31 | 1,625 | 1,769 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/27 | 365 | 435 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/28 | 350 | 427 | ||
Minneapolis & St. Paul MN Metropolitan Airports Commission Revenue | 5.000% | 1/1/26 | 450 | 527 | ||
Minneapolis MN Special School District No. 1 COP | 5.000% | 2/1/26 | 1,855 | 1,948 | ||
Minnesota GO | 5.000% | 8/1/22 | 1,500 | 1,542 | ||
Minnesota GO | 5.000% | 8/1/24 | 1,615 | 1,806 | ||
Minnesota GO | 5.000% | 8/1/25 | 1,500 | 1,741 | ||
Minnesota GO | 5.000% | 8/1/25 | 2,170 | 2,518 | ||
Minnesota GO | 5.000% | 8/1/27 | 1,005 | 1,165 | ||
Minnesota GO | 5.000% | 8/1/28 | 3,000 | 3,793 | ||
Minnesota GO | 5.000% | 9/1/30 | 1,235 | 1,522 | ||
Minnesota Higher Education Facilities Authority Revenue (Hamline University) | 5.000% | 10/1/35 | 595 | 659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Minnesota Housing Finance Agency (Housing Infrastructure) | 4.000% | 8/1/36 | 1,500 | 1,801 | ||
Minnesota Housing Finance Agency Residential Housing Revenue | 2.800% | 12/1/47 | 862 | 879 | ||
Minnesota Public Facilities Authority Revolving Fund Revenue | 5.000% | 3/1/25 | 2,480 | 2,833 | ||
Osseo MN Independent School District No. 279 GO | 5.000% | 2/1/28 | 1,000 | 1,207 | ||
Owatonna MN Independent School District No. 761 GO | 3.000% | 2/1/32 | 1,190 | 1,297 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/26 | 385 | 405 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/27 | 485 | 509 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/29 | 515 | 533 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/30 | 550 | 569 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/32 | 775 | 801 | ||
University of Minnesota Revenue | 5.000% | 4/1/23 | 1,115 | 1,181 | ||
West St. Paul MN Independent School District No. 197 Revenue (Mendota Heights-Eagan) | 4.000% | 2/1/28 | 1,000 | 1,157 | ||
White Bear Lake MN Independent School District No. 624 GO | 3.000% | 2/1/30 | 1,150 | 1,275 | ||
36,316 | ||||||
Mississippi (0.7%) | ||||||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue VRDO | 0.090% | 1/3/22 | 22,410 | 22,410 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron U.S.A Inc. Project) VRDO | 0.090% | 1/3/22 | 2,050 | 2,050 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron U.S.A Inc. Project) VRDO | 0.090% | 1/3/22 | 9,840 | 9,840 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron U.S.A Inc. Project) VRDO | 0.090% | 1/3/22 | 1,465 | 1,465 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron U.S.A Inc. Project) VRDO | 0.090% | 1/3/22 | 5,245 | 5,245 | ||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue (Chevron U.S.A Inc. Project) VRDO | 0.090% | 1/3/22 | 2,600 | 2,600 | ||
Mississippi Development Bank Special Obligation Revenue (Marshall County Industrial Development Highway Refunding Project) | 5.000% | 1/1/26 | 1,335 | 1,567 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/27 | 500 | 611 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/30 | 1,765 | 2,126 | ||
Mississippi Gaming Tax Revenue | 5.000% | 10/15/36 | 1,500 | 1,854 | ||
Mississippi GO | 4.000% | 10/1/38 | 2,000 | 2,365 | ||
Mississippi GO Prere. | 5.000% | 11/1/25 | 1,000 | 1,171 | ||
Mississippi GO Prere. | 5.000% | 11/1/26 | 115 | 139 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/29 | 830 | 1,033 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 625 | 792 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 260 | 330 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (North Mississippi Health Services) | 5.000% | 10/1/27 | 1,000 | 1,229 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mississippi Institutions of Higher Learning Revenue (University of Mississippi Medical Center) | 4.000% | 6/1/34 | 1,000 | 1,132 | ||
Mississippi State Gaming Tax Revenue | 5.000% | 10/15/32 | 2,000 | 2,483 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/30 | 575 | 700 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/31 | 515 | 625 | ||
Mississippi State University Educational Building Corp. Revenue Prere. | 5.000% | 8/1/23 | 1,000 | 1,075 | ||
62,842 | ||||||
Missouri (0.5%) | ||||||
Bi-State Development Agency MO Illinois Metropolitan District Sales Tax Appropriation Revenue | 4.000% | 10/1/35 | 1,790 | 2,139 | ||
4 | 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 | 1,414 | |
Jackson County MO School District No. 4 GO (Blue Springs) | 6.000% | 3/1/38 | 1,000 | 1,334 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/31 | 1,500 | 1,693 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/26 | 1,215 | 1,372 | ||
Kansas City MO Sanitary Sewer System Revenue | 5.000% | 1/1/32 | 1,020 | 1,257 | ||
Kansas City MO Special Obligation Bonds (Missouri Projects) | 5.000% | 4/1/34 | 1,000 | 1,297 | ||
Little Blue Valley MO Sewer District Revenue | 3.000% | 9/1/33 | 1,505 | 1,621 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 5.000% | 5/1/34 | 525 | 635 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 4.000% | 5/1/41 | 4,145 | 4,757 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/30 | 1,000 | 1,069 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/34 | 880 | 938 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (SSM Health System) | 5.000% | 6/1/25 | 1,480 | 1,639 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (St. Luke's Health System) | 5.000% | 12/1/31 | 1,050 | 1,303 | ||
Missouri Health & Educational Facilities Authority Revenue | 4.000% | 7/1/37 | 1,000 | 1,216 | ||
Missouri Health & Educational Facilities Authority Revenue PUT | 4.000% | 5/1/26 | 2,300 | 2,627 | ||
Missouri Health & Educational Facilities Authority Revenue PUT | 5.000% | 5/1/28 | 2,100 | 2,612 | ||
Missouri Health & Educational Facilities Authority Revenue (BJC Health System) | 4.500% | 1/1/39 | 2,865 | 3,078 | ||
Missouri Health & Educational Facilities Authority Revenue (Children's Mercy Hospital) | 5.000% | 5/15/36 | 1,100 | 1,269 | ||
Missouri Health & Educational Facilities Authority Revenue (Mercy Health) | 5.000% | 11/15/34 | 1,500 | 1,681 | ||
Missouri Highways & Transportation Commission Road Revenue | 5.000% | 2/1/23 | 1,000 | 1,052 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Iatan 2 Project) | 5.000% | 12/1/34 | 1,425 | 1,633 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/34 | 1,010 | 1,191 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/40 | 1,655 | 1,945 | ||
3 | St. Louis MO Parking Revenue | 5.000% | 12/15/23 | 715 | 779 | |
St. Louis MO Sewer & Wastewater Revenue | 5.000% | 5/1/36 | 1,000 | 1,143 | ||
44,647 | ||||||
Montana (0.0%) | ||||||
Montana Facility Finance Authority Hospital Revenue (Benefis Health System) | 5.000% | 2/15/32 | 825 | 981 | ||
Multiple States (0.2%) | ||||||
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 9/15/30 | 1,545 | 1,654 | |
5,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.600% | 9/15/33 | 1,960 | 2,083 | |
5,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.625% | 6/15/35 | 1,935 | 2,055 | |
5,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/35 | 1,370 | 1,460 | |
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 3.400% | 1/25/36 | 479 | 552 | |
5,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/36 | 1,275 | 1,360 | |
Nuveen Municipal Income Fund VRDO | 0.300% | 1/3/22 | 5,000 | 5,000 | ||
14,164 | ||||||
Nebraska (0.4%) | ||||||
Central Plains Energy Project Nebraska Gas Project Revenue PUT | 5.000% | 1/1/24 | 280 | 302 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/27 | 1,000 | 1,205 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/42 | 1,000 | 1,463 | ||
2 | Central Plains Energy Project Nebraska Gas Supply Revenue PUT | 4.000% | 8/1/25 | 7,315 | 8,121 | |
District Energy Corp. NB Facility Revenue | 5.000% | 7/1/32 | 810 | 1,075 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 135 | 139 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 275 | 284 | ||
Municipal Energy Agency of Nebraska Power Supply System Revenue | 5.000% | 4/1/31 | 345 | 349 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/23 | 1,500 | 1,571 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/30 | 180 | 180 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/30 | 820 | 820 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/32 | 1,500 | 1,500 | ||
Nebraska Public Power District Revenue | 4.250% | 1/1/35 | 5,615 | 5,615 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/38 | 2,595 | 3,367 | ||
Omaha NE Public Power District Electric Revenue | 5.000% | 2/1/29 | 1,420 | 1,662 | ||
Omaha NE Public Power District Electric Revenue Prere. | 5.000% | 2/1/22 | 4,500 | 4,516 | ||
Omaha NE Sewer Revenue | 5.000% | 11/15/29 | 2,500 | 2,820 | ||
Public Power Generation Agency Revenue (Whelan Energy Center Unit 2) | 5.000% | 1/1/35 | 1,000 | 1,181 | ||
Scotts Bluff County NE Hospital Authority Revenue (Regional West Medical Center) | 5.000% | 2/1/24 | 1,785 | 1,923 | ||
38,093 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nevada (0.6%) | ||||||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/26 | 560 | 662 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/28 | 1,220 | 1,475 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) Prere. | 5.000% | 9/1/22 | 4,240 | 4,371 | ||
Clark County NV Airport Improvement Revenue | 5.000% | 7/1/30 | 2,095 | 2,677 | ||
Clark County NV GO | 4.000% | 6/1/32 | 1,505 | 1,737 | ||
Clark County NV GO | 4.000% | 7/1/32 | 2,190 | 2,532 | ||
Clark County NV GO | 5.000% | 7/1/33 | 1,000 | 1,045 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/31 | 1,575 | 1,743 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/36 | 1,075 | 1,297 | ||
Clark County NV Passenger Facility Charge Revenue (Las Vegas McCarran International Airport) | 5.000% | 7/1/31 | 1,100 | 1,403 | ||
Clark County NV Pollution Control Refunding Revenue (Southern California Edison Co.) | 2.100% | 6/1/31 | 1,000 | 1,010 | ||
3 | Clark County NV School District GO | 5.000% | 6/15/27 | 3,000 | 3,669 | |
3 | Clark County NV School District GO | 4.000% | 6/15/33 | 1,820 | 2,089 | |
8 | Clark County NV School District GO | 3.000% | 6/15/34 | 1,000 | 1,101 | |
8 | Clark County NV School District GO | 3.000% | 6/15/37 | 1,000 | 1,094 | |
Clark County NV School District GO | 3.000% | 6/15/38 | 1,000 | 1,084 | ||
Clark County NV School District GO | 3.000% | 6/15/40 | 1,600 | 1,720 | ||
3 | Clark County NV School District GO | 4.000% | 6/15/40 | 850 | 1,006 | |
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/24 | 1,190 | 1,321 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 12/1/27 | 1,990 | 2,287 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/35 | 1,870 | 2,205 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/38 | 1,000 | 1,259 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/39 | 1,500 | 1,885 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/41 | 3,045 | 3,585 | ||
Nevada GO | 5.000% | 4/1/22 | 1,740 | 1,760 | ||
Nevada GO | 5.000% | 11/1/23 | 1,465 | 1,589 | ||
Nevada GO | 5.000% | 11/1/25 | 1,015 | 1,164 | ||
Nevada Highway Improvement Revenue (Motor Vehicle Fuel Tax) | 4.000% | 12/1/32 | 1,660 | 1,909 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/27 | 250 | 293 | ||
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 | 297 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/33 | 250 | 297 | ||
Truckee Meadows NV Water Authority Water Revenue | 5.000% | 7/1/34 | 1,510 | 1,781 | ||
53,646 | ||||||
New Hampshire (0.1%) | ||||||
National Finance Authority NH Revenue | 5.000% | 8/15/30 | 1,500 | 1,931 | ||
National Finance Authority NH Revenue | 4.125% | 1/20/34 | 2,531 | 3,013 | ||
New Hampshire Health & Education Facilities Authority Revenue (Dartmouth College) | 4.000% | 8/1/43 | 2,855 | 3,346 | ||
8,290 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey (1.8%) | ||||||
Camden County NJ Improvement Authority Health Care Redevelopment Project Revenue (Cooper Health System Obligated Group) | 5.000% | 2/15/27 | 1,400 | 1,523 | ||
Cape May County NJ GO | 2.000% | 9/15/30 | 2,605 | 2,710 | ||
8 | City of Newark NJ The Board of Education New Jersey School Energy Savings Obligation Refunding Bonds | 5.000% | 7/15/29 | 375 | 476 | |
8 | City of Newark NJ The Board of Education New Jersey School Energy Savings Obligation Refunding Bonds | 5.000% | 7/15/30 | 375 | 485 | |
3 | Clifton NJ Board of Education School Bonds Revenue | 2.000% | 8/15/34 | 1,500 | 1,495 | |
County of Hudson NJ General Improvement Revenue | 3.000% | 11/15/31 | 2,615 | 2,915 | ||
County of Hudson NJ General Improvement Revenue | 2.125% | 11/15/36 | 1,000 | 1,001 | ||
3 | Cumberland County NJ Improvement Authority GO Prere. | 5.000% | 9/1/24 | 4,000 | 4,490 | |
Hudson County NJ Improvement Authority Lease Revenue (Courthouse Projects) | 4.000% | 10/1/40 | 2,010 | 2,413 | ||
Morris County NJ Improvement Authority School District Revenue (Morris Hills Regional District Project) Prere. | 5.000% | 10/1/22 | 510 | 528 | ||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/25 | 1,000 | 1,146 | ||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/27 | 1,500 | 1,823 | ||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/28 | 1,750 | 2,174 | ||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/29 | 1,000 | 1,270 | ||
New Jersey Covid 19 Emergency Bonds GO | 4.000% | 6/1/30 | 1,000 | 1,213 | ||
New Jersey Covid 19 Emergency Bonds GO | 3.000% | 6/1/32 | 1,420 | 1,617 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/23 | 1,000 | 1,066 | ||
5 | New Jersey Economic Development Authority Revenue | 5.250% | 9/1/23 | 2,000 | 2,158 | |
New Jersey Economic Development Authority Revenue | 5.250% | 6/15/27 | 560 | 646 | ||
New Jersey Economic Development Authority Revenue | 5.500% | 6/15/29 | 2,000 | 2,437 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/33 | 1,100 | 1,415 | ||
New Jersey Economic Development Authority Revenue | 4.000% | 6/15/35 | 500 | 583 | ||
New Jersey Economic Development Authority Revenue (Cigarette Tax) | 5.000% | 6/15/26 | 1,600 | 1,632 | ||
10 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) | 5.250% | 7/1/26 | 405 | 483 | |
10 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) ETM | 5.250% | 7/1/26 | 95 | 114 | |
10 | New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.500% | 9/1/27 | 1,000 | 1,249 | |
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 3/1/28 | 2,095 | 2,204 | ||
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 6/15/35 | 700 | 874 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 5.000% | 7/1/22 | 5,095 | 5,218 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 5.000% | 3/1/25 | 5,000 | 5,723 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 2.000% | 3/1/37 | 1,000 | 992 | ||
New Jersey GO | 2.000% | 6/1/31 | 1,295 | 1,316 | ||
New Jersey GO | 2.000% | 6/1/32 | 1,230 | 1,233 | ||
New Jersey GO | 2.000% | 6/1/35 | 1,000 | 993 | ||
New Jersey Health Care Facilities Financing Authority Lease Revenue (Greystone Park Psychiatric Hospital Project) | 5.000% | 9/15/24 | 500 | 538 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Atlanticare Health System) | 3.000% | 7/1/40 | 145 | 157 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/22 | 1,000 | 1,024 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 4.000% | 7/1/38 | 1,000 | 1,211 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) Prere. | 5.000% | 7/1/22 | 900 | 921 | ||
New Jersey Health Care Facilities Financing Authority Revenue (St. Joseph's Healthcare System) | 5.000% | 7/1/27 | 1,000 | 1,180 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Valley Health System) | 5.000% | 7/1/29 | 1,385 | 1,771 | ||
2 | New Jersey Health Care Facilities Financing Authority Revenue (Virtua Health Inc.) VRDO | 0.060% | 1/5/22 | 300 | 300 | |
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/25 | 1,300 | 1,491 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 2,380 | 2,796 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 620 | 728 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/29 | 1,400 | 1,642 | ||
4 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/31 | 1,000 | 1,288 | |
4 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/33 | 1,000 | 1,304 | |
4 | New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/34 | 600 | 778 | |
New Jersey Transportation Trust Fund Authority Program Bonds | 4.000% | 6/15/37 | 1,000 | 1,168 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/27 | 1,000 | 1,228 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/30 | 1,285 | 1,597 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 6/15/31 | 1,000 | 1,239 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/33 | 1,115 | 1,374 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/34 | 1,115 | 1,369 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/35 | 1,015 | 1,244 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/30 | 1,000 | 1,282 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/31 | 1,000 | 1,307 | ||
10,17 | New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/31 | 165 | 140 | |
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/32 | 1,000 | 1,303 | ||
3 | New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/32 | 1,000 | 816 | |
New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/34 | 1,000 | 756 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 4.000% | 6/15/35 | 500 | 591 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.000% | 6/15/29 | 1,615 | 1,649 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.250% | 6/15/33 | 1,500 | 1,726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.000% | 6/15/36 | 2,125 | 2,257 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/22 | 1,315 | 1,380 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/23 | 605 | 664 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/24 | 1,000 | 1,128 | ||
9 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/26 | 2,000 | 1,884 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/27 | 5,260 | 6,461 | ||
10 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/31 | 1,000 | 832 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 6/15/32 | 700 | 789 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/28 | 500 | 589 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/32 | 1,000 | 1,233 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/33 | 1,070 | 1,245 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/34 | 2,500 | 2,906 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/35 | 1,000 | 1,198 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/37 | 1,000 | 1,228 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/22 | 1,000 | 1,000 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,190 | 1,247 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,185 | 1,242 | ||
2,5 | New Jersey Turnpike Authority Revenue TOB VRDO | 0.220% | 1/6/22 | 5,650 | 5,650 | |
3 | North Hudson Sewerage Authority Revenue | 5.000% | 6/1/36 | 1,320 | 1,873 | |
North Hudson Sewerage Authority Revenue Prere. | 5.000% | 6/1/22 | 10,000 | 10,196 | ||
South Jersey Transportation Authority New Jersey Transportation System Revenue | 5.000% | 11/1/39 | 1,025 | 1,124 | ||
South Jersey Transportation Authority New Jersey Transportation System Revenue Prere. | 5.000% | 11/1/22 | 500 | 520 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/26 | 1,825 | 2,154 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 3.200% | 6/1/27 | 140 | 142 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/27 | 3,200 | 3,878 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/30 | 685 | 839 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/31 | 1,000 | 1,220 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/35 | 450 | 544 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/36 | 1,500 | 1,807 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/37 | 1,000 | 1,203 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/30 | 3,000 | 3,210 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/33 | 3,570 | 3,789 | ||
158,965 | ||||||
New Mexico (0.4%) | ||||||
Albuquerque NM GO | 5.000% | 7/1/23 | 6,000 | 6,424 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/22 | 290 | 298 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/23 | 265 | 285 | ||
Farmington NM Pollution Control Revenue (Edison Co. Four Corners Project) | 1.800% | 4/1/29 | 1,000 | 1,012 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Farmington NM Pollution Control Revenue (Edison Co. Four Corners Project) | 1.800% | 4/1/29 | 1,550 | 1,568 | ||
Farmington NM Pollution Control Revenue (San Juan & Four Corners Projects) | 2.150% | 4/1/33 | 2,675 | 2,650 | ||
New Mexico Finance Authority Revenue | 5.000% | 6/1/23 | 1,210 | 1,291 | ||
New Mexico Finance Authority Transportation Revenue | 4.000% | 6/15/26 | 2,000 | 2,033 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/27 | 1,045 | 1,161 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/29 | 1,500 | 1,927 | ||
New Mexico GO (Capital Projects) | 5.000% | 3/1/30 | 3,050 | 3,989 | ||
New Mexico Hospital Equipment Loan Council Hospital System Revenue (Presbyterian Healthcare Services) | 5.000% | 8/1/28 | 1,520 | 1,743 | ||
2 | New Mexico Municipal Energy Acquisition Authority Gas Supply Revenue PUT | 5.000% | 5/1/25 | 805 | 914 | |
New Mexico State Severance Tax Bonds | 5.000% | 7/1/23 | 5,000 | 5,351 | ||
New Mexico State Severance Tax Bonds | 5.000% | 7/1/24 | 1,000 | 1,114 | ||
New Mexico State Severance Tax Bonds | 5.000% | 7/1/25 | 1,000 | 1,154 | ||
Rio Rancho NM Public School District No. 94 GO | 4.000% | 8/1/22 | 3,675 | 3,755 | ||
36,669 | ||||||
New York (7.6%) | ||||||
Battery Park City NY Authority Revenue | 5.000% | 11/1/38 | 750 | 967 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/30 | 700 | 826 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/42 | 690 | 795 | ||
3 | Broome County NY Local Development Corp. Revenue (United Health Services Hospitals Inc. Project) | 5.000% | 4/1/29 | 2,100 | 2,661 | |
Carmel NY Board | 1.250% | 9/30/22 | 1,669 | 1,682 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/33 | 200 | 227 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/34 | 240 | 272 | ||
East Islip NY Union Free School District | 1.000% | 6/29/22 | 1,000 | 1,004 | ||
Erie County NY Fiscal Stability Authority Revenue | 5.000% | 9/1/30 | 500 | 614 | ||
3 | Hempstead NY GO | 4.000% | 4/1/29 | 1,420 | 1,572 | |
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/31 | 1,550 | 1,862 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/36 | 1,500 | 1,791 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/37 | 520 | 620 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/24 | 130 | 134 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/33 | 1,185 | 1,553 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/35 | 1,095 | 1,380 | ||
Long Island NY Power Authority Electric System Revenue PUT | 1.500% | 9/1/26 | 1,360 | 1,394 | ||
Metropolitan Transportation Authority NY BAN | 5.000% | 5/15/22 | 9,100 | 9,258 | ||
Metropolitan Transportation Authority NY Revenue | 3.000% | 11/1/22 | 2,000 | 2,045 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 2/1/23 | 7,000 | 7,350 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/27 | 1,000 | 1,183 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/28 | 2,075 | 2,391 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/29 | 1,115 | 1,307 | ||
Metropolitan Transportation Authority NY Revenue | 5.250% | 11/15/30 | 3,440 | 4,149 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/33 | 1,500 | 1,887 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/34 | 2,500 | 3,051 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/40 | 810 | 927 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/41 | 2,170 | 2,514 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/43 | 500 | 618 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 11/15/22 | 8,095 | 8,413 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 5/15/24 | 7,000 | 7,708 | ||
3,11 | Metropolitan Transportation Authority NY Revenue, SOFR + 0.550% PUT | 0.584% | 4/1/24 | 500 | 501 | |
2 | Metropolitan Transportation Authority NY Revenue VRDO | 0.060% | 1/3/22 | 3,500 | 3,500 | |
2 | Metropolitan Transportation Authority NY Revenue VRDO | 0.060% | 1/3/22 | 8,900 | 8,900 | |
Monroe County NY Industrial Development Agency School Facility Revenue (Rochester Schools Modernization Project) | 5.000% | 5/1/31 | 1,970 | 2,386 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Project) | 5.000% | 7/1/37 | 1,540 | 1,871 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Projects) | 5.000% | 12/1/28 | 555 | 695 | ||
Monroe County NY Industrial Development Revenue (University of Rochester Project) | 5.000% | 7/1/23 | 2,000 | 2,141 | ||
Nassau County NY GO | 5.000% | 4/1/23 | 1,000 | 1,059 | ||
New York City NY GO | 5.000% | 8/1/22 | 705 | 725 | ||
New York City NY GO | 5.000% | 8/1/22 | 1,290 | 1,326 | ||
New York City NY GO | 5.000% | 8/1/23 | 400 | 411 | ||
New York City NY GO | 5.000% | 8/1/23 | 1,505 | 1,617 | ||
New York City NY GO | 5.000% | 8/1/24 | 1,000 | 1,118 | ||
New York City NY GO | 5.000% | 8/1/25 | 770 | 773 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,245 | 1,443 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,310 | 1,519 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,000 | 1,159 | ||
New York City NY GO | 5.000% | 6/1/26 | 2,450 | 2,821 | ||
New York City NY GO | 5.000% | 8/1/26 | 1,000 | 1,051 | ||
New York City NY GO | 5.000% | 8/1/26 | 80 | 82 | ||
New York City NY GO | 5.000% | 8/1/28 | 5,000 | 6,293 | ||
New York City NY GO | 5.000% | 11/1/29 | 5,000 | 6,467 | ||
New York City NY GO | 5.000% | 8/1/30 | 1,000 | 1,073 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,755 | 2,109 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,000 | 1,263 | ||
New York City NY GO | 5.000% | 12/1/33 | 1,775 | 2,132 | ||
New York City NY GO | 5.000% | 8/1/34 | 1,000 | 1,299 | ||
New York City NY GO | 4.000% | 8/1/35 | 1,000 | 1,218 | ||
New York City NY GO | 5.000% | 12/1/35 | 1,120 | 1,341 | ||
New York City NY GO | 4.000% | 8/1/36 | 1,000 | 1,214 | ||
New York City NY GO | 4.000% | 8/1/37 | 2,000 | 2,353 | ||
New York City NY GO | 4.000% | 10/1/37 | 2,690 | 3,174 | ||
New York City NY GO | 3.000% | 3/1/41 | 1,210 | 1,304 | ||
New York City NY GO Prere. | 5.000% | 8/1/22 | 420 | 432 | ||
New York City NY GO Prere. | 5.000% | 3/1/23 | 1,490 | 1,573 | ||
2 | New York City NY GO VRDO | 0.060% | 1/3/22 | 13,300 | 13,300 | |
2 | New York City NY GO VRDO | 0.060% | 1/3/22 | 7,600 | 7,600 | |
2 | New York City NY GO VRDO | 0.060% | 1/3/22 | 3,865 | 3,865 | |
2 | New York City NY GO VRDO | 0.060% | 1/3/22 | 7,700 | 7,700 | |
2 | New York City NY GO VRDO | 0.070% | 1/3/22 | 5,600 | 5,600 | |
2 | New York City NY GO VRDO | 0.070% | 1/3/22 | 12,000 | 12,000 | |
2 | New York City NY GO VRDO | 0.080% | 1/3/22 | 400 | 400 | |
2 | New York City NY GO VRDO | 0.080% | 1/3/22 | 700 | 700 | |
2 | New York City NY GO VRDO | 0.090% | 1/3/22 | 2,000 | 2,000 | |
New York City NY GO VRDO | 0.150% | 1/3/22 | 400 | 400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY GO VRDO | 0.160% | 1/3/22 | 600 | 600 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 5.250% | 7/1/29 | 1,000 | 1,072 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 3.700% | 11/1/38 | 2,000 | 2,164 | ||
18 | New York City NY Housing Development Corp. Multi-Family Housing Revenue | 2.350% | 11/1/40 | 2,000 | 2,024 | |
18 | New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.700% | 5/1/25 | 400 | 400 | |
New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.900% | 1/1/26 | 800 | 800 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 2.950% | 2/1/26 | 1,000 | 1,067 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue (Sustainable Neighborhood Bonds) | 3.000% | 11/1/39 | 1,000 | 1,043 | ||
3 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Project) | 3.000% | 3/1/38 | 2,000 | 2,155 | |
3 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Projects) | 3.000% | 3/1/36 | 2,000 | 2,167 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 1,350 | 1,557 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 4,560 | 5,351 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/29 | 1,100 | 1,422 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/33 | 1,000 | 1,230 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/36 | 2,000 | 2,327 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/37 | 3,140 | 3,856 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/38 | 1,000 | 1,228 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 4.000% | 6/15/39 | 1,000 | 1,219 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,075 | 2,372 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,500 | 3,158 | ||
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.050% | 1/3/22 | 15,350 | 15,350 | |
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.070% | 1/3/22 | 2,350 | 2,350 | |
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/24 | 550 | 564 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/28 | 1,730 | 2,000 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/29 | 2,000 | 2,310 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/30 | 1,045 | 1,221 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/32 | 250 | 256 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/35 | 1,635 | 2,031 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 4.000% | 7/15/38 | 1,750 | 2,046 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Transitional Finance Authority Building AID Revenue | 4.000% | 7/15/41 | 2,500 | 2,942 | ||
New York City NY Transitional Finance Authority Building AID Revenue ETM | 5.000% | 7/15/24 | 3,430 | 3,833 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/22 | 1,140 | 1,186 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/28 | 1,325 | 1,544 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/29 | 850 | 902 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/30 | 500 | 525 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/31 | 300 | 305 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/31 | 500 | 520 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/32 | 1,370 | 1,528 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 500 | 520 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 1,500 | 1,746 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/34 | 500 | 508 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,450 | 1,615 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,710 | 2,032 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/34 | 1,565 | 1,818 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/35 | 4,000 | 4,529 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/35 | 1,525 | 1,854 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/35 | 2,500 | 3,019 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/35 | 1,745 | 2,026 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/36 | 1,580 | 1,904 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 8/1/36 | 1,235 | 1,422 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/36 | 1,000 | 1,185 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/37 | 1,680 | 2,038 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/38 | 2,500 | 2,650 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/38 | 8,000 | 8,895 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/38 | 1,000 | 1,180 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/42 | 3,000 | 3,327 | ||
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.060% | 1/3/22 | 6,500 | 6,500 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.060% | 1/3/22 | 11,430 | 11,430 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.060% | 1/3/22 | 7,875 | 7,875 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.080% | 1/3/22 | 4,800 | 4,800 | |
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/25 | 2,230 | 2,605 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 2,015 | 2,518 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 1,200 | 1,591 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/36 | 1,000 | 1,218 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/36 | 2,325 | 2,901 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 11/1/36 | 2,800 | 3,424 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/37 | 250 | 303 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/38 | 5,000 | 5,741 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 2/1/39 | 2,500 | 2,992 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/39 | 1,330 | 1,671 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 3.000% | 8/1/40 | 1,500 | 1,622 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 3.000% | 8/1/41 | 1,000 | 1,078 | ||
2,5 | New York City NY Transitional Finance Authority Future Tax Secured Revenue TOB VRDO | 0.120% | 1/6/22 | 4,300 | 4,300 | |
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/35 | 1,500 | 1,874 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/36 | 5,710 | 7,125 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/38 | 1,675 | 2,069 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/39 | 1,335 | 1,677 | ||
New York City NY Trust for Cultural Resources Revenue (Lincoln Center for the Performing Arts Inc.) | 5.000% | 12/1/26 | 1,350 | 1,622 | ||
2 | New York City Water & Sewer System Revenue VRDO | 0.070% | 1/3/22 | 400 | 400 | |
2 | New York City Water & Sewer System Revenue VRDO | 0.070% | 1/3/22 | 9,000 | 9,000 | |
2 | New York City Water & Sewer System Revenue VRDO | 0.080% | 1/3/22 | 8,900 | 8,900 | |
2 | New York City Water & Sewer System Revenue VRDO | 0.080% | 1/3/22 | 1,300 | 1,300 | |
2 | New York City Water & Sewer System Revenue VRDO | 0.090% | 1/3/22 | 3,300 | 3,300 | |
2 | New York City Water & Sewer System Revenue VRDO | 0.090% | 1/3/22 | 1,620 | 1,620 | |
New York Liberty Development Corp. Revenue (1 World Trade Center Project) | 3.000% | 2/15/42 | 500 | 529 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 1.900% | 11/15/31 | 1,500 | 1,500 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.100% | 11/15/32 | 1,500 | 1,511 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.200% | 11/15/33 | 1,440 | 1,453 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.300% | 11/15/34 | 1,500 | 1,519 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.400% | 11/15/35 | 1,400 | 1,424 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.500% | 11/15/36 | 950 | 970 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.750% | 11/15/41 | 2,050 | 2,106 | ||
New York Liberty Development Corp. Revenue (7 World Trade Center Project) | 5.000% | 9/15/31 | 1,000 | 1,009 | ||
New York Liberty Development Corp. Revenue (Bank of America Tower at One Bryant Park Project) | 2.800% | 9/15/69 | 500 | 518 | ||
New York Liberty Development Corp. Revenue (Goldman Sachs Headquarters) | 5.250% | 10/1/35 | 945 | 1,334 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/23 | 1,045 | 1,132 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/24 | 2,180 | 2,448 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/25 | 1,135 | 1,316 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/28 | 1,675 | 1,973 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/31 | 1,445 | 1,653 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/33 | 1,330 | 1,379 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 11/15/22 | 820 | 854 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 5/15/23 | 570 | 607 | ||
New York Metropolitan Transportation Authority Revenue PUT | 5.000% | 5/15/30 | 2,500 | 3,169 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 5.000% | 3/1/22 | 3,000 | 3,023 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 0.000% | 11/15/32 | 1,000 | 819 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 4.000% | 11/15/33 | 1,545 | 1,768 | ||
New York Metropolitan Transportation Authority Revenue (Hudson Yards Development) | 5.000% | 11/15/51 | 4,250 | 4,259 | ||
9 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/24 | 500 | 560 | |
9 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/27 | 500 | 622 | |
New York State Dormitory Authority Revenue | 5.000% | 7/1/31 | 1,000 | 1,326 | ||
New York State Dormitory Authority Revenue | 3.000% | 10/1/32 | 1,000 | 1,070 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/28 | 1,000 | 1,144 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/32 | 1,000 | 1,143 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 9/1/27 | 1,895 | 2,299 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 8/1/29 | 550 | 677 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/23 | 830 | 835 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/23 | 625 | 653 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/24 | 840 | 845 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/26 | 720 | 753 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/27 | 1,700 | 1,913 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/28 | 2,040 | 2,317 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 1,085 | 1,235 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 5,000 | 6,407 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/30 | 2,000 | 2,194 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/31 | 2,455 | 2,783 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 5,000 | 6,667 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/32 | 500 | 505 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/32 | 2,000 | 2,656 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/33 | 1,975 | 2,261 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/33 | 300 | 302 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/34 | 1,905 | 2,178 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/34 | 2,000 | 2,191 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/35 | 1,000 | 1,141 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 3,000 | 3,849 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 5,000 | 5,654 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/37 | 3,000 | 3,643 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/37 | 3,000 | 3,609 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/38 | 3,400 | 3,699 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/39 | 2,000 | 2,358 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/39 | 2,000 | 2,421 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/39 | 3,000 | 3,255 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/40 | 3,000 | 3,247 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) ETM | 5.000% | 2/15/25 | 1,500 | 1,713 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 170 | 171 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 160 | 161 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 12/15/22 | 840 | 878 | ||
4 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/29 | 195 | 244 | |
4 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/30 | 205 | 261 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/31 | 225 | 292 | |
4 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/32 | 235 | 303 | |
4 | New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/33 | 255 | 328 | |
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/25 | 1,295 | 1,484 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,230 | 1,423 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,480 | 1,789 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/33 | 1,795 | 2,139 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 1,420 | 1,641 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 2,000 | 2,379 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/36 | 1,500 | 1,847 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/37 | 2,160 | 2,657 | ||
New York State Energy Research & Development Authority Pollution Control Revenue (New York State Electric & Gas Corp.) | 3.500% | 10/1/29 | 1,000 | 1,150 | ||
New York State Environmental Facilities Corp. Revenue | 5.000% | 8/15/29 | 305 | 396 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/22 | 2,075 | 2,120 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/23 | 1,000 | 1,069 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/25 | 500 | 511 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/34 | 1,500 | 1,833 | ||
New York State Homeowner Mortgage Agency Revenue | 2.200% | 4/1/36 | 2,000 | 2,013 | ||
New York State Housing Finance Agency Revenue | 2.200% | 11/1/36 | 875 | 874 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.450% | 9/15/69 | 3,500 | 3,673 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.625% | 9/15/69 | 1,075 | 1,114 | ||
New York State Mortgage Agency Homeowner Revenue | 3.250% | 10/1/50 | 2,470 | 2,666 | ||
New York State Thruway Authority General Revenue | 4.000% | 1/1/42 | 2,000 | 2,388 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/35 | 1,130 | 1,317 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/36 | 1,045 | 1,329 | ||
10 | New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.500% | 3/15/22 | 530 | 536 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 1,325 | 1,460 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 5,000 | 5,510 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 2,830 | 3,238 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/26 | 1,930 | 2,122 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/28 | 10,000 | 12,505 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 2,000 | 2,112 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 1,420 | 1,645 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 2,010 | 2,359 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 1,485 | 1,567 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/36 | 2,000 | 2,404 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/37 | 2,000 | 2,402 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/39 | 5,000 | 5,904 | ||
New York State Urban Development Corp. Sales Tax Revenue | 4.000% | 3/15/39 | 3,000 | 3,628 | ||
New York State Urban Development Corp. Sales Tax Revenue | 3.000% | 3/15/41 | 3,000 | 3,234 | ||
New York State Urban Development Corp. Sales Tax Revenue | 3.000% | 3/15/42 | 2,500 | 2,688 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/26 | 1,805 | 2,023 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/36 | 1,230 | 1,532 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 11/1/36 | 2,295 | 2,935 | ||
Southold NY Suffolk County | 1.250% | 9/22/22 | 1,938 | 1,952 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/27 | 1,370 | 1,515 | ||
4 | Suffolk County NY Refunding Bonds | 5.000% | 6/15/29 | 745 | 925 | |
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/29 | 1,870 | 2,254 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/34 | 1,760 | 2,091 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 3.000% | 5/15/32 | 490 | 561 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/26 | 1,000 | 1,046 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/28 | 1,000 | 1,061 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/23 | 1,500 | 1,631 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 0.000% | 11/15/32 | 1,130 | 917 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 2,000 | 2,324 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 1,900 | 2,305 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/36 | 1,000 | 1,213 | ||
11 | Triborough Bridge & Tunnel Authority New York Revenue, SOFR + 0.380% PUT | 0.414% | 2/1/24 | 150 | 150 | |
2 | Triborough Bridge & Tunnel Authority New York Revenue VRDO | 0.090% | 1/3/22 | 100 | 100 | |
Troy NY Capital Resource Corp. Revenue (Rensselaer Polytechnic Institute Project) | 5.000% | 9/1/37 | 1,320 | 1,682 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/33 | 1,600 | 1,740 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/35 | 1,945 | 2,278 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/36 | 2,450 | 2,868 | ||
5 | Westchester County NY Local Development Corp. Revenue (Purchase Senior Learning Community Inc.) | 3.200% | 7/1/28 | 250 | 252 | |
Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 5.000% | 11/1/31 | 1,085 | 1,238 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/28 | 1,400 | 1,703 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/33 | 1,500 | 1,793 | ||
668,663 | ||||||
North Carolina (0.6%) | ||||||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 330 | 345 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 170 | 177 | ||
Cary NC GO | 5.000% | 9/1/22 | 1,000 | 1,032 | ||
Charlotte GO | 5.000% | 6/1/30 | 1,325 | 1,754 | ||
Charlotte NC International Airport Revenue | 4.000% | 7/1/38 | 1,250 | 1,516 | ||
Charlotte NC Refunding Certificate of Participation (Transit Projects) | 5.000% | 6/1/30 | 1,000 | 1,313 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 5.000% | 1/15/34 | 1,500 | 1,737 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue PUT | 5.000% | 12/1/31 | 1,000 | 1,344 | ||
Durham County NC GO | 4.000% | 6/1/25 | 2,460 | 2,757 | ||
Mecklenburg County NC GO | 5.000% | 3/1/26 | 1,085 | 1,286 | ||
Mecklenburg County NC Public Improvement GO | 5.000% | 12/1/26 | 1,775 | 2,154 | ||
North Carolina GAN | 5.000% | 3/1/25 | 1,055 | 1,205 | ||
North Carolina GAN | 5.000% | 3/1/27 | 1,015 | 1,153 | ||
North Carolina GO | 5.000% | 5/1/22 | 360 | 366 | ||
North Carolina GO | 5.000% | 6/1/23 | 2,030 | 2,166 | ||
North Carolina GO | 3.000% | 5/1/33 | 1,000 | 1,131 | ||
North Carolina Housing Finance Agency Homeownership Revenue | 3.000% | 7/1/51 | 2,785 | 2,993 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (Presbyterian Homes Obligated) | 4.000% | 10/1/40 | 800 | 905 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (WakeMed) | 5.000% | 10/1/27 | 1,000 | 1,032 | ||
North Carolina Medical Care Commission Hospital (Moses Cone Health System) VRDO | 0.100% | 1/6/22 | 2,025 | 2,025 | ||
North Carolina Medical Care Commission Hospital Revenue (Southeastern Regional Medical Center) | 5.000% | 6/1/24 | 850 | 866 | ||
North Carolina State Grant Anticipation Revenue | 5.000% | 3/1/28 | 1,000 | 1,248 | ||
North Carolina State Limited Obligation | 5.000% | 5/1/25 | 3,590 | 4,128 | ||
3 | North Carolina Turnpike Authority Revenue | 5.000% | 1/1/38 | 30 | 37 | |
North Carolina Turnpike Authority Revenue | 4.000% | 1/1/39 | 2,000 | 2,273 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 180 | 186 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 320 | 331 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/35 | 400 | 473 | ||
University of North Carolina at Charlotte Revenue | 3.000% | 10/1/36 | 1,600 | 1,741 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/37 | 1,000 | 1,178 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/40 | 325 | 381 | ||
Wake County NC GO | 5.000% | 3/1/23 | 2,145 | 2,265 | ||
Wake County NC GO | 5.000% | 4/1/23 | 1,000 | 1,060 | ||
Wake County NC GO | 4.000% | 5/1/30 | 2,000 | 2,096 | ||
Western California University General Revenue | 3.000% | 4/1/36 | 1,480 | 1,612 | ||
4 | Winston-Salem State University NC General Revenue | 5.000% | 4/1/29 | 440 | 553 | |
4 | Winston-Salem State University NC General Revenue | 4.000% | 4/1/33 | 530 | 645 | |
49,464 | ||||||
North Dakota (0.0%) | ||||||
Grand Forks ND Health Care System Revenue (Altru Health System Obligated Group) | 5.000% | 12/1/25 | 1,210 | 1,405 | ||
Grand Forks ND Health Care System Revenue (Altru Health System) | 5.000% | 12/1/29 | 445 | 562 | ||
3 | Grand Forks ND Health Care System Revenue (Altru Health System) | 3.000% | 12/1/39 | 1,000 | 1,060 | |
3,027 | ||||||
Ohio (1.4%) | ||||||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 12/1/40 | 1,200 | 1,401 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 5.000% | 8/1/29 | 1,300 | 1,596 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 8/1/37 | 2,200 | 2,509 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) | 5.000% | 2/15/31 | 1,000 | 1,319 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) | 4.000% | 2/15/38 | 1,045 | 1,250 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) Prere. | 5.250% | 2/15/22 | 570 | 573 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Projects) | 5.000% | 2/15/42 | 3,000 | 3,016 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 5.000% | 2/15/26 | 1,025 | 1,206 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) PUT | 1.000% | 8/15/24 | 385 | 390 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/26 | 400 | 473 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/27 | 260 | 315 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/34 | 1,150 | 1,456 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 4.000% | 6/1/39 | 1,000 | 1,162 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/55 | 2,855 | 3,316 | ||
Butler County OH Hospital facilities Revenue (Cincinnati Children's Hospital Medical Center) | 5.000% | 5/15/32 | 2,000 | 2,712 | ||
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 | 431 | ||
Cleveland OH Municipal School District GO | 5.000% | 12/1/28 | 1,000 | 1,063 | ||
Cleveland Ohio Income Tax Revenue | 3.000% | 10/1/34 | 335 | 370 | ||
Cleveland-Cuyahoga County OH Port Authority Cultural Facilities Revenue (Cleveland Museum of Natural History Project) | 4.000% | 7/1/38 | 365 | 435 | ||
3 | Columbus OH City School District GO | 0.000% | 12/1/29 | 1,000 | 887 | |
Columbus OH GO | 4.000% | 8/15/26 | 1,730 | 1,945 | ||
Columbus OH GO Prere. | 5.000% | 7/1/22 | 535 | 548 | ||
Columbus OH Metropolitan Housing Authority Revenue | 4.000% | 8/1/36 | 1,000 | 1,168 | ||
Columbus OH Sewer Revenue Prere. | 5.000% | 12/1/24 | 4,000 | 4,532 | ||
Cuyahoga County OH Excise Tax Revenue (Sports Facilities Improvement Project) Prere. | 5.000% | 12/1/23 | 510 | 556 | ||
Cuyahoga County OH Hospital Revenue (Metro Health System) | 5.000% | 2/15/32 | 1,000 | 1,178 | ||
Fairfield County OH Hospital Facilities Revenue (Fairfield Medical Center) | 5.125% | 6/15/33 | 615 | 639 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/28 | 1,680 | 1,874 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/30 | 680 | 802 | ||
Franklin County OH Hospital Revenue (Nationwide Children's Hospital) | 5.000% | 11/1/31 | 1,000 | 1,325 | ||
Franklin County OH Revenue (Trinity Health Corp.) | 5.000% | 12/1/31 | 1,100 | 1,416 | ||
Franklin County OH Sales Tax Revenue | 5.000% | 6/1/28 | 830 | 1,045 | ||
Hamilton County OH Hospital Facilities Revenue (UC Health) | 5.000% | 9/15/28 | 625 | 780 | ||
Hamilton County OH Hospital Facilities Revenue (TriHealth Obligated Group) | 5.000% | 8/15/36 | 1,000 | 1,194 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Lancaster OH Port Authority Gas Supply Revenue PUT | 5.000% | 2/1/25 | 1,100 | 1,238 | |
Miami Valley OH Career Technology Center GO | 5.000% | 12/1/25 | 880 | 1,032 | ||
Montgomery County OH Hospital Facilities Improvement & Refunding Revenue (Kettering Health Network) | 3.000% | 8/1/34 | 900 | 981 | ||
Montgomery County OH Hospital Facilities Revenue (Premier Health Partners Obligated Group) | 4.000% | 11/15/42 | 1,000 | 1,139 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/31 | 2,290 | 2,856 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/37 | 2,590 | 3,196 | ||
North Royalton OH City School District GO | 5.000% | 12/1/26 | 300 | 346 | ||
North Royalton OH City School District GO | 5.000% | 12/1/28 | 1,400 | 1,606 | ||
Ohio (Treasurer Of State) | 5.000% | 4/1/36 | 775 | 1,015 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Adult Correctional Building Fund Projects) | 5.000% | 10/1/33 | 1,605 | 1,958 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Mental Health Facilities Improvement Fund Projects) | 5.000% | 2/1/22 | 750 | 753 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/30 | 1,155 | 1,310 | ||
Ohio Common Schools GO Prere. | 5.000% | 6/15/22 | 1,000 | 1,022 | ||
4 | Ohio Community Learning Centers Income Tax Revenue | 4.000% | 12/1/26 | 375 | 428 | |
Ohio GO | 5.000% | 5/1/23 | 1,870 | 1,988 | ||
Ohio GO | 5.000% | 8/1/23 | 500 | 514 | ||
Ohio GO | 5.000% | 8/1/24 | 500 | 559 | ||
Ohio GO | 5.000% | 11/1/24 | 1,675 | 1,892 | ||
Ohio GO | 5.000% | 2/1/27 | 1,000 | 1,175 | ||
Ohio GO | 5.000% | 6/15/27 | 3,425 | 3,613 | ||
Ohio GO | 5.000% | 5/1/33 | 1,010 | 1,258 | ||
Ohio GO | 5.000% | 3/1/35 | 1,000 | 1,205 | ||
Ohio GO | 5.000% | 3/15/36 | 1,005 | 1,101 | ||
Ohio GO | 5.000% | 3/1/38 | 2,000 | 2,401 | ||
Ohio Higher Education GO | 5.000% | 5/1/30 | 5,015 | 5,740 | ||
Ohio Higher Educational Facility Commission Revenue (Case Western Reserve University Project) | 5.000% | 12/1/22 | 585 | 610 | ||
2 | Ohio Higher Educational Facility Commission Revenue (Cleveland Clinic Health System Obligated Group) VRDO | 0.070% | 1/3/22 | 1,445 | 1,445 | |
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/25 | 2,450 | 2,877 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/28 | 1,020 | 1,210 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/35 | 1,320 | 1,652 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/37 | 2,240 | 2,795 | ||
Ohio Revenue (Infrastructure Project) | 5.000% | 12/15/23 | 1,000 | 1,090 | ||
Ohio Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/26 | 925 | 1,095 | ||
Ohio State Common Schools GO | 5.000% | 6/15/23 | 500 | 534 | ||
Ohio State Higher Educational Facility Commission Revenue | 5.000% | 1/15/33 | 1,260 | 1,556 | ||
Ohio State Hospital Revenue (Premier Health Partners Obligated Group) | 5.000% | 11/15/33 | 105 | 132 | ||
Ohio State Hospital Revenue (University Hospitals Health System) | 5.000% | 1/15/35 | 500 | 616 | ||
Ohio State University General Receipts Revenue | 5.000% | 12/1/30 | 1,370 | 1,824 | ||
Ohio State University General Receipts Revenue | 4.000% | 12/1/40 | 1,760 | 2,146 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/28 | 1,030 | 1,083 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/35 | 1,310 | 1,600 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 6/1/25 | 5,050 | 5,824 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 12/1/26 | 1,850 | 2,240 | ||
Penta Career Center Ohio COP | 5.250% | 4/1/23 | 125 | 127 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 1,000 | 1,020 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 665 | 678 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 550 | 559 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 255 | 259 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 254 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 260 | 264 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 254 | ||
119,763 | ||||||
Oklahoma (0.2%) | ||||||
Edmond OK Public Works Authority Sales Tax & Utility System Revenue | 4.000% | 7/1/25 | 1,160 | 1,295 | ||
Norman OK Regional Hospital Authority Revenue | 5.000% | 9/1/28 | 1,245 | 1,512 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 5.000% | 7/1/26 | 1,145 | 1,272 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 4.000% | 7/1/38 | 1,000 | 1,154 | ||
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 | 1,092 | ||
Oklahoma Development Finance Authority Health System Revenue (OU Medicine) | 5.000% | 8/15/28 | 1,500 | 1,846 | ||
Oklahoma State University Agricultural Mechanical Revenue | 4.000% | 9/1/35 | 460 | 566 | ||
Oklahoma Turnpike Authority Revenue | 5.000% | 1/1/37 | 2,020 | 2,345 | ||
Tulsa County OK Independent School District No. 4 Bixby GO | 4.000% | 7/1/23 | 2,000 | 2,112 | ||
Tulsa County OK Industrial Authority Educational Facilities Lease Revenue | 4.000% | 9/1/31 | 1,500 | 1,857 | ||
Tulsa County OK Industrial Authority Senior Living Community Revenue (Montereau Inc.) | 5.000% | 11/15/23 | 280 | 301 | ||
15,879 | ||||||
Oregon (0.4%) | ||||||
Clatsop County OR School District No. 10 Seaside GO | 5.000% | 6/15/33 | 1,140 | 1,386 | ||
Deschutes & Jefferson Counties OR School District No. 2J GO | 0.000% | 6/15/31 | 750 | 648 | ||
Deschutes County OR Public Library District GO | 4.000% | 6/1/23 | 575 | 605 | ||
Hospital Facilities Authority of Multnomah County Oregon Revenue | 4.000% | 12/1/36 | 1,000 | 1,124 | ||
Medford Hospital Facilities Authority Revenue | 5.000% | 8/15/35 | 1,000 | 1,285 | ||
Multnomah County OR School District GO | 5.000% | 6/15/29 | 1,015 | 1,166 | ||
Oregon Department of Administrative Services Lottery Revenue | 5.000% | 4/1/25 | 1,380 | 1,521 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.000% | 11/15/39 | 2,175 | 2,785 | ||
Oregon Facilities Authority Revenue (Legacy Health Project) | 5.000% | 6/1/33 | 1,000 | 1,172 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/31 | 450 | 518 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/32 | 450 | 517 | ||
Oregon GO | 5.000% | 5/1/23 | 500 | 508 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oregon GO | 4.000% | 6/1/23 | 790 | 832 | ||
Oregon GO | 5.000% | 6/1/35 | 1,000 | 1,334 | ||
Oregon Health & Science University Revenue PUT | 5.000% | 2/1/32 | 1,000 | 1,333 | ||
Portland OR Community College District GO | 5.000% | 6/15/22 | 7,745 | 7,913 | ||
Portland OR Water System Revenue | 2.000% | 5/1/42 | 2,000 | 1,958 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/33 | 550 | 631 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/38 | 500 | 571 | ||
Tri-County Metropolitan Transportation District of Oregon Revenue | 4.000% | 9/1/40 | 5,645 | 6,228 | ||
Washington County OR School District No. 48J Beaverton GO | 5.000% | 6/15/36 | 1,305 | 1,580 | ||
35,615 | ||||||
Pennsylvania (2.3%) | ||||||
Allegheny County PA GO | 4.000% | 11/1/30 | 1,025 | 1,175 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/27 | 1,010 | 1,224 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/32 | 1,000 | 1,222 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/33 | 1,000 | 1,220 | ||
Allegheny County PA Hospital Development Authority Revenue | 4.000% | 4/1/38 | 500 | 568 | ||
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh Medical Center) | 5.000% | 7/15/27 | 1,000 | 1,221 | ||
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh) | 5.000% | 10/15/29 | 1,470 | 1,886 | ||
Allegheny County PA Sanitary Authority Sewer Revenue | 4.000% | 6/1/39 | 470 | 567 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/24 | 1,000 | 1,014 | ||
5 | Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/27 | 250 | 293 | |
4 | Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/35 | 500 | 631 | |
8 | Allentown PA School District GO | 5.000% | 6/1/31 | 1,000 | 1,169 | |
8 | Armstrong PA School District GO | 5.000% | 3/15/27 | 995 | 1,206 | |
8 | Armstrong PA School District GO | 5.000% | 3/15/29 | 920 | 1,171 | |
Bethlehem Area School District GO | 5.000% | 11/15/23 | 1,835 | 1,992 | ||
11 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties), SOFR + 0.350% PUT | 0.384% | 11/1/25 | 100 | 100 | |
11 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties), SOFR + 0.350% PUT | 0.384% | 11/1/25 | 105 | 105 | |
11 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties), SOFR + 0.350% PUT | 0.384% | 11/1/25 | 100 | 100 | |
Bucks County PA Industrial Development Authority Revenue (Grand View Hospital Project) | 5.000% | 7/1/30 | 750 | 935 | ||
Centennial PA School District Bucks County GO | 5.000% | 12/15/29 | 1,450 | 1,872 | ||
Chester County Industrial Development Authority Revenue | 4.000% | 12/1/39 | 3,000 | 3,631 | ||
Chester County PA GO Prere. | 5.000% | 11/15/22 | 750 | 781 | ||
8 | Coatesville PA Area School District Building GO | 0.000% | 10/1/34 | 450 | 311 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/26 | 335 | 354 | |
8 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/27 | 365 | 386 | |
Commonwealth Financing Authority Pennsylvania Revenue | 5.000% | 6/1/26 | 500 | 591 | ||
5 | Dauphin County PA General Authority Revenue (Harrisburg University of Science & Technology) | 5.000% | 10/15/30 | 840 | 980 | |
Dauphin County PA GO | 5.000% | 11/15/27 | 2,055 | 2,537 | ||
Delaware River PA Joint Toll Bridge Commission System Revenue | 5.000% | 7/1/34 | 225 | 272 | ||
9 | Delaware Valley PA Regional Finance Authority Revenue | 5.500% | 8/1/28 | 1,260 | 1,608 | |
East Hempfield Township PA Industrial Development Authority Revenue (Millersville University Student Housing Project) Prere. | 5.000% | 7/1/24 | 1,000 | 1,113 | ||
Easton PA Area School District GO | 4.000% | 4/1/28 | 580 | 689 | ||
8,9 | Erie PA Sewer Authority Revenue | 0.000% | 12/1/25 | 85 | 81 | |
8,9 | Erie PA Sewer Authority Revenue ETM | 0.000% | 12/1/25 | 1,165 | 1,133 | |
8 | Gateway PA School District Alleghany County GO | 3.000% | 10/15/37 | 1,000 | 1,117 | |
Geisinger Authority PA Health System Revenue (Geisinger Health System) | 5.000% | 4/1/35 | 1,000 | 1,272 | ||
Lancaster County PA Hospital Authority Revenue (Penn State Health) | 5.000% | 11/1/41 | 1,000 | 1,245 | ||
Latrobe PA Industrial Development Authority University Revenue (Siton Hill University) | 4.000% | 3/1/40 | 225 | 246 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 1,220 | 1,442 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 2,400 | 3,057 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 4.000% | 7/1/33 | 780 | 793 | ||
3 | Luzerne County PA Industrial Development Authority Lease Revenue | 5.000% | 12/15/25 | 1,000 | 1,155 | |
Manheim Township PA School District GO | 5.000% | 2/1/30 | 830 | 957 | ||
Manheim Township PA School District GO | 4.000% | 5/1/35 | 550 | 645 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 4.250% | 2/15/42 | 2,500 | 2,558 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 5.000% | 2/15/42 | 1,425 | 1,466 | ||
Montgomery County PA Higher Education & Health Authority Hospital Revenue (Abington Memorial Hospital) Prere. | 5.000% | 6/1/22 | 500 | 510 | ||
Montgomery County PA Higher Education & Health Authority Revenue (Thomas Jefferson University) | 5.000% | 9/1/32 | 1,515 | 1,902 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/23 | 1,015 | 1,062 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/25 | 1,000 | 1,131 | ||
Montgomery County PA Industrial Development Authority Retirement Community Revenue (ACTS Retirement- Life Communities Obligated Group) Prere. | 5.000% | 5/15/22 | 1,250 | 1,272 | ||
Mount Lebanon PA Hospital Authority Revenue (St. Clair Memorial Hospital Project) | 5.000% | 7/1/38 | 1,000 | 1,215 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Northampton County PA General Purpose Authority Hospital Revenue (St. Luke's Hospital Project) | 5.000% | 8/15/25 | 1,275 | 1,474 | ||
Pennsylvania COP | 5.000% | 7/1/26 | 500 | 589 | ||
Pennsylvania COP | 5.000% | 7/1/27 | 500 | 603 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 3/15/29 | 1,060 | 1,262 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 11/15/30 | 1,510 | 1,846 | ||
Pennsylvania Economic Development Financing Authority Revenue (Waste Management Project) PUT | 0.950% | 12/1/26 | 1,000 | 999 | ||
Pennsylvania GO | 5.000% | 8/15/23 | 2,265 | 2,436 | ||
Pennsylvania GO | 5.000% | 1/1/24 | 1,500 | 1,637 | ||
Pennsylvania GO | 5.000% | 8/15/24 | 500 | 559 | ||
Pennsylvania GO | 5.000% | 1/1/26 | 3,295 | 3,867 | ||
Pennsylvania GO | 5.000% | 9/15/26 | 1,500 | 1,800 | ||
Pennsylvania GO | 5.000% | 7/15/28 | 4,975 | 6,269 | ||
Pennsylvania GO | 4.000% | 1/1/29 | 3,000 | 3,450 | ||
3 | Pennsylvania GO | 4.000% | 8/15/30 | 1,000 | 1,124 | |
Pennsylvania GO | 5.000% | 3/15/32 | 8,000 | 9,099 | ||
Pennsylvania GO | 5.000% | 10/15/32 | 1,000 | 1,081 | ||
3 | Pennsylvania GO | 4.000% | 3/1/33 | 1,110 | 1,302 | |
Pennsylvania GO | 4.000% | 5/15/33 | 2,080 | 2,564 | ||
3 | Pennsylvania GO | 4.000% | 3/1/34 | 1,670 | 1,957 | |
Pennsylvania GO | 4.000% | 3/1/36 | 1,000 | 1,153 | ||
Pennsylvania GO | 3.000% | 5/15/36 | 1,000 | 1,107 | ||
Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,151 | ||
8 | Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,158 | |
Pennsylvania GO | 2.000% | 5/15/38 | 1,390 | 1,371 | ||
Pennsylvania GO | 2.000% | 5/15/39 | 1,000 | 982 | ||
Pennsylvania GO | 2.000% | 5/15/40 | 1,540 | 1,506 | ||
Pennsylvania GO | 2.000% | 5/15/41 | 1,430 | 1,390 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (Temple University) Prere. | 5.000% | 4/1/22 | 500 | 506 | ||
��� | Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 5.000% | 8/15/31 | 1,000 | 1,281 | |
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/36 | 1,295 | 1,482 | ||
4 | Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/38 | 650 | 766 | |
Pennsylvania Housing Finance Agency Revenue | 2.450% | 10/1/41 | 1,500 | 1,515 | ||
Pennsylvania Turnpike Commission Motor License Fund Revenue | 5.000% | 12/1/32 | 1,000 | 1,227 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/24 | 1,050 | 1,144 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/28 | 630 | 757 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 4.000% | 12/1/41 | 1,000 | 1,188 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/24 | 1,980 | 2,190 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/25 | 1,690 | 1,977 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,960 | 2,290 | ||
3 | Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,635 | 1,943 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/26 | 750 | 901 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/27 | 2,255 | 2,668 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,570 | 1,936 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,100 | 1,279 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/30 | 300 | 345 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/32 | 1,500 | 1,808 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 2,000 | 2,262 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 1,250 | 1,596 | ||
3 | Pennsylvania Turnpike Commission Revenue | 6.250% | 6/1/33 | 1,760 | 2,178 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/35 | 1,500 | 1,761 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 12/1/36 | 1,650 | 1,995 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 1,000 | 1,256 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 2,545 | 3,330 | ||
Pennsylvania Turnpike Commission Revenue | 6.375% | 12/1/38 | 1,300 | 1,697 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 12/1/39 | 1,250 | 1,511 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/39 | 1,520 | 1,947 | ||
Pennsylvania Turnpike Commission Revenue | 5.250% | 12/1/39 | 1,000 | 1,135 | ||
Perkiomen Valley School District Pennsylvania GO | 4.000% | 2/15/31 | 2,465 | 2,684 | ||
Philadelphia PA Airport Revenue | 5.000% | 7/1/34 | 1,500 | 1,922 | ||
Philadelphia PA Authority for Industrial Development Revenue (Charter School Project) | 4.000% | 6/1/31 | 705 | 800 | ||
Philadelphia PA Authority for Industrial Development Revenue (Science University) | 5.000% | 11/1/42 | 1,000 | 1,154 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/24 | 1,015 | 1,116 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/27 | 1,000 | 1,138 | ||
Philadelphia PA Authority for Industrial Development Revenue (Thomas Jefferson University) | 5.000% | 9/1/36 | 1,000 | 1,191 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/25 | 1,625 | 1,886 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/26 | 1,000 | 1,182 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 8/1/36 | 1,300 | 1,567 | ||
Philadelphia PA GO | 4.000% | 5/1/39 | 3,000 | 3,580 | ||
Philadelphia PA Hospitals & Higher Education Facilities Authority Hospital Revenue (Temple University Health System Obligated Group) | 5.000% | 7/1/25 | 1,000 | 1,149 | ||
Philadelphia PA School District GO | 5.000% | 9/1/31 | 940 | 1,083 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 7/1/26 | 1,000 | 1,113 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 10/1/34 | 2,500 | 3,256 | ||
Philadelphia PA Water & Wastewater Revenue | 4.000% | 7/1/35 | 1,110 | 1,223 | ||
3 | Pittsburgh & Allegheny County PA Sports & Exhibition Authority Sales Tax Revenue | 5.000% | 2/1/31 | 1,000 | 1,278 | |
Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/22 | 1,200 | 1,237 | ||
3 | Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/33 | 1,000 | 1,274 | |
3,11 | Pittsburgh PA Water & Sewer Authority Revenue, SIFMA Municipal Swap Index Yield + 0.650% PUT | 0.750% | 12/1/23 | 350 | 352 | |
Pittsburgh School District GO | 4.000% | 9/1/35 | 1,670 | 1,942 | ||
3 | Reading PA School District GO | 5.000% | 3/1/25 | 955 | 1,082 | |
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/25 | 815 | 953 | ||
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/26 | 770 | 928 | ||
Snyder County PA Higher Education Authority University Revenue (Susquehanna University Project) | 5.000% | 1/1/27 | 1,135 | 1,358 | ||
Southcentral Pennsylvania General Authority Revenue (WellSpan Health Obligated Group) Prere. | 5.000% | 6/1/24 | 1,085 | 1,206 | ||
8 | State Public School Building Authority Pennsylvania College Revenue (Community College of Allegheny County Project) | 4.000% | 6/15/29 | 1,075 | 1,211 | |
8 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/24 | 1,535 | 1,687 |
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 | 1,931 | |
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 4.000% | 4/15/26 | 2,000 | 2,272 | ||
Westmoreland County PA Industrial Development Authority Revenue | 4.000% | 5/15/41 | 1,000 | 1,084 | ||
204,629 | ||||||
Puerto Rico (0.2%) | ||||||
Puerto Rico Housing Finance Authority Capital Fund Modernization Program (Puerto Rico Public Housing Projects) | 5.000% | 12/1/27 | 1,000 | 1,214 | ||
Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Authority Hospital Revenue | 5.000% | 7/1/33 | 215 | 274 | ||
3,6 | Puerto Rico Public Finance Corp. Revenue ETM | 6.000% | 8/1/26 | 1,000 | 1,235 | |
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/24 | 123 | 119 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/27 | 1,327 | 1,227 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/29 | 2,774 | 2,435 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/31 | 145 | 118 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 10,194 | 11,487 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 1,786 | 2,012 | ||
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 | 1,784 | ||
21,979 | ||||||
Rhode Island (0.1%) | ||||||
Narragansett RI Commission Wastewater System Revenue Prere. | 5.000% | 2/1/25 | 1,950 | 2,223 | ||
Rhode Island Commerce Corp. Airport Revenue | 5.000% | 7/1/30 | 500 | 586 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/29 | 200 | 257 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/32 | 425 | 565 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/36 | 200 | 264 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue (University of Rhode Island) | 5.000% | 9/15/25 | 500 | 580 | ||
Rhode Island Health and Educational Building Corp. Public School Revenue (City of East Providence Issue) | 4.000% | 5/15/37 | 1,200 | 1,435 | ||
Tobacco Settlement Financing Corp. Rhode Island Revenue | 2.250% | 6/1/41 | 295 | 311 | ||
6,221 | ||||||
South Carolina (0.6%) | ||||||
Beaufort County SC School District GO | 5.000% | 3/1/23 | 1,500 | 1,583 | ||
Charleston County SC Airport District System Revenue | 5.000% | 7/1/34 | 250 | 316 | ||
Charleston SC Educational Excellence Financing Corp. Revenue (Charleston County School District, South Carolina Project) | 5.000% | 12/1/23 | 590 | 643 | ||
Columbia SC Waterworks & Sewer System Revenue | 3.000% | 2/1/35 | 875 | 970 | ||
Columbia SC Waterworks & Sewer System Revenue Prere. | 5.000% | 2/1/22 | 250 | 251 | ||
Georgetown County SC School District GO | 3.000% | ���3/1/31 | 1,665 | 1,846 | ||
Greenville County SC Special Source Revenue | 5.000% | 4/1/31 | 375 | 490 | ||
Greenville County SC Special Source Revenue | 4.000% | 4/1/38 | 250 | 295 | ||
Greenville SC Hospital Systems Facilities Revenue (Trustees Hospital) | 5.000% | 5/1/29 | 1,820 | 1,847 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lancaster County SC School District GO | 4.000% | 3/1/32 | 1,000 | 1,159 | ||
Lexington & Richland County SC School District No. 5 GO | 4.000% | 3/1/30 | 2,760 | 3,407 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/25 | 1,000 | 1,162 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/34 | 1,500 | 1,741 | ||
Myrtle Beach SC Hospitality Fee Revenue | 5.000% | 6/1/25 | 1,030 | 1,135 | ||
2 | Patriots Energy Group Finance Authority SC Gas Supply Revenue PUT | 4.000% | 2/1/24 | 1,895 | 2,021 | |
Patriots Energy Group SC Gas System Improvement & Refunding Revenue | 4.000% | 6/1/36 | 825 | 987 | ||
10 | Piedmont SC Municipal Power Agency Revenue | 0.000% | 1/1/24 | 1,600 | 1,574 | |
Piedmont SC Municipal Power Agency Revenue | 5.000% | 1/1/31 | 2,500 | 2,979 | ||
Piedmont SC Municipal Power Agency Revenue | 4.000% | 1/1/33 | 1,000 | 1,202 | ||
South Carolina Association of Governmental Organizations Educational Facilities Corp. Revenue (Pickens School District) | 5.000% | 12/1/26 | 1,420 | 1,626 | ||
South Carolina GO | 5.000% | 4/1/27 | 1,160 | 1,419 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Palmetto Health) Prere. | 5.250% | 8/1/23 | 1,000 | 1,078 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Prisma Health) | 5.000% | 5/1/37 | 1,500 | 1,814 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/26 | 1,140 | 1,285 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/31 | 1,200 | 1,568 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/31 | 410 | 547 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/33 | 1,000 | 1,216 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/34 | 1,000 | 1,213 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/35 | 1,500 | 1,817 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/35 | 805 | 1,064 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/36 | 1,500 | 1,814 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/36 | 815 | 1,074 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/37 | 1,000 | 1,190 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 2,430 | 2,848 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 1,095 | 1,304 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/38 | 1,000 | 1,203 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/38 | 1,125 | 1,220 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/39 | 1,000 | 1,200 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/42 | 1,000 | 1,192 | ||
South Carolina Transportation Infrastructure Revenue | 5.000% | 10/1/32 | 1,290 | 1,621 | ||
3 | Spartanburg SC Regional Health Services District Revenue | 5.000% | 4/15/34 | 510 | 649 | |
4 | Spartanburg SC Regional Health Services District Revenue | 5.000% | 4/15/35 | 580 | 757 | |
8 | Sumter Two School Facilities Inc. South Carolina Installment Purchase Revenue | 5.000% | 12/1/26 | 1,000 | 1,156 | |
57,483 | ||||||
South Dakota (0.1%) | ||||||
Educational Enhancement Funding Corp. South Dakota Tobacco Settlement Revenue Prere. | 5.000% | 6/1/23 | 2,000 | 2,133 | ||
Lincoln County SD Economic Development Revenue (Augustana College Association Project) | 4.000% | 8/1/41 | 2,660 | 3,006 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 5.000% | 9/1/32 | 2,915 | 3,489 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 4.000% | 9/1/34 | 2,125 | 2,396 | ||
11,024 | ||||||
Tennessee (1.4%) | ||||||
Chattanooga TN Electric System Revenue | 5.000% | 9/1/31 | 1,000 | 1,150 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Catholic Health Initiatives) Prere. | 5.000% | 1/1/23 | 1,500 | 1,569 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Common Spirit Health) | 5.000% | 8/1/29 | 2,880 | 3,686 | ||
Chattanooga-Hamilton County TN Hospital Authority Hospital Revenue | 5.000% | 10/1/27 | 1,035 | 1,150 | ||
Greeneville TN Health & Educational Facilities Board Hospital Revenue (Ballad Health) | 5.000% | 7/1/27 | 1,590 | 1,934 | ||
Jackson TN Hospital Project Revenue | 5.000% | 4/1/38 | 3,620 | 4,406 | ||
Jackson TN Hospital Project Revenue Prere. | 5.000% | 10/1/28 | 190 | 239 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (Covenant Healthcare) | 5.000% | 1/1/36 | 1,000 | 1,188 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (University Health System Inc.) | 5.000% | 9/1/27 | 925 | 1,090 | ||
Memphis TN GO | 4.000% | 6/1/31 | 1,000 | 1,139 | ||
Memphis TN GO | 4.000% | 5/1/35 | 5,685 | 6,684 | ||
Memphis-Shelby County TN Airport Authority Revenue | 5.000% | 7/1/34 | 500 | 639 | ||
Metropolitan Government of Nashville & Davidson County TN GO | 5.000% | 1/1/29 | 1,335 | 1,697 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue | 4.000% | 10/1/31 | 215 | 242 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Blakeford at Green Hills) Prere. | 5.000% | 7/1/22 | 500 | 511 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 5.000% | 7/1/31 | 280 | 365 | ||
Montgomery County TN GO | 5.000% | 6/1/23 | 1,500 | 1,600 | ||
12 | 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 | 318 | |
2 | Sevier County TN Public Improvement Building Authority Bonds VRDO | 0.070% | 1/3/22 | 8,600 | 8,600 | |
2,3 | Shelby County TN Health Educational & Housing Facilities Board Revenue VRDO | 0.070% | 1/3/22 | 24,600 | 24,600 | |
Sumner County TN Public Improvement Refunding Bonds GO | 5.000% | 6/1/23 | 7,245 | 7,734 | ||
2 | Tennergy Corp. TN Gas Revenue PUT | 5.000% | 10/1/24 | 5,090 | 5,672 | |
Tennergy Corp. TN Gas Revenue PUT | 4.000% | 9/1/28 | 5,540 | 6,472 | ||
Tennessee Energy Acquisition Corp. Commodity Project Revenue PUT | 5.000% | 11/1/31 | 8,320 | 10,691 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/22 | 1,835 | 1,892 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/24 | 1,800 | 1,960 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/25 | 915 | 1,031 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/26 | 1,035 | 1,215 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/27 | 1,185 | 1,397 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 5/1/23 | 4,040 | 4,202 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 11/1/25 | 1,625 | 1,793 | ||
Tennessee GO | 5.000% | 8/1/22 | 1,475 | 1,516 | ||
Tennessee GO | 4.000% | 8/1/28 | 4,850 | 5,439 | ||
Tennessee GO | 5.000% | 11/1/29 | 4,750 | 6,210 | ||
Tennessee GO Prere. | 5.000% | 8/1/25 | 1,000 | 1,161 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/33 | 50 | 61 | ||
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 | 1,386 | ||
122,651 | ||||||
Texas (5.5%) | ||||||
Alamo TX Regional Mobility Authority Revenue | 5.000% | 6/15/27 | 1,280 | 1,471 | ||
19 | Allen TX Independent School District GO | 5.000% | 2/15/26 | 1,035 | 1,220 | |
19 | Arlington TX Higher Education Finance Corp. Revenue (Riverwalk Education Foundation Inc.) | 4.000% | 8/15/33 | 600 | 708 | |
19 | Arlington TX Independent School District (Unlimited Tax) GO | 5.000% | 2/15/26 | 1,090 | 1,241 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/27 | 420 | 508 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/28 | 305 | 378 | |
8 | Arlington TX Special Tax Revenue | 5.000% | 2/15/32 | 1,160 | 1,388 | |
Atascosa County TX Industrial Development Corp. Pollution Control Refunding Revenue Bonds | 5.000% | 12/15/37 | 1,435 | 1,711 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/26 | 1,120 | 1,347 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/32 | 1,260 | 1,507 | ||
Austin TX Community College District Public Facilities Corp. Lease Revenue | 5.000% | 8/1/27 | 1,000 | 1,150 | ||
Austin TX Electric Utilities Systems Revenue | 5.000% | 11/15/29 | 5,000 | 5,803 | ||
Austin TX Water & Wastewater System Revenue | 5.000% | 11/15/34 | 1,525 | 2,061 | ||
Austin TX Water & Wastewater System Revenue | 5.000% | 11/15/37 | 1,000 | 1,196 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/23 | 3,230 | 3,452 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/24 | 1,145 | 1,275 | ||
Brownsville TX Utility System Revenue Prere. | 4.000% | 9/1/23 | 1,000 | 1,060 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/24 | 1,015 | 1,106 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/25 | 100 | 97 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/25 | 250 | 276 | ||
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 | 1,297 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/31 | 900 | 1,175 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/32 | 1,785 | 2,272 | ||
Central Texas Regional Mobility Authority Revenue | 4.000% | 1/1/36 | 1,115 | 1,293 | ||
Central Texas Regional Mobility Authority Revenue | 3.375% | 1/1/41 | 445 | 472 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 1/1/23 | 565 | 591 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 7/1/25 | 865 | 999 | ||
19 | Clear Creek TX Independent School District PUT | 0.280% | 8/15/24 | 500 | 497 | |
19 | Clear Creek TX Independent School District GO | 5.000% | 2/15/34 | 910 | 1,095 | |
Collin County TX Community College District GO | 4.000% | 8/15/34 | 2,500 | 3,008 | ||
19 | Comal Texas Independent School District | 4.000% | 2/1/39 | 5,000 | 5,300 | |
Conroe TX Local Government Corp. Hotel & Contract Revenue (Conroe Convention Center Hotel) | 5.000% | 10/1/34 | 260 | 335 | ||
Corpus Christi TX General Improvement Refunding | 5.000% | 3/1/25 | 1,300 | 1,478 | ||
Dallas County TX Community College District GO | 5.000% | 2/15/26 | 1,000 | 1,170 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 2,065 | 2,659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/22 | 500 | 522 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/25 | 1,670 | 1,957 | ||
Dallas TX Hotel Occupancy Revenue (Kaufman & Rockall Counties) | 4.000% | 8/15/30 | 1,000 | 1,129 | ||
19 | Dallas TX Independent School District | 5.000% | 2/15/30 | 2,200 | 2,490 | |
19 | Dallas TX Independent School District GO | 4.000% | 2/15/29 | 2,265 | 2,498 | |
Dallas TX Waterworks & Sewer System Revenue | 4.000% | 10/1/31 | 1,675 | 1,985 | ||
Dallas TX Waterworks & Sewer System Revenue ETM | 5.000% | 10/1/22 | 210 | 211 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.250% | 11/1/29 | 1,000 | 1,088 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.000% | 11/1/30 | 3,725 | 4,879 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.000% | 11/1/34 | 1,000 | 1,210 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.000% | 11/1/35 | 2,020 | 2,439 | ||
19 | Dickinson TX Independent School District Revenue PUT | 0.250% | 8/1/23 | 1,000 | 997 | |
19 | Eagle Mountain & Saginaw TX Independent School District GO PUT | 2.000% | 8/1/24 | 1,035 | 1,076 | |
El Paso TX Combination Tax & Revenue Bonds | 4.000% | 8/15/33 | 455 | 551 | ||
El Paso TX GO | 5.000% | 8/15/28 | 750 | 944 | ||
El Paso TX GO | 5.000% | 8/15/29 | 575 | 740 | ||
El Paso TX GO | 5.000% | 8/15/31 | 850 | 1,085 | ||
El Paso TX GO | 4.000% | 8/15/34 | 1,000 | 1,191 | ||
El Paso TX GO | 3.000% | 8/15/37 | 765 | 847 | ||
19 | El Paso TX Independent School District Revenue | 5.000% | 8/15/42 | 5,000 | 5,827 | |
19 | Forney TX Independent School District | 4.000% | 8/15/35 | 1,000 | 1,231 | |
8 | Fort Bend County TX Municipal Utility District No. 58 (Unlimited Tax Refunding) | 3.000% | 4/1/35 | 435 | 472 | |
Fort Bend TX Grand Parkway Toll Road Authority Ltd. | 5.000% | 3/1/29 | 250 | 318 | ||
Fort Worth TX GO | 5.000% | 3/1/25 | 1,115 | 1,271 | ||
Fort Worth TX Water & Sewer Revenue | 2.000% | 2/15/23 | 5,000 | 5,100 | ||
Frisco TX Refunding & Improvement GO | 5.000% | 2/15/28 | 1,425 | 1,622 | ||
Garland TX Electric Utility System Revenue | 5.000% | 3/1/30 | 675 | 838 | ||
19 | Garland TX Independent School District GO | 5.000% | 2/15/22 | 1,025 | 1,031 | |
19 | Goose Creek TX Consolidated Independent School District PUT | 0.150% | 10/3/22 | 350 | 350 | |
19 | Goose Creek TX Consolidated Independent School District PUT | 0.600% | 8/17/26 | 400 | 395 | |
12 | Grand Parkway Transportation Corp. Texas System Toll Revenue, 5.050% coupon rate effective 10/1/2023 | 0.000% | 10/1/30 | 1,550 | 1,799 | |
Grand Parkway Transportation Corp. TX BAN | 5.000% | 2/1/23 | 2,500 | 2,623 | ||
Greater Texas Cultural Education Facilities Finance Corp. Revenue | 5.000% | 3/1/32 | 750 | 978 | ||
19 | Gregory-Portland Independent School District | 4.000% | 2/15/30 | 2,000 | 2,383 | |
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/38 | 200 | 216 | ||
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/39 | 140 | 151 | ||
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/40 | 130 | 140 | ||
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/41 | 130 | 140 | ||
Gulf Coast Industrial Development Authority TX Revenue VRDO | 0.090% | 1/3/22 | 4,640 | 4,640 | ||
8 | Harlandale TX Independent School District PUT | 2.000% | 8/15/24 | 100 | 101 | |
Harris County Cultural Education Facilities Finance Corp. Revenue | 3.000% | 10/1/40 | 1,000 | 1,093 | ||
11 | Harris County Cultural Education Facilities Finance Corp. Revenue, 1M USD LIBOR + 0.650% PUT | 0.719% | 7/1/24 | 500 | 502 | |
Harris County Cultural Education Facilities Finance Corp. Revenue VRDO | 0.080% | 1/3/22 | 4,585 | 4,585 | ||
2 | Harris County Cultural Education Facilities Finance Corp. Revenue VRDO | 0.080% | 1/3/22 | 7,100 | 7,100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Harris County Flood Control District Improvement Refunding Bonds | 4.000% | 10/1/38 | 2,810 | 3,384 | ||
Harris County TX Cultural Education Facilities Finance Corp. Thermal Utility Revenue (TECO Project) | 5.000% | 11/15/30 | 1,000 | 1,233 | ||
Harris County TX Flood Control Improvement GO | 3.000% | 10/1/39 | 1,500 | 1,652 | ||
Harris County TX GO | 5.000% | 8/15/22 | 1,960 | 2,018 | ||
Harris County TX GO | 5.000% | 8/15/32 | 1,025 | 1,055 | ||
Harris County TX GO | 5.000% | 10/1/36 | 1,200 | 1,390 | ||
Harris County TX GO | 5.000% | 10/1/40 | 2,470 | 2,845 | ||
Harris County TX Permanent Improvement Refunding Bonds | 5.000% | 10/1/23 | 2,900 | 3,141 | ||
Harris County TX Permanent Improvement Refunding Bonds | 4.000% | 10/1/38 | 1,250 | 1,540 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/32 | 515 | 530 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/41 | 1,695 | 1,994 | ||
Hidalgo County TX Certificates GO | 4.000% | 8/15/37 | 1,000 | 1,180 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/26 | 1,160 | 1,380 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/31 | 195 | 242 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/37 | 1,720 | 2,126 | ||
Houston TX GO | 5.000% | 3/1/27 | 1,000 | 1,215 | ||
Houston TX GO | 4.000% | 3/1/35 | 1,500 | 1,705 | ||
Houston TX Hotel Occupancy Tax & Special Convention & Entertainment Facilities Revenue | 3.000% | 9/1/32 | 500 | 551 | ||
Houston TX Hotel Occupancy Tax & Special Revenue (Convention & Entertainment Facilities) | 5.000% | 9/1/24 | 1,070 | 1,195 | ||
19 | Houston TX Independent School District PUT | 3.000% | 6/1/24 | 300 | 318 | |
19 | Houston TX Independent School District GO | 5.000% | 2/15/27 | 1,750 | 2,060 | |
Houston TX Public Improvement Refunding Bonds | 4.000% | 3/1/34 | 580 | 706 | ||
Houston TX Public Improvement Refunding Bonds | 4.000% | 3/1/35 | 660 | 800 | ||
Houston TX Refunding Public Improvement Bonds | 3.000% | 3/1/36 | 1,010 | 1,128 | ||
Houston TX Utility System Revenue | 4.000% | 11/15/23 | 1,250 | 1,335 | ||
Houston TX Utility System Revenue | 5.000% | 5/15/25 | 1,160 | 1,287 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 1,350 | 1,630 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 900 | 1,088 | ||
Houston TX Utility System Revenue | 4.000% | 11/15/31 | 1,000 | 1,146 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,124 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,317 | ||
Houston TX Utility System Revenue | 3.000% | 11/15/40 | 1,150 | 1,278 | ||
19 | Katy TX Independent School District GO | 4.000% | 2/15/27 | 275 | 286 | |
19 | Katy TX Independent School District GO | 4.000% | 2/15/28 | 375 | 390 | |
19 | Klein TX Independent School District | 5.000% | 8/1/25 | 4,480 | 5,179 | |
19 | Klein TX Independent School District GO | 5.000% | 8/1/34 | 1,200 | 1,422 | |
19 | Klein TX Independent School District GO | 4.000% | 2/1/45 | 1,000 | 1,085 | |
Lake Houston Redevelopment Authority Tax Increment Contract Revenue | 3.000% | 9/1/37 | 525 | 544 | ||
19 | Lamar TX Consolidated Independent School District GO | 5.000% | 2/15/26 | 1,360 | 1,552 | |
Laredo TX Community College District GO Prere. | 5.000% | 8/1/24 | 1,000 | 1,119 | ||
19 | Laredo TX Independent School District GO | 4.000% | 8/1/28 | 1,635 | 1,773 | |
19 | Lewisville TX Independent School District (Unlimited Tax Building) GO | 5.000% | 8/15/25 | 3,820 | 4,434 | |
19 | Liberty Hill TX Independent School District (School Building Bonds) | 4.000% | 2/1/42 | 2,000 | 2,174 | |
Lone Star College System Texas GO | 5.000% | 2/15/26 | 3,100 | 3,655 | ||
Lone Star College System Texas GO | 5.000% | 2/15/28 | 5,500 | 6,443 | ||
Lower Colorado River Authority Texas Revenue | 5.000% | 5/15/37 | 1,330 | 1,353 | ||
3,4 | Lower Colorado River Authority Texas Revenue | 5.000% | 5/15/41 | 1,470 | 1,898 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,200 | 1,373 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,000 | 1,106 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/34 | 1,120 | 1,379 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/36 | 1,085 | 1,389 | ||
Lower Neches Valley Authority Industrial Development Corp. TX Revenue VRDO | 0.050% | 1/3/22 | 14,875 | 14,875 | ||
Lubbock TX Electric Light & Power System Revenue | 4.000% | 4/15/39 | 1,685 | 1,985 | ||
Lubbock TX GO Prere. | 5.000% | 2/15/22 | 500 | 503 | ||
19 | Mansfield TX Independent School District GO Prere. | 4.000% | 2/15/23 | 1,265 | 1,319 | |
19 | Mansfield TX Independent School District GO Prere. | 5.000% | 2/15/23 | 1,250 | 1,317 | |
19 | McKinney TX Independent School District Unlimited Building (Collin County) | 5.000% | 2/15/22 | 250 | 251 | |
20 | 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 | 1,292 | |
19 | Midlothian TX Independent School District Revenue GO PUT | 2.000% | 8/1/24 | 1,005 | 1,039 | |
Montgomery TX GO | 4.000% | 3/1/30 | 1,840 | 2,170 | ||
19 | Montgomery TX Independent School District Refunding Bonds | 4.000% | 2/15/45 | 2,000 | 2,174 | |
New Hope TX Cultural Education Facilities Finance Corp. First Mortgage Revenue (Morningside Ministries Project) | 6.250% | 1/1/33 | 1,640 | 1,702 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/26 | 1,060 | 1,203 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/27 | 1,000 | 1,131 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/28 | 870 | 981 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/23 | 200 | 212 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/24 | 210 | 232 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/25 | 240 | 275 | ||
19 | North East TX Independent School District GO | 5.250% | 2/1/22 | 580 | 582 | |
North East TX Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 2,390 | 2,731 | ||
8 | North Fort Bend Authority TX Water System Revenue | 4.000% | 12/15/33 | 500 | 621 | |
8 | North Fort Bend Authority TX Water System Revenue | 3.000% | 12/15/35 | 750 | 834 | |
8 | North Fort Bend Authority TX Water System Revenue | 3.000% | 12/15/36 | 585 | 647 | |
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/22 | 1,495 | 1,525 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/23 | 1,555 | 1,658 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 4.000% | 6/1/31 | 1,500 | 1,735 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/22 | 1,645 | 1,697 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/23 | 1,025 | 1,104 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/33 | 4,000 | 4,620 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/34 | 4,000 | 4,615 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/26 | 1,060 | 1,109 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/27 | 2,625 | 2,858 | ||
6 | North Texas Tollway Authority System Revenue | 0.000% | 1/1/28 | 1,000 | 929 | |
North Texas Tollway Authority System Revenue | 5.000% | 1/1/29 | 1,245 | 1,408 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/30 | 575 | 625 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/32 | 1,820 | 2,047 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/33 | 1,500 | 1,686 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/34 | 1,730 | 1,943 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/35 | 1,060 | 1,190 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/36 | 1,015 | 1,149 | ||
3 | North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,520 | 1,716 | |
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,030 | 1,187 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,250 | 1,468 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/38 | 1,005 | 1,232 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/39 | 1,000 | 1,203 | ||
19 | Northside TX Independent School District | 4.000% | 8/15/33 | 1,125 | 1,376 | |
19 | Northside TX Independent School District GO | 5.000% | 8/15/25 | 1,165 | 1,354 | |
19 | Northside TX Independent School District GO | 4.000% | 8/15/32 | 1,305 | 1,483 | |
19 | Northside TX Independent School District GO PUT | 0.700% | 6/1/25 | 1,000 | 1,001 | |
19 | Northwest Independent School District Texas GO | 5.000% | 2/15/26 | 1,000 | 1,146 | |
19 | Northwest Independent School District Texas GO | 4.000% | 2/15/38 | 2,400 | 2,889 | |
19 | Northwest Independent School District Texas GO Prere. | 5.000% | 2/15/25 | 1,760 | 2,009 | |
19 | Palestine Independent School District GO | 5.000% | 2/15/29 | 1,860 | 2,170 | |
Pasadena TX GO | 4.000% | 2/15/28 | 1,000 | 1,104 | ||
Pearland TX GO | 4.000% | 3/1/32 | 1,095 | 1,257 | ||
Pearland TX GO | 4.000% | 3/1/33 | 910 | 1,043 | ||
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 | 391 | ||
Pflugerville TX GO | 4.000% | 8/1/35 | 1,250 | 1,418 | ||
19 | Pflugerville TX Independent School District GO | 5.000% | 2/15/25 | 1,600 | 1,827 | |
Port Authority of Houston of Harris County Revenue | 5.000% | 10/1/29 | 1,000 | 1,294 | ||
19 | Richardson Independent School District | 5.000% | 2/15/28 | 1,100 | 1,370 | |
19 | Richardson Independent School District GO | 5.000% | 2/15/26 | 3,020 | 3,559 | |
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/24 | 1,000 | 1,028 | ||
San Antonio TX Electric & Gas Systems Revenue | 3.000% | 2/1/30 | 535 | 608 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/30 | 1,000 | 1,190 | ||
San Antonio TX Electric & Gas Systems Revenue | 3.000% | 2/1/31 | 1,280 | 1,464 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.000% | 2/1/34 | 1,255 | 1,415 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 4,050 | 5,204 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 1,700 | 2,234 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/36 | 1,000 | 1,195 | ||
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 | 1,141 | ||
San Antonio TX GO | 4.000% | 8/1/34 | 1,140 | 1,410 | ||
San Antonio TX GO | 4.000% | 8/1/36 | 1,000 | 1,225 | ||
San Antonio TX GO Prere. | 4.000% | 8/1/22 | 1,000 | 1,022 | ||
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/25 | 1,200 | 1,393 | |
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/29 | 1,295 | 1,499 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
19 | San Antonio TX Independent School District GO | 5.000% | 8/15/37 | 2,495 | 2,858 | |
San Antonio TX Municipal Facilities Corp. Lease Revenue (City Tower Renovation Project) | 3.000% | 8/1/34 | 2,305 | 2,554 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/34 | 1,000 | 1,194 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/37 | 1,680 | 2,024 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/38 | 1,440 | 1,781 | ||
San Antonio TX Water Revenue | 4.000% | 5/15/40 | 3,000 | 3,290 | ||
San Antonio TX Water Revenue | 4.000% | 5/15/40 | 1,000 | 1,217 | ||
Southwest Texas Higher Education Authority Inc. Revenue (Southern Methodist University Project) | 4.000% | 10/1/34 | 1,350 | 1,556 | ||
19 | Spring TX Independent School District GO | 5.000% | 8/15/32 | 1,000 | 1,153 | |
19 | Spring TX Independent School District GO | 5.000% | 8/15/35 | 1,370 | 1,622 | |
Sugar Land TX GO | 5.000% | 2/15/26 | 510 | 600 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Cook Children's Medical Center) | 5.000% | 12/1/25 | 350 | 410 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) | 5.250% | 10/1/31 | 1,000 | 1,081 | ||
2 | Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) VRDO | 0.090% | 1/3/22 | 3,900 | 3,900 | |
Tarrant County TX Regional Water District Revenue (Water Control and Improvement District) | 5.000% | 3/1/25 | 1,785 | 2,040 | ||
Texas A&M University Revenue | 5.000% | 5/15/23 | 1,505 | 1,603 | ||
19 | Texas City TX Independent School District GO | 5.000% | 8/15/26 | 3,365 | 3,901 | |
Texas GO | 5.000% | 10/1/22 | 1,120 | 1,160 | ||
Texas GO | 5.000% | 4/1/23 | 1,050 | 1,112 | ||
Texas GO | 5.000% | 10/1/24 | 1,210 | 1,361 | ||
Texas GO | 5.000% | 10/1/36 | 3,000 | 3,465 | ||
Texas GO Prere. | 5.000% | 4/1/24 | 1,330 | 1,467 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/23 | 245 | 268 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/24 | 580 | 658 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 6.250% | 12/15/26 | 135 | 157 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/30 | 2,000 | 2,554 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/31 | 2,000 | 2,597 | ||
3 | Texas Municipal Power Agency Revenue | 3.000% | 9/1/31 | 950 | 1,023 | |
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/31 | 1,000 | 1,195 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/32 | 2,000 | 2,383 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/35 | 1,000 | 1,177 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/40 | 2,000 | 2,326 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 6/30/38 | 1,200 | 1,402 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 12/31/38 | 1,000 | 1,168 | ||
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 | 1,263 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners LLC North Tarrant Express Managed Lanes Project) | 5.000% | 12/31/34 | 1,000 | 1,253 | ||
Texas Public Improvement & Refunding Bonds | 5.000% | 9/1/22 | 3,795 | 3,916 | ||
Texas Public Property Finance Contractual Obligations | 5.000% | 5/1/23 | 1,395 | 1,483 | ||
Texas State University System Financing System Revenue | 5.000% | 3/15/32 | 1,625 | 1,952 | ||
Texas Transportation Commission GO | 5.000% | 10/1/22 | 1,480 | 1,533 | ||
Texas Transportation Commission GO | 5.000% | 10/1/29 | 1,500 | 1,740 | ||
Texas Transportation Commission GO | 5.000% | 4/1/32 | 2,000 | 2,354 | ||
Texas Transportation Commission GO PUT | 0.650% | 4/1/26 | 1,575 | 1,564 | ||
Texas Transportation Commission Mobility Fund GO | 5.000% | 10/1/34 | 1,705 | 2,094 | ||
Texas Transportation Commission Revenue | 5.000% | 4/1/23 | 2,100 | 2,225 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/33 | 525 | 585 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/34 | 895 | 998 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/37 | 2,460 | 2,716 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/25 | 1,350 | 1,566 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/32 | 1,125 | 1,327 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/33 | 1,650 | 1,966 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/34 | 1,465 | 1,742 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 2,895 | 3,388 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 1,770 | 2,021 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/36 | 6,130 | 7,610 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/38 | 5,000 | 6,113 | ||
Texas Water Development Board State Implementation Revenue Fund (Master Trust) | 3.000% | 10/15/39 | 1,755 | 1,956 | ||
Travis TX GO | 5.000% | 3/1/27 | 1,545 | 1,828 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/27 | 1,000 | 1,201 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 4.000% | 8/1/32 | 250 | 310 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/37 | 1,235 | 1,519 | ||
19 | United TX Independent School District GO Prere. | 5.000% | 8/15/24 | 2,550 | 2,858 | |
University of Houston Texas Revenue | 5.000% | 2/15/28 | 5,000 | 5,873 | ||
University of Houston Texas Revenue | 3.000% | 2/15/31 | 3,490 | 3,895 | ||
University of Houston Texas Revenue | 4.000% | 2/15/33 | 1,840 | 2,064 | ||
University of Houston Texas Revenue | 5.000% | 2/15/33 | 1,500 | 1,755 | ||
University of Houston Texas Revenue | 5.000% | 2/15/35 | 4,500 | 5,259 | ||
University of North Texas Revenue | 4.000% | 4/15/34 | 1,110 | 1,281 | ||
University of North Texas Revenue | 5.000% | 4/15/36 | 1,275 | 1,536 | ||
University of Texas Financing System Revenue | 2.000% | 8/15/36 | 750 | 751 | ||
University of Texas System Revenue Financing System Revenue | 5.000% | 8/15/23 | 1,150 | 1,238 | ||
Waco TX Educational Finance Corp. Revenue (Baylor University) | 5.000% | 3/1/30 | 1,000 | 1,295 | ||
8 | West Travis County TX Public Utility Agency Revenue | 5.000% | 8/15/27 | 1,235 | 1,503 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | West Travis County TX Public Utility Agency Revenue | 4.000% | 8/15/32 | 270 | 307 | |
Williamson County TX GO | 5.000% | 2/15/23 | 230 | 231 | ||
482,084 | ||||||
Utah (0.3%) | ||||||
Alpine UT School District GO | 5.000% | 3/15/30 | 1,025 | 1,244 | ||
Central Utah Water Conservancy District Revenue | 4.000% | 10/1/32 | 1,000 | 1,163 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/23 | 595 | 635 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/28 | 6,260 | 7,882 | ||
Jordan Valley UT Water Conservancy District Revenue | 4.000% | 10/1/32 | 750 | 867 | ||
Tooele County UT School District GO (Utah School Guaranty Program) | 5.000% | 6/1/23 | 1,395 | 1,489 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/34 | 750 | 928 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/35 | 850 | 1,050 | ||
Utah GO | 5.000% | 7/1/22 | 1,410 | 1,444 | ||
Utah GO | 5.000% | 7/1/22 | 7,300 | 7,475 | ||
Utah GO | 5.000% | 7/1/24 | 1,015 | 1,132 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,000 | 1,156 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,285 | 1,485 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 585 | 676 | ||
3 | Vineyard UT Redevelopment Agency Tax Increment Revenue | 4.000% | 5/1/33 | 150 | 180 | |
3 | Vineyard UT Redevelopment Agency Tax Increment Revenue | 4.000% | 5/1/34 | 125 | 150 | |
28,956 | ||||||
Vermont (0.1%) | ||||||
University of Vermont & State Agricultural College GO | 5.000% | 10/1/38 | 1,000 | 1,439 | ||
University of Vermont Educational & Health Buildings Financing Agency Revenue | 5.000% | 12/1/28 | 1,010 | 1,189 | ||
4 | Vermont Economic Development Authority Mortgage Revenue | 4.000% | 5/1/22 | 185 | 186 | |
4 | Vermont Economic Development Authority Mortgage Revenue | 4.000% | 5/1/33 | 1,000 | 1,100 | |
Vermont GO | 5.000% | 8/15/24 | 2,020 | 2,267 | ||
6,181 | ||||||
Virginia (1.0%) | ||||||
2 | Albemarle County VA Economic Development Authority Hospital Revenue (Sentara Martha Jefferson Obliged) VRDO | 0.050% | 1/3/22 | 3,445 | 3,445 | |
Arlington County VA GO | 5.000% | 6/15/24 | 4,510 | 5,024 | ||
Arlington County VA GO Prere. | 5.000% | 8/1/22 | 600 | 617 | ||
Fairfax County VA GO | 5.000% | 10/1/23 | 1,255 | 1,358 | ||
Fairfax County VA GO | 4.000% | 10/1/32 | 1,415 | 1,637 | ||
Fairfax County VA Water Authority Revenue Prere. | 5.000% | 4/1/22 | 500 | 506 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/22 | 1,700 | 1,741 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/26 | 3,045 | 3,633 | ||
4,5 | Hanover County VA Economic Development Authority Revenue (Covenant Woods) | 4.000% | 7/1/30 | 260 | 280 | |
Henrico County VA Economic Development Authority Residential Care Facilities Revenue (Westminster Canterbury Richmond) | 4.000% | 10/1/33 | 600 | 684 | ||
James City County VA Economic Development Authority Revenue (Williamsburg Landing) | 4.000% | 12/1/35 | 225 | 252 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mosaic VA District Community Development Authority Revenue | 4.000% | 3/1/33 | 750 | 881 | ||
Norfolk VA Economic Development Authority Hospital Facilities Revenue (Sentara Healthcare) PUT | 5.000% | 11/1/28 | 1,170 | 1,472 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,090 | 1,224 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,345 | 1,510 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/31 | 5 | 5 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/34 | 1,155 | 1,418 | ||
Norfolk VA Water Revenue Prere. | 5.000% | 5/1/22 | 495 | 503 | ||
Portsmouth City VA GO Prere. | 5.000% | 7/15/22 | 5,990 | 6,145 | ||
Prince William County VA Industrial Development Authority Health Care Facilities Revenue Prere. | 5.000% | 11/1/22 | 1,220 | 1,268 | ||
Richmond VA GO Prere. | 5.000% | 3/1/23 | 1,000 | 1,055 | ||
Richmond VA Public Utility Revenue | 5.000% | 1/15/28 | 1,000 | 1,176 | ||
Roanoke VA Economic Development Authority Hospital Revenue (Carilion Clinic Obligated Group) | 5.000% | 7/1/30 | 500 | 511 | ||
Stafford County VA Economic Development Authority Hospital Facilities Revenue (Mary Washington Healthcare Obligated Group) | 5.000% | 6/15/24 | 1,120 | 1,242 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/30 | 600 | 694 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/33 | 425 | 489 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/23 | 5,000 | 5,259 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 1,845 | 2,172 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 5,000 | 6,079 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/35 | 1,500 | 1,655 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/40 | 2,100 | 2,326 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/22 | 70 | 72 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/23 | 1,020 | 1,100 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/25 | 1,110 | 1,291 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 4.000% | 9/1/36 | 2,130 | 2,496 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) ETM | 5.000% | 9/1/22 | 285 | 294 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 5/15/26 | 1,405 | 1,670 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,280 | 1,472 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,750 | 2,037 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/23 | 740 | 795 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/24 | 1,250 | 1,398 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia Public Building Authority Revenue | 5.000% | 11/1/31 | 95 | 99 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/22 | 1,335 | 1,372 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/24 | 6,080 | 6,792 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/23 | 3,450 | 3,659 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/24 | 2,180 | 2,409 | ||
Virginia Small Business Financing Authority Residential Care Facilities Revenue | 4.000% | 12/1/31 | 500 | 568 | ||
Virginia ST Resources Authority Infrastructure Revenue Prere. | 5.000% | 11/1/22 | 30 | 31 | ||
Wise County VA Industrial development Authority Solid Waste & Sewage Disposal Revenue (Virginia Electric & Power Co. Project) PUT | 0.750% | 9/2/25 | 575 | 580 | ||
84,396 | ||||||
Washington (1.4%) | ||||||
Bellingham WA Water & Sewer Revenue Refunding Bonds | 5.000% | 8/1/25 | 400 | 464 | ||
Central Kitsap Fire & Rescue GO | 5.000% | 12/1/22 | 2,675 | 2,792 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.000% | 11/1/26 | 795 | 960 | ||
Clark County WA School District No. 37 Vancouver Revenue | 5.000% | 12/1/32 | 1,080 | 1,372 | ||
Energy Northwest Washington Electric Revenue | 5.000% | 7/1/25 | 3,115 | 3,598 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 5.000% | 7/1/31 | 1,225 | 1,407 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/25 | 7,200 | 8,317 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/26 | 1,735 | 2,071 | ||
King County WA GO | 5.000% | 1/1/24 | 500 | 501 | ||
King County WA GO | 4.000% | 12/1/32 | 1,500 | 1,695 | ||
King County WA Housing Authority Revenue | 3.000% | 6/1/40 | 1,000 | 1,052 | ||
King County WA Sewer Revenue | 5.000% | 7/1/23 | 1,000 | 1,071 | ||
King County, Washington Sewer Improvement & Refunding Revenue Prere. | 5.000% | 7/1/23 | 2,500 | 2,677 | ||
Mason County WA Public Utility District No. 3 Revenue | 4.000% | 12/1/32 | 1,010 | 1,216 | ||
Northwest Energy Washington Electric Revenue (Bonneville Power Administration) | 5.000% | 7/1/28 | 2,550 | 2,609 | ||
Pierce County WA School District No. 3 Puyallup GO | 5.000% | 12/1/25 | 1,000 | 1,043 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/28 | 1,005 | 1,032 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/29 | 250 | 257 | ||
Port of Seattle WA Revenue | 4.000% | 6/1/37 | 3,000 | 3,643 | ||
11 | Seattle WA Municipal Light & Power Refunding Revenue, SIFMA Municipal Swap Index Yield + 0.250% PUT | 0.350% | 11/1/26 | 1,000 | 1,008 | |
Snohomish County WA School District No. 103 (Monroe) GO | 5.000% | 12/1/31 | 1,000 | 1,149 | ||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/27 | 1,000 | 1,130 | ||
Washington (Motor Vehicle Fuel Tax) GO | 4.000% | 7/1/31 | 1,500 | 1,649 | ||
Washington Economic Development Finance Authority Lease Revenue (Washington Biomedical Research Properties 2) | 5.000% | 6/1/25 | 1,090 | 1,232 | ||
Washington GO | 5.000% | 7/1/22 | 1,445 | 1,480 | ||
Washington GO | 5.000% | 6/1/23 | 2,000 | 2,134 | ||
Washington GO | 5.000% | 6/1/23 | 4,305 | 4,594 | ||
Washington GO | 5.000% | 7/1/23 | 1,155 | 1,237 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Washington GO | 5.000% | 7/1/25 | 560 | 573 | ||
Washington GO | 5.000% | 7/1/25 | 1,500 | 1,671 | ||
Washington GO | 5.000% | 8/1/26 | 5,105 | 6,112 | ||
Washington GO | 4.000% | 7/1/27 | 2,425 | 2,470 | ||
Washington GO | 5.000% | 8/1/27 | 1,000 | 1,155 | ||
Washington GO | 4.000% | 7/1/28 | 1,135 | 1,156 | ||
Washington GO | 5.000% | 7/1/28 | 2,000 | 2,260 | ||
Washington GO | 5.000% | 2/1/29 | 5,530 | 7,073 | ||
Washington GO | 4.000% | 7/1/29 | 2,720 | 2,858 | ||
Washington GO | 5.000% | 7/1/30 | 1,100 | 1,243 | ||
Washington GO | 5.000% | 7/1/32 | 1,250 | 1,410 | ||
Washington GO | 5.000% | 6/1/34 | 4,080 | 5,450 | ||
Washington GO | 5.000% | 6/1/35 | 1,500 | 1,952 | ||
Washington GO | 5.000% | 8/1/36 | 2,150 | 2,686 | ||
Washington GO | 5.000% | 8/1/37 | 3,685 | 4,101 | ||
Washington GO | 5.000% | 2/1/38 | 2,370 | 3,109 | ||
Washington GO | 5.000% | 8/1/38 | 2,070 | 2,578 | ||
Washington GO | 5.000% | 8/1/38 | 3,275 | 4,349 | ||
Washington GO Prere. | 5.000% | 2/1/22 | 500 | 502 | ||
Washington Health Care Facilities Authority Revenue (Central Washington Health Services Association) | 5.000% | 7/1/30 | 1,760 | 1,988 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 1,750 | 2,210 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/36 | 1,625 | 2,031 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) PUT | 5.000% | 8/1/24 | 1,000 | 1,092 | ||
�� | Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/32 | 1,000 | 1,221 | |
Washington Health Care Facilities Authority Revenue (Providence Health & Services) | 5.000% | 10/1/33 | 880 | 911 | ||
Washington Higher Education Facilities Authority Revenue (Seattle University Project) | 5.000% | 10/1/35 | 1,000 | 1,256 | ||
Washington Higher Education Facilities Authority Revenue (Whitman College Project) | 4.000% | 1/1/36 | 1,685 | 2,017 | ||
4 | Washington Higher Education Facilities Authority Revenue (Whitworth University Project) | 4.000% | 10/1/34 | 725 | 846 | |
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 4.000% | 7/1/31 | 2,025 | 2,349 | ||
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 3.000% | 7/1/34 | 290 | 313 | ||
Washington State Housing Finance Commission Municipal Certificates | 3.500% | 12/20/35 | 2,668 | 3,091 | ||
125,423 | ||||||
West Virginia (0.1%) | ||||||
West Virginia Commissioner of Highways Revenue (Surface Transportation Improvements) | 5.000% | 9/1/33 | 1,170 | 1,421 | ||
West Virginia Economic Development Authority Lottery Revenue | 4.000% | 6/15/37 | 1,545 | 1,742 | ||
West Virginia GO | 5.000% | 12/1/35 | 1,000 | 1,245 | ||
West Virginia GO | 5.000% | 6/1/36 | 1,000 | 1,243 | ||
West Virginia GO | 5.000% | 6/1/38 | 2,500 | 3,160 | ||
West Virginia Higher Education Policy Commission Revenue | 5.000% | 7/1/37 | 1,315 | 1,574 | ||
West Virginia Hospital Finance Authority Hospital Revenue (Cabell Huntington Hospital Inc.) | 5.000% | 1/1/29 | 765 | 951 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
West Virginia Parkways Authority Turnpike Toll Revenue | 5.000% | 6/1/33 | 845 | 1,050 | ||
West Virginia University Revenue PUT | 5.000% | 10/1/29 | 1,000 | 1,261 | ||
13,647 | ||||||
Wisconsin (0.8%) | ||||||
Madison WI Area Technical College GO | 4.000% | 3/1/25 | 1,835 | 2,036 | ||
Madison WI GO | 4.000% | 10/1/26 | 1,500 | 1,731 | ||
Milwaukee WI GO | 5.000% | 4/1/26 | 1,935 | 2,276 | ||
Milwaukee WI GO | 5.000% | 4/1/29 | 1,110 | 1,409 | ||
Public Finance Authority Health Care Facilities Revenue (Appalachian Regional Healthcare System Obligated Group) | 5.000% | 7/1/35 | 300 | 385 | ||
Public Finance Authority Revenue (Providence St. Joseph Health) PUT | 4.000% | 10/1/30 | 655 | 798 | ||
Public Finance Authority Revenue (Texas Biomedical Research Institute Project) | 5.000% | 6/1/34 | 650 | 828 | ||
Wauwatosa WI GO | 4.000% | 12/1/22 | 1,000 | 1,034 | ||
3 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/34 | 1,250 | 903 | |
3 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/39 | 1,250 | 737 | |
Wisconsin GO | 5.000% | 5/1/23 | 3,400 | 3,615 | ||
Wisconsin GO | 4.000% | 5/1/33 | 1,665 | 1,923 | ||
Wisconsin GO | 5.000% | 5/1/34 | 1,780 | 2,104 | ||
Wisconsin GO | 5.000% | 5/1/34 | 3,880 | 4,823 | ||
Wisconsin GO | 5.000% | 5/1/35 | 1,000 | 1,181 | ||
Wisconsin GO | 5.000% | 5/1/36 | 2,000 | 2,282 | ||
Wisconsin GO | 5.000% | 5/1/36 | 1,000 | 1,179 | ||
Wisconsin GO | 5.000% | 5/1/38 | 1,740 | 2,107 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 500 | 508 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 35 | 36 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 2,210 | 2,245 | ||
Wisconsin GO Prere. | 5.000% | 5/1/23 | 1,000 | 1,063 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Agnesian HealthCare Inc.) | 5.000% | 7/1/31 | 1,065 | 1,279 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 4.000% | 11/15/34 | 1,540 | 1,748 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 5.000% | 11/15/36 | 2,265 | 2,658 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Aspirus Inc. Obligated Group) | 5.000% | 8/15/25 | 1,670 | 1,789 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Children's Hospital of Wisconsin Inc.) | 4.000% | 8/15/31 | 1,010 | 1,167 | ||
2 | Wisconsin Health & Educational Facilities Authority Revenue (Froedtert Health Inc.) VRDO | 0.070% | 1/3/22 | 1,800 | 1,800 | |
Wisconsin Health & Educational Facilities Authority Revenue (Marquette University) | 5.000% | 10/1/30 | 500 | 517 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ministry Health Care Inc.) Prere. | 5.000% | 8/15/22 | 3,000 | 3,089 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Oakwood Lutheran Senior Ministries) | 4.000% | 1/1/29 | 390 | 432 | ||
Wisconsin Health & Educational Facilities Authority Revenue (ThedaCare Inc. Obligated Group) | 4.000% | 12/15/39 | 1,595 | 1,870 | ||
Wisconsin Public Finance Authority Exempt Facilities Revenue (Wingate University) | 5.250% | 10/1/32 | 740 | 869 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/28 | 750 | 935 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/30 | 1,085 | 1,274 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 4.000% | 6/1/39 | 1,000 | 1,176 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/34 | 390 | 448 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/35 | 285 | 327 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/36 | 435 | 497 | ||
Wisconsin Public Power System Power Supply System Revenue | 5.000% | 7/1/32 | 500 | 533 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,525 | 1,866 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,370 | 1,626 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/34 | 1,350 | 1,761 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 275 | 281 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 970 | 993 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/24 | 2,755 | 3,069 | ||
67,207 | ||||||
Wyoming (0.1%) | ||||||
Laramie County WY Hospital Revenue (Cheyenne Regional Medical Center Project) | 4.000% | 5/1/29 | 130 | 155 | ||
Lincoln County WY Pollution Control Revenue (ExxonMobil Project) VRDO | 0.090% | 1/3/22 | 9,035 | 9,035 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sublette County WY Pollution Control Revenue VRDO | 0.090% | 1/3/22 | 2,500 | 2,500 | ||
8 | Wyoming Municipal Power Agency Power Supply Revenue Prere. | 5.000% | 1/1/27 | 1,000 | 1,210 | |
12,900 | ||||||
Total Tax-Exempt Municipal Bonds (Cost $4,371,315) | 4,533,970 | |||||
Total Investments (99.5%) (Cost $5,853,035) | 8,770,180 | |||||
Other Assets and Liabilities—Net (0.5%) | 45,483 | |||||
Net Assets (100%) | 8,815,663 |
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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2021. |
5 | 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 December 31, 2021, the aggregate value was $35,343,000, representing 0.4% of net assets. |
6 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Corp. |
7 | Scheduled principal and interest payments are guaranteed by Financial Guaranty Insurance Co. |
8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
9 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
10 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
11 | 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. |
12 | Step bond. |
13 | Securities with a value of $880,000 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 Berkshire Hathaway Assurance Corp. |
18 | Scheduled principal and interest payments are guaranteed by Federal Housing Authority. |
19 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
20 | Non-income-producing security—security in default. |
1M—1-month. | |
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. | |
USD—U.S. dollar. | |
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 | March 2022 | 375 | 45,366 | 197 |
E-mini S&P 500 Index | March 2022 | 400 | 95,170 | 1,936 |
2,133 | ||||
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | March 2022 | (163) | (23,869) | (161) |
Ultra Long U.S. Treasury Bond | March 2022 | (64) | (12,616) | (200) |
(361) | ||||
1,772 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,798,277) | 8,714,224 |
Affiliated Issuers (Cost $54,758) | 55,956 |
Total Investments in Securities | 8,770,180 |
Investment in Vanguard | 281 |
Cash | 44,495 |
Cash Collateral Pledged—Futures Contracts | 4,216 |
Receivables for Accrued Income | 47,582 |
Receivables for Capital Shares Issued | 7,854 |
Total Assets | 8,874,608 |
Liabilities | |
Payables for Investment Securities Purchased | 55,585 |
Payables for Capital Shares Redeemed | 2,644 |
Payables to Vanguard | 344 |
Variation Margin Payable—Futures Contracts | 372 |
Total Liabilities | 58,945 |
Net Assets | 8,815,663 |
At December 31, 2021, net assets consisted of: | |
Paid-in Capital | 5,967,205 |
Total Distributable Earnings (Loss) | 2,848,458 |
Net Assets | 8,815,663 |
Net Assets | |
Applicable to 207,778,348 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 8,815,663 |
Net Asset Value Per Share | $42.43 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1,2 | 45,534 |
Interest | 81,591 |
Total Income | 127,125 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 569 |
Management and Administrative | 6,123 |
Marketing and Distribution | 264 |
Custodian Fees | 14 |
Auditing Fees | 30 |
Shareholders’ Reports | 54 |
Trustees’ Fees and Expenses | 2 |
Total Expenses | 7,056 |
Net Investment Income | 120,069 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,3 | 41,976 |
Futures Contracts | 14,030 |
Realized Net Gain (Loss) | 56,006 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 776,235 |
Futures Contracts | 562 |
Change in Unrealized Appreciation (Depreciation) | 776,797 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 952,872 |
1 | Dividend income, realized net gain (loss), and change in unrealized appreciation (depreciation) from affiliated company of the fund were $889,000, $240,000, and ($394,000), respectively. Purchases and sales were $46,621,000 and $59,197,000, respectively. |
2 | Dividends are net of foreign withholding taxes of $7,000. |
3 | Includes $40,083,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 120,069 | 113,355 |
Realized Net Gain (Loss) | 56,006 | (25,790) |
Change in Unrealized Appreciation (Depreciation) | 776,797 | 659,620 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 952,872 | 747,185 |
Distributions | ||
Total Distributions | (114,715) | (113,354) |
Capital Share Transactions | ||
Issued | 1,671,876 | 1,240,383 |
Issued in Lieu of Cash Distributions | 94,308 | 93,196 |
Redeemed | (647,530) | (917,289) |
Net Increase (Decrease) from Capital Share Transactions | 1,118,654 | 416,290 |
Total Increase (Decrease) | 1,956,811 | 1,050,121 |
Net Assets | ||
Beginning of Period | 6,858,852 | 5,808,731 |
End of Period | 8,815,663 | 6,858,852 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $38.06 | $34.25 | $29.65 | $30.73 | $27.85 |
Investment Operations | |||||
Net Investment Income1 | .620 | .658 | .701 | .688 | .622 |
Net Realized and Unrealized Gain (Loss) on Investments | 4.335 | 3.808 | 4.603 | (1.110) | 2.871 |
Total from Investment Operations | 4.955 | 4.466 | 5.304 | (.422) | 3.493 |
Distributions | |||||
Dividends from Net Investment Income2 | (.585) | (.656) | (.704) | (.658) | (.613) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.585) | (.656) | (.704) | (.658) | (.613) |
Net Asset Value, End of Period | $42.43 | $38.06 | $34.25 | $29.65 | $30.73 |
Total Return3 | 13.10% | 13.30% | 18.01% | -1.43% | 12.64% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $8,816 | $6,859 | $5,809 | $4,370 | $3,930 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.53% | 1.90% | 2.16% | 2.22% | 2.11% |
Portfolio Turnover Rate4 | 6% | 20% | 12% | 11% | 9% |
1 | Calculated based on average shares outstanding. |
2 | For tax purposes, nontaxable dividends represent 63%, 62%, 61%, 61%, and 61% of dividends from net investment income. |
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 | 4,236,210 | — | — | 4,236,210 |
Tax-Exempt Municipal Bonds | — | 4,533,970 | — | 4,533,970 |
Total | 4,236,210 | 4,533,970 | — | 8,770,180 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 2,133 | — | — | 2,133 |
Liabilities | ||||
Futures Contracts1 | 361 | — | — | 361 |
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. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These |
Amount ($000) | |
Paid-in Capital | 39,905 |
Total Distributable Earnings (Loss) | (39,905) |
Amount ($000) | |
Undistributed Tax-Exempt Income | 1,590 |
Undistributed Ordinary Income | 643 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (70,573) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 2,916,803 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Tax-Exempt Income | 72,217 | 69,539 |
Ordinary Income | 42,498 | 43,815 |
Long-Term Capital Gains | — | — |
Total | 114,715 | 113,354 |
Amount ($000) | |
Tax Cost | 5,853,377 |
Gross Unrealized Appreciation | 2,939,279 |
Gross Unrealized Depreciation | (22,476) |
Net Unrealized Appreciation (Depreciation) | 2,916,803 |
E. | During the year ended December 31, 2021, the fund purchased $1,568,507,000 of investment securities and sold $524,476,000 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: |
Year Ended December 31, | |||
2021 Shares (000) | 2020 Shares (000) | ||
Issued | 41,347 | 35,874 | |
Issued in Lieu of Cash Distributions | 2,319 | 2,756 | |
Redeemed | (16,078) | (28,026) | |
Net Increase (Decrease) in Shares Outstanding | 27,588 | 10,604 |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2021, that would require recognition or disclosure in these financial statements. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Tax-Managed Capital Appreciation Fund Admiral Shares | 26.87% | 18.62% | 16.69% | $46,811 | |
Russell 1000 Index | 26.45 | 18.43 | 16.54 | 46,224 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 45,050 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Tax-Managed Capital Appreciation Fund Institutional Shares | 26.91% | 18.65% | 16.73% | $23,485,717 | |
Russell 1000 Index | 26.45 | 18.43 | 16.54 | 23,111,795 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 22,525,162 |
Basic Materials | 1.5% |
Consumer Discretionary | 16.4 |
Consumer Staples | 4.8 |
Energy | 2.7 |
Financials | 10.6 |
Health Care | 12.3 |
Industrials | 13.0 |
Real Estate | 3.4 |
Technology | 30.1 |
Telecommunications | 2.6 |
Utilities | 2.6 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.3%) | ||||||
Basic Materials (1.5%) | ||||||
Ecolab Inc. | 123,671 | 29,012 | ||||
Freeport-McMoRan Inc. | 585,921 | 24,451 | ||||
Albemarle Corp. | 98,761 | 23,087 | ||||
Alcoa Corp. | 363,031 | 21,629 | ||||
Newmont Corp. | 313,827 | 19,464 | ||||
Air Products and Chemicals Inc. | 63,149 | 19,214 | ||||
Fastenal Co. | 261,457 | 16,749 | ||||
Celanese Corp. | 95,919 | 16,120 | ||||
FMC Corp. | 137,838 | 15,147 | ||||
LyondellBasell Industries NV Class A | 122,383 | 11,287 | ||||
Mosaic Co. | 265,008 | 10,412 | ||||
Southern Copper Corp. | 151,668 | 9,359 | ||||
Scotts Miracle-Gro Co. | 57,646 | 9,281 | ||||
Reliance Steel & Aluminum Co. | 46,511 | 7,545 | ||||
Nucor Corp. | 65,621 | 7,491 | ||||
Dow Inc. | 129,023 | 7,318 | ||||
International Flavors & Fragrances Inc. | 41,595 | 6,266 | ||||
Element Solutions Inc. | 176,547 | 4,287 | ||||
* | Hexcel Corp. | 68,320 | 3,539 | |||
Eastman Chemical Co. | 20,871 | 2,524 | ||||
CF Industries Holdings Inc. | 35,526 | 2,515 | ||||
International Paper Co. | 38,679 | 1,817 | ||||
Westlake Chemical Corp. | 18,022 | 1,750 | ||||
United States Steel Corp. | 31,307 | 745 | ||||
Royal Gold Inc. | 6,912 | 727 | ||||
Ashland Global Holdings Inc. | 2,523 | 272 | ||||
Avery Dennison Corp. | 877 | 190 | ||||
* | Sylvamo Corp. | 3,516 | 98 | |||
272,296 | ||||||
Consumer Discretionary (16.2%) | ||||||
* | Amazon.com Inc. | 174,861 | 583,046 | |||
* | Tesla Inc. | 322,955 | 341,292 | |||
Home Depot Inc. | 401,814 | 166,757 | ||||
* | Walt Disney Co. | 731,469 | 113,297 | |||
* | Netflix Inc. | 175,410 | 105,674 |
Shares | Market Value• ($000) | |||||
Costco Wholesale Corp. | 172,235 | 97,778 | ||||
Walmart Inc. | 611,442 | 88,469 | ||||
Lowe's Cos. Inc. | 309,125 | 79,903 | ||||
NIKE Inc. Class B | 457,006 | 76,169 | ||||
McDonald's Corp. | 277,845 | 74,482 | ||||
Starbucks Corp. | 476,976 | 55,792 | ||||
* | Copart Inc. | 311,132 | 47,174 | |||
Estee Lauder Cos. Inc. Class A | 120,072 | 44,451 | ||||
Target Corp. | 161,156 | 37,298 | ||||
* | Booking Holdings Inc. | 15,498 | 37,183 | |||
* | AutoZone Inc. | 17,633 | 36,966 | |||
* | O'Reilly Automotive Inc. | 49,581 | 35,016 | |||
* | General Motors Co. | 567,866 | 33,294 | |||
Ford Motor Co. | 1,601,743 | 33,268 | ||||
TJX Cos. Inc. | 416,269 | 31,603 | ||||
* | Marriott International Inc. Class A | 189,777 | 31,359 | |||
Ross Stores Inc. | 210,030 | 24,002 | ||||
* | Uber Technologies Inc. | 572,325 | 23,998 | |||
DR Horton Inc. | 220,842 | 23,950 | ||||
eBay Inc. | 356,557 | 23,711 | ||||
* | CarMax Inc. | 172,013 | 22,401 | |||
Activision Blizzard Inc. | 314,746 | 20,940 | ||||
* | NVR Inc. | 3,412 | 20,161 | |||
Yum! Brands Inc. | 143,255 | 19,892 | ||||
Dollar General Corp. | 80,994 | 19,101 | ||||
Tempur Sealy International Inc. | 386,201 | 18,163 | ||||
* | Chipotle Mexican Grill Inc. | 10,357 | 18,107 | |||
* | Capri Holdings Ltd. | 277,612 | 18,020 | |||
* | Dollar Tree Inc. | 122,634 | 17,232 | |||
* | Aptiv plc | 98,483 | 16,245 | |||
Lennar Corp. Class A | 136,724 | 15,882 | ||||
* | Trade Desk Inc. Class A | 172,480 | 15,806 | |||
Electronic Arts Inc. | 113,522 | 14,974 | ||||
* | Lululemon Athletica Inc. | 35,485 | 13,891 | |||
* | Hilton Worldwide Holdings Inc. | 86,190 | 13,445 | |||
* | Live Nation Entertainment Inc. | 110,419 | 13,216 | |||
PulteGroup Inc. | 224,228 | 12,817 |
Shares | Market Value• ($000) | |||||
Advance Auto Parts Inc. | 51,398 | 12,329 | ||||
* | Expedia Group Inc. | 67,567 | 12,211 | |||
* | Southwest Airlines Co. | 282,052 | 12,083 | |||
* | Delta Air Lines Inc. | 307,256 | 12,008 | |||
PVH Corp. | 111,051 | 11,844 | ||||
* | Spotify Technology SA | 47,026 | 11,005 | |||
Yum China Holdings Inc. | 219,948 | 10,962 | ||||
* | United Airlines Holdings Inc. | 244,917 | 10,722 | |||
Darden Restaurants Inc. | 70,136 | 10,565 | ||||
Gentex Corp. | 302,760 | 10,551 | ||||
Interpublic Group of Cos. Inc. | 259,529 | 9,719 | ||||
* | AutoNation Inc. | 77,316 | 9,034 | |||
* | Etsy Inc. | 40,813 | 8,936 | |||
MGM Resorts International | 192,556 | 8,642 | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 154,212 | 7,842 | |||
Hasbro Inc. | 76,898 | 7,827 | ||||
* | Hyatt Hotels Corp. Class A | 77,726 | 7,454 | |||
* | Carnival Corp. | 366,773 | 7,379 | |||
* | Royal Caribbean Cruises Ltd. | 90,926 | 6,992 | |||
* | Burlington Stores Inc. | 23,758 | 6,926 | |||
Toll Brothers Inc. | 95,169 | 6,889 | ||||
* | Under Armour Inc. Class C | 365,732 | 6,598 | |||
* | Discovery Inc. Class C | 277,933 | 6,365 | |||
VF Corp. | 85,904 | 6,290 | ||||
* | Carvana Co. | 26,876 | 6,230 | |||
* | JetBlue Airways Corp. | 435,300 | 6,199 | |||
* | Floor & Decor Holdings Inc. Class A | 47,227 | 6,140 | |||
* | Ulta Beauty Inc. | 14,754 | 6,084 | |||
* | American Airlines Group Inc. | 333,400 | 5,988 | |||
Fox Corp. Class A | 161,400 | 5,956 | ||||
* | Zynga Inc. Class A | 926,065 | 5,927 | |||
* | Caesars Entertainment Inc. | 61,863 | 5,786 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 90,972 | 5,753 | |||
* | Las Vegas Sands Corp. | 152,438 | 5,738 | |||
* | Take-Two Interactive Software Inc. | 30,974 | 5,505 | |||
* | Wayfair Inc. Class A | 28,636 | 5,440 | |||
Tractor Supply Co. | 22,265 | 5,312 | ||||
Vail Resorts Inc. | 15,867 | 5,203 | ||||
BorgWarner Inc. | 112,717 | 5,080 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 234,147 | 4,856 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 93,616 | 4,760 | |||
Lear Corp. | 24,271 | 4,440 | ||||
Best Buy Co. Inc. | 43,631 | 4,433 | ||||
* | IAA Inc. | 87,027 | 4,405 | |||
ViacomCBS Inc. Class B | 142,313 | 4,295 | ||||
* | Ollie's Bargain Outlet Holdings Inc. | 81,300 | 4,162 | |||
* | Peloton Interactive Inc. Class A | 114,254 | 4,086 |
Shares | Market Value• ($000) | |||||
Pool Corp. | 7,112 | 4,025 | ||||
LKQ Corp. | 63,834 | 3,832 | ||||
Omnicom Group Inc. | 50,464 | 3,697 | ||||
* | GameStop Corp. Class A | 24,000 | 3,561 | |||
* | Wynn Resorts Ltd. | 40,587 | 3,451 | |||
* | Five Below Inc. | 16,637 | 3,442 | |||
Hanesbrands Inc. | 201,094 | 3,362 | ||||
News Corp. Class A | 149,164 | 3,328 | ||||
Sirius XM Holdings Inc. | 522,678 | 3,319 | ||||
* | Bright Horizons Family Solutions Inc. | 24,671 | 3,106 | |||
* | DraftKings Inc. Class A | 111,200 | 3,055 | |||
Ralph Lauren Corp. | 25,366 | 3,015 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 48,061 | 2,852 | |||
* | Skechers USA Inc. Class A | 64,966 | 2,819 | |||
* | Planet Fitness Inc. Class A | 30,743 | 2,785 | |||
Carter's Inc. | 27,200 | 2,753 | ||||
Fox Corp. Class B | 80,265 | 2,751 | ||||
Domino's Pizza Inc. | 4,778 | 2,696 | ||||
AMERCO | 3,700 | 2,687 | ||||
Foot Locker Inc. | 59,997 | 2,618 | ||||
* | Madison Square Garden Entertainment Corp. | 36,999 | 2,602 | |||
Polaris Inc. | 22,874 | 2,514 | ||||
* | Terminix Global Holdings Inc. | 54,101 | 2,447 | |||
* | Mattel Inc. | 111,801 | 2,410 | |||
Genuine Parts Co. | 15,808 | 2,216 | ||||
Qurate Retail Inc. Class A | 287,788 | 2,187 | ||||
* | Lyft Inc. Class A | 49,861 | 2,131 | |||
Harley-Davidson Inc. | 53,991 | 2,035 | ||||
New York Times Co. Class A | 42,002 | 2,029 | ||||
* | Madison Square Garden Sports Corp. | 10,563 | 1,835 | |||
Aramark | 45,301 | 1,669 | ||||
* | TripAdvisor Inc. | 59,730 | 1,628 | |||
* | Alaska Air Group Inc. | 30,859 | 1,608 | |||
* | Coty Inc. Class A | 144,200 | 1,514 | |||
* | Chegg Inc. | 48,000 | 1,474 | |||
Thor Industries Inc. | 13,150 | 1,365 | ||||
* | Frontdoor Inc. | 36,832 | 1,350 | |||
Williams-Sonoma Inc. | 7,700 | 1,302 | ||||
* | Discovery Inc. Class A | 48,210 | 1,135 | |||
Lennar Corp. Class B | 10,425 | 997 | ||||
* | Grand Canyon Education Inc. | 11,186 | 959 | |||
Kohl's Corp. | 18,924 | 935 | ||||
* | Penn National Gaming Inc. | 17,800 | 923 | |||
* | Leslie's Inc. | 30,535 | 722 | |||
* | Sabre Corp. | 82,000 | 704 | |||
* | QuantumScape Corp. Class A | 31,200 | 692 | |||
* | Nordstrom Inc. | 26,916 | 609 | |||
ViacomCBS Inc. Class A | 16,261 | 543 | ||||
* | RH | 1,000 | 536 | |||
* | Copa Holdings SA Class A | 5,503 | 455 | |||
* | Under Armour Inc. Class A | 19,750 | 418 |
Shares | Market Value• ($000) | |||||
Garmin Ltd. | 2,897 | 394 | ||||
Nielsen Holdings plc | 18,906 | 388 | ||||
* | Rivian Automotive Inc. Class A | 3,446 | 357 | |||
Service Corp. International | 4,359 | 309 | ||||
Wendy's Co. | 7,938 | 189 | ||||
* | ROBLOX Corp. Class A | 1,578 | 163 | |||
* | Petco Health & Wellness Co. Inc. Class A | 8,200 | 162 | |||
Warner Music Group Corp. Class A | 1,414 | 61 | ||||
Nexstar Media Group Inc. Class A | 357 | 54 | ||||
* | Playtika Holding Corp. | 1,652 | 29 | |||
* | Endeavor Group Holdings Inc. Class A | 509 | 18 | |||
Graham Holdings Co. Class B | 1 | 1 | ||||
2,988,399 | ||||||
Consumer Staples (4.7%) | ||||||
Procter & Gamble Co. | 926,853 | 151,615 | ||||
PepsiCo Inc. | 524,138 | 91,048 | ||||
Coca-Cola Co. | 1,448,114 | 85,743 | ||||
Philip Morris International Inc. | 553,512 | 52,584 | ||||
CVS Health Corp. | 442,343 | 45,632 | ||||
Mondelez International Inc. Class A | 597,386 | 39,613 | ||||
Colgate-Palmolive Co. | 375,615 | 32,055 | ||||
* | Monster Beverage Corp. | 298,547 | 28,672 | |||
Constellation Brands Inc. Class A | 80,947 | 20,315 | ||||
Kroger Co. | 412,017 | 18,648 | ||||
McKesson Corp. | 70,132 | 17,433 | ||||
Church & Dwight Co. Inc. | 169,883 | 17,413 | ||||
Altria Group Inc. | 365,860 | 17,338 | ||||
McCormick & Co. Inc. (Non-Voting) | 172,666 | 16,681 | ||||
Archer-Daniels-Midland Co. | 240,555 | 16,259 | ||||
Hershey Co. | 78,631 | 15,213 | ||||
AmerisourceBergen Corp. | 107,828 | 14,329 | ||||
Tyson Foods Inc. Class A | 163,958 | 14,291 | ||||
Kimberly-Clark Corp. | 97,965 | 14,001 | ||||
Walgreens Boots Alliance Inc. | 267,344 | 13,945 | ||||
Brown-Forman Corp. Class B | 191,278 | 13,936 | ||||
Corteva Inc. | 287,081 | 13,573 | ||||
Clorox Co. | 70,336 | 12,264 | ||||
Hormel Foods Corp. | 224,493 | 10,957 | ||||
General Mills Inc. | 150,379 | 10,132 | ||||
Molson Coors Beverage Co. Class B | 190,545 | 8,832 | ||||
Sysco Corp. | 93,436 | 7,339 | ||||
J M Smucker Co. | 48,525 | 6,591 | ||||
* | Grocery Outlet Holding Corp. | 211,887 | 5,992 | |||
Casey's General Stores Inc. | 27,458 | 5,419 |
Shares | Market Value• ($000) | |||||
Ingredion Inc. | 54,756 | 5,292 | ||||
* | Hain Celestial Group Inc. | 107,989 | 4,601 | |||
Campbell Soup Co. | 103,441 | 4,495 | ||||
Keurig Dr Pepper Inc. | 116,679 | 4,301 | ||||
* | Post Holdings Inc. | 34,703 | 3,912 | |||
Albertsons Cos. Inc. Class A | 124,900 | 3,771 | ||||
Lamb Weston Holdings Inc. | 58,150 | 3,686 | ||||
* | US Foods Holding Corp. | 102,093 | 3,556 | |||
* | TreeHouse Foods Inc. | 74,488 | 3,019 | |||
Kraft Heinz Co. | 83,022 | 2,980 | ||||
* | Beyond Meat Inc. | 42,611 | 2,776 | |||
* | Boston Beer Co. Inc. Class A | 4,305 | 2,174 | |||
* | Darling Ingredients Inc. | 29,800 | 2,065 | |||
* | Pilgrim's Pride Corp. | 72,006 | 2,031 | |||
Bunge Ltd. | 20,905 | 1,952 | ||||
Kellogg Co. | 26,928 | 1,735 | ||||
* | Herbalife Nutrition Ltd. | 27,738 | 1,135 | |||
Flowers Foods Inc. | 8,141 | 224 | ||||
Brown-Forman Corp. Class A | 2,600 | 176 | ||||
Conagra Brands Inc. | 3,482 | 119 | ||||
* | Olaplex Holdings Inc. | 3,776 | 110 | |||
Seaboard Corp. | 22 | 87 | ||||
Spectrum Brands Holdings Inc. | 10 | 1 | ||||
872,061 | ||||||
Energy (2.7%) | ||||||
Exxon Mobil Corp. | 1,609,154 | 98,464 | ||||
Chevron Corp. | 665,782 | 78,129 | ||||
ConocoPhillips | 532,228 | 38,416 | ||||
Devon Energy Corp. | 510,623 | 22,493 | ||||
EOG Resources Inc. | 235,362 | 20,907 | ||||
Cheniere Energy Inc. | 179,725 | 18,228 | ||||
Occidental Petroleum Corp. | 615,664 | 17,848 | ||||
Schlumberger NV | 582,126 | 17,435 | ||||
Pioneer Natural Resources Co. | 92,999 | 16,915 | ||||
Marathon Petroleum Corp. | 254,300 | 16,273 | ||||
Valero Energy Corp. | 173,093 | 13,001 | ||||
Phillips 66 | 163,306 | 11,833 | ||||
* | EQT Corp. | 496,689 | 10,833 | |||
Diamondback Energy Inc. | 92,292 | 9,954 | ||||
* | Enphase Energy Inc. | 52,995 | 9,695 | |||
* | NOV Inc. | 690,587 | 9,357 | |||
Halliburton Co. | 395,337 | 9,041 | ||||
Hess Corp. | 111,858 | 8,281 | ||||
Williams Cos. Inc. | 279,381 | 7,275 | ||||
Baker Hughes Co. | 297,226 | 7,151 | ||||
Coterra Energy Inc. | 372,021 | 7,068 | ||||
Marathon Oil Corp. | 423,676 | 6,957 | ||||
APA Corp. | 210,049 | 5,648 | ||||
Continental Resources Inc. | 112,740 | 5,046 | ||||
* | Plug Power Inc. | 174,200 | 4,918 | |||
Targa Resources Corp. | 90,860 | 4,747 | ||||
* | First Solar Inc. | 45,956 | 4,005 | |||
Texas Pacific Land Corp. | 2,372 | 2,962 |
Shares | Market Value• ($000) | |||||
HollyFrontier Corp. | 59,819 | 1,961 | ||||
DT Midstream Inc. | 40,285 | 1,933 | ||||
* | SolarEdge Technologies Inc. | 6,500 | 1,824 | |||
* | ChargePoint Holdings Inc. | 91,900 | 1,751 | |||
ONEOK Inc. | 18,192 | 1,069 | ||||
Antero Midstream Corp. | 96,216 | 931 | ||||
* | Shoals Technologies Group Inc. Class A | 37,500 | 911 | |||
Equitrans Midstream Corp. | 61,755 | 639 | ||||
New Fortress Energy Inc. Class A | 10,679 | 258 | ||||
494,157 | ||||||
Financials (10.6%) | ||||||
* | Berkshire Hathaway Inc. Class B | 755,175 | 225,797 | |||
JPMorgan Chase & Co. | 1,164,321 | 184,370 | ||||
Bank of America Corp. | 3,106,341 | 138,201 | ||||
Wells Fargo & Co. | 1,791,546 | 85,958 | ||||
Morgan Stanley | 874,564 | 85,847 | ||||
S&P Global Inc. | 124,054 | 58,545 | ||||
MSCI Inc. | 88,246 | 54,067 | ||||
Charles Schwab Corp. | 633,197 | 53,252 | ||||
Goldman Sachs Group Inc. | 132,667 | 50,752 | ||||
Citigroup Inc. | 791,942 | 47,825 | ||||
BlackRock Inc. | 48,950 | 44,817 | ||||
Aon plc Class A | 124,391 | 37,387 | ||||
Intercontinental Exchange Inc. | 254,800 | 34,849 | ||||
Moody's Corp. | 77,427 | 30,241 | ||||
Progressive Corp. | 273,036 | 28,027 | ||||
Marsh & McLennan Cos. Inc. | 148,885 | 25,879 | ||||
CME Group Inc. | 109,179 | 24,943 | ||||
Ameriprise Financial Inc. | 81,744 | 24,659 | ||||
PNC Financial Services Group Inc. | 120,031 | 24,069 | ||||
Brown & Brown Inc. | 339,907 | 23,889 | ||||
Nasdaq Inc. | 106,332 | 22,331 | ||||
US Bancorp | 389,596 | 21,884 | ||||
Discover Financial Services | 187,970 | 21,722 | ||||
First Republic Bank | 103,915 | 21,459 | ||||
Truist Financial Corp. | 340,426 | 19,932 | ||||
Chubb Ltd. | 96,878 | 18,727 | ||||
Aflac Inc. | 318,577 | 18,602 | ||||
T. Rowe Price Group Inc. | 91,575 | 18,007 | ||||
KKR & Co. Inc. | 221,320 | 16,488 | ||||
Prudential Financial Inc. | 142,942 | 15,472 | ||||
Travelers Cos. Inc. | 96,384 | 15,077 | ||||
State Street Corp. | 157,178 | 14,618 | ||||
* | SVB Financial Group | 21,411 | 14,522 | |||
Fifth Third Bancorp | 313,995 | 13,674 | ||||
W R Berkley Corp. | 163,287 | 13,453 | ||||
Raymond James Financial Inc. | 132,270 | 13,280 | ||||
Allstate Corp. | 111,950 | 13,171 | ||||
* | Arch Capital Group Ltd. | 295,942 | 13,155 |
Shares | Market Value• ($000) | |||||
SLM Corp. | 653,142 | 12,847 | ||||
Popular Inc. | 153,360 | 12,582 | ||||
Signature Bank | 38,333 | 12,400 | ||||
Assurant Inc. | 76,302 | 11,892 | ||||
Blackstone Inc. | 84,617 | 10,949 | ||||
Zions Bancorp NA | 170,974 | 10,799 | ||||
MetLife Inc. | 168,964 | 10,559 | ||||
East West Bancorp Inc. | 133,603 | 10,512 | ||||
Broadridge Financial Solutions Inc. | 56,899 | 10,402 | ||||
Commerce Bancshares Inc. | 150,432 | 10,341 | ||||
* | Markel Corp. | 8,076 | 9,966 | |||
Globe Life Inc. | 101,484 | 9,511 | ||||
KeyCorp | 410,238 | 9,489 | ||||
Lincoln National Corp. | 137,252 | 9,369 | ||||
* | Athene Holding Ltd. Class A | 109,004 | 9,083 | |||
Bank of New York Mellon Corp. | 153,934 | 8,940 | ||||
American International Group Inc. | 153,878 | 8,749 | ||||
Principal Financial Group Inc. | 110,482 | 7,991 | ||||
Willis Towers Watson plc | 31,393 | 7,455 | ||||
SEI Investments Co. | 121,525 | 7,406 | ||||
* | Alleghany Corp. | 11,001 | 7,344 | |||
M&T Bank Corp. | 46,002 | 7,065 | ||||
Voya Financial Inc. | 98,879 | 6,557 | ||||
Reinsurance Group of America Inc. | 58,891 | 6,448 | ||||
OneMain Holdings Inc. | 127,257 | 6,368 | ||||
Hanover Insurance Group Inc. | 48,487 | 6,355 | ||||
White Mountains Insurance Group Ltd. | 6,215 | 6,301 | ||||
Cullen/Frost Bankers Inc. | 46,275 | 5,834 | ||||
Loews Corp. | 99,510 | 5,748 | ||||
Wintrust Financial Corp. | 61,293 | 5,567 | ||||
* | Brighthouse Financial Inc. | 104,906 | 5,434 | |||
RenaissanceRe Holdings Ltd. | 31,800 | 5,385 | ||||
Hartford Financial Services Group Inc. | 74,781 | 5,163 | ||||
* | Credit Acceptance Corp. | 6,696 | 4,605 | |||
New Residential Investment Corp. | 425,479 | 4,557 | ||||
Huntington Bancshares Inc. | 294,306 | 4,538 | ||||
LPL Financial Holdings Inc. | 27,000 | 4,322 | ||||
Interactive Brokers Group Inc. Class A | 54,320 | 4,314 | ||||
BOK Financial Corp. | 38,470 | 4,058 | ||||
American Financial Group Inc. | 29,323 | 4,027 | ||||
Jefferies Financial Group Inc. | 94,994 | 3,686 | ||||
MarketAxess Holdings Inc. | 8,909 | 3,664 | ||||
Northern Trust Corp. | 28,975 | 3,466 | ||||
MGIC Investment Corp. | 200,841 | 2,896 | ||||
Pinnacle Financial Partners Inc. | 29,247 | 2,793 |
Shares | Market Value• ($000) | |||||
CNA Financial Corp. | 61,718 | 2,721 | ||||
Starwood Property Trust Inc. | 110,744 | 2,691 | ||||
Western Alliance Bancorp | 22,046 | 2,373 | ||||
First Horizon Corp. | 138,758 | 2,266 | ||||
Ally Financial Inc. | 43,643 | 2,078 | ||||
Sterling Bancorp | 76,528 | 1,974 | ||||
Arthur J Gallagher & Co. | 11,573 | 1,964 | ||||
Fidelity National Financial Inc. | 29,371 | 1,533 | ||||
Rocket Cos. Inc. Class A | 99,800 | 1,397 | ||||
Bank of Hawaii Corp. | 15,647 | 1,311 | ||||
TFS Financial Corp. | 59,947 | 1,071 | ||||
Santander Consumer USA Holdings Inc. | 25,379 | 1,066 | ||||
* | Upstart Holdings Inc. | 5,621 | 850 | |||
Lazard Ltd. Class A | 18,454 | 805 | ||||
* | Lemonade Inc. | 17,600 | 741 | |||
Morningstar Inc. | 1,993 | 682 | ||||
Assured Guaranty Ltd. | 12,876 | 646 | ||||
New York Community Bancorp Inc. | 49,670 | 606 | ||||
FactSet Research Systems Inc. | 1,172 | 570 | ||||
* | LendingTree Inc. | 4,403 | 540 | |||
* | GoHealth Inc. Class A | 140,100 | 531 | |||
Cboe Global Markets Inc. | 3,900 | 509 | ||||
* | Coinbase Global Inc. Class A | 1,663 | 420 | |||
Kemper Corp. | 3,979 | 234 | ||||
UWM Holdings Corp. Class A | 31,000 | 183 | ||||
Affiliated Managers Group Inc. | 1,072 | 176 | ||||
Primerica Inc. | 877 | 134 | ||||
First Citizens BancShares Inc. Class A | 100 | 83 | ||||
Erie Indemnity Co. Class A | 166 | 32 | ||||
1,946,872 | ||||||
Health Care (12.2%) | ||||||
UnitedHealth Group Inc. | 357,345 | 179,437 | ||||
Johnson & Johnson | 1,037,448 | 177,476 | ||||
Pfizer Inc. | 2,097,338 | 123,848 | ||||
Thermo Fisher Scientific Inc. | 151,842 | 101,315 | ||||
Abbott Laboratories | 636,600 | 89,595 | ||||
AbbVie Inc. | 626,570 | 84,838 | ||||
Eli Lilly & Co. | 301,811 | 83,366 | ||||
Danaher Corp. | 233,975 | 76,980 | ||||
Merck & Co. Inc. | 982,523 | 75,301 | ||||
Zoetis Inc. | 250,316 | 61,085 | ||||
Bristol-Myers Squibb Co. | 892,613 | 55,654 | ||||
Amgen Inc. | 237,221 | 53,368 | ||||
Medtronic plc | 472,235 | 48,853 | ||||
Anthem Inc. | 101,321 | 46,966 | ||||
* | Intuitive Surgical Inc. | 129,831 | 46,648 | |||
Cigna Corp. | 162,988 | 37,427 | ||||
Gilead Sciences Inc. | 454,242 | 32,982 | ||||
* | Moderna Inc. | 128,726 | 32,694 |
Shares | Market Value• ($000) | |||||
Agilent Technologies Inc. | 203,712 | 32,523 | ||||
Becton Dickinson & Co. | 127,458 | 32,053 | ||||
* | Boston Scientific Corp. | 739,821 | 31,428 | |||
Stryker Corp. | 114,580 | 30,641 | ||||
Humana Inc. | 63,904 | 29,642 | ||||
* | Charles River Laboratories International Inc. | 74,470 | 28,059 | |||
* | Edwards Lifesciences Corp. | 209,329 | 27,119 | |||
* | Regeneron Pharmaceuticals Inc. | 40,120 | 25,337 | |||
* | Vertex Pharmaceuticals Inc. | 114,915 | 25,235 | |||
HCA Healthcare Inc. | 90,586 | 23,273 | ||||
Bio-Techne Corp. | 44,945 | 23,252 | ||||
* | Laboratory Corp. of America Holdings | 70,685 | 22,210 | |||
PerkinElmer Inc. | 106,266 | 21,366 | ||||
* | Centene Corp. | 242,959 | 20,020 | |||
* | Dexcom Inc. | 35,827 | 19,237 | |||
* | Illumina Inc. | 49,992 | 19,019 | |||
Cooper Cos. Inc. | 44,386 | 18,595 | ||||
* | IQVIA Holdings Inc. | 65,444 | 18,464 | |||
* | IDEXX Laboratories Inc. | 26,757 | 17,618 | |||
* | Align Technology Inc. | 25,036 | 16,453 | |||
* | Biogen Inc. | 66,888 | 16,048 | |||
Baxter International Inc. | 179,475 | 15,406 | ||||
Bruker Corp. | 162,910 | 13,670 | ||||
Teleflex Inc. | 41,189 | 13,530 | ||||
* | QIAGEN NV | 227,726 | 12,657 | |||
Zimmer Biomet Holdings Inc. | 98,842 | 12,557 | ||||
Quest Diagnostics Inc. | 70,369 | 12,175 | ||||
* | Veeva Systems Inc. Class A | 41,266 | 10,543 | |||
* | Seagen Inc. | 66,982 | 10,355 | |||
ResMed Inc. | 38,871 | 10,125 | ||||
* | Hologic Inc. | 129,253 | 9,896 | |||
* | Bio-Rad Laboratories Inc. Class A | 12,813 | 9,681 | |||
* | Henry Schein Inc. | 123,189 | 9,551 | |||
* | Alnylam Pharmaceuticals Inc. | 53,959 | 9,150 | |||
Universal Health Services Inc. Class B | 69,799 | 9,050 | ||||
Cerner Corp. | 86,490 | 8,032 | ||||
* | Teladoc Health Inc. | 83,326 | 7,651 | |||
Cardinal Health Inc. | 146,440 | 7,540 | ||||
STERIS plc | 30,730 | 7,480 | ||||
Viatris Inc. | 549,512 | 7,435 | ||||
* | Catalent Inc. | 55,426 | 7,096 | |||
* | Incyte Corp. | 94,863 | 6,963 | |||
* | Exelixis Inc. | 353,309 | 6,458 | |||
DENTSPLY SIRONA Inc. | 110,655 | 6,173 | ||||
West Pharmaceutical Services Inc. | 12,061 | 5,657 | ||||
* | Exact Sciences Corp. | 71,481 | 5,563 | |||
* | Horizon Therapeutics plc | 49,913 | 5,379 | |||
* | United Therapeutics Corp. | 22,086 | 4,772 |
Shares | Market Value• ($000) | |||||
* | Quidel Corp. | 34,800 | 4,698 | |||
* | Penumbra Inc. | 16,007 | 4,599 | |||
* | Molina Healthcare Inc. | 13,428 | 4,271 | |||
* | Masimo Corp. | 14,482 | 4,240 | |||
* | Sarepta Therapeutics Inc. | 46,740 | 4,209 | |||
* | DaVita Inc. | 36,846 | 4,192 | |||
* | Insulet Corp. | 15,168 | 4,036 | |||
* | BioMarin Pharmaceutical Inc. | 43,646 | 3,856 | |||
* | Novavax Inc. | 26,400 | 3,777 | |||
* | Avantor Inc. | 79,947 | 3,369 | |||
* | Elanco Animal Health Inc. | 117,047 | 3,322 | |||
* | Guardant Health Inc. | 32,268 | 3,227 | |||
Organon & Co. | 98,252 | 2,992 | ||||
* | Ionis Pharmaceuticals Inc. | 93,209 | 2,836 | |||
* | Nektar Therapeutics | 202,500 | 2,736 | |||
* | ABIOMED Inc. | 7,564 | 2,717 | |||
* | Repligen Corp. | 10,100 | 2,675 | |||
* | Acadia Healthcare Co. Inc. | 43,965 | 2,669 | |||
* | Envista Holdings Corp. | 57,545 | 2,593 | |||
* | Novocure Ltd. | 31,069 | 2,333 | |||
* | Neurocrine Biosciences Inc. | 26,196 | 2,231 | |||
Royalty Pharma plc Class A | 48,300 | 1,925 | ||||
* | Mirati Therapeutics Inc. | 13,100 | 1,922 | |||
* | Sage Therapeutics Inc. | 44,900 | 1,910 | |||
* | Integra LifeSciences Holdings Corp. | 28,188 | 1,888 | |||
* | Tandem Diabetes Care Inc. | 12,000 | 1,806 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 40,990 | 1,717 | |||
* | Iovance Biotherapeutics Inc. | 85,300 | 1,628 | |||
* | Jazz Pharmaceuticals plc | 12,304 | 1,568 | |||
* | Global Blood Therapeutics Inc. | 42,600 | 1,247 | |||
* | 10X Genomics Inc. Class A | 6,700 | 998 | |||
* | Oak Street Health Inc. | 29,198 | 968 | |||
Premier Inc. Class A | 23,021 | 948 | ||||
Chemed Corp. | 1,705 | 902 | ||||
* | ICU Medical Inc. | 3,463 | 822 | |||
* | American Well Corp. Class A | 120,200 | 726 | |||
* | Natera Inc. | 5,100 | 476 | |||
Encompass Health Corp. | 4,425 | 289 | ||||
* | Adaptive Biotechnologies Corp. | 7,594 | 213 | |||
Perrigo Co. plc | 3,816 | 148 | ||||
* | CureVac NV | 1,700 | 58 | |||
* | GoodRx Holdings Inc. Class A | 303 | 10 | |||
2,243,717 | ||||||
Industrials (12.9%) | ||||||
Visa Inc. Class A | 684,973 | 148,440 | ||||
Mastercard Inc. Class A | 354,079 | 127,228 | ||||
Accenture plc Class A | 258,764 | 107,271 | ||||
* | PayPal Holdings Inc. | 514,789 | 97,079 | |||
Union Pacific Corp. | 259,071 | 65,268 |
Shares | Market Value• ($000) | |||||
United Parcel Service Inc. Class B | 230,102 | 49,320 | ||||
Honeywell International Inc. | 232,161 | 48,408 | ||||
Old Dominion Freight Line Inc. | 123,615 | 44,301 | ||||
General Electric Co. | 467,685 | 44,182 | ||||
Sherwin-Williams Co. | 124,560 | 43,865 | ||||
* | Boeing Co. | 217,073 | 43,701 | |||
American Express Co. | 266,962 | 43,675 | ||||
* | Mettler-Toledo International Inc. | 25,027 | 42,476 | |||
Raytheon Technologies Corp. | 461,197 | 39,691 | ||||
CSX Corp. | 1,021,206 | 38,397 | ||||
Caterpillar Inc. | 173,096 | 35,786 | ||||
Norfolk Southern Corp. | 119,085 | 35,453 | ||||
3M Co. | 192,197 | 34,140 | ||||
Illinois Tool Works Inc. | 137,731 | 33,992 | ||||
* | Fiserv Inc. | 321,884 | 33,408 | |||
Cintas Corp. | 74,609 | 33,064 | ||||
Global Payments Inc. | 235,676 | 31,859 | ||||
Verisk Analytics Inc. | 137,812 | 31,522 | ||||
Automatic Data Processing Inc. | 115,011 | 28,359 | ||||
FedEx Corp. | 109,365 | 28,286 | ||||
Deere & Co. | 80,657 | 27,656 | ||||
Fidelity National Information Services Inc. | 244,418 | 26,678 | ||||
Northrop Grumman Corp. | 68,597 | 26,552 | ||||
* | TransDigm Group Inc. | 41,274 | 26,262 | |||
* | Keysight Technologies Inc. | 124,946 | 25,803 | |||
* | Block Inc. Class A | 157,086 | 25,371 | |||
* | Zebra Technologies Corp. Class A | 39,590 | 23,564 | |||
* | Waters Corp. | 62,836 | 23,413 | |||
General Dynamics Corp. | 111,185 | 23,179 | ||||
Eaton Corp. plc | 129,172 | 22,324 | ||||
AMETEK Inc. | 151,305 | 22,248 | ||||
Equifax Inc. | 72,586 | 21,252 | ||||
Ball Corp. | 220,478 | 21,225 | ||||
Parker-Hannifin Corp. | 65,681 | 20,894 | ||||
Martin Marietta Materials Inc. | 47,052 | 20,727 | ||||
Lockheed Martin Corp. | 57,607 | 20,474 | ||||
Jacobs Engineering Group Inc. | 140,325 | 19,537 | ||||
Fortive Corp. | 244,245 | 18,633 | ||||
Expeditors International of Washington Inc. | 138,416 | 18,588 | ||||
IDEX Corp. | 77,733 | 18,370 | ||||
Vulcan Materials Co. | 88,366 | 18,343 | ||||
Carrier Global Corp. | 309,834 | 16,805 | ||||
L3Harris Technologies Inc. | 78,801 | 16,804 | ||||
JB Hunt Transport Services Inc. | 77,704 | 15,883 | ||||
Crown Holdings Inc. | 141,555 | 15,659 | ||||
Capital One Financial Corp. | 107,609 | 15,613 |
Shares | Market Value• ($000) | |||||
Emerson Electric Co. | 160,755 | 14,945 | ||||
Eagle Materials Inc. | 87,370 | 14,544 | ||||
Carlisle Cos. Inc. | 58,515 | 14,519 | ||||
Toro Co. | 139,713 | 13,959 | ||||
Landstar System Inc. | 77,365 | 13,850 | ||||
Otis Worldwide Corp. | 155,691 | 13,556 | ||||
PACCAR Inc. | 144,705 | 12,772 | ||||
Lennox International Inc. | 39,309 | 12,750 | ||||
DuPont de Nemours Inc. | 155,897 | 12,593 | ||||
WW Grainger Inc. | 23,754 | 12,310 | ||||
AGCO Corp. | 104,204 | 12,090 | ||||
* | Teledyne Technologies Inc. | 26,185 | 11,440 | |||
Textron Inc. | 144,654 | 11,167 | ||||
Cummins Inc. | 51,145 | 11,157 | ||||
Xylem Inc. | 89,079 | 10,682 | ||||
Synchrony Financial | 228,156 | 10,584 | ||||
Armstrong World Industries Inc. | 90,528 | 10,512 | ||||
Genpact Ltd. | 193,618 | 10,277 | ||||
Robert Half International Inc. | 91,054 | 10,154 | ||||
Owens Corning | 103,018 | 9,323 | ||||
Johnson Controls International plc | 111,029 | 9,028 | ||||
Oshkosh Corp. | 79,575 | 8,969 | ||||
Jack Henry & Associates Inc. | 51,040 | 8,523 | ||||
Huntington Ingalls Industries Inc. | 43,600 | 8,142 | ||||
IHS Markit Ltd. | 60,260 | 8,010 | ||||
Graco Inc. | 98,621 | 7,951 | ||||
Ingersoll Rand Inc. | 124,585 | 7,708 | ||||
* | Bill.com Holdings Inc. | 29,000 | 7,225 | |||
Quanta Services Inc. | 62,470 | 7,163 | ||||
ITT Inc. | 68,646 | 7,015 | ||||
BWX Technologies Inc. | 143,634 | 6,877 | ||||
* | United Rentals Inc. | 20,502 | 6,813 | |||
Valmont Industries Inc. | 26,975 | 6,757 | ||||
Westinghouse Air Brake Technologies Corp. | 71,671 | 6,602 | ||||
* | FleetCor Technologies Inc. | 28,478 | 6,375 | |||
* | Generac Holdings Inc. | 17,713 | 6,234 | |||
Sealed Air Corp. | 91,392 | 6,166 | ||||
Donaldson Co. Inc. | 101,191 | 5,997 | ||||
Trane Technologies plc | 29,014 | 5,862 | ||||
PPG Industries Inc. | 33,704 | 5,812 | ||||
Rockwell Automation Inc. | 16,494 | 5,754 | ||||
Stanley Black & Decker Inc. | 29,193 | 5,506 | ||||
Paychex Inc. | 40,000 | 5,460 | ||||
* | Trimble Inc. | 61,981 | 5,404 | |||
* | Mohawk Industries Inc. | 29,588 | 5,390 | |||
ManpowerGroup Inc. | 52,389 | 5,099 | ||||
* | Colfax Corp. | 110,500 | 5,080 | |||
* | Axon Enterprise Inc. | 30,579 | 4,801 | |||
* | Berry Global Group Inc. | 64,335 | 4,747 | |||
CH Robinson Worldwide Inc. | 38,217 | 4,113 | ||||
HEICO Corp. | 27,866 | 4,019 | ||||
* | Mercury Systems Inc. | 70,400 | 3,876 |
Shares | Market Value• ($000) | |||||
* | Euronet Worldwide Inc. | 32,136 | 3,830 | |||
Packaging Corp. of America | 27,444 | 3,736 | ||||
MSC Industrial Direct Co. Inc. Class A | 41,610 | 3,498 | ||||
Howmet Aerospace Inc. | 105,270 | 3,351 | ||||
* | AECOM | 40,880 | 3,162 | |||
Flowserve Corp. | 87,321 | 2,672 | ||||
* | Sensata Technologies Holding plc | 42,612 | 2,629 | |||
* | Fair Isaac Corp. | 5,973 | 2,590 | |||
MDU Resources Group Inc. | 80,095 | 2,470 | ||||
* | Coherent Inc. | 9,143 | 2,437 | |||
Nordson Corp. | 9,300 | 2,374 | ||||
Allison Transmission Holdings Inc. | 62,972 | 2,289 | ||||
* | Middleby Corp. | 10,998 | 2,164 | |||
Cognex Corp. | 27,531 | 2,141 | ||||
* | Trex Co. Inc. | 15,441 | 2,085 | |||
TransUnion | 17,546 | 2,081 | ||||
* | Virgin Galactic Holdings Inc. | 146,500 | 1,960 | |||
* | Axalta Coating Systems Ltd. | 58,104 | 1,924 | |||
Spirit AeroSystems Holdings Inc. Class A | 41,506 | 1,788 | ||||
* | FTI Consulting Inc. | 11,197 | 1,718 | |||
Vontier Corp. | 55,048 | 1,692 | ||||
Acuity Brands Inc. | 7,955 | 1,684 | ||||
* | AZEK Co. Inc. Class A | 35,971 | 1,663 | |||
Allegion plc | 12,165 | 1,611 | ||||
* | GXO Logistics Inc. | 15,647 | 1,421 | |||
* | WEX Inc. | 8,803 | 1,236 | |||
* | XPO Logistics Inc. | 15,647 | 1,212 | |||
* | Kirby Corp. | 18,615 | 1,106 | |||
MKS Instruments Inc. | 5,395 | 940 | ||||
Booz Allen Hamilton Holding Corp. | 8,520 | 722 | ||||
* | StoneCo Ltd. Class A | 39,800 | 671 | |||
RPM International Inc. | 5,251 | 530 | ||||
Littelfuse Inc. | 1,596 | 502 | ||||
* | Paysafe Ltd. | 116,100 | 454 | |||
Silgan Holdings Inc. | 10,388 | 445 | ||||
* | Paylocity Holding Corp. | 1,635 | 386 | |||
Brunswick Corp. | 3,484 | 351 | ||||
AptarGroup Inc. | 2,836 | 347 | ||||
Sonoco Products Co. | 2,414 | 140 | ||||
* | Affirm Holdings Inc. Class A | 475 | 48 | |||
* | Marqeta Inc. Class A | 969 | 17 | |||
* | Gates Industrial Corp. plc | 447 | 7 | |||
2,374,774 | ||||||
Real Estate (3.4%) | ||||||
American Tower Corp. | 188,791 | 55,221 | ||||
Prologis Inc. | 291,923 | 49,148 | ||||
SBA Communications Corp. | 105,484 | 41,035 | ||||
Crown Castle International Corp. | 164,871 | 34,415 | ||||
Equinix Inc. | 35,391 | 29,935 |
Shares | Market Value• ($000) | |||||
* | CBRE Group Inc. Class A | 271,349 | 29,444 | |||
Public Storage | 58,881 | 22,054 | ||||
Digital Realty Trust Inc. | 110,688 | 19,577 | ||||
Extra Space Storage Inc. | 80,139 | 18,170 | ||||
Equity LifeStyle Properties Inc. | 191,794 | 16,813 | ||||
American Homes 4 Rent Class A | 341,378 | 14,888 | ||||
Mid-America Apartment Communities Inc. | 62,424 | 14,323 | ||||
AvalonBay Communities Inc. | 54,421 | 13,746 | ||||
* | CoStar Group Inc. | 170,700 | 13,490 | |||
Equity Residential | 145,906 | 13,204 | ||||
Simon Property Group Inc. | 82,253 | 13,142 | ||||
* | Jones Lang LaSalle Inc. | 48,345 | 13,021 | |||
Realty Income Corp. | 177,057 | 12,676 | ||||
Weyerhaeuser Co. | 298,883 | 12,308 | ||||
Alexandria Real Estate Equities Inc. | 54,452 | 12,141 | ||||
Essex Property Trust Inc. | 32,988 | 11,619 | ||||
Invitation Homes Inc. | 224,454 | 10,177 | ||||
Duke Realty Corp. | 147,368 | 9,673 | ||||
Sun Communities Inc. | 42,319 | 8,886 | ||||
* | Host Hotels & Resorts Inc. | 500,678 | 8,707 | |||
Ventas Inc. | 149,332 | 7,634 | ||||
Camden Property Trust | 40,323 | 7,205 | ||||
* | Howard Hughes Corp. | 69,984 | 7,123 | |||
UDR Inc. | 116,035 | 6,961 | ||||
Lamar Advertising Co. Class A | 49,553 | 6,011 | ||||
Apartment Income REIT Corp. | 104,262 | 5,700 | ||||
Medical Properties Trust Inc. | 227,141 | 5,367 | ||||
Douglas Emmett Inc. | 159,344 | 5,338 | ||||
Kimco Realty Corp. | 182,776 | 4,505 | ||||
Life Storage Inc. | 28,641 | 4,387 | ||||
CubeSmart | 76,313 | 4,343 | ||||
CyrusOne Inc. | 48,090 | 4,315 | ||||
Rexford Industrial Realty Inc. | 52,615 | 4,268 | ||||
* | Zillow Group Inc. Class C | 64,681 | 4,130 | |||
Welltower Inc. | 43,247 | 3,709 | ||||
* | Park Hotels & Resorts Inc. | 189,400 | 3,576 | |||
* | Opendoor Technologies Inc. | 237,500 | 3,470 | |||
First Industrial Realty Trust Inc. | 51,231 | 3,391 | ||||
EPR Properties | 65,946 | 3,132 | ||||
Americold Realty Trust | 95,299 | 3,125 | ||||
* | Equity Commonwealth | 120,065 | 3,110 | |||
Kilroy Realty Corp. | 46,621 | 3,098 | ||||
STORE Capital Corp. | 74,155 | 2,551 | ||||
* | Zillow Group Inc. Class A | 39,603 | 2,464 | |||
Cousins Properties Inc. | 58,449 | 2,354 | ||||
American Campus Communities Inc. | 37,690 | 2,159 | ||||
Rayonier Inc. | 52,081 | 2,102 |
Shares | Market Value• ($000) | |||||
Hudson Pacific Properties Inc. | 62,320 | 1,540 | ||||
JBG SMITH Properties | 48,572 | 1,395 | ||||
Iron Mountain Inc. | 23,460 | 1,228 | ||||
Federal Realty Investment Trust | 8,082 | 1,102 | ||||
VICI Properties Inc. | 32,219 | 970 | ||||
SL Green Realty Corp. | 7,629 | 547 | ||||
* | Orion Office REIT Inc. | 17,705 | 331 | |||
620,454 | ||||||
Technology (29.9%) | ||||||
Apple Inc. | 6,281,075 | 1,115,330 | ||||
Microsoft Corp. | 3,066,686 | 1,031,388 | ||||
* | Alphabet Inc. Class A | 122,487 | 354,850 | |||
* | Alphabet Inc. Class C | 114,271 | 330,653 | |||
* | Meta Platforms Inc. Class A | 953,323 | 320,650 | |||
NVIDIA Corp. | 973,484 | 286,311 | ||||
* | Adobe Inc. | 200,533 | 113,714 | |||
* | salesforce.com Inc. | 380,526 | 96,703 | |||
Broadcom Inc. | 135,198 | 89,962 | ||||
QUALCOMM Inc. | 456,471 | 83,475 | ||||
Applied Materials Inc. | 521,740 | 82,101 | ||||
Intuit Inc. | 125,214 | 80,540 | ||||
Intel Corp. | 1,551,079 | 79,881 | ||||
* | Advanced Micro Devices Inc. | 492,447 | 70,863 | |||
Texas Instruments Inc. | 361,142 | 68,064 | ||||
Lam Research Corp. | 94,192 | 67,738 | ||||
* | Cadence Design Systems Inc. | 316,071 | 58,900 | |||
Oracle Corp. | 664,347 | 57,938 | ||||
* | Synopsys Inc. | 150,750 | 55,551 | |||
* | ServiceNow Inc. | 80,185 | 52,049 | |||
Teradyne Inc. | 260,082 | 42,531 | ||||
KLA Corp. | 94,020 | 40,439 | ||||
Micron Technology Inc. | 422,580 | 39,363 | ||||
* | Autodesk Inc. | 135,680 | 38,152 | |||
International Business Machines Corp. | 263,012 | 35,154 | ||||
* | Fortinet Inc. | 88,817 | 31,921 | |||
Analog Devices Inc. | 181,482 | 31,899 | ||||
Amphenol Corp. Class A | 348,261 | 30,459 | ||||
Roper Technologies Inc. | 53,563 | 26,346 | ||||
Cognizant Technology Solutions Corp. Class A | 240,533 | 21,340 | ||||
* | Atlassian Corp. plc Class A | 54,002 | 20,590 | |||
* | Match Group Inc. | 154,145 | 20,386 | |||
Xilinx Inc. | 89,071 | 18,886 | ||||
* | Palo Alto Networks Inc. | 32,834 | 18,281 | |||
* | Snowflake Inc. Class A | 52,444 | 17,765 | |||
* | Twilio Inc. Class A | 65,479 | 17,243 | |||
Corning Inc. | 448,584 | 16,701 | ||||
* | Workday Inc. Class A | 58,663 | 16,026 | |||
* | Gartner Inc. | 45,956 | 15,364 | |||
Marvell Technology Inc. | 174,494 | 15,266 |
Shares | Market Value• ($000) | |||||
* | Zoom Video Communications Inc. Class A | 77,959 | 14,337 | |||
* | Arrow Electronics Inc. | 104,474 | 14,028 | |||
* | Cloudflare Inc. Class A | 100,999 | 13,281 | |||
* | Crowdstrike Holdings Inc. Class A | 64,611 | 13,229 | |||
NetApp Inc. | 136,795 | 12,584 | ||||
HP Inc. | 331,111 | 12,473 | ||||
* | Twitter Inc. | 287,635 | 12,432 | |||
* | ANSYS Inc. | 30,794 | 12,352 | |||
* | EPAM Systems Inc. | 18,104 | 12,102 | |||
* | Datadog Inc. Class A | 67,399 | 12,004 | |||
* | HubSpot Inc. | 17,944 | 11,828 | |||
* | Okta Inc. | 51,969 | 11,650 | |||
* | Palantir Technologies Inc. Class A | 621,498 | 11,317 | |||
* | VeriSign Inc. | 44,478 | 11,289 | |||
Hewlett Packard Enterprise Co. | 711,355 | 11,218 | ||||
Microchip Technology Inc. | 127,768 | 11,124 | ||||
Dolby Laboratories Inc. Class A | 115,638 | 11,011 | ||||
* | DocuSign Inc. | 66,146 | 10,075 | |||
* | Zscaler Inc. | 31,105 | 9,995 | |||
* | MongoDB Inc. | 17,869 | 9,459 | |||
* | ON Semiconductor Corp. | 132,764 | 9,017 | |||
* | Black Knight Inc. | 108,710 | 9,011 | |||
* | DoorDash Inc. Class A | 58,310 | 8,682 | |||
* | Paycom Software Inc. | 20,362 | 8,454 | |||
SS&C Technologies Holdings Inc. | 101,768 | 8,343 | ||||
* | Western Digital Corp. | 127,552 | 8,318 | |||
Citrix Systems Inc. | 81,541 | 7,713 | ||||
* | Nuance Communications Inc. | 137,917 | 7,630 | |||
VMware Inc. Class A | 61,709 | 7,151 | ||||
NortonLifeLock Inc. | 266,482 | 6,923 | ||||
* | Akamai Technologies Inc. | 58,214 | 6,813 | |||
* | Splunk Inc. | 57,314 | 6,632 | |||
* | F5 Inc. | 25,788 | 6,311 | |||
* | Unity Software Inc. | 43,833 | 6,268 | |||
* | GoDaddy Inc. Class A | 73,840 | 6,266 | |||
* | IAC/InterActiveCorp | 44,781 | 5,853 | |||
* | Qorvo Inc. | 36,388 | 5,691 | |||
* | Guidewire Software Inc. | 47,991 | 5,448 | |||
* | Pinterest Inc. Class A | 145,761 | 5,298 | |||
* | Manhattan Associates Inc. | 32,339 | 5,028 | |||
Skyworks Solutions Inc. | 31,731 | 4,923 | ||||
* | Tyler Technologies Inc. | 8,729 | 4,696 | |||
* | Wolfspeed Inc. | 40,000 | 4,471 | |||
* | Dell Technologies Inc. Class C | 77,738 | 4,367 | |||
Avnet Inc. | 105,416 | 4,346 | ||||
* | NCR Corp. | 107,900 | 4,338 | |||
* | RingCentral Inc. Class A | 22,650 | 4,243 |
Shares | Market Value• ($000) | |||||
* | Clarivate plc | 180,200 | 4,238 | |||
* | PTC Inc. | 31,366 | 3,800 | |||
* | Wix.com Ltd. | 23,100 | 3,645 | |||
* | Dun & Bradstreet Holdings Inc. | 175,400 | 3,594 | |||
CDW Corp. | 17,242 | 3,531 | ||||
* | Coupa Software Inc. | 20,214 | 3,195 | |||
* | Zendesk Inc. | 29,758 | 3,103 | |||
* | Ceridian HCM Holding Inc. | 27,055 | 2,826 | |||
NXP Semiconductors NV | 11,900 | 2,711 | ||||
Universal Display Corp. | 15,011 | 2,477 | ||||
* | DXC Technology Co. | 74,093 | 2,385 | |||
Monolithic Power Systems Inc. | 4,730 | 2,333 | ||||
Leidos Holdings Inc. | 24,871 | 2,211 | ||||
* | Teradata Corp. | 49,671 | 2,110 | |||
* | Fastly Inc. Class A | 57,000 | 2,021 | |||
CDK Global Inc. | 48,394 | 2,020 | ||||
* | Mandiant Corp. | 108,421 | 1,902 | |||
* | Pure Storage Inc. Class A | 58,388 | 1,901 | |||
* | CACI International Inc. Class A | 7,044 | 1,896 | |||
* | Change Healthcare Inc. | 75,615 | 1,617 | |||
* | IPG Photonics Corp. | 8,932 | 1,538 | |||
* | Five9 Inc. | 10,994 | 1,510 | |||
* | Dynatrace Inc. | 25,006 | 1,509 | |||
* | Alteryx Inc. Class A | 22,246 | 1,346 | |||
* | Vimeo Inc. | 72,701 | 1,306 | |||
Xerox Holdings Corp. | 55,907 | 1,266 | ||||
* | Avalara Inc. | 9,649 | 1,246 | |||
* | Nutanix Inc. Class A | 36,620 | 1,167 | |||
Bentley Systems Inc. Class B | 21,907 | 1,059 | ||||
* | Kyndryl Holdings Inc. | 52,602 | 952 | |||
Amdocs Ltd. | 11,856 | 887 | ||||
* | Skillz Inc. Class A | 113,300 | 843 | |||
Vertiv Holdings Co. Class A | 29,000 | 724 | ||||
* | Allegro MicroSystems Inc. | 18,900 | 684 | |||
* | Aspen Technology Inc. | 4,300 | 654 | |||
Entegris Inc. | 4,076 | 565 | ||||
* | Elastic NV | 3,124 | 385 | |||
* | C3.ai Inc. Class A | 11,900 | 372 | |||
* | Vroom Inc. | 33,500 | 361 | |||
* | Smartsheet Inc. Class A | 4,621 | 358 | |||
Pegasystems Inc. | 2,595 | 290 | ||||
* | Dropbox Inc. Class A | 11,393 | 280 | |||
* | Anaplan Inc. | 5,200 | 238 | |||
* | AppLovin Corp. Class A | 1,198 | 113 | |||
* | UiPath Inc. Class A | 936 | 40 | |||
* | ZoomInfo Technologies Inc. Class A | 593 | 38 | |||
* | Qualtrics International Inc. Class A | 1,075 | 38 | |||
* | Bumble Inc. Class A | 516 | 17 |
Shares | Market Value• ($000) | |||||
* | Toast Inc. Class A | 96 | 3 | |||
* | Just Eat Takeaway.com NV ADR | 2 | — | |||
5,494,100 | ||||||
Telecommunications (2.6%) | ||||||
Cisco Systems Inc. | 1,597,843 | 101,255 | ||||
Comcast Corp. Class A | 1,796,063 | 90,396 | ||||
Verizon Communications Inc. | 1,607,909 | 83,547 | ||||
AT&T Inc. | 2,533,965 | 62,336 | ||||
* | T-Mobile US Inc. | 331,507 | 38,448 | |||
* | Charter Communications Inc. Class A | 48,031 | 31,315 | |||
Motorola Solutions Inc. | 40,243 | 10,934 | ||||
* | Liberty Broadband Corp. Class C | 63,589 | 10,244 | |||
Juniper Networks Inc. | 273,671 | 9,773 | ||||
* | Roku Inc. | 40,709 | 9,290 | |||
* | Arista Networks Inc. | 59,180 | 8,507 | |||
* | DISH Network Corp. Class A | 125,591 | 4,074 | |||
* | Lumentum Holdings Inc. | 38,400 | 4,062 | |||
* | Ciena Corp. | 43,130 | 3,320 | |||
* | Liberty Broadband Corp. Class A | 19,734 | 3,175 | |||
* | CommScope Holding Co. Inc. | 153,970 | 1,700 | |||
Cable One Inc. | 819 | 1,444 | ||||
* | Altice USA Inc. Class A | 72,643 | 1,175 | |||
* | Viasat Inc. | 25,754 | 1,147 | |||
476,142 | ||||||
Utilities (2.6%) | ||||||
NextEra Energy Inc. | 792,325 | 73,972 | ||||
Duke Energy Corp. | 308,844 | 32,398 | ||||
Dominion Energy Inc. | 323,987 | 25,452 | ||||
American Water Works Co. Inc. | 131,114 | 24,762 | ||||
Waste Management Inc. | 146,985 | 24,532 | ||||
Southern Co. | 338,442 | 23,210 | ||||
Exelon Corp. | 386,434 | 22,320 | ||||
WEC Energy Group Inc. | 199,699 | 19,385 | ||||
* | PG&E Corp. | 1,576,881 | 19,143 | |||
Eversource Energy | 183,279 | 16,675 | ||||
Sempra Energy | 124,369 | 16,452 | ||||
Xcel Energy Inc. | 210,170 | 14,229 | ||||
CMS Energy Corp. | 211,659 | 13,768 | ||||
Atmos Energy Corp. | 128,834 | 13,498 | ||||
American Electric Power Co. Inc. | 135,702 | 12,073 | ||||
Consolidated Edison Inc. | 133,006 | 11,348 | ||||
Essential Utilities Inc. | 193,616 | 10,395 |
Shares | Market Value• ($000) | |||||
Public Service Enterprise Group Inc. | 151,363 | 10,100 | ||||
DTE Energy Co. | 80,571 | 9,631 | ||||
Edison International | 139,688 | 9,534 | ||||
AES Corp. | 384,857 | 9,352 | ||||
FirstEnergy Corp. | 215,147 | 8,948 | ||||
Ameren Corp. | 98,455 | 8,764 | ||||
NiSource Inc. | 276,272 | 7,628 | ||||
CenterPoint Energy Inc. | 213,200 | 5,950 | ||||
Alliant Energy Corp. | 91,615 | 5,632 | ||||
Entergy Corp. | 43,027 | 4,847 | ||||
Evergy Inc. | 67,360 | 4,622 | ||||
Republic Services Inc. | 31,721 | 4,424 | ||||
NRG Energy Inc. | 98,641 | 4,249 | ||||
UGI Corp. | 82,918 | 3,807 | ||||
PPL Corp. | 122,981 | 3,697 | ||||
* | Sunrun Inc. | 102,400 | 3,512 | |||
* | Stericycle Inc. | 40,057 | 2,389 | |||
* | Clean Harbors Inc. | 20,375 | 2,033 | |||
IDACORP Inc. | 16,354 | 1,853 | ||||
National Fuel Gas Co. | 9,448 | 604 | ||||
485,188 | ||||||
Total Common Stocks (Cost $5,548,889) | 18,268,160 | |||||
Preferred Stock (0.0%) | ||||||
Qurate Retail Inc. Pfd., 8.000%, 9/15/25 (Cost $373) | 8,633 | 891 | ||||
Temporary Cash Investments (0.6%) | ||||||
Money Market Fund (0.6%) | ||||||
1 | Vanguard Market Liquidity Fund, 0.090% (Cost $108,822) | 1,088,262 | 108,815 | |||
Total Investments (99.9%) (Cost $5,658,084) | 18,377,866 | |||||
Other Assets and Liabilities—Net (0.1%) | 17,661 | |||||
Net Assets (100%) | 18,395,527 |
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 | March 2022 | 518 | 123,245 | 1,747 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,549,262) | 18,269,051 |
Affiliated Issuers (Cost $108,822) | 108,815 |
Total Investments in Securities | 18,377,866 |
Investment in Vanguard | 581 |
Cash Collateral Pledged—Futures Contracts | 5,962 |
Receivables for Accrued Income | 9,148 |
Receivables for Capital Shares Issued | 5,557 |
Total Assets | 18,399,114 |
Liabilities | |
Due to Custodian | 1 |
Payables for Investment Securities Purchased | 6 |
Payables for Capital Shares Redeemed | 2,541 |
Payables to Vanguard | 683 |
Variation Margin Payable—Futures Contracts | 356 |
Total Liabilities | 3,587 |
Net Assets | 18,395,527 |
At December 31, 2021, net assets consisted of: | |
Paid-in Capital | 5,934,193 |
Total Distributable Earnings (Loss) | 12,461,334 |
Net Assets | 18,395,527 |
Admiral Shares—Net Assets | |
Applicable to 63,929,831 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,849,778 |
Net Asset Value Per Share—Admiral Shares | $247.92 |
Institutional Shares—Net Assets | |
Applicable to 20,667,575 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,545,749 |
Net Asset Value Per Share—Institutional Shares | $123.18 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 200,680 |
Interest2 | 36 |
Total Income | 200,716 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 2,384 |
Management and Administrative—Admiral Shares | 10,371 |
Management and Administrative—Institutional Shares | 878 |
Marketing and Distribution—Admiral Shares | 393 |
Marketing and Distribution—Institutional Shares | 32 |
Custodian Fees | 17 |
Auditing Fees | 31 |
Shareholders’ Reports—Admiral Shares | 45 |
Shareholders’ Reports—Institutional Shares | 1 |
Trustees’ Fees and Expenses | 5 |
Total Expenses | 14,157 |
Net Investment Income | 186,559 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 427,603 |
Futures Contracts | 11,608 |
Realized Net Gain (Loss) | 439,211 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 3,236,839 |
Futures Contracts | 1,497 |
Change in Unrealized Appreciation (Depreciation) | 3,238,336 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,864,106 |
1 | Dividends are net of foreign withholding taxes of $29,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $36,000, ($6,000), $2,000, and ($7,000), respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $392,083,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 186,559 | 190,493 |
Realized Net Gain (Loss) | 439,211 | (81,997) |
Change in Unrealized Appreciation (Depreciation) | 3,238,336 | 2,311,172 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,864,106 | 2,419,668 |
Distributions | ||
Admiral Shares | (165,377) | (166,755) |
Institutional Shares | (24,347) | (19,301) |
Total Distributions | (189,724) | (186,056) |
Capital Share Transactions | ||
Admiral Shares | 80,691 | (56,921) |
Institutional Shares | 470,623 | 190,473 |
Net Increase (Decrease) from Capital Share Transactions | 551,314 | 133,552 |
Total Increase (Decrease) | 4,225,696 | 2,367,164 |
Net Assets | ||
Beginning of Period | 14,169,831 | 11,802,667 |
End of Period | 18,395,527 | 14,169,831 |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $197.63 | $165.93 | $128.29 | $137.30 | $114.08 |
Investment Operations | |||||
Net Investment Income1 | 2.542 | 2.666 | 2.557 | 2.385 | 2.166 |
Net Realized and Unrealized Gain (Loss) on Investments | 50.328 | 31.640 | 37.603 | (9.045) | 23.211 |
Total from Investment Operations | 52.870 | 34.306 | 40.160 | (6.660) | 25.377 |
Distributions | |||||
Dividends from Net Investment Income | (2.580) | (2.606) | (2.520) | (2.350) | (2.157) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (2.580) | (2.606) | (2.520) | (2.350) | (2.157) |
Net Asset Value, End of Period | $247.92 | $197.63 | $165.93 | $128.29 | $137.30 |
Total Return2 | 26.87% | 21.07% | 31.46% | -4.97% | 22.40% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $15,850 | $12,543 | $10,579 | $7,951 | $8,143 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.13% | 1.60% | 1.70% | 1.69% | 1.73% |
Portfolio Turnover Rate3 | 0% | 6% | 5% | 6% | 7% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $98.19 | $82.46 | $63.75 | $68.23 | $56.69 |
Investment Operations | |||||
Net Investment Income1 | 1.304 | 1.360 | 1.292 | 1.207 | 1.099 |
Net Realized and Unrealized Gain (Loss) on Investments | 25.002 | 15.690 | 18.693 | (4.499) | 11.531 |
Total from Investment Operations | 26.306 | 17.050 | 19.985 | (3.292) | 12.630 |
Distributions | |||||
Dividends from Net Investment Income | (1.316) | (1.320) | (1.275) | (1.188) | (1.090) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (1.316) | (1.320) | (1.275) | (1.188) | (1.090) |
Net Asset Value, End of Period | $123.18 | $98.19 | $82.46 | $63.75 | $68.23 |
Total Return | 26.91% | 21.08% | 31.51% | -4.95% | 22.43% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $2,546 | $1,627 | $1,223 | $952 | $1,006 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.17% | 1.63% | 1.73% | 1.72% | 1.76% |
Portfolio Turnover Rate2 | 0% | 6% | 5% | 6% | 7% |
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. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions were reclassified between the following accounts: |
Amount ($000) | |
Paid-in Capital | 392,083 |
Total Distributable Earnings (Loss) | (392,083) |
Amount ($000) | |
Undistributed Ordinary Income | 2,521 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (260,904) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 12,719,717 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Ordinary Income* | 189,724 | 186,056 |
Long-Term Capital Gains | — | — |
Total | 189,724 | 186,056 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 5,658,149 |
Gross Unrealized Appreciation | 12,871,272 |
Gross Unrealized Depreciation | (151,555) |
Net Unrealized Appreciation (Depreciation) | 12,719,717 |
E. | During the year ended December 31, 2021, the fund purchased $1,073,431,000 of investment securities and sold $613,370,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $543,707,000, 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: |
Year Ended December 31, | |||||
2021 | 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 1,597,362 | 7,167 | 1,194,481 | 7,559 | |
Issued in Lieu of Cash Distributions | 112,437 | 493 | 114,425 | 723 | |
Redeemed | (1,629,108) | (7,197) | (1,365,827) | (8,571) | |
Net Increase (Decrease)—Admiral Shares | 80,691 | 463 | (56,921) | (289) | |
Institutional Shares | |||||
Issued | 539,021 | 4,683 | 374,832 | 4,366 | |
Issued in Lieu of Cash Distributions | 13,873 | 123 | 10,490 | 131 | |
Redeemed | (82,271) | (708) | (194,849) | (2,764) | |
Net Increase (Decrease)—Institutional Shares | 470,623 | 4,098 | 190,473 | 1,733 |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2021, that would require recognition or disclosure in these financial statements. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Tax-Managed Small-Cap Fund Admiral Shares | 27.08% | 12.44% | 14.44% | $38,545 | |
S&P SmallCap 600 Index | 26.82 | 12.42 | 14.50 | 38,729 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 45,050 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Tax-Managed Small-Cap Fund Institutional Shares | 27.11% | 12.47% | 14.48% | $19,337,218 | |
S&P SmallCap 600 Index | 26.82 | 12.42 | 14.50 | 19,364,657 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 25.66 | 17.92 | 16.24 | 22,525,162 |
Communication Services | 1.7% |
Consumer Discretionary | 12.1 |
Consumer Staples | 4.6 |
Energy | 4.7 |
Financials | 18.8 |
Health Care | 12.4 |
Industrials | 17.0 |
Information Technology | 13.8 |
Materials | 5.0 |
Real Estate | 8.0 |
Utilities | 1.9 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.8%) | ||||||
Communication Services (1.7%) | ||||||
Cogent Communications Holdings Inc. | 383,558 | 28,069 | ||||
* | TechTarget Inc. | 229,881 | 21,990 | |||
* | Cinemark Holdings Inc. | 990,111 | 15,961 | |||
EW Scripps Co. Class A | 558,352 | 10,804 | ||||
Scholastic Corp. | 257,750 | 10,300 | ||||
Telephone & Data Systems Inc. | 483,824 | 9,749 | ||||
* | Cars.com Inc. | 578,600 | 9,310 | |||
* | AMC Networks Inc. Class A | 265,850 | 9,156 | |||
* | QuinStreet Inc. | 446,559 | 8,123 | |||
* | Consolidated Communications Holdings Inc. | 823,253 | 6,158 | |||
* | Gannett Co. Inc. | 1,148,632 | 6,122 | |||
* | Thryv Holdings Inc. | 123,836 | 5,093 | |||
Shenandoah Telecommunications Co. | 197,077 | 5,026 | ||||
ATN International Inc. | 100,258 | 4,005 | ||||
* | Marcus Corp. | 200,025 | 3,572 | |||
* | Loyalty Ventures Inc. | 115,111 | 3,461 | |||
156,899 | ||||||
Consumer Discretionary (12.1%) | ||||||
Signet Jewelers Ltd. | 479,200 | 41,705 | ||||
* | Meritage Homes Corp. | 326,818 | 39,891 | |||
* | Asbury Automotive Group Inc. | 198,263 | 34,246 | |||
LCI Industries | 217,355 | 33,879 | ||||
* | Boot Barn Holdings Inc. | 261,614 | 32,192 | |||
Steven Madden Ltd. | 681,751 | 31,681 | ||||
Group 1 Automotive Inc. | 155,042 | 30,267 | ||||
* | LGI Homes Inc. | 191,442 | 29,574 | |||
MDC Holdings Inc. | 517,122 | 28,871 | ||||
* | Dorman Products Inc. | 243,845 | 27,557 | |||
Installed Building Products Inc. | 197,095 | 27,538 | ||||
* | Shake Shack Inc. Class A | 348,343 | 25,136 | |||
Rent-A-Center Inc. | 519,103 | 24,938 | ||||
* | Gentherm Inc. | 284,892 | 24,757 |
Shares | Market Value• ($000) | |||||
* | Cavco Industries Inc. | 75,024 | 23,831 | |||
Winnebago Industries Inc. | 309,022 | 23,152 | ||||
* | Vista Outdoor Inc. | 491,130 | 22,626 | |||
Wolverine World Wide Inc. | 770,273 | 22,192 | ||||
Century Communities Inc. | 268,677 | 21,975 | ||||
Shutterstock Inc. | 196,833 | 21,825 | ||||
Kontoor Brands Inc. | 411,112 | 21,069 | ||||
* | Abercrombie & Fitch Co. Class A | 589,309 | 20,526 | |||
* | ODP Corp. | 497,062 | 19,525 | |||
* | Sleep Number Corp. | 244,982 | 18,766 | |||
* | Sally Beauty Holdings Inc. | 945,222 | 17,449 | |||
Patrick Industries Inc. | 207,152 | 16,715 | ||||
* | Cheesecake Factory Inc. | 422,000 | 16,521 | |||
* | M/I Homes Inc. | 263,234 | 16,368 | |||
* | Bloomin' Brands Inc. | 763,896 | 16,027 | |||
Monro Inc. | 271,496 | 15,820 | ||||
* | iRobot Corp. | 235,675 | 15,526 | |||
* | Bed Bath & Beyond Inc. | 1,060,300 | 15,459 | |||
* | Dave & Buster's Entertainment Inc. | 401,500 | 15,418 | |||
Oxford Industries Inc. | 142,044 | 14,420 | ||||
La-Z-Boy Inc. | 392,259 | 14,243 | ||||
Big Lots Inc. | 311,152 | 14,017 | ||||
Hibbett Inc. | 170,653 | 12,275 | ||||
* | MarineMax Inc. | 207,756 | 12,266 | |||
* | Dine Brands Global Inc. | 157,717 | 11,957 | |||
Strategic Education Inc. | 206,414 | 11,939 | ||||
* | Brinker International Inc. | 318,144 | 11,641 | |||
Sonic Automotive Inc. Class A | 231,186 | 11,432 | ||||
* | Adtalem Global Education Inc. | 370,037 | 10,938 | |||
* | American Axle & Manufacturing Holdings Inc. | 1,138,155 | 10,619 | |||
Buckle Inc. | 242,484 | 10,260 | ||||
Sturm Ruger & Co. Inc. | 150,138 | 10,212 | ||||
Guess? Inc. | 415,309 | 9,835 | ||||
* | G-III Apparel Group Ltd. | 340,244 | 9,404 | |||
* | Children's Place Inc. | 117,268 | 9,298 | |||
* | Zumiez Inc. | 182,212 | 8,744 |
Shares | Market Value• ($000) | |||||
Standard Motor Products Inc. | 166,876 | 8,743 | ||||
* | Genesco Inc. | 131,184 | 8,418 | |||
* | Monarch Casino & Resort Inc. | 113,156 | 8,368 | |||
* | WW International Inc. | 484,249 | 7,811 | |||
* | Perdoceo Education Corp. | 645,960 | 7,596 | |||
* | Liquidity Services Inc. | 319,019 | 7,044 | |||
* | Designer Brands Inc. Class A | 487,305 | 6,925 | |||
Aaron's Co. Inc. | 279,639 | 6,893 | ||||
* | Ruth's Hospitality Group Inc. | 344,515 | 6,856 | |||
Caleres Inc. | 293,593 | 6,659 | ||||
* | Tupperware Brands Corp. | 429,800 | 6,572 | |||
* | America's Car-Mart Inc. | 57,500 | 5,888 | |||
Shoe Carnival Inc. | 147,890 | 5,780 | ||||
* | Chico's FAS Inc. | 1,026,471 | 5,522 | |||
Movado Group Inc. | 123,959 | 5,185 | ||||
* | Chuy's Holdings Inc. | 166,679 | 5,020 | |||
Haverty Furniture Cos. Inc. | 162,786 | 4,976 | ||||
* | Universal Electronics Inc. | 117,532 | 4,789 | |||
PetMed Express Inc. | 189,030 | 4,775 | ||||
* | Fossil Group Inc. | 400,414 | 4,120 | |||
Ethan Allen Interiors Inc. | 145,135 | 3,816 | ||||
* | American Public Education Inc. | 170,049 | 3,784 | |||
* | BJ's Restaurants Inc. | 107,205 | 3,704 | |||
* | Motorcar Parts of America Inc. | 206,780 | 3,530 | |||
* | Conn's Inc. | 146,899 | 3,455 | |||
* | Cooper-Standard Holdings Inc. | 146,497 | 3,283 | |||
* | LL Flooring Holdings Inc. | 183,374 | 3,130 | |||
* | Barnes & Noble Education Inc. | 426,283 | 2,903 | |||
* | El Pollo Loco Holdings Inc. | 194,185 | 2,755 | |||
* | Unifi Inc. | 102,947 | 2,383 | |||
Cato Corp. Class A | 135,022 | 2,317 | ||||
* | Fiesta Restaurant Group Inc. | 176,490 | 1,943 | |||
* | Red Robin Gourmet Burgers Inc. | 96,303 | 1,592 | |||
* | Vera Bradley Inc. | 138,552 | 1,179 | |||
1,154,236 | ||||||
Consumer Staples (4.6%) | ||||||
* | Simply Good Foods Co. | 749,011 | 31,136 | |||
WD-40 Co. | 125,107 | 30,606 | ||||
* | Celsius Holdings Inc. | 339,856 | 25,343 | |||
Coca-Cola Consolidated Inc. | 40,277 | 24,939 | ||||
* | United Natural Foods Inc. | 489,427 | 24,021 | |||
Edgewell Personal Care Co. | 479,770 | 21,930 | ||||
Medifast Inc. | 104,387 | 21,862 | ||||
J & J Snack Foods Corp. | 134,260 | 21,208 |
Shares | Market Value• ($000) | |||||
* | TreeHouse Foods Inc. | 512,749 | 20,782 | |||
B&G Foods Inc. | 590,029 | 18,132 | ||||
Inter Parfums Inc. | 160,307 | 17,137 | ||||
PriceSmart Inc. | 208,270 | 15,239 | ||||
* | Central Garden & Pet Co. Class A | 316,225 | 15,131 | |||
Vector Group Ltd. | 1,140,901 | 13,097 | ||||
* | elf Beauty Inc. | 393,839 | 13,079 | |||
Cal-Maine Foods Inc. | 340,537 | 12,596 | ||||
Universal Corp. | 225,958 | 12,410 | ||||
Andersons Inc. | 312,031 | 12,079 | ||||
* | USANA Health Sciences Inc. | 113,584 | 11,495 | |||
MGP Ingredients Inc. | 130,155 | 11,062 | ||||
National Beverage Corp. | 216,800 | 9,828 | ||||
* | Chefs' Warehouse Inc. | 275,700 | 9,181 | |||
SpartanNash Co. | 347,087 | 8,941 | ||||
Fresh Del Monte Produce Inc. | 260,781 | 7,198 | ||||
Calavo Growers Inc. | 168,752 | 7,155 | ||||
John B Sanfilippo & Son Inc. | 76,967 | 6,939 | ||||
* | Central Garden & Pet Co. | 118,830 | 6,254 | |||
* | Seneca Foods Corp. Class A | 88,875 | 4,262 | |||
Tootsie Roll Industries Inc. | 5,000 | 181 | ||||
433,223 | ||||||
Energy (4.7%) | ||||||
PDC Energy Inc. | 835,546 | 40,758 | ||||
* | Range Resources Corp. | 2,256,321 | 40,230 | |||
* | Southwestern Energy Co. | 8,003,965 | 37,299 | |||
Matador Resources Co. | 939,431 | 34,684 | ||||
SM Energy Co. | 1,054,803 | 31,096 | ||||
Helmerich & Payne Inc. | 1,218,317 | 28,874 | ||||
Civitas Resources Inc. | 504,292 | 24,695 | ||||
Patterson-UTI Energy Inc. | 2,542,093 | 21,481 | ||||
* | Callon Petroleum Co. | 409,040 | 19,327 | |||
* | Renewable Energy Group Inc. | 448,505 | 19,035 | |||
* | Green Plains Inc. | 460,489 | 16,007 | |||
* | PBF Energy Inc. Class A | 1,131,179 | 14,671 | |||
World Fuel Services Corp. | 530,276 | 14,036 | ||||
* | Oceaneering International Inc. | 1,020,537 | 11,542 | |||
Core Laboratories NV | 452,753 | 10,101 | ||||
* | Laredo Petroleum Inc. | 120,804 | 7,264 | |||
* | Nabors Industries Ltd. | 87,916 | 7,129 | |||
* | Bristow Group Inc. Class A | 217,982 | 6,904 | |||
* | Par Pacific Holdings Inc. | 387,850 | 6,396 | |||
* | DMC Global Inc. | 158,843 | 6,292 | |||
* | REX American Resources Corp. | 65,261 | 6,265 | |||
* | US Silica Holdings Inc. | 592,128 | 5,566 | |||
* | CONSOL Energy Inc. | 244,333 | 5,549 | |||
Archrock Inc. | 706,603 | 5,285 | ||||
* | Ranger Oil Corp. | 195,429 | 5,261 |
Shares | Market Value• ($000) | |||||
* | ProPetro Holding Corp. | 625,968 | 5,070 | |||
* | Dril-Quip Inc. | 227,984 | 4,487 | |||
* | Talos Energy Inc. | 369,719 | 3,623 | |||
* | RPC Inc. | 704,098 | 3,197 | |||
* | Helix Energy Solutions Group Inc. | 876,749 | 2,735 | |||
Dorian LPG Ltd. | 182,302 | 2,313 | ||||
* | Oil States International Inc. | 270,073 | 1,342 | |||
* | Nabors Industries Ltd. Warrants Exp. 6/11/26 | 35,166 | 131 | |||
448,645 | ||||||
Financials (18.7%) | ||||||
* | Trupanion Inc. | 305,821 | 40,378 | |||
Walker & Dunlop Inc. | 254,194 | 38,353 | ||||
Community Bank System Inc. | 478,168 | 35,614 | ||||
ServisFirst Bancshares Inc. | 404,262 | 34,338 | ||||
BankUnited Inc. | 802,571 | 33,957 | ||||
Independent Bank Corp. | 412,691 | 33,647 | ||||
Assured Guaranty Ltd. | 653,533 | 32,807 | ||||
American Equity Investment Life Holding Co. | 836,941 | 32,574 | ||||
Pacific Premier Bancorp Inc. | 813,234 | 32,554 | ||||
First Hawaiian Inc. | 1,163,134 | 31,788 | ||||
Ameris Bancorp | 598,961 | 29,756 | ||||
Simmons First National Corp. Class A | 989,005 | 29,255 | ||||
* | Mr Cooper Group Inc. | 695,643 | 28,946 | |||
WSFS Financial Corp. | 576,957 | 28,917 | ||||
Investors Bancorp Inc. | 1,895,768 | 28,721 | ||||
First Bancorp (XNYS) | 2,028,502 | 27,953 | ||||
* | Triumph Bancorp Inc. | 229,364 | 27,313 | |||
* | Axos Financial Inc. | 480,951 | 26,890 | |||
United Community Banks Inc. | 739,328 | 26,571 | ||||
Old National Bancorp | 1,441,612 | 26,122 | ||||
Piper Sandler Cos. | 145,702 | 26,009 | ||||
CVB Financial Corp. | 1,139,074 | 24,388 | ||||
First Midwest Bancorp Inc. | 1,141,862 | 23,385 | ||||
Independent Bank Group Inc. | 320,829 | 23,148 | ||||
Columbia Banking System Inc. | 694,552 | 22,726 | ||||
Flagstar Bancorp Inc. | 442,849 | 21,230 | ||||
Veritex Holdings Inc. | 518,868 | 20,641 | ||||
* | PRA Group Inc. | 405,284 | 20,349 | |||
Virtus Investment Partners Inc. | 67,490 | 20,051 | ||||
Banner Corp. | 325,349 | 19,739 | ||||
PennyMac Mortgage Investment Trust | 1,138,050 | 19,722 | ||||
Great Western Bancorp Inc. | 578,003 | 19,629 | ||||
First Financial Bancorp | 784,415 | 19,124 |
Shares | Market Value• ($000) | |||||
Hilltop Holdings Inc. | 541,101 | 19,014 | ||||
Stewart Information Services Corp. | 236,889 | 18,887 | ||||
Renasant Corp. | 479,302 | 18,189 | ||||
* | Genworth Financial Inc. Class A | 4,434,092 | 17,958 | |||
Lakeland Financial Corp. | 221,069 | 17,716 | ||||
Seacoast Banking Corp. of Florida | 491,029 | 17,378 | ||||
Two Harbors Investment Corp. | 2,968,756 | 17,130 | ||||
Meta Financial Group Inc. | 286,432 | 17,089 | ||||
* | Green Dot Corp. Class A | 470,030 | 17,034 | |||
Park National Corp. | 122,022 | 16,755 | ||||
* | NMI Holdings Inc. Class A | 753,350 | 16,461 | |||
* | Encore Capital Group Inc. | 250,086 | 15,533 | |||
Northwest Bancshares Inc. | 1,093,700 | 15,487 | ||||
Berkshire Hills Bancorp Inc. | 538,909 | 15,321 | ||||
NBT Bancorp Inc. | 397,298 | 15,304 | ||||
Eagle Bancorp Inc. | 255,832 | 14,925 | ||||
Westamerica Bancorp | 258,446 | 14,920 | ||||
* | Customers Bancorp Inc. | 222,359 | 14,536 | |||
Provident Financial Services Inc. | 596,009 | 14,435 | ||||
* | World Acceptance Corp. | 58,058 | 14,249 | |||
Apollo Commercial Real Estate Finance Inc. | 1,051,846 | 13,842 | ||||
Hope Bancorp Inc. | 940,138 | 13,829 | ||||
Horace Mann Educators Corp. | 353,248 | 13,671 | ||||
First Commonwealth Financial Corp. | 837,002 | 13,467 | ||||
Capitol Federal Financial Inc. | 1,149,409 | 13,023 | ||||
HomeStreet Inc. | 250,294 | 13,015 | ||||
OFG Bancorp | 489,877 | 13,011 | ||||
Southside Bancshares Inc. | 311,077 | 13,009 | ||||
* | Palomar Holdings Inc. | 199,417 | 12,916 | |||
National Bank Holdings Corp. Class A | 292,987 | 12,874 | ||||
Brightsphere Investment Group Inc. | 497,935 | 12,747 | ||||
* | Enova International Inc. | 309,786 | 12,689 | |||
Brookline Bancorp Inc. | 776,744 | 12,575 | ||||
First Bancorp (XNGS) | 271,710 | 12,423 | ||||
City Holding Co. | 151,444 | 12,387 | ||||
* | LendingTree Inc. | 100,367 | 12,305 | |||
B. Riley Financial Inc. | 137,854 | 12,250 | ||||
FB Financial Corp. | 276,944 | 12,136 | ||||
New York Mortgage Trust Inc. | 3,245,106 | 12,072 | ||||
Employers Holdings Inc. | 288,542 | 11,940 | ||||
Redwood Trust Inc. | 902,418 | 11,903 | ||||
ProAssurance Corp. | 456,119 | 11,540 | ||||
BancFirst Corp. | 162,359 | 11,456 | ||||
* | Bancorp Inc. | 447,200 | 11,319 |
Shares | Market Value• ($000) | |||||
Safety Insurance Group Inc. | 131,127 | 11,150 | ||||
* | Donnelley Financial Solutions Inc. | 232,159 | 10,944 | |||
Trustmark Corp. | 334,933 | 10,872 | ||||
Dime Community Bancshares Inc. | 289,341 | 10,173 | ||||
S&T Bancorp Inc. | 321,142 | 10,122 | ||||
Tompkins Financial Corp. | 118,613 | 9,914 | ||||
Northfield Bancorp Inc. | 607,598 | 9,819 | ||||
James River Group Holdings Ltd. | 340,140 | 9,799 | ||||
Banc of California Inc. | 493,661 | 9,686 | ||||
AMERISAFE Inc. | 166,041 | 8,938 | ||||
Ready Capital Corp. | 567,639 | 8,872 | ||||
* | StoneX Group Inc. | 138,903 | 8,508 | |||
HCI Group Inc. | 93,506 | 7,811 | ||||
Preferred Bank | 106,859 | 7,671 | ||||
* | Selectquote Inc. | 846,124 | 7,666 | |||
KKR Real Estate Finance Trust Inc. | 355,665 | 7,408 | ||||
Invesco Mortgage Capital Inc. | 2,574,318 | 7,157 | ||||
Central Pacific Financial Corp. | 249,414 | 7,026 | ||||
* | Blucora Inc. | 391,633 | 6,783 | |||
TrustCo Bank Corp. | 200,871 | 6,691 | ||||
Allegiance Bancshares Inc. | 157,976 | 6,668 | ||||
ARMOUR Residential REIT Inc. | 624,539 | 6,127 | ||||
* | Ambac Financial Group Inc. | 371,808 | 5,968 | |||
Ellington Financial Inc. | 334,543 | 5,717 | ||||
* | eHealth Inc. | 220,321 | 5,618 | |||
WisdomTree Investments Inc. | 917,779 | 5,617 | ||||
* | SiriusPoint Ltd. | 651,600 | 5,297 | |||
Granite Point Mortgage Trust Inc. | 401,748 | 4,704 | ||||
Hanmi Financial Corp. | 193,799 | 4,589 | ||||
* | Franklin BSP Realty Trust Inc. | 267,856 | 4,002 | |||
Universal Insurance Holdings Inc. | 220,302 | 3,745 | ||||
* | EZCORP Inc. Class A | 435,668 | 3,211 | |||
Heritage Financial Corp. | 90,675 | 2,216 | ||||
United Fire Group Inc. | 93,418 | 2,166 | ||||
Greenhill & Co. Inc. | 106,917 | 1,917 | ||||
1,781,887 | ||||||
Health Care (12.3%) | ||||||
* | Omnicell Inc. | 385,794 | 69,613 | |||
* | AMN Healthcare Services Inc. | 415,270 | 50,800 | |||
Ensign Group Inc. | 457,760 | 38,433 | ||||
* | NeoGenomics Inc. | 1,111,452 | 37,923 | |||
CONMED Corp. | 262,141 | 37,161 | ||||
* | Cytokinetics Inc. | 743,824 | 33,903 |
Shares | Market Value• ($000) | |||||
Select Medical Holdings Corp. | 1,024,999 | 30,135 | ||||
Owens & Minor Inc. | 665,808 | 28,963 | ||||
* | Merit Medical Systems Inc. | 464,644 | 28,947 | |||
* | Prestige Consumer Healthcare Inc. | 433,158 | 26,271 | |||
* | Integer Holdings Corp. | 297,999 | 25,506 | |||
* | Apollo Medical Holdings Inc. | 331,690 | 24,373 | |||
* | Pacira BioSciences Inc. | 404,500 | 24,339 | |||
* | Allscripts Healthcare Solutions Inc. | 1,296,938 | 23,928 | |||
* | Ligand Pharmaceuticals Inc. | 149,314 | 23,063 | |||
* | Xencor Inc. | 546,709 | 21,934 | |||
* | MEDNAX Inc. | 760,249 | 20,686 | |||
* | Magellan Health Inc. | 215,304 | 20,452 | |||
* | Glaukos Corp. | 427,674 | 19,006 | |||
* | Emergent BioSolutions Inc. | 436,301 | 18,966 | |||
* | CorVel Corp. | 91,060 | 18,940 | |||
* | Myriad Genetics Inc. | 686,160 | 18,938 | |||
* | Corcept Therapeutics Inc. | 937,433 | 18,561 | |||
* | Covetrus Inc. | 928,881 | 18,550 | |||
* | Fulgent Genetics Inc. | 171,087 | 17,210 | |||
* | Lantheus Holdings Inc. | 587,440 | 16,971 | |||
* | Heska Corp. | 91,654 | 16,726 | |||
* | ModivCare Inc. | 108,915 | 16,151 | |||
* | Vericel Corp. | 394,958 | 15,522 | |||
* | Avanos Medical Inc. | 442,418 | 15,339 | |||
Mesa Laboratories Inc. | 46,009 | 15,095 | ||||
* | Community Health Systems Inc. | 1,091,138 | 14,523 | |||
* | Supernus Pharmaceuticals Inc. | 497,793 | 14,516 | |||
* | Avid Bioservices Inc. | 495,813 | 14,468 | |||
* | Addus HomeCare Corp. | 142,835 | 13,356 | |||
* | Enanta Pharmaceuticals Inc. | 167,588 | 12,532 | |||
* | RadNet Inc. | 375,353 | 11,302 | |||
US Physical Therapy Inc. | 118,200 | 11,294 | ||||
* | REGENXBIO Inc. | 344,500 | 11,265 | |||
* | Innoviva Inc. | 628,018 | 10,833 | |||
* | Varex Imaging Corp. | 331,696 | 10,465 | |||
* | Nektar Therapeutics | 773,192 | 10,446 | |||
* | Cross Country Healthcare Inc. | 361,475 | 10,034 | |||
* | BioLife Solutions Inc. | 265,728 | 9,904 | |||
* | Tivity Health Inc. | 367,500 | 9,717 | |||
* | NextGen Healthcare Inc. | 528,539 | 9,403 | |||
* | Coherus Biosciences Inc. | 588,411 | 9,391 | |||
* | OptimizeRx Corp. | 147,400 | 9,155 | |||
* | AngioDynamics Inc. | 318,877 | 8,795 | |||
* | Meridian Bioscience Inc. | 397,969 | 8,119 | |||
* | Amphastar Pharmaceuticals Inc. | 347,066 | 8,083 |
Shares | Market Value• ($000) | |||||
LeMaitre Vascular Inc. | 157,782 | 7,925 | ||||
* | Endo International plc | 2,105,000 | 7,915 | |||
* | Harmony Biosciences Holdings Inc. | 184,874 | 7,883 | |||
* | Vanda Pharmaceuticals Inc. | 496,432 | 7,789 | |||
* | Joint Corp. | 116,376 | 7,645 | |||
Simulations Plus Inc. | 155,510 | 7,356 | ||||
* | Natus Medical Inc. | 298,801 | 7,090 | |||
* | CryoLife Inc. | 347,548 | 7,073 | |||
* | uniQure NV | 329,139 | 6,826 | |||
* | Cardiovascular Systems Inc. | 347,936 | 6,534 | |||
* | Inogen Inc. | 181,479 | 6,170 | |||
* | Surmodics Inc. | 127,677 | 6,148 | |||
* | Cutera Inc. | 148,725 | 6,145 | |||
* | HealthStream Inc. | 232,775 | 6,136 | |||
* | Collegium Pharmaceutical Inc. | 317,680 | 5,934 | |||
* | OraSure Technologies Inc. | 678,464 | 5,896 | |||
* | Hanger Inc. | 313,371 | 5,681 | |||
* | Pennant Group Inc. | 240,985 | 5,562 | |||
* | Eagle Pharmaceuticals Inc. | 101,674 | 5,177 | |||
* | Orthofix Medical Inc. | 166,359 | 5,172 | |||
* | Anika Therapeutics Inc. | 139,915 | 5,013 | |||
* | Organogenesis Holdings Inc. Class A | 527,247 | 4,872 | |||
* | Computer Programs & Systems Inc. | 162,558 | 4,763 | |||
* | Cara Therapeutics Inc. | 383,389 | 4,670 | |||
Phibro Animal Health Corp. Class A | 200,307 | 4,090 | ||||
* | ANI Pharmaceuticals Inc. | 82,338 | 3,794 | |||
* | Tabula Rasa HealthCare Inc. | 197,116 | 2,957 | |||
* | Zynex Inc. | 199,756 | 1,992 | |||
* | Spectrum Pharmaceuticals Inc. | 428,557 | 544 | |||
* | Tactile Systems Technology Inc. | 778 | 15 | |||
*,1 | Lantheus Holdings Inc. CVR | 933,227 | — | |||
1,174,773 | ||||||
Industrials (17.0%) | ||||||
Exponent Inc. | 467,094 | 54,524 | ||||
UFP Industries Inc. | 546,461 | 50,280 | ||||
* | Chart Industries Inc. | 314,220 | 50,115 | |||
Watts Water Technologies Inc. Class A | 237,878 | 46,189 | ||||
John Bean Technologies Corp. | 282,196 | 43,334 | ||||
Korn Ferry | 502,400 | 38,047 | ||||
Applied Industrial Technologies Inc. | 338,332 | 34,747 | ||||
Matson Inc. | 379,475 | 34,164 | ||||
Hillenbrand Inc. | 646,535 | 33,613 | ||||
SPX FLOW Inc. | 383,916 | 33,201 |
Shares | Market Value• ($000) | |||||
* | Resideo Technologies Inc. | 1,265,140 | 32,932 | |||
Franklin Electric Co. Inc. | 335,197 | 31,696 | ||||
Comfort Systems USA Inc. | 318,047 | 31,468 | ||||
Forward Air Corp. | 253,798 | 30,732 | ||||
Aerojet Rocketdyne Holdings Inc. | 649,345 | 30,363 | ||||
Mueller Industries Inc. | 508,084 | 30,160 | ||||
UniFirst Corp. | 135,874 | 28,588 | ||||
AAON Inc. | 354,089 | 28,125 | ||||
ArcBest Corp. | 219,098 | 26,259 | ||||
Encore Wire Corp. | 181,296 | 25,943 | ||||
* | Allegiant Travel Co. | 135,920 | 25,422 | |||
* | Hub Group Inc. Class A | 301,715 | 25,416 | |||
Boise Cascade Co. | 347,482 | 24,741 | ||||
* | GMS Inc. | 407,405 | 24,489 | |||
ABM Industries Inc. | 598,845 | 24,463 | ||||
Albany International Corp. Class A | 276,171 | 24,427 | ||||
* | SPX Corp. | 401,351 | 23,953 | |||
Moog Inc. Class A | 293,512 | 23,766 | ||||
Brady Corp. Class A | 436,249 | 23,514 | ||||
Arcosa Inc. | 438,342 | 23,101 | ||||
Federal Signal Corp. | 529,714 | 22,958 | ||||
* | Atlas Air Worldwide Holdings Inc. | 231,459 | 21,785 | |||
EnPro Industries Inc. | 193,207 | 21,266 | ||||
ESCO Technologies Inc. | 234,369 | 21,091 | ||||
Barnes Group Inc. | 422,684 | 19,693 | ||||
* | Gibraltar Industries Inc. | 287,857 | 19,194 | |||
* | MYR Group Inc. | 164,919 | 18,232 | |||
ManTech International Corp. Class A | 245,832 | 17,929 | ||||
* | SkyWest Inc. | 452,871 | 17,798 | |||
* | Meritor Inc. | 643,122 | 15,937 | |||
Granite Construction Inc. | 410,300 | 15,879 | ||||
Greenbrier Cos. Inc. | 345,364 | 15,849 | ||||
HNI Corp. | 376,124 | 15,816 | ||||
Lindsay Corp. | 94,091 | 14,302 | ||||
* | Veritiv Corp. | 116,285 | 14,253 | |||
Astec Industries Inc. | 202,388 | 14,019 | ||||
Tennant Co. | 165,064 | 13,377 | ||||
AZZ Inc. | 231,645 | 12,808 | ||||
Alamo Group Inc. | 86,427 | 12,720 | ||||
* | AeroVironment Inc. | 200,584 | 12,442 | |||
* | PGT Innovations Inc. | 534,169 | 12,013 | |||
Standex International Corp. | 108,311 | 11,986 | ||||
* | Harsco Corp. | 710,626 | 11,875 | |||
Healthcare Services Group Inc. | 660,019 | 11,742 | ||||
* | NV5 Global Inc. | 83,600 | 11,547 | |||
Deluxe Corp. | 357,299 | 11,473 | ||||
Griffon Corp. | 393,364 | 11,203 | ||||
* | KAR Auction Services Inc. | 709,387 | 11,081 | |||
Enerpac Tool Group Corp. Class A | 535,483 | 10,860 | ||||
Kaman Corp. | 251,316 | 10,844 |
Shares | Market Value• ($000) | |||||
* | CoreCivic Inc. | 1,056,515 | 10,533 | |||
* | AAR Corp. | 264,628 | 10,328 | |||
* | Triumph Group Inc. | 548,091 | 10,156 | |||
Pitney Bowes Inc. | 1,515,270 | 10,046 | ||||
Apogee Enterprises Inc. | 203,600 | 9,803 | ||||
* | American Woodmark Corp. | 149,298 | 9,734 | |||
Quanex Building Products Corp. | 374,644 | 9,284 | ||||
Wabash National Corp. | 459,759 | 8,974 | ||||
Marten Transport Ltd. | 521,405 | 8,947 | ||||
* | US Ecology Inc. | 272,370 | 8,699 | |||
* | Hawaiian Holdings Inc. | 468,931 | 8,614 | |||
Matthews International Corp. Class A | 234,014 | 8,581 | ||||
* | TrueBlue Inc. | 305,369 | 8,450 | |||
* | NOW Inc. | 980,852 | 8,376 | |||
Insteel Industries Inc. | 195,383 | 7,778 | ||||
Interface Inc. Class A | 469,437 | 7,488 | ||||
Heidrick & Struggles International Inc. | 170,675 | 7,464 | ||||
* | Viad Corp. | 170,086 | 7,278 | |||
Heartland Express Inc. | 413,541 | 6,956 | ||||
* | Forrester Research Inc. | 112,916 | 6,632 | |||
Resources Connection Inc. | 328,047 | 5,852 | ||||
Kelly Services Inc. Class A | 295,473 | 4,955 | ||||
* | CIRCOR International Inc. | 178,568 | 4,853 | |||
* | Titan International Inc. | 416,749 | 4,568 | |||
National Presto Industries Inc. | 45,493 | 3,732 | ||||
Park Aerospace Corp. | 232,914 | 3,074 | ||||
* | DXP Enterprises Inc. | 118,651 | 3,046 | |||
Powell Industries Inc. | 99,676 | 2,939 | ||||
* | Proto Labs Inc. | 22,434 | 1,152 | |||
* | Matrix Service Co. | 11,669 | 88 | |||
1,618,124 | ||||||
Information Technology (13.7%) | ||||||
* | MaxLinear Inc. Class A | 615,496 | 46,402 | |||
* | Vonage Holdings Corp. | 2,224,418 | 46,246 | |||
* | SPS Commerce Inc. | 318,695 | 45,366 | |||
* | Rogers Corp. | 165,650 | 45,222 | |||
* | Onto Innovation Inc. | 443,649 | 44,911 | |||
* | ExlService Holdings Inc. | 300,384 | 43,487 | |||
* | Diodes Inc. | 385,477 | 42,329 | |||
* | Fabrinet | 324,899 | 38,491 | |||
* | Perficient Inc. | 292,323 | 37,794 | |||
* | Viavi Solutions Inc. | 2,114,108 | 37,251 | |||
* | Alarm.com Holdings Inc. | 410,650 | 34,827 | |||
Kulicke & Soffa Industries Inc. | 548,716 | 33,219 | ||||
* | Insight Enterprises Inc. | 305,345 | 32,550 | |||
* | FormFactor Inc. | 696,981 | 31,866 | |||
Advanced Energy Industries Inc. | 340,668 | 31,021 | ||||
* | Rambus Inc. | 957,197 | 28,132 | |||
* | Itron Inc. | 406,574 | 27,858 |
Shares | Market Value• ($000) | |||||
Badger Meter Inc. | 253,752 | 27,040 | ||||
EVERTEC Inc. | 521,667 | 26,073 | ||||
* | Plexus Corp. | 262,163 | 25,139 | |||
* | 3D Systems Corp. | 1,132,537 | 24,395 | |||
* | Sanmina Corp. | 562,332 | 23,314 | |||
* | Axcelis Technologies Inc. | 308,032 | 22,967 | |||
* | Ultra Clean Holdings Inc. | 389,290 | 22,330 | |||
* | Bottomline Technologies DE Inc. | 348,538 | 19,682 | |||
InterDigital Inc. | 271,991 | 19,483 | ||||
* | LivePerson Inc. | 536,331 | 19,158 | |||
Progress Software Corp. | 395,285 | 19,080 | ||||
* | Knowles Corp. | 807,441 | 18,854 | |||
Xperi Holding Corp. | 970,249 | 18,347 | ||||
* | Extreme Networks Inc. | 1,162,220 | 18,247 | |||
* | 8x8 Inc. | 1,038,948 | 17,413 | |||
* | Cohu Inc. | 433,588 | 16,515 | |||
Methode Electronics Inc. | 334,396 | 16,442 | ||||
CSG Systems International Inc. | 281,528 | 16,222 | ||||
* | NetScout Systems Inc. | 477,845 | 15,807 | |||
TTEC Holdings Inc. | 160,312 | 14,516 | ||||
* | OSI Systems Inc. | 153,442 | 14,301 | |||
* | SMART Global Holdings Inc. | 200,141 | 14,208 | |||
* | TTM Technologies Inc. | 920,881 | 13,721 | |||
* | ePlus Inc. | 235,072 | 12,666 | |||
* | Photronics Inc. | 648,709 | 12,228 | |||
* | Unisys Corp. | 583,711 | 12,007 | |||
* | Veeco Instruments Inc. | 414,816 | 11,810 | |||
* | FARO Technologies Inc. | 161,515 | 11,309 | |||
CTS Corp. | 303,272 | 11,136 | ||||
* | Ichor Holdings Ltd. | 241,756 | 11,128 | |||
* | Plantronics Inc. | 364,065 | 10,682 | |||
Benchmark Electronics Inc. | 385,523 | 10,448 | ||||
* | Harmonic Inc. | 835,784 | 9,829 | |||
ADTRAN Inc. | 406,471 | 9,280 | ||||
* | Agilysys Inc. | 202,050 | 8,983 | |||
* | CEVA Inc. | 205,808 | 8,899 | |||
* | Digi International Inc. | 361,321 | 8,878 | |||
* | PDF Solutions Inc. | 273,070 | 8,681 | |||
* | Arlo Technologies Inc. | 749,118 | 7,858 | |||
* | ScanSource Inc. | 222,816 | 7,816 | |||
* | NETGEAR Inc. | 259,800 | 7,589 | |||
* | Diebold Nixdorf Inc. | 751,060 | 6,797 | |||
Ebix Inc. | 215,787 | 6,560 | ||||
* | Consensus Cloud Solutions Inc. | 95,779 | 5,543 | |||
Comtech Telecommunications Corp. | 228,330 | 5,409 | ||||
* | OneSpan Inc. | 298,026 | 5,045 | |||
PC Connection Inc. | 95,355 | 4,113 | ||||
* | CalAmp Corp. | 362,784 | 2,561 | |||
1,307,481 |
Shares | Market Value• ($000) | |||||
Materials (5.0%) | ||||||
Balchem Corp. | 278,840 | 47,012 | ||||
HB Fuller Co. | 443,708 | 35,940 | ||||
* | Livent Corp. | 1,430,878 | 34,885 | |||
* | Arconic Corp. | 938,257 | 30,972 | |||
Quaker Chemical Corp. | 113,841 | 26,272 | ||||
Stepan Co. | 179,866 | 22,355 | ||||
Trinseo plc | 376,211 | 19,736 | ||||
Innospec Inc. | 215,690 | 19,485 | ||||
* | Allegheny Technologies Inc. | 1,107,641 | 17,645 | |||
* | O-I Glass Inc. | 1,395,500 | 16,788 | |||
Materion Corp. | 178,538 | 16,415 | ||||
* | Ferro Corp. | 725,268 | 15,833 | |||
* | GCP Applied Technologies Inc. | 473,618 | 14,995 | |||
* | Kraton Corp. | 312,672 | 14,483 | |||
Kaiser Aluminum Corp. | 143,350 | 13,466 | ||||
AdvanSix Inc. | 251,748 | 11,895 | ||||
Warrior Met Coal Inc. | 449,413 | 11,554 | ||||
Carpenter Technology Corp. | 394,279 | 11,509 | ||||
* | Century Aluminum Co. | 621,577 | 10,293 | |||
* | TimkenSteel Corp. | 577,614 | 9,531 | |||
Schweitzer-Mauduit International Inc. | 280,629 | 8,391 | ||||
Hawkins Inc. | 200,222 | 7,899 | ||||
* | Sylvamo Corp. | 278,132 | 7,757 | |||
* | Koppers Holdings Inc. | 214,113 | 6,702 | |||
Neenah Inc. | 139,732 | 6,467 | ||||
Glatfelter Corp. | 368,787 | 6,343 | ||||
Myers Industries Inc. | 288,940 | 5,782 | ||||
* | Clearwater Paper Corp. | 155,957 | 5,719 | |||
Mercer International Inc. | 367,863 | 4,411 | ||||
American Vanguard Corp. | 268,629 | 4,403 | ||||
SunCoke Energy Inc. | 589,155 | 3,882 | ||||
* | Rayonier Advanced Materials Inc. | 529,897 | 3,026 | |||
Olympic Steel Inc. | 119,973 | 2,819 | ||||
Haynes International Inc. | 44,757 | 1,805 | ||||
Tredegar Corp. | 101,245 | 1,197 | ||||
FutureFuel Corp. | 76,747 | 586 | ||||
478,253 | ||||||
Real Estate (8.0%) | ||||||
Innovative Industrial Properties Inc. | 210,700 | 55,395 | ||||
Agree Realty Corp. | 616,018 | 43,959 | ||||
LXP Industrial Trust | 2,445,843 | 38,204 | ||||
Essential Properties Realty Trust Inc. | 1,039,407 | 29,966 | ||||
Uniti Group Inc. | 2,097,711 | 29,389 | ||||
SITE Centers Corp. | 1,532,086 | 24,253 | ||||
Independence Realty Trust Inc. | 846,652 | 21,869 | ||||
Retail Opportunity Investments Corp. | 1,107,701 | 21,711 |
Shares | Market Value• ($000) | |||||
Four Corners Property Trust Inc. | 706,148 | 20,768 | ||||
CareTrust REIT Inc. | 903,482 | 20,626 | ||||
Brandywine Realty Trust | 1,517,859 | 20,370 | ||||
Washington REIT | 765,162 | 19,779 | ||||
* | Realogy Holdings Corp. | 1,134,214 | 19,066 | |||
* | DiamondRock Hospitality Co. | 1,948,003 | 18,720 | |||
* | Xenia Hotels & Resorts Inc. | 1,020,419 | 18,480 | |||
Easterly Government Properties Inc. Class A | 786,987 | 18,038 | ||||
Tanger Factory Outlet Centers Inc. | 909,477 | 17,535 | ||||
iStar Inc. | 674,100 | 17,412 | ||||
NexPoint Residential Trust Inc. | 202,383 | 16,966 | ||||
American Assets Trust Inc. | 443,473 | 16,644 | ||||
Acadia Realty Trust | 748,882 | 16,348 | ||||
Alexander & Baldwin Inc. | 597,103 | 14,981 | ||||
Industrial Logistics Properties Trust | 593,540 | 14,868 | ||||
St. Joe Co. | 279,400 | 14,543 | ||||
Global Net Lease Inc. | 938,511 | 14,340 | ||||
* | Veris Residential Inc. | 767,375 | 14,104 | |||
Centerspace | 120,800 | 13,397 | ||||
LTC Properties Inc. | 390,012 | 13,315 | ||||
Office Properties Income Trust | 459,048 | 11,403 | ||||
Getty Realty Corp. | 349,948 | 11,230 | ||||
* | Marcus & Millichap Inc. | 212,190 | 10,919 | |||
Community Healthcare Trust Inc. | 226,139 | 10,690 | ||||
Safehold Inc. | 133,373 | 10,650 | ||||
* | Summit Hotel Properties Inc. | 1,052,483 | 10,272 | |||
GEO Group Inc. | 1,180,388 | 9,148 | ||||
RPT Realty | 665,234 | 8,901 | ||||
Armada Hoffler Properties Inc. | 512,295 | 7,797 | ||||
* | Chatham Lodging Trust | 538,407 | 7,387 | |||
* | Hersha Hospitality Trust Class A | 729,717 | 6,692 | |||
* | Douglas Elliman Inc. | 570,450 | 6,560 | |||
Service Properties Trust | 730,271 | 6,419 | ||||
Diversified Healthcare Trust | 2,067,770 | 6,389 | ||||
Franklin Street Properties Corp. | 878,963 | 5,230 | ||||
Saul Centers Inc. | 97,719 | 5,181 | ||||
Urstadt Biddle Properties Inc. Class A | 239,448 | 5,100 | ||||
RE/MAX Holdings Inc. Class A | 165,578 | 5,048 | ||||
* | Orion Office REIT Inc. | 256,443 | 4,788 |
Shares | Market Value• ($000) | |||||
Whitestone REIT | 318,156 | 3,223 | ||||
Universal Health Realty Income Trust | 52,745 | 3,137 | ||||
761,210 | ||||||
Utilities (2.0%) | ||||||
American States Water Co. | 351,321 | 36,340 | ||||
California Water Service Group | 467,013 | 33,559 | ||||
Avista Corp. | 634,307 | 26,952 | ||||
South Jersey Industries Inc. | 1,020,318 | 26,651 | ||||
Chesapeake Utilities Corp. | 151,071 | 22,028 | ||||
Middlesex Water Co. | 152,634 | 18,362 | ||||
Northwest Natural Holding Co. | 316,770 | 15,452 | ||||
Unitil Corp. | 125,875 | 5,789 | ||||
185,133 | ||||||
Total Common Stocks (Cost $5,300,531) | 9,499,864 | |||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
2 | Vanguard Market Liquidity Fund, 0.090% (Cost $12,917) | 129,181 | 12,917 | |||
Total Investments (99.9%) (Cost $5,313,448) | 9,512,781 | |||||
Other Assets and Liabilities—Net (0.1%) | 7,390 | |||||
Net Assets (100%) | 9,520,171 |
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 | 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 | March 2022 | 177 | 19,849 | 88 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,300,531) | 9,499,864 |
Affiliated Issuers (Cost $12,917) | 12,917 |
Total Investments in Securities | 9,512,781 |
Investment in Vanguard | 301 |
Cash Collateral Pledged—Futures Contracts | 1,515 |
Receivables for Investment Securities Sold | 5,083 |
Receivables for Accrued Income | 9,673 |
Receivables for Capital Shares Issued | 2,545 |
Total Assets | 9,531,898 |
Liabilities | |
Due to Custodian | 1 |
Payables for Investment Securities Purchased | 8,388 |
Payables for Capital Shares Redeemed | 2,945 |
Payables to Vanguard | 357 |
Variation Margin Payable—Futures Contracts | 36 |
Total Liabilities | 11,727 |
Net Assets | 9,520,171 |
At December 31, 2021, net assets consisted of: | |
Paid-in Capital | 6,091,940 |
Total Distributable Earnings (Loss) | 3,428,231 |
Net Assets | 9,520,171 |
Admiral Shares—Net Assets | |
Applicable to 92,519,227 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 8,630,771 |
Net Asset Value Per Share—Admiral Shares | $93.29 |
Institutional Shares—Net Assets | |
Applicable to 9,512,637 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 889,400 |
Net Asset Value Per Share—Institutional Shares | $93.50 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 117,950 |
Interest2 | 21 |
Total Income | 117,971 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,350 |
Management and Administrative—Admiral Shares | 5,763 |
Management and Administrative—Institutional Shares | 331 |
Marketing and Distribution—Admiral Shares | 272 |
Marketing and Distribution—Institutional Shares | 16 |
Custodian Fees | 16 |
Auditing Fees | 31 |
Shareholders’ Reports—Admiral Shares | 54 |
Shareholders’ Reports—Institutional Shares | 3 |
Trustees’ Fees and Expenses | 3 |
Total Expenses | 7,839 |
Net Investment Income | 110,132 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 672,712 |
Futures Contracts | 4,990 |
Realized Net Gain (Loss) | 677,702 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 1,211,660 |
Futures Contracts | (635) |
Change in Unrealized Appreciation (Depreciation) | 1,211,025 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,998,859 |
1 | Dividends are net of foreign withholding taxes of $37,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $21,000, ($2,000), less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $489,031,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 110,132 | 83,232 |
Realized Net Gain (Loss) | 677,702 | (216,457) |
Change in Unrealized Appreciation (Depreciation) | 1,211,025 | 763,586 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,998,859 | 630,361 |
Distributions | ||
Admiral Shares | (99,967) | (73,881) |
Institutional Shares | (10,011) | (7,189) |
Total Distributions | (109,978) | (81,070) |
Capital Share Transactions | ||
Admiral Shares | 216,002 | (307,848) |
Institutional Shares | 80,506 | (5,978) |
Net Increase (Decrease) from Capital Share Transactions | 296,508 | (313,826) |
Total Increase (Decrease) | 2,185,389 | 235,465 |
Net Assets | ||
Beginning of Period | 7,334,782 | 7,099,317 |
End of Period | 9,520,171 | 7,334,782 |
Admiral Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $74.30 | $67.84 | $55.70 | $61.63 | $55.16 |
Investment Operations | |||||
Net Investment Income1 | 1.090 | .819 | .772 | .737 | .666 |
Net Realized and Unrealized Gain (Loss) on Investments | 18.985 | 6.451 | 12.146 | (5.965) | 6.486 |
Total from Investment Operations | 20.075 | 7.270 | 12.918 | (5.228) | 7.152 |
Distributions | |||||
Dividends from Net Investment Income | (1.085) | (.810) | (.778) | (.702) | (.664) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Return of Capital | — | — | — | — | (.018) |
Total Distributions | (1.085) | (.810) | (.778) | (.702) | (.682) |
Net Asset Value, End of Period | $93.29 | $74.30 | $67.84 | $55.70 | $61.63 |
Total Return2 | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $8,631 | $6,689 | $6,506 | $5,304 | $5,428 |
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.22% | 1.39% | 1.23% | 1.13% | 1.17% |
Portfolio Turnover Rate3 | 9% | 31% | 53% | 29% | 37% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $74.47 | $67.99 | $55.83 | $61.77 | $55.29 |
Investment Operations | |||||
Net Investment Income1 | 1.126 | .844 | .794 | .755 | .693 |
Net Realized and Unrealized Gain (Loss) on Investments | 19.019 | 6.466 | 12.164 | (5.972) | 6.488 |
Total from Investment Operations | 20.145 | 7.310 | 12.958 | (5.217) | 7.181 |
Distributions | |||||
Dividends from Net Investment Income | (1.115) | (.830) | (.798) | (.723) | (.683) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Return of Capital | — | — | — | — | (.018) |
Total Distributions | (1.115) | (.830) | (.798) | (.723) | (.701) |
Net Asset Value, End of Period | $93.50 | $74.47 | $67.99 | $55.83 | $61.77 |
Total Return | 27.11% | 11.10% | 23.30% | -8.59% | 13.08% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $889 | $646 | $593 | $473 | $492 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.26% | 1.42% | 1.26% | 1.16% | 1.20% |
Portfolio Turnover Rate2 | 9% | 31% | 53% | 29% | 37% |
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 | 9,499,864 | — | — | 9,499,864 |
Temporary Cash Investments | 12,917 | — | — | 12,917 |
Total | 9,512,781 | — | — | 9,512,781 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 88 | — | — | 88 |
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. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These |
Amount ($000) | |
Paid-in Capital | 489,031 |
Total Distributable Earnings (Loss) | (489,031) |
Amount ($000) | |
Undistributed Ordinary Income | 1,596 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (764,498) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 4,191,133 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Ordinary Income* | 109,978 | 81,070 |
Long-Term Capital Gains | — | — |
Total | 109,978 | 81,070 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 5,321,648 |
Gross Unrealized Appreciation | 4,392,702 |
Gross Unrealized Depreciation | (201,569) |
Net Unrealized Appreciation (Depreciation) | 4,191,133 |
E. | During the year ended December 31, 2021, the fund purchased $1,752,008,000 of investment securities and sold $1,432,104,000 of investment securities, other than temporary cash investments. Purchases and sales include $0 and $654,470,000, 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: |
Year Ended December 31, | |||||
2021 | 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 1,514,849 | 17,250 | 1,131,338 | 20,286 | |
Issued in Lieu of Cash Distributions | 70,145 | 778 | 52,404 | 905 | |
Redeemed | (1,368,992) | (15,531) | (1,491,590) | (27,073) | |
Net Increase (Decrease)—Admiral Shares | 216,002 | 2,497 | (307,848) | (5,882) | |
Institutional Shares | |||||
Issued | 140,767 | 1,520 | 66,229 | 1,208 | |
Issued in Lieu of Cash Distributions | 6,056 | 67 | 4,490 | 77 | |
Redeemed | (66,317) | (745) | (76,697) | (1,343) | |
Net Increase (Decrease)—Institutional Shares | 80,506 | 842 | (5,978) | (58) |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2021, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 17, 2022
Fund | ($000) |
Tax-Managed Balanced Fund | 42,498 |
Tax-Managed Capital Appreciation Fund | 189,724 |
Tax-Managed Small-Cap Fund | 94,383 |
Fund | ($000) |
Tax-Managed Balanced Fund | — |
Tax-Managed Capital Appreciation Fund | — |
Tax-Managed Small-Cap Fund | 12,648 |
Fund | Percentage |
Tax-Managed Balanced Fund | 96.8% |
Tax-Managed Capital Appreciation Fund | 99.9 |
Tax-Managed Small-Cap Fund | 84.1 |
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
John T. Marcante | Lauren Valente |
Chris D. McIsaac |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Fund’s Performance at a Glance | 1 |
About Your Fund’s Expenses | 2 |
Performance Summary | 4 |
Financial Statements | 7 |
• | For the 12 months ended December 31, 2021, returns for Vanguard Developed Markets Index Fund ranged from 11.35% for Investor Shares to 11.49% for ETF Shares (based on net asset value) and Institutional Plus Shares. The fund’s benchmark, the FTSE Developed All Cap ex US Index, returned 11.58%. |
• | The global economy continued to heal over the period. Vaccination programs started rolling out in developed countries early in the year, helping some hard-hit sectors such as hospitality, leisure, and travel while more workers returned to the labor force. Stocks overall performed strongly, even with the spread of new COVID-19 variants and a surge in inflation and as many central banks adopted less accommodative monetary stances. |
• | Financial and industrial stocks, the largest sectors represented in the benchmark, contributed most to results. Real estate, utilities, and telecommunications, the smallest sectors, were relative laggards. |
• | For the 10 years ended December 31, the fund share classes with at least a decade of history recorded average annual returns of more than 8%, in line with the spliced benchmark index. |
Average Annual Total Returns Periods Ended December 31, 2021 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.45% | 26.21% | 18.43% |
Russell 2000 Index (Small-caps) | 14.82 | 20.02 | 12.02 |
Russell 3000 Index (Broad U.S. market) | 25.66 | 25.79 | 17.97 |
FTSE All-World ex US Index (International) | 8.36 | 13.66 | 9.89 |
Bonds | |||
Bloomberg U.S. Aggregate Bond Index (Broad taxable market) | -1.54% | 4.79% | 3.57% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 1.52 | 4.73 | 4.17 |
FTSE Three-Month U.S. Treasury Bill Index | 0.05 | 0.95 | 1.11 |
CPI | |||
Consumer Price Index | 7.04% | 3.53% | 2.92% |
• | 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 December 31, 2021 | |||
Beginning Account Value 6/30/2021 | Ending Account Value 12/31/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Developed Markets Index Fund | |||
Investor Shares | $1,000.00 | $1,013.20 | $0.81 |
FTSE Developed Markets ETF Shares | 1,000.00 | 1,014.20 | 0.25 |
Admiral™ Shares | 1,000.00 | 1,013.80 | 0.36 |
Institutional Shares | 1,000.00 | 1,013.90 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,014.00 | 0.20 |
Based on Hypothetical 5% Yearly Return | |||
Developed Markets Index Fund | |||
Investor Shares | $1,000.00 | $1,024.40 | $0.82 |
FTSE Developed Markets ETF Shares | 1,000.00 | 1,024.95 | 0.26 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.95 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,025.00 | 0.20 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
FTSE Developed Markets ETF Shares Net Asset Value | 11.49% | 10.18% | 8.53% | $22,676 | |
FTSE Developed Markets ETF Shares Market Price | 11.66 | 10.13 | 8.45 | 22,497 | |
Spliced Developed ex US Index | 11.58 | 10.08 | 8.48 | 22,578 | |
FTSE Global All Cap ex US Index | 8.84 | 9.92 | 7.76 | 21,118 |
One Year | Five Years | Since Inception (12/19/2013) | Final Value of a $10,000 Investment | ||
Developed Markets Index Fund Investor Shares | 11.35% | 10.04% | 6.06% | $16,039 | |
Spliced Developed ex US Index | 11.58 | 10.08 | 6.18 | 16,184 | |
FTSE Global All Cap ex US Index | 8.84 | 9.92 | 6.01 | 15,975 |
Average Annual Total Returns Periods Ended December 31, 2021 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Developed Markets Index Fund Admiral Shares | 11.43% | 10.15% | 8.51% | $22,636 | |
Spliced Developed ex US Index | 11.58 | 10.08 | 8.48 | 22,578 | |
FTSE Global All Cap ex US Index | 8.84 | 9.92 | 7.76 | 21,118 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Developed Markets Index Fund Institutional Shares | 11.44% | 10.17% | 8.54% | $11,348,370 | |
Spliced Developed ex US Index | 11.58 | 10.08 | 8.48 | 11,289,167 | |
FTSE Global All Cap ex US Index | 8.84 | 9.92 | 7.76 | 10,559,008 |
One Year | Five Years | Since Inception (4/1/2014) | Final Value of a $100,000,000 Investment | ||
Developed Markets Index Fund Institutional Plus Shares | 11.49% | 10.18% | 5.82% | $155,023,030 | |
Spliced Developed ex US Index | 11.58 | 10.08 | 5.85 | 155,326,870 | |
FTSE Global All Cap ex US Index | 8.84 | 9.92 | 5.66 | 153,227,970 |
One Year | Five Years | Ten Years | |
FTSE Developed Markets ETF Shares Market Price | 11.66% | 62.01% | 124.97% |
FTSE Developed Markets ETF Shares Net Asset Value | 11.49 | 62.34 | 126.76 |
Spliced Developed ex US Index | 11.58 | 61.60 | 125.78 |
Japan | 20.4% |
United Kingdom | 13.1 |
Canada | 9.5 |
France | 8.6 |
Switzerland | 8.0 |
Germany | 7.2 |
Australia | 6.4 |
South Korea | 5.0 |
Netherlands | 3.9 |
Sweden | 3.5 |
Hong Kong | 2.5 |
Italy | 2.2 |
Denmark | 2.1 |
Spain | 1.9 |
Finland | 1.2 |
Singapore | 1.0 |
Other | 3.5 |
Shares | Market Value• ($000) | ||
Common Stocks (99.1%) | |||
Australia (6.3%) | |||
Commonwealth Bank of Australia | 11,905,881 | 875,217 | |
CSL Ltd. | 3,330,922 | 704,491 | |
BHP Group Ltd. | 20,551,372 | 620,482 | |
National Australia Bank Ltd. | 23,008,075 | 483,103 | |
Australia & New Zealand Banking Group Ltd. | 19,846,852 | 397,559 | |
Westpac Banking Corp. | 25,584,169 | 396,901 | |
Macquarie Group Ltd. | 2,376,663 | 355,276 | |
Wesfarmers Ltd. | 7,892,914 | 340,551 | |
Goodman Group | 12,712,209 | 245,051 | |
Woolworths Group Ltd. | 8,440,631 | 233,329 | |
Transurban Group (XASX) | 21,222,158 | 213,162 | |
Rio Tinto Ltd. | 2,590,892 | 189,063 | |
Fortescue Metals Group Ltd. | 11,103,218 | 156,075 | |
Aristocrat Leisure Ltd. | 4,610,962 | 146,272 | |
Amcor plc GDR | 10,761,872 | 129,553 | |
James Hardie Industries plc GDR | 3,107,247 | 125,073 | |
Coles Group Ltd. | 8,854,336 | 115,532 | |
Sonic Healthcare Ltd. | 3,334,978 | 113,110 | |
Woodside Petroleum Ltd. | 6,722,584 | 107,171 | |
Newcrest Mining Ltd. | 5,699,581 | 102,080 | |
Santos Ltd. | 21,502,605 | 99,051 | |
South32 Ltd. | 32,661,247 | 95,521 | |
* | Afterpay Ltd. | 1,558,423 | 94,078 |
ASX Ltd. | 1,352,358 | 91,398 | |
* | Xero Ltd. | 875,051 | 89,570 |
Telstra Corp. Ltd. | 29,075,592 | 88,367 | |
QBE Insurance Group Ltd. | 10,326,212 | 85,271 | |
Scentre Group | 36,342,265 | 83,601 | |
Brambles Ltd. | 10,041,173 | 77,682 | |
Suncorp Group Ltd. | 8,982,904 | 72,322 | |
Cochlear Ltd. | 449,109 | 70,488 | |
Ramsay Health Care Ltd. | 1,223,617 | 63,591 |
Shares | Market Value• ($000) | ||
Dexus (XASX) | 7,542,005 | 60,984 | |
APA Group | 8,268,054 | 60,487 | |
SEEK Ltd. | 2,458,045 | 58,599 | |
Mirvac Group | 27,613,828 | 58,452 | |
* | Sydney Airport | 9,227,984 | 58,261 |
Computershare Ltd. (XASX) | 3,772,905 | 54,923 | |
Northern Star Resources Ltd. | 7,955,075 | 54,710 | |
Insurance Australia Group Ltd. | 17,283,261 | 53,561 | |
BlueScope Steel Ltd. | 3,496,733 | 53,382 | |
Tabcorp Holdings Ltd. | 14,611,745 | 53,381 | |
GPT Group | 13,471,355 | 53,120 | |
Stockland | 16,756,823 | 51,695 | |
Charter Hall Group | 3,266,528 | 48,867 | |
Origin Energy Ltd. | 12,346,295 | 47,120 | |
OZ Minerals Ltd. | 2,285,595 | 47,120 | |
Medibank Pvt Ltd. | 19,306,272 | 47,022 | |
* | Lynas Rare Earths Ltd. | 6,322,724 | 46,919 |
Treasury Wine Estates Ltd. | 5,063,549 | 45,655 | |
Endeavour Group Ltd. | 8,910,854 | 43,729 | |
REA Group Ltd. | 353,872 | 43,152 | |
* | Pilbara Minerals Ltd. | 18,229,116 | 42,522 |
Mineral Resources Ltd. | 976,569 | 39,889 | |
Washington H Soul Pattinson & Co. Ltd. | 1,816,275 | 39,145 | |
Lendlease Corp. Ltd. | 4,809,093 | 37,446 | |
Reece Ltd. | 1,868,880 | 36,754 | |
IGO Ltd. | 4,384,833 | 36,723 | |
Domino's Pizza Enterprises Ltd. | 427,036 | 36,653 | |
Ampol Ltd. | 1,675,653 | 36,182 | |
Evolution Mining Ltd. | 11,959,646 | 35,482 | |
carsales.com Ltd. | 1,905,300 | 34,813 | |
Atlas Arteria Ltd. | 6,716,753 | 33,802 | |
Vicinity Centres | 26,420,220 | 32,493 | |
Incitec Pivot Ltd. | 13,667,596 | 32,306 | |
ALS Ltd. | 3,371,256 | 32,096 | |
IDP Education Ltd. | 1,272,368 | 32,054 | |
Aurizon Holdings Ltd. | 12,372,147 | 31,433 | |
* | Allkem Ltd. | 4,074,865 | 30,910 |
* | NEXTDC Ltd. | 3,200,376 | 29,718 |
Shares | Market Value• ($000) | ||
Orica Ltd. | 2,860,643 | 28,527 | |
JB Hi-Fi Ltd. | 798,956 | 28,095 | |
Bank of Queensland Ltd. | 4,522,906 | 26,637 | |
Bendigo & Adelaide Bank Ltd. | 3,849,541 | 25,500 | |
Reliance Worldwide Corp. Ltd. | 5,545,664 | 25,340 | |
Altium Ltd. | 768,132 | 25,224 | |
WiseTech Global Ltd. | 591,002 | 25,065 | |
AusNet Services Ltd. | 13,102,470 | 24,511 | |
Steadfast Group Ltd. | 6,366,278 | 24,299 | |
Alumina Ltd. | 17,804,909 | 24,220 | |
Qube Holdings Ltd. | 10,341,787 | 23,873 | |
Breville Group Ltd. | 993,310 | 22,908 | |
Challenger Ltd. | 4,731,252 | 22,474 | |
Metcash Ltd. | 6,822,213 | 22,315 | |
Iluka Resources Ltd. | 2,967,580 | 21,877 | |
Nine Entertainment Co. Holdings Ltd. | 10,330,379 | 21,831 | |
Cleanaway Waste Management Ltd. | 9,584,735 | 21,818 | |
* | Crown Resorts Ltd. | 2,461,731 | 21,429 |
Downer EDI Ltd. | 4,901,705 | 21,292 | |
* | Virgin Money UK plc | 8,662,165 | 21,014 |
Ansell Ltd. | 906,050 | 20,721 | |
Worley Ltd. | 2,644,985 | 20,491 | |
1 | AGL Energy Ltd. | 4,446,286 | 19,865 |
* | Qantas Airways Ltd. | 5,174,297 | 18,875 |
ARB Corp. Ltd. | 479,550 | 18,326 | |
Shopping Centres Australasia Property Group | 7,806,852 | 16,872 | |
* | AMP Ltd. | 22,930,758 | 16,855 |
nib holdings Ltd. | 3,240,489 | 16,512 | |
* | Star Entertainment Grp Ltd. | 6,110,599 | 16,370 |
National Storage REIT | 8,322,279 | 16,099 | |
Orora Ltd. | 6,285,921 | 16,043 | |
Healius Ltd. | 4,124,666 | 15,803 | |
Seven Group Holdings Ltd. | 990,151 | 15,579 | |
* | Uniti Group Ltd. | 4,791,632 | 15,506 |
* | Chalice Mining Ltd. | 2,195,765 | 15,370 |
1 | Magellan Financial Group Ltd. | 967,843 | 14,956 |
Harvey Norman Holdings Ltd. | 4,146,188 | 14,903 | |
CSR Ltd. | 3,469,249 | 14,854 | |
Link Administration Holdings Ltd. | 3,547,093 | 14,371 | |
Charter Hall Long Wale REIT | 3,870,205 | 14,223 | |
Pro Medicus Ltd. | 299,878 | 13,610 | |
Sims Ltd. | 1,162,072 | 13,603 | |
Eagers Automotive Ltd. | 1,384,292 | 13,550 | |
*,1 | Flight Centre Travel Group Ltd. | 1,015,628 | 13,032 |
Premier Investments Ltd. | 583,830 | 12,882 | |
Sandfire Resources Ltd. (XASX) | 2,671,263 | 12,834 | |
*,1 | Champion Iron Ltd. | 3,201,616 | 12,700 |
* | Boral Ltd. | 2,825,529 | 12,543 |
* | Liontown Resources Ltd. | 10,316,242 | 12,467 |
Shares | Market Value• ($000) | ||
* | Megaport Ltd. | 913,309 | 12,306 |
IRESS Ltd. | 1,343,657 | 12,224 | |
* | Corporate Travel Management Ltd. | 758,328 | 12,161 |
Bapcor Ltd. | 2,382,292 | 12,143 | |
Insignia Financial Ltd. | 4,574,697 | 12,054 | |
Centuria Capital Group | 4,714,051 | 11,998 | |
* | Whitehaven Coal Ltd. | 6,101,838 | 11,619 |
Waypoint REIT | 5,497,659 | 11,319 | |
Ingenia Communities Group | 2,487,777 | 11,255 | |
Beach Energy Ltd. | 12,246,520 | 11,244 | |
TPG Telecom Ltd. | 2,606,451 | 11,168 | |
Super Retail Group Ltd. | 1,206,835 | 10,935 | |
Pendal Group Ltd. | 2,665,577 | 10,804 | |
*,1 | Imugene Ltd. | 37,042,040 | 10,777 |
Perpetual Ltd. | 411,615 | 10,772 | |
*,1 | Zip Co. Ltd. | 3,250,965 | 10,239 |
Elders Ltd. | 1,142,997 | 10,207 | |
*,1 | Webjet Ltd. | 2,699,196 | 10,166 |
Charter Hall Retail REIT | 3,269,673 | 10,136 | |
2 | Viva Energy Group Ltd. | 5,905,450 | 10,108 |
BWP Trust | 3,319,698 | 10,022 | |
* | Perseus Mining Ltd. | 8,453,974 | 10,008 |
Lifestyle Communities Ltd. | 643,940 | 9,733 | |
* | Paladin Energy Ltd. | 14,987,601 | �� 9,649 |
Technology One Ltd. | 1,028,349 | 9,542 | |
GrainCorp Ltd. Class A | 1,583,364 | 9,532 | |
Credit Corp. Group Ltd. | 384,945 | 9,384 | |
Centuria Industrial REIT | 3,071,647 | 9,365 | |
InvoCare Ltd. | 1,080,832 | 9,250 | |
Bega Cheese Ltd. | 2,197,053 | 9,073 | |
Deterra Royalties Ltd. | 2,890,007 | 9,051 | |
AUB Group Ltd. | 479,819 | 9,003 | |
Nickel Mines Ltd. | 8,575,821 | 8,936 | |
Abacus Property Group | 3,106,157 | 8,564 | |
* | ioneer Ltd. | 13,892,620 | 8,089 |
* | De Grey Mining Ltd. | 9,043,692 | 8,036 |
*,1 | PointsBet Holdings Ltd. | 1,532,391 | 7,862 |
1 | CIMIC Group Ltd. | 637,968 | 7,859 |
Arena REIT | 2,182,787 | 7,829 | |
* | EVENT Hospitality and Entertainment Ltd. | 725,688 | 7,816 |
Nufarm Ltd. | 2,204,996 | 7,791 | |
Australian Ethical Investment Ltd. | 762,782 | 7,656 | |
Aventus Group | 2,810,356 | 7,358 | |
Netwealth Group Ltd. | 571,058 | 7,356 | |
* | Nanosonics Ltd. | 1,590,405 | 7,304 |
* | Silver Lake Resources Ltd. | 5,584,406 | 7,240 |
Brickworks Ltd. | 405,469 | 7,131 |
Shares | Market Value• ($000) | ||
Pinnacle Investment Management Group Ltd. | 625,722 | 7,103 | |
Collins Foods Ltd. | 728,934 | 7,090 | |
IPH Ltd. | 1,104,355 | 7,051 | |
*,2 | Life360 Inc. GDR | 988,370 | 6,974 |
GUD Holdings Ltd. | 838,100 | 6,933 | |
1 | HUB24 Ltd. | 332,549 | 6,850 |
Charter Hall Social Infrastructure REIT | 2,237,835 | 6,726 | |
Regis Resources Ltd. | 4,722,750 | 6,721 | |
Ramelius Resources Ltd. | 5,858,817 | 6,718 | |
Blackmores Ltd. | 100,575 | 6,691 | |
Gold Road Resources Ltd. | 5,817,709 | 6,668 | |
Costa Group Holdings Ltd. (XASX) | 2,951,610 | 6,514 | |
Adbri Ltd. | 3,136,970 | 6,443 | |
Domain Holdings Australia Ltd. | 1,568,673 | 6,443 | |
* | West African Resources Ltd. | 6,590,809 | 6,358 |
Johns Lyng Group Ltd. | 945,662 | 6,280 | |
Platinum Asset Management Ltd. | 3,137,189 | 6,162 | |
Cromwell Property Group | 9,626,647 | 6,093 | |
Appen Ltd. | 746,420 | 6,051 | |
Growthpoint Properties Australia Ltd. | 1,905,366 | 6,042 | |
United Malt Grp Ltd. | 1,837,848 | 5,846 | |
Rural Funds Group | 2,501,300 | 5,767 | |
* | Telix Pharmaceuticals Ltd. | 1,019,667 | 5,754 |
Codan Ltd. | 842,430 | 5,714 | |
*,1 | Temple & Webster Group Ltd. | 728,606 | 5,704 |
* | Australian Strategic Materials Ltd. | 714,242 | 5,543 |
Imdex Ltd. | 2,570,061 | 5,516 | |
* | Western Areas Ltd. | 2,194,741 | 5,483 |
1 | Clinuvel Pharmaceuticals Ltd. | 270,786 | 5,351 |
Lovisa Holdings Ltd. | 363,240 | 5,314 | |
Home Consortium Ltd. | 915,668 | 5,304 | |
Centuria Office REIT | 3,088,205 | 5,258 | |
St. Barbara Ltd. | 4,899,368 | 5,237 | |
* | Capricorn Metals Ltd. | 2,023,429 | 5,010 |
Jumbo Interactive Ltd. | 352,480 | 4,939 | |
* | EML Payments Ltd. | 2,086,265 | 4,901 |
*,1 | Tyro Payments Ltd. | 2,295,743 | 4,783 |
Kelsian Group Ltd. | 887,692 | 4,770 | |
Genworth Mortgage Insurance Australia Ltd. | 2,818,212 | 4,759 | |
* | Vulcan Energy Resources Ltd. | 624,566 | 4,735 |
* | G8 Education Ltd. | 5,858,527 | 4,734 |
Shares | Market Value• ($000) | ||
*,2 | Coronado Global Resources Inc. GDR | 5,022,249 | 4,535 |
*,1 | Syrah Resources Ltd. | 3,414,007 | 4,500 |
*,1 | PolyNovo Ltd. | 4,034,577 | 4,470 |
* | Omni Bridgeway Ltd. | 1,657,599 | 4,440 |
Dexus Industria REIT | 1,693,041 | 4,325 | |
Monadelphous Group Ltd. | 608,824 | 4,280 | |
Hansen Technologies Ltd. | 1,093,444 | 4,256 | |
* | oOh!media Ltd. | 3,437,878 | 4,237 |
* | Karoon Energy Ltd. | 3,422,010 | 4,195 |
Data#3 Ltd. | 979,426 | 4,188 | |
*,1 | Mesoblast Ltd. | 3,961,505 | 4,019 |
NRW Holdings Ltd. | 3,044,152 | 3,910 | |
Accent Group Ltd. | 2,158,358 | 3,851 | |
* | City Chic Collective Ltd. | 962,046 | 3,846 |
Senex Energy Ltd. | 1,093,272 | 3,680 | |
Select Harvests Ltd. | 812,134 | 3,669 | |
1 | Dicker Data Ltd. | 338,931 | 3,658 |
* | Bellevue Gold Ltd. | 5,875,552 | 3,624 |
* | PEXA Group Ltd. | 246,999 | 3,589 |
GWA Group Ltd. | 1,782,327 | ���3,571 | |
Tassal Group Ltd. | 1,396,760 | 3,547 | |
Irongate Group | 2,766,018 | 3,481 | |
Integral Diagnostics Ltd. | 963,318 | 3,466 | |
*,1 | Dubber Corp. Ltd. | 1,737,319 | 3,454 |
* | 29Metals Ltd. | 1,523,465 | 3,406 |
SmartGroup Corp. Ltd. | 601,568 | 3,394 | |
Australian Pharmaceutical Industries Ltd. | 2,692,144 | 3,388 | |
*,1 | Eclipx Group Ltd. | 2,093,415 | 3,368 |
Baby Bunting Group Ltd. | 815,206 | 3,332 | |
Westgold Resources Ltd. | 2,167,885 | 3,228 | |
Perenti Global Ltd. | 4,772,317 | 3,210 | |
Hotel Property Investments | 1,169,552 | 3,183 | |
1 | HomeCo Daily Needs REIT | 2,712,632 | 3,150 |
* | nearmap Ltd. | 2,764,334 | 3,108 |
Money3 Corp. Ltd. | 1,202,182 | 3,104 | |
Inghams Group Ltd. | 1,212,076 | 3,096 | |
* | Fineos Corp. Ltd. GDR | 911,424 | 3,058 |
Austal Ltd. | 2,141,932 | 3,038 | |
McMillan Shakespeare Ltd. | 343,709 | 3,023 | |
Bravura Solutions Ltd. | 1,666,165 | 2,990 | |
*,1 | Redbubble Ltd. | 1,252,456 | 2,978 |
* | Seven West Media Ltd. | 6,246,135 | 2,941 |
1 | Kogan.com Ltd. | 441,484 | 2,832 |
*,1 | Audinate Group Ltd. | 437,812 | 2,821 |
Infomedia Ltd. | 2,459,774 | 2,739 | |
Australian Finance Group Ltd. | 1,372,928 | 2,696 | |
*,1 | Betmakers Technology Group Ltd. | 4,601,082 | 2,680 |
Shares | Market Value• ($000) | ||
* | Starpharma Holdings Ltd. Class A | 2,731,545 | 2,669 |
1 | BWX Ltd. | 833,287 | 2,642 |
MyState Ltd. | 703,088 | 2,595 | |
Estia Health Ltd. | 1,532,525 | 2,566 | |
Sigma Healthcare Ltd. | 7,246,348 | 2,533 | |
Southern Cross Media Group Ltd. | 1,785,018 | 2,516 | |
* | Aurelia Metals Ltd. | 8,366,242 | 2,503 |
Pact Group Holdings Ltd. | 1,338,303 | 2,467 | |
*,1 | Carnarvon Energy Ltd. | 9,864,991 | 2,440 |
* | OFX Group Ltd. | 1,439,919 | 2,420 |
* | Mayne Pharma Group Ltd. | 11,164,148 | 2,403 |
* | Superloop Ltd. | 2,775,217 | 2,402 |
1 | New Hope Corp. Ltd. | 1,478,073 | 2,400 |
1 | Emeco Holdings Ltd. | 3,729,715 | 2,391 |
* | Australian Agricultural Co. Ltd. | 2,137,797 | 2,300 |
GDI Property Group | 2,836,609 | 2,280 | |
Service Stream Ltd. | 3,775,132 | 2,209 | |
*,1 | Andromeda Metals Ltd. | 16,388,538 | 2,208 |
* | Opthea Ltd. | 2,306,521 | 2,173 |
* | Alkane Resources Ltd. | 3,163,118 | 2,111 |
* | Resolute Mining Ltd. | 7,406,432 | 2,108 |
Virtus Health Ltd. | 423,094 | 2,108 | |
* | Nuix Ltd. | 1,265,094 | 2,022 |
*,1 | PPK Group Ltd. | 294,935 | 1,993 |
*,1 | Paradigm Biopharmaceuticals Ltd. | 1,326,990 | 1,819 |
* | Cooper Energy Ltd. | 8,898,758 | 1,813 |
* | Myer Holdings Ltd. | 5,425,126 | 1,778 |
1 | Macmahon Holdings Ltd. | 12,595,078 | 1,694 |
*,1 | Humm Group Ltd. | 2,433,340 | 1,594 |
Cedar Woods Properties Ltd. | 396,553 | 1,568 | |
SG Fleet Group Ltd. | 829,047 | 1,506 | |
*,1 | AMA Group Ltd. | 4,750,729 | 1,486 |
*,1 | Electro Optic Systems Holdings Ltd. | 832,889 | 1,418 |
Mount Gibson Iron Ltd. | 4,570,442 | 1,414 | |
MACA Ltd. | 2,240,138 | 1,337 | |
Navigator Global Investments Ltd. | 959,155 | 1,295 | |
*,1 | Bubs Australia Ltd. | 3,593,986 | 1,242 |
1 | Regis Healthcare Ltd. | 877,203 | 1,194 |
* | Marley Spoon AG GDR | 1,691,223 | 1,158 |
Jupiter Mines Ltd. | 6,362,076 | 1,065 | |
* | Dacian Gold Ltd. | 6,075,137 | 842 |
*,1 | New Century Resources Ltd. | 495,328 | 828 |
* | Falcon Metals Ltd. | 713,926 | 299 |
*,1 | Minerals 260 Ltd. | 676,645 | 261 |
Vita Group Ltd. | 873,010 | 229 | |
*,3 | Bgp Holdings plc | 7,179,555 | 26 |
10,603,901 |
Shares | Market Value• ($000) | ||
Austria (0.3%) | |||
Erste Group Bank AG | 2,152,654 | 100,917 | |
OMV AG | 997,113 | 56,390 | |
Verbund AG | 463,649 | 52,107 | |
Wienerberger AG | 795,789 | 29,224 | |
voestalpine AG | 805,090 | 29,211 | |
2 | BAWAG Group AG | 468,050 | 28,706 |
Raiffeisen Bank International AG | 909,830 | 26,722 | |
ANDRITZ AG | 490,180 | 25,211 | |
1 | IMMOFINANZ AG | ��� 674,237 | 17,315 |
* | Lenzing AG | 91,722 | 12,641 |
Mayr Melnhof Karton AG | 58,305 | 11,680 | |
CA Immobilien Anlagen AG (XWBO) | 284,439 | 10,614 | |
Oesterreichische Post AG | 237,707 | 10,170 | |
AT&S Austria Technologie & Systemtechnik AG | 172,703 | 8,472 | |
S IMMO AG | 340,448 | 8,418 | |
Telekom Austria AG Class A | 916,728 | 7,971 | |
EVN AG | 250,129 | 7,547 | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | 261,519 | 7,423 | |
UNIQA Insurance Group AG | 759,182 | 6,951 | |
Strabag SE (Bearer) | 98,534 | 4,096 | |
* | DO & CO AG | 44,573 | 3,747 |
Palfinger AG | 66,330 | 2,586 | |
* | Schoeller-Bleckmann Oilfield Equipment AG | 72,820 | 2,545 |
* | Flughafen Wien AG | 63,683 | 1,928 |
Agrana Beteiligungs AG | 74,654 | 1,457 | |
* | Porr AG | 91,453 | 1,428 |
*,3 | CA Immobilien Anlagen AG | 494,405 | — |
475,477 | |||
Belgium (0.9%) | |||
Anheuser-Busch InBev SA | 5,835,112 | 351,799 | |
KBC Group NV | 1,915,348 | 164,569 | |
* | Argenx SE | 356,981 | 126,945 |
UCB SA | 843,311 | 96,244 | |
Groupe Bruxelles Lambert SA | 705,274 | 78,770 | |
Ageas SA | 1,246,652 | 64,561 | |
Umicore SA | 1,427,615 | 58,239 | |
Solvay SA | 480,864 | 55,903 | |
Sofina SA | 106,794 | 52,458 | |
Warehouses De Pauw CVA | 988,400 | 47,438 | |
Cofinimmo SA | 211,723 | 33,817 | |
Aedifica SA | 253,846 | 33,137 | |
Elia Group SA | 247,901 | 32,675 | |
D'ieteren Group | 160,378 | 31,264 | |
Ackermans & van Haaren NV | 154,960 | 29,731 | |
Proximus SADP | 991,840 | 19,370 | |
Melexis NV | 141,199 | 16,825 | |
VGP NV | 52,458 | 15,309 |
Shares | Market Value• ($000) | ||
Etablissements Franz Colruyt NV | 352,580 | 14,961 | |
Montea NV | 83,745 | 12,602 | |
KBC Ancora | 253,100 | 12,105 | |
1 | Euronav NV | 1,360,282 | 12,057 |
Telenet Group Holding NV | 326,183 | 11,904 | |
Shurgard Self Storage SA | 171,707 | 11,259 | |
Barco NV | 498,927 | 10,870 | |
Bekaert SA | 239,435 | 10,645 | |
Gimv NV | 131,269 | 7,975 | |
Xior Student Housing NV | 138,372 | 7,725 | |
Fagron | 438,327 | 7,390 | |
* | Tessenderlo Group SA | 193,608 | 7,339 |
Cie d'Entreprises CFE | 47,875 | 6,661 | |
* | bpost SA | 669,592 | 5,844 |
Retail Estates NV | 68,774 | 5,580 | |
Befimmo SA | 143,324 | 5,507 | |
* | Kinepolis Group NV | 87,908 | 5,477 |
* | AGFA-Gevaert NV | 1,103,761 | 4,765 |
*,1 | Ontex Group NV | 527,233 | 4,208 |
Econocom Group SA NV | 827,446 | 3,457 | |
*,1 | Mithra Pharmaceuticals SA | 147,178 | 3,342 |
Orange Belgium SA | 97,686 | 2,213 | |
Van de Velde NV | 37,279 | 1,461 | |
Wereldhave Belgium Comm VA | 17,689 | 994 | |
1,485,395 | |||
Canada (9.4%) | |||
* | Shopify Inc. Class A | 784,419 | 1,080,054 |
Royal Bank of Canada | 9,911,718 | 1,051,937 | |
Toronto-Dominion Bank | 12,673,290 | 971,624 | |
Bank of Nova Scotia | 8,439,259 | 597,443 | |
Brookfield Asset Management Inc. Class A | 9,285,110 | 560,725 | |
Enbridge Inc. | 14,004,495 | 547,027 | |
Canadian National Railway Co. | 4,127,095 | 506,951 | |
Bank of Montreal | 4,502,573 | 484,767 | |
Canadian Pacific Railway Ltd. | 6,484,152 | 466,365 | |
Canadian Imperial Bank of Commerce | 3,047,104 | 355,188 | |
Canadian Natural Resources Ltd. | 8,102,671 | 342,375 | |
1 | TC Energy Corp. | 6,820,044 | 317,185 |
1 | Nutrien Ltd. | 3,977,805 | 298,992 |
Manulife Financial Corp. | 13,535,284 | 257,983 | |
Suncor Energy Inc. | 10,172,854 | 254,532 | |
Constellation Software Inc. | 133,333 | 247,381 | |
Alimentation Couche Tard Inc. | 5,534,551 | 231,892 | |
Sun Life Financial Inc. | 4,068,732 | 226,475 | |
Franco-Nevada Corp. | 1,324,909 | 183,232 |
Shares | Market Value• ($000) | ||
National Bank of Canada | 2,339,435 | 178,359 | |
Waste Connections Inc. | 1,258,068 | 171,462 | |
Barrick Gold Corp. (XLON) | 8,787,009 | 167,064 | |
Magna International Inc. | 1,957,867 | 158,416 | |
Fortis Inc. (XTSE) | 3,189,363 | 153,877 | |
1 | Thomson Reuters Corp. | 1,148,443 | 137,337 |
Wheaton Precious Metals Corp. | 3,141,985 | 134,825 | |
* | CGI Inc. | 1,517,893 | 134,216 |
Intact Financial Corp. | 991,638 | 128,895 | |
Restaurant Brands International Inc. (XTSE) | 2,082,780 | 126,289 | |
1 | Power Corp. of Canada | 3,754,219 | 124,057 |
WSP Global Inc. | 814,472 | 118,235 | |
Rogers Communications Inc. Class B | 2,447,919 | 116,557 | |
1 | Pembina Pipeline Corp. | 3,831,034 | 116,208 |
BCE Inc. | 2,089,499 | 108,708 | |
Cenovus Energy Inc. | 8,803,439 | 107,942 | |
Dollarama Inc. | 2,014,173 | 100,808 | |
* | Teck Resources Ltd. Class B | 3,234,540 | 93,153 |
First Quantum Minerals Ltd. | 3,875,539 | 92,741 | |
Loblaw Cos. Ltd. | 1,117,206 | 91,535 | |
1 | Metro Inc. | 1,708,108 | 90,905 |
Shaw Communications Inc. Class B | 2,982,826 | 90,526 | |
Agnico Eagle Mines Ltd. | 1,698,600 | 90,224 | |
Open Text Corp. | 1,882,099 | 89,333 | |
Emera Inc. | 1,776,958 | 88,809 | |
Fairfax Financial Holdings Ltd. | 170,692 | 83,965 | |
Waste Connections Inc. (XTSE) | 570,366 | 77,724 | |
Kirkland Lake Gold Ltd. | 1,841,756 | 77,182 | |
TELUS Corp. | 3,121,673 | 73,516 | |
TFI International Inc. | 618,772 | 69,398 | |
1 | Algonquin Power & Utilities Corp. | 4,577,732 | 66,117 |
Barrick Gold Corp. | 3,561,990 | 66,054 | |
West Fraser Timber Co. Ltd. | 690,440 | 65,870 | |
Tourmaline Oil Corp. | 1,936,825 | 62,532 | |
1 | Cameco Corp. | 2,779,618 | 60,605 |
* | Bausch Health Cos. Inc. | 2,193,099 | 60,577 |
George Weston Ltd. | 504,964 | 58,546 | |
2 | Hydro One Ltd. | 2,191,708 | 57,021 |
1 | Canadian Apartment Properties REIT | 1,196,956 | 56,737 |
Canadian Tire Corp. Ltd. Class A | 394,689 | 56,613 | |
Gildan Activewear Inc. | 1,335,216 | 56,609 | |
Great-West Lifeco Inc. | 1,852,879 | 55,603 |
Shares | Market Value• ($000) | ||
CCL Industries Inc. Class B | 1,033,252 | 55,406 | |
1 | Imperial Oil Ltd. | 1,482,820 | 53,477 |
* | CAE Inc. | 2,057,354 | 51,899 |
FirstService Corp. | 263,551 | 51,796 | |
Kinross Gold Corp. | 8,789,209 | 51,000 | |
Toromont Industries Ltd. | 561,421 | 50,756 | |
* | Descartes Systems Group Inc. | 591,900 | 48,954 |
Northland Power Inc. | 1,569,994 | 47,102 | |
Ritchie Bros Auctioneers Inc. | 768,629 | 47,037 | |
Stantec Inc. | 781,517 | 43,909 | |
iA Financial Corp. Inc. | 740,060 | 42,346 | |
1 | AltaGas Ltd. | 1,946,129 | 42,017 |
Onex Corp. | 528,547 | 41,483 | |
1 | ARC Resources Ltd. | 4,562,379 | 41,478 |
1 | RioCan REIT | 2,234,255 | 40,518 |
TMX Group Ltd. | 389,802 | 39,521 | |
Saputo Inc. | 1,669,449 | 37,614 | |
1 | Granite REIT | 436,362 | 36,359 |
Pan American Silver Corp. | 1,455,382 | 36,311 | |
* | Lightspeed Commerce Inc. | 888,383 | 35,874 |
Lundin Mining Corp. | 4,507,748 | 35,208 | |
Empire Co. Ltd. Class A | 1,154,204 | 35,166 | |
1 | Keyera Corp. | 1,554,249 | 35,055 |
*,1 | BlackBerry Ltd. | 3,572,969 | 33,387 |
Colliers International Group Inc. | 223,502 | 33,285 | |
1 | Brookfield Renewable Corp. Class A (XTSE) | 894,708 | 32,925 |
GFL Environmental Inc. | 852,122 | 32,220 | |
* | Ivanhoe Mines Ltd. Class A | 3,939,268 | 32,138 |
1 | Allied Properties REIT | 890,359 | 30,935 |
1 | SNC-Lavalin Group Inc. | 1,235,792 | 30,198 |
Brookfield Infrastructure Corp. Class A | 438,075 | 29,898 | |
1 | Element Fleet Management Corp. | 2,916,924 | 29,701 |
*,2 | Nuvei Corp. | 457,014 | 29,626 |
Parkland Corp. | 1,061,037 | 29,165 | |
B2Gold Corp. | 7,285,399 | 28,682 | |
Finning International Inc. | 1,129,846 | 28,475 | |
1 | Yamana Gold Inc. | 6,750,699 | 28,391 |
Quebecor Inc. Class B | 1,189,629 | 26,850 | |
CI Financial Corp. | 1,280,239 | 26,760 | |
* | Kinaxis Inc. | 187,738 | 26,318 |
SSR Mining Inc. | 1,483,869 | 26,265 | |
H&R REIT | 2,008,041 | 25,796 | |
Premium Brands Holdings Corp. Class A | 257,816 | 25,770 | |
* | Aritzia Inc. | 617,267 | 25,546 |
Capital Power Corp. | 816,741 | 25,478 |
Shares | Market Value• ($000) | ||
Canadian Utilities Ltd. Class A | 842,471 | 24,436 | |
1 | SmartCentres REIT | 944,407 | 24,033 |
Boyd Group Services Inc. | 149,545 | 23,599 | |
First Capital REIT | 1,580,134 | 23,559 | |
1 | BRP Inc. | 259,967 | 22,771 |
*,1 | Ballard Power Systems Inc. | 1,766,920 | 22,196 |
Choice Properties REIT | 1,824,719 | 21,912 | |
Alamos Gold Inc. Class A | 2,756,374 | 21,202 | |
* | ATS Automation Tooling Systems Inc. | 522,061 | 20,735 |
* | Air Canada Class A | 1,237,318 | 20,668 |
1 | IGM Financial Inc. | 570,900 | 20,589 |
* | MEG Energy Corp. | 2,164,273 | 20,018 |
Crescent Point Energy Corp. | 3,730,850 | 19,908 | |
Primo Water Corp. | 1,114,951 | 19,673 | |
* | Bombardier Inc. Class B | 14,686,152 | 19,505 |
Enerplus Corp. | 1,804,523 | 19,030 | |
Linamar Corp. | 319,473 | 18,924 | |
1 | Gibson Energy Inc. | 1,050,652 | 18,622 |
TransAlta Corp. | 1,672,790 | 18,580 | |
* | Pretium Resources Inc. | 1,318,307 | 18,572 |
Atco Ltd. Class I | 528,368 | 17,836 | |
Canadian Western Bank | 607,415 | 17,431 | |
1 | First Majestic Silver Corp. | 1,547,315 | 17,211 |
Methanex Corp. | 428,670 | 16,958 | |
Boralex Inc. Class A | 579,401 | 15,885 | |
1 | Cargojet Inc. | 119,898 | 15,788 |
1 | PrairieSky Royalty Ltd. | 1,432,403 | 15,434 |
*,1 | Canopy Growth Corp. | 1,720,768 | 15,018 |
Parex Resources Inc. | 870,900 | 14,878 | |
Stella-Jones Inc. | 462,500 | 14,629 | |
1 | Osisko Gold Royalties Ltd. | 1,186,117 | 14,515 |
1 | Chartwell Retirement Residences | 1,544,054 | 14,428 |
1 | Innergex Renewable Energy Inc. | 953,800 | 14,025 |
*,1 | Vermilion Energy Inc. | 1,089,904 | 13,700 |
Stelco Holdings Inc. | 401,326 | 13,078 | |
* | Canada Goose Holdings Inc. | 348,714 | 12,924 |
1 | Whitecap Resources Inc. | 2,163,021 | 12,808 |
Maple Leaf Foods Inc. | 537,884 | 12,442 | |
* | Eldorado Gold Corp. | 1,305,143 | 12,237 |
Enghouse Systems Ltd. | 316,275 | 12,109 | |
* | Equinox Gold Corp. | 1,769,977 | 11,978 |
Russel Metals Inc. | 445,929 | 11,855 | |
Centerra Gold Inc. | 1,533,248 | 11,818 | |
*,1 | Home Capital Group Inc. Class B | 373,015 | 11,521 |
Shares | Market Value• ($000) | ||
* | Novagold Resources Inc. | 1,667,296 | 11,428 |
* | Turquoise Hill Resources Ltd. | 692,167 | 11,382 |
1 | TransAlta Renewables Inc. | 761,895 | 11,293 |
1 | Boardwalk REIT | 258,616 | 11,210 |
1 | Superior Plus Corp. | 1,066,596 | 10,962 |
* | Canfor Corp. | 428,684 | 10,865 |
Hudbay Minerals Inc. | 1,486,661 | 10,765 | |
1 | Cominar REIT | 1,147,938 | 10,609 |
1 | Laurentian Bank of Canada | 329,161 | 10,453 |
* | IAMGOLD Corp. | 3,294,633 | 10,262 |
Dye & Durham Ltd. | 270,395 | 9,594 | |
1 | North West Co. Inc. | 353,775 | 9,576 |
* | OceanaGold Corp. | 4,815,808 | 8,376 |
Transcontinental Inc. Class A | 501,646 | 8,054 | |
* | Celestica Inc. | 722,152 | 8,050 |
*,1 | Aurora Cannabis Inc. | 1,354,756 | 7,336 |
1 | NFI Group Inc. | 453,805 | 7,268 |
Cascades Inc. | 657,462 | 7,261 | |
ECN Capital Corp. | 1,553,337 | 6,557 | |
Winpak Ltd. | 217,266 | 6,384 | |
* | Torex Gold Resources Inc. | 583,304 | 6,064 |
Cogeco Communications Inc. | 74,620 | 5,942 | |
Artis REIT | 629,093 | 5,938 | |
1 | Westshore Terminals Investment Corp. | 271,895 | 5,765 |
1 | Mullen Group Ltd. | 618,572 | 5,687 |
1 | Aecon Group Inc. | 403,704 | 5,387 |
1 | Dream Office REIT | 267,779 | 5,214 |
*,1 | Cronos Group Inc. | 1,317,598 | 5,187 |
1 | Martinrea International Inc. | 537,947 | 4,891 |
Fortis Inc. | 77,746 | 3,753 | |
1 | First National Financial Corp. | 113,635 | 3,733 |
Enbridge Inc. (XTSE) | 87,527 | 3,421 | |
GFL Environmental Inc. (XTSE) | 59,062 | 2,235 | |
Restaurant Brands International Inc. | 36,684 | 2,226 | |
* | Shopify Inc. Class A (XTSE) | 297 | 409 |
1 | Brookfield Infrastructure Corp. Class A (XNYS) | 5,570 | 380 |
* | Lightspeed Commerce Inc. (XTSE) | 3,511 | 142 |
15,748,470 | |||
Denmark (2.1%) | |||
Novo Nordisk A/S Class B | 11,067,189 | 1,243,132 | |
DSV A/S | 1,353,898 | 315,497 | |
Vestas Wind Systems A/S | 7,037,700 | 214,334 | |
2 | Orsted A/S | 1,316,768 | 168,635 |
* | Genmab A/S | 414,028 | 165,261 |
Coloplast A/S Class B | 927,010 | 163,224 |
Shares | Market Value• ($000) | ||
AP Moller - Maersk A/S Class B | 38,081 | 135,923 | |
Carlsberg A/S Class B | 669,085 | 115,516 | |
Novozymes A/S Class B | 1,385,539 | 113,766 | |
AP Moller - Maersk A/S Class A | 29,885 | 99,145 | |
Pandora A/S | 675,285 | 83,999 | |
Danske Bank A/S | 4,611,057 | 79,605 | |
Chr Hansen Holding A/S | 717,418 | 56,569 | |
GN Store Nord A/S | 896,429 | 56,247 | |
Tryg A/S | 2,143,507 | 52,897 | |
Royal Unibrew A/S | 336,799 | 37,884 | |
* | Demant A/S | 739,829 | 37,884 |
1 | Ambu A/S Class B | 1,197,445 | 31,605 |
SimCorp A/S | 278,931 | 30,401 | |
Ringkjoebing Landbobank A/S | 206,572 | 27,764 | |
2 | Netcompany Group A/S | 230,303 | 24,693 |
* | ISS A/S | 1,292,810 | 24,513 |
* | ALK-Abello A/S | 46,576 | 24,444 |
* | Jyske Bank A/S (Registered) | 392,910 | 20,211 |
*,1 | Bavarian Nordic A/S | 484,937 | 19,917 |
ROCKWOOL International A/S Class B | 43,183 | 18,857 | |
Topdanmark A/S | 301,234 | 16,897 | |
* | NKT A/S | 308,833 | 14,938 |
FLSmidth & Co. A/S | 371,573 | 13,890 | |
Sydbank A/S | 425,199 | 13,439 | |
* | Dfds A/S | 209,201 | 11,181 |
1 | Alm Brand A/S | 5,614,179 | 10,906 |
H Lundbeck A/S | 419,787 | 10,809 | |
Chemometec A/S | 69,316 | 8,777 | |
2 | Scandinavian Tobacco Group A/S Class A | 410,048 | 8,613 |
Schouw & Co. A/S | 88,167 | 7,678 | |
*,1 | NTG Nordic Transport Group A/S Class A | 93,710 | 7,636 |
Spar Nord Bank A/S | 564,765 | 7,228 | |
* | Zealand Pharma A/S | 313,933 | 6,929 |
* | Nilfisk Holding A/S | 184,261 | 6,008 |
* | Drilling Co. of 1972 A/S | 148,332 | 5,788 |
D/S Norden A/S | 169,788 | 4,310 | |
3,516,950 | |||
Finland (1.2%) | |||
* | Nokia OYJ | 39,287,449 | 248,834 |
Nordea Bank Abp | 19,089,656 | 232,866 | |
Kone OYJ Class B | 2,738,766 | 196,530 | |
Sampo OYJ Class A | 3,524,514 | 176,395 | |
Neste OYJ | 2,902,153 | 142,832 | |
UPM-Kymmene OYJ | 3,719,797 | 141,533 | |
Fortum OYJ | 3,018,572 | 92,581 | |
Nordea Bank Abp (XHEL) | 6,308,376 | 77,291 | |
Stora Enso OYJ Class R | 4,020,893 | 73,797 | |
Kesko OYJ Class B | 1,887,356 | 62,907 | |
Elisa OYJ | 1,001,597 | 61,674 | |
Wartsila OYJ Abp | 3,415,932 | 47,911 | |
Metso Outotec OYJ | 4,236,848 | 44,996 |
Shares | Market Value• ($000) | ||
Valmet OYJ | 931,780 | 39,951 | |
Nokian Renkaat OYJ | 952,943 | 36,008 | |
Kojamo OYJ | 1,366,334 | 33,064 | |
Orion OYJ Class B | 730,749 | 30,354 | |
Huhtamaki OYJ | 650,639 | 28,778 | |
Konecranes OYJ Class A | 513,762 | 20,581 | |
* | QT Group OYJ | 134,320 | 20,344 |
Cargotec OYJ Class B | 345,476 | 17,241 | |
TietoEVRY OYJ (XHEL) | 537,472 | 16,789 | |
* | Outokumpu OYJ | 2,310,494 | 14,489 |
Metsa Board OYJ | 1,243,045 | 12,178 | |
Neles OYJ | 724,797 | 11,281 | |
Revenio Group OYJ | 156,577 | 9,902 | |
Kemira OYJ | 598,221 | 9,064 | |
Uponor OYJ | 374,300 | 8,866 | |
Sanoma OYJ | 507,313 | 7,833 | |
Tokmanni Group Corp. | 325,999 | 7,298 | |
2 | Terveystalo OYJ | 423,592 | 5,695 |
YIT OYJ | 1,085,137 | 5,337 | |
Citycon OYJ | 515,258 | 4,107 | |
TietoEVRY OYJ | 125,869 | 3,920 | |
F-Secure OYJ | 682,338 | 3,847 | |
Raisio OYJ Class V | 776,168 | 2,979 | |
*,1 | Finnair OYJ | 3,887,471 | 2,634 |
Oriola OYJ Class B | 810,223 | 1,856 | |
*,3 | Ahlstrom-Munksjo OYJ Rights | 70,191 | 1,426 |
1,955,969 | |||
France (8.5%) | |||
LVMH Moet Hennessy Louis Vuitton SE | 1,738,758 | 1,436,968 | |
TotalEnergies SE | 16,908,089 | 860,625 | |
Sanofi | 7,574,019 | 760,007 | |
Schneider Electric SE | 3,689,861 | 725,410 | |
BNP Paribas SA | 7,545,211 | 521,684 | |
* | L'Oreal SA Loyalty Shares | 1,047,500 | 499,461 |
* | Airbus SE | 3,878,413 | 496,219 |
EssilorLuxottica SA | 2,055,260 | 437,517 | |
Kering SA | 511,469 | 410,378 | |
AXA SA | 13,397,508 | 398,754 | |
Hermes International | 215,660 | 376,839 | |
Vinci SA | 3,493,577 | 368,974 | |
* | Air Liquide SA Loyalty Shares | 2,015,276 | 351,473 |
Pernod Ricard SA | 1,453,717 | 349,732 | |
Safran SA | 2,429,181 | 297,388 | |
L'Oreal SA (XPAR) | 592,336 | 282,433 | |
Dassault Systemes SE | 4,642,077 | 275,486 | |
Capgemini SE | 1,092,497 | 267,750 | |
Danone SA | 4,183,058 | 260,017 | |
Cie de Saint-Gobain | 3,307,141 | 232,646 | |
Legrand SA | 1,866,923 | 218,656 | |
STMicroelectronics NV | 4,411,849 | 216,952 | |
Cie Generale des Etablissements Michelin SCA | 1,219,968 | 199,812 | |
Air Liquide SA (XPAR) | 1,133,648 | 197,713 | |
Societe Generale SA | 5,413,621 | 186,059 |
Shares | Market Value• ($000) | ||
Teleperformance | 405,549 | 181,311 | |
Veolia Environnement SA | 4,294,274 | 157,703 | |
Orange SA | 13,380,180 | 142,929 | |
Credit Agricole SA | 8,615,711 | 122,837 | |
Publicis Groupe SA | 1,604,726 | 108,117 | |
* | Engie SA Loyalty Shares | 7,207,528 | 106,710 |
Eurofins Scientific SE | 848,805 | 105,160 | |
*,2 | Worldline SA | 1,695,544 | 94,374 |
Sartorius Stedim Biotech | 167,893 | 92,208 | |
Edenred | 1,743,900 | 80,530 | |
Carrefour SA | 4,333,119 | 79,441 | |
Alstom SA | 2,058,516 | 73,099 | |
Vivendi SE | 4,880,529 | 66,018 | |
Bureau Veritas SA | 1,984,075 | 65,869 | |
Arkema SA | 453,947 | 64,072 | |
Engie SA (XPAR) | 4,079,782 | 60,403 | |
Thales SA | 700,777 | 59,613 | |
2 | Euronext NV | 573,112 | 59,583 |
Suez SA | 2,633,996 | 59,379 | |
Eiffage SA | 522,591 | 53,881 | |
Bouygues SA | 1,479,927 | 52,975 | |
Getlink SE | 3,186,452 | 52,775 | |
Valeo | 1,679,599 | 50,651 | |
Gecina SA | 361,289 | 50,555 | |
* | Renault SA | 1,293,142 | 44,860 |
Rexel SA | 2,133,726 | 43,213 | |
BioMerieux | 297,360 | 42,290 | |
Remy Cointreau SA | 172,068 | 41,824 | |
* | Accor SA | 1,285,541 | 41,669 |
Bollore SA | 6,938,071 | 38,809 | |
* | SOITEC | 150,933 | 36,980 |
Alten SA | 201,326 | 36,324 | |
Faurecia SE (XPAR) | 736,512 | 35,040 | |
Orpea SA | 342,679 | 34,367 | |
SCOR SE | 1,098,449 | 34,292 | |
2 | Amundi SA | 395,827 | 32,650 |
* | Ubisoft Entertainment SA | 661,435 | 32,265 |
Klepierre SA | 1,277,924 | 30,239 | |
Covivio | 353,298 | 29,001 | |
Atos SE | 667,664 | 28,283 | |
* | Elis SA (XPAR) | 1,565,998 | 27,131 |
2 | La Francaise des Jeux SAEM | 611,999 | 27,122 |
CNP Assurances | 1,041,580 | 25,764 | |
* | Aeroports de Paris | 199,095 | 25,684 |
* | EDF | 2,046,369 | 24,068 |
Wendel SE | 193,030 | 23,130 | |
SPIE SA | 888,069 | 23,006 | |
Ipsen SA | 242,210 | 22,165 | |
SES SA Class A GDR | 2,631,305 | 20,853 | |
Nexans SA | 210,560 | 20,588 | |
* | SEB SA Loyalty Shares | 129,575 | 20,192 |
Rubis SCA | 660,902 | 19,763 | |
* | TechnipFMC plc (XNYS) | 3,254,553 | 19,539 |
* | Sodexo SA ACT Loyalty Shares | 220,771 | 19,355 |
Sopra Steria Group SACA | 102,272 | 18,353 | |
Sodexo SA (XPAR) | 201,693 | 17,682 | |
* | L'Oreal SA Loyalty Shares 2023 | 36,796 | 17,545 |
Shares | Market Value• ($000) | ||
Dassault Aviation SA | 161,687 | 17,488 | |
2 | Verallia SA | 484,542 | 17,073 |
* | Eurazeo SA | 194,450 | 16,965 |
Gaztransport Et Technigaz SA | 181,487 | 16,934 | |
ICADE | 231,258 | 16,639 | |
Eutelsat Communications SA | 1,305,420 | 15,932 | |
* | Air Liquide | 85,202 | 14,860 |
Electricite de France SA (XPAR) | 1,247,849 | 14,676 | |
Virbac SA | 30,355 | 14,658 | |
Korian SA | 460,227 | 14,578 | |
Nexity SA | 307,969 | 14,502 | |
* | Technip Energies NV | 950,151 | 13,900 |
IPSOS | 279,356 | 13,086 | |
* | JCDecaux SA | 515,557 | 12,908 |
Imerys SA | 284,111 | 11,803 | |
SEB SA (XPAR) | 75,515 | 11,768 | |
* | Sodexo SA Loyalty Shares 2023 | 125,433 | 10,996 |
Trigano SA | 56,065 | 10,881 | |
*,1 | Casino Guichard Perrachon SA | 397,906 | 10,497 |
* | Vallourec SA | 1,042,779 | 10,432 |
* | Coface SA | 721,921 | 10,287 |
Cie Plastic Omnium SA | 394,787 | 10,248 | |
Somfy SA | 49,140 | 9,872 | |
Eurazeo SE | 112,103 | 9,780 | |
Societe BIC SA | 179,666 | 9,666 | |
Interparfums SA | 108,402 | 9,081 | |
Rothschild & Co. | 191,389 | 8,796 | |
Metropole Television SA | 445,370 | 8,715 | |
*,1 | Air France-KLM | 1,924,058 | 8,495 |
2 | ALD SA | 551,812 | 8,119 |
*,1,2 | Neoen SA (XPAR) | 183,969 | 7,985 |
Fnac Darty SA | 114,954 | 7,523 | |
* | Derichebourg SA | 642,910 | 7,439 |
Television Francaise 1 | 724,977 | 7,204 | |
2 | Maisons du Monde SA | 293,556 | 6,794 |
* | Lagardere SA | 245,158 | 6,777 |
* | ID Logistics Group | 16,034 | 6,692 |
Robertet SA | 4,614 | 5,118 | |
*,2 | Elior Group SA | 698,586 | 5,061 |
Quadient SA | 229,692 | 5,002 | |
* | Eramet SA | 60,200 | 4,944 |
1 | Altarea SCA | 25,597 | 4,892 |
PEUGEOT Investment | 34,340 | 4,849 | |
*,1 | Solutions 30 SE | 564,928 | 4,533 |
* | Akka Technologies | 80,439 | 4,409 |
Vicat SA | 105,354 | 4,316 | |
Albioma SA (XPAR) | 109,210 | 4,264 | |
Carmila SA | 266,859 | 4,225 | |
* | Voltalia SA (Registered) | 186,005 | 4,150 |
Mercialys SA | 419,945 | 4,099 | |
* | Engie SA | 276,743 | 4,097 |
Mersen SA | 95,544 | 4,025 | |
* | Beneteau SA | 247,052 | 4,010 |
Cie de L'Odet SE | 2,535 | 3,837 | |
*,2 | X-Fab Silicon Foundries SE | 368,245 | 3,808 |
Shares | Market Value• ($000) | ||
Pharmagest Interactive | 33,420 | 3,577 | |
Faurecia SE | 75,062 | 3,511 | |
* | CGG SA | 4,719,278 | 3,431 |
* | Albioma SA Loyalty Shares | 73,972 | 2,888 |
Manitou BF SA | 81,728 | 2,569 | |
* | Sodexo SA | 28,542 | 2,502 |
* | Electricite de France SA (Euronext Paris) | 209,376 | 2,463 |
Vilmorin & Cie SA | 39,107 | 2,390 | |
Lisi SA | 71,212 | 2,298 | |
Bonduelle SCA | 91,442 | 2,171 | |
Jacquet Metals SACA | 83,984 | 2,016 | |
*,2 | SMCP SA | 241,086 | 2,000 |
* | Sodexo SA Loyalty Shares 2025 | 22,419 | 1,965 |
* | Electricite de France SA | 150,590 | 1,771 |
* | GL Events | 81,526 | 1,616 |
Guerbet | 37,573 | 1,601 | |
*,2 | Aramis Group SAS | 99,685 | 1,594 |
AKWEL | 56,359 | 1,391 | |
Lisi (XPAR) | 36,765 | 1,186 | |
* | Tarkett SA | 51,994 | 1,165 |
* | Sodexo SA Loyalty Shares | 11,166 | 979 |
* | SEB SA Loyalty Shares 2023 | 5,993 | 934 |
* | Etablissements Maurel et Prom SA | 343,437 | 892 |
* | Rallye SA | 150,266 | 867 |
Boiron SA | 18,487 | 753 | |
* | Believe SA | 34,767 | 672 |
* | Albioma Loyalty Shares 2022 | 10,688 | 417 |
* | Albioma Loyalty Shares 2023 | 6,994 | 273 |
* | Lisi | 2,575 | 83 |
*,3 | Bourbon Corp. | 11,499 | 48 |
*,3 | Bourbon Corp. SA | 26,831 | — |
14,176,903 | |||
Germany (7.1%) | |||
SAP SE | 7,732,226 | 1,088,230 | |
Siemens AG (Registered) | 5,243,326 | 908,159 | |
Allianz SE (Registered) | 2,864,268 | 675,563 | |
Daimler AG (Registered) | 5,863,330 | 447,983 | |
BASF SE | 6,378,897 | 447,705 | |
Deutsche Post AG (Registered) | 6,824,985 | 438,988 | |
Deutsche Telekom AG (Registered) | 23,480,238 | 433,856 | |
Infineon Technologies AG | 9,085,602 | 418,287 | |
adidas AG | 1,334,700 | 384,321 | |
Bayer AG (Registered) | 6,855,772 | 366,128 | |
Vonovia SE | 5,428,447 | 299,119 |
Shares | Market Value• ($000) | ||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | 978,725 | 288,928 | |
Volkswagen AG Preference Shares | 1,273,147 | 255,754 | |
Merck KGaA | 902,415 | 232,153 | |
Bayerische Motoren Werke AG | 2,251,437 | 225,239 | |
Deutsche Boerse AG | 1,280,809 | 213,862 | |
E.ON SE | 15,119,738 | 210,126 | |
RWE AG | 4,404,737 | 178,465 | |
* | Deutsche Bank AG (Registered) | 14,268,759 | 177,718 |
*,2 | Delivery Hero SE | 1,316,672 | 145,743 |
2 | Siemens Healthineers AG | 1,935,797 | 144,331 |
Symrise AG Class A | 897,071 | 132,672 | |
*,2 | Zalando SE | 1,526,550 | 122,973 |
Sartorius AG Preference Shares | 172,416 | 116,612 | |
Fresenius SE & Co. KGaA | 2,848,855 | 114,505 | |
* | Daimler Truck Holding AG | 2,929,535 | 107,696 |
Porsche Automobil Holding SE Preference Shares | 1,070,523 | 101,071 | |
Brenntag SE | 1,078,422 | 97,386 | |
Henkel AG & Co. KGaA Preference Shares | 1,158,941 | 93,516 | |
1 | Fresenius Medical Care AG & Co. KGaA | 1,417,360 | 91,885 |
* | HelloFresh SE | 1,141,891 | 87,512 |
* | QIAGEN NV | 1,544,388 | 85,637 |
Puma SE | 697,734 | 85,210 | |
Hannover Rueck SE | 419,643 | 79,563 | |
* | Continental AG | 754,521 | 79,274 |
2 | Covestro AG | 1,262,154 | 77,683 |
MTU Aero Engines AG | 374,302 | 76,000 | |
* | Siemens Energy AG | 2,964,176 | 75,629 |
Beiersdorf AG | 696,371 | 71,382 | |
LEG Immobilien SE (XETR) | 508,327 | 70,872 | |
HeidelbergCement AG | 1,040,940 | 70,448 | |
1 | Volkswagen AG | 225,322 | 65,869 |
GEA Group AG | 1,162,040 | 63,470 | |
Henkel AG & Co. KGaA | 769,581 | 59,990 | |
KION Group AG | 546,242 | 59,664 | |
* | Commerzbank AG | 7,277,440 | 55,058 |
Carl Zeiss Meditec AG (Bearer) | 257,458 | 54,009 | |
* | Evotec SE | 1,077,537 | 52,017 |
Aroundtown SA | 8,121,486 | 48,992 | |
Nemetschek SE | 380,616 | 48,667 | |
Knorr-Bremse AG | 462,179 | 45,647 | |
Evonik Industries AG | 1,333,743 | 43,087 | |
Bechtle AG | 576,247 | 41,005 | |
2 | Scout24 SE | 541,909 | 37,840 |
* | thyssenkrupp AG | 3,411,873 | 37,379 |
1 | LANXESS AG | 600,834 | 37,155 |
Shares | Market Value• ($000) | ||
Bayerische Motoren Werke AG Preference Shares | 391,362 | 32,454 | |
United Internet AG (Registered) | 761,757 | 30,201 | |
* | CTS Eventim AG & Co. KGaA | 413,022 | 30,189 |
* | Deutsche Lufthansa AG (Registered) | 4,232,403 | 29,635 |
Uniper SE | 609,774 | 28,952 | |
Rheinmetall AG | 304,904 | 28,695 | |
alstria office REIT-AG | 1,255,294 | 27,873 | |
Aurubis AG | 249,357 | 24,926 | |
TAG Immobilien AG | 886,853 | 24,772 | |
Freenet AG | 909,326 | 24,032 | |
Rational AG | 23,197 | 23,725 | |
* | K+S AG (Registered) | 1,345,082 | 23,138 |
1 | Siltronic AG (XETR) | 140,953 | 22,548 |
FUCHS PETROLUB SE Preference Shares | 495,030 | 22,370 | |
Vantage Towers AG | 606,667 | 22,213 | |
HUGO BOSS AG | 365,378 | 22,118 | |
2 | Befesa SA | 283,157 | 21,727 |
Gerresheimer AG | 222,158 | 21,360 | |
1 | Hella GmbH & Co. KGaA | 304,453 | 20,659 |
* | Talanx AG | 378,902 | 18,270 |
1 | ProSiebenSat.1 Media SE | 1,113,040 | 17,682 |
CANCOM SE | 261,518 | 17,534 | |
Jungheinrich AG Preference Shares | 342,295 | 17,387 | |
* | Fraport AG Frankfurt Airport Services Worldwide | 252,781 | 16,925 |
*,1 | Sixt SE | 94,294 | 16,635 |
Grand City Properties SA | 698,062 | 16,581 | |
* | Hypoport SE | 28,476 | 16,516 |
Duerr AG | 348,810 | 15,852 | |
Wacker Chemie AG | 105,529 | 15,688 | |
Jenoptik AG | 364,191 | 15,368 | |
AIXTRON SE | 751,833 | 15,229 | |
*,2 | TeamViewer AG | 1,104,996 | 14,828 |
* | RTL Group SA | 274,601 | 14,554 |
*,2 | Auto1 Group SE | 645,686 | 14,271 |
CompuGroup Medical SE & Co. KGaA | 176,625 | 14,241 | |
1 | Aareal Bank AG | 427,775 | 13,958 |
Stroeer SE & Co. KGaA | 176,863 | 13,954 | |
Software AG | 349,169 | 13,911 | |
1 | Deutsche Wohnen SE | 330,047 | 13,879 |
Telefonica Deutschland Holding AG | 4,776,584 | 13,249 | |
*,1 | flatexDEGIRO AG | 575,042 | 13,174 |
Stabilus SA | 177,877 | 13,038 | |
1 | Varta AG | 99,683 | 12,900 |
1 | Encavis AG | 723,031 | 12,751 |
Dermapharm Holding SE | 118,150 | 11,996 | |
Fielmann AG | 173,648 | 11,658 | |
*,1 | Nordex SE | 730,441 | 11,456 |
Shares | Market Value• ($000) | ||
Sixt SE Preference Shares | 112,925 | 11,127 | |
* | SUSE SA | 242,898 | 11,077 |
HOCHTIEF AG | 137,253 | 11,054 | |
Pfeiffer Vacuum Technology AG | 44,894 | 11,039 | |
Krones AG | 99,612 | 10,836 | |
* | Nagarro SE | 47,115 | 10,789 |
Eckert & Ziegler Strahlen- und Medizintechnik AG | 96,541 | 10,317 | |
2 | Deutsche Pfandbriefbank AG | 851,489 | 10,201 |
2 | DWS Group GmbH & Co. KGaA | 236,115 | 9,522 |
* | Salzgitter AG | 264,206 | 9,440 |
METRO AG | 895,642 | 9,396 | |
* | Synlab AG | 345,414 | 9,264 |
VERBIO Vereinigte BioEnergie AG | 135,553 | 9,227 | |
*,1 | MorphoSys AG | 243,071 | 9,205 |
Sartorius AG | 15,743 | 8,953 | |
Norma Group SE | 230,658 | 8,904 | |
Hornbach Holding AG & Co. KGaA | 58,164 | 8,735 | |
Traton SE | 341,244 | 8,556 | |
1&1 AG | 311,828 | 8,511 | |
Suedzucker AG | 525,799 | 7,928 | |
FUCHS PETROLUB SE | 223,890 | 7,843 | |
STRATEC SE | 49,749 | 7,804 | |
1,2 | ADLER Group SA | 625,035 | 7,772 |
* | Vitesco Technologies Group AG Class A | 150,259 | 7,369 |
PATRIZIA AG | 296,626 | 6,915 | |
Atoss Software AG | 26,263 | 6,479 | |
Bilfinger SE | 189,666 | 6,415 | |
* | Deutz AG | 855,721 | 6,382 |
1 | GRENKE AG | 182,357 | 6,339 |
DIC Asset AG | 356,677 | 6,234 | |
*,1,2 | Shop Apotheke Europe NV | 48,253 | 6,208 |
2 | Instone Real Estate Group SE | 323,444 | 6,095 |
* | Kloeckner & Co. SE Preference Shares | 496,153 | 6,040 |
Deutsche EuroShop AG | 345,954 | 5,755 | |
KWS Saat SE & Co. KGaA | 68,038 | 5,648 | |
1 | S&T AG | 331,556 | 5,508 |
* | CECONOMY AG | 1,244,576 | 5,354 |
Indus Holding AG | 137,941 | 5,138 | |
* | About You Holding SE | 219,627 | 5,099 |
Wacker Neuson SE | 170,297 | 4,871 | |
New Work SE | 19,653 | 4,866 | |
Basler AG | 25,966 | 4,680 | |
Zeal Network SE | 102,729 | 4,649 | |
Washtec AG | 71,497 | 4,465 | |
Deutsche Beteiligungs AG | 97,871 | 4,442 | |
Schaeffler AG Preference Shares | 518,034 | 4,283 | |
Secunet Security Networks AG | 8,975 | 4,208 | |
BayWa AG | 94,387 | 4,148 | |
Takkt AG | 235,141 | 4,102 |
Shares | Market Value• ($000) | ||
Hamburger Hafen und Logistik AG | 168,878 | 3,954 | |
* | Global Fashion Group SA | 726,343 | 3,657 |
1 | Draegerwerk AG & Co. KGaA Preference Shares | 54,954 | 3,443 |
* | Koenig & Bauer AG | 90,222 | 3,207 |
Vossloh AG | 59,012 | 3,028 | |
*,1 | SGL Carbon SE | 334,046 | 2,919 |
Hornbach Baumarkt AG | 52,696 | 2,850 | |
Hensoldt AG | 200,451 | 2,843 | |
Wuestenrot & Wuerttembergische AG | 137,086 | 2,755 | |
SMA Solar Technology AG | 60,774 | 2,567 | |
* | ElringKlinger AG | 189,009 | 2,368 |
Bertrandt AG | 31,283 | 2,030 | |
CropEnergies AG | 136,279 | 1,898 | |
Draegerwerk AG & Co. KGaA | 25,439 | 1,557 | |
*,1 | zooplus AG | 20 | 11 |
11,861,384 | |||
Hong Kong (2.5%) | |||
AIA Group Ltd. | 84,435,760 | 852,197 | |
Hong Kong Exchanges & Clearing Ltd. | 8,851,307 | 517,660 | |
Techtronic Industries Co. Ltd. | 8,724,244 | 173,917 | |
Link REIT | 14,513,447 | 127,853 | |
Sun Hung Kai Properties Ltd. | 9,917,382 | 120,340 | |
CK Hutchison Holdings Ltd. | 18,626,221 | 119,924 | |
Hong Kong & China Gas Co. Ltd. | 75,882,249 | 118,358 | |
CLP Holdings Ltd. | 11,476,771 | 115,970 | |
Hang Seng Bank Ltd. | 5,057,731 | 92,615 | |
* | BeiGene Ltd. | 4,221,884 | 87,691 |
CK Asset Holdings Ltd. | 13,761,946 | 86,810 | |
BOC Hong Kong Holdings Ltd. | 25,045,125 | 82,136 | |
Jardine Matheson Holdings Ltd. | 1,434,864 | 78,900 | |
* | Galaxy Entertainment Group Ltd. | 14,986,131 | 77,742 |
Lenovo Group Ltd. | 52,436,037 | 60,264 | |
Power Assets Holdings Ltd. | 9,547,409 | 59,512 | |
Wharf Real Estate Investment Co. Ltd. | 11,501,615 | 58,442 | |
MTR Corp. Ltd. | 9,981,054 | 53,579 | |
*,2 | ESR Cayman Ltd. | 13,472,514 | 45,572 |
Hongkong Land Holdings Ltd. | 8,106,138 | 42,149 | |
New World Development Co. Ltd. | 9,982,548 | 39,524 | |
* | Sands China Ltd. | 16,884,655 | 39,186 |
Henderson Land Development Co. Ltd. | 8,999,044 | 38,386 |
Shares | Market Value• ($000) | ||
Xinyi Glass Holdings Ltd. | 14,149,114 | 35,441 | |
Want Want China Holdings Ltd. | 37,475,561 | 34,395 | |
2 | WH Group Ltd. | 54,199,339 | 34,024 |
2 | Budweiser Brewing Co. APAC Ltd. | 11,886,484 | 31,249 |
Sino Land Co. Ltd. | 24,277,246 | 30,229 | |
SITC International Holdings Co. Ltd. | 8,336,565 | 30,151 | |
Wharf Holdings Ltd. | 9,601,775 | 29,494 | |
Hang Lung Properties Ltd. | 14,235,932 | 29,311 | |
CK Infrastructure Holdings Ltd. | 4,373,813 | 27,866 | |
Tingyi Cayman Islands Holding Corp. | 13,314,786 | 27,383 | |
ASM Pacific Technology Ltd. | 2,153,366 | 23,271 | |
PRADA SpA | 3,589,980 | 22,988 | |
Chow Tai Fook Jewellery Group Ltd. | 12,314,141 | 22,189 | |
Minth Group Ltd. | 4,988,256 | 21,975 | |
AAC Technologies Holdings Inc. | 4,799,167 | 18,914 | |
Swire Properties Ltd. | 7,401,286 | 18,554 | |
Swire Pacific Ltd. Class A | 3,238,381 | 18,420 | |
*,2 | Samsonite International SA | 9,067,693 | 18,413 |
Man Wah Holdings Ltd. | 10,831,060 | 16,796 | |
*,1 | Hutchmed China Ltd. | 2,267,346 | 16,479 |
PCCW Ltd. | 30,687,371 | 15,548 | |
Hang Lung Group Ltd. | 6,344,913 | 13,567 | |
Hysan Development Co. Ltd. | 4,331,143 | 13,390 | |
Bank of East Asia Ltd. | 9,054,922 | 13,012 | |
L'Occitane International SA | 3,154,154 | 12,757 | |
1 | Huabao International Holdings Ltd. | 6,686,509 | 12,358 |
Microport Scientific Corp. | 3,375,358 | 12,303 | |
1 | Vitasoy International Holdings Ltd. | 5,767,180 | 11,662 |
Pacific Basin Shipping Ltd. | 30,700,570 | 11,286 | |
Kerry Properties Ltd. | 4,234,825 | 11,029 | |
2 | BOC Aviation Ltd. | 1,483,927 | 10,872 |
NWS Holdings Ltd. | 10,567,386 | 9,913 | |
Fortune REIT | 9,141,160 | 9,392 | |
VTech Holdings Ltd. | 1,174,141 | 9,197 | |
NagaCorp Ltd. | 10,388,991 | 9,064 | |
* | SJM Holdings Ltd. | 12,935,815 | 8,715 |
*,1 | Wynn Macau Ltd. | 10,069,933 | 8,177 |
* | Yue Yuen Industrial Holdings Ltd. | 4,827,693 | 8,081 |
Swire Pacific Ltd. Class B | 8,199,829 | 8,042 | |
*,1,2 | Razer Inc. | 25,040,196 | 7,774 |
Uni-President China Holdings Ltd. | 7,901,772 | 7,660 | |
Kerry Logistics Network Ltd. | 3,110,276 | 7,611 |
Shares | Market Value• ($000) | ||
2 | Js Global Lifestyle Co. Ltd. | 4,387,158 | 7,388 |
*,1 | Vobile Group Ltd. | 9,205,418 | 7,302 |
Lee & Man Paper Manufacturing Ltd. | 9,917,912 | 6,897 | |
Nexteer Automotive Group Ltd. | 5,540,304 | 6,878 | |
* | Towngas China Co. Ltd. | 7,747,428 | 6,741 |
Champion REIT | 13,150,985 | 6,732 | |
* | Melco International Development Ltd. | 5,324,956 | 6,498 |
HKBN Ltd. | 5,267,169 | 6,464 | |
3 | CP Pokphand Co. Ltd. | 43,469,064 | 6,370 |
* | Shangri-La Asia Ltd. | 7,605,983 | 6,354 |
Luk Fook Holdings International Ltd. | 2,337,018 | 6,298 | |
First Pacific Co. Ltd. | 16,135,866 | 5,941 | |
1 | Jinchuan Group International Resources Co. Ltd. | 33,787,758 | 5,892 |
Dairy Farm International Holdings Ltd. | 2,033,439 | 5,816 | |
* | Cathay Pacific Airways Ltd. | 6,780,118 | 5,557 |
* | MMG Ltd. | 16,924,229 | 5,444 |
1 | LK Technology Holdings Ltd. | 2,571,631 | 5,292 |
Johnson Electric Holdings Ltd. | 2,411,323 | 5,114 | |
Powerlong Real Estate Holdings Ltd. | 9,722,486 | 5,090 | |
IGG Inc. | 5,628,900 | 5,008 | |
*,1,2 | Jacobio Pharmaceuticals Group Co. Ltd. | 2,619,131 | 4,873 |
Vinda International Holdings Ltd. | 1,777,838 | 4,331 | |
Truly International Holdings Ltd. | 10,442,416 | 4,276 | |
United Energy Group Ltd. | 50,850,509 | 4,242 | |
2 | Asiainfo Technologies Ltd. | 2,551,233 | 4,164 |
VSTECS Holdings Ltd. | 4,395,750 | 4,125 | |
Great Eagle Holdings Ltd. | 1,472,903 | 4,120 | |
Sunlight REIT | 7,173,528 | 3,992 | |
Cafe de Coral Holdings Ltd. | 2,223,620 | 3,965 | |
1 | Hong Kong Technology Venture Co. Ltd. | 3,565,559 | 3,888 |
SUNeVision Holdings Ltd. | 4,054,940 | 3,843 | |
EC Healthcare | 2,607,436 | 3,726 | |
Haitong International Securities Group Ltd. | 16,758,630 | 3,614 | |
Stella International Holdings Ltd. | 2,932,935 | 3,548 |
Shares | Market Value• ($000) | ||
* | China Travel International Investment Hong Kong Ltd. | 17,814,346 | 3,521 |
Prosperity REIT | 8,551,245 | 3,378 | |
* | Shun Tak Holdings Ltd. | 11,931,600 | 3,291 |
CITIC Telecom International Holdings Ltd. | 9,747,806 | 3,289 | |
* | FIH Mobile Ltd. | 18,800,392 | 3,280 |
K Wah International Holdings Ltd. | 8,155,919 | 3,148 | |
1 | Vesync Co. Ltd. | 2,559,882 | 3,114 |
*,2 | Everest Medicines Ltd. | 692,877 | 3,097 |
*,1 | MGM China Holdings Ltd. | 5,078,799 | 3,083 |
Shui On Land Ltd. | 22,855,853 | 3,077 | |
*,1 | Realord Group Holdings Ltd. | 2,442,462 | 3,048 |
Value Partners Group Ltd. | 6,085,491 | 3,039 | |
Dah Sing Financial Holdings Ltd. | 961,072 | 2,911 | |
* | Glory Sun Financial Group Ltd. | 110,125,434 | 2,824 |
* | OCI International Holdings Ltd. | 6,398,094 | 2,803 |
*,2 | Hua Medicine | 5,692,578 | 2,773 |
1 | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 1,535,506 | 2,641 |
Texhong Textile Group Ltd. | 1,998,726 | 2,640 | |
Canvest Environmental Protection Group Co. Ltd. | 4,922,520 | 2,603 | |
*,1 | Cosmopolitan International Holdings Ltd. | 11,898,447 | 2,601 |
2 | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 3,226,250 | 2,521 |
*,1,2 | Antengene Corp. Ltd. | 1,964,707 | 2,469 |
1 | C-Mer Eye Care Holdings Ltd. | 2,743,153 | 2,424 |
Far East Consortium International Ltd. | 6,582,213 | 2,398 | |
Guotai Junan International Holdings Ltd. | 17,185,470 | 2,382 | |
1 | China Tobacco International HK Co. Ltd. | 1,154,535 | 2,326 |
*,1,2 | JW Cayman Therapeutics Co. Ltd. (XHKG) | 1,297,859 | 2,242 |
1 | Powerlong Commercial Management Holdings Ltd. | 1,186,383 | 2,210 |
Chow Sang Sang Holdings International Ltd. | 1,542,262 | 2,155 |
Shares | Market Value• ($000) | ||
* | Pou Sheng International Holdings Ltd. | 14,609,041 | 2,138 |
*,2 | Frontage Holdings Corp. | 4,172,431 | 2,115 |
Dah Sing Banking Group Ltd. | 2,372,798 | 2,027 | |
Asia Cement China Holdings Corp. | 3,096,445 | 1,980 | |
*,1 | Apollo Future Mobility Group Ltd. | 33,063,101 | 1,909 |
Sun Hung Kai & Co. Ltd. | 3,551,593 | 1,895 | |
United Laboratories International Holdings Ltd. | 3,367,414 | 1,880 | |
Road King Infrastructure Ltd. | 1,888,053 | 1,729 | |
* | Lifestyle International Holdings Ltd. | 3,129,775 | 1,723 |
* | Sa Sa International Holdings Ltd. | 7,532,104 | 1,613 |
*,1 | GCL New Energy Holdings Ltd. | 52,184,034 | 1,592 |
Dynam Japan Holdings Co. Ltd. | 1,790,148 | 1,586 | |
CMBC Capital Holdings Ltd. | 2,548,882 | 1,579 | |
* | Esprit Holdings Ltd. (XHKG) | 16,961,952 | 1,545 |
Giordano International Ltd. | 7,886,552 | 1,508 | |
Singamas Container Holdings Ltd. | 9,965,160 | 1,498 | |
Pacific Textiles Holdings Ltd. | 3,150,265 | 1,487 | |
SmarTone Telecommunications Holdings Ltd. | 2,547,409 | 1,357 | |
*,3 | Convoy | 62,200,399 | 1,332 |
Hutchison Telecommunications Hong Kong Holdings Ltd. | 8,178,059 | 1,312 | |
*,1 | Digital Domain Holdings Ltd. | 15,987,716 | 1,311 |
*,2 | FIT Hon Teng Ltd. | 6,574,050 | 1,291 |
Chinese Estates Holdings Ltd. | 3,182,474 | 1,169 | |
2 | Crystal International Group Ltd. | 3,381,446 | 1,137 |
*,1 | Television Broadcasts Ltd. | 1,819,265 | 1,099 |
2 | IMAX China Holding Inc. | 721,797 | 1,071 |
* | CITIC Resources Holdings Ltd. | 15,434,913 | 951 |
Texwinca Holdings Ltd. | 4,507,014 | 896 | |
1,2 | VPower Group International Holdings Ltd. | 4,721,209 | 782 |
*,1 | Macau Legend Development Ltd. | 9,216,744 | 733 |
1 | Lee's Pharmaceutical Holdings Ltd. | 1,617,211 | 691 |
Shares | Market Value• ($000) | ||
* | China LNG Group Ltd. | 10,948,070 | 540 |
*,3 | MH Development NPV | 2,274,000 | 338 |
*,3 | Brightoil | 10,098,301 | 259 |
* | Suncity Group Holdings Ltd. | 13,772,258 | 223 |
* | Glory Sun Land Group Ltd. | 11,067,606 | 148 |
*,3 | Agritrade Resources Ltd. | 14,695,000 | — |
4,135,194 | |||
Ireland (0.2%) | |||
Kerry Group plc Class A | 1,072,348 | 138,350 | |
Kingspan Group plc | 1,054,374 | 125,771 | |
* | Bank of Ireland Group plc | 6,425,419 | 36,390 |
Glanbia plc (XDUB) | 1,344,100 | 18,779 | |
* | AIB Group plc | 5,486,818 | 13,370 |
Hibernia REIT plc | 4,546,154 | 6,731 | |
* | Dalata Hotel Group plc | 1,507,118 | 6,371 |
* | Irish Continental Group plc | 1,093,268 | 5,647 |
* | Cairn Homes plc | 4,113,162 | 5,300 |
* | Cairn Homes plc (XDUB) | 686,091 | 880 |
*,3 | Irish Bank Resolution Corp. | 257,065 | — |
357,589 | |||
Israel (0.6%) | |||
* | Nice Ltd. | 441,521 | 133,894 |
Bank Leumi Le-Israel BM | 10,128,408 | 108,638 | |
Bank Hapoalim BM | 8,298,004 | 85,403 | |
* | Teva Pharmaceutical Industries Ltd. | 6,902,461 | 56,377 |
Israel Discount Bank Ltd. Class A | 8,204,082 | 55,084 | |
ICL Group Ltd. | 4,874,635 | 46,953 | |
Mizrahi Tefahot Bank Ltd. | 959,344 | 36,945 | |
* | Tower Semiconductor Ltd. | 762,769 | 30,168 |
Elbit Systems Ltd. | 171,195 | 29,592 | |
* | Nova Ltd. | 199,895 | 28,609 |
Azrieli Group Ltd. | 258,538 | 24,667 | |
* | Bezeq The Israeli Telecommunication Corp. Ltd. | 14,556,870 | 24,046 |
Mivne Real Estate KD Ltd. | 4,776,226 | 20,532 | |
* | Enlight Renewable Energy Ltd. | 6,551,224 | 16,044 |
First International Bank of Israel Ltd. | 373,321 | 15,517 | |
Alony Hetz Properties & Investments Ltd. | 716,218 | 13,330 | |
Big Shopping Centers Ltd. | 69,227 | 11,288 | |
* | Melisron Ltd. | 116,758 | 10,885 |
* | Israel Corp. Ltd. | 25,027 | 10,797 |
Phoenix Holdings Ltd. | 814,896 | 10,526 | |
* | Airport City Ltd. | 461,238 | 10,330 |
Shares | Market Value• ($000) | ||
Strauss Group Ltd. | 300,541 | 9,371 | |
* | Shikun & Binui Ltd. | 1,439,783 | 9,208 |
Harel Insurance Investments & Financial Services Ltd. | 810,194 | 9,197 | |
REIT 1 Ltd. | 1,217,632 | 8,694 | |
* | Camtek Ltd. | 182,427 | 8,413 |
Fox Wizel Ltd. | 46,698 | 8,386 | |
Electra Ltd. | 12,025 | 8,329 | |
* | Clal Insurance Enterprises Holdings Ltd. | 323,798 | 8,290 |
Amot Investments Ltd. | 1,019,508 | 8,282 | |
* | Paz Oil Co. Ltd. | 66,299 | 8,244 |
Gav-Yam Lands Corp. Ltd. | 650,853 | 8,039 | |
Maytronics Ltd. | 297,910 | 7,349 | |
Shufersal Ltd. | 877,687 | 7,305 | |
AFI Properties Ltd. | 107,791 | 7,144 | |
Danel Adir Yeoshua Ltd. | 31,178 | 7,048 | |
Ashtrom Group Ltd. | 258,782 | 7,008 | |
Matrix IT Ltd. | 226,049 | 6,862 | |
Shapir Engineering and Industry Ltd. | 757,590 | 6,693 | |
Sapiens International Corp. NV | 185,477 | 6,439 | |
Isracard Ltd. | 1,305,369 | 6,433 | |
Hilan Ltd. | 94,653 | 6,330 | |
Formula Systems 1985 Ltd. | 51,849 | 6,322 | |
Mega Or Holdings Ltd. | 133,424 | 6,117 | |
* | OPC Energy Ltd. | 518,882 | 5,810 |
* | Partner Communications Co. Ltd. | 701,546 | 5,701 |
* | Summit Real Estate Holdings Ltd. | 269,289 | 5,667 |
Kenon Holdings Ltd. | 109,090 | 5,531 | |
AudioCodes Ltd. | 155,533 | 5,404 | |
Energix-Renewable Energies Ltd. | 1,250,074 | 5,293 | |
FIBI Holdings Ltd. | 114,105 | 5,211 | |
Sella Capital Real Estate Ltd. | 1,458,051 | 5,199 | |
Delek Automotive Systems Ltd. | 345,434 | 4,891 | |
* | Perion Network Ltd. | 197,255 | 4,784 |
* | Delek Group Ltd. | 52,618 | 4,315 |
* | Equital Ltd. | 110,608 | 4,240 |
Delta Galil Industries Ltd. | 61,415 | 4,222 | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 52,067 | 3,907 | |
Gazit-Globe Ltd. | 456,521 | 3,606 | |
Menora Mivtachim Holdings Ltd. | 147,913 | 3,497 | |
* | Fattal Holdings 1998 Ltd. | 34,636 | 3,490 |
Migdal Insurance & Financial Holdings Ltd. | 2,111,724 | 3,475 | |
* | Cellcom Israel Ltd. | 617,645 | 3,461 |
* | Oil Refineries Ltd. | 9,990,016 | 2,861 |
Shares | Market Value• ($000) | ||
* | Allot Ltd. | 218,908 | 2,579 |
* | Brack Capital Properties NV | 16,213 | 2,549 |
* | Compugen Ltd. | 577,402 | 2,463 |
IDI Insurance Co. Ltd. | 49,282 | 1,795 | |
* | Naphtha Israel Petroleum Corp. Ltd. | 218,963 | 1,571 |
* | Kamada Ltd. | 190,214 | 1,255 |
Gilat Satellite Networks Ltd. | 173,589 | 1,240 | |
* | Tera Light Ltd. | 147,913 | 357 |
1,059,502 | |||
Italy (2.2%) | |||
Enel SpA | 54,213,118 | 433,493 | |
Intesa Sanpaolo SpA | 115,503,668 | 298,337 | |
Stellantis NV | 14,108,423 | 266,347 | |
Eni SpA | 17,228,459 | 239,437 | |
UniCredit SpA | 14,934,458 | 229,563 | |
Ferrari NV | 848,538 | 218,419 | |
Assicurazioni Generali SpA | 8,503,971 | 179,729 | |
CNH Industrial NV | 6,868,383 | 132,795 | |
Moncler SpA | 1,499,778 | 108,386 | |
Snam SpA (MTAA) | 15,435,662 | 92,972 | |
Terna - Rete Elettrica Nazionale | 9,860,983 | 79,772 | |
FinecoBank Banca Fineco SpA | 4,271,534 | 74,805 | |
Prysmian SpA | 1,844,944 | 69,400 | |
* | Atlantia SpA | 3,426,931 | 67,996 |
*,2 | Nexi SpA | 4,122,178 | 65,322 |
EXOR NV | 721,308 | 64,570 | |
Mediobanca Banca di Credito Finanziario SpA | 4,870,273 | 55,913 | |
Davide Campari-Milano NV | 3,453,588 | 50,396 | |
Amplifon SpA | 904,091 | 48,648 | |
Recordati Industria Chimica e Farmaceutica SpA | 680,789 | 43,716 | |
2 | Poste Italiane SpA | 3,160,029 | 41,397 |
Interpump Group SpA | 561,149 | 41,105 | |
Telecom Italia SpA | 75,969,390 | 37,375 | |
Tenaris SA | 3,253,923 | 33,961 | |
Reply SpA | 158,352 | 32,163 | |
Banco BPM SpA | 10,672,393 | 31,954 | |
2 | Infrastrutture Wireless Italiane SpA | 2,468,647 | 29,935 |
DiaSorin SpA | 157,202 | 29,907 | |
Azimut Holding SpA | 869,596 | 24,311 | |
2 | Pirelli & C SpA | 3,449,634 | 23,925 |
Italgas SpA | 3,447,131 | 23,695 | |
Hera SpA | 5,559,524 | 23,107 | |
A2A SpA | 10,743,195 | 20,934 | |
* | Leonardo SpA | 2,819,704 | 20,155 |
Telecom Italia SpA Savings Shares | 41,409,947 | 19,659 | |
Unipol Gruppo SpA | 3,387,554 | 18,345 | |
De' Longhi SpA | 498,804 | 17,845 | |
Banca Generali SpA | 396,548 | 17,395 | |
Banca Mediolanum SpA | 1,692,591 | 16,686 |
Shares | Market Value• ($000) | ||
* | Brunello Cucinelli SpA | 234,695 | 16,131 |
BPER Banca | 7,475,380 | 15,450 | |
ERG SpA | 470,546 | 15,197 | |
Brembo SpA | 1,028,489 | 14,631 | |
Buzzi Unicem SpA | 649,933 | 14,003 | |
Iren SpA | 4,498,904 | 13,540 | |
* | Salvatore Ferragamo SpA | 457,369 | 11,727 |
Banca Popolare di Sondrio SCPA | 2,672,843 | 11,222 | |
2 | BFF Bank SpA | 1,278,668 | 10,282 |
Sesa SpA | 49,528 | 9,760 | |
2 | Anima Holding SpA | 1,839,441 | 9,393 |
2 | Carel Industries SpA | 302,827 | 9,158 |
* | Autogrill SpA | 1,289,302 | 9,101 |
2 | Technogym SpA | 907,025 | 8,718 |
*,1 | Saipem SpA | 3,920,582 | 8,220 |
Tamburi Investment Partners SpA | 694,441 | 7,805 | |
UnipolSai Assicurazioni SpA | 2,768,105 | 7,791 | |
*,2 | Enav SpA | 1,723,373 | 7,714 |
Falck Renewables SpA | 777,735 | 7,656 | |
ACEA SpA | 287,762 | 6,148 | |
SOL SpA | 246,283 | 5,919 | |
Tinexta SpA | 132,548 | 5,745 | |
2 | GVS SpA | 477,965 | 5,737 |
Gruppo MutuiOnline SpA | 112,644 | 5,671 | |
Danieli & C Officine Meccaniche SpA Savings Shares | 277,289 | 5,420 | |
1 | Webuild SpA (MTAA) | 2,244,932 | 5,310 |
1 | Maire Tecnimont SpA | 1,122,702 | 5,306 |
MARR SpA | 224,681 | 4,825 | |
Zignago Vetro SpA | 204,380 | 4,021 | |
2 | doValue SpA | 393,596 | 3,756 |
2 | RAI Way SpA | 629,866 | 3,731 |
Piaggio & C SpA | 1,106,445 | 3,620 | |
Credito Emiliano SpA | 540,312 | 3,566 | |
Italmobiliare SpA | 94,753 | 3,498 | |
Banca IFIS SpA | 172,820 | 3,338 | |
*,1 | Tod's SpA | 59,227 | 3,309 |
* | Cerved Group SpA | 266,465 | 3,119 |
Cementir Holding NV | 304,274 | 2,902 | |
MFE-MediaForEurope NV Class B | 1,893,972 | 2,677 | |
1 | Danieli & C Officine Meccaniche SpA | 83,472 | 2,558 |
*,1 | Juventus Football Club SpA | 6,514,616 | 2,544 |
* | CIR SpA-Compagnie Industriali | 4,719,507 | 2,520 |
* | Biesse SpA | 90,017 | 2,497 |
*,1 | Saras SpA | 3,634,899 | 2,277 |
*,1 | Fincantieri SpA | 3,246,966 | 2,231 |
Datalogic SpA | 124,555 | 2,160 | |
* | Immobiliare Grande Distribuzione SIIQ SpA | 454,881 | 1,994 |
*,1 | Banca Monte dei Paschi di Siena SpA | 1,953,218 | 1,975 |
Shares | Market Value• ($000) | ||
*,1 | MFE-MediaForEurope NV Class A | 1,893,972 | 1,931 |
* | Arnoldo Mondadori Editore SpA | 786,670 | 1,823 |
* | Societa Cattolica Di Assicurazione SpA | 211,796 | 1,395 |
DeA Capital SpA | 538,263 | 800 | |
Rizzoli Corriere Della Sera Mediagroup SpA | 740,063 | 745 | |
*,1 | Webuild SpA | 196,679 | 213 |
3,646,650 | |||
Japan (20.2%) | |||
Toyota Motor Corp. | 85,858,733 | 1,586,892 | |
Sony Group Corp. | 8,637,364 | 1,090,711 | |
Keyence Corp. | 1,255,887 | 789,649 | |
Tokyo Electron Ltd. | 1,032,294 | 594,160 | |
Recruit Holdings Co. Ltd. | 9,311,421 | 566,653 | |
Shin-Etsu Chemical Co. Ltd. | 2,763,094 | 479,605 | |
Mitsubishi UFJ Financial Group Inc. | 86,419,014 | 470,316 | |
SoftBank Group Corp. | 9,341,063 | 447,812 | |
Daikin Industries Ltd. | 1,848,853 | 418,801 | |
Nidec Corp. | 3,230,197 | 382,114 | |
Hoya Corp. | 2,488,709 | 369,304 | |
Hitachi Ltd. | 6,449,653 | 349,399 | |
Nintendo Co. Ltd. | 731,199 | 342,097 | |
Honda Motor Co. Ltd. | 11,904,331 | 338,687 | |
KDDI Corp. | 11,537,183 | 337,390 | |
Daiichi Sankyo Co. Ltd. | 13,101,166 | 333,443 | |
Murata Manufacturing Co. Ltd. | 3,971,633 | 316,787 | |
Sumitomo Mitsui Financial Group Inc. | 9,044,341 | 308,840 | |
ITOCHU Corp. | 9,406,326 | 287,776 | |
FANUC Corp. | 1,338,073 | 284,423 | |
Takeda Pharmaceutical Co. Ltd. | 10,098,073 | 275,761 | |
SMC Corp. | 399,467 | 269,983 | |
Mitsubishi Corp. | 8,335,982 | 264,693 | |
Denso Corp. | 3,168,732 | 262,596 | |
Mitsui & Co. Ltd. | 10,967,192 | 259,899 | |
Tokio Marine Holdings Inc. | 4,436,451 | 246,976 | |
Softbank Corp. | 18,967,655 | 239,572 | |
Seven & i Holdings Co. Ltd. | 5,361,574 | 235,845 | |
Nippon Telegraph & Telephone Corp. | 8,321,650 | 227,583 | |
Fujitsu Ltd. | 1,309,165 | 224,949 | |
Mizuho Financial Group Inc. | 17,673,811 | 224,480 | |
Oriental Land Co. Ltd. | 1,305,693 | 220,175 | |
Astellas Pharma Inc. | 12,931,587 | 210,468 | |
Fast Retailing Co. Ltd. | 356,957 | 202,910 | |
Terumo Corp. | 4,588,634 | 193,827 |
Shares | Market Value• ($000) | ||
FUJIFILM Holdings Corp. | 2,462,937 | 182,588 | |
Sysmex Corp. | 1,321,050 | 178,317 | |
Mitsubishi Electric Corp. | 13,754,223 | 174,583 | |
1 | Bridgestone Corp. | 4,011,783 | 172,237 |
ORIX Corp. | 8,387,730 | 171,178 | |
Olympus Corp. | 7,365,469 | 169,606 | |
1 | Canon Inc. | 6,941,543 | 169,330 |
Kao Corp. | 3,228,063 | 169,068 | |
Kubota Corp. | 7,589,489 | 168,760 | |
Central Japan Railway Co. | 1,263,507 | 168,137 | |
1 | Japan Tobacco Inc. | 8,244,407 | 166,471 |
Panasonic Corp. | 14,867,461 | 163,435 | |
Lasertec Corp. | 530,504 | 162,494 | |
East Japan Railway Co. | 2,516,187 | 154,684 | |
Shiseido Co. Ltd. | 2,705,029 | 150,904 | |
Komatsu Ltd. | 6,378,689 | 149,172 | |
M3 Inc. | 2,944,429 | 148,462 | |
Chugai Pharmaceutical Co. Ltd. | 4,533,583 | 147,777 | |
Shimano Inc. | 545,614 | 145,308 | |
Dai-ichi Life Holdings Inc. | 7,105,680 | 143,321 | |
Kyocera Corp. | 2,142,173 | 133,942 | |
Shionogi & Co. Ltd. | 1,896,052 | 133,380 | |
Omron Corp. | 1,297,631 | 129,306 | |
Daiwa House Industry Co. Ltd. | 4,468,657 | 128,425 | |
Advantest Corp. | 1,353,579 | 128,183 | |
Mitsui Fudosan Co. Ltd. | 6,429,195 | 127,432 | |
Japan Post Holdings Co. Ltd. | 15,776,566 | 122,904 | |
Suzuki Motor Corp. | 3,155,466 | 121,684 | |
Toshiba Corp. | 2,938,798 | 120,927 | |
Unicharm Corp. | 2,717,269 | 118,221 | |
Aeon Co. Ltd. | 4,887,652 | 115,183 | |
Sumitomo Corp. | 7,768,801 | 114,974 | |
Asahi Group Holdings Ltd. | 2,938,417 | 114,389 | |
Mitsubishi Estate Co. Ltd. | 7,930,626 | 110,018 | |
Kikkoman Corp. | 1,275,338 | 107,398 | |
Otsuka Holdings Co. Ltd. | 2,924,129 | 106,383 | |
Z Holdings Corp. | 18,432,009 | 106,353 | |
Bandai Namco Holdings Inc. | 1,358,922 | 106,252 | |
Marubeni Corp. | 10,904,438 | 106,242 | |
Eisai Co. Ltd. | 1,843,378 | 104,645 | |
Ajinomoto Co. Inc. | 3,373,716 | 102,703 | |
MS&AD Insurance Group Holdings Inc. | 3,271,240 | 100,729 | |
TDK Corp. | 2,513,536 | 98,093 | |
Sompo Holdings Inc. | 2,245,457 | 94,699 | |
NTT Data Corp. | 4,385,918 | 94,083 | |
Secom Co. Ltd. | 1,347,371 | 93,624 | |
Nippon Steel Corp. | 5,690,930 | 92,967 | |
Nomura Holdings Inc. | 21,332,578 | 92,917 | |
Toyota Industries Corp. | 1,112,806 | 89,017 |
Shares | Market Value• ($000) | ||
Yaskawa Electric Corp. | 1,800,641 | 88,350 | |
Obic Co. Ltd. | 467,846 | 87,557 | |
* | Renesas Electronics Corp. | 6,919,207 | 85,941 |
1 | Kirin Holdings Co. Ltd. | 5,324,468 | 85,761 |
Sekisui House Ltd. | 3,983,990 | 85,719 | |
Nippon Yusen KK | 1,122,022 | 85,557 | |
Sumitomo Mitsui Trust Holdings Inc. | 2,551,856 | 85,330 | |
NEC Corp. | 1,830,048 | 84,621 | |
Asahi Kasei Corp. | 8,627,745 | 81,276 | |
Japan Exchange Group Inc. | 3,706,444 | 81,206 | |
Sumitomo Realty & Development Co. Ltd. | 2,753,400 | 81,173 | |
MINEBEA MITSUMI Inc. | 2,841,367 | 80,734 | |
MISUMI Group Inc. | 1,938,598 | 79,641 | |
Shimadzu Corp. | 1,877,538 | 79,303 | |
Nitto Denko Corp. | 1,024,919 | 79,178 | |
Nitori Holdings Co. Ltd. | 521,516 | 78,004 | |
ENEOS Holdings Inc. | 20,830,733 | 77,820 | |
Nomura Research Institute Ltd. | 1,792,315 | 76,623 | |
Subaru Corp. | 4,261,868 | 76,150 | |
Ono Pharmaceutical Co. Ltd. | 2,999,671 | 74,558 | |
Makita Corp. | 1,700,400 | 72,181 | |
Toyota Tsusho Corp. | 1,548,168 | 71,366 | |
SG Holdings Co. Ltd. | 2,958,984 | 69,384 | |
Sumitomo Electric Industries Ltd. | 5,245,171 | 68,455 | |
West Japan Railway Co. | 1,608,375 | 67,267 | |
Mitsubishi Chemical Holdings Corp. | 8,885,735 | 65,909 | |
* | Nissan Motor Co. Ltd. | 13,460,784 | 64,835 |
Toray Industries Inc. | 10,579,626 | 62,680 | |
Sumitomo Metal Mining Co. Ltd. | 1,654,738 | 62,672 | |
1 | AGC Inc. | 1,287,134 | 61,490 |
Nippon Building Fund Inc. | 10,419 | 60,687 | |
Nippon Paint Holdings Co. Ltd. | 5,522,517 | 60,310 | |
Resona Holdings Inc. | 15,199,028 | 59,066 | |
Disco Corp. | 191,611 | 58,566 | |
Daiwa Securities Group Inc. | 10,327,896 | 58,280 | |
Mitsui OSK Lines Ltd. | 770,675 | 57,280 | |
* | Rakuten Group Inc. | 5,674,284 | 56,932 |
Hamamatsu Photonics KK | 889,095 | 56,786 | |
MEIJI Holdings Co. Ltd. | 939,139 | 56,061 | |
Nippon Prologis REIT Inc. | 15,729 | 55,598 | |
Nexon Co. Ltd. | 2,868,368 | 55,463 | |
Daifuku Co. Ltd. | 672,948 | 55,030 | |
Yamato Holdings Co. Ltd. | 2,333,024 | 54,806 | |
Nissan Chemical Corp. | 934,696 | 54,362 |
Shares | Market Value• ($000) | ||
Dentsu Group Inc. | 1,519,263 | 54,076 | |
Inpex Corp. | 6,158,650 | 53,553 | |
Tokyo Gas Co. Ltd. | 2,950,089 | 52,955 | |
Yamaha Corp. | 1,069,062 | 52,743 | |
Yamaha Motor Co. Ltd. | 2,178,003 | 52,314 | |
Rohm Co. Ltd. | 573,115 | 52,136 | |
Daito Trust Construction Co. Ltd. | 454,140 | 52,099 | |
Japan Real Estate Investment Corp. | 9,175 | 52,083 | |
Chubu Electric Power Co. Inc. | 4,875,322 | 51,496 | |
GLP J-REIT | 29,717 | 51,366 | |
Sumitomo Chemical Co. Ltd. | 10,559,788 | 49,798 | |
Taiyo Yuden Co. Ltd. | 864,002 | 49,691 | |
TIS Inc. | 1,654,781 | 49,207 | |
Lixil Corp. | 1,837,913 | 49,030 | |
Yakult Honsha Co. Ltd. | 935,625 | 48,811 | |
Fuji Electric Co. Ltd. | 882,579 | 48,214 | |
JSR Corp. | 1,264,301 | 48,048 | |
T&D Holdings Inc. | 3,717,116 | 47,489 | |
Kansai Electric Power Co. Inc. | 5,076,858 | 47,453 | |
Kyowa Kirin Co. Ltd. | 1,736,226 | 47,339 | |
TOTO Ltd. | 1,012,594 | 46,719 | |
Aisin Corp. | 1,204,939 | 46,231 | |
Dai Nippon Printing Co. Ltd. | 1,835,361 | 46,190 | |
Mitsubishi Heavy Industries Ltd. | 1,988,465 | 45,974 | |
SBI Holdings Inc. | 1,678,141 | 45,772 | |
JFE Holdings Inc. | 3,577,957 | 45,648 | |
Tokyu Corp. | 3,418,219 | 45,441 | |
Osaka Gas Co. Ltd. | 2,747,239 | 45,437 | |
Daiwa House REIT Investment Corp. | 14,897 | 45,129 | |
Isuzu Motors Ltd. | 3,610,019 | 44,932 | |
CyberAgent Inc. | 2,690,362 | 44,848 | |
Nihon M&A Center Holdings Inc. | 1,826,270 | 44,797 | |
* | Trend Micro Inc. | 803,332 | 44,598 |
Ibiden Co. Ltd. | 749,646 | 44,518 | |
Nomura Real Estate Master Fund Inc. | 31,368 | 44,145 | |
Hankyu Hanshin Holdings Inc. | 1,502,362 | 42,695 | |
Koito Manufacturing Co. Ltd. | 797,404 | 42,234 | |
Idemitsu Kosan Co. Ltd. | 1,639,967 | 41,852 | |
Azbil Corp. | 911,417 | 41,568 | |
Japan Metropolitan Fund Investment | 48,158 | 41,488 | |
Ricoh Co. Ltd. | 4,322,457 | 40,290 | |
Sekisui Chemical Co. Ltd. | 2,379,981 | 39,803 | |
Odakyu Electric Railway Co. Ltd. | 2,136,245 | 39,716 | |
SUMCO Corp. | 1,948,227 | 39,671 | |
Pan Pacific International Holdings Corp. | 2,791,730 | 38,481 | |
Hirose Electric Co. Ltd. | 223,865 | 37,623 |
Shares | Market Value• ($000) | ||
Obayashi Corp. | 4,685,774 | 36,265 | |
Kurita Water Industries Ltd. | 762,950 | 36,170 | |
TOPPAN Inc. | 1,924,971 | 36,123 | |
BayCurrent Consulting Inc. | 93,423 | 36,008 | |
Ebara Corp. | 640,577 | 35,585 | |
Keio Corp. | 802,296 | 35,399 | |
Kajima Corp. | 3,065,148 | 35,226 | |
GMO Payment Gateway Inc. | 282,188 | 35,140 | |
* | Kintetsu Group Holdings Co. Ltd. | 1,248,773 | 34,909 |
Nissin Foods Holdings Co. Ltd. | 476,778 | 34,797 | |
* | Kawasaki Kisen Kaisha Ltd. | 575,665 | 34,754 |
Taisei Corp. | 1,133,803 | 34,479 | |
Seiko Epson Corp. | 1,904,318 | 34,298 | |
Otsuka Corp. | 713,393 | 34,016 | |
Kobayashi Pharmaceutical Co. Ltd. | 430,698 | 33,878 | |
Persol Holdings Co. Ltd. | 1,163,111 | 33,815 | |
Toho Co. Ltd. (XTKS) | 781,677 | 33,450 | |
Mitsui Chemicals Inc. | 1,208,355 | 32,481 | |
Tobu Railway Co. Ltd. | 1,412,728 | 32,238 | |
Brother Industries Ltd. | 1,660,446 | 32,004 | |
MatsukiyoCocokara & Co. | 859,257 | 31,773 | |
Suntory Beverage & Food Ltd. | 870,501 | 31,523 | |
Konami Holdings Corp. | 652,600 | 31,325 | |
Yokogawa Electric Corp. | 1,716,846 | 30,988 | |
* | Mazda Motor Corp. | 4,002,514 | 30,711 |
Santen Pharmaceutical Co. Ltd. | 2,503,046 | 30,559 | |
NGK Insulators Ltd. | 1,798,351 | 30,437 | |
Advance Residence Investment Corp. | 9,118 | 30,100 | |
SCREEN Holdings Co. Ltd. | 277,697 | 29,839 | |
Oji Holdings Corp. | 6,157,036 | 29,831 | |
Capcom Co. Ltd. | 1,259,027 | 29,652 | |
MonotaRO Co. Ltd. | 1,633,298 | 29,377 | |
Asahi Intecc Co. Ltd. | 1,360,224 | 29,223 | |
Kansai Paint Co. Ltd. | 1,343,196 | 29,209 | |
Tosoh Corp. | 1,957,329 | 29,079 | |
Orix JREIT Inc. | 18,369 | 28,715 | |
Concordia Financial Group Ltd. | 7,840,581 | 28,473 | |
*,3 | Nippon Express Co. Ltd. | 480,439 | 28,357 |
* | Tokyo Electric Power Co. Holdings Inc. | 10,926,832 | 28,248 |
Hakuhodo DY Holdings Inc. | 1,688,984 | 28,105 | |
Square Enix Holdings Co. Ltd. | 542,041 | 27,806 | |
Hoshizaki Corp. | 367,283 | 27,634 | |
Hulic Co. Ltd. | 2,892,302 | 27,504 | |
Open House Co. Ltd. | 520,277 | 27,188 |
Shares | Market Value• ($000) | ||
Food & Life Cos. Ltd. | 710,300 | 26,820 | |
Toyo Suisan Kaisha Ltd. | 628,476 | 26,646 | |
Marui Group Co. Ltd. | 1,402,720 | 26,415 | |
Asics Corp. | 1,189,124 | 26,362 | |
Keisei Electric Railway Co. Ltd. | 967,495 | 26,173 | |
Showa Denko KK | 1,232,562 | 25,917 | |
Industrial & Infrastructure Fund Investment Corp. | 13,430 | 25,895 | |
Nisshin Seifun Group Inc. | 1,792,599 | 25,861 | |
Japan Post Bank Co. Ltd. | 2,804,913 | 25,712 | |
Nippon Shinyaku Co. Ltd. | 365,145 | 25,427 | |
Stanley Electric Co. Ltd. | 1,009,658 | 25,350 | |
Ryohin Keikaku Co. Ltd. | 1,648,739 | 25,140 | |
* | Hitachi Metals Ltd. | 1,347,113 | 24,961 |
Shizuoka Bank Ltd. | 3,468,789 | 24,764 | |
NH Foods Ltd. | 682,951 | 24,624 | |
Chiba Bank Ltd. | 4,297,644 | 24,585 | |
United Urban Investment Corp. | 20,896 | 24,559 | |
Kakaku.com Inc. | 918,200 | 24,547 | |
Sojitz Corp. | 1,629,966 | 24,492 | |
Nikon Corp. | 2,272,144 | 24,476 | |
Kyushu Electric Power Co. Inc. | 3,236,388 | 24,163 | |
Tsuruha Holdings Inc. | 251,629 | 24,161 | |
NOF Corp. | 472,240 | 23,879 | |
Tokyu Fudosan Holdings Corp. | 4,257,548 | 23,853 | |
Jeol Ltd. | 297,030 | 23,694 | |
NGK Spark Plug Co. Ltd. | 1,358,970 | 23,663 | |
Lion Corp. | 1,764,148 | 23,583 | |
Tohoku Electric Power Co. Inc. | 3,314,898 | 23,562 | |
ZOZO Inc. | 755,636 | 23,561 | |
Hikari Tsushin Inc. | 152,526 | 23,490 | |
Miura Co. Ltd. | 681,990 | 23,478 | |
Bank of Kyoto Ltd. | 506,067 | 23,431 | |
USS Co. Ltd. | 1,498,905 | 23,418 | |
Nabtesco Corp. | 787,892 | 23,345 | |
Iida Group Holdings Co. Ltd. | 995,351 | 23,149 | |
Shimizu Corp. | 3,721,250 | 23,073 | |
TechnoPro Holdings Inc. | 759,466 | 23,022 | |
* | ANA Holdings Inc. | 1,096,680 | 22,926 |
Kyushu Railway Co. | 1,097,208 | 22,816 | |
Mitsubishi HC Capital Inc. (XTKS) | 4,581,496 | 22,667 | |
Haseko Corp. | 1,822,479 | 22,606 | |
Kose Corp. | 198,983 | 22,573 | |
Rinnai Corp. | 248,656 | 22,440 | |
LaSalle Logiport REIT | 12,636 | 22,259 | |
Shinko Electric Industries Co. Ltd. | 462,325 | 22,026 | |
Nippon Sanso Holdings Corp. | 1,003,689 | 21,953 |
Shares | Market Value• ($000) | ||
Sega Sammy Holdings Inc. | 1,397,333 | 21,918 | |
Japan Post Insurance Co. Ltd. | 1,364,086 | 21,913 | |
Welcia Holdings Co. Ltd. | 693,291 | 21,654 | |
Itochu Techno-Solutions Corp. | 671,213 | 21,591 | |
Amada Co. Ltd. | 2,175,947 | 21,546 | |
Mitsubishi Gas Chemical Co. Inc. | 1,261,420 | 21,383 | |
Ulvac Inc. | 341,685 | 21,373 | |
Hitachi Construction Machinery Co. Ltd. | 737,348 | 21,306 | |
Japan Prime Realty Investment Corp. | 6,143 | 21,304 | |
1 | Kuraray Co. Ltd. | 2,446,318 | 21,275 |
Tokyo Century Corp. | 437,072 | 21,217 | |
Sekisui House REIT Inc. | 28,334 | 21,116 | |
Ito En Ltd. | 400,547 | 21,046 | |
Koei Tecmo Holdings Co. Ltd. | 535,223 | 21,015 | |
Rohto Pharmaceutical Co. Ltd. | 693,024 | 20,953 | |
* | Nagoya Railroad Co. Ltd. | 1,361,697 | 20,731 |
1 | Skylark Holdings Co. Ltd. | 1,569,750 | 20,624 |
Tokyo Tatemono Co. Ltd. | 1,405,145 | 20,550 | |
Mitsui Fudosan Logistics Park Inc. | 3,612 | 20,254 | |
NSK Ltd. | 3,109,183 | 19,975 | |
Denka Co. Ltd. | 603,533 | 19,748 | |
Fukuoka Financial Group Inc. | 1,147,842 | 19,657 | |
THK Co. Ltd. | 803,886 | 19,506 | |
* | Japan Airlines Co. Ltd. | 1,023,598 | 19,431 |
Air Water Inc. | 1,255,255 | 19,401 | |
Nippon Accommodations Fund Inc. | 3,356 | 19,332 | |
Casio Computer Co. Ltd. | 1,498,843 | 19,300 | |
Sumitomo Heavy Industries Ltd. | 793,531 | 19,261 | |
Medipal Holdings Corp. | 1,024,369 | 19,202 | |
Sohgo Security Services Co. Ltd. | 472,994 | 18,795 | |
Japan Logistics Fund Inc. | 6,025 | 18,656 | |
Sumitomo Forestry Co. Ltd. | 963,238 | 18,621 | |
Kawasaki Heavy Industries Ltd. | 1,026,656 | 18,553 | |
Nomura Real Estate Holdings Inc. | 798,910 | 18,408 | |
Nifco Inc. | 582,071 | 18,303 | |
Activia Properties Inc. | 5,034 | 18,200 | |
IHI Corp. | 900,808 | 18,139 | |
1 | Aozora Bank Ltd. | 827,193 | 18,091 |
Iwatani Corp. | 358,271 | 18,049 |
Shares | Market Value• ($000) | ||
Isetan Mitsukoshi Holdings Ltd. | 2,440,767 | 18,038 | |
Benefit One Inc. | 418,043 | 17,961 | |
Rakus Co. Ltd | 662,332 | 17,774 | |
Yamada Denki Co. Ltd. | 5,172,333 | 17,683 | |
Cosmos Pharmaceutical Corp. | 120,255 | 17,679 | |
SCSK Corp. | 883,098 | 17,576 | |
Nichirei Corp. | 756,918 | 17,570 | |
Keikyu Corp. | 1,744,266 | 17,448 | |
COMSYS Holdings Corp. | 780,568 | 17,389 | |
Hisamitsu Pharmaceutical Co. Inc. | 499,496 | 17,255 | |
Chugoku Electric Power Co. Inc. | 2,113,198 | 17,136 | |
Oracle Corp. Japan | 224,811 | 17,080 | |
Kenedix Office Investment Corp. | 2,758 | 17,044 | |
Zensho Holdings Co. Ltd. | 694,054 | 16,314 | |
Alfresa Holdings Corp. | 1,219,241 | 16,247 | |
1 | Horiba Ltd. | 275,848 | 16,221 |
Lawson Inc. | 340,478 | 16,155 | |
Teijin Ltd. | 1,308,135 | 16,101 | |
Internet Initiative Japan Inc. | 389,037 | 16,069 | |
Kewpie Corp. | 742,840 | 16,024 | |
Sharp Corp. | 1,393,510 | 16,004 | |
AEON REIT Investment Corp. | 11,402 | 15,974 | |
ADEKA Corp. | 713,513 | 15,936 | |
Taiheiyo Cement Corp. | 806,013 | 15,917 | |
J Front Retailing Co. Ltd. | 1,738,059 | 15,827 | |
Zenkoku Hosho Co. Ltd. | 361,923 | 15,776 | |
Toho Gas Co. Ltd. | 618,941 | 15,766 | |
INFRONEER Holdings Inc. | 1,728,101 | 15,732 | |
1 | Takeda Pharmaceutical Co. Ltd. ADR | 1,153,979 | 15,729 |
* | Japan Airport Terminal Co. Ltd. | 376,632 | 15,708 |
Keihan Holdings Co. Ltd. | 682,131 | 15,695 | |
Kadokawa Corp. | 600,820 | 15,672 | |
NET One Systems Co. Ltd. | 578,233 | 15,559 | |
Japan Hotel REIT Investment Corp. | 31,837 | 15,555 | |
Hino Motors Ltd. | 1,879,312 | 15,497 | |
Tokyo Ohka Kogyo Co. Ltd. | 261,422 | 15,433 | |
Mitsui High-Tec Inc. | 156,927 | 15,394 | |
Mori Hills REIT Investment Corp. | 11,328 | 15,367 | |
Electric Power Development Co. Ltd. | 1,152,298 | 15,314 | |
* | SHIFT Inc. | 73,860 | 15,234 |
1 | Kagome Co. Ltd. | 582,677 | 15,180 |
Shares | Market Value• ($000) | ||
Mitsubishi Materials Corp. | 881,489 | 15,149 | |
EXEO Group Inc. | 716,958 | 15,118 | |
Sanwa Holdings Corp. | 1,393,153 | 14,876 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 320,974 | 14,816 | |
Konica Minolta Inc. | 3,243,006 | 14,798 | |
Suzuken Co. Ltd. | 512,531 | 14,791 | |
1 | Anritsu Corp. | 957,467 | 14,787 |
1 | Pigeon Corp. | 772,274 | 14,779 |
Japan Steel Works Ltd. | 440,248 | 14,776 | |
SHO-BOND Holdings Co. Ltd. | 327,558 | 14,717 | |
Sugi Holdings Co. Ltd. | 242,585 | 14,698 | |
DIC Corp. | 581,806 | 14,666 | |
Goldwin Inc. | 252,856 | 14,627 | |
1 | Tokai Carbon Co. Ltd. | 1,380,971 | 14,516 |
Nihon Kohden Corp. | 521,554 | 14,298 | |
1 | Nippon Electric Glass Co. Ltd. | 557,238 | 14,287 |
Fancl Corp. | 478,476 | 14,259 | |
Daiseki Co. Ltd. | 319,848 | 14,209 | |
Frontier Real Estate Investment Corp. | 3,274 | 14,150 | |
SMS Co. Ltd. | 357,934 | 14,076 | |
Sankyu Inc. | 338,852 | 14,061 | |
Mebuki Financial Group Inc. | 6,821,672 | 14,041 | |
Nankai Electric Railway Co. Ltd. | 740,690 | 14,013 | |
JTEKT Corp. | 1,601,358 | 14,005 | |
* | PeptiDream Inc. | 627,660 | 13,937 |
Daiwa Securities Living Investments Corp. | 13,509 | 13,910 | |
Dowa Holdings Co. Ltd. | 323,845 | 13,631 | |
Morinaga Milk Industry Co. Ltd. | 286,877 | 13,628 | |
* | Seibu Holdings Inc. | 1,443,925 | 13,502 |
Alps Alpine Co. Ltd. | 1,431,127 | 13,498 | |
Sumitomo Dainippon Pharma Co. Ltd. | 1,164,864 | 13,440 | |
Tsumura & Co. | 470,483 | 13,401 | |
Fuji Corp. | 594,473 | 13,333 | |
Kaneka Corp. | 401,699 | 13,189 | |
Kamigumi Co. Ltd. | 695,370 | 13,167 | |
Takara Holdings Inc. | 1,232,453 | 13,108 | |
Relo Group Inc. | 723,016 | 13,048 | |
1 | Sumitomo Rubber Industries Ltd. | 1,274,033 | 12,995 |
House Foods Group Inc. | 513,435 | 12,970 | |
Ushio Inc. | 778,496 | 12,934 | |
Daicel Corp. | 1,865,663 | 12,911 | |
Kenedix Residential Next Investment Corp. | 6,625 | 12,804 | |
Ship Healthcare Holdings Inc. | 548,513 | 12,782 | |
Kinden Corp. | 848,758 | 12,762 | |
Katitas Co. Ltd. | 330,845 | 12,734 | |
Nihon Unisys Ltd. | 452,870 | 12,709 | |
Hulic REIT Inc. | 8,445 | 12,706 |
Shares | Market Value• ($000) | ||
Comforia Residential REIT Inc. | 4,271 | 12,687 | |
DMG Mori Co. Ltd. | 735,575 | 12,655 | |
JGC Holdings Corp. | 1,511,196 | 12,624 | |
Hirogin Holdings Inc. | 2,108,873 | 12,624 | |
Shimamura Co. Ltd. | 149,641 | 12,558 | |
* | Mitsubishi Motors Corp. | 4,470,478 | 12,457 |
Nagase & Co. Ltd. | 757,441 | 12,277 | |
Fujitec Co. Ltd. | 555,572 | 12,177 | |
Calbee Inc. | 523,541 | 12,157 | |
Sundrug Co. Ltd. | 464,198 | 12,136 | |
Aeon Mall Co. Ltd. | 848,751 | 12,110 | |
Nishi-Nippon Railroad Co. Ltd. | 532,465 | 12,076 | |
GS Yuasa Corp. | 542,486 | 12,071 | |
Ube Industries Ltd. | 692,628 | 12,035 | |
Mabuchi Motor Co. Ltd. | 363,633 | 12,028 | |
NTT UD REIT Investment Corp. | 8,877 | 11,985 | |
Zeon Corp. | 1,036,017 | 11,975 | |
Toyo Seikan Group Holdings Ltd. | 1,002,401 | 11,972 | |
Tokyo Seimitsu Co. Ltd. | 269,959 | 11,958 | |
Infomart Corp. | 1,470,163 | 11,954 | |
Dexerials Corp. | 331,152 | 11,953 | |
Nippon Kayaku Co. Ltd. | 1,150,872 | 11,860 | |
1 | Yokohama Rubber Co. Ltd. | 736,816 | 11,817 |
Credit Saison Co. Ltd. | 1,123,521 | 11,815 | |
* | Sansan Inc. | 541,621 | 11,712 |
Kobe Bussan Co. Ltd. | 302,115 | 11,697 | |
Mitsubishi Estate Logistics REIT Investment Corp. | 2,562 | 11,675 | |
Kobe Steel Ltd. | 2,305,952 | 11,563 | |
Yamazaki Baking Co. Ltd. | 869,214 | 11,554 | |
1 | Ezaki Glico Co. Ltd. | 360,933 | 11,488 |
Amano Corp. | 495,572 | 11,411 | |
Justsystems Corp. | 244,096 | 11,394 | |
As One Corp. | 169,456 | 11,355 | |
Daiwa Office Investment Corp. | 1,862 | 11,327 | |
Toyo Tire Corp. | 725,288 | 11,323 | |
Penta-Ocean Construction Co. Ltd. | 2,001,292 | 11,312 | |
Coca-Cola Bottlers Japan Holdings Inc. | 973,732 | 11,186 | |
Mitsubishi Logistics Corp. | 442,048 | 11,102 | |
Sumitomo Bakelite Co. Ltd. | 218,397 | 11,084 | |
Rengo Co. Ltd. | 1,462,628 | 11,064 | |
Hachijuni Bank Ltd. | 3,228,511 | 11,030 | |
FP Corp. | 321,820 | 10,981 | |
Toyoda Gosei Co. Ltd. | 504,183 | 10,966 | |
K's Holdings Corp | 1,119,673 | 10,880 | |
Aica Kogyo Co. Ltd. | 373,919 | 10,825 | |
* | Park24 Co. Ltd. | 785,222 | 10,764 |
Shares | Market Value• ($000) | ||
Sawai Group Holdings Co. Ltd. | 279,197 | 10,674 | |
Mitsui Mining & Smelting Co. Ltd. | 389,434 | 10,612 | |
Toda Corp. | 1,674,167 | 10,606 | |
Nippon Shokubai Co. Ltd. | 228,396 | 10,575 | |
NIPPON REIT Investment Corp. | 2,947 | 10,507 | |
Invincible Investment Corp. | 33,163 | 10,483 | |
Hitachi Transport System Ltd. | 220,848 | 10,383 | |
Topcon Corp. | 715,622 | 10,332 | |
Benesse Holdings Inc. | 525,925 | 10,328 | |
Jafco Co. Ltd. | 179,265 | 10,313 | |
Tokyu REIT Inc. | 5,968 | 10,271 | |
Menicon Co. Ltd. | 340,849 | 10,082 | |
Daiwabo Holdings Co. Ltd. | 628,524 | 10,052 | |
DeNA Co. Ltd. | 646,448 | 9,955 | |
Nippon Gas Co. Ltd. | 749,464 | 9,936 | |
Iyo Bank Ltd. | 1,981,337 | 9,914 | |
1 | Shinsei Bank Ltd. | 608,153 | 9,893 |
Outsourcing Inc. | 729,176 | 9,839 | |
Japan Excellent Inc. | 8,483 | 9,833 | |
* | Sotetsu Holdings Inc. | 535,738 | 9,814 |
* | Descente Ltd. | 266,433 | 9,807 |
Kenedix Retail REIT Corp. | 3,977 | 9,786 | |
Seven Bank Ltd. | 4,731,558 | 9,781 | |
Kyushu Financial Group Inc. | 2,688,281 | 9,766 | |
Nichias Corp. | 404,611 | 9,765 | |
GMO internet Inc. | 412,167 | 9,713 | |
Meitec Corp. | 164,069 | 9,658 | |
Seino Holdings Co. Ltd. | 952,923 | 9,658 | |
Chugoku Bank Ltd. | 1,228,226 | 9,617 | |
Ain Holdings Inc. | 192,646 | 9,602 | |
OKUMA Corp. | 215,490 | 9,590 | |
Yamaguchi Financial Group Inc. | 1,638,307 | 9,576 | |
Mirait Holdings Corp. | 579,621 | 9,562 | |
Yoshinoya Holdings Co. Ltd. | 470,209 | 9,489 | |
Morinaga & Co. Ltd. | 288,901 | 9,449 | |
Hazama Ando Corp. | 1,250,782 | 9,413 | |
H.U. Group Holdings Inc. | 370,925 | 9,411 | |
Takashimaya Co. Ltd. | 1,007,131 | 9,383 | |
Digital Garage Inc. | 219,990 | 9,347 | |
Maruichi Steel Tube Ltd. | 419,050 | 9,285 | |
Daido Steel Co. Ltd. | 253,966 | 9,224 | |
Daio Paper Corp. | 554,390 | 9,209 | |
Pilot Corp. | 239,532 | 9,170 | |
Gunma Bank Ltd. | 2,984,921 | 9,128 | |
Pola Orbis Holdings Inc. | 546,640 | 9,110 | |
Japan Elevator Service Holdings Co. Ltd. | 487,704 | 9,110 | |
Asahi Holdings Inc. | 507,785 | 9,070 | |
Bic Camera Inc. | 1,083,000 | 9,067 | |
NHK Spring Co. Ltd. | 1,062,639 | 9,039 |
Shares | Market Value• ($000) | ||
PALTAC Corp. | 219,108 | 9,029 | |
AEON Financial Service Co. Ltd. | 834,390 | 9,000 | |
Nippon Suisan Kaisha Ltd. | 1,899,973 | 8,980 | |
Fujitsu General Ltd. | 374,380 | 8,897 | |
Kureha Corp. | 124,232 | 8,876 | |
Fujimi Inc. | 131,733 | 8,870 | |
Inaba Denki Sangyo Co. Ltd. | 377,491 | 8,869 | |
Yaoko Co. Ltd. | 145,894 | 8,866 | |
* | Fujikura Ltd. | 1,798,806 | 8,830 |
1 | Sapporo Holdings Ltd. | 462,953 | 8,804 |
TS Tech Co. Ltd. | 712,426 | 8,770 | |
Kaken Pharmaceutical Co. Ltd. | 239,269 | 8,760 | |
NSD Co. Ltd. | 481,805 | 8,752 | |
Cosmo Energy Holdings Co. Ltd. | 446,762 | 8,729 | |
Fuyo General Lease Co. Ltd. | 125,894 | 8,728 | |
NOK Corp. | 799,853 | 8,712 | |
Lintec Corp. | 379,064 | 8,695 | |
Hoshino Resorts REIT Inc. | 1,523 | 8,646 | |
OSG Corp. | 555,683 | 8,636 | |
Daiichikosho Co. Ltd. | 285,095 | 8,632 | |
Mori Trust Sogo REIT Inc. | 6,799 | 8,559 | |
Kokuyo Co. Ltd. | 568,830 | 8,487 | |
Heiwa Real Estate REIT Inc. | 6,209 | 8,441 | |
Furukawa Electric Co. Ltd. | 416,019 | 8,405 | |
Toagosei Co. Ltd. | 834,075 | 8,391 | |
Mizuho Leasing Co. Ltd. | 301,946 | 8,374 | |
Sankyo Co. Ltd. | 320,394 | 8,305 | |
Sanrio Co. Ltd. | 378,498 | 8,218 | |
Kyudenko Corp. | 265,227 | 8,196 | |
ABC-Mart Inc. | 190,464 | 8,154 | |
Tokuyama Corp. | 512,762 | 8,154 | |
Toyota Boshoku Corp. | 411,273 | 8,069 | |
CKD Corp. | 396,636 | 8,057 | |
Izumi Co. Ltd. | 286,307 | 8,029 | |
OBIC Business Consultants Co. Ltd. | 190,786 | 8,021 | |
* | Raksul Inc. | 160,766 | 7,942 |
Nipro Corp. | 835,306 | 7,908 | |
Citizen Watch Co. Ltd. | 1,807,062 | 7,822 | |
Macnica Fuji Electronics Holdings Inc. | 325,721 | 7,794 | |
Hitachi Zosen Corp. | 1,120,971 | 7,773 | |
JCR Pharmaceuticals Co. Ltd. | 399,806 | 7,744 | |
Maruwa Co. Ltd. | 54,591 | 7,729 | |
Wacom Co. Ltd. | 971,212 | 7,727 | |
Takara Bio Inc. | 335,766 | 7,705 | |
Heiwa Real Estate Co. Ltd. | 226,858 | 7,646 | |
Nisshinbo Holdings Inc. | 998,907 | 7,605 |
Shares | Market Value• ($000) | ||
Tadano Ltd. | 782,159 | 7,542 | |
Yamato Kogyo Co. Ltd. | 232,252 | 7,527 | |
Monex Group Inc. | 1,226,849 | 7,485 | |
Hokuhoku Financial Group Inc. | 935,797 | 7,436 | |
Sanken Electric Co. Ltd. | 135,143 | 7,408 | |
Acom Co. Ltd. | 2,568,192 | 7,394 | |
Shikoku Electric Power Co. Inc. | 1,045,330 | 7,390 | |
Resorttrust Inc. | 452,157 | 7,389 | |
Duskin Co. Ltd. | 300,525 | 7,340 | |
NEC Networks & System Integration Corp. | 463,561 | 7,271 | |
Rorze Corp. | 66,812 | 7,196 | |
Hanwa Co. Ltd. | 252,608 | 7,167 | |
Sumitomo Osaka Cement Co. Ltd. | 232,118 | 7,139 | |
Fukuoka REIT Corp. | 4,873 | 7,066 | |
Wacoal Holdings Corp. | 380,175 | 7,065 | |
UT Group Co. Ltd. | 187,737 | 7,051 | |
* | Shochiku Co. Ltd. | 67,077 | 7,006 |
Takasago Thermal Engineering Co. Ltd. | 421,602 | 6,956 | |
Toei Co. Ltd. | 45,447 | 6,943 | |
Okumura Corp. | 247,156 | 6,940 | |
Systena Corp. | 1,845,190 | 6,886 | |
Taiyo Holdings Co. Ltd. | 226,545 | 6,852 | |
Fukuyama Transporting Co. Ltd. | 199,465 | 6,815 | |
Kusuri no Aoki Holdings Co. Ltd. | 107,406 | 6,807 | |
CRE Logistics REIT Inc. | 3,454 | 6,792 | |
JCU Corp. | 142,725 | 6,785 | |
Global One Real Estate Investment Corp. | 6,468 | 6,766 | |
Glory Ltd. | 353,501 | 6,734 | |
Toshiba TEC Corp. | 164,041 | 6,720 | |
Fuji Soft Inc. | 138,825 | 6,698 | |
NS Solutions Corp. | 216,906 | 6,688 | |
* | NTN Corp. | 3,197,302 | 6,678 |
Tokyo Steel Manufacturing Co. Ltd. | 551,824 | 6,619 | |
1 | Colowide Co. Ltd. | 466,158 | 6,604 |
Ariake Japan Co. Ltd. | 121,233 | 6,581 | |
KH Neochem Co. Ltd. | 236,369 | 6,535 | |
Nikkon Holdings Co. Ltd. | 346,509 | 6,528 | |
Nishi-Nippon Financial Holdings Inc. | 1,008,500 | 6,514 | |
Japan Material Co. Ltd. | 395,106 | 6,509 | |
1 | Nagawa Co. Ltd. | 65,194 | 6,459 |
Nishimatsu Construction Co. Ltd. | 202,853 | 6,428 | |
Toyobo Co. Ltd. | 587,052 | 6,417 | |
Kanematsu Corp. | 574,902 | 6,405 |
Shares | Market Value• ($000) | ||
Fuji Oil Holdings Inc. | 316,217 | 6,386 | |
Meidensha Corp. | 267,881 | 6,385 | |
Daishi Hokuetsu Financial Group Inc. | 289,164 | 6,381 | |
Hankyu Hanshin REIT Inc. | 4,626 | 6,374 | |
Itochu Advance Logistics Investment Corp. | 4,002 | 6,364 | |
SOSiLA Logistics REIT Inc. | 4,149 | 6,348 | |
Seiren Co. Ltd. | 289,354 | 6,339 | |
1 | Toridoll Holdings Corp. | 292,465 | 6,324 |
Shoei Co. Ltd. | 159,292 | 6,280 | |
Milbon Co. Ltd. | 125,747 | 6,238 | |
Trusco Nakayama Corp. | 262,117 | 6,229 | |
DCM Holdings Co. Ltd. | 671,638 | 6,217 | |
Kintetsu World Express Inc. | 239,359 | 6,211 | |
Kotobuki Spirits Co. Ltd. | 129,074 | 6,177 | |
Nihon Parkerizing Co. Ltd. | 629,170 | 6,158 | |
Sakata Seed Corp. | 215,193 | 6,147 | |
Aiful Corp. | 1,986,079 | 6,145 | |
1 | Canon Marketing Japan Inc. | 308,225 | 6,142 |
Takuma Co. Ltd. | 492,138 | 6,095 | |
Nippon Light Metal Holdings Co. Ltd. | 404,720 | 6,077 | |
Tsubakimoto Chain Co. | 220,268 | 6,053 | |
JINS Holdings Inc. | 99,052 | 6,041 | |
Nippon Paper Industries Co. Ltd. | 637,731 | 6,023 | |
TOKAI Holdings Corp. | 794,481 | 6,004 | |
Hokuriku Electric Power Co. | 1,169,019 | 5,954 | |
BeNext-Yumeshin Group Co. | 403,991 | 5,952 | |
Sumitomo Warehouse Co. Ltd. | 351,075 | 5,936 | |
Riken Keiki Co. Ltd. | 116,122 | 5,931 | |
* | Daibiru Corp. | 306,700 | 5,912 |
Kumagai Gumi Co. Ltd. | 236,392 | 5,901 | |
TKC Corp. | 195,143 | 5,866 | |
en japan Inc. | 207,238 | 5,857 | |
Mochida Pharmaceutical Co. Ltd. | 192,742 | 5,833 | |
Shiga Bank Ltd. | 324,234 | 5,830 | |
Mani Inc. | 417,360 | 5,792 | |
* | RENOVA Inc. | 317,783 | 5,754 |
Kyoritsu Maintenance Co. Ltd. | 163,987 | 5,752 | |
Tri Chemical Laboratories Inc. | 181,376 | 5,749 | |
Hokuetsu Corp. | 918,791 | 5,744 | |
Heiwa Corp. | 348,427 | 5,738 | |
EDION Corp. | 611,110 | 5,705 |
Shares | Market Value• ($000) | ||
Ichigo Office REIT Investment Corp. | 7,907 | 5,700 | |
San-In Godo Bank Ltd. | 1,012,467 | 5,698 | |
Star Asia Investment Corp. | 10,365 | 5,698 | |
DTS Corp. | 259,104 | 5,691 | |
Tomy Co. Ltd. | 591,186 | 5,649 | |
77 Bank Ltd. | 480,542 | 5,575 | |
Fuji Kyuko Co. Ltd. | 156,765 | 5,559 | |
* | GungHo Online Entertainment Inc. | 245,333 | 5,515 |
Toho Holdings Co. Ltd. | 360,342 | 5,500 | |
Suruga Bank Ltd. | 1,242,960 | 5,490 | |
Sangetsu Corp. | 387,817 | 5,474 | |
Hokkaido Electric Power Co. Inc. | 1,223,763 | 5,473 | |
Okamura Corp. | 487,225 | 5,445 | |
Takeuchi Manufacturing Co. Ltd. | 229,427 | 5,443 | |
Daihen Corp. | 130,555 | 5,424 | |
Senko Group Holdings Co. Ltd. | 672,910 | 5,420 | |
Megachips Corp. | 120,579 | 5,399 | |
Fuso Chemical Co. Ltd. | 127,342 | 5,373 | |
Taikisha Ltd. | 196,724 | 5,359 | |
Joyful Honda Co. Ltd. | 415,859 | 5,326 | |
Autobacs Seven Co. Ltd. | 435,308 | 5,311 | |
Japan Aviation Electronics Industry Ltd. | 305,704 | 5,298 | |
Earth Corp. | 99,141 | 5,291 | |
Kandenko Co. Ltd. | 706,290 | 5,262 | |
Round One Corp. | 443,437 | 5,258 | |
Information Services International-Dentsu Ltd. | 154,904 | 5,215 | |
Raito Kogyo Co. Ltd. | 301,934 | 5,201 | |
Iriso Electronics Co. Ltd. | 137,751 | 5,195 | |
Shibaura Machine Co. Ltd. | 158,547 | 5,188 | |
Kiyo Bank Ltd. | 422,038 | 5,177 | |
Transcosmos Inc. | 181,463 | 5,175 | |
Atom Corp. | 771,747 | 5,167 | |
Nichiha Corp. | 193,735 | 5,151 | |
Itoham Yonekyu Holdings Inc. | 895,025 | 5,121 | |
Fuji Seal International Inc. | 276,050 | 5,083 | |
Valor Holdings Co. Ltd. | 269,372 | 5,030 | |
Makino Milling Machine Co. Ltd. | 140,398 | 5,024 | |
Central Glass Co. Ltd. | 270,420 | 5,016 | |
Maruha Nichiro Corp. | 238,553 | 4,998 | |
Paramount Bed Holdings Co. Ltd. | 293,958 | 4,987 | |
ZERIA Pharmaceutical Co. Ltd. | 291,615 | 4,981 | |
Musashi Seimitsu Industry Co. Ltd. | 297,935 | 4,966 |
Shares | Market Value• ($000) | ||
Tokai Tokyo Financial Holdings Inc. | 1,446,287 | 4,960 | |
KYORIN Holdings Inc. | 306,956 | 4,925 | |
Nextage Co. Ltd. | 237,388 | 4,898 | |
Maeda Kosen Co. Ltd. | 143,371 | 4,892 | |
Kohnan Shoji Co. Ltd. | 165,514 | 4,871 | |
Nippon Soda Co. Ltd. | 169,124 | 4,869 | |
Nitto Boseki Co. Ltd. | 189,475 | 4,855 | |
Mitani Sekisan Co. Ltd. | 72,565 | 4,828 | |
Funai Soken Holdings Inc. | 212,080 | 4,825 | |
Megmilk Snow Brand Co. Ltd. | 277,814 | 4,817 | |
Comture Corp. | 152,706 | 4,782 | |
Kissei Pharmaceutical Co. Ltd. | 243,315 | 4,775 | |
Japan Securities Finance Co. Ltd. | 568,098 | 4,743 | |
Mixi Inc. | 268,470 | 4,702 | |
Nippn Corp. | 325,976 | 4,698 | |
Matsui Securities Co. Ltd. | 682,030 | 4,688 | |
Tokai Rika Co. Ltd. | 347,832 | 4,688 | |
Noevir Holdings Co. Ltd. | 99,942 | 4,685 | |
Digital Arts Inc. | 64,023 | 4,678 | |
Tocalo Co. Ltd. | 363,864 | 4,667 | |
Ichibanya Co. Ltd. | 115,357 | 4,662 | |
Towa Corp. | 164,896 | 4,648 | |
Eizo Corp. | 131,861 | 4,634 | |
Dip Corp. | 136,117 | 4,634 | |
Toyo Ink SC Holdings Co. Ltd. | 276,186 | 4,627 | |
Arcs Co. Ltd. | 248,830 | 4,621 | |
Japan Petroleum Exploration Co. Ltd. | 211,746 | 4,611 | |
Tsugami Corp. | 301,083 | 4,593 | |
Oki Electric Industry Co. Ltd. | 579,527 | 4,558 | |
Nojima Corp. | 215,907 | 4,521 | |
Awa Bank Ltd. | 239,129 | 4,514 | |
Juroku Financial Group Inc. | 239,267 | 4,513 | |
Hioki EE Corp. | 58,915 | 4,508 | |
Kumiai Chemical Industry Co. Ltd. | 651,548 | 4,482 | |
Saizeriya Co. Ltd. | 171,066 | 4,468 | |
* | UACJ Corp. | 191,898 | 4,444 |
Nichicon Corp. | 404,276 | 4,442 | |
Ogaki Kyoritsu Bank Ltd. | 264,250 | 4,438 | |
Mirai Corp. | 10,281 | 4,423 | |
San-A Co. Ltd. | 121,417 | 4,411 | |
Sanki Engineering Co. Ltd. | 350,181 | 4,383 | |
eGuarantee Inc. | 217,700 | 4,380 | |
* | Oisix ra daichi Inc. | 162,667 | 4,373 |
Nomura Co. Ltd. | 523,454 | 4,337 | |
Jaccs Co. Ltd. | 167,434 | 4,313 | |
*,1 | HIS Co. Ltd. | 264,946 | 4,308 |
MOS Food Services Inc. | 160,770 | 4,306 |
Shares | Market Value• ($000) | ||
Nachi-Fujikoshi Corp. | 120,130 | 4,306 | |
Towa Pharmaceutical Co. Ltd. | 171,476 | 4,274 | |
Nippon Steel Trading Corp. | 97,449 | 4,255 | |
Japan Lifeline Co. Ltd. | 445,275 | 4,249 | |
Max Co. Ltd. | 253,910 | 4,238 | |
Inabata & Co. Ltd. | 289,601 | 4,228 | |
Starts Corp. Inc. | 193,045 | 4,218 | |
1 | Create Restaurants Holdings Inc. | 671,314 | 4,216 |
BML Inc. | 135,552 | 4,215 | |
Orient Corp. | 3,879,843 | 4,213 | |
H2O Retailing Corp. | 596,249 | 4,202 | |
San-Ai Oil Co. Ltd. | 361,918 | 4,201 | |
Strike Co. Ltd. | 94,489 | 4,201 | |
ValueCommerce Co. Ltd. | 107,811 | 4,195 | |
eRex Co. Ltd. | 235,092 | 4,178 | |
Idec Corp. | 172,516 | 4,175 | |
Prima Meat Packers Ltd. | 193,131 | 4,169 | |
Komeri Co. Ltd. | 187,249 | 4,168 | |
Mitsubishi Logisnext Co. Ltd. | 451,353 | 4,159 | |
Nissin Electric Co. Ltd. | 303,224 | 4,152 | |
North Pacific Bank Ltd. | 1,910,277 | 4,150 | |
Create SD Holdings Co. Ltd. | 149,353 | 4,136 | |
Hyakugo Bank Ltd. | 1,377,049 | 4,114 | |
MCJ Co. Ltd. | 434,863 | 4,094 | |
S-Pool Inc. | 387,379 | 4,094 | |
LITALICO Inc. | 116,658 | 4,090 | |
Kato Sangyo Co. Ltd. | 139,688 | 4,073 | |
1 | Gree Inc. | 553,799 | 4,072 |
Yamazen Corp. | 433,349 | 4,058 | |
1 | Kura Sushi Inc. | 128,536 | 4,052 |
* | M&A Capital Partners Co. Ltd. | 88,183 | 4,040 |
Token Corp. | 48,971 | 4,025 | |
Totetsu Kogyo Co. Ltd. | 184,477 | 4,024 | |
Nissha Co. Ltd. | 276,456 | 4,017 | |
ASKUL Corp. | 300,322 | 4,007 | |
*,1 | Royal Holdings Co. Ltd. | 242,720 | 4,006 |
Yokogawa Bridge Holdings Corp. | 209,470 | 4,002 | |
Showa Sangyo Co. Ltd. | 172,270 | 3,982 | |
Hogy Medical Co. Ltd. | 140,218 | 3,971 | |
One REIT Inc. | 1,510 | 3,965 | |
Takara Standard Co. Ltd. | 321,942 | 3,956 | |
Yodogawa Steel Works Ltd. | 178,612 | 3,956 | |
1 | Kanamoto Co. Ltd. | 188,532 | 3,955 |
Elecom Co. Ltd. | 300,389 | 3,954 | |
Nisshin Oillio Group Ltd. | 155,932 | 3,934 | |
Ai Holdings Corp. | 233,377 | 3,908 | |
Okinawa Electric Power Co. Inc. | 305,894 | 3,876 |
Shares | Market Value• ($000) | ||
Ohsho Food Service Corp. | 72,892 | 3,872 | |
Noritake Co. Ltd. | 88,482 | 3,858 | |
Yokowo Co. Ltd. | 149,344 | 3,842 | |
1 | SAMTY Co. Ltd. | 200,885 | 3,836 |
Fujimori Kogyo Co. Ltd. | 107,255 | 3,835 | |
Life Corp. | 129,294 | 3,830 | |
Anicom Holdings Inc. | 529,689 | 3,817 | |
GLOBERIDE Inc. | 137,560 | 3,779 | |
KOMEDA Holdings Co. Ltd. | 211,619 | 3,772 | |
Aeon Hokkaido Corp. | 340,396 | 3,752 | |
Nishimatsuya Chain Co. Ltd. | 311,550 | 3,736 | |
1 | Zojirushi Corp. | 297,409 | 3,732 |
Future Corp. | 245,022 | 3,726 | |
Sumitomo Mitsui Construction Co. Ltd. | 1,001,176 | 3,725 | |
Daiho Corp. | 107,581 | 3,717 | |
Gunze Ltd. | 105,203 | 3,695 | |
Seiko Holdings Corp. | 188,790 | 3,685 | |
Tokyotokeiba Co. Ltd. | 99,374 | 3,681 | |
Hosiden Corp. | 365,587 | 3,662 | |
1 | Monogatari Corp. | 61,978 | 3,639 |
*,1 | Change Inc. | 221,090 | 3,639 |
Okamoto Industries Inc. | 98,651 | 3,625 | |
KYB Corp. | 128,986 | 3,619 | |
Micronics Japan Co. Ltd. | 222,876 | 3,589 | |
Nanto Bank Ltd. | 212,368 | 3,583 | |
Aeon Delight Co. Ltd. | 121,367 | 3,557 | |
Hokkoku Financial Holdings Inc. | 160,318 | 3,554 | |
S Foods Inc. | 117,207 | 3,548 | |
Japan Wool Textile Co. Ltd. | 445,365 | 3,544 | |
Pasona Group Inc. | 123,528 | 3,544 | |
Okasan Securities Group Inc. | 1,061,760 | 3,515 | |
Eiken Chemical Co. Ltd. | 209,316 | 3,513 | |
Shibuya Corp. | 135,206 | 3,512 | |
IR Japan Holdings Ltd. | 58,825 | 3,509 | |
Organo Corp. | 46,022 | 3,459 | |
Osaka Soda Co. Ltd. | 130,681 | 3,453 | |
Aida Engineering Ltd. | 370,761 | 3,448 | |
1 | Tsubaki Nakashima Co. Ltd. | 268,601 | 3,432 |
United Super Markets Holdings Inc. | 372,149 | 3,423 | |
Giken Ltd. | 96,686 | 3,413 | |
Nippon Pillar Packing Co. Ltd. | 105,103 | 3,394 | |
Nippon Densetsu Kogyo Co. Ltd. | 234,013 | 3,386 | |
Musashino Bank Ltd. | 216,532 | 3,384 | |
Kitz Corp. | 544,551 | 3,371 | |
Bunka Shutter Co. Ltd. | 359,331 | 3,356 |
Shares | Market Value• ($000) | ||
Kameda Seika Co. Ltd. | 89,576 | 3,333 | |
Heiwado Co. Ltd. | 197,971 | 3,323 | |
TBS Holdings Inc. | 228,900 | 3,318 | |
Maxell Ltd. | 277,522 | 3,303 | |
Intage Holdings Inc. | 215,939 | 3,300 | |
Kaga Electronics Co. Ltd. | 115,949 | 3,296 | |
T Hasegawa Co. Ltd. | 140,146 | 3,295 | |
Insource Co. Ltd. | 134,365 | 3,285 | |
Nagaileben Co. Ltd. | 166,173 | 3,272 | |
*,1 | euglena Co. Ltd. | 530,894 | 3,272 |
* | Chiyoda Corp. | 1,068,005 | 3,264 |
Noritsu Koki Co. Ltd. | 138,421 | 3,263 | |
Star Micronics Co. Ltd. | 241,624 | 3,256 | |
Shima Seiki Manufacturing Ltd. | 189,723 | 3,255 | |
Shizuoka Gas Co. Ltd. | 379,729 | 3,254 | |
Solasto Corp. | 302,863 | 3,254 | |
Prestige International Inc. | 559,455 | 3,253 | |
1 | Noritz Corp. | 222,323 | 3,246 |
Maruwa Unyu Kikan Co. Ltd. | 255,427 | 3,240 | |
Chudenko Corp. | 175,027 | 3,234 | |
Arata Corp. | 84,384 | 3,234 | |
Nippon Seiki Co. Ltd. | 320,014 | 3,231 | |
Sanyo Chemical Industries Ltd. | 69,499 | 3,226 | |
* | MedPeer Inc. | 103,525 | 3,223 |
Ichigo Inc. | 1,321,110 | 3,218 | |
Piolax Inc. | 209,177 | 3,200 | |
Takara Leben Real Estate Investment Corp. | 3,171 | 3,200 | |
SBS Holdings Inc. | 112,764 | 3,199 | |
Keiyo Bank Ltd. | 789,576 | 3,193 | |
Nitta Corp. | 124,599 | 3,193 | |
Pacific Industrial Co. Ltd. | 301,104 | 3,183 | |
1 | Weathernews Inc. | 38,021 | 3,177 |
Nippon Signal Co. Ltd. | 398,245 | 3,169 | |
Ryosan Co. Ltd. | 159,787 | 3,161 | |
Trancom Co. Ltd. | 40,343 | 3,137 | |
Mitsuuroko Group Holdings Co. Ltd. | 296,178 | 3,128 | |
Sekisui Jushi Corp. | 171,706 | 3,123 | |
Hirata Corp. | 55,935 | 3,104 | |
Sanyo Denki Co. Ltd. | 58,730 | 3,080 | |
Keihanshin Building Co. Ltd. | 226,680 | 3,079 | |
Mitsubishi Pencil Co. Ltd. | 291,532 | 3,072 | |
SKY Perfect JSAT Holdings Inc. | 840,152 | 3,068 | |
1 | Genky DrugStores Co. Ltd. | 57,487 | 3,067 |
Fukushima Galilei Co. Ltd. | 73,712 | 3,060 | |
1 | Tamura Corp. | 524,278 | 3,053 |
Mitsui-Soko Holdings Co. Ltd. | 140,856 | 3,044 | |
1 | Osaka Organic Chemical Industry Ltd. | 105,205 | 3,038 |
Shares | Market Value• ($000) | ||
Starts Proceed Investment Corp. | 1,461 | 3,025 | |
Morita Holdings Corp. | 265,773 | 3,024 | |
Nippon Ceramic Co. Ltd. | 123,563 | 3,023 | |
Belc Co. Ltd. | 61,608 | 3,017 | |
Zuken Inc. | 93,863 | 3,014 | |
Samty Residential Investment Corp. | 2,691 | 3,013 | |
Ricoh Leasing Co. Ltd. | 89,693 | 3,010 | |
FCC Co. Ltd. | 230,976 | 3,006 | |
MEC Co. Ltd. | 86,327 | 3,002 | |
Sato Holdings Corp. | 156,530 | 2,997 | |
Optex Group Co. Ltd. | 209,479 | 2,991 | |
Nippon Kanzai Co. Ltd. | 118,811 | 2,986 | |
Topre Corp. | 288,119 | 2,981 | |
1 | Pharma Foods International Co. Ltd. | 161,842 | 2,977 |
Raiznext Corp. | 292,034 | 2,971 | |
Kanto Denka Kogyo Co. Ltd. | 300,997 | 2,965 | |
Fuji Media Holdings Inc. | 307,281 | 2,957 | |
Restar Holdings Corp. | 168,444 | 2,952 | |
Mandom Corp. | 236,681 | 2,913 | |
Exedy Corp. | 200,247 | 2,899 | |
Nohmi Bosai Ltd. | 147,799 | 2,894 | |
Nikkiso Co. Ltd. | 411,654 | 2,876 | |
Roland Corp. | 84,218 | 2,874 | |
Maruzen Showa Unyu Co. Ltd. | 103,159 | 2,871 | |
Saibu Gas Holdings Co. Ltd. | 155,206 | 2,871 | |
Plenus Co. Ltd. | 163,314 | 2,864 | |
RS Technologies Co. Ltd. | 48,337 | 2,861 | |
Shinmaywa Industries Ltd. | 371,103 | 2,823 | |
1 | Midac Holdings Co. Ltd. | 79,851 | 2,822 |
Riso Kagaku Corp. | ���151,239 | 2,821 | |
Curves Holdings Co. Ltd. | 407,589 | 2,815 | |
Yuasa Trading Co. Ltd. | 108,231 | 2,805 | |
1 | Shoei Foods Corp. | 83,884 | 2,800 |
* | Ringer Hut Co. Ltd. | 144,490 | 2,793 |
FULLCAST Holdings Co. Ltd. | 129,941 | 2,780 | |
Usen-Next Holdings Co. Ltd. | 106,100 | 2,778 | |
1 | Teikoku Sen-I Co. Ltd. | 137,172 | 2,771 |
Koa Corp. | 197,771 | 2,769 | |
United Arrows Ltd. | 172,803 | 2,751 | |
TOMONY Holdings Inc. | 996,832 | 2,744 | |
Axial Retailing Inc. | 93,493 | 2,742 | |
Iino Kaiun Kaisha Ltd. | 577,316 | 2,742 | |
* | Nippon Sheet Glass Co. Ltd. | 614,571 | 2,742 |
Shares | Market Value• ($000) | ||
Retail Partners Co. Ltd. | 229,743 | 2,740 | |
Okinawa Financial Group Inc. | 142,382 | 2,738 | |
1 | Kisoji Co. Ltd. | 142,968 | 2,732 |
Wakita & Co. Ltd. | 291,537 | 2,730 | |
Nippon Road Co. Ltd. | 37,929 | 2,717 | |
Siix Corp. | 220,499 | 2,715 | |
Bank of Nagoya Ltd. | 113,759 | 2,714 | |
Yellow Hat Ltd. | 188,460 | 2,712 | |
Avex Inc. | 216,377 | 2,711 | |
Itochu Enex Co. Ltd. | 313,026 | 2,711 | |
Toyo Tanso Co. Ltd. | 97,072 | 2,703 | |
Kanematsu Electronics Ltd. | 78,188 | 2,699 | |
J Trust Co. Ltd. | 544,661 | 2,692 | |
Argo Graphics Inc. | 96,141 | 2,691 | |
Daiichi Jitsugyo Co. Ltd. | 62,400 | 2,687 | |
Hamakyorex Co. Ltd. | 105,468 | 2,664 | |
* | Leopalace21 Corp. | 1,656,403 | 2,650 |
Uchida Yoko Co. Ltd. | 57,815 | 2,648 | |
Senshu Ikeda Holdings Inc. | 1,789,466 | 2,643 | |
TechMatrix Corp. | 159,484 | 2,635 | |
Nissan Shatai Co. Ltd. | 429,141 | 2,631 | |
Tokyu Construction Co. Ltd. | 452,425 | 2,620 | |
Nippon Thompson Co. Ltd. | 441,600 | 2,618 | |
Sanyo Special Steel Co. Ltd. | 147,196 | 2,610 | |
Kyokuto Kaihatsu Kogyo Co. Ltd. | 195,756 | 2,603 | |
Oiles Corp. | 177,030 | 2,602 | |
Mitsuboshi Belting Ltd. | 138,543 | 2,599 | |
Hiday Hidaka Corp. | 171,973 | 2,589 | |
METAWATER Co. Ltd. | 146,817 | 2,580 | |
Nishio Rent All Co. Ltd. | 103,052 | 2,572 | |
* | SRE Holdings Corp. | 40,799 | 2,569 |
Chugoku Marine Paints Ltd. | 310,738 | 2,565 | |
Nippon Koei Co. Ltd. | 92,261 | 2,560 | |
Fujibo Holdings Inc. | 71,799 | 2,558 | |
Infocom Corp. | 134,637 | 2,552 | |
Cybozu Inc. | 160,012 | 2,545 | |
Shikoku Chemicals Corp. | 206,874 | 2,538 | |
Roland DG Corp. | 77,668 | 2,530 | |
Takasago International Corp. | 100,675 | 2,530 | |
Sakata INX Corp. | 290,584 | 2,512 | |
Taihei Dengyo Kaisha Ltd. | 100,647 | 2,511 | |
Arcland Sakamoto Co. Ltd. | 175,077 | 2,496 | |
1 | YAMABIKO Corp. | 227,808 | 2,470 |
Konishi Co. Ltd. | 163,987 | 2,469 | |
Nitto Kogyo Corp. | 178,346 | 2,466 | |
Doutor Nichires Holdings Co. Ltd. | 176,880 | 2,465 | |
Adastria Co. Ltd. | 174,421 | 2,458 | |
1 | Oyo Corp. | 131,289 | 2,453 |
Shares | Market Value• ($000) | ||
Toyo Construction Co. Ltd. | 484,415 | 2,448 | |
ESPEC Corp. | 125,309 | 2,430 | |
Carta Holdings Inc. | 132,628 | 2,424 | |
Macromill Inc. | 250,748 | 2,417 | |
Hosokawa Micron Corp. | 81,495 | 2,414 | |
Nippon Carbon Co. Ltd. | 66,514 | 2,413 | |
Fujicco Co. Ltd. | 147,412 | 2,411 | |
Komatsu Matere Co. Ltd. | 217,023 | 2,409 | |
Japan Pulp & Paper Co. Ltd. | 67,195 | 2,408 | |
Bell System24 Holdings Inc. | 220,702 | 2,400 | |
Chofu Seisakusho Co. Ltd. | 134,859 | 2,392 | |
Valqua Ltd. | 100,865 | 2,377 | |
Furukawa Co. Ltd. | 213,875 | 2,362 | |
Toho Bank Ltd. | 1,275,989 | 2,352 | |
Aichi Bank Ltd. | 57,932 | 2,347 | |
Tsukishima Kikai Co. Ltd. | 237,476 | 2,341 | |
Mizuno Corp. | 119,740 | 2,335 | |
Ishihara Sangyo Kaisha Ltd. | 224,682 | 2,327 | |
Mitsubishi Shokuhin Co. Ltd. | 96,754 | 2,327 | |
VT Holdings Co. Ltd. | 571,982 | 2,320 | |
KFC Holdings Japan Ltd. | 92,188 | 2,320 | |
Shin-Etsu Polymer Co. Ltd. | 241,197 | 2,320 | |
Hokuto Corp. | 139,429 | 2,314 | |
ARTERIA Networks Corp. | 172,210 | 2,314 | |
Joshin Denki Co. Ltd. | 123,802 | 2,305 | |
Tokyo Electron Device Ltd. | 40,335 | 2,299 | |
* | Atrae Inc. | 108,817 | 2,294 |
Tokyo Kiraboshi Financial Group Inc. | 173,971 | 2,293 | |
Fuji Co. Ltd. | 134,691 | 2,289 | |
HI-LEX Corp. | 174,670 | 2,276 | |
IDOM Inc. | 360,831 | 2,268 | |
Nittetsu Mining Co. Ltd. | 39,443 | 2,265 | |
Sinko Industries Ltd. | 129,331 | 2,262 | |
*,1 | giftee Inc. | 132,095 | 2,248 |
* | W-Scope Corp. | 322,148 | 2,240 |
gremz Inc. | 104,228 | 2,238 | |
Relia Inc. | 263,480 | 2,236 | |
Financial Products Group Co. Ltd. | 375,629 | 2,235 | |
Yondoshi Holdings Inc. | 145,380 | 2,226 | |
1 | Toa Corp. | 105,812 | 2,225 |
Mimasu Semiconductor Industry Co. Ltd. | 96,071 | 2,214 | |
Sakai Moving Service Co. Ltd. | 58,735 | 2,213 | |
DyDo Group Holdings Inc. | 53,536 | 2,206 | |
Sodick Co. Ltd. | 308,127 | 2,193 |
Shares | Market Value• ($000) | ||
Pressance Corp. | 119,537 | 2,178 | |
1 | WingArc1st Inc. | 108,158 | 2,159 |
Hyakujushi Bank Ltd. | 164,844 | 2,156 | |
PAL GROUP Holdings Co. Ltd. | 144,012 | 2,150 | |
SWCC Showa Holdings Co. Ltd. | 148,217 | 2,144 | |
Kurabo Industries Ltd. | 125,979 | 2,143 | |
Mori Trust Hotel REIT Inc. | 1,983 | 2,141 | |
Tsurumi Manufacturing Co. Ltd. | 148,515 | 2,139 | |
Bando Chemical Industries Ltd. | 274,881 | 2,137 | |
* | Nippon Chemi-Con Corp. | 136,244 | 2,118 |
Nissin Sugar Co. Ltd. | 141,943 | 2,117 | |
TPR Co. Ltd. | 169,884 | 2,105 | |
Elan Corp. | 217,708 | 2,103 | |
1 | Obara Group Inc. | 69,794 | 2,100 |
Union Tool Co. | 60,719 | 2,099 | |
Sanyo Electric Railway Co. Ltd. | 119,594 | 2,098 | |
Base Co. Ltd. | 55,645 | 2,072 | |
Japan Transcity Corp. | 335,537 | 2,070 | |
Airtrip Corp. | 77,594 | 2,070 | |
Hodogaya Chemical Co. Ltd. | 40,235 | 2,069 | |
Doshisha Co. Ltd. | 151,696 | 2,066 | |
Tenma Corp. | 89,589 | 2,059 | |
Seikagaku Corp. | 250,551 | 2,051 | |
Chilled & Frozen Logistics Holdings Co. Ltd. | 139,650 | 2,043 | |
T-Gaia Corp. | 141,315 | 2,037 | |
Belluna Co. Ltd. | 330,680 | 2,036 | |
NS United Kaiun Kaisha Ltd. | 66,910 | 2,036 | |
Torii Pharmaceutical Co. Ltd. | 81,161 | 2,030 | |
1 | Aruhi Corp. | 222,954 | 2,026 |
Sinfonia Technology Co. Ltd. | 176,983 | 2,020 | |
1 | Broadleaf Co. Ltd. | 532,746 | 2,020 |
Daiken Corp. | 106,832 | 2,016 | |
JAC Recruitment Co. Ltd. | 110,301 | 2,000 | |
Daikyonishikawa Corp. | 392,718 | 1,999 | |
Ines Corp. | 151,529 | 1,991 | |
Sintokogio Ltd. | 322,318 | 1,990 | |
Tachi-S Co. Ltd. | 181,002 | 1,990 | |
San ju San Financial Group Inc. | 155,539 | 1,989 | |
* | Nichi-iko Pharmaceutical Co. Ltd. | 323,980 | 1,986 |
Tokushu Tokai Paper Co. Ltd. | 55,413 | 1,986 | |
Tokai Corp. | 115,460 | 1,984 | |
Meisei Industrial Co. Ltd. | 300,019 | 1,981 | |
Aomori Bank Ltd. | 128,211 | 1,976 | |
* | Matsuya Co. Ltd. | 274,361 | 1,976 |
COLOPL Inc. | 345,669 | 1,975 | |
Riso Kyoiku Co. Ltd. | 576,581 | 1,972 |
Shares | Market Value• ($000) | ||
Key Coffee Inc. | 112,053 | 1,971 | |
1 | Daiwa Industries Ltd. | 179,304 | 1,969 |
Yonex Co. Ltd. | 257,116 | 1,965 | |
Tamron Co. Ltd. | 79,062 | 1,962 | |
Press Kogyo Co. Ltd. | 573,576 | 1,946 | |
Hibiya Engineering Ltd. | 108,754 | 1,944 | |
Daito Pharmaceutical Co. Ltd. | 75,254 | 1,942 | |
Keiyo Co. Ltd. | 263,270 | 1,939 | |
Sakai Chemical Industry Co. Ltd. | 96,882 | 1,930 | |
Yokorei Co. Ltd. | 264,427 | 1,920 | |
Asahi Diamond Industrial Co. Ltd. | 337,921 | 1,919 | |
1 | Alpen Co. Ltd. | 103,076 | 1,915 |
Shin Nippon Air Technologies Co. Ltd. | 91,283 | 1,905 | |
1 | Direct Marketing MiX Inc. | 131,206 | 1,900 |
* | Fujio Food Group Inc. | 165,335 | 1,897 |
Konoike Transport Co. Ltd. | 176,936 | 1,896 | |
Bank of the Ryukyus Ltd. | 285,708 | 1,894 | |
Sinanen Holdings Co. Ltd. | 59,788 | 1,890 | |
Nippon Yakin Kogyo Co. Ltd. | 95,715 | 1,888 | |
Hakuto Co. Ltd. | 82,002 | 1,886 | |
Zenrin Co. Ltd. | 217,989 | 1,882 | |
Fukui Bank Ltd. | 153,923 | 1,879 | |
Marudai Food Co. Ltd. | 139,932 | 1,856 | |
1 | Nippon Denko Co. Ltd. | 730,571 | 1,855 |
* | CMK Corp. | 307,268 | 1,853 |
Pacific Metals Co. Ltd. | 99,169 | 1,843 | |
Onward Holdings Co. Ltd. | 705,452 | 1,835 | |
Inageya Co. Ltd. | 152,185 | 1,834 | |
Starzen Co. Ltd. | 105,351 | 1,833 | |
1 | Pack Corp. | 77,999 | 1,830 |
Denyo Co. Ltd. | 113,533 | 1,824 | |
Mitsui DM Sugar Holdings Co. Ltd. | 108,152 | 1,824 | |
Nichireki Co. Ltd. | 147,606 | 1,824 | |
Shikoku Bank Ltd. | 270,013 | 1,819 | |
TOC Co. Ltd. | 314,687 | 1,818 | |
Bank of Iwate Ltd. | 111,526 | 1,811 | |
Nichiden Corp. | 88,168 | 1,803 | |
Geo Holdings Corp. | 167,249 | 1,802 | |
Komori Corp. | 299,716 | 1,793 | |
Miyazaki Bank Ltd. | 98,445 | 1,779 | |
Qol Holdings Co. Ltd. | 145,512 | 1,772 | |
J-Oil Mills Inc. | 121,870 | 1,771 | |
G-7 Holdings Inc. | 120,763 | 1,771 | |
Kyoei Steel Ltd. | 143,594 | 1,767 | |
1 | V Technology Co. Ltd. | 56,500 | 1,765 |
Dai-Dan Co. Ltd. | 88,057 | 1,760 | |
Toho Titanium Co. Ltd. | 214,184 | 1,759 |
Shares | Market Value• ($000) | ||
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 85,978 | 1,753 | |
Ehime Bank Ltd. | 241,680 | 1,751 | |
1 | Arcland Service Holdings Co. Ltd. | 88,966 | 1,750 |
Toho Zinc Co. Ltd. | 87,882 | 1,746 | |
Takamatsu Construction Group Co. Ltd. | 101,559 | 1,740 | |
DKK Co. Ltd. | 79,909 | 1,740 | |
Marusan Securities Co. Ltd. | 384,998 | 1,738 | |
Poletowin Pitcrew Holdings Inc. | 191,498 | 1,726 | |
Tachibana Eletech Co. Ltd. | 123,723 | 1,723 | |
Tess Holdings Co. Ltd. | 96,300 | 1,722 | |
Canon Electronics Inc. | 124,731 | 1,720 | |
Tama Home Co. Ltd. | 85,581 | 1,720 | |
*,1 | Kappa Create Co. Ltd. | 147,190 | 1,716 |
Eagle Industry Co. Ltd. | 178,437 | 1,712 | |
1 | Rock Field Co. Ltd. | 130,484 | 1,710 |
1 | ES-Con Japan Ltd. | 250,104 | 1,704 |
Unipres Corp. | 243,795 | 1,704 | |
Gakken Holdings Co. Ltd. | 186,714 | 1,698 | |
Ichikoh Industries Ltd. | 357,617 | 1,697 | |
* | Mitsui E&S Holdings Co. Ltd. | 511,088 | 1,694 |
Furuno Electric Co. Ltd. | 160,288 | 1,685 | |
1 | Ryoyo Electro Corp. | 80,831 | 1,685 |
* | Vision Inc. | 166,050 | 1,674 |
Sun Frontier Fudousan Co. Ltd. | 191,837 | 1,670 | |
Nippon Beet Sugar Manufacturing Co. Ltd. | 112,494 | 1,669 | |
* | Aoyama Trading Co. Ltd. | 286,712 | 1,668 |
Anest Iwata Corp. | 215,143 | 1,665 | |
1 | Koshidaka Holdings Co. Ltd. | 312,373 | 1,665 |
JVCKenwood Corp. | 1,086,727 | 1,665 | |
* | Shindengen Electric Manufacturing Co. Ltd. | 51,637 | 1,664 |
Mie Kotsu Group Holdings Inc. | 395,950 | 1,661 | |
Proto Corp. | 139,019 | 1,660 | |
Matsuda Sangyo Co. Ltd. | 78,228 | 1,657 | |
Matsuyafoods Holdings Co. Ltd. | 52,620 | 1,656 | |
TV Asahi Holdings Corp. | 132,870 | 1,654 | |
Ryobi Ltd. | 172,303 | 1,643 | |
Sumitomo Densetsu Co. Ltd. | 90,338 | 1,640 | |
Onoken Co. Ltd. | 112,334 | 1,638 | |
Aichi Steel Corp. | 75,486 | 1,634 | |
Kyokuyo Co. Ltd. | 60,909 | 1,630 |
Shares | Market Value• ($000) | ||
Futaba Industrial Co. Ltd. | 427,520 | 1,618 | |
Warabeya Nichiyo Holdings Co. Ltd. | 89,588 | 1,607 | |
Sumida Corp. | 145,221 | 1,601 | |
Alpha Systems Inc. | 45,414 | 1,599 | |
Sumitomo Seika Chemicals Co. Ltd. | 58,420 | 1,593 | |
Okabe Co. Ltd. | 252,369 | 1,592 | |
G-Tekt Corp. | 128,042 | 1,591 | |
Vector Inc. | 155,755 | 1,591 | |
Goldcrest Co. Ltd. | 112,980 | 1,590 | |
1 | Modec Inc. | 132,156 | 1,583 |
Cawachi Ltd. | 82,415 | 1,578 | |
Nippon Television Holdings Inc. | 155,358 | 1,576 | |
Vital KSK Holdings Inc. | 224,478 | 1,574 | |
Shinko Shoji Co. Ltd. | 197,187 | 1,573 | |
Oita Bank Ltd. | 98,946 | 1,571 | |
* | TSI Holdings Co. Ltd. | 531,836 | 1,567 |
Yamanashi Chuo Bank Ltd. | 209,120 | 1,564 | |
Itochu-Shokuhin Co. Ltd. | 35,826 | 1,556 | |
EM Systems Co. Ltd. | 236,188 | 1,550 | |
Computer Engineering & Consulting Ltd. | 164,074 | 1,549 | |
1 | Taki Chemical Co. Ltd. | 30,554 | 1,540 |
DKS Co. Ltd. | 54,853 | 1,533 | |
Maxvalu Tokai Co. Ltd. | 63,788 | 1,531 | |
Mitsubishi Research Institute Inc. | 43,543 | 1,528 | |
Yamagata Bank Ltd. | 202,143 | 1,525 | |
Shin Nippon Biomedical Laboratories Ltd. | 123,624 | 1,523 | |
Yurtec Corp. | 258,308 | 1,510 | |
I'll Inc. | 119,821 | 1,508 | |
1 | Media Do Co. Ltd. | 42,310 | 1,508 |
Riken Technos Corp. | 331,181 | 1,499 | |
Miroku Jyoho Service Co. Ltd. | 124,557 | 1,495 | |
Sparx Group Co. Ltd. | 574,482 | 1,494 | |
Fukui Computer Holdings Inc. | 49,712 | 1,493 | |
KeePer Technical Laboratory Co. Ltd. | 77,336 | 1,493 | |
Takara Leben Co. Ltd. | 593,431 | 1,492 | |
Tonami Holdings Co. Ltd. | 44,033 | 1,492 | |
Alconix Corp. | 127,776 | 1,490 | |
Tanseisha Co. Ltd. | 218,397 | 1,489 | |
Shinwa Co. Ltd. | 78,875 | 1,481 | |
Tosei Corp. | 168,364 | 1,478 | |
Rheon Automatic Machinery Co. Ltd. | 130,430 | 1,476 | |
*,1 | Optim Corp. | 128,830 | 1,475 |
Teikoku Electric Manufacturing Co. Ltd. | 114,329 | 1,471 | |
Marvelous Inc. | 231,267 | 1,468 |
Shares | Market Value• ($000) | ||
Daido Metal Co. Ltd. | 277,629 | 1,463 | |
Daikokutenbussan Co. Ltd. | 32,650 | 1,463 | |
Kamei Corp. | 159,803 | 1,449 | |
Akita Bank Ltd. | 101,719 | 1,446 | |
Halows Co. Ltd. | 58,868 | 1,446 | |
Hito Communications Holdings Inc. | 70,313 | 1,445 | |
Okuwa Co. Ltd. | 174,698 | 1,444 | |
Aiphone Co. Ltd. | 77,613 | 1,435 | |
Riken Vitamin Co. Ltd. | 96,569 | 1,433 | |
WDB Holdings Co. Ltd. | 53,260 | 1,433 | |
1 | SB Technology Corp. | 63,907 | 1,430 |
1 | Optorun Co. Ltd. | 68,808 | 1,420 |
YA-MAN Ltd. | 169,857 | 1,419 | |
Chubu Shiryo Co. Ltd. | 165,260 | 1,416 | |
FIDEA Holdings Co. Ltd. | 120,766 | 1,405 | |
Ichiyoshi Securities Co. Ltd. | 244,981 | 1,404 | |
YAKUODO Holdings Co. Ltd. | 71,796 | 1,403 | |
* | Oriental Shiraishi Corp. | 692,430 | 1,403 |
1 | Fujiya Co. Ltd. | 70,889 | 1,397 |
Nissei ASB Machine Co. Ltd. | 50,240 | 1,383 | |
1 | Link And Motivation Inc. | 286,658 | 1,373 |
Tosho Co. Ltd. | 94,764 | 1,371 | |
Nichiban Co. Ltd. | 87,283 | 1,360 | |
Futaba Corp. | 223,033 | 1,356 | |
* | Open Door Inc. | 84,488 | 1,354 |
Tochigi Bank Ltd. | 671,656 | 1,348 | |
Chukyo Bank Ltd. | 85,144 | 1,345 | |
CONEXIO Corp. | 104,728 | 1,343 | |
* | Kintetsu Department Store Co. Ltd. | 59,085 | 1,342 |
Aisan Industry Co. Ltd. | 201,468 | 1,341 | |
Stella Chemifa Corp. | 58,232 | 1,341 | |
Tayca Corp. | 118,942 | 1,340 | |
Melco Holdings Inc. | 37,868 | 1,339 | |
1 | Fukuda Corp. | 35,641 | 1,336 |
Toyo Corp. | 137,031 | 1,329 | |
Icom Inc. | 62,510 | 1,321 | |
* | BrainPad Inc. | 99,480 | 1,314 |
* | PIA Corp. | 44,828 | 1,313 |
Sumitomo Riko Co. Ltd. | 253,050 | 1,307 | |
*,1 | Taiko Pharmaceutical Co. Ltd. | 182,167 | 1,305 |
Riken Corp. | 58,008 | 1,299 | |
* | Sagami Holdings Corp. | 141,695 | 1,296 |
Toenec Corp. | 44,105 | 1,296 | |
Yukiguni Maitake Co. Ltd. | 124,388 | 1,294 | |
World Holdings Co. Ltd. | 57,011 | 1,286 | |
Kanagawa Chuo Kotsu Co. Ltd. | 42,814 | 1,281 | |
Tekken Corp. | 82,192 | 1,281 |
Shares | Market Value• ($000) | ||
K&O Energy Group Inc. | 100,999 | 1,262 | |
Studio Alice Co. Ltd. | 67,629 | 1,260 | |
AOKI Holdings Inc. | 234,193 | 1,258 | |
Ryoden Corp. | 78,668 | 1,249 | |
SRA Holdings | 49,835 | 1,249 | |
Nagatanien Holdings Co. Ltd. | 73,304 | 1,245 | |
CI Takiron Corp. | 252,489 | 1,235 | |
CTS Co. Ltd. | 168,655 | 1,234 | |
Advan Group Co. Ltd. | 145,897 | 1,231 | |
Chiyoda Integre Co. Ltd. | 69,878 | 1,229 | |
Feed One Co. Ltd. | 201,108 | 1,226 | |
JM Holdings Co. Ltd. | 85,582 | 1,226 | |
Koatsu Gas Kogyo Co. Ltd. | 178,474 | 1,224 | |
Tokyo Energy & Systems Inc. | 128,789 | 1,223 | |
JDC Corp. | 251,030 | 1,222 | |
Kyosan Electric Manufacturing Co. Ltd. | 302,661 | 1,219 | |
Sanoh Industrial Co. Ltd. | 147,997 | 1,218 | |
Japan Medical Dynamic Marketing Inc. | 74,861 | 1,218 | |
LEC Inc. | 160,999 | 1,210 | |
*,1 | Japan Display Inc. | 3,859,595 | 1,209 |
1 | GMO GlobalSign Holdings KK | 33,166 | 1,207 |
Moriroku Holdings Co. Ltd. | 75,161 | 1,205 | |
Shibusawa Warehouse Co. Ltd. | 59,193 | 1,204 | |
Xebio Holdings Co. Ltd. | 148,914 | 1,194 | |
Iseki & Co. Ltd. | 99,293 | 1,193 | |
Nippon Rietec Co. Ltd. | 88,165 | 1,191 | |
Fudo Tetra Corp. | 81,488 | 1,187 | |
1 | BRONCO BILLY Co. Ltd. | 57,611 | 1,187 |
St. Marc Holdings Co. Ltd. | 93,108 | 1,185 | |
Chori Co. Ltd. | 74,425 | 1,182 | |
Arakawa Chemical Industries Ltd. | 113,870 | 1,179 | |
Shinnihon Corp. | 165,795 | 1,179 | |
1 | Kitanotatsujin Corp. | 403,947 | 1,175 |
France Bed Holdings Co. Ltd. | 145,769 | 1,168 | |
Toa Oil Co. Ltd. | 45,372 | 1,166 | |
ASAHI YUKIZAI Corp. | 77,476 | 1,163 | |
Sankyo Tateyama Inc. | 184,061 | 1,158 | |
ASKA Pharmaceutical Holdings Co. Ltd. | 132,089 | 1,156 | |
Happinet Corp. | 88,340 | 1,153 | |
*,1 | Digital Holdings Inc. | 100,509 | 1,152 |
Sankyo Seiko Co. Ltd. | 237,764 | 1,152 | |
Topy Industries Ltd. | 118,739 | 1,152 | |
Kyodo Printing Co. Ltd. | 45,951 | 1,144 |
Shares | Market Value• ($000) | ||
Nissin Corp. | 79,311 | 1,143 | |
Nihon Nohyaku Co. Ltd. | 263,589 | 1,134 | |
Kurimoto Ltd. | 82,555 | 1,131 | |
Osaki Electric Co. Ltd. | 277,295 | 1,129 | |
* | World Co. Ltd. | 109,059 | 1,127 |
1 | Kansai Super Market Ltd. | 121,063 | 1,125 |
Chiyoda Co. Ltd. | 166,132 | 1,123 | |
Nippon Coke & Engineering Co. Ltd. | 974,663 | 1,119 | |
Amuse Inc. | 61,207 | 1,115 | |
1 | V-Cube Inc. | 121,152 | 1,111 |
Fixstars Corp. | 141,450 | 1,097 | |
Aichi Corp. | 155,320 | 1,093 | |
Kanaden Corp. | 117,928 | 1,091 | |
Yorozu Corp. | 116,038 | 1,083 | |
1 | Yamashin-Filter Corp. | 246,965 | 1,083 |
Hochiki Corp. | 95,467 | 1,081 | |
Toyo Kanetsu KK | 49,556 | 1,081 | |
Torishima Pump Manufacturing Co. Ltd. | 129,683 | 1,079 | |
Dai Nippon Toryo Co. Ltd. | 149,258 | 1,073 | |
Nitto Kohki Co. Ltd. | 67,290 | 1,070 | |
Hokkaido Gas Co. Ltd. | 80,555 | 1,069 | |
Krosaki Harima Corp. | 27,762 | 1,064 | |
Nippon Parking Development Co. Ltd. | 886,287 | 1,063 | |
1 | Raccoon Holdings Inc. | 86,346 | 1,059 |
Tomoku Co. Ltd. | 68,094 | 1,058 | |
Shimizu Bank Ltd. | 76,343 | 1,056 | |
Neturen Co. Ltd. | 207,632 | 1,053 | |
1 | Medical Data Vision Co. Ltd. | 97,224 | 1,051 |
MTI Ltd. | 195,379 | 1,049 | |
Enplas Corp. | 44,135 | 1,047 | |
ST Corp. | 77,977 | 1,042 | |
*,1 | WATAMI Co. Ltd. | 131,993 | 1,037 |
Hoosiers Holdings | 173,489 | 1,024 | |
Kawada Technologies Inc. | 27,463 | 1,022 | |
Asahi Co. Ltd. | 80,741 | 1,017 | |
Fuso Pharmaceutical Industries Ltd. | 44,913 | 1,015 | |
Achilles Corp. | 93,303 | 1,013 | |
Hisaka Works Ltd. | 134,314 | 1,008 | |
Ubicom Holdings Inc. | 38,309 | 1,006 | |
1 | Oro Co. Ltd. | 39,760 | 1,005 |
Cosel Co. Ltd. | 135,229 | 1,004 | |
Ebase Co. Ltd. | 178,481 | 1,003 | |
Yahagi Construction Co. Ltd. | 149,855 | 998 | |
Nihon Chouzai Co. Ltd. | 83,498 | 998 | |
ZIGExN Co. Ltd. | 370,993 | 998 | |
Rokko Butter Co. Ltd. | 73,749 | 997 | |
Sanei Architecture Planning Co. Ltd. | 65,274 | 994 |
Shares | Market Value• ($000) | ||
1 | Furukawa Battery Co. Ltd. | 80,774 | 993 |
Ministop Co. Ltd. | 80,887 | 988 | |
Okura Industrial Co. Ltd. | 51,918 | 988 | |
* | Fujita Kanko Inc. | 45,816 | 985 |
Seika Corp. | 68,830 | 980 | |
Enigmo Inc. | 146,972 | 977 | |
JSP Corp. | 68,286 | 971 | |
I-PEX Inc. | 56,775 | 966 | |
Towa Bank Ltd. | 204,182 | 962 | |
* | Unitika Ltd. | 365,869 | 954 |
Kenko Mayonnaise Co. Ltd. | 81,682 | 952 | |
Mars Group Holdings Corp. | 64,803 | 949 | |
Maezawa Kyuso Industries Co. Ltd. | 102,198 | 948 | |
Elematec Corp. | 100,528 | 944 | |
* | KLab Inc. | 219,056 | 944 |
Bank of Saga Ltd. | 74,776 | 941 | |
Tatsuta Electric Wire and Cable Co. Ltd. | 223,905 | 930 | |
Toa Corp. (XTKS) | 131,557 | 925 | |
Japan Best Rescue System Co. Ltd. | 98,088 | 898 | |
Sourcenext Corp. | 560,589 | 897 | |
Central Security Patrols Co. Ltd. | 42,176 | 885 | |
Honeys Holdings Co. Ltd. | 98,930 | 876 | |
Yushin Precision Equipment Co. Ltd. | 133,098 | 870 | |
Artnature Inc. | 136,309 | 868 | |
* | Mitsuba Corp. | 220,782 | 862 |
1 | FAN Communications Inc. | 255,222 | 861 |
Kyokuto Securities Co. Ltd. | 132,168 | 859 | |
Nisso Corp. | 108,776 | 855 | |
Taisei Lamick Co. Ltd. | 35,943 | 854 | |
Pronexus Inc. | 87,496 | 849 | |
Zuiko Corp. | 97,430 | 845 | |
* | KNT-CT Holdings Co. Ltd. | 69,518 | 841 |
Fuji Pharma Co. Ltd. | 93,350 | 834 | |
Hokkan Holdings Ltd. | 65,799 | 830 | |
LIFULL Co. Ltd. | 394,253 | 830 | |
NEC Capital Solutions Ltd. | 47,306 | 826 | |
Akatsuki Inc. | 32,684 | 819 | |
* | Istyle Inc. | 348,264 | 815 |
Tokyo Individualized Educational Institute Inc. | 145,938 | 808 | |
*,1 | OSAKA Titanium Technologies Co. Ltd. | 117,424 | 806 |
Chuo Spring Co. Ltd. | 108,556 | 800 | |
Nippon Sharyo Ltd. | 44,701 | 800 | |
Central Sports Co. Ltd. | 36,922 | 786 | |
Foster Electric Co. Ltd. | 123,610 | 784 |
Shares | Market Value• ($000) | ||
CMIC Holdings Co. Ltd. | 58,936 | 784 | |
Tsutsumi Jewelry Co. Ltd. | 46,320 | 783 | |
JP-Holdings Inc. | 358,856 | 768 | |
CAC Holdings Corp. | 60,355 | 762 | |
Takaoka Toko Co. Ltd. | 61,702 | 762 | |
Nihon Trim Co. Ltd. | 27,165 | 751 | |
* | Gunosy Inc. | 103,378 | 738 |
Nihon Tokushu Toryo Co. Ltd. | 97,098 | 737 | |
* | Akebono Brake Industry Co. Ltd. | 457,507 | 736 |
Aeon Fantasy Co. Ltd. | 45,338 | 734 | |
*,1 | FDK Corp. | 83,828 | 730 |
Airport Facilities Co. Ltd. | 151,811 | 726 | |
* | Tokyo Base Co. Ltd. | 137,598 | 722 |
1 | Kojima Co. Ltd. | 150,485 | 709 |
Corona Corp. Class A | 89,290 | 704 | |
Sekisui Kasei Co. Ltd. | 167,575 | 699 | |
*,1 | Kourakuen Holdings Corp. | 55,838 | 698 |
* | TerraSky Co. Ltd. | 45,474 | 694 |
Taiho Kogyo Co. Ltd. | 97,123 | 686 | |
Tv Tokyo Holdings Corp. | 38,636 | 686 | |
Sanshin Electronics Co. Ltd. | 53,117 | 681 | |
Osaka Steel Co. Ltd. | 67,174 | 676 | |
Godo Steel Ltd. | 55,797 | 670 | |
1 | Kamakura Shinsho Ltd. | 125,991 | 666 |
* | Toho Co. Ltd. | 58,894 | 657 |
Ohara Inc. | 61,409 | 656 | |
1 | Fibergate Inc. | 58,010 | 640 |
1 | Shimojima Co. Ltd. | 63,653 | 619 |
* | COOKPAD Inc. | 273,156 | 616 |
* | Gurunavi Inc. | 166,778 | 614 |
Inaba Seisakusho Co. Ltd. | 51,214 | 610 | |
Tokyo Rakutenchi Co. Ltd. | 17,375 | 606 | |
* | Jamco Corp. | 72,006 | 603 |
* | RPA Holdings Inc. | 192,448 | 602 |
1 | Daisyo Corp. | 68,131 | 582 |
PC Depot Corp. | 206,152 | 559 | |
Gecoss Corp. | 77,724 | 558 | |
*,1 | CHIMNEY Co. Ltd. | 54,211 | 555 |
1 | Kanamic Network Co. Ltd. | 130,265 | 555 |
Wowow Inc. | 35,862 | 547 | |
Takamiya Co. Ltd. | 137,557 | 537 | |
Takihyo Co. Ltd. | 38,509 | 535 | |
Sac's Bar Holdings Inc. | 116,400 | 524 | |
Cleanup Corp. | 104,339 | 496 | |
Chuetsu Pulp & Paper Co. Ltd. | 58,825 | 492 | |
Ateam Inc. | 62,721 | 470 | |
1 | Robot Home Inc. | 225,626 | 456 |
*,1 | Heroz Inc. | 38,838 | 440 |
Grace Technology Inc. | 130,696 | 423 | |
*,1 | Right On Co. Ltd. | 63,545 | 414 |
Shares | Market Value• ($000) | ||
Nakayama Steel Works Ltd. | 107,106 | 397 | |
Linical Co. Ltd. | 56,515 | 382 | |
*,1 | Edulab Inc. | 30,356 | 264 |
*,1 | Laox Co. Ltd. | 136,875 | 199 |
33,773,133 | |||
Netherlands (3.8%) | |||
ASML Holding NV | 2,719,089 | 2,178,046 | |
*,2 | Adyen NV | 201,418 | 528,723 |
* | Prosus NV | 6,149,707 | 509,350 |
ING Groep NV | 27,235,611 | 378,657 | |
Koninklijke DSM NV | 1,157,953 | 260,778 | |
Koninklijke Philips NV | 6,315,269 | 233,738 | |
Koninklijke Ahold Delhaize NV | 6,794,849 | 233,174 | |
Wolters Kluwer NV | 1,789,989 | 210,683 | |
Heineken NV | 1,656,287 | 186,398 | |
ASM International NV | 333,645 | 147,277 | |
Universal Music Group NV | 5,210,994 | 147,268 | |
Akzo Nobel NV | 1,270,618 | 139,596 | |
ArcelorMittal SA | 4,321,998 | 138,644 | |
NN Group NV | 2,168,046 | 117,249 | |
IMCD NV | 397,982 | 87,955 | |
Koninklijke KPN NV | 23,184,815 | 71,887 | |
*,2 | Just Eat Takeaway.com NV | 1,264,772 | 68,716 |
Heineken Holding NV | 734,437 | 67,719 | |
Aegon NV | 12,291,088 | 61,106 | |
Randstad NV | 772,070 | 52,669 | |
* | Unibail-Rodamco-Westfield | 724,677 | 50,712 |
Aalberts NV | 673,726 | 44,675 | |
ASR Nederland NV | 957,238 | 44,084 | |
BE Semiconductor Industries NV | 501,044 | 42,595 | |
2 | ABN AMRO Bank NV GDR | 2,892,820 | 42,524 |
2 | Signify NV | 880,346 | 40,876 |
Arcadis NV | 508,763 | 24,510 | |
Corbion NV | 415,704 | 19,629 | |
*,1 | Galapagos NV | 340,313 | 18,885 |
TKH Group NV GDR | 295,000 | 18,619 | |
APERAM SA | 336,920 | 18,340 | |
JDE Peet's NV | 579,842 | 17,947 | |
* | OCI NV | 686,531 | 17,920 |
* | InPost SA | 1,414,811 | 16,990 |
SBM Offshore NV | 1,137,878 | 16,962 | |
*,2 | Basic-Fit NV | 351,610 | 16,782 |
Boskalis Westminster | 558,960 | 16,298 | |
Koninklijke Vopak NV | 460,381 | 16,142 | |
PostNL NV | 3,417,310 | 14,859 | |
*,2 | Intertrust NV | 624,490 | 13,930 |
2 | CTP NV | 417,331 | 8,932 |
* | Accell Group NV | 147,585 | 8,051 |
*,2 | Alfen Beheer BV | 75,578 | 7,599 |
Eurocommercial Properties NV | 345,650 | 7,451 | |
AMG Advanced Metallurgical Group NV | 215,473 | 6,923 | |
2 | Flow Traders | 176,852 | 6,481 |
Shares | Market Value• ($000) | ||
* | Sligro Food Group NV | 231,059 | 5,606 |
*,1 | Fugro NV | 703,757 | 5,523 |
* | Koninklijke BAM Groep NV | 1,705,450 | 5,234 |
NSI NV | 128,218 | 5,108 | |
*,1 | TomTom NV | 456,105 | 4,697 |
Wereldhave NV | 275,731 | 4,022 | |
Vastned Retail NV | 114,483 | 3,126 | |
Brunel International NV | 137,014 | 1,749 | |
2 | B&S Group Sarl | 167,313 | 1,362 |
ForFarmers NV | 227,545 | 1,041 | |
Aegon NV ADR (Registered) | 81,237 | 401 | |
6,416,218 | |||
New Zealand (0.3%) | |||
Fisher & Paykel Healthcare Corp. Ltd. | 3,977,497 | 89,110 | |
* | Auckland International Airport Ltd. | 8,311,480 | 43,750 |
Spark New Zealand Ltd. | 13,047,795 | 40,350 | |
Mainfreight Ltd. | 566,722 | 36,406 | |
Contact Energy Ltd. | 5,467,449 | 30,302 | |
Fletcher Building Ltd. | 5,807,743 | 29,103 | |
Meridian Energy Ltd. | 8,608,306 | 28,573 | |
Ryman Healthcare Ltd. | 2,881,742 | 24,164 | |
EBOS Group Ltd. | 743,415 | 20,952 | |
*,1 | a2 Milk Co. Ltd. | 5,161,031 | 20,898 |
Mercury NZ Ltd. | 4,768,462 | 19,977 | |
Infratil Ltd. | 3,609,504 | 19,772 | |
Chorus Ltd. | 3,191,615 | 15,676 | |
Summerset Group Holdings Ltd. | 1,597,532 | 14,951 | |
Goodman Property Trust | 7,908,653 | 13,963 | |
SKYCITY Entertainment Group Ltd. | 5,521,653 | 11,799 | |
Freightways Ltd. | 1,184,437 | 10,412 | |
Precinct Properties New Zealand Ltd. | 8,496,785 | 9,715 | |
Kiwi Property Group Ltd. | 10,548,153 | 8,631 | |
Z Energy Ltd. | 3,168,153 | 7,703 | |
Genesis Energy Ltd. | 3,461,614 | 6,779 | |
Arvida Group Ltd. | 4,783,917 | 6,460 | |
Argosy Property Ltd. | 5,697,642 | 6,239 | |
Vital Healthcare Property Trust | 2,597,079 | 5,602 | |
Skellerup Holdings Ltd. | 1,224,239 | 5,317 | |
Heartland Group Holdings Ltd. | 2,895,184 | 4,996 | |
Vector Ltd. | 1,665,068 | 4,571 | |
* | Pushpay Holdings Ltd. | 4,970,748 | 4,485 |
Stride Property Group | 2,966,044 | 4,286 | |
Oceania Healthcare Ltd. | 4,467,461 | 4,098 | |
Kathmandu Holdings Ltd. | 3,893,480 | 4,050 | |
* | Pacific Edge Ltd. | 3,944,857 | 3,585 |
Shares | Market Value• ($000) | ||
* | Air New Zealand Ltd. | 3,409,806 | 3,524 |
* | Serko Ltd. | 631,736 | 3,029 |
Scales Corp. Ltd. | 731,353 | 2,803 | |
* | Vista Group International Ltd. | 1,394,678 | 2,283 |
* | SKY Network Television Ltd. | 1,231,807 | 2,276 |
* | Restaurant Brands New Zealand Ltd. | 207,739 | 1,963 |
* | Tourism Holdings Ltd. | 936,707 | 1,891 |
* | Synlait Milk Ltd. | 690,019 | 1,633 |
576,077 | |||
Norway (0.7%) | |||
Equinor ASA | 6,696,504 | 177,319 | |
DNB Bank ASA | 7,123,802 | 162,948 | |
Norsk Hydro ASA | 9,366,170 | 73,699 | |
Mowi ASA | 3,084,570 | 73,002 | |
Telenor ASA | 4,415,070 | 69,401 | |
TOMRA Systems ASA | 820,050 | 58,640 | |
Yara International ASA | 1,134,159 | 57,182 | |
Orkla ASA | 5,303,683 | 53,162 | |
* | Nordic Semiconductor ASA | 1,096,910 | 36,787 |
Storebrand ASA | 3,278,263 | 32,852 | |
Gjensidige Forsikring ASA | 1,152,460 | 27,960 | |
Aker BP ASA | 886,141 | 27,248 | |
Salmar ASA | 380,825 | 26,265 | |
* | Adevinta ASA | 1,943,689 | 25,820 |
Schibsted ASA Class B | 704,789 | 23,707 | |
Bakkafrost P/F | 357,376 | 23,621 | |
Schibsted ASA Class A | 513,752 | 19,808 | |
SpareBank 1 SR-Bank ASA | 1,270,029 | 19,178 | |
Borregaard ASA | 707,039 | 17,792 | |
Kongsberg Gruppen ASA | 536,037 | 17,370 | |
* | NEL ASA | 9,633,432 | 16,467 |
SpareBank 1 SMN | 948,253 | 16,005 | |
Aker ASA Class A | 170,016 | 15,855 | |
2 | Scatec ASA | 834,798 | 14,413 |
Leroy Seafood Group ASA | 1,810,741 | 14,151 | |
Subsea 7 SA | 1,642,611 | 11,750 | |
* | Kahoot! ASA | 2,216,102 | 11,594 |
Veidekke ASA | 753,473 | 11,313 | |
Atea ASA | 572,968 | 10,662 | |
2 | Entra ASA | 449,919 | 10,120 |
*,2 | Crayon Group Holding ASA | 463,272 | 9,627 |
TGS ASA | 796,640 | 7,620 | |
Austevoll Seafood ASA | 602,156 | 7,249 | |
2 | Elkem ASA | 1,819,383 | 6,132 |
* | MPC Container Ships A/S | 2,134,193 | 5,924 |
2 | Sbanken ASA | 529,682 | 5,629 |
Bonheur ASA | 136,487 | 5,502 | |
* | Frontline Ltd. | 769,172 | 5,474 |
DNO ASA | 3,676,891 | 4,348 | |
* | Wallenius Wilhelmsen ASA | 699,291 | 3,999 |
Shares | Market Value• ($000) | ||
* | Grieg Seafood ASA | 391,352 | 3,686 |
Sparebank 1 Oestlandet | 205,697 | 3,398 | |
2 | BW LPG Ltd. | 529,297 | 2,993 |
* | Hexagon Composites ASA | 756,311 | 2,796 |
Stolt-Nielsen Ltd. | 136,342 | 2,100 | |
Norway Royal Salmon ASA | 95,427 | 1,769 | |
BW Offshore Ltd. | 584,498 | 1,764 | |
* | BW Energy Ltd. | 392,848 | 891 |
1,236,992 | |||
Poland (0.3%) | |||
* | Powszechna Kasa Oszczednosci Bank Polski SA | 5,938,606 | 65,869 |
Polski Koncern Naftowy ORLEN SA | 2,164,322 | 39,893 | |
Powszechny Zaklad Ubezpieczen SA | 3,905,229 | 34,102 | |
KGHM Polska Miedz SA | 955,983 | 33,183 | |
Bank Polska Kasa Opieki SA | 1,095,428 | 33,064 | |
LPP SA | 7,710 | 32,775 | |
*,2 | Dino Polska SA | 335,172 | 30,474 |
*,2 | Allegro.eu SA | 2,708,117 | 26,070 |
1 | CD Projekt SA | 459,526 | 21,856 |
Polskie Gornictwo Naftowe i Gazownictwo SA | 11,838,478 | 18,514 | |
Santander Bank Polska SA | 207,762 | 17,841 | |
Cyfrowy Polsat SA | 1,868,967 | 16,024 | |
* | PGE Polska Grupa Energetyczna SA | 5,202,074 | 10,380 |
* | Grupa Lotos SA | 682,051 | 10,309 |
KRUK SA | 118,460 | 9,594 | |
* | mBank SA | 88,591 | 9,468 |
* | Orange Polska SA | 4,501,817 | 9,434 |
* | Alior Bank SA | 638,916 | 8,648 |
* | Bank Millennium SA | 4,213,041 | 8,541 |
Asseco Poland SA | 388,980 | 8,328 | |
*,2 | Pepco Group NV | 662,251 | 7,644 |
*,1 | CCC SA | 197,037 | 5,145 |
* | Tauron Polska Energia SA | 6,523,856 | 4,287 |
* | AmRest Holdings SE | 483,977 | 3,317 |
1 | Bank Handlowy w Warszawie SA | 219,874 | 3,220 |
* | Enea SA | 1,475,302 | 3,120 |
* | Jastrzebska Spolka Weglowa SA | 353,119 | 3,044 |
* | Grupa Azoty SA | 311,929 | 2,615 |
Warsaw Stock Exchange | 179,055 | 1,842 | |
Ciech SA | 172,465 | 1,801 | |
Eurocash SA | 518,883 | 1,399 | |
*,1 | Mercator Medical SA | 20,681 | 498 |
Kernel Holding SA | 10,050 | 146 | |
482,445 | |||
Portugal (0.2%) | |||
EDP - Energias de Portugal SA | 19,813,177 | 108,840 | |
Jeronimo Martins SGPS SA | 1,930,746 | 44,148 |
Shares | Market Value• ($000) | ||
EDP Renovaveis SA | 1,689,280 | 42,008 | |
Galp Energia SGPS SA | 3,646,311 | 35,381 | |
* | Banco Comercial Portugues SA Class R | 53,217,516 | 8,517 |
REN - Redes Energeticas Nacionais SGPS SA | 2,610,611 | 7,566 | |
Sonae SGPS SA | 6,442,848 | 7,357 | |
Navigator Co. SA | 1,705,475 | 6,497 | |
NOS SGPS SA | 1,358,217 | 5,266 | |
CTT-Correios de Portugal SA | 995,811 | 5,166 | |
Altri SGPS SA | 500,655 | 3,191 | |
Corticeira Amorim SGPS SA | 224,146 | 2,872 | |
* | Greenvolt-Energias Renovaveis SA | 244,362 | 1,771 |
Semapa-Sociedade de Investimento e Gestao | 8,970 | 119 | |
278,699 | |||
Singapore (1.0%) | |||
DBS Group Holdings Ltd. | 12,535,843 | 303,605 | |
Oversea-Chinese Banking Corp. Ltd. | 24,326,309 | 205,892 | |
United Overseas Bank Ltd. | 8,985,577 | 179,457 | |
Singapore Telecommunications Ltd. | 52,614,457 | 90,575 | |
Ascendas REIT | 23,991,150 | 52,564 | |
CapitaLand Integrated Commercial Trust | 33,513,992 | 50,706 | |
* | Capitaland Investment Ltd. | 18,048,640 | 45,635 |
Wilmar International Ltd. | 14,761,842 | 45,431 | |
Singapore Exchange Ltd. | 5,762,454 | 39,778 | |
Keppel Corp. Ltd. | 9,975,809 | 37,938 | |
* | Singapore Airlines Ltd. | 8,850,589 | 32,816 |
Singapore Technologies Engineering Ltd. | 10,695,093 | 29,847 | |
Mapletree Logistics Trust | 21,024,000 | 29,651 | |
Mapletree Industrial Trust | 13,162,593 | 26,472 | |
Venture Corp. Ltd. | 1,838,285 | 24,980 | |
Genting Singapore Ltd. | 41,002,269 | 23,585 | |
3 | Mapletree Commercial Trust | 15,534,361 | 23,235 |
Frasers Logistics & Commercial Trust | 20,150,599 | 22,727 | |
Singapore Press Holdings Ltd. | 11,021,163 | 19,027 | |
UOL Group Ltd. | 3,517,282 | 18,514 | |
City Developments Ltd. | 3,312,891 | 16,761 | |
Suntec REIT | 14,915,673 | 16,706 | |
Keppel DC REIT | 8,669,042 | 15,887 | |
NetLink NBN Trust | 20,950,153 | 15,545 |
Shares | Market Value• ($000) | ||
ComfortDelGro Corp. Ltd. | 14,611,672 | 15,175 | |
Frasers Centrepoint Trust | 7,999,720 | 13,718 | |
3 | Mapletree North Asia Commercial Trust | 16,570,547 | 13,710 |
* | SATS Ltd. | 4,630,239 | 13,360 |
Keppel REIT | 14,962,302 | 12,557 | |
Jardine Cycle & Carriage Ltd. | 672,268 | 10,268 | |
Parkway Life REIT | 2,684,821 | 10,223 | |
Keppel Infrastructure Trust | 23,823,616 | 9,638 | |
Ascott Residence Trust | 12,304,754 | 9,399 | |
Haw Par Corp. Ltd. | 1,084,019 | 9,137 | |
Sembcorp Industries Ltd. | 6,137,434 | 9,111 | |
Golden Agri-Resources Ltd. | 43,927,752 | 7,993 | |
Hutchison Port Holdings Trust Class U | 35,209,441 | 7,909 | |
AEM Holdings Ltd. | 1,740,649 | 6,793 | |
CapitaLand China Trust | 7,436,832 | 6,570 | |
Raffles Medical Group Ltd. | 6,447,678 | 6,551 | |
Manulife US REIT | 9,767,975 | 6,545 | |
Olam International Ltd. | 4,988,439 | 6,485 | |
iFAST Corp. Ltd. | 1,025,994 | 6,396 | |
ESR-REIT | 17,840,418 | 6,363 | |
* | Sembcorp Marine Ltd. | 104,490,176 | 6,359 |
Cromwell European REIT | 2,204,236 | 6,347 | |
Ascendas India Trust | 5,787,472 | 6,091 | |
ARA LOGOS Logistics Trust | 8,538,853 | 5,708 | |
Singapore Post Ltd. | 9,839,706 | 4,743 | |
OUE Commercial REIT | 14,372,930 | 4,696 | |
CDL Hospitality Trusts | 5,372,651 | 4,665 | |
SPH REIT | 6,281,079 | 4,662 | |
Starhill Global REIT | 9,327,256 | 4,536 | |
Keppel Pacific Oak US REIT | 5,646,627 | 4,516 | |
AIMS APAC REIT | 3,722,152 | 4,007 | |
Lendlease Global Commercial REIT | 5,927,688 | 3,938 | |
First Resources Ltd. | 3,468,517 | 3,889 | |
StarHub Ltd. | 3,838,596 | 3,872 | |
Nanofilm Technologies International Ltd. | 1,284,602 | 3,641 | |
Prime US REIT | 4,261,597 | 3,557 | |
Wing Tai Holdings Ltd. | 2,510,906 | 3,334 | |
Sheng Siong Group Ltd. | 2,889,155 | 3,131 | |
Far East Hospitality Trust | 6,675,909 | 2,922 | |
* | Thomson Medical Group Ltd. | 41,910,135 | 2,613 |
Shares | Market Value• ($000) | ||
* | SIA Engineering Co. Ltd. | 1,485,756 | 2,402 |
Sabana Industrial REIT | 6,742,748 | 2,223 | |
Riverstone Holdings Ltd. | 3,853,427 | 2,005 | |
Frasers Hospitality Trust | 5,193,707 | 1,794 | |
First REIT | 7,313,576 | 1,656 | |
*,3 | Best World International Ltd. | 1,646,200 | 1,586 |
Lippo Malls Indonesia Retail Trust | 36,069,715 | 1,445 | |
* | COSCO Shipping International Singapore Co. Ltd. | 6,176,455 | 1,173 |
Asian Pay Television Trust | 11,504,558 | 1,144 | |
Silverlake Axis Ltd. | 5,049,642 | 1,029 | |
* | Yoma Strategic Holdings Ltd. | 9,233,381 | 898 |
Bumitama Agri Ltd. | 1,810,308 | 724 | |
*,3 | Eagle Hospitality Trust | 4,532,200 | 621 |
*,1,3 | Ezra Holdings Ltd. | 10,329,900 | 84 |
*,1,3 | Hyflux Ltd. | 2,817,700 | — |
*,1 | Ezion Holdings Ltd. Warrants Exp. 4/16/23 | 5,153,611 | — |
1,661,246 | |||
South Korea (4.9%) | |||
Samsung Electronics Co. Ltd. | 32,139,702 | 2,110,774 | |
* | SK Hynix Inc. | 3,596,090 | 394,968 |
NAVER Corp. | 934,573 | 296,654 | |
Samsung Electronics Co. Ltd. Preference Shares | 4,856,644 | 290,358 | |
* | Samsung SDI Co. Ltd. | 363,011 | 199,646 |
* | Kakao Corp. | 1,889,573 | 178,437 |
Hyundai Motor Co. | 960,547 | 168,604 | |
LG Chem Ltd. | 322,704 | 166,826 | |
1 | Celltrion Inc. | 748,596 | 124,618 |
Kia Corp. | 1,784,711 | 123,168 | |
KB Financial Group Inc. | 2,534,430 | 117,203 | |
Shinhan Financial Group Co. Ltd. | 3,451,704 | 106,654 | |
POSCO | 449,005 | 104,118 | |
Hyundai Mobis Co. Ltd. | 442,181 | 94,519 | |
Samsung Electronics Co. Ltd. GDR (Registered) | 55,984 | 92,061 | |
* | LG Electronics Inc. | 726,263 | 84,087 |
* | SK Innovation Co. Ltd. | 375,958 | 75,279 |
*,1 | Krafton Inc. | 189,520 | 73,248 |
Hana Financial Group Inc. | 2,006,874 | 70,901 | |
*,2 | Samsung Biologics Co. Ltd. | 92,501 | 70,237 |
Samsung Electro-Mechanics Co. Ltd. | 386,487 | 64,099 | |
NCSoft Corp. | 116,260 | 62,795 |
Shares | Market Value• ($000) | ||
Samsung C&T Corp. | 582,121 | 58,166 | |
SK Inc. | 263,969 | 55,650 | |
*,1 | HMM Co. Ltd. | 2,425,847 | 54,874 |
LG Household & Health Care Ltd. | 59,141 | 54,585 | |
* | KT&G Corp. | 754,423 | 50,122 |
*,1 | KakaoBank Corp. | 947,035 | 46,818 |
LG Corp. | 624,779 | 42,527 | |
Woori Financial Group Inc. | 3,814,105 | 40,675 | |
Samsung Fire & Marine Insurance Co. Ltd. | 218,643 | 37,142 | |
*,1 | Doosan Heavy Industries & Construction Co. Ltd. | 2,077,074 | 35,563 |
* | HYBE Co. Ltd. | 119,177 | 34,907 |
Celltrion Healthcare Co. Ltd. | 511,160 | 34,437 | |
*,1 | LG Display Co. Ltd. | 1,547,426 | 31,904 |
LG Innotek Co. Ltd. | 98,201 | 30,022 | |
* | Korea Electric Power Corp. | 1,605,570 | 29,812 |
Amorepacific Corp. | 211,101 | 29,625 | |
* | Korean Air Lines Co. Ltd. | 1,202,768 | 29,619 |
Korea Zinc Co. Ltd. | 68,597 | 29,515 | |
Samsung SDS Co. Ltd. | 220,678 | 28,988 | |
*,1 | L&F Co. Ltd. | 149,421 | 27,804 |
*,1 | SK Bioscience Co. Ltd. | 137,865 | 26,087 |
1 | Ecopro BM Co. Ltd. | 60,956 | 25,610 |
*,1,2 | SK IE Technology Co. Ltd. | 176,935 | 24,983 |
*,1 | Pearl Abyss Corp. | 214,312 | 24,906 |
Coway Co. Ltd. | 391,028 | 24,498 | |
Samsung Life Insurance Co. Ltd. | 449,292 | 24,193 | |
* | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 299,221 | 23,785 |
1 | POSCO Chemical Co. Ltd. | 188,303 | 22,754 |
Hyundai Motor Co. Preference Shares (XKRS) | 260,121 | 22,061 | |
* | Samsung Engineering Co. Ltd. | 1,085,300 | 20,867 |
*,1 | Samsung Heavy Industries Co. Ltd. | 4,277,989 | 20,395 |
S-Oil Corp. | 283,752 | 20,394 | |
* | Hanwha Solutions Corp. | 665,414 | 19,846 |
1 | SKC Co. Ltd. | 131,410 | 19,207 |
Yuhan Corp. | 357,472 | 18,675 | |
Hyundai Engineering & Construction Co. Ltd. | 498,227 | 18,590 | |
Lotte Chemical Corp. | 101,686 | 18,550 | |
Hyundai Glovis Co. Ltd. | 128,396 | 18,106 | |
Hyundai Steel Co. | 522,595 | 17,997 | |
Korea Investment Holdings Co. Ltd. | 264,910 | 17,948 | |
* | E-MART Inc. | 141,237 | 17,905 |
Shares | Market Value• ($000) | ||
SK Telecom Co. Ltd. | 367,128 | 17,841 | |
*,1 | HLB Inc. | 608,878 | 17,815 |
CJ CheilJedang Corp. | 54,528 | 17,764 | |
*,1 | F&F Co. Ltd. | 21,936 | 17,416 |
*,1 | Wemade Co. Ltd. | 114,790 | 17,130 |
Hankook Tire & Technology Co. Ltd. | 510,687 | 17,061 | |
LG Uplus Corp. | 1,481,142 | 16,900 | |
1 | Kumho Petrochemical Co. Ltd. | 121,090 | 16,880 |
Mirae Asset Securities Co. Ltd. | 2,309,451 | 16,778 | |
* | SK Square Co. Ltd. | 298,409 | 16,668 |
Samsung Securities Co. Ltd. | 440,432 | 16,606 | |
Hyundai Heavy Industries Holdings Co. Ltd. | 351,104 | 15,845 | |
* | Industrial Bank of Korea | 1,800,066 | 15,572 |
* | Kangwon Land Inc. | 749,357 | 15,137 |
DB HiTek Co. Ltd. | 242,729 | 14,795 | |
Hansol Chemical Co. Ltd. | 57,359 | 14,735 | |
BNK Financial Group Inc. | 2,045,698 | 14,433 | |
GS Engineering & Construction Corp. | 433,605 | 14,419 | |
*,1 | Kakao Games Corp. | 187,965 | 14,364 |
DB Insurance Co. Ltd. | 311,541 | 14,145 | |
1 | Hotel Shilla Co. Ltd. | 214,598 | 14,065 |
*,1 | Celltrion Pharm Inc. | 133,956 | 14,002 |
*,1 | SK Biopharmaceuticals Co. Ltd. | 171,018 | 13,970 |
1 | Iljin Materials Co. Ltd. | 118,058 | 13,367 |
Orion Corp.Republic of Korea | 152,115 | 13,242 | |
LG Chem Ltd. Preference Shares | 52,937 | 12,773 | |
Hanon Systems | 1,119,013 | 12,654 | |
Korea Aerospace Industries Ltd. | 453,338 | 12,352 | |
2 | Netmarble Corp. | 117,253 | 12,315 |
Hyundai Motor Co. Preference Shares | 148,092 | 12,252 | |
*,1 | Alteogen Inc. | 191,961 | 12,207 |
* | Mando Corp. | 228,807 | 12,175 |
1 | Ecopro Co. Ltd. | 123,025 | 12,124 |
Hanmi Pharm Co. Ltd. | 52,212 | 12,112 | |
GS Holdings Corp. | 358,638 | 11,780 | |
SK Chemicals Co. Ltd. | 92,586 | 11,591 | |
Meritz Fire & Marine Insurance Co. Ltd. | 406,105 | 11,435 | |
*,1 | Hyosung Advanced Materials Corp. | 21,653 | 10,841 |
*,1 | OCI Co. Ltd. | 123,858 | 10,819 |
* | DL E&C Co. Ltd. | 107,896 | 10,784 |
Fila Holdings Corp. | 353,528 | 10,654 | |
LEENO Industrial Inc. | 63,674 | 10,604 | |
1 | Seegene Inc. | 199,679 | 10,215 |
Shares | Market Value• ($000) | ||
* | Shinsegae Inc. | 47,565 | 10,150 |
NH Investment & Securities Co. Ltd. | 946,941 | 9,946 | |
Hanwha Aerospace Co. Ltd. | 238,208 | 9,602 | |
Cheil Worldwide Inc. | 497,049 | 9,538 | |
1 | Hyosung TNC Corp. | 20,819 | 9,109 |
LG Household & Health Care Ltd. Preference Shares | 17,587 | 9,107 | |
* | LG Electronics Inc. Preference Shares | 163,884 | 9,006 |
*,1 | Dongjin Semichem Co. Ltd. | 203,450 | 8,719 |
*,1 | Com2uSCorp | 65,353 | 8,684 |
Meritz Securities Co. Ltd. | 1,996,691 | 8,645 | |
1 | WONIK IPS Co. Ltd. | 243,219 | 8,634 |
DGB Financial Group Inc. | 1,092,242 | 8,607 | |
*,1 | Hyundai Rotem Co. Ltd. | 493,051 | 8,594 |
1 | LX Semicon Co. Ltd. | 59,566 | 8,364 |
1 | Chunbo Co. Ltd. | 28,474 | 8,331 |
S-1 Corp. | 133,849 | 8,329 | |
1 | Koh Young Technology Inc. | 417,712 | 8,320 |
*,1 | Doosan Fuel Cell Co. Ltd. | 206,030 | 8,303 |
CJ ENM Co. Ltd. | 70,461 | 8,214 | |
1 | AfreecaTV Co. Ltd. | 48,291 | 8,205 |
KIWOOM Securities Co. Ltd. | 91,092 | 8,180 | |
*,1 | Hyundai Mipo Dockyard Co. Ltd. | 138,905 | 8,166 |
Hyundai Marine & Fire Insurance Co. Ltd. | 422,934 | 8,153 | |
1 | Osstem Implant Co. Ltd. | 66,934 | 8,015 |
JYP Entertainment Corp. | 188,200 | 8,008 | |
Douzone Bizon Co. Ltd. | 129,072 | 7,916 | |
1 | KCC Corp. | 29,706 | 7,863 |
1 | KB Financial Group Inc. ADR | 167,185 | 7,717 |
LOTTE Fine Chemical Co. Ltd. | 122,306 | 7,703 | |
1 | CS Wind Corp. | 139,185 | 7,678 |
* | Youngone Corp. | 208,504 | 7,650 |
*,1 | Hanjin Kal Corp. | 147,021 | 7,584 |
* | Kolon Industries Inc. | 125,160 | 7,455 |
Hanwha Corp. | 281,568 | 7,425 | |
Hyundai Wia Corp. | 110,458 | 7,410 | |
AMOREPACIFIC Group | 196,717 | 7,330 | |
Meritz Financial Group Inc. | 194,740 | 7,213 | |
*,1 | SM Entertainment Co. Ltd. | 115,035 | 7,173 |
JB Financial Group Co. Ltd. | 1,013,038 | 7,104 | |
* | ST Pharm Co. Ltd. | 60,697 | 7,098 |
GS Retail Co. Ltd. | 277,463 | 7,083 | |
*,1 | KMW Co. Ltd. | 201,946 | 6,977 |
Soulbrain Co. Ltd. | 29,267 | 6,846 | |
Green Cross Corp. | 37,086 | 6,787 |
Shares | Market Value• ($000) | ||
*,1 | Foosung Co. Ltd. | 345,512 | 6,697 |
* | Com2uS Holdings Corp. | 32,783 | 6,543 |
Hyundai Department Store Co. Ltd. | 103,175 | 6,510 | |
1 | Posco International Corp. | 343,633 | 6,477 |
* | GeneOne Life Science Inc. | 474,873 | 6,473 |
* | Daewoo Shipbuilding & Marine Engineering Co. Ltd. | 333,646 | 6,451 |
* | CJ Logistics Corp. | 59,215 | 6,271 |
*,1 | Mezzion Pharma Co. Ltd. | 34,293 | 6,259 |
* | Genexine Inc. | 126,884 | 6,204 |
HDC Hyundai Development Co-Engineering & Construction Class E | 322,557 | 6,203 | |
*,1 | Eubiologics Co. Ltd. | 210,293 | 6,197 |
CJ Corp. | 87,226 | 6,112 | |
NongShim Co. Ltd. | 22,781 | 6,109 | |
*,1 | Hyundai Doosan Infracore Co. Ltd. | 1,023,620 | 6,094 |
1 | KEPCO Engineering & Construction Co. Inc. | 85,287 | 6,091 |
1 | Shin Poong Pharmaceutical Co. Ltd. | 225,434 | 6,040 |
Solus Advanced Materials Co. Ltd. | 80,179 | 6,009 | |
* | Daewoo Engineering & Construction Co. Ltd. | 1,231,711 | 5,972 |
1 | Daejoo Electronic Materials Co. Ltd. | 66,530 | 5,949 |
* | Korea Gas Corp. | 180,271 | 5,928 |
1 | Pan Ocean Co. Ltd. | 1,301,606 | 5,920 |
1 | Hyundai Elevator Co. Ltd. | 170,441 | 5,893 |
Lotte Shopping Co. Ltd. | 79,311 | 5,811 | |
*,1 | HLB Life Science Co. Ltd. | 546,137 | 5,713 |
Samsung Card Co. Ltd. | 214,220 | 5,677 | |
1 | Eo Technics Co. Ltd. | 56,547 | 5,673 |
* | Doosan Bobcat Inc. | 163,037 | 5,580 |
Dongsuh Cos. Inc. | 212,625 | 5,546 | |
Amorepacific Corp. Preference Shares | 89,561 | 5,512 | |
Hanwha Systems Co. Ltd. | 406,157 | 5,454 | |
* | CosmoAM&T Co. Ltd. | 139,663 | 5,411 |
BGF retail Co. Ltd. | 44,116 | 5,391 | |
1 | LS Corp. | 118,037 | 5,367 |
* | Hugel Inc. | 41,203 | 5,316 |
1 | Hite Jinro Co. Ltd. | 208,250 | 5,273 |
*,1 | LegoChem Biosciences Inc. | 111,474 | 5,218 |
Dongkuk Steel Mill Co. Ltd. | 387,042 | 5,169 | |
Hanssem Co. Ltd. | 65,918 | 5,129 | |
*,1 | SIMMTECH Co. Ltd. | 133,042 | 5,093 |
Shares | Market Value• ($000) | ||
*,1 | Oscotec Inc. | 165,195 | 5,078 |
1 | Chong Kun Dang Pharmaceutical Corp. | 53,617 | 4,999 |
*,1 | Vidente Co. Ltd. | 245,660 | 4,985 |
GC Cell Corp. | 58,130 | 4,965 | |
* | NHN Corp. | 130,236 | 4,927 |
Hanwha Life Insurance Co. Ltd. | 1,979,146 | 4,878 | |
LS Electric Co. Ltd. | 103,918 | 4,866 | |
Ecopro HN Co. Ltd. | 74,866 | 4,857 | |
*,1 | Hyundai Bioscience Co. Ltd. | 226,716 | 4,813 |
Lotte Corp. | 190,906 | 4,798 | |
KEPCO Plant Service & Engineering Co. Ltd. | 145,708 | 4,717 | |
Hanmi Semiconductor Co. Ltd. | 148,503 | 4,714 | |
*,1 | Chabiotech Co. Ltd. | 281,043 | 4,709 |
* | SOLUM Co. Ltd. | 249,299 | 4,699 |
* | Next Science Co. Ltd. | 256,568 | 4,686 |
Hyosung Corp. | 58,805 | 4,676 | |
Korean Reinsurance Co. | 601,788 | 4,676 | |
* | Naturecell Co. Ltd. | 311,884 | 4,660 |
Sk Telecom Co. Ltd. ADR | 173,988 | 4,640 | |
Daeduck Electronics Co. Ltd. | 221,373 | 4,626 | |
SSANGYONG C&E Co. Ltd. | 713,166 | 4,622 | |
Mirae Asset Securities Co. Ltd. Preference Shares | 1,183,736 | 4,612 | |
1 | Green Cross Holdings Corp. | 202,011 | 4,600 |
*,1 | Hanall Biopharma Co. Ltd. | 256,923 | 4,542 |
Hanmi Science Co. Ltd. | 97,240 | 4,425 | |
1 | Dawonsys Co. Ltd. | 172,642 | 4,261 |
Samsung Fire & Marine Insurance Co. Ltd. Preference Shares | 31,751 | 4,245 | |
*,1 | MedPacto Inc. | 86,227 | 4,240 |
*,1 | Paradise Co. Ltd. | 337,926 | 4,239 |
*,1 | Helixmith Co. Ltd. | 221,875 | 4,233 |
Daewoong Pharmaceutical Co. Ltd. | 33,747 | 4,192 | |
LIG Nex1 Co. Ltd. | 72,506 | 4,177 | |
* | PI Advanced Materials Co. Ltd. | 89,816 | 4,156 |
Samsung SDI Co. Ltd. Preference Shares | 14,262 | 4,145 | |
1 | DL Holdings Co. Ltd. | 80,668 | 4,125 |
Mcnex Co. Ltd. | 84,843 | 4,097 | |
* | Jusung Engineering Co. Ltd. | 229,041 | 4,033 |
* | Pharmicell Co. Ltd. | 367,318 | 4,026 |
* | Hanwha Investment & Securities Co. Ltd. | 749,564 | 4,015 |
Shares | Market Value• ($000) | ||
SK Networks Co. Ltd. | 948,554 | 4,002 | |
LOTTE REIT Co. Ltd. | 856,378 | 3,998 | |
* | Hana Tour Service Inc. | 63,518 | 3,979 |
1 | Eugene Technology Co. Ltd. | 91,190 | 3,959 |
Daewoong Co. Ltd. | 150,039 | 3,914 | |
*,1 | Medytox Inc. | 32,316 | 3,904 |
*,1 | Cosmax Inc. | 52,713 | 3,866 |
ESR Kendall Square REIT Co. Ltd. | 724,560 | 3,855 | |
SFA Engineering Corp. | 127,109 | 3,845 | |
1 | Zinus Inc. | 59,233 | 3,838 |
* | Asiana Airlines Inc. | 228,140 | 3,826 |
1 | Doosan Co. Ltd. | 38,596 | 3,823 |
* | NHN KCP Corp. | 149,360 | 3,808 |
* | NEPES Corp. | 118,498 | 3,807 |
* | Hyosung Chemical Corp. | 14,806 | 3,769 |
*,1 | Duk San Neolux Co. Ltd. | 79,725 | 3,766 |
Park Systems Corp. | 29,248 | 3,759 | |
*,1 | Tokai Carbon Korea Co. Ltd. | 29,845 | 3,723 |
*,1 | Creative & Innovative System | 306,434 | 3,702 |
*,1 | Kumho Tire Co. Inc. | 943,548 | 3,661 |
1 | Kolmar Korea Co. Ltd. | 108,182 | 3,657 |
*,1 | GemVax & Kael Co. Ltd. | 248,348 | 3,649 |
Poongsan Corp. | 138,531 | 3,626 | |
*,1 | SFA Semicon Co. Ltd. | 562,055 | 3,622 |
Innocean Worldwide Inc. | 76,890 | 3,579 | |
1 | NICE Information Service Co. Ltd. | 235,614 | 3,563 |
LX International Corp. | 159,659 | 3,544 | |
*,1 | MegaStudyEdu Co. Ltd. | 51,088 | 3,539 |
*,1 | NKMax Co. Ltd. | 185,988 | 3,502 |
Innox Advanced Materials Co. Ltd. | 90,171 | 3,494 | |
*,1 | YG Entertainment Inc. | 74,198 | 3,466 |
1 | Sebang Global Battery Co. Ltd. | 53,390 | 3,403 |
Hyundai Autoever Corp. | 29,287 | 3,389 | |
1 | IS Dongseo Co. Ltd. | 90,725 | 3,375 |
Daou Technology Inc. | 175,818 | 3,362 | |
*,1 | S&S Tech Corp. | 108,138 | 3,339 |
1 | Ottogi Corp. | 8,655 | 3,319 |
*,1 | BH Co. Ltd. | 170,220 | 3,316 |
*,1 | iNtRON Biotechnology Inc. | 187,100 | 3,308 |
1 | RFHIC Corp. | 109,808 | 3,286 |
1 | Seoul Semiconductor Co. Ltd. | 254,206 | 3,283 |
*,1 | Sam Chun Dang Pharm Co. Ltd. | 89,985 | 3,272 |
Samyang Holdings Corp. | 39,444 | 3,255 |
Shares | Market Value• ($000) | ||
1 | Taekwang Industrial Co. Ltd. | 3,710 | 3,253 |
*,1 | Studio Dragon Corp. | 42,285 | 3,232 |
Korea Electric Terminal Co. Ltd. | 50,134 | 3,210 | |
Ahnlab Inc. | 38,175 | 3,173 | |
* | Hanjin Heavy Industries & Construction Co. Ltd. | 468,277 | 3,164 |
DongKook Pharmaceutical Co. Ltd. | 172,328 | 3,154 | |
1 | Tesna Inc. | 74,961 | 3,144 |
*,1 | Lotte Tour Development Co. Ltd. | 213,145 | 3,137 |
*,1 | Korea Electric Power Corp. ADR | 341,134 | 3,118 |
Daishin Securities Co. Ltd. | 198,753 | 3,114 | |
1 | SK Discovery Co. Ltd. | 79,768 | 3,112 |
DoubleUGames Co. Ltd. | 63,900 | 3,109 | |
1 | Korea Petrochemical Ind Co. Ltd. | 19,915 | 3,061 |
* | HK inno N Corp. | 69,279 | 3,061 |
*,1 | Amicogen Inc. | 113,905 | 3,036 |
KCC Glass Corp. | 60,126 | 3,025 | |
* | TY Holdings Co. Ltd. | 127,722 | 3,024 |
*,1 | ABLBio Inc. | 161,681 | 3,001 |
JR Global REIT | 660,149 | 2,959 | |
*,1 | Cellivery Therapeutics Inc. | 80,544 | 2,957 |
* | Hyundai Construction Equipment Co. Ltd. | 86,463 | 2,942 |
* | Humasis Co. Ltd. | 210,173 | 2,933 |
* | CJ CGV Co. Ltd. | 138,825 | 2,918 |
Handsome Co. Ltd. | 94,565 | 2,828 | |
GOLFZON Co. Ltd. | 19,231 | 2,823 | |
*,1 | Ace Technologies Corp. | 221,404 | 2,803 |
1 | Huchems Fine Chemical Corp. | 144,088 | 2,798 |
*,1 | Yungjin Pharmaceutical Co. Ltd. | 628,483 | 2,792 |
Partron Co. Ltd. | 248,827 | 2,776 | |
* | UniTest Inc. | 110,240 | 2,744 |
SL Corp. | 104,542 | 2,738 | |
*,1 | Bukwang Pharmaceutical Co. Ltd. | 252,639 | 2,737 |
Daesang Corp. | 139,677 | 2,734 | |
* | PharmaResearch Co. Ltd. | 39,649 | 2,731 |
Hyundai Greenfood Co. Ltd. | 377,538 | 2,718 | |
*,1 | Vaxcell-Bio Therapeutics Co. Ltd. | 74,429 | 2,715 |
Daishin Securities Co. Ltd. Preference Shares | 201,043 | 2,680 | |
*,1 | Webzen Inc. | 109,772 | 2,665 |
Shares | Market Value• ($000) | ||
Hanjin Transportation Co. Ltd. | 105,405 | 2,664 | |
Dentium Co. Ltd. | 44,542 | 2,612 | |
*,1 | Taihan Electric Wire Co. Ltd. | 1,724,913 | 2,579 |
1 | L&C Bio Co. Ltd. | 83,408 | 2,563 |
*,1 | Ananti Inc. | 287,055 | 2,542 |
Hankook & Co. Co. Ltd. | 191,909 | 2,533 | |
Lotte Chilsung Beverage Co. Ltd. | 22,556 | 2,533 | |
*,1 | CrystalGenomics Inc. | 453,286 | 2,522 |
* | Hyundai Electric & Energy System Co. Ltd. | 150,128 | 2,507 |
* | Eoflow Co. Ltd. | 60,590 | 2,493 |
Korea United Pharm Inc. | 62,526 | 2,484 | |
Hanwha Corp. Preference Shares | 184,189 | 2,478 | |
Samwha Capacitor Co. Ltd. | 48,418 | 2,447 | |
*,1 | KH Vatec Co. Ltd. | 108,001 | 2,420 |
*,1 | Seojin System Co. Ltd. | 66,196 | 2,400 |
HDC Holdings Co. Ltd. | 271,867 | 2,385 | |
* | Hancom Inc. | 106,819 | 2,382 |
1 | TES Co. Ltd. | 94,344 | 2,353 |
*,1 | Neowiz | 77,606 | 2,351 |
* | DIO Corp. | 73,579 | 2,306 |
*,1 | Enzychem Lifesciences Corp. | 48,521 | 2,242 |
* | Korea Line Corp. | 1,009,741 | 2,238 |
Boryung Pharmaceutical Co. Ltd. | 181,920 | 2,230 | |
Dong-A Socio Holdings Co. Ltd. | 23,035 | 2,224 | |
* | CMG Pharmaceutical Co. Ltd. | 686,660 | 2,211 |
* | OliX Pharmaceuticals Inc. | 64,145 | 2,206 |
* | LX Holdings Corp. | 259,133 | 2,177 |
* | Lutronic Corp. | 131,002 | 2,129 |
INTOPS Co. Ltd. | 78,336 | 2,121 | |
Korea Real Estate Investment & Trust Co. Ltd. | 967,935 | 2,120 | |
LX Hausys Ltd. | 40,913 | 2,113 | |
* | Hyosung Heavy Industries Corp. | 42,432 | 2,077 |
1 | Hansae Co. Ltd. | 110,437 | 2,035 |
LF Corp. | 139,267 | 2,019 | |
1 | Posco ICT Co. Ltd. | 365,039 | 2,011 |
Hanil Cement Co. Ltd. | 113,880 | 2,009 | |
*,1 | Modetour Network Inc. | 109,425 | 2,005 |
Orion Holdings Corp. | 149,295 | 2,001 | |
Hyundai Home Shopping Network Corp. | 37,389 | 1,994 | |
Yuanta Securities Korea Co. Ltd. | 588,778 | 1,987 | |
1 | Ilyang Pharmaceutical Co. Ltd. | 83,899 | 1,976 |
Shares | Market Value• ($000) | ||
*,1 | Anterogen Co. Ltd. | 36,241 | 1,954 |
1 | SNT Motiv Co. Ltd. | 49,370 | 1,951 |
SK Securities Co. Ltd. | 2,302,372 | 1,933 | |
1 | ENF Technology Co. Ltd. | 67,173 | 1,930 |
* | Eyegene Inc. | 119,508 | 1,925 |
1 | Daea TI Co. Ltd. | 402,644 | 1,918 |
*,1 | Binex Co. Ltd. | 150,238 | 1,917 |
* | Inscobee Inc. | 701,054 | 1,860 |
Dong-A ST Co. Ltd. | 30,834 | 1,854 | |
1 | Songwon Industrial Co. Ltd. | 102,905 | 1,853 |
Youlchon Chemical Co. Ltd. | 80,884 | 1,852 | |
1 | Young Poong Corp. | 3,357 | 1,849 |
* | Hanwha General Insurance Co. Ltd. | 588,946 | 1,836 |
*,1 | Shinsegae International Inc. | 15,018 | 1,834 |
Halla Holdings Corp. | 47,103 | 1,816 | |
1 | Sangsangin Co. Ltd. | 260,466 | 1,815 |
*,1 | HLB Therapeutics Co. Ltd. | 152,522 | 1,809 |
*,1 | Shinsung E&G Co. Ltd. | 1,004,976 | 1,808 |
* | Cellid Co. Ltd. | 43,704 | 1,803 |
Dongwon Industries Co. Ltd. | 9,406 | 1,794 | |
Mirae Asset Life Insurance Co. Ltd. | 531,556 | 1,789 | |
*,1 | Cafe24 Corp. | 77,783 | 1,788 |
SK Gas Ltd. | 16,672 | 1,786 | |
*,1 | Kuk-il Paper Manufacturing Co. Ltd. | 522,297 | 1,783 |
* | Komipharm International Co. Ltd. | 246,758 | 1,780 |
KUMHOE&C Co. Ltd. | 180,282 | 1,758 | |
1 | ITM Semiconductor Co. Ltd. | 48,634 | 1,740 |
JW Pharmaceutical Corp. | 90,246 | 1,728 | |
1 | Interpark Corp. | 378,976 | 1,725 |
1 | Advanced Process Systems Corp. | 81,510 | 1,723 |
1 | Huons Co. Ltd. | 42,644 | 1,708 |
NICE Holdings Co. Ltd. | 126,017 | 1,695 | |
HS Industries Co. Ltd. | 329,094 | 1,686 | |
Vieworks Co. Ltd. | 47,415 | 1,669 | |
LOTTE Himart Co. Ltd. | 78,952 | 1,667 | |
*,1 | Medipost Co. Ltd. | 92,035 | 1,654 |
* | Samsung Pharmaceutical Co. Ltd. | 393,124 | 1,626 |
* | KH Feelux Co. Ltd. | 739,734 | 1,624 |
* | Solid Inc. | 294,189 | 1,621 |
*,1 | Insun ENT Co. Ltd. | 172,967 | 1,611 |
* | S-MAC Co. Ltd. | 1,914,964 | 1,589 |
Tongyang Inc. | 1,290,994 | 1,586 | |
Youngone Holdings Co. Ltd. | 40,151 | 1,578 | |
Harim Holdings Co. Ltd. | 194,273 | 1,541 |
Shares | Market Value• ($000) | ||
Binggrae Co. Ltd. | 34,438 | 1,540 | |
Nexen Tire Corp. | 264,890 | 1,519 | |
CJ CheilJedang Corp. Preference Shares | 10,150 | 1,515 | |
i-SENS Inc. | 58,464 | 1,486 | |
Nature Holdings Co. Ltd. | 59,367 | 1,476 | |
1 | Kwang Dong Pharmaceutical Co. Ltd. | 223,934 | 1,398 |
KTB Investment & Securities Co. Ltd. | 320,266 | 1,395 | |
1 | OptoElectronics Solutions Co. Ltd. | 47,505 | 1,395 |
Hansol Paper Co. Ltd. | 122,002 | 1,384 | |
1 | Sungwoo Hitech Co. Ltd. | 288,586 | 1,383 |
InBody Co. Ltd. | 70,251 | 1,365 | |
*,1 | Grand Korea Leisure Co. Ltd. | 123,613 | 1,365 |
Korea Asset In Trust Co. Ltd. | 395,904 | 1,359 | |
Jeil Pharmaceutical Co. Ltd. | 47,828 | 1,358 | |
Taeyoung Engineering & Construction Co. Ltd. | 147,754 | 1,305 | |
* | Sambu Engineering & Construction Co. Ltd. | 661,441 | 1,294 |
Tongyang Life Insurance Co. Ltd. | 231,140 | 1,282 | |
iMarketKorea Inc. | 141,650 | 1,273 | |
Seah Besteel Corp. | 75,904 | 1,269 | |
Huons Global Co. Ltd. | 39,208 | 1,266 | |
1 | Seobu T&D | 166,688 | 1,251 |
* | AbClon Inc. | 84,140 | 1,251 |
KC Tech Co. Ltd. | 61,863 | 1,248 | |
* | STCUBE | 177,642 | 1,244 |
Chongkundang Holdings Corp. | 19,268 | 1,238 | |
* | Aprogen pharmaceuticals Inc. | 1,590,421 | 1,209 |
Kolon Corp. | 43,555 | 1,208 | |
KISWIRE Ltd. | 73,437 | 1,199 | |
1 | Cuckoo Homesys Co. Ltd. | 36,290 | 1,195 |
1 | Dongwon F&B Co. Ltd. | 7,298 | 1,193 |
Samyang Corp. | 22,351 | 1,178 | |
Namhae Chemical Corp. | 131,949 | 1,163 | |
* | Eutilex Co. Ltd. | 61,839 | 1,160 |
DB Financial Investment Co. Ltd. | 209,111 | 1,155 | |
Hankook Shell Oil Co. Ltd. | 5,336 | 1,155 | |
Eugene Investment & Securities Co. Ltd. | 378,917 | 1,144 | |
*,1 | Maeil Dairies Co. Ltd. | 19,365 | 1,119 |
Shares | Market Value• ($000) | ||
*,1 | Telcon RF Pharmaceutical Inc. | 451,534 | 1,109 |
*,1 | Peptron Inc. | 118,883 | 1,106 |
Samchully Co. Ltd. | 14,297 | 1,092 | |
* | Hansol Technics Co. Ltd. | 165,694 | 1,086 |
*,1 | Soulbrain Holdings Co. Ltd. | 37,247 | 1,082 |
* | Interflex Co. Ltd. | 72,569 | 1,038 |
NS Shopping Co. Ltd. | 96,782 | 1,033 | |
* | Lock&Lock Co. Ltd. | 105,522 | 1,029 |
Namyang Dairy Products Co. Ltd. | 3,000 | 1,026 | |
BGF Co. Ltd. | 229,646 | 1,020 | |
Hyundai Bioland Co. Ltd. | 69,139 | 998 | |
* | Doosan Heavy Industries & Co. Rights Exp. 2/11/22 | 264,237 | 978 |
E1 Corp. | 23,997 | 973 | |
* | SCM Lifescience Co. Ltd. | 58,969 | 965 |
Cell Biotech Co. Ltd. | 60,654 | 960 | |
Lotte Confectionery Co. Ltd. | 9,324 | 945 | |
KT Skylife Co. Ltd. | 121,208 | 931 | |
*,1,3 | SillaJen Inc. | 340,708 | 917 |
LG HelloVision Co. Ltd. | 193,176 | 901 | |
1 | Toptec Co. Ltd. | 115,719 | 900 |
* | TK Corp. | 97,952 | 892 |
* | KISCO Corp. | 136,006 | 884 |
Kolmar Korea Holdings Co. Ltd. | 52,623 | 868 | |
Byucksan Corp. | 262,104 | 862 | |
Kyobo Securities Co. Ltd. | 122,035 | 859 | |
KC Co. Ltd. | 44,587 | 855 | |
ICD Co. Ltd. | 78,844 | 851 | |
Hanil Holdings Co. Ltd. | 74,880 | 849 | |
*,1 | Wonik Holdings Co. Ltd. | 201,791 | 844 |
SPC Samlip Co. Ltd. | 13,885 | 827 | |
Daeduck Co. Ltd. | 121,879 | 825 | |
*,1 | Namsun Aluminum Co. Ltd. | 394,210 | 824 |
* | CJ Freshway Corp. | 33,406 | 807 |
Dae Han Flour Mills Co. Ltd. | 6,199 | 805 | |
* | Coreana Cosmetics Co. Ltd. | 244,006 | 804 |
Eusu Holdings Co. Ltd. | 150,259 | 796 | |
Humedix Co. Ltd. | 39,149 | 786 | |
Hyundai Livart Furniture Co. Ltd. | 61,583 | 783 | |
* | Dongsung Pharmaceutical Co. Ltd. | 109,753 | 773 |
Hansol Holdings Co. Ltd. | 256,397 | 765 | |
* | Sindoh Co. Ltd. | 27,107 | 753 |
Lotte Food Co. Ltd. | 2,583 | 748 | |
*,1 | Woongjin Thinkbig Co. Ltd. | 279,063 | 745 |
Shares | Market Value• ($000) | ||
* | Homecast Co. Ltd. | 188,125 | 739 |
Sung Kwang Bend Co. Ltd. | 107,458 | 720 | |
Hyundai Corp. | 50,959 | 718 | |
Cuckoo Holdings Co. Ltd. | 44,020 | 709 | |
Aekyung Industrial Co. Ltd. | 43,196 | 689 | |
* | Able C&C Co. Ltd. | 119,700 | 656 |
AK Holdings Inc. | 40,349 | 654 | |
Sam Young Electronics Co. Ltd. | 66,280 | 634 | |
Muhak Co. Ltd. | 87,125 | 612 | |
1 | F&F Holdings Co. Ltd. | 20,738 | 579 |
SNT Dynamics Co. Ltd. | 76,356 | 575 | |
Daekyo Co. Ltd. | 174,161 | 570 | |
* | CUROCOM Co. Ltd. | 587,140 | 557 |
*,3 | SBS Media Holdings Co. Ltd. | 283,200 | 521 |
Hyundai Engineering & Construction Co. Ltd. Preference Shares | 8,336 | 516 | |
Dae Hwa Pharmaceutical Co. Ltd. | 65,575 | 513 | |
Shinhan Financial Group Co. Ltd. ADR | 16,517 | 511 | |
*,3 | Y2 Solution Co. Ltd. | 336,958 | 346 |
* | Eoflow Co. Ltd. Rights Exp. 1/7/22 | 15,836 | 149 |
* | Enzychem Lifesciences Rights | 25,705 | — |
8,199,948 | |||
Spain (1.9%) | |||
Iberdrola SA (XMAD) | 41,159,062 | 487,323 | |
Banco Santander SA | 119,257,090 | 396,062 | |
Banco Bilbao Vizcaya Argentaria SA | 46,417,457 | 275,301 | |
2 | Cellnex Telecom SA | 4,243,650 | 245,824 |
Industria de Diseno Textil SA | 7,322,746 | 236,159 | |
* | Amadeus IT Group SA | 2,968,674 | 200,873 |
Telefonica SA | 35,982,373 | 156,027 | |
Repsol SA | 9,062,731 | 107,331 | |
Ferrovial SA | 3,356,079 | 104,957 | |
CaixaBank SA | 30,749,086 | 83,996 | |
*,2 | Aena SME SA | 490,154 | 77,191 |
1 | Naturgy Energy Group SA | 2,070,038 | 67,328 |
Red Electrica Corp. SA | 3,022,667 | 65,363 | |
Endesa SA | 2,211,168 | 50,904 | |
Grifols SA | 2,321,874 | 44,679 | |
ACS Actividades de Construccion y Servicios SA | 1,544,137 | 41,168 | |
Enagas SA | 1,739,270 | 40,406 | |
* | Siemens Gamesa Renewable Energy SA | 1,568,093 | 37,239 |
Fluidra SA | 785,667 | 31,334 |
Shares | Market Value• ($000) | ||
Acciona SA | 160,737 | 30,594 | |
* | Banco de Sabadell SA | 39,504,340 | 26,328 |
Merlin Properties Socimi SA | 2,367,466 | 25,650 | |
Bankinter SA | 4,851,367 | 24,718 | |
Inmobiliaria Colonial Socimi SA | 2,409,051 | 22,541 | |
Acerinox SA | 1,489,070 | 19,162 | |
Viscofan SA | 275,786 | 17,868 | |
Mapfre SA | 7,001,101 | 14,314 | |
Laboratorios Farmaceuticos Rovi SA | 153,352 | 12,799 | |
Grupo Catalana Occidente SA | 367,481 | 12,558 | |
* | Corp. ACCIONA Energias Renovables SA | 315,161 | 11,621 |
CIE Automotive SA | 354,994 | 10,971 | |
Ebro Foods SA | 528,088 | 10,149 | |
Zardoya Otis SA | 1,216,020 | 9,788 | |
Applus Services SA | 1,035,380 | 9,492 | |
* | Indra Sistemas SA | 845,880 | 9,137 |
Faes Farma SA | 2,223,014 | 8,818 | |
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 4,754,987 | 8,642 | |
2 | Unicaja Banco SA | 8,626,550 | 8,487 |
Cia de Distribucion Integral Logista Holdings SA | 417,792 | 8,337 | |
* | Solaria Energia y Medio Ambiente SA | 410,266 | 7,928 |
Sacyr SA (XMAD) | 2,544,098 | 6,602 | |
Pharma Mar SA | 98,701 | 6,398 | |
Almirall SA | 500,073 | 6,389 | |
*,2 | Gestamp Automocion SA | 1,070,378 | 5,397 |
* | Construcciones y Auxiliar de Ferrocarriles SA | 126,220 | 5,217 |
* | Mediaset Espana Comunicacion SA | 1,044,455 | 4,904 |
* | Melia Hotels International SA | 716,029 | 4,852 |
Prosegur Cia de Seguridad SA | 1,685,785 | 4,422 | |
2 | Global Dominion Access SA | 740,984 | 3,910 |
2 | Aedas Homes SA | 132,999 | 3,626 |
Fomento de Construcciones y Contratas SA | 288,058 | 3,613 | |
*,2 | Neinor Homes SA | 298,928 | 3,563 |
2 | Metrovacesa SA | 299,962 | 2,415 |
* | Lar Espana Real Estate Socimi SA | 396,793 | 2,344 |
* | Ence Energia y Celulosa SA | 887,993 | 2,281 |
Atresmedia Corp. de Medios de Comunicacion SA | 516,535 | 1,969 | |
*,1 | Distribuidora Internacional de Alimentacion SA | 99,413,902 | 1,792 |
2 | Prosegur Cash SA | 2,455,783 | 1,730 |
Shares | Market Value• ($000) | ||
*,1 | Tecnicas Reunidas SA | 205,337 | 1,619 |
*,1 | NH Hotel Group SA (XMAD) | 174,753 | 609 |
* | Faes Farma SA Rights Exp. 1/4/22 | 2,175,386 | 451 |
3,133,470 | |||
Sweden (3.5%) | |||
Atlas Copco AB Class A | 4,466,096 | 308,611 | |
Investor AB Class B | 12,248,955 | 307,367 | |
Volvo AB Class B | 10,397,773 | 240,464 | |
Telefonaktiebolaget LM Ericsson Class B | 20,996,822 | 231,029 | |
Sandvik AB | 7,505,115 | 209,194 | |
Hexagon AB Class B | 12,943,766 | 205,036 | |
Assa Abloy AB Class B | 6,388,974 | 194,742 | |
2 | Evolution AB | 1,126,089 | 159,163 |
Atlas Copco AB Class B | 2,552,951 | 149,961 | |
Swedbank AB Class A | 7,006,030 | 140,792 | |
Skandinaviska Enskilda Banken AB Class A | 10,064,760 | 139,735 | |
Essity AB Class B | 4,257,572 | 138,902 | |
Nibe Industrier AB Class B | 8,361,888 | 126,348 | |
H & M Hennes & Mauritz AB Class B | 6,117,397 | 120,036 | |
Epiroc AB Class A | 4,460,289 | 112,782 | |
Svenska Handelsbanken AB Class A | 10,388,563 | 112,279 | |
Investor AB Class A | 4,097,366 | 107,792 | |
EQT AB | 1,971,050 | 106,851 | |
Alfa Laval AB | 2,187,244 | 87,861 | |
Swedish Match AB | 10,819,225 | 85,890 | |
Svenska Cellulosa AB SCA Class B | 4,173,235 | 74,051 | |
Boliden AB | 1,917,317 | 73,931 | |
Telia Co. AB | 17,866,562 | 69,876 | |
Getinge AB Class B | 1,565,273 | 68,218 | |
Skanska AB Class B | 2,504,655 | 64,723 | |
SKF AB Class B | 2,642,014 | 62,483 | |
Indutrade AB | 1,964,897 | 59,990 | |
* | Kinnevik AB Class B | 1,671,758 | 59,437 |
Samhallsbyggnadsbolaget i Norden AB | 7,426,700 | 54,458 | |
Industrivarden AB Class A | 1,681,898 | 53,441 | |
Epiroc AB Class B | 2,490,919 | 52,676 | |
1 | Castellum AB | 1,958,285 | 52,659 |
* | Fastighets AB Balder Class B | 703,652 | 50,638 |
Tele2 AB Class B | 3,508,575 | 50,052 | |
Lifco AB Class B | 1,591,484 | 47,536 | |
Lundin Energy AB | 1,327,770 | 47,511 | |
*,2 | Sinch AB | 3,712,080 | 46,840 |
Husqvarna AB Class B | 2,849,284 | 45,557 | |
Trelleborg AB Class B | 1,699,441 | 44,589 | |
2 | Thule Group AB | 735,190 | 44,400 |
Sagax AB Class B | 1,230,917 | 41,405 |
Shares | Market Value• ($000) | ||
Investment AB Latour Class B | 1,004,192 | 40,799 | |
Electrolux AB Class B | 1,610,931 | 39,016 | |
Beijer Ref AB Class B | 1,722,261 | 37,551 | |
Volvo AB Class A | 1,535,608 | 36,022 | |
Industrivarden AB Class C | 1,093,621 | 34,264 | |
Holmen AB Class B | 674,238 | 32,290 | |
Avanza Bank Holding AB | 872,104 | 31,945 | |
Elekta AB Class B | 2,519,414 | 31,854 | |
AddLife AB Class B | 756,796 | 31,811 | |
AddTech AB Class B | 1,325,488 | 31,527 | |
Fabege AB | 1,805,841 | 30,224 | |
Vitrolife AB | 487,444 | 30,074 | |
Securitas AB Class B | 2,160,956 | 29,727 | |
2 | Dometic Group AB | 2,246,614 | 29,492 |
L E Lundbergforetagen AB Class B | 517,881 | 29,015 | |
* | Nordic Entertainment Group AB Class B | 531,486 | 27,538 |
Sweco AB Class B | 1,403,450 | 26,409 | |
AAK AB | 1,211,852 | 26,128 | |
* | Swedish Orphan Biovitrum AB | 1,231,781 | 25,189 |
* | SSAB AB Class B | 4,801,676 | 24,126 |
Hexpol AB | 1,763,401 | 23,582 | |
BillerudKorsnas AB | 1,235,348 | 23,249 | |
Nordnet AB publ | 1,208,733 | 23,189 | |
JM AB | 496,284 | 22,391 | |
Nyfosa AB | 1,288,657 | 22,180 | |
Wallenstam AB Class B | 1,172,926 | 21,778 | |
Axfood AB | 744,350 | 21,429 | |
Wihlborgs Fastigheter AB | 938,766 | 21,275 | |
Mips AB | 155,279 | 20,318 | |
Sectra AB Class B | 913,850 | 20,220 | |
2 | Bravida Holding AB | 1,426,328 | 20,034 |
AFRY AB | 690,338 | 19,431 | |
Arjo AB Class B | 1,573,774 | 19,257 | |
Bure Equity AB | 387,198 | 18,719 | |
Peab AB Class B | 1,393,141 | 17,557 | |
Lindab International AB | 470,079 | 16,721 | |
Saab AB Class B | 644,941 | 16,381 | |
Medicover AB Class B | 399,286 | 16,303 | |
Instalco AB | 336,590 | 16,139 | |
Corem Property Group AB Class B | 4,202,979 | 15,168 | |
Nolato AB Class B | 1,212,146 | 14,419 | |
Intrum AB | 556,665 | 14,344 | |
Loomis AB Class B | 537,213 | 14,300 | |
Biotage AB | 454,352 | 13,148 | |
NCC AB Class B | 691,459 | 12,818 | |
* | Cint Group AB | 788,067 | 12,502 |
Troax Group AB | 236,261 | 12,101 | |
HMS Networks AB | 193,958 | 11,970 | |
Catena AB | 188,045 | 11,714 | |
Hufvudstaden AB Class A | 767,925 | 11,473 | |
Mycronic AB | 488,378 | 11,389 |
Shares | Market Value• ($000) | ||
* | Electrolux Professional AB Class B | 1,543,040 | 10,683 |
Vitec Software Group AB Class B | 158,529 | 9,770 | |
* | Pandox AB Class B | 603,861 | 9,729 |
Bilia AB Class A | 524,257 | 9,264 | |
* | SSAB AB Class A | 1,542,346 | 8,915 |
Ratos AB Class B | 1,359,992 | 8,692 | |
Granges AB | 739,986 | 8,651 | |
*,1,2 | Boozt AB | 425,061 | 8,631 |
Concentric AB | 260,642 | 8,088 | |
Dios Fastigheter AB | 608,535 | 7,990 | |
* | Modern Times Group MTG AB Class B | 748,160 | 7,620 |
* | VNV Global AB | 583,446 | 6,751 |
Atrium Ljungberg AB Class B | 302,617 | 6,680 | |
* | BHG Group AB | 555,256 | 5,836 |
Systemair AB | 511,568 | 5,738 | |
2 | Munters Group AB | 723,042 | 5,576 |
Platzer Fastigheter Holding AB Class B | 369,968 | 5,541 | |
* | BICO Group AB Class B | 180,633 | 5,521 |
SkiStar AB | 280,443 | 5,270 | |
* | Mekonomen AB | 286,268 | 4,965 |
Bonava AB Class B | 569,363 | 4,928 | |
Betsson AB Class B | 807,550 | 4,864 | |
Nobia AB | 793,253 | 4,777 | |
Corem Property Group AB Preference Shares | 129,192 | 4,630 | |
Cloetta AB Class B | 1,442,139 | 4,175 | |
Clas Ohlson AB Class B | 272,628 | 4,136 | |
* | Kinnevik AB Class A | 107,635 | 4,107 |
2 | Resurs Holding AB | 966,872 | 4,058 |
INVISIO AB | 223,443 | 4,041 | |
*,1,2 | Scandic Hotels Group AB | 890,078 | 3,581 |
*,1 | SAS AB | 24,496,493 | 3,451 |
* | Karo Pharma AB | 510,778 | 3,395 |
Investment AB Oresund | 197,762 | 3,187 | |
* | Hemnet Group AB | 171,586 | 3,170 |
Fagerhult AB | 461,252 | 3,109 | |
*,1 | Hansa Biopharma AB | 299,945 | 2,939 |
*,2 | Attendo AB | 688,623 | 2,930 |
Husqvarna AB Class A | 174,145 | 2,770 | |
1 | Svenska Handelsbanken AB Class B | 220,590 | 2,628 |
Telefonaktiebolaget LM Ericsson Class A | 233,696 | 2,587 | |
Svenska Cellulosa AB SCA Class A | 133,362 | 2,376 | |
* | Camurus AB | 136,033 | 2,267 |
*,1 | Collector AB | 533,411 | 2,238 |
Sagax AB Class D | 513,286 | 1,897 | |
Skandinaviska Enskilda Banken AB Class C | 90,603 | 1,313 |
Shares | Market Value• ($000) | ||
Samhallsbyggnadsbolaget i Norden AB Class D | 282,492 | 1,004 | |
SKF AB Class A | 37,666 | 914 | |
* | Solid Forsakring AB | 96,686 | 629 |
NCC AB Class A | 21,707 | 400 | |
*,1,2 | Oncopeptides AB | 327,220 | 303 |
ICA Gruppen AB | 2,300 | 136 | |
5,846,657 | |||
Switzerland (8.0%) | |||
Nestle SA (Registered) | 19,181,401 | 2,678,056 | |
Roche Holding AG | 4,739,163 | 1,966,095 | |
Novartis AG (Registered) | 14,421,248 | 1,267,224 | |
Cie Financiere Richemont SA Class A (Registered) | 3,559,090 | 531,852 | |
Zurich Insurance Group AG | 1,034,438 | 453,166 | |
ABB Ltd. (Registered) | 11,635,850 | 443,475 | |
Lonza Group AG (Registered) | 517,204 | 430,618 | |
Sika AG (Registered) | 987,858 | 410,571 | |
UBS Group AG (Registered) | 22,672,368 | 406,953 | |
Givaudan SA (Registered) | 64,349 | 337,614 | |
Alcon Inc. | 3,204,006 | 282,611 | |
Partners Group Holding AG | 156,383 | 258,159 | |
Swiss Re AG | 2,012,686 | 198,679 | |
Geberit AG (Registered) | 240,624 | 196,141 | |
Holcim Ltd. | 3,187,953 | 162,136 | |
Credit Suisse Group AG (Registered) | 16,686,086 | 161,782 | |
Straumann Holding AG (Registered) | 70,384 | 148,833 | |
Sonova Holding AG (Registered) | 370,696 | 144,867 | |
SGS SA (Registered) | 40,943 | 136,492 | |
Swiss Life Holding AG (Registered) | 217,721 | 133,023 | |
Roche Holding AG (Bearer) | 274,221 | 122,736 | |
Kuehne + Nagel International AG (Registered) | 349,090 | 112,427 | |
Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | 7,573 | 104,874 | |
Swisscom AG (Registered) | 177,340 | 100,042 | |
Julius Baer Group Ltd. | 1,492,105 | 99,780 | |
Chocoladefabriken Lindt & Spruengli AG (Registered) | 689 | 92,364 | |
2 | VAT Group AG | 179,426 | 88,910 |
Logitech International SA (Registered) | 1,034,991 | 86,823 | |
Schindler Holding AG Ptg. Ctf. | 286,396 | 76,877 | |
* | SIG Combibloc Group AG | 2,348,307 | 65,410 |
Shares | Market Value• ($000) | ||
Vifor Pharma AG | 361,033 | 64,137 | |
Swatch Group AG (Bearer) | 206,000 | 62,734 | |
Barry Callebaut AG (Registered) | 24,884 | 60,410 | |
Temenos AG (Registered) | 422,069 | 58,179 | |
Adecco Group AG (Registered) | 1,089,720 | 55,529 | |
EMS-Chemie Holding AG (Registered) | 49,368 | 55,173 | |
Tecan Group AG (Registered) | 88,256 | 53,604 | |
Swiss Prime Site AG (Registered) | 526,163 | 51,652 | |
Baloise Holding AG (Registered) | 316,042 | 51,582 | |
Georg Fischer AG (Registered) | 28,851 | 43,652 | |
Belimo Holding AG (Registered) | 65,031 | 41,294 | |
PSP Swiss Property AG (Registered) | 302,981 | 37,756 | |
Schindler Holding AG (Registered) | 128,820 | 34,426 | |
Bachem Holding AG (Registered) Class B | 43,605 | 34,145 | |
Clariant AG (Registered) | 1,587,587 | 32,979 | |
Holcim Ltd. (XSWX) | 635,227 | 32,252 | |
* | ams AG | 1,724,348 | 31,203 |
Helvetia Holding AG (Registered) | 248,039 | 29,138 | |
Siegfried Holding AG (Registered) | 28,793 | 28,009 | |
2 | Galenica AG | 343,890 | 25,826 |
* | Flughafen Zurich AG (Registered) | 132,863 | 23,860 |
Daetwyler Holding AG (Bearer) | 51,610 | 22,713 | |
Bucher Industries AG (Registered) | 46,002 | 22,668 | |
Allreal Holding AG (Registered) | 99,150 | 21,952 | |
* | Dufry AG (Registered) | 437,824 | 21,582 |
DKSH Holding AG | 251,082 | 20,695 | |
Inficon Holding AG (Registered) | 13,920 | 20,350 | |
Comet Holding AG (Registered) | 52,892 | 19,451 | |
Interroll Holding AG (Registered) | 3,850 | 17,310 | |
Vontobel Holding AG (Registered) | 195,313 | 17,079 | |
BKW AG | 128,887 | 16,735 | |
Swatch Group AG (Registered) | 283,189 | 16,557 | |
*,1 | Idorsia Ltd. | 811,717 | 16,542 |
1 | Stadler Rail AG | 375,717 | 16,456 |
SFS Group AG | 118,906 | 16,415 | |
Emmi AG (Registered) | 13,789 | 16,248 | |
Mobimo Holding AG (Registered) | 46,608 | 15,611 |
Shares | Market Value• ($000) | ||
Banque Cantonale Vaudoise (Registered) | 201,110 | 15,599 | |
* | Softwareone Holding AG | 717,549 | 15,498 |
Cembra Money Bank AG | 211,086 | 15,354 | |
*,2 | PolyPeptide Group AG | 101,560 | 15,209 |
Forbo Holding AG (Registered) | 7,318 | 14,992 | |
dormakaba Holding AG | 21,439 | 14,159 | |
* | Zur Rose Group AG | 53,383 | 13,759 |
OC Oerlikon Corp. AG (Registered) | 1,336,271 | 13,666 | |
Kardex Holding AG (Registered) | 40,189 | 13,191 | |
Swissquote Group Holding SA (Registered) | 60,023 | 13,143 | |
Bystronic AG | 9,268 | 13,011 | |
1 | Sulzer AG (Registered) | 124,589 | 12,239 |
* | Landis+Gyr Group AG | 177,373 | 11,972 |
Valiant Holding AG (Registered) | 119,078 | 11,909 | |
Huber + Suhner AG (Registered) | 123,843 | 11,804 | |
*,2 | Sensirion Holding AG | 70,486 | 10,279 |
Burckhardt Compression Holding AG | 21,664 | 10,242 | |
Schweiter Technologies AG (Bearer) | 6,678 | 9,894 | |
St. Galler Kantonalbank AG (Registered) | 20,583 | 9,821 | |
VZ Holding AG | 90,410 | 9,702 | |
* | Dottikon Es Holding AG (Registered) | 30,626 | 9,458 |
LEM Holding SA (Registered) | 3,197 | 8,910 | |
*,1 | Meyer Burger Technology AG | 18,771,556 | 8,348 |
* | Aryzta AG | 6,349,883 | 7,916 |
*,2 | Medmix AG | 152,469 | 7,534 |
Zehnder Group AG | 67,061 | 6,825 | |
*,2 | Medacta Group SA | 43,007 | 6,695 |
Arbonia AG | 295,864 | 6,671 | |
* | Komax Holding AG (Registered) | 23,867 | 6,612 |
Bossard Holding AG (Registered) Class A | 17,641 | 6,344 | |
ALSO Holding AG (Registered) | 18,329 | 6,011 | |
Vetropack Holding AG Class A (Registered) | 86,235 | 5,445 | |
Leonteq AG | 71,548 | 5,431 | |
Intershop Holding AG | 7,799 | 5,236 | |
* | Bobst Group SA (Registered) | 53,737 | 4,876 |
Shares | Market Value• ($000) | ||
*,1 | COSMO Pharmaceuticals NV | 65,530 | 4,709 |
* | Valora Holding AG (Registered) | 25,827 | 4,405 |
Ypsomed Holding AG (Registered) | 21,281 | 4,344 | |
Bell Food Group AG (Registered) | 12,765 | 4,083 | |
*,2 | Montana Aerospace AG | 108,647 | 4,031 |
* | Rieter Holding AG (Registered) | 20,294 | 3,929 |
EFG International AG | 503,129 | 3,827 | |
*,1 | Basilea Pharmaceutica AG (Registered) | 84,492 | 3,790 |
* | Autoneum Holding AG | 18,519 | 3,442 |
* | u-blox Holding AG | 44,293 | 3,414 |
* | Ascom Holding AG (Registered) | 236,335 | 3,042 |
VP Bank AG Class A | 22,215 | 2,353 | |
* | Implenia AG (Registered) | 101,867 | 2,317 |
Hiag Immobilien Holding AG | 20,552 | 2,141 | |
* | Swiss Steel Holding AG | 5,215,279 | 1,964 |
* | APG SGA SA | 6,760 | 1,475 |
13,315,515 | |||
United Kingdom (13.0%) | |||
AstraZeneca plc | 10,793,178 | 1,260,313 | |
Diageo plc | 16,002,948 | 874,978 | |
HSBC Holdings plc | 142,466,679 | 860,394 | |
GlaxoSmithKline plc | 34,466,360 | 750,428 | |
Royal Dutch Shell plc Class A | 27,930,182 | 612,073 | |
BP plc | 135,702,020 | 608,030 | |
British American Tobacco plc | 15,917,431 | 591,042 | |
Royal Dutch Shell plc Class B | 25,944,173 | 569,645 | |
Unilever plc | 9,376,176 | 502,622 | |
Rio Tinto plc | 7,576,259 | 499,626 | |
Glencore plc | 92,387,922 | 470,742 | |
Unilever plc (XLON) | 8,427,123 | 452,085 | |
BHP Group plc | 14,498,023 | 431,385 | |
RELX plc | 12,960,696 | 423,127 | |
Reckitt Benckiser Group plc | 4,419,332 | 380,432 | |
National Grid plc | 25,043,293 | 361,107 | |
Anglo American plc | 8,490,292 | 349,225 | |
Prudential plc (XLON) | 19,145,089 | 331,073 | |
Lloyds Banking Group plc | 493,933,360 | 320,757 | |
Experian plc | 6,379,392 | 314,223 | |
Barclays plc | 116,662,329 | 297,170 | |
Vodafone Group plc | 191,268,693 | 288,096 | |
* | Compass Group plc | 12,431,715 | 279,884 |
Ferguson plc | 1,542,907 | 274,062 | |
Ashtead Group plc | 3,117,930 | 251,351 | |
CRH plc (XDUB) | 4,713,858 | 249,768 | |
London Stock Exchange Group plc | 2,532,317 | 238,216 | |
Tesco plc | 53,195,952 | 209,437 |
Shares | Market Value• ($000) | ||
* | Flutter Entertainment plc (XDUB) | 1,156,563 | 185,026 |
Legal & General Group plc | 41,332,325 | 166,912 | |
BAE Systems plc | 22,103,936 | 164,833 | |
SSE plc | 7,358,512 | 164,501 | |
Segro plc | 8,365,509 | 162,807 | |
Aviva plc | 26,569,778 | 148,105 | |
Imperial Brands plc | 6,603,647 | 144,718 | |
3i Group plc | 6,647,436 | 130,311 | |
Croda International plc | 939,603 | 128,699 | |
WPP plc | 7,959,935 | 121,212 | |
BT Group plc | 52,622,789 | 121,059 | |
Halma plc | 2,647,249 | 114,782 | |
Spirax-Sarco Engineering plc | 511,800 | 111,383 | |
Natwest Group plc | 35,773,009 | 109,548 | |
Smith & Nephew plc | 6,139,711 | 107,153 | |
Standard Chartered plc | 17,597,421 | 107,006 | |
Rentokil Initial plc | 13,001,364 | 102,916 | |
Smurfit Kappa Group plc | 1,786,541 | 98,399 | |
Next plc | 889,648 | 98,398 | |
* | Rolls-Royce Holdings plc | 58,424,168 | 97,518 |
* | Entain plc | 4,062,232 | 92,849 |
Bunzl plc | 2,348,228 | 91,734 | |
Intertek Group plc | 1,127,143 | 85,987 | |
Persimmon plc | 2,217,919 | 85,964 | |
St. James's Place plc | 3,719,744 | 85,004 | |
Mondi plc (XLON) | 3,387,777 | 84,030 | |
Sage Group plc | 7,192,283 | 83,222 | |
* | InterContinental Hotels Group plc | 1,279,803 | 82,738 |
* | Ocado Group plc | 3,392,023 | 77,173 |
* | Informa plc | 10,464,754 | 73,270 |
Barratt Developments plc | 7,077,609 | 71,869 | |
United Utilities Group plc | 4,787,028 | 70,635 | |
Severn Trent plc | 1,752,172 | 69,968 | |
Burberry Group plc | 2,797,759 | 69,055 | |
Kingfisher plc | 14,772,355 | 67,949 | |
Associated British Foods plc | 2,431,036 | 66,547 | |
Admiral Group plc | 1,552,566 | 66,457 | |
Melrose Industries plc | 30,275,987 | 65,844 | |
2 | Auto Trader Group plc | 6,518,649 | 65,283 |
Rightmove plc | 5,941,326 | 64,112 | |
Taylor Wimpey plc | 25,334,311 | 60,400 | |
Smiths Group plc | 2,777,286 | 59,449 | |
Intermediate Capital Group plc | 1,943,868 | 57,890 | |
* | Whitbread plc | 1,411,645 | 57,422 |
DCC plc | 690,579 | 56,533 | |
* | Meggitt plc | 5,427,156 | 54,312 |
B&M European Value Retail SA | 6,232,388 | 53,683 | |
Electrocomponents plc | 3,272,374 | 53,664 | |
Dechra Pharmaceuticals plc | 733,969 | 53,047 |
Shares | Market Value• ($000) | ||
Land Securities Group plc | 4,987,646 | 52,639 | |
Jd Sports Fashion plc | 17,225,937 | 50,791 | |
M&G plc | 18,150,575 | 49,103 | |
Abrdn plc | 15,002,151 | 48,877 | |
Howden Joinery Group plc | 3,984,872 | 48,810 | |
Hargreaves Lansdown plc | 2,640,232 | 48,517 | |
Berkeley Group Holdings plc | 730,528 | 47,305 | |
* | Coca-Cola HBC AG | 1,366,092 | 47,301 |
British Land Co. plc | 6,473,495 | 46,747 | |
DS Smith plc | 8,904,560 | 46,374 | |
J Sainsbury plc | 11,948,394 | 44,663 | |
Polymetal International plc | 2,490,474 | 44,349 | |
Antofagasta plc | 2,421,295 | 44,037 | |
Tritax Big Box REIT plc | 13,051,753 | 44,031 | |
Royal Mail plc | 6,406,744 | 43,926 | |
Pearson plc | 5,275,876 | 43,767 | |
* | Marks & Spencer Group plc | 13,699,213 | 43,095 |
IMI plc | 1,805,543 | 42,582 | |
Weir Group plc | 1,812,813 | 42,067 | |
Future plc | 792,399 | 41,023 | |
* | Centrica plc | 40,967,838 | 39,728 |
Bellway plc | 865,186 | 39,323 | |
* | ITV plc | 26,101,886 | 39,247 |
Diploma plc | 850,813 | 39,007 | |
Phoenix Group Holdings plc | 4,394,754 | 38,902 | |
Spectris plc | 780,070 | 38,828 | |
AVEVA Group plc | 829,389 | 38,270 | |
Schroders plc | 782,309 | 37,760 | |
Johnson Matthey plc | 1,329,834 | 36,953 | |
CRH plc | 677,299 | 35,856 | |
Direct Line Insurance Group plc | 9,396,028 | 35,504 | |
Hikma Pharmaceuticals plc | 1,180,732 | 35,459 | |
UNITE Group plc | 2,230,440 | 33,546 | |
Travis Perkins plc | 1,577,054 | 33,293 | |
Inchcape plc | 2,671,635 | 32,998 | |
Evraz plc | 4,026,095 | 32,917 | |
Derwent London plc | 703,513 | 32,728 | |
* | Wise plc Class A | 3,116,126 | 32,044 |
2 | Avast plc | 3,859,508 | 31,812 |
Greggs plc | 695,336 | 31,475 | |
* | S4 Capital plc | 3,644,913 | 31,461 |
*,2 | Watches of Switzerland Group plc | 1,612,647 | 31,114 |
Games Workshop Group plc | 229,947 | 31,002 | |
Pennon Group plc | 1,935,244 | 30,639 | |
Genus plc | 455,474 | 30,547 | |
Man Group plc | 9,622,007 | 29,646 | |
Tate & Lyle plc | 3,279,623 | 29,506 | |
2 | ConvaTec Group plc | 11,209,763 | 29,283 |
Endeavour Mining plc | 1,288,569 | 29,189 | |
Rotork plc | 5,994,316 | 29,173 | |
IG Group Holdings plc | 2,536,290 | 28,034 |
Shares | Market Value• ($000) | ||
Big Yellow Group plc | 1,183,643 | 27,522 | |
Hiscox Ltd. | 2,338,257 | 27,461 | |
Safestore Holdings plc | 1,429,874 | 27,293 | |
* | Beazley plc | 4,190,077 | 26,496 |
Grafton Group plc | 1,524,892 | 25,603 | |
Investec plc | 4,640,048 | 25,582 | |
Vistry Group plc | 1,534,273 | 24,543 | |
LondonMetric Property plc | 6,171,883 | 23,719 | |
Britvic plc | 1,884,347 | 23,557 | |
2 | Quilter plc | 11,552,817 | 23,345 |
HomeServe plc | 1,930,565 | 22,852 | |
Drax Group plc | 2,775,591 | 22,827 | |
*,2 | Countryside Properties plc | 3,597,346 | 22,055 |
Grainger plc | 5,070,275 | 21,805 | |
Hays plc | 10,844,338 | 21,532 | |
Computacenter plc | 536,121 | 21,296 | |
Softcat plc | 867,025 | 21,233 | |
* | Playtech plc | 2,117,585 | 21,099 |
Ultra Electronics Holdings plc | 486,829 | 21,021 | |
Pets at Home Group plc | 3,326,667 | 20,939 | |
*,1 | TUI AG | 6,612,990 | 20,881 |
* | THG plc Class B | 6,662,279 | 20,681 |
* | Carnival plc | 1,088,066 | 20,365 |
* | Dr. Martens plc | 3,488,558 | 20,290 |
Close Brothers Group plc | 1,062,876 | 20,272 | |
Domino's Pizza Group plc | 3,225,132 | 20,087 | |
OSB Group plc | 2,636,825 | 19,826 | |
* | IWG plc | 5,016,387 | 19,771 |
* | easyJet plc | 2,587,767 | 19,657 |
Victrex plc | 574,337 | 19,138 | |
Primary Health Properties plc | 9,149,666 | 18,791 | |
Pagegroup plc | 2,172,308 | 18,671 | |
Cranswick plc | 368,068 | 18,540 | |
* | SSP Group plc | 5,475,920 | 17,909 |
Savills plc | 925,865 | 17,636 | |
Great Portland Estates plc | 1,781,269 | 17,632 | |
* | WH Smith plc | 871,398 | 17,515 |
Assura plc | 18,492,964 | 17,511 | |
* | Ascential plc | 3,017,076 | 16,592 |
Shaftesbury plc | 1,956,289 | 16,325 | |
Balfour Beatty plc | 4,475,865 | 15,944 | |
Spirent Communications plc | 4,222,672 | 15,932 | |
Fresnillo plc | 1,294,425 | 15,739 | |
Renishaw plc | 241,197 | 15,630 | |
* | Harbour Energy plc | 3,196,044 | 15,424 |
Bodycote plc | 1,305,417 | 15,300 | |
Serco Group plc | 8,405,756 | 15,265 | |
*,1 | International Consolidated Airlines Group SA | 7,831,829 | 15,243 |
* | Indivior plc | 4,378,872 | 15,198 |
Redrow plc | 1,585,241 | 15,129 | |
Dunelm Group plc | 795,015 | 14,815 | |
QinetiQ Group plc | 3,946,780 | 14,206 | |
*,2 | Wizz Air Holdings plc | 249,241 | 14,143 |
IntegraFin Holdings plc | 1,853,605 | 14,096 |
Shares | Market Value• ($000) | ||
Hill & Smith Holdings plc | 559,236 | 13,615 | |
Paragon Banking Group plc | 1,758,843 | 13,511 | |
* | Frasers Group plc | 1,278,191 | 13,411 |
Synthomer plc | 2,469,928 | 13,336 | |
Oxford Instruments plc | 370,092 | 13,290 | |
* | National Express Group plc | 3,754,272 | 13,123 |
1 | Hammerson plc | 29,123,780 | 13,017 |
Sirius Real Estate Ltd. | 6,783,731 | 13,014 | |
Sanne Group plc | 1,049,901 | 13,004 | |
Genuit Group plc | 1,620,282 | 12,948 | |
Marshalls plc | 1,372,843 | 12,933 | |
*,2 | Network International Holdings plc | 3,238,013 | 12,834 |
Plus500 Ltd. | 685,714 | 12,649 | |
Ashmore Group plc | 3,182,977 | 12,575 | |
* | Helios Towers plc | 5,343,798 | 12,486 |
2 | Airtel Africa plc | 6,927,592 | 12,480 |
Liontrust Asset Management plc | 411,031 | 12,269 | |
Lancashire Holdings Ltd. | 1,696,289 | 12,202 | |
*,2 | Deliveroo plc Class A | 4,262,586 | 12,168 |
* | John Wood Group plc | 4,660,044 | 12,108 |
*,2 | Trainline plc | 3,202,881 | 12,083 |
IP Group plc | 7,091,413 | 11,999 | |
Micro Focus International plc | 2,089,877 | 11,834 | |
* | Mediclinic International plc | 2,728,391 | 11,810 |
*,2 | Bridgepoint Group plc (Registered) | 1,749,099 | 11,773 |
Capital & Counties Properties plc | 5,112,938 | 11,680 | |
TP ICAP Group plc | 5,497,854 | 11,440 | |
* | Auction Technology Group plc | 550,916 | 11,415 |
Rathbones Group plc | 420,003 | 11,385 | |
Currys plc | 7,017,173 | 10,909 | |
Bytes Technology Group plc (XLON) | 1,412,017 | 10,898 | |
Jupiter Fund Management plc | 3,100,759 | 10,752 | |
Moneysupermarket.com Group plc | 3,605,822 | 10,519 | |
AJ Bell plc | 2,031,062 | 10,465 | |
Redde Northgate plc | 1,732,739 | 10,304 | |
FDM Group Holdings plc | 596,057 | 10,288 | |
Workspace Group plc | 929,505 | 10,214 | |
Kainos Group plc | 391,844 | 10,199 | |
Brewin Dolphin Holdings plc | 2,026,417 | 10,163 | |
*,2 | Trustpilot Group plc | 2,243,158 | 9,932 |
Essentra plc | 2,076,188 | 9,724 | |
Morgan Advanced Materials plc | 1,989,458 | 9,709 | |
Morgan Sindall Group plc | 280,900 | 9,641 | |
* | Energean plc | 827,955 | 9,613 |
Telecom Plus plc | 438,802 | 9,437 |
Shares | Market Value• ($000) | ||
Coats Group plc | 10,031,331 | 9,404 | |
Euromoney Institutional Investor plc | 741,195 | 9,345 | |
Centamin plc | 7,522,821 | 9,109 | |
Vesuvius plc | 1,482,180 | 9,084 | |
Clarkson plc | 172,155 | 9,031 | |
1 | Rhi Magnesita NV | 198,954 | 8,882 |
Crest Nicholson Holdings plc | 1,739,412 | 8,793 | |
* | Moonpig Group plc | 1,729,206 | 8,785 |
Capricorn Energy plc | 3,393,323 | 8,758 | |
*,1,2 | Aston Martin Lagonda Global Holdings plc | 472,484 | 8,709 |
* | Provident Financial plc | 1,769,678 | 8,629 |
Ninety One plc | 2,278,346 | 8,601 | |
* | C&C Group plc | 2,719,892 | 8,594 |
Mitie Group plc | 9,772,060 | 8,546 | |
Ferrexpo plc | 2,040,744 | 8,306 | |
* | Darktrace plc | 1,459,692 | 8,300 |
* | Just Group plc | 7,193,600 | 8,144 |
Chemring Group plc | 1,956,633 | 7,959 | |
* | Babcock International Group plc | 1,784,769 | 7,730 |
888 Holdings plc | 1,874,013 | 7,690 | |
* | J D Wetherspoon plc | 586,317 | 7,622 |
2 | Ibstock plc | 2,742,519 | 7,607 |
2 | Biffa plc | 1,561,357 | 7,559 |
Premier Foods plc | 4,913,389 | 7,464 | |
* | Firstgroup plc | 5,219,349 | 7,289 |
* | Elementis plc | 4,022,315 | 7,234 |
XP Power Ltd. | 104,973 | 7,234 | |
* | Oxford Biomedica plc | 424,715 | 7,159 |
2 | TI Fluid Systems plc Class B | 2,001,917 | 7,000 |
Hilton Food Group plc | 444,912 | 6,860 | |
*,2 | Spire Healthcare Group plc | 1,964,410 | 6,638 |
* | Restaurant Group plc | 5,132,211 | 6,597 |
Keller Group plc | 493,445 | 6,570 | |
Halfords Group plc | 1,394,590 | 6,528 | |
NCC Group plc | 2,026,251 | 6,434 | |
*,1 | Greencore Group plc | 3,622,581 | 6,377 |
* | Tullow Oil plc | 9,818,142 | 6,201 |
* | Mitchells & Butlers plc | 1,773,554 | 6,160 |
Bank of Georgia Group plc | 262,017 | 5,942 | |
* | Capita plc | 11,800,895 | 5,839 |
* | Senior plc | 2,918,634 | 5,837 |
Wickes Group plc | 1,756,411 | 5,591 | |
TBC Bank Group plc | 241,965 | 5,419 | |
Picton Property Income Ltd. | 3,835,819 | 5,307 | |
UK Commercial Property REIT Ltd. | 5,132,364 | 5,200 | |
BMO Commercial Property Trust Ltd. | 3,638,255 | 5,183 | |
*,1 | Petropavlovsk plc | 19,599,900 | 5,150 |
2 | Vivo Energy plc | 2,690,665 | 4,814 |
* | Marston's plc | 4,403,348 | 4,643 |
* | PureTech Health plc | 1,108,180 | 4,343 |
Helical plc | 703,236 | 4,341 |
Shares | Market Value• ($000) | ||
AG Barr plc | 576,656 | 4,058 | |
*,1 | Alphawave IP Group plc | 1,445,374 | 3,961 |
Hochschild Mining plc | 2,176,716 | 3,850 | |
PZ Cussons plc | 1,292,021 | 3,625 | |
* | Petrofac Ltd. (XLON) | 2,263,768 | 3,542 |
* | Stagecoach Group plc | 2,829,169 | 3,435 |
Devro plc | 1,176,110 | 3,283 | |
CLS Holdings plc | 1,076,782 | 3,190 | |
* | SIG plc | 4,935,095 | 3,180 |
2 | ContourGlobal plc | 1,197,196 | 3,123 |
*,1 | Cineworld Group plc | 6,972,484 | 3,041 |
Avon Protection plc | 197,134 | 3,013 | |
* | Rank Group plc | 1,414,126 | 2,999 |
* | AO World plc | 1,957,464 | 2,915 |
* | TUI AG (XETR) | 915,028 | 2,802 |
2 | CMC Markets plc | 760,111 | 2,716 |
* | Go-Ahead Group plc | 299,226 | 2,707 |
Hunting plc | 992,085 | 2,279 | |
2 | Bakkavor Group plc | 1,054,473 | 1,801 |
2 | Alfa Financial Software Holdings plc | 683,419 | 1,746 |
*,1,2 | Funding Circle Holdings plc | 1,058,633 | 1,609 |
Micro Focus International plc ADR | 214,331 | 1,194 | |
Smurfit Kappa Group plc (XDUB) | 17,019 | 938 | |
*,2,3 | Finablr plc | 1,120,022 | 167 |
*,1,3 | Intu Properties plc | 5,470,032 | — |
*,3 | NMC Health plc | 510,606 | — |
*,3 | Carillion plc | 2,500,529 | — |
21,644,723 | |||
Total Common Stocks (Cost $127,204,929) | 165,588,507 |
Shares | Market Value• ($000) | ||
Temporary Cash Investments (2.0%) | |||
Money Market Fund (2.0%) | |||
4,5 | Vanguard Market Liquidity Fund, 0.090% (Cost $3,333,968) | 33,346,561 | 3,334,323 |
Total Investments (101.1%) (Cost $130,538,897) | 168,922,830 | ||
Other Assets and Liabilities—Net (-1.1%) | (1,916,246) | ||
Net Assets (100%) | 167,006,584 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $2,308,807,000. |
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 December 31, 2021, the aggregate value was $3,766,849,000, representing 2.3% 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 $2,488,074,000 was received for securities on loan, of which $2,451,167,000 is held in Vanguard Market Liquidity Fund and $36,907,000 is held in cash. |
ADR—American Depositary Receipt. | |
GDR—Global Depositary Receipt. | |
Ptg. Ctf.—Participating Certificates. | |
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 | March 2022 | 600 | 142,755 | 522 |
Euro Stoxx 50 Index | March 2022 | 9,890 | 482,762 | 12,643 |
FTSE 100 Index | March 2022 | 2,578 | 255,568 | 4,036 |
S&P ASX 200 Index | March 2022 | 1,364 | 182,275 | 1,656 |
S&P TSX 60 Index | March 2022 | 558 | 113,007 | 1,748 |
Topix Index | March 2022 | 1,966 | 340,457 | 3,865 |
24,470 |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
Bank of America, N.A. | 3/16/22 | AUD | 271,256 | USD | 192,920 | 4,471 | — |
HSBC Bank plc | 3/16/22 | CAD | 213,476 | USD | 168,075 | 659 | — |
Toronto-Dominion Bank | 3/16/22 | EUR | 266,134 | USD | 300,301 | 3,169 | — |
Morgan Stanley Capital Services Inc. | 3/16/22 | EUR | 258,034 | USD | 290,701 | 3,534 | — |
JPMorgan Chase Bank, N.A. | 3/16/22 | EUR | 100,626 | USD | 114,112 | 631 | — |
Toronto-Dominion Bank | 3/16/22 | GBP | 206,229 | USD | 272,680 | 6,367 | — |
Royal Bank of Canada | 3/16/22 | GBP | 12,572 | USD | 16,884 | 127 | — |
Royal Bank of Canada | 3/16/22 | JPY | 31,018,831 | USD | 272,845 | — | (3,009) |
Toronto-Dominion Bank | 3/16/22 | JPY | 1,973,000 | USD | 17,212 | — | (49) |
Barclays Bank plc | 3/16/22 | JPY | 1,134,970 | USD | 9,900 | — | (27) |
Morgan Stanley Capital Services Inc. | 3/16/22 | JPY | 1,120,000 | USD | 9,770 | — | (27) |
Toronto-Dominion Bank | 3/16/22 | USD | 21,537 | AUD | 30,215 | — | (451) |
State Street Bank & Trust Co. | 3/16/22 | USD | 95,887 | CAD | 123,598 | — | (1,807) |
Bank of America, N.A. | 3/16/22 | USD | 198,444 | CHF | 182,952 | — | (2,738) |
Bank of America, N.A. | 3/16/22 | USD | 12,344 | DKK | 81,202 | — | (107) |
Toronto-Dominion Bank | 3/16/22 | USD | 162,784 | EUR | 144,354 | — | (1,822) |
Royal Bank of Canada | 3/16/22 | USD | 162,643 | EUR | 144,354 | — | (1,963) |
State Street Bank & Trust Co. | 3/16/22 | USD | 127,831 | GBP | 96,521 | — | (2,771) |
Bank of America, N.A. | 3/16/22 | USD | 24,019 | JPY | 2,728,929 | 280 | — |
Bank of America, N.A. | 3/16/22 | USD | 1,138 | SEK | 10,330 | — | (6) |
19,238 | (14,777) |
AUD—Australian dollar. |
CAD—Canadian dollar. |
CHF—Swiss franc. |
DKK—Danish krone. |
EUR—euro. |
GBP—British pound. |
JPY—Japanese yen. |
SEK—Swedish krona. |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $127,204,929) | 165,588,507 |
Affiliated Issuers (Cost $3,333,968) | 3,334,323 |
Total Investments in Securities | 168,922,830 |
Investment in Vanguard | 5,234 |
Cash | 36,907 |
Cash Collateral Pledged—Futures Contracts | 95,902 |
Cash Collateral Pledged—Forward Currency Contracts | 7,210 |
Foreign Currency, at Value (Cost $84,520) | 85,127 |
Receivables for Investment Securities Sold | 132,417 |
Receivables for Accrued Income | 431,315 |
Receivables for Capital Shares Issued | 65,596 |
Unrealized Appreciation—Forward Currency Contracts | 19,238 |
Total Assets | 169,801,776 |
Liabilities | |
Due to Custodian | 98,400 |
Payables for Investment Securities Purchased | 37,641 |
Collateral for Securities on Loan | 2,488,074 |
Payables for Capital Shares Redeemed | 148,707 |
Payables to Vanguard | 3,744 |
Variation Margin Payable—Futures Contracts | 3,849 |
Unrealized Depreciation—Forward Currency Contracts | 14,777 |
Total Liabilities | 2,795,192 |
Net Assets | 167,006,584 |
Statement of Assets and Liabilities (continued) | |
At December 31, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 133,554,693 |
Total Distributable Earnings (Loss) | 33,451,891 |
Net Assets | 167,006,584 |
Investor Shares—Net Assets | |
Applicable to 2,880,626 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 36,675 |
Net Asset Value Per Share—Investor Shares | $12.73 |
ETF Shares—Net Assets | |
Applicable to 2,153,005,077 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 110,103,125 |
Net Asset Value Per Share—ETF Shares | $51.14 |
Admiral Shares—Net Assets | |
Applicable to 1,507,350,677 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 24,782,290 |
Net Asset Value Per Share—Admiral Shares | $16.44 |
Institutional Shares—Net Assets | |
Applicable to 924,393,560 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,218,616 |
Net Asset Value Per Share—Institutional Shares | $16.46 |
Institutional Plus Shares—Net Assets | |
Applicable to 655,426,574 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 16,865,878 |
Net Asset Value Per Share—Institutional Plus Shares | $25.73 |
Year Ended December 31, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 4,237,067 |
Interest2 | 860 |
Securities Lending—Net | 37,602 |
Total Income | 4,275,529 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 4,430 |
Management and Administrative—Investor Shares | 71 |
Management and Administrative—ETF Shares | 39,454 |
Management and Administrative—Admiral Shares | 13,792 |
Management and Administrative—Institutional Shares | 6,057 |
Management and Administrative—Institutional Plus Shares | 5,314 |
Marketing and Distribution—Investor Shares | 4 |
Marketing and Distribution—ETF Shares | 2,647 |
Marketing and Distribution—Admiral Shares | 981 |
Marketing and Distribution—Institutional Shares | 497 |
Marketing and Distribution—Institutional Plus Shares | 254 |
Custodian Fees | 4,650 |
Auditing Fees | 63 |
Shareholders’ Reports—Investor Shares | 1 |
Shareholders’ Reports—ETF Shares | 2,253 |
Shareholders’ Reports—Admiral Shares | 322 |
Shareholders’ Reports—Institutional Shares | 109 |
Shareholders’ Reports—Institutional Plus Shares | 105 |
Trustees’ Fees and Expenses | 43 |
Total Expenses | 81,047 |
Net Investment Income | 4,194,482 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 531,971 |
Futures Contracts | 276,855 |
Forward Currency Contracts | (59,906) |
Foreign Currencies | (22,487) |
Realized Net Gain (Loss) | 726,433 |
Statement of Operations (continued) | |
Year Ended December 31, 2021 | |
($000) | |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 11,328,047 |
Futures Contracts | 14,015 |
Forward Currency Contracts | (34,634) |
Foreign Currencies | (14,242) |
Change in Unrealized Appreciation (Depreciation) | 11,293,186 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 16,214,101 |
1 | Dividends are net of foreign withholding taxes of $398,749,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $830,000, ($158,000), $20,000, and ($236,000), respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $1,103,312,000 of net gain (loss) resulting from in-kind redemptions. |
Year Ended December 31, | ||
2021 ($000) | 2020 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 4,194,482 | 2,849,838 |
Realized Net Gain (Loss) | 726,433 | 217,803 |
Change in Unrealized Appreciation (Depreciation) | 11,293,186 | 9,327,582 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 16,214,101 | 12,395,223 |
Distributions | ||
Investor Shares | (1,404) | (1,037) |
ETF Shares | (3,293,465) | (1,769,743) |
Admiral Shares | (750,682) | (431,441) |
Institutional Shares | (476,451) | (284,063) |
Institutional Plus Shares | (528,259) | (317,398) |
Total Distributions | (5,050,261) | (2,803,682) |
Capital Share Transactions | ||
Investor Shares | (16,666) | (13,254) |
ETF Shares | 15,456,013 | 3,023,570 |
Admiral Shares | 1,864,044 | (355,665) |
Institutional Shares | 47,662 | 474,063 |
Institutional Plus Shares | 106,182 | 470,744 |
Net Increase (Decrease) from Capital Share Transactions | 17,457,235 | 3,599,458 |
Total Increase (Decrease) | 28,621,075 | 13,190,999 |
Net Assets | ||
Beginning of Period | 138,385,509 | 125,194,510 |
End of Period | 167,006,584 | 138,385,509 |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $11.79 | $10.95 | $9.26 | $11.16 | $9.09 |
Investment Operations | |||||
Net Investment Income1 | .331 | .235 | .361 | .312 | .284 |
Net Realized and Unrealized Gain (Loss) on Investments | .996 | .834 | 1.651 | (1.914) | 2.086 |
Total from Investment Operations | 1.327 | 1.069 | 2.012 | (1.602) | 2.370 |
Distributions | |||||
Dividends from Net Investment Income | (.387) | (.229) | (.322) | (.298) | (.300) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.387) | (.229) | (.322) | (.298) | (.300) |
Net Asset Value, End of Period | $12.73 | $11.79 | $10.95 | $9.26 | $11.16 |
Total Return2 | 11.35% | 10.11% | 21.96% | -14.56% | 26.31% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $37 | $49 | $59 | $731 | $950 |
Ratio of Total Expenses to Average Net Assets | 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |
Ratio of Net Investment Income to Average Net Assets | 2.61% | 2.34% | 3.56% | 2.89% | 2.71% |
Portfolio Turnover Rate3 | 3% | 3% | 2% | 3% | 3% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $47.36 | $43.98 | $37.20 | $44.83 | $36.51 |
Investment Operations | |||||
Net Investment Income1 | 1.370 | .982 | 1.289 | 1.291 | 1.166 |
Net Realized and Unrealized Gain (Loss) on Investments | 4.024 | 3.363 | 6.831 | (7.677) | 8.397 |
Total from Investment Operations | 5.394 | 4.345 | 8.120 | (6.386) | 9.563 |
Distributions | |||||
Dividends from Net Investment Income | (1.614) | (.965) | (1.340) | (1.244) | (1.243) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (1.614) | (.965) | (1.340) | (1.244) | (1.243) |
Net Asset Value, End of Period | $51.14 | $47.36 | $43.98 | $37.20 | $44.83 |
Total Return | 11.49% | 10.29% | 22.08% | -14.47% | 26.44% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $110,103 | $87,578 | $78,752 | $65,139 | $68,406 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.69% | 2.43% | 3.13% | 3.00% | 2.81% |
Portfolio Turnover Rate2 | 3% | 3% | 2% | 3% | 3% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $15.23 | $14.14 | $11.96 | $14.41 | $11.74 |
Investment Operations | |||||
Net Investment Income1 | .438 | .313 | .410 | .412 | .375 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.287 | 1.085 | 2.198 | (2.464) | 2.695 |
Total from Investment Operations | 1.725 | 1.398 | 2.608 | (2.052) | 3.070 |
Distributions | |||||
Dividends from Net Investment Income | (.515) | (.308) | (.428) | (.398) | (.400) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.515) | (.308) | (.428) | (.398) | (.400) |
Net Asset Value, End of Period | $16.44 | $15.23 | $14.14 | $11.96 | $14.41 |
Total Return2 | 11.43% | 10.26% | 22.05% | -14.46% | 26.40% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $24,782 | $21,207 | $20,143 | $15,209 | $15,180 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.68% | 2.41% | 3.10% | 2.98% | 2.81% |
Portfolio Turnover Rate3 | 3% | 3% | 2% | 3% | 3% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $15.25 | $14.16 | $11.97 | $14.43 | $11.75 |
Investment Operations | |||||
Net Investment Income1 | .442 | .315 | .417 | .416 | .379 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.287 | 1.086 | 2.205 | (2.475) | 2.701 |
Total from Investment Operations | 1.729 | 1.401 | 2.622 | (2.059) | 3.080 |
Distributions | |||||
Dividends from Net Investment Income | (.519) | (.311) | (.432) | (.401) | (.400) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.519) | (.311) | (.432) | (.401) | (.400) |
Net Asset Value, End of Period | $16.46 | $15.25 | $14.16 | $11.97 | $14.43 |
Total Return | 11.44% | 10.27% | 22.14% | -14.49% | 26.46% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $15,219 | $14,020 | $12,449 | $10,361 | $11,998 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 2.70% | 2.42% | 3.15% | 3.00% | 2.82% |
Portfolio Turnover Rate2 | 3% | 3% | 2% | 3% | 3% |
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 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | |
Net Asset Value, Beginning of Period | $23.83 | $22.13 | $18.72 | $22.56 | $18.37 |
Investment Operations | |||||
Net Investment Income1 | .693 | .495 | .647 | .643 | .597 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.022 | 1.693 | 3.439 | (3.855) | 4.223 |
Total from Investment Operations | 2.715 | 2.188 | 4.086 | (3.212) | 4.820 |
Distributions | |||||
Dividends from Net Investment Income | (.815) | (.488) | (.676) | (.628) | (.630) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.815) | (.488) | (.676) | (.628) | (.630) |
Net Asset Value, End of Period | $25.73 | $23.83 | $22.13 | $18.72 | $22.56 |
Total Return | 11.49% | 10.27% | 22.07% | -14.45% | 26.49% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $16,866 | $15,531 | $13,790 | $9,265 | $10,102 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.71% | 2.43% | 3.12% | 3.01% | 2.83% |
Portfolio Turnover Rate2 | 3% | 3% | 2% | 3% | 3% |
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 | 15,721,535 | 149,787,629 | 79,343 | 165,588,507 |
Temporary Cash Investments | 3,334,323 | — | — | 3,334,323 |
Total | 19,055,858 | 149,787,629 | 79,343 | 168,922,830 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 24,470 | — | — | 24,470 |
Forward Currency Contracts | — | 19,238 | — | 19,238 |
Total | 24,470 | 19,238 | — | 43,708 |
Liabilities | ||||
Forward Currency Contracts | — | 14,777 | — | 14,777 |
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 December 31, 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 | 24,470 | — | 24,470 |
Unrealized Appreciation—Forward Currency Contracts | — | 19,238 | 19,238 |
Total Assets | 24,470 | 19,238 | 43,708 |
Unrealized Depreciation—Forward Currency Contracts | — | 14,777 | 14,777 |
Total Liabilities | — | 14,777 | 14,777 |
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. |
Realized Net Gain (Loss) on Derivatives | Equity Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | 276,855 | — | 276,855 |
Forward Currency Contracts | — | (59,906) | (59,906) |
Realized Net Gain (Loss) on Derivatives | 276,855 | (59,906) | 216,949 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | 14,015 | — | 14,015 |
Forward Currency Contracts | — | (34,634) | (34,634) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 14,015 | (34,634) | (20,619) |
E. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions, foreign currency transactions, and passive foreign investment companies were reclassified between the following accounts: |
Amount ($000) | |
Paid-in Capital | 1,081,677 |
Total Distributable Earnings (Loss) | (1,081,677) |
Amount ($000) | |
Undistributed Ordinary Income | 75,980 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (3,577,062) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 36,952,973 |
Year Ended December 31, | ||
2021 Amount ($000) | 2020 Amount ($000) | |
Ordinary Income* | 5,050,261 | 2,803,682 |
Long-Term Capital Gains | — | — |
Total | 5,050,261 | 2,803,682 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 131,982,062 |
Gross Unrealized Appreciation | 51,711,005 |
Gross Unrealized Depreciation | (14,763,075) |
Net Unrealized Appreciation (Depreciation) | 36,947,930 |
F. | During the year ended December 31, 2021, the fund purchased $23,874,328,000 of investment securities and sold $6,725,083,000 of investment securities, other than temporary cash investments. Purchases and sales include $12,353,721,000 and $1,968,896,000, 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: |
Year Ended December 31, | |||||
2021 | 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 8,102 | 645 | 8,465 | 868 | |
Issued in Lieu of Cash Distributions | 1,404 | 112 | 1,037 | 103 | |
Redeemed | (26,172) | (2,048) | (22,756) | (2,213) | |
Net Increase (Decrease)—Investor Shares | (16,666) | (1,291) | (13,254) | (1,242) | |
ETF Shares | |||||
Issued | 15,456,013 | 303,914 | 5,546,171 | 128,480 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | — | — | (2,522,601) | (70,000) | |
Net Increase (Decrease)—ETF Shares | 15,456,013 | 303,914 | 3,023,570 | 58,480 | |
Admiral Shares | |||||
Issued | 5,398,666 | 330,877 | 5,693,782 | 462,836 | |
Issued in Lieu of Cash Distributions | 592,710 | 36,704 | 338,012 | 25,835 | |
Redeemed | (4,127,332) | (252,978) | (6,387,459) | (520,543) | |
Net Increase (Decrease)—Admiral Shares | 1,864,044 | 114,603 | (355,665) | (31,872) | |
Institutional Shares | |||||
Issued | 3,635,178 | 223,000 | 3,233,752 | 253,662 | |
Issued in Lieu of Cash Distributions | 436,044 | 26,962 | 257,784 | 19,654 | |
Redeemed | (4,023,560) | (245,046) | (3,017,473) | (233,104) | |
Net Increase (Decrease)—Institutional Shares | 47,662 | 4,916 | 474,063 | 40,212 | |
Institutional Plus Shares | |||||
Issued | 4,068,197 | 157,723 | 2,646,526 | 131,406 | |
Issued in Lieu of Cash Distributions | 498,151 | 19,715 | 301,006 | 14,700 | |
Redeemed | (4,460,166) | (173,701) | (2,476,788) | (117,555) | |
Net Increase (Decrease)—Institutional Plus Shares | 106,182 | 3,737 | 470,744 | 28,551 |
H. | Management has determined that no events or transactions occurred subsequent to December 31, 2021, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 17, 2022
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
John T. Marcante | Lauren Valente |
Chris D. Mclsaac |
All rights reserved.
U.S. Patent Nos. 6,879,964
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert.
All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2021: $155,000
Fiscal Year Ended December 31, 2020: $154,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2021: $11,244,694
Fiscal Year Ended December 31, 2020: $10,761,407
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2021: $2,955,181
Fiscal Year Ended December 31, 2020: $2,915,863
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2021: $2,047,574
Fiscal Year Ended December 31, 2020: $247,168
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2021: $280,000
Fiscal Year Ended December 31, 2020: $115,000
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement were not performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2021: $2,327,574
Fiscal Year Ended December 31, 2020: $362,168
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
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. There were no 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) | Code of Ethics filed herewith. |
(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: February 18, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: February 18, 2022
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN CHIEF FINANCIAL OFFICER |
Date: February 18, 2022
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on November 29, 2021 (see File Number 33-64845), a Power of Attorney filed on October 12, 2021 (see File Number 33-23444), and a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.