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, 2022—June 30, 2022
Item 1: Reports to Shareholders
![](https://capedge.com/proxy/N-CSRS/0001104659-22-095451/img48a756bd1.jpg)
Vanguard Tax-Managed Balanced Fund |
Vanguard Tax-Managed Capital Appreciation Fund |
Vanguard Tax-Managed Small-Cap Fund |
About Your Fund's Expenses | 1 |
Tax-Managed Balanced Fund | 3 |
Tax-Managed Capital Appreciation Fund | 62 |
Tax-Managed Small-Cap Fund | 80 |
Trustees Approve Advisory Arrangements | 96 |
Liquidity Risk Management | 97 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $858.20 | $0.41 |
Tax-Managed Capital Appreciation Fund | |||
Admiral™ Shares | $1,000.00 | $790.90 | $0.40 |
Institutional Shares | 1,000.00 | 791.00 | 0.27 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $811.50 | $0.40 |
Institutional Shares | 1,000.00 | 811.70 | 0.27 |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Hypothetical 5% Yearly Return | |||
Tax-Managed Balanced Fund | $1,000.00 | $1,024.35 | $0.45 |
Tax-Managed Capital Appreciation Fund | |||
Admiral Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Tax-Managed Small-Cap Fund | |||
Admiral Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Investment Exposure | |
Basic Materials | 0.8% |
Consumer Discretionary | 6.5 |
Consumer Staples | 2.8 |
Energy | 2.0 |
Financials | 5.1 |
Health Care | 6.6 |
Industrials | 6.0 |
Real Estate | 1.5 |
Technology | 12.3 |
Telecommunications | 1.3 |
Utilities | 1.7 |
Tax-Exempt Municipal Bonds | 53.4 |
Shares | Market Value• ($000) | |||||
Common Stocks (46.5%) | ||||||
Basic Materials (0.8%) | ||||||
Linde plc | 50,500 | 14,520 | ||||
Newmont Corp. | 79,841 | 4,764 | ||||
Ecolab Inc. | 30,866 | 4,746 | ||||
Air Products and Chemicals Inc. | 19,099 | 4,593 | ||||
Freeport-McMoRan Inc. | 141,389 | 4,137 | ||||
Alcoa Corp. | 70,034 | 3,192 | ||||
Albemarle Corp. | 10,400 | 2,173 | ||||
Element Solutions Inc. | 120,371 | 2,143 | ||||
Dow Inc. | 36,222 | 1,869 | ||||
International Flavors & Fragrances Inc. | 14,785 | 1,761 | ||||
Celanese Corp. | 14,628 | 1,720 | ||||
�� | CF Industries Holdings Inc. | 16,859 | 1,445 | |||
Nucor Corp. | 13,700 | 1,430 | ||||
Reliance Steel & Aluminum Co. | 6,900 | 1,172 | ||||
Avery Dennison Corp. | 6,958 | 1,126 | ||||
Fastenal Co. | 21,246 | 1,061 | ||||
FMC Corp. | 9,098 | 974 | ||||
Westlake Corp. | 9,894 | 970 | ||||
* | Cleveland-Cliffs Inc. | 61,000 | 938 | |||
Mosaic Co. | 18,068 | 853 | ||||
Huntsman Corp. | 27,900 | 791 | ||||
Eastman Chemical Co. | 7,819 | 702 | ||||
Ashland Global Holdings Inc. | 6,198 | 639 | ||||
LyondellBasell Industries NV Class A | 5,638 | 493 | ||||
Valvoline Inc. | 17,015 | 491 | ||||
Royal Gold Inc. | 3,900 | 417 | ||||
Scotts Miracle-Gro Co. | 4,442 | 351 | ||||
United States Steel Corp. | 18,000 | 322 | ||||
Timken Co. | 5,841 | 310 | ||||
Steel Dynamics Inc. | 4,100 | 271 | ||||
NewMarket Corp. | 890 | 268 | ||||
* | MP Materials Corp. | 4,800 | 154 | |||
60,796 | ||||||
Consumer Discretionary (6.5%) | ||||||
* | Amazon.com Inc. | 889,220 | 94,444 | |||
* | Tesla Inc. | 84,220 | 56,715 | |||
Home Depot Inc. | 104,969 | 28,790 | ||||
Costco Wholesale Corp. | 46,842 | 22,450 | ||||
* | Walt Disney Co. | 181,229 | 17,108 | |||
Walmart Inc. | 137,323 | 16,696 | ||||
McDonald's Corp. | 66,536 | 16,426 | ||||
NIKE Inc. Class B | 135,111 | 13,808 | ||||
Lowe's Cos. Inc. | 76,412 | 13,347 | ||||
Starbucks Corp. | 113,970 | 8,706 | ||||
Estee Lauder Cos. Inc. Class A | 33,569 | 8,549 | ||||
* | Netflix Inc. | 43,551 | 7,616 | |||
Activision Blizzard Inc. | 86,315 | 6,720 | ||||
* | Booking Holdings Inc. | 3,778 | 6,608 | |||
Dollar General Corp. | 25,991 | 6,379 | ||||
* | O'Reilly Automotive Inc. | 9,503 | 6,004 | |||
TJX Cos. Inc. | 106,628 | 5,955 | ||||
Target Corp. | 41,925 | 5,921 | ||||
* | AutoZone Inc. | 2,594 | 5,575 | |||
* | General Motors Co. | 144,686 | 4,595 | |||
* | Lululemon Athletica Inc. | 15,881 | 4,329 | |||
* | Chipotle Mexican Grill Inc. | 3,292 | 4,304 | |||
* | Dollar Tree Inc. | 27,452 | 4,278 |
Shares | Market Value• ($000) | |||||
* | Uber Technologies Inc. | 189,104 | 3,869 | |||
* | Copart Inc. | 35,413 | 3,848 | |||
Electronic Arts Inc. | 30,973 | 3,768 | ||||
Marriott International Inc. Class A | 27,645 | 3,760 | ||||
Yum! Brands Inc. | 31,728 | 3,601 | ||||
Hilton Worldwide Holdings Inc. | 30,445 | 3,393 | ||||
* | Southwest Airlines Co. | 91,354 | 3,300 | |||
Ford Motor Co. | 283,200 | 3,152 | ||||
* | Warner Bros Discovery Inc. | 234,422 | 3,146 | |||
eBay Inc. | 70,733 | 2,947 | ||||
Lennar Corp. Class A | 39,160 | 2,764 | ||||
* | Aptiv plc | 29,624 | 2,639 | |||
DR Horton Inc. | 37,302 | 2,469 | ||||
Ross Stores Inc. | 35,144 | 2,468 | ||||
Tractor Supply Co. | 12,514 | 2,426 | ||||
* | Capri Holdings Ltd. | 59,100 | 2,424 | |||
* | CarMax Inc. | 26,265 | 2,376 | |||
* | Airbnb Inc. Class A | 26,400 | 2,352 | |||
* | Ulta Beauty Inc. | 5,996 | 2,311 | |||
* | NVR Inc. | 569 | 2,278 | |||
* | Take-Two Interactive Software Inc. | 18,064 | 2,213 | |||
Paramount Global Class B | 85,773 | 2,117 | ||||
Advance Auto Parts Inc. | 10,965 | 1,898 | ||||
* | Trade Desk Inc. Class A | 43,953 | 1,841 | |||
* | AutoNation Inc. | 16,312 | 1,823 | |||
LKQ Corp. | 36,460 | 1,790 | ||||
* | Live Nation Entertainment Inc. | 21,145 | 1,746 | |||
Yum China Holdings Inc. | 35,756 | 1,734 | ||||
Domino's Pizza Inc. | 4,261 | 1,661 | ||||
MGM Resorts International | 57,046 | 1,651 | ||||
* | Delta Air Lines Inc. | 52,100 | 1,509 | |||
Best Buy Co. Inc. | 21,906 | 1,428 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 21,777 | 1,382 | |||
AMERCO | 2,887 | 1,381 | ||||
Service Corp. International | 19,876 | 1,374 | ||||
* | United Airlines Holdings Inc. | 37,444 | 1,326 | |||
Lear Corp. | 10,522 | 1,325 | ||||
* | Spotify Technology SA | 13,409 | 1,258 | |||
* | ROBLOX Corp. Class A | 37,400 | 1,229 | |||
Sirius XM Holdings Inc. | 196,880 | 1,207 | ||||
VF Corp. | 26,400 | 1,166 | ||||
Gentex Corp. | 39,660 | 1,109 | ||||
* | Expedia Group Inc. | 11,209 | 1,063 | |||
* | Burlington Stores Inc. | 7,603 | 1,036 | |||
Toll Brothers Inc. | 22,801 | 1,017 | ||||
* | Skechers USA Inc. Class A | 28,459 | 1,013 | |||
PulteGroup Inc. | 25,300 | 1,003 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 88,700 | 986 | |||
News Corp. Class A | 62,267 | 970 | ||||
* | Alaska Air Group Inc. | 23,400 | 937 | |||
Garmin Ltd. | 8,970 | 881 | ||||
* | Etsy Inc. | 11,895 | 871 | |||
* | Floor & Decor Holdings Inc. Class A | 13,773 | 867 | |||
Rollins Inc. | 23,436 | 818 | ||||
PVH Corp. | 14,290 | 813 | ||||
Tempur Sealy International Inc. | 37,140 | 794 | ||||
Williams-Sonoma Inc. | 7,089 | 787 | ||||
* | American Airlines Group Inc. | 61,900 | 785 | |||
Thor Industries Inc. | 9,533 | 712 | ||||
Harley-Davidson Inc. | 22,100 | 700 |
Shares | Market Value• ($000) | |||||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 19,357 | 698 | |||
* | GameStop Corp. Class A | 5,700 | 697 | |||
* | Las Vegas Sands Corp. | 20,600 | 692 | |||
* | Under Armour Inc. Class C | 89,592 | 679 | |||
* | Lucid Group Inc. | 39,500 | 678 | |||
* | Terminix Global Holdings Inc. | 16,325 | 664 | |||
Dick's Sporting Goods Inc. | 8,512 | 642 | ||||
* | Penn National Gaming Inc. | 20,700 | 630 | |||
Fox Corp. Class B | 20,400 | 606 | ||||
* | Five Below Inc. | 5,244 | 595 | |||
* | IAA Inc. | 17,878 | 586 | |||
* | AMC Entertainment Holdings Inc. Class A | 42,900 | 581 | |||
BorgWarner Inc. | 17,234 | 575 | ||||
* | Planet Fitness Inc. Class A | 8,000 | 544 | |||
Whirlpool Corp. | 3,182 | 493 | ||||
* | Carnival Corp. | 54,600 | 472 | |||
Wendy's Co. | 24,919 | 470 | ||||
* | Lyft Inc. Class A | 32,900 | 437 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 11,800 | 425 | |||
Pool Corp. | 1,184 | 416 | ||||
* | Madison Square Garden Sports Corp. | 2,748 | 415 | |||
Aramark | 13,199 | 404 | ||||
* | Rivian Automotive Inc. Class A | 14,897 | 383 | |||
* | Wynn Resorts Ltd. | 6,599 | 376 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 6,100 | 358 | |||
* | Grand Canyon Education Inc. | 3,737 | 352 | |||
* | Mattel Inc. | 15,775 | 352 | |||
* | Wayfair Inc. Class A | 7,568 | 330 | |||
Fox Corp. Class A | 10,200 | 328 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 5,563 | 323 | |||
Lennar Corp. Class B | 5,464 | 321 | ||||
* | TripAdvisor Inc. | 17,991 | 320 | |||
* | Royal Caribbean Cruises Ltd. | 8,832 | 308 | |||
* | DraftKings Inc. Class A | 26,000 | 303 | |||
Vail Resorts Inc. | 1,300 | 283 | ||||
Ralph Lauren Corp. | 3,073 | 276 | ||||
* | Bright Horizons Family Solutions Inc. | 3,166 | 268 | |||
* | JetBlue Airways Corp. | 31,108 | 260 | |||
New York Times Co. Class A | 8,914 | 249 | ||||
* | Hyatt Hotels Corp. Class A | 3,344 | 247 | |||
* | Peloton Interactive Inc. Class A | 26,036 | 239 | |||
Nielsen Holdings plc | 10,100 | 235 | ||||
* | Hertz Global Holdings Inc. | 10,700 | 170 | |||
Hasbro Inc. | 1,600 | 131 | ||||
Nexstar Media Group Inc. Class A | 800 | 130 | ||||
* | Under Armour Inc. Class A | 15,600 | 130 | |||
Columbia Sportswear Co. | 1,683 | 120 | ||||
Darden Restaurants Inc. | 880 | 100 | ||||
* | Copa Holdings SA Class A | 1,462 | 93 | |||
* | Carvana Co. | 4,031 | 91 | |||
* | Caesars Entertainment Inc. | 1,900 | 73 | |||
Hanesbrands Inc. | 6,700 | 69 | ||||
Wyndham Hotels & Resorts Inc. | 1,038 | 68 | ||||
* | Playtika Holding Corp. | 5,100 | 68 | |||
Choice Hotels International Inc. | 444 | 50 | ||||
494,638 | ||||||
Consumer Staples (2.8%) | ||||||
Procter & Gamble Co. | 242,251 | 34,833 | ||||
Coca-Cola Co. | 364,081 | 22,904 | ||||
PepsiCo Inc. | 136,299 | 22,716 | ||||
CVS Health Corp. | 117,445 | 10,882 | ||||
Mondelez International Inc. Class A | 159,388 | 9,896 | ||||
Colgate-Palmolive Co. | 104,741 | 8,394 | ||||
Kroger Co. | 146,534 | 6,935 | ||||
* | Monster Beverage Corp. | 65,123 | 6,037 | |||
Philip Morris International Inc. | 58,903 | 5,816 | ||||
Kellogg Co. | 75,601 | 5,393 | ||||
McKesson Corp. | 15,695 | 5,120 | ||||
Constellation Brands Inc. Class A | 19,643 | 4,578 |
Shares | Market Value• ($000) | |||||
Corteva Inc. | 75,255 | 4,074 | ||||
Archer-Daniels-Midland Co. | 51,573 | 4,002 | ||||
Kimberly-Clark Corp. | 28,821 | 3,895 | ||||
General Mills Inc. | 48,414 | 3,653 | ||||
Hershey Co. | 16,603 | 3,572 | ||||
Sysco Corp. | 38,967 | 3,301 | ||||
Church & Dwight Co. Inc. | 35,278 | 3,269 | ||||
McCormick & Co. Inc. (Non-Voting) | 36,470 | 3,036 | ||||
Campbell Soup Co. | 58,400 | 2,806 | ||||
Tyson Foods Inc. Class A | 30,613 | 2,635 | ||||
Walgreens Boots Alliance Inc. | 64,118 | 2,430 | ||||
Molson Coors Beverage Co. Class B | 42,400 | 2,311 | ||||
* | Grocery Outlet Holding Corp. | 52,300 | 2,230 | |||
* | Post Holdings Inc. | 27,005 | 2,224 | |||
Keurig Dr Pepper Inc. | 62,282 | 2,204 | ||||
Conagra Brands Inc. | 63,018 | 2,158 | ||||
Kraft Heinz Co. | 56,229 | 2,145 | ||||
Brown-Forman Corp. Class A | 31,619 | 2,139 | ||||
Brown-Forman Corp. Class B | 30,438 | 2,136 | ||||
Hormel Foods Corp. | 44,784 | 2,121 | ||||
AmerisourceBergen Corp. | 14,106 | 1,996 | ||||
Altria Group Inc. | 37,080 | 1,549 | ||||
J M Smucker Co. | 11,951 | 1,530 | ||||
Clorox Co. | 10,000 | 1,410 | ||||
* | Darling Ingredients Inc. | 16,400 | 981 | |||
* | Pilgrim's Pride Corp. | 31,100 | 971 | |||
* | US Foods Holding Corp. | 27,376 | 840 | |||
Seaboard Corp. | 189 | 734 | ||||
Lamb Weston Holdings Inc. | 9,800 | 700 | ||||
Casey's General Stores Inc. | 3,314 | 613 | ||||
Ingredion Inc. | 6,341 | 559 | ||||
Bunge Ltd. | 5,200 | 472 | ||||
Reynolds Consumer Products Inc. | 12,100 | 330 | ||||
* | Boston Beer Co. Inc. Class A | 900 | 273 | |||
* | Freshpet Inc. | 4,500 | 233 | |||
* | Olaplex Holdings Inc. | 873 | 12 | |||
213,048 | ||||||
Energy (2.0%) | ||||||
Exxon Mobil Corp. | 323,778 | 27,728 | ||||
Chevron Corp. | 158,142 | 22,896 | ||||
Devon Energy Corp. | 214,218 | 11,806 | ||||
ConocoPhillips | 108,540 | 9,748 | ||||
Continental Resources Inc. | 119,715 | 7,823 | ||||
Occidental Petroleum Corp. | 88,690 | 5,222 | ||||
Marathon Oil Corp. | 225,300 | 5,065 | ||||
Schlumberger NV | 130,300 | 4,660 | ||||
EOG Resources Inc. | 41,056 | 4,534 | ||||
Cheniere Energy Inc. | 31,747 | 4,223 | ||||
Marathon Petroleum Corp. | 48,458 | 3,984 | ||||
Diamondback Energy Inc. | 29,914 | 3,624 | ||||
Pioneer Natural Resources Co. | 15,691 | 3,500 | ||||
Valero Energy Corp. | 28,900 | 3,072 | ||||
Halliburton Co. | 95,430 | 2,993 | ||||
Hess Corp. | 25,949 | 2,749 | ||||
Coterra Energy Inc. | 101,672 | 2,622 | ||||
Phillips 66 | 31,975 | 2,622 | ||||
EQT Corp. | 72,232 | 2,485 | ||||
* | Range Resources Corp. | 99,510 | 2,463 | |||
* | Enphase Energy Inc. | 11,500 | 2,245 | |||
ChampionX Corp. | 99,308 | 1,971 | ||||
Baker Hughes Co. | 64,147 | 1,852 | ||||
Murphy Oil Corp. | 59,729 | 1,803 | ||||
Texas Pacific Land Corp. | 1,100 | 1,637 | ||||
ONEOK Inc. | 28,464 | 1,580 | ||||
NOV Inc. | 87,400 | 1,478 | ||||
* | First Solar Inc. | 17,966 | 1,224 | |||
Williams Cos. Inc. | 36,405 | 1,136 | ||||
* | Southwestern Energy Co. | 156,000 | 975 | |||
HF Sinclair Corp. | 20,892 | 943 |
Shares | Market Value• ($000) | |||||
* | Antero Resources Corp. | 23,700 | 726 | |||
Targa Resources Corp. | 12,000 | 716 | ||||
APA Corp. | 20,000 | 698 | ||||
Kinder Morgan Inc. | 33,300 | 558 | ||||
* | Plug Power Inc. | 33,600 | 557 | |||
DT Midstream Inc. | 8,587 | 421 | ||||
Ovintiv Inc. | 6,000 | 265 | ||||
* | ChargePoint Holdings Inc. | 8,400 | 115 | |||
154,719 | ||||||
Financials (5.1%) | ||||||
* | Berkshire Hathaway Inc. Class B | 219,362 | 59,890 | |||
JPMorgan Chase & Co. | 287,472 | 32,372 | ||||
Bank of America Corp. | 797,988 | 24,841 | ||||
Wells Fargo & Co. | 342,759 | 13,426 | ||||
S&P Global Inc. | 38,135 | 12,854 | ||||
Morgan Stanley | 142,641 | 10,849 | ||||
Goldman Sachs Group Inc. | 31,993 | 9,503 | ||||
Charles Schwab Corp. | 143,457 | 9,064 | ||||
Citigroup Inc. | 188,000 | 8,646 | ||||
Chubb Ltd. | 40,099 | 7,883 | ||||
Marsh & McLennan Cos. Inc. | 49,821 | 7,735 | ||||
Progressive Corp. | 64,645 | 7,516 | ||||
Aon plc Class A | 27,728 | 7,478 | ||||
BlackRock Inc. | 10,561 | 6,432 | ||||
CME Group Inc. | 30,418 | 6,227 | ||||
PNC Financial Services Group Inc. | 37,095 | 5,852 | ||||
* | SVB Financial Group | 14,756 | 5,828 | |||
Intercontinental Exchange Inc. | 55,426 | 5,212 | ||||
Truist Financial Corp. | 109,424 | 5,190 | ||||
US Bancorp | 101,700 | 4,680 | ||||
Moody's Corp. | 16,798 | 4,569 | ||||
Loews Corp. | 75,457 | 4,472 | ||||
First Republic Bank | 30,426 | 4,387 | ||||
Webster Financial Corp. | 102,257 | 4,310 | ||||
Allstate Corp. | 30,822 | 3,906 | ||||
* | Markel Corp. | 2,980 | 3,854 | |||
Travelers Cos. Inc. | 22,581 | 3,819 | ||||
MFA Financial Inc. | 350,070 | 3,763 | ||||
Pinnacle Financial Partners Inc. | 48,700 | 3,521 | ||||
MSCI Inc. | 8,302 | 3,422 | ||||
Aflac Inc. | 57,474 | 3,181 | ||||
MetLife Inc. | 50,516 | 3,172 | ||||
Blackstone Inc. | 34,600 | 3,157 | ||||
* | Arch Capital Group Ltd. | 65,827 | 2,994 | |||
Willis Towers Watson plc | 15,010 | 2,963 | ||||
Bank of New York Mellon Corp. | 67,629 | 2,821 | ||||
* | Alleghany Corp. | 3,333 | 2,777 | |||
M&T Bank Corp. | 17,300 | 2,757 | ||||
Assured Guaranty Ltd. | 43,927 | 2,451 | ||||
American International Group Inc. | 47,800 | 2,444 | ||||
Ameriprise Financial Inc. | 9,883 | 2,349 | ||||
Discover Financial Services | 23,903 | 2,261 | ||||
First Citizens BancShares Inc. Class A | 3,400 | 2,223 | ||||
* | Brighthouse Financial Inc. | 52,982 | 2,173 | |||
Hartford Financial Services Group Inc. | 31,442 | 2,057 | ||||
W R Berkley Corp. | 28,873 | 1,971 | ||||
Arthur J Gallagher & Co. | 10,997 | 1,793 | ||||
Citizens Financial Group Inc. | 47,781 | 1,705 | ||||
Fifth Third Bancorp | 50,575 | 1,699 | ||||
State Street Corp. | 26,969 | 1,663 | ||||
FactSet Research Systems Inc. | 4,244 | 1,632 | ||||
Globe Life Inc. | 16,679 | 1,626 | ||||
Wintrust Financial Corp. | 19,700 | 1,579 | ||||
Zions Bancorp NA | 30,699 | 1,563 | ||||
East West Bancorp Inc. | 23,855 | 1,546 | ||||
Raymond James Financial Inc. | 17,151 | 1,533 | ||||
Brown & Brown Inc. | 26,238 | 1,531 | ||||
White Mountains Insurance Group Ltd. | 1,198 | 1,493 | ||||
Voya Financial Inc. | 24,712 | 1,471 |
Shares | Market Value• ($000) | |||||
T. Rowe Price Group Inc. | 12,074 | 1,372 | ||||
Reinsurance Group of America Inc. | 11,595 | 1,360 | ||||
Regions Financial Corp. | 66,902 | 1,254 | ||||
Nasdaq Inc. | 8,023 | 1,224 | ||||
Ally Financial Inc. | 35,254 | 1,181 | ||||
Prudential Financial Inc. | 11,212 | 1,073 | ||||
KKR & Co. Inc. | 22,800 | 1,055 | ||||
Assurant Inc. | 5,942 | 1,027 | ||||
* | Credit Acceptance Corp. | 2,161 | 1,023 | |||
Hanover Insurance Group Inc. | 6,939 | 1,015 | ||||
KeyCorp | 57,018 | 982 | ||||
Broadridge Financial Solutions Inc. | 6,831 | 974 | ||||
MarketAxess Holdings Inc. | 3,631 | 930 | ||||
Cboe Global Markets Inc. | 7,925 | 897 | ||||
Commerce Bancshares Inc. | 12,959 | 851 | ||||
Cincinnati Financial Corp. | 7,091 | 844 | ||||
Popular Inc. | 10,841 | 834 | ||||
* | Coinbase Global Inc. Class A | 16,500 | 776 | |||
Lincoln National Corp. | 16,530 | 773 | ||||
Everest Re Group Ltd. | 2,700 | 757 | ||||
LPL Financial Holdings Inc. | 4,000 | 738 | ||||
Apollo Global Management Inc. | 15,074 | 731 | ||||
RenaissanceRe Holdings Ltd. | 4,651 | 727 | ||||
Northern Trust Corp. | 6,972 | 673 | ||||
Western Alliance Bancorp | 9,230 | 652 | ||||
Jefferies Financial Group Inc. | 21,416 | 591 | ||||
New York Community Bancorp Inc. | 60,600 | 553 | ||||
SEI Investments Co. | 9,913 | 535 | ||||
Huntington Bancshares Inc. | 42,792 | 515 | ||||
Tradeweb Markets Inc. Class A | 7,500 | 512 | ||||
Morningstar Inc. | 1,882 | 455 | ||||
Kemper Corp. | 9,300 | 445 | ||||
MGIC Investment Corp. | 35,128 | 443 | ||||
* | Robinhood Markets Inc. Class A | 52,500 | 432 | |||
Signature Bank | 2,248 | 403 | ||||
CNA Financial Corp. | 8,693 | 390 | ||||
FNB Corp. | 31,970 | 347 | ||||
* | SoFi Technologies Inc. | 65,400 | 345 | |||
Unum Group | 9,127 | 310 | ||||
BOK Financial Corp. | 4,040 | 305 | ||||
Primerica Inc. | 2,200 | 263 | ||||
Interactive Brokers Group Inc. Class A | 4,420 | 243 | ||||
Equitable Holdings Inc. | 9,264 | 242 | ||||
Synovus Financial Corp. | 6,525 | 235 | ||||
Bank OZK | 6,200 | 233 | ||||
Erie Indemnity Co. Class A | 872 | 168 | ||||
OneMain Holdings Inc. | 4,339 | 162 | ||||
American Financial Group Inc. | 972 | 135 | ||||
SLM Corp. | 6,800 | 108 | ||||
* | Upstart Holdings Inc. | 2,800 | 89 | |||
First Horizon Corp. | 3,430 | 75 | ||||
Rocket Cos. Inc. Class A | 10,100 | 74 | ||||
Franklin Resources Inc. | 1,525 | 36 | ||||
Affiliated Managers Group Inc. | 184 | 21 | ||||
386,474 | ||||||
Health Care (6.6%) | ||||||
Johnson & Johnson | 271,487 | 48,192 | ||||
UnitedHealth Group Inc. | 92,396 | 47,457 | ||||
Pfizer Inc. | 532,307 | 27,909 | ||||
Eli Lilly & Co. | 83,598 | 27,105 | ||||
Thermo Fisher Scientific Inc. | 42,487 | 23,082 | ||||
AbbVie Inc. | 148,696 | 22,774 | ||||
Merck & Co. Inc. | 249,121 | 22,712 | ||||
Abbott Laboratories | 164,134 | 17,833 | ||||
Danaher Corp. | 65,315 | 16,559 | ||||
Bristol-Myers Squibb Co. | 207,384 | 15,969 | ||||
Amgen Inc. | 52,569 | 12,790 | ||||
Medtronic plc | 125,846 | 11,295 | ||||
Elevance Health Inc. | 23,239 | 11,215 |
Shares | Market Value• ($000) | |||||
Cigna Corp. | 40,282 | 10,615 | ||||
Zoetis Inc. | 54,368 | 9,345 | ||||
* | Vertex Pharmaceuticals Inc. | 27,858 | 7,850 | |||
* | Intuitive Surgical Inc. | 37,734 | 7,574 | |||
Humana Inc. | 13,882 | 6,498 | ||||
* | Edwards Lifesciences Corp. | 66,234 | 6,298 | |||
Gilead Sciences Inc. | 99,635 | 6,158 | ||||
Stryker Corp. | 30,849 | 6,137 | ||||
* | Regeneron Pharmaceuticals Inc. | 10,303 | 6,090 | |||
Becton Dickinson & Co. | 24,312 | 5,994 | ||||
* | Boston Scientific Corp. | 146,273 | 5,452 | |||
* | IQVIA Holdings Inc. | 23,471 | 5,093 | |||
* | Moderna Inc. | 34,203 | 4,886 | |||
HCA Healthcare Inc. | 27,941 | 4,696 | ||||
* | IDEXX Laboratories Inc. | 12,149 | 4,261 | |||
* | Biogen Inc. | 19,974 | 4,074 | |||
* | Centene Corp. | 47,374 | 4,008 | |||
Laboratory Corp. of America Holdings | 15,797 | 3,702 | ||||
Agilent Technologies Inc. | 29,707 | 3,528 | ||||
Baxter International Inc. | 49,902 | 3,205 | ||||
* | Veeva Systems Inc. Class A | 15,633 | 3,096 | |||
* | Catalent Inc. | 27,491 | 2,950 | |||
* | Acadia Healthcare Co. Inc. | 43,032 | 2,910 | |||
* | Seagen Inc. | 15,563 | 2,754 | |||
* | Illumina Inc. | 14,310 | 2,638 | |||
* | Incyte Corp. | 33,900 | 2,575 | |||
Zimmer Biomet Holdings Inc. | 23,470 | 2,466 | ||||
* | Dexcom Inc. | 32,216 | 2,401 | |||
ResMed Inc. | 11,300 | 2,369 | ||||
* | Hologic Inc. | 29,853 | 2,069 | |||
* | Molina Healthcare Inc. | 7,010 | 1,960 | |||
* | Align Technology Inc. | 8,178 | 1,936 | |||
PerkinElmer Inc. | 13,223 | 1,881 | ||||
STERIS plc | 8,945 | 1,844 | ||||
* | Horizon Therapeutics plc | 22,902 | 1,827 | |||
* | Charles River Laboratories International Inc. | 8,059 | 1,724 | |||
Quest Diagnostics Inc. | 12,819 | 1,705 | ||||
Bio-Techne Corp. | 4,831 | 1,675 | ||||
Cooper Cos. Inc. | 5,136 | 1,608 | ||||
* | Bio-Rad Laboratories Inc. Class A | 3,202 | 1,585 | |||
Royalty Pharma plc Class A | 37,700 | 1,585 | ||||
West Pharmaceutical Services Inc. | 4,802 | 1,452 | ||||
* | DaVita Inc. | 17,119 | 1,369 | |||
* | Envista Holdings Corp. | 34,520 | 1,330 | |||
* | United Therapeutics Corp. | 5,593 | 1,318 | |||
* | Alnylam Pharmaceuticals Inc. | 8,820 | 1,286 | |||
* | Elanco Animal Health Inc. | 65,469 | 1,285 | |||
* | Neurocrine Biosciences Inc. | 12,964 | 1,264 | |||
Organon & Co. | 36,472 | 1,231 | ||||
* | Avantor Inc. | 39,548 | 1,230 | |||
* | BioMarin Pharmaceutical Inc. | 14,800 | 1,226 | |||
* | Jazz Pharmaceuticals plc | 7,800 | 1,217 | |||
* | Sarepta Therapeutics Inc. | 15,900 | 1,192 | |||
* | QIAGEN NV | 23,457 | 1,107 | |||
* | ABIOMED Inc. | 4,438 | 1,098 | |||
* | Masimo Corp. | 8,149 | 1,065 | |||
Teleflex Inc. | 4,232 | 1,040 | ||||
* | Exelixis Inc. | 47,603 | 991 | |||
Universal Health Services Inc. Class B | 9,109 | 917 | ||||
* | Insulet Corp. | 4,022 | 877 | |||
DENTSPLY SIRONA Inc. | 23,785 | 850 | ||||
* | Enovis Corp. | 15,396 | 847 | |||
* | QuidelOrtho Corp. | 7,200 | 700 | |||
* | Ionis Pharmaceuticals Inc. | 16,500 | 611 | |||
Chemed Corp. | 1,300 | 610 | ||||
* | Novocure Ltd. | 7,900 | 549 | |||
* | Penumbra Inc. | 4,163 | 518 | |||
* | Henry Schein Inc. | 6,500 | 499 | |||
* | Exact Sciences Corp. | 12,386 | 488 |
Shares | Market Value• ($000) | |||||
Premier Inc. Class A | 12,944 | 462 | ||||
* | Teladoc Health Inc. | 13,300 | 442 | |||
Cardinal Health Inc. | 8,345 | 436 | ||||
* | Novavax Inc. | 6,600 | 339 | |||
* | 10X Genomics Inc. Class A | 7,000 | 317 | |||
* | Mirati Therapeutics Inc. | 4,700 | 316 | |||
* | Amedisys Inc. | 2,500 | 263 | |||
* | Signify Health Inc. Class A | 18,700 | 258 | |||
* | Certara Inc. | 11,900 | 255 | |||
* | Guardant Health Inc. | 5,038 | 203 | |||
Viatris Inc. | 17,114 | 179 | ||||
* | Integra LifeSciences Holdings Corp. | 3,189 | 172 | |||
* | Syneos Health Inc. | 2,300 | 165 | |||
* | Ginkgo Bioworks Holdings Inc. | 58,000 | 138 | |||
Encompass Health Corp. | 2,416 | 135 | ||||
* | Oak Street Health Inc. | 7,300 | 120 | |||
Perrigo Co. plc | 2,600 | 105 | ||||
Bruker Corp. | 1,500 | 94 | ||||
* | Maravai LifeSciences Holdings Inc. Class A | 2,500 | 71 | |||
* | Tandem Diabetes Care Inc. | 1,000 | 59 | |||
498,610 | ||||||
Industrials (6.0%) | ||||||
Visa Inc. Class A | 171,885 | 33,842 | ||||
Mastercard Inc. Class A | 88,286 | 27,852 | ||||
Accenture plc Class A | 61,106 | 16,966 | ||||
Union Pacific Corp. | 64,593 | 13,776 | ||||
Raytheon Technologies Corp. | 130,588 | 12,551 | ||||
Honeywell International Inc. | 69,897 | 12,149 | ||||
Lockheed Martin Corp. | 26,092 | 11,218 | ||||
United Parcel Service Inc. Class B | 56,034 | 10,228 | ||||
Caterpillar Inc. | 53,918 | 9,638 | ||||
Deere & Co. | 32,002 | 9,584 | ||||
American Express Co. | 63,198 | 8,760 | ||||
* | PayPal Holdings Inc. | 115,147 | 8,042 | |||
Automatic Data Processing Inc. | 37,634 | 7,905 | ||||
Capital One Financial Corp. | 72,192 | 7,522 | ||||
* | Boeing Co. | 54,581 | 7,462 | |||
CSX Corp. | 239,766 | 6,968 | ||||
General Electric Co. | 108,937 | 6,936 | ||||
* | Fiserv Inc. | 76,439 | 6,801 | |||
3M Co. | 50,985 | 6,598 | ||||
Northrop Grumman Corp. | 13,646 | 6,531 | ||||
Sherwin-Williams Co. | 29,142 | 6,525 | ||||
Fidelity National Information Services Inc. | 64,380 | 5,902 | ||||
Illinois Tool Works Inc. | 32,230 | 5,874 | ||||
Norfolk Southern Corp. | 24,666 | 5,606 | ||||
FedEx Corp. | 23,837 | 5,404 | ||||
AMETEK Inc. | 46,011 | 5,056 | ||||
Eaton Corp. plc | 31,645 | 3,987 | ||||
Emerson Electric Co. | 49,169 | 3,911 | ||||
Cintas Corp. | 10,373 | 3,875 | ||||
Quanta Services Inc. | 30,093 | 3,772 | ||||
Global Payments Inc. | 33,431 | 3,699 | ||||
L3Harris Technologies Inc. | 15,017 | 3,630 | ||||
* | Mettler-Toledo International Inc. | 3,121 | 3,585 | |||
Vulcan Materials Co. | 25,110 | 3,568 | ||||
* | TransDigm Group Inc. | 6,285 | 3,373 | |||
Howmet Aerospace Inc. | 105,166 | 3,307 | ||||
* | Block Inc. Class A | 52,508 | 3,227 | |||
Martin Marietta Materials Inc. | 10,626 | 3,180 | ||||
Fortive Corp. | 55,223 | 3,003 | ||||
Otis Worldwide Corp. | 41,684 | 2,946 | ||||
* | Keysight Technologies Inc. | 21,308 | 2,937 | |||
* | United Rentals Inc. | 12,074 | 2,933 | |||
General Dynamics Corp. | 13,091 | 2,896 | ||||
PACCAR Inc. | 34,414 | 2,834 | ||||
* | Teledyne Technologies Inc. | 7,464 | 2,800 | |||
Trane Technologies plc | 21,310 | 2,768 | ||||
Carrier Global Corp. | 74,958 | 2,673 |
Shares | Market Value• ($000) | |||||
PPG Industries Inc. | 22,949 | 2,624 | ||||
* | Middleby Corp. | 20,834 | 2,612 | |||
* | Waters Corp. | 7,833 | 2,593 | |||
Ball Corp. | 37,125 | 2,553 | ||||
Parker-Hannifin Corp. | 10,202 | 2,510 | ||||
Old Dominion Freight Line Inc. | 9,621 | 2,466 | ||||
* | Mohawk Industries Inc. | 19,372 | 2,404 | |||
* | Berry Global Group Inc. | 43,393 | 2,371 | |||
Equifax Inc. | 12,823 | 2,344 | ||||
AECOM | 35,745 | 2,331 | ||||
Verisk Analytics Inc. | 13,447 | 2,328 | ||||
Textron Inc. | 36,284 | 2,216 | ||||
Rockwell Automation Inc. | 10,862 | 2,165 | ||||
DuPont de Nemours Inc. | 38,914 | 2,163 | ||||
* | Zebra Technologies Corp. Class A | 7,316 | 2,151 | |||
* | FleetCor Technologies Inc. | 10,168 | 2,136 | |||
Expeditors International of Washington Inc. | 21,557 | 2,101 | ||||
Eagle Materials Inc. | 18,979 | 2,087 | ||||
* | Coherent Inc. | 7,807 | 2,078 | |||
Ingersoll Rand Inc. | 48,482 | 2,040 | ||||
Crown Holdings Inc. | 21,861 | 2,015 | ||||
Jacobs Engineering Group Inc. | 15,658 | 1,991 | ||||
Xylem Inc. | 25,125 | 1,964 | ||||
IDEX Corp. | 10,462 | 1,900 | ||||
Carlisle Cos. Inc. | 7,633 | 1,821 | ||||
HEICO Corp. Class A | 17,003 | 1,792 | ||||
* | Trimble Inc. | 30,037 | 1,749 | |||
Nordson Corp. | 8,492 | 1,719 | ||||
Cummins Inc. | 8,721 | 1,688 | ||||
* | Kirby Corp. | 27,000 | 1,643 | |||
TransUnion | 19,883 | 1,590 | ||||
BWX Technologies Inc. | 27,902 | 1,537 | ||||
* | Axalta Coating Systems Ltd. | 65,920 | 1,457 | |||
A O Smith Corp. | 25,732 | 1,407 | ||||
JB Hunt Transport Services Inc. | 8,852 | 1,394 | ||||
Huntington Ingalls Industries Inc. | 6,396 | 1,393 | ||||
Dover Corp. | 11,410 | 1,384 | ||||
Sealed Air Corp. | 23,960 | 1,383 | ||||
AGCO Corp. | 13,710 | 1,353 | ||||
Masco Corp. | 26,716 | 1,352 | ||||
* | Generac Holdings Inc. | 5,974 | 1,258 | |||
Stanley Black & Decker Inc. | 11,796 | 1,237 | ||||
Fortune Brands Home & Security Inc. | 20,487 | 1,227 | ||||
ITT Inc. | 18,189 | 1,223 | ||||
WW Grainger Inc. | 2,682 | 1,219 | ||||
Johnson Controls International plc | 25,378 | 1,215 | ||||
Valmont Industries Inc. | 5,396 | 1,212 | ||||
Allegion plc | 12,151 | 1,190 | ||||
Synchrony Financial | 41,089 | 1,135 | ||||
AptarGroup Inc. | 10,645 | 1,099 | ||||
Paychex Inc. | 9,200 | 1,048 | ||||
Oshkosh Corp. | 12,558 | 1,031 | ||||
Packaging Corp. of America | 7,444 | 1,024 | ||||
Owens Corning | 13,342 | 991 | ||||
Toro Co. | 13,011 | 986 | ||||
Jack Henry & Associates Inc. | 5,432 | 978 | ||||
Lennox International Inc. | 4,681 | 967 | ||||
Sensata Technologies Holding plc | 22,433 | 927 | ||||
Landstar System Inc. | 6,235 | 907 | ||||
* | Gates Industrial Corp. plc | 81,737 | 884 | |||
Westrock Co. | 21,293 | 848 | ||||
* | Fair Isaac Corp. | 2,040 | 818 | |||
MKS Instruments Inc. | 7,915 | 812 | ||||
Silgan Holdings Inc. | 18,967 | 784 | ||||
* | WEX Inc. | 4,740 | 737 | |||
Vontier Corp. | 31,182 | 717 | ||||
Esab Corp. | 15,396 | 674 | ||||
* | Bill.com Holdings Inc. | 6,100 | 671 | |||
RPM International Inc. | 8,489 | 668 |
Shares | Market Value• ($000) | |||||
Knight-Swift Transportation Holdings Inc. Class A | 14,300 | 662 | ||||
Cognex Corp. | 14,825 | 630 | ||||
Booz Allen Hamilton Holding Corp. | 6,943 | 627 | ||||
* | FTI Consulting Inc. | 3,400 | 615 | |||
Donaldson Co. Inc. | 12,229 | 589 | ||||
* | Axon Enterprise Inc. | 6,300 | 587 | |||
* | XPO Logistics Inc. | 11,342 | 546 | |||
CH Robinson Worldwide Inc. | 5,311 | 538 | ||||
Regal Rexnord Corp. | 4,625 | 525 | ||||
Air Lease Corp. Class A | 15,591 | 521 | ||||
* | Mercury Systems Inc. | 8,100 | 521 | |||
* | WESCO International Inc. | 4,845 | 519 | |||
Armstrong World Industries Inc. | 6,812 | 511 | ||||
Westinghouse Air Brake Technologies Corp. | 6,010 | 493 | ||||
* | GXO Logistics Inc. | 11,342 | 491 | |||
Genpact Ltd. | 11,065 | 469 | ||||
Lincoln Electric Holdings Inc. | 3,765 | 464 | ||||
Pentair plc | 10,087 | 462 | ||||
Graco Inc. | 7,412 | 440 | ||||
Littelfuse Inc. | 1,673 | 425 | ||||
Snap-on Inc. | 2,097 | 413 | ||||
* | Euronet Worldwide Inc. | 3,992 | 402 | |||
Robert Half International Inc. | 5,000 | 374 | ||||
Spirit AeroSystems Holdings Inc. Class A | 12,300 | 360 | ||||
Graphic Packaging Holding Co. | 15,800 | 324 | ||||
nVent Electric plc | 10,087 | 316 | ||||
Flowserve Corp. | 10,413 | 298 | ||||
Schneider National Inc. Class B | 13,062 | 292 | ||||
Curtiss-Wright Corp. | 2,100 | 277 | ||||
MDU Resources Group Inc. | 9,950 | 269 | ||||
* | Shift4 Payments Inc. Class A | 7,900 | 261 | |||
Brunswick Corp. | 3,628 | 237 | ||||
* | Paylocity Holding Corp. | 1,300 | 227 | |||
Acuity Brands Inc. | 1,392 | 214 | ||||
Hubbell Inc. Class B | 1,100 | 196 | ||||
ManpowerGroup Inc. | 2,450 | 187 | ||||
ADT Inc. | 28,622 | 176 | ||||
* | Affirm Holdings Inc. Class A | 9,400 | 170 | |||
HEICO Corp. | 1,087 | 143 | ||||
* | Trex Co. Inc. | 2,600 | 141 | |||
Ardagh Metal Packaging SA | 12,900 | 79 | ||||
Woodward Inc. | 800 | 74 | ||||
457,957 | ||||||
Real Estate (1.5%) | ||||||
American Tower Corp. | 51,539 | 13,173 | ||||
Prologis Inc. | 84,344 | 9,923 | ||||
Equinix Inc. | 10,692 | 7,025 | ||||
Crown Castle International Corp. | 41,238 | 6,944 | ||||
SBA Communications Corp. | 21,594 | 6,911 | ||||
Public Storage | 15,584 | 4,873 | ||||
Iron Mountain Inc. | 73,597 | 3,583 | ||||
* | CBRE Group Inc. Class A | 44,701 | 3,290 | |||
Digital Realty Trust Inc. | 24,538 | 3,186 | ||||
American Homes 4 Rent Class A | 80,325 | 2,847 | ||||
Welltower Inc. | 33,263 | 2,739 | ||||
Weyerhaeuser Co. | 79,446 | 2,631 | ||||
* | CoStar Group Inc. | 40,887 | ��� 2,470 | |||
VICI Properties Inc. | 82,099 | 2,446 | ||||
Extra Space Storage Inc. | 13,300 | 2,263 | ||||
Equity Residential | 30,250 | 2,185 | ||||
Invitation Homes Inc. | 60,807 | 2,163 | ||||
Duke Realty Corp. | 38,219 | 2,100 | ||||
Realty Income Corp. | 29,900 | 2,041 | ||||
Alexandria Real Estate Equities Inc. | 13,830 | 2,006 | ||||
AvalonBay Communities Inc. | 9,828 | 1,909 | ||||
Sun Communities Inc. | 11,955 | 1,905 | ||||
Host Hotels & Resorts Inc. | 116,499 | 1,827 | ||||
* | Jones Lang LaSalle Inc. | 10,212 | 1,786 | |||
Mid-America Apartment Communities Inc. | 9,294 | 1,623 |
Shares | Market Value• ($000) | |||||
Simon Property Group Inc. | 17,000 | 1,614 | ||||
Equity LifeStyle Properties Inc. | 22,346 | 1,575 | ||||
Essex Property Trust Inc. | 5,973 | 1,562 | ||||
* | Howard Hughes Corp. | 22,500 | 1,531 | |||
Camden Property Trust | 10,700 | 1,439 | ||||
Park Hotels & Resorts Inc. | 90,100 | 1,223 | ||||
Ventas Inc. | 19,000 | 977 | ||||
Rexford Industrial Realty Inc. | 16,454 | 947 | ||||
American Campus Communities Inc. | 13,787 | 889 | ||||
* | Zillow Group Inc. Class A | 27,047 | 860 | |||
Healthpeak Properties Inc. | 30,867 | 800 | ||||
Kimco Realty Corp. | 40,000 | 791 | ||||
Apartment Income REIT Corp. Class A | 17,807 | 741 | ||||
Boston Properties Inc. | 7,581 | 674 | ||||
Lamar Advertising Co. Class A | 7,467 | 657 | ||||
First Industrial Realty Trust Inc. | 13,121 | 623 | ||||
JBG SMITH Properties | 25,200 | 596 | ||||
UDR Inc. | 12,695 | 584 | ||||
Kilroy Realty Corp. | 10,852 | 568 | ||||
Douglas Emmett Inc. | 20,790 | 465 | ||||
SL Green Realty Corp. | 6,325 | 292 | ||||
Federal Realty OP LP | 3,019 | 289 | ||||
* | Opendoor Technologies Inc. | 45,854 | 216 | |||
Rayonier Inc. | 5,100 | 191 | ||||
Medical Properties Trust Inc. | 10,779 | 164 | ||||
* | WeWork Inc. | 12,944 | 65 | |||
Life Storage Inc. | 513 | 57 | ||||
STORE Capital Corp. | 1,277 | 33 | ||||
* | Zillow Group Inc. Class C | 791 | 25 | |||
114,297 | ||||||
Technology (12.3%) | ||||||
Apple Inc. | 1,521,041 | 207,957 | ||||
Microsoft Corp. | 744,290 | 191,156 | ||||
* | Alphabet Inc. Class A | 32,605 | 71,055 | |||
* | Alphabet Inc. Class C | 25,864 | 56,576 | |||
* | Meta Platforms Inc. Class A | 234,872 | 37,873 | |||
NVIDIA Corp. | 240,560 | 36,467 | ||||
* | Adobe Inc. | 48,424 | 17,726 | |||
Broadcom Inc. | 35,641 | 17,315 | ||||
* | Salesforce Inc. | 97,985 | 16,171 | |||
Intel Corp. | 407,136 | 15,231 | ||||
Texas Instruments Inc. | 92,993 | 14,288 | ||||
QUALCOMM Inc. | 108,410 | 13,848 | ||||
Oracle Corp. | 178,205 | 12,451 | ||||
* | Advanced Micro Devices Inc. | 158,279 | 12,104 | |||
Intuit Inc. | 27,626 | 10,648 | ||||
International Business Machines Corp. | 69,903 | 9,870 | ||||
* | ServiceNow Inc. | 20,073 | 9,545 | |||
Applied Materials Inc. | 90,715 | 8,253 | ||||
Analog Devices Inc. | 50,426 | 7,367 | ||||
Micron Technology Inc. | 127,810 | 7,065 | ||||
Lam Research Corp. | 14,110 | 6,013 | ||||
Roper Technologies Inc. | 14,570 | 5,750 | ||||
* | Synopsys Inc. | 17,230 | 5,233 | |||
* | Cadence Design Systems Inc. | 33,815 | 5,073 | |||
* | Palo Alto Networks Inc. | 9,707 | 4,795 | |||
* | Autodesk Inc. | 25,262 | 4,344 | |||
Amphenol Corp. Class A | 65,560 | 4,221 | ||||
HP Inc. | 119,671 | 3,923 | ||||
* | ON Semiconductor Corp. | 72,209 | 3,633 | |||
Cognizant Technology Solutions Corp. Class A | 53,318 | 3,598 | ||||
* | Fortinet Inc. | 60,810 | 3,441 | |||
KLA Corp. | 10,117 | 3,228 | ||||
* | Crowdstrike Holdings Inc. Class A | 19,000 | 3,203 | |||
VMware Inc. Class A | 27,838 | 3,173 | ||||
* | Zoom Video Communications Inc. Class A | 27,471 | 2,966 | |||
* | Workday Inc. Class A | 20,547 | 2,868 | |||
* | Twitter Inc. | 74,635 | 2,791 | |||
Marvell Technology Inc. | 62,986 | 2,742 |
Shares | Market Value• ($000) | |||||
* | Snowflake Inc. Class A | 18,261 | 2,539 | |||
* | Datadog Inc. Class A | 25,886 | 2,465 | |||
Microchip Technology Inc. | 40,540 | 2,355 | ||||
* | Atlassian Corp. plc Class A | 12,259 | 2,297 | |||
* | VeriSign Inc. | 13,621 | 2,279 | |||
* | Akamai Technologies Inc. | 24,901 | 2,274 | |||
Corning Inc. | 68,131 | 2,147 | ||||
* | ANSYS Inc. | 8,869 | 2,122 | |||
* | Gartner Inc. | 8,596 | 2,079 | |||
* | Arrow Electronics Inc. | 17,906 | 2,007 | |||
* | Western Digital Corp. | 42,932 | 1,925 | |||
* | Match Group Inc. | 27,592 | 1,923 | |||
Teradyne Inc. | 19,532 | 1,749 | ||||
Monolithic Power Systems Inc. | 4,544 | 1,745 | ||||
* | Twilio Inc. Class A | 19,930 | 1,670 | |||
* | F5 Inc. | 10,875 | 1,664 | |||
Dell Technologies Inc. Class C | 35,464 | 1,639 | ||||
Hewlett Packard Enterprise Co. | 120,529 | 1,598 | ||||
Skyworks Solutions Inc. | 17,100 | 1,584 | ||||
* | Palantir Technologies Inc. Class A | 173,734 | 1,576 | |||
* | EPAM Systems Inc. | 5,126 | 1,511 | |||
* | Black Knight Inc. | 22,712 | 1,485 | |||
CDW Corp. | 8,857 | 1,396 | ||||
* | HubSpot Inc. | 4,558 | 1,370 | |||
* | MongoDB Inc. | 5,194 | 1,348 | |||
* | NCR Corp. | 42,803 | 1,332 | |||
Citrix Systems Inc. | 13,559 | 1,318 | ||||
* | Paycom Software Inc. | 4,651 | 1,303 | |||
* | Splunk Inc. | 14,265 | 1,262 | |||
Entegris Inc. | 13,565 | 1,250 | ||||
* | Zscaler Inc. | 8,330 | 1,245 | |||
* | GoDaddy Inc. Class A | 17,857 | 1,242 | |||
* | Okta Inc. | 13,316 | 1,204 | |||
* | Wolfspeed Inc. | 18,851 | 1,196 | |||
* | DoorDash Inc. Class A | 18,050 | 1,158 | |||
* | PTC Inc. | 10,669 | 1,135 | |||
* | DocuSign Inc. | 19,625 | 1,126 | |||
SS&C Technologies Holdings Inc. | 18,747 | 1,089 | ||||
Amdocs Ltd. | 12,400 | 1,033 | ||||
* | Qorvo Inc. | 10,765 | 1,015 | |||
* | Tyler Technologies Inc. | 2,891 | 961 | |||
* | Change Healthcare Inc. | 41,366 | 954 | |||
* | Dropbox Inc. Class A | 45,060 | 946 | |||
* | Cloudflare Inc. Class A | 21,300 | 932 | |||
* | Zendesk Inc. | 12,076 | 894 | |||
Leidos Holdings Inc. | 8,850 | 891 | ||||
* | Pinterest Inc. Class A | 49,000 | 890 | |||
* | Unity Software Inc. | 20,841 | 767 | |||
* | CACI International Inc. Class A | 2,700 | 761 | |||
* | Manhattan Associates Inc. | 6,606 | 757 | |||
* | Teradata Corp. | 19,986 | 740 | |||
* | Pure Storage Inc. Class A | 28,105 | 723 | |||
* | Globant SA | 4,076 | 709 | |||
* | DXC Technology Co. | 22,350 | 677 | |||
* | Clarivate plc | 48,300 | 669 | |||
* | Lattice Semiconductor Corp. | 13,583 | 659 | |||
* | IPG Photonics Corp. | 6,521 | 614 | |||
* | Ceridian HCM Holding Inc. | 12,978 | 611 | |||
* | Five9 Inc. | 6,700 | 611 | |||
* | IAC/InterActiveCorp | 8,045 | 611 | |||
Dolby Laboratories Inc. Class A | 8,275 | 592 | ||||
NetApp Inc. | 8,971 | 585 | ||||
NortonLifeLock Inc. | 24,339 | 535 | ||||
* | Dynatrace Inc. | 13,170 | 519 | |||
* | AppLovin Corp. Class A | 14,900 | 513 | |||
* | Aspen Technology Inc. | 2,762 | 507 | |||
* | UiPath Inc. Class A | 26,100 | 475 | |||
* | Dun & Bradstreet Holdings Inc. | 31,300 | 470 | |||
Jabil Inc. | 8,300 | 425 |
Shares | Market Value• ($000) | |||||
Universal Display Corp. | 4,186 | 423 | ||||
* | Avalara Inc. | 5,451 | 385 | |||
CDK Global Inc. | 6,503 | 356 | ||||
Bentley Systems Inc. Class B | 10,252 | 341 | ||||
* | Guidewire Software Inc. | 4,686 | 333 | |||
* | Alteryx Inc. Class A | 6,200 | 300 | |||
* | Elastic NV | 3,518 | 238 | |||
Concentrix Corp. | 1,700 | 231 | ||||
* | Wix.com Ltd. | 3,500 | 229 | |||
* | Cirrus Logic Inc. | 3,122 | 226 | |||
* | Coupa Software Inc. | 3,500 | 200 | |||
* | Mandiant Corp. | 9,171 | 200 | |||
* | II-VI Inc. | 3,900 | 199 | |||
* | Toast Inc. Class A | 14,300 | 185 | |||
* | Kyndryl Holdings Inc. | 18,380 | 180 | |||
* | RingCentral Inc. Class A | 3,330 | 174 | |||
* | Nutanix Inc. Class A | 11,790 | 173 | |||
TD SYNNEX Corp. | 1,700 | 155 | ||||
* | nCino Inc. | 3,800 | 118 | |||
* | Smartsheet Inc. Class A | 3,300 | 104 | |||
* | New Relic Inc. | 2,000 | 100 | |||
Pegasystems Inc. | 1,468 | 70 | ||||
National Instruments Corp. | 2,211 | 69 | ||||
933,603 | ||||||
Telecommunications (1.3%) | ||||||
Verizon Communications Inc. | 361,307 | 18,336 | ||||
Comcast Corp. Class A | 449,583 | 17,642 | ||||
Cisco Systems Inc. | 398,141 | 16,977 | ||||
* | T-Mobile US Inc. | 82,893 | 11,152 | |||
AT&T Inc. | 528,884 | 11,085 | ||||
* | Charter Communications Inc. Class A | 15,028 | 7,041 | |||
Motorola Solutions Inc. | 15,378 | 3,223 | ||||
* | Arista Networks Inc. | 33,504 | 3,141 | |||
* | Liberty Broadband Corp. Class C | 26,422 | 3,055 | |||
* | Liberty Broadband Corp. Class A | 12,998 | 1,476 | |||
* | Ciena Corp. | 27,679 | 1,265 | |||
* | Roku Inc. | 12,132 | 997 | |||
* | Frontier Communications Parent Inc. | 38,000 | 895 | |||
* | DISH Network Corp. Class A | 45,133 | 809 | |||
* | Altice USA Inc. Class A | 60,500 | 560 | |||
Ubiquiti Inc. | 1,484 | 368 | ||||
* | Viasat Inc. | 11,500 | 352 | |||
Cable One Inc. | 240 | 309 | ||||
* | Lumentum Holdings Inc. | 3,800 | 302 | |||
98,985 | ||||||
Utilities (1.6%) | ||||||
NextEra Energy Inc. | 206,740 | 16,014 | ||||
American Water Works Co. Inc. | 73,056 | 10,869 | ||||
Southern Co. | 98,416 | 7,018 | ||||
Dominion Energy Inc. | 87,209 | 6,960 | ||||
Duke Energy Corp. | 59,772 | 6,408 | ||||
Consolidated Edison Inc. | 58,005 | 5,516 | ||||
Waste Management Inc. | 33,651 | 5,148 | ||||
Xcel Energy Inc. | 63,684 | 4,506 | ||||
Ameren Corp. | 46,342 | 4,187 | ||||
American Electric Power Co. Inc. | 43,400 | 4,164 | ||||
Sempra Energy | 26,229 | 3,941 | ||||
* | Clean Harbors Inc. | 41,000 | 3,594 | |||
WEC Energy Group Inc. | 31,059 | 3,126 | ||||
Public Service Enterprise Group Inc. | 47,759 | 3,022 | ||||
Exelon Corp. | 65,800 | 2,982 | ||||
Essential Utilities Inc. | 58,986 | 2,705 | ||||
* | PG&E Corp. | 251,400 | 2,509 | |||
FirstEnergy Corp. | 61,869 | 2,375 | ||||
Constellation Energy Corp. | 39,233 | 2,247 | ||||
CenterPoint Energy Inc. | 74,954 | 2,217 | ||||
Eversource Energy | 25,887 | 2,187 | ||||
DTE Energy Co. | 17,175 | 2,177 |
Shares | Market Value• ($000) | |||||
Republic Services Inc. | 16,510 | 2,161 | ||||
PPL Corp. | 60,316 | 1,636 | ||||
Atmos Energy Corp. | 14,145 | 1,586 | ||||
National Fuel Gas Co. | 23,728 | 1,567 | ||||
Alliant Energy Corp. | 24,226 | 1,420 | ||||
CMS Energy Corp. | 20,227 | 1,365 | ||||
Edison International | 21,417 | 1,354 | ||||
AES Corp. | 62,769 | 1,319 | ||||
NiSource Inc. | 42,649 | 1,258 | ||||
Vistra Corp. | 51,991 | 1,188 | ||||
Entergy Corp. | 10,412 | 1,173 | ||||
NRG Energy Inc. | 28,315 | 1,081 | ||||
Pinnacle West Capital Corp. | 11,900 | 870 | ||||
OGE Energy Corp. | 19,986 | 771 | ||||
* | Stericycle Inc. | 15,477 | 679 | |||
UGI Corp. | 15,661 | 605 | ||||
* | Sunrun Inc. | 21,200 | 495 | |||
Brookfield Renewable Corp. | 8,800 | 313 | ||||
Evergy Inc. | 3,535 | 231 | ||||
Avangrid Inc. | 2,345 | 108 | ||||
125,052 | ||||||
Total Common Stocks (Cost $1,702,652) | 3,538,179 | |||||
Coupon | Maturity Date | Face Amount ($000) | ||||
Tax-Exempt Municipal Bonds (53.3%) | ||||||
Alabama (1.4%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 4.000% | 9/15/33 | 500 | 502 | ||
Alabama Federal AID Highway Finance Authority Bonds Prere. | 5.000% | 9/1/22 | 3,230 | 3,248 | ||
Alabama Federal AID Highway Finance Authority Special Obligation Revenue ETM | 5.000% | 9/1/25 | 3,525 | 3,832 | ||
Alabama Incentives Financing Authority Special Obligation Revenue Prere. | 5.000% | 9/1/22 | 380 | 382 | ||
1 | Alabama State Corrections Institution Finance Authority Revenue | 5.000% | 7/1/31 | 1,100 | 1,244 | |
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 5.000% | 1/1/27 | 5,000 | 5,258 | ||
Alabama State Public School & College Authority Capital Improvement & Refunding Bonds | 5.000% | 11/1/39 | 2,500 | 2,813 | ||
Alabama State Public School & College Authority Tax-Exempt Capital Improvement & Refunding Bonds | 4.000% | 11/1/36 | 6,000 | 6,121 | ||
Birmingham-Jefferson AL Civic Center Authority Special Tax Revenue | 5.000% | 7/1/31 | 1,125 | 1,225 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/23 | 1,555 | 1,582 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/25 | 845 | 857 | ||
2 | Black Belt Energy Gas District Alabama Gas Project Revenue PUT, SIFMA Municipal Swap Index Yield + 0.650% | 1.560% | 10/1/27 | 3,750 | 3,753 | |
Black Belt Energy Gas District Alabama Gas Project Revenue (Project No. 6) PUT | 4.000% | 12/1/26 | 2,030 | 2,055 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Black Belt Energy Gas District Alabama Gas Project Revenue (Project No. 7) PUT | 4.000% | 12/1/26 | 8,095 | 8,193 | ||
Black Belt Energy Gas District Alabama Gas Project Revenue (Project No. 8) PUT | 4.000% | 12/1/29 | 6,475 | 6,483 | ||
3 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 7/1/22 | 430 | 430 | |
1 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 6/1/27 | 1,250 | 1,287 | |
3 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 12/1/31 | 12,365 | 12,539 | |
Huntsville AL Electric System Revenue | 5.000% | 12/1/30 | 510 | 560 | ||
Huntsville AL GO | 5.000% | 5/1/35 | 1,125 | 1,245 | ||
Huntsville AL GO | 5.000% | 5/1/38 | 1,860 | 2,085 | ||
Huntsville AL Health Care Authority Revenue | 5.000% | 6/1/35 | 780 | 833 | ||
Huntsville AL Water System Revenue | 5.000% | 11/1/27 | 1,070 | 1,210 | ||
Jefferson County AL Revenue | 5.000% | 9/15/29 | 1,470 | 1,614 | ||
Jefferson County AL Revenue | 5.000% | 9/15/33 | 1,000 | 1,086 | ||
Jefferson County AL Sewer Revenue | 5.000% | 10/1/23 | 500 | 518 | ||
4 | Jefferson County AL Sewer Revenue | 0.000% | 10/1/25 | 500 | 455 | |
Lower AL Gas District Gas Project Revenue | 5.000% | 9/1/34 | 2,000 | 2,146 | ||
Lower AL Gas District Gas Project Revenue PUT | 4.000% | 12/1/25 | 2,150 | 2,182 | ||
Montgomery AL GO | 4.000% | 12/1/36 | 400 | 400 | ||
Montgomery AL GO | 4.000% | 12/1/39 | 450 | 450 | ||
Orange Beach AL Water Sewer & Fire Protection Authority Revenue | 4.000% | 5/15/38 | 3,500 | 3,511 | ||
Pell City AL Special Care Facilities Financing Authority Revenue (Noland Health Services Inc.) | 5.000% | 12/1/30 | 2,000 | 2,219 | ||
Pell City AL Special Care Facilities Financing Authority Revenue (Noland Health Services Inc.) | 4.000% | 12/1/34 | 2,000 | 2,006 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 4/1/24 | 6,810 | 6,896 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 6/1/24 | 1,515 | 1,530 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 1) PUT | 4.000% | 10/1/28 | 7,375 | 7,421 | ||
Southeast Energy Authority A Cooperative District Commodity Supply Revenue (Project No. 2) PUT | 4.000% | 12/1/31 | 5,420 | 5,396 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/27 | 530 | 584 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/28 | 1,090 | 1,192 | ||
University of Alabama General Revenue | 3.000% | 7/1/36 | 1,085 | 998 | ||
4 | University of South Alabama University Facilities Revenue | 5.000% | 11/1/23 | 740 | 769 | |
109,110 | ||||||
Alaska (0.1%) | ||||||
Alaska Housing Finance Corp. Revenue | 5.000% | 12/1/35 | 1,500 | 1,664 | ||
1 | Alaska Housing Finance Corp. State Capital Project | 5.000% | 6/1/31 | 1,095 | 1,237 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Alaska Housing Finance Corp. State Capital Project | 5.000% | 6/1/34 | 1,285 | 1,416 | |
Alaska Municipal Bond Bank Authority GO | 5.000% | 12/1/37 | 3,000 | 3,311 | ||
Matanuska-Susitna Borough AK Lease Revenue (Goose Creek Correctional Center) GO | 5.000% | 9/1/31 | 1,345 | 1,427 | ||
Municipality of Anchorage GO | 4.000% | 9/1/36 | 785 | 818 | ||
9,873 | ||||||
Arizona (0.9%) | ||||||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/30 | 675 | 724 | ||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/31 | 545 | 569 | ||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/34 | 755 | 860 | ||
Arizona COP ETM | 5.000% | 10/1/26 | 2,000 | 2,222 | ||
Arizona Excise Taxes Obligations Revenue | 1.500% | 7/1/29 | 600 | 519 | ||
Arizona Excise Taxes Obligations Revenue | 2.100% | 7/1/36 | 1,000 | 775 | ||
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.375% | 7/1/25 | 180 | 184 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.500% | 7/1/26 | 100 | 103 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.625% | 7/1/27 | 265 | 275 | |
5 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.750% | 7/1/28 | 305 | 320 | |
Arizona Industrial Development Authority Revenue (Greathearts Arizona Projects) | 3.000% | 7/1/37 | 695 | 603 | ||
Arizona Industrial Development Authority Revenue (Lincoln South Beltway Project) | 5.000% | 11/1/28 | 1,290 | 1,439 | ||
Arizona Industrial Development Authority Revenue (Phoenix Children's Hospital) | 5.000% | 2/1/36 | 1,765 | 1,932 | ||
6 | Arizona Sports & Tourism Authority Revenue (Multipurpose Stadium Facility Project) | 5.000% | 7/1/31 | 3,000 | 3,373 | |
Arizona State Transportation Board Highway Revenue | 5.000% | 7/1/28 | 2,500 | 2,740 | ||
Arizona State University Revenue (McAllister Academic Village LLC) | 5.000% | 7/1/36 | 1,620 | 1,741 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/23 | 2,155 | 2,225 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/24 | 2,110 | 2,233 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/22 | 2,210 | 2,210 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/32 | 1,025 | 1,113 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/33 | 1,000 | 1,084 | ||
Arizona Transportation Board Highway Revenue Prere. | 5.000% | 7/1/22 | 500 | 500 | ||
Arizona Water Infrastructure Finance Authority Revenue | 5.000% | 10/1/27 | 1,000 | 1,059 | ||
Glendale City AZ Excise Tax Refunding Obligations Revenue | 5.000% | 7/1/28 | 1,785 | 1,993 | ||
La Paz County AZ Industrial Development Authority Education Facility Lease Revenue (Harmony Public Schools Project) | 5.000% | 2/15/31 | 100 | 104 | ||
Maricopa County AZ Elementary School District No. 14 (Creighton) GO | 3.000% | 7/1/32 | 1,000 | 968 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Maricopa County AZ Industrial Development Authority Education Revenue (Legacy Traditional Schools Projects) | 3.000% | 7/1/31 | 650 | 562 | |
Maricopa County AZ Industrial Development Authority Hospital Revenue (Honorhealth) | 5.000% | 9/1/33 | 830 | 886 | ||
Maricopa County AZ Pollution Control Corp. Revenue (Southern California Edison Co.) | 2.400% | 6/1/35 | 1,000 | 775 | ||
Maricopa County AZ School District No. 83 | 3.000% | 10/1/39 | 1,000 | 793 | ||
Maricopa County AZ Unified School District No. 4 (Mesa) GO | 5.000% | 7/1/24 | 1,730 | 1,829 | ||
7,8 | Phoenix AZ Civic Improvement Corp. Distribution Revenue | 5.500% | 7/1/42 | 1,500 | 1,846 | |
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue ETM | 5.000% | 7/1/22 | 1,145 | 1,145 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/22 | 2,290 | 2,290 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/27 | 1,295 | 1,424 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 4.000% | 7/1/28 | 2,015 | 2,073 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/22 | 1,260 | 1,260 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/23 | 2,040 | 2,107 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/26 | 2,520 | 2,661 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/35 | 1,900 | 2,055 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 4.000% | 7/1/41 | 1,000 | 1,003 | ||
Phoenix AZ GO | 5.000% | 7/1/31 | 1,500 | 1,764 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/27 | 300 | 315 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/28 | 250 | 262 | ||
5 | Pima County AZ Industrial Development Authority Revenue (American Leadership Academy Project) | 4.000% | 6/15/31 | 1,050 | 987 | |
Pima County AZ Industrial Development Authority Revenue (Tucson Medical Center) | 4.000% | 4/1/38 | 1,040 | 1,011 | ||
Pima County AZ Sewer System Revenue | 5.000% | 7/1/24 | 1,105 | 1,168 | ||
Pima County AZ Sewer System Revenue | 5.000% | 7/1/25 | 1,000 | 1,032 | ||
Regional Public Transportation Authority Arizona Excise Tax Revenue (Maricopa County Public Transportation) | 5.250% | 7/1/24 | 1,125 | 1,196 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/36 | 1,540 | 1,671 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue (Arizona Salt Projects Electric System) | 5.000% | 1/1/24 | 1,210 | 1,267 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/24 | 910 | 958 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/28 | 640 | 699 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.000% | 12/1/37 | 855 | 918 | ||
67,825 | ||||||
Arkansas (0.2%) | ||||||
Arkansas Development Finance Authority Health Care Revenue Baptist Memorial Health Care Corp. | 5.000% | 9/1/32 | 2,000 | 2,131 | ||
Arkansas Federal Highway Revenue GO | 3.000% | 4/1/24 | 5,000 | 5,014 | ||
Pulaski County AR Hospital Revenue (Arkansas Children's Hospital) | 5.000% | 3/1/29 | 1,075 | 1,169 | ||
6 | Springdale AR Sales & Use Revenue | 5.000% | 4/1/37 | 1,000 | 1,045 | |
Springdale AR School District No. 50 GO | 3.000% | 6/1/32 | 1,000 | 941 | ||
University of Arkansas Revenue | 5.000% | 11/1/24 | 850 | 903 | ||
University of Arkansas Revenue | 5.000% | 11/1/30 | 775 | 848 | ||
University of Arkansas Revenue | 5.000% | 4/1/38 | 1,000 | 1,108 | ||
13,159 | ||||||
California (5.3%) | ||||||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) ETM | 5.000% | 7/1/22 | 500 | 500 | ||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) Prere. | 5.000% | 7/1/22 | 2,800 | 2,800 | ||
4 | ABAG Finance Authority for Nonprofit Corps. California Revenue (Windemere Ranch Infrastructure Financing Program) | 5.000% | 9/2/30 | 1,135 | 1,255 | |
9 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/30 | 740 | 529 | |
10 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/32 | 2,070 | 1,391 | |
Alameda CA Corridor Transportation Authority Revenue | 5.000% | 10/1/37 | 1,000 | 1,030 | ||
Bakersfield CA Wastewater Revenue | 5.000% | 9/15/27 | 300 | 325 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/33 | 1,000 | 1,033 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/37 | 820 | 823 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/23 | 1,000 | 1,025 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.125% | 4/1/25 | 2,950 | 2,882 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.850% | 4/1/25 | 985 | 982 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.625% | 4/1/26 | 2,000 | 1,975 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.950% | 4/1/26 | 985 | 983 | ||
2 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT, SIFMA Municipal Swap Index Yield + 0.300% | 1.210% | 4/1/27 | 1,000 | 967 | |
2 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT, SIFMA Municipal Swap Index Yield + 0.410% | 1.320% | 4/1/28 | 1,000 | 967 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT, SIFMA Municipal Swap Index Yield + 0.900% | 1.810% | 5/1/23 | 1,000 | 1,001 | |
1 | Bay Area Water Supply & Conservation Agency CA Revenue (Capital Cost Recovery Prepayment Program) | 5.000% | 10/1/33 | 1,000 | 1,122 | |
9 | Brea CA Redevelopment Agency Successor Agency Tax Allocation Revenue (Redevelopment Project AB) | 0.000% | 8/1/29 | 1,000 | 782 | |
California Community Choice Financing Authority Revenue PUT | 4.000% | 12/1/27 | 3,325 | 3,390 | ||
1 | California Community Choice Financing Authority Revenue PUT | 4.000% | 8/1/28 | 3,170 | 3,206 | |
California Community Choice Financing Authority Revenue PUT | 4.000% | 8/1/31 | 2,985 | 2,983 | ||
California Educational Facilities Authority Revenue | 5.000% | 3/15/39 | 15 | 18 | ||
California Educational Facilities Authority Revenue | 5.000% | 6/1/43 | 1,995 | 2,370 | ||
California GO | 5.000% | 8/1/22 | 1,000 | 1,003 | ||
California GO | 5.000% | 9/1/22 | 1,805 | 1,816 | ||
California GO | 5.000% | 12/1/22 | 1,025 | 1,041 | ||
California GO | 5.000% | 9/1/23 | 1,750 | 1,817 | ||
California GO | 5.000% | 11/1/23 | 1,155 | 1,205 | ||
California GO | 5.000% | 4/1/24 | 2,000 | 2,108 | ||
California GO | 5.000% | 10/1/24 | 2,000 | 2,131 | ||
California GO | 5.000% | 12/1/24 | 2,000 | 2,139 | ||
California GO | 5.000% | 3/1/26 | 660 | 709 | ||
California GO | 5.000% | 4/1/26 | 2,000 | 2,200 | ||
California GO | 5.000% | 4/1/27 | 2,000 | 2,241 | ||
California GO | 5.000% | 4/1/27 | 1,000 | 1,121 | ||
California GO | 3.500% | 8/1/27 | 1,515 | 1,562 | ||
California GO | 5.000% | 4/1/28 | 5,125 | 5,825 | ||
California GO | 5.000% | 4/1/28 | 1,000 | 1,137 | ||
California GO | 5.000% | 4/1/29 | 1,000 | 1,152 | ||
California GO | 5.000% | 9/1/29 | 455 | 499 | ||
California GO | 5.000% | 9/1/29 | 1,000 | 1,158 | ||
California GO | 5.000% | 10/1/29 | 5,000 | 5,794 | ||
California GO | 5.000% | 11/1/29 | 1,700 | 1,767 | ||
California GO | 5.000% | 9/1/30 | 1,500 | 1,751 | ||
California GO | 5.000% | 11/1/30 | 5,000 | 5,848 | ||
California GO | 5.000% | 4/1/31 | 1,000 | 1,173 | ||
California GO | 4.000% | 8/1/31 | 1,675 | 1,735 | ||
California GO | 5.000% | 4/1/32 | 2,500 | 2,844 | ||
California GO | 5.000% | 9/1/32 | 1,000 | 1,178 | ||
California GO | 5.000% | 10/1/32 | 1,875 | 1,983 | ||
California GO | 4.000% | 8/1/33 | 1,520 | 1,548 | ||
California GO | 5.000% | 8/1/33 | 2,865 | 3,105 | ||
California GO | 4.000% | 9/1/33 | 2,000 | 2,037 | ||
California GO | 3.000% | 10/1/34 | 2,725 | 2,456 | ||
California GO | 5.000% | 11/1/34 | 1,340 | 1,542 | ||
California GO | 5.000% | 3/1/35 | 2,000 | 2,270 | ||
California GO | 5.000% | 4/1/35 | 210 | 234 | ||
California GO | 3.000% | 10/1/35 | 1,815 | 1,617 | ||
California GO | 5.000% | 11/1/35 | 5,000 | 5,721 | ||
California GO | 4.000% | 3/1/36 | 2,000 | 2,016 | ||
California GO | 4.000% | 10/1/36 | 1,000 | 1,009 | ||
California GO | 4.000% | 10/1/36 | 1,155 | 1,166 | ||
California GO | 5.000% | 9/1/41 | 5,000 | 5,631 | ||
California GO | 4.000% | 10/1/41 | 1,000 | 1,002 | ||
California GO | 4.000% | 4/1/42 | 1,000 | 1,001 | ||
California GO | 5.000% | 4/1/42 | 500 | 539 | ||
California Health Facilities Financing Authority Revenue Prere. | 5.000% | 10/1/25 | 795 | 865 | ||
California Health Facilities Financing Authority Revenue PUT | 5.000% | 10/1/25 | 895 | 958 | ||
California Health Facilities Financing Authority Revenue PUT | 5.000% | 11/1/29 | 5,250 | 5,951 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California Health Facilities Financing Authority Revenue (Adventist Health System/West) | 5.000% | 3/1/23 | 1,325 | 1,354 | ||
California Health Facilities Financing Authority Revenue (Cedars-Sinai Health System) | 5.000% | 8/15/41 | 1,890 | 2,085 | ||
California Health Facilities Financing Authority Revenue (Children's Hospital of Los Angeles) | 5.000% | 11/15/23 | 1,000 | 1,011 | ||
California Health Facilities Financing Authority Revenue (Common Spirit Health) | 4.000% | 4/1/37 | 1,000 | 971 | ||
California Health Facilities Financing Authority Revenue (Kaiser Permanente) PUT | 5.000% | 11/1/22 | 795 | 804 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 4.000% | 10/1/24 | 1,195 | 1,225 | ||
California Health Facilities Financing Authority Revenue (Stanford Hospital & Clinics) Prere. | 5.000% | 8/15/22 | 2,000 | 2,009 | ||
California Health Facilities Financing Authority Revenue (Sutter Health) | 5.000% | 11/15/36 | 1,000 | 1,061 | ||
California Housing Finance Agency Municipal Certificates | 3.750% | 3/25/35 | 2,477 | 2,479 | ||
California Housing Finance Agency Municipal Certificates | 3.500% | 11/20/35 | 982 | 916 | ||
California Housing Finance Agency Municipal Certificates | 3.250% | 8/20/36 | 496 | 451 | ||
8 | California Infrastructure & Economic Development Bank Revenue (Bay Area Toll Bridges Seismic Retrofit) Prere. | 5.000% | 1/1/28 | 500 | 559 | |
2 | California Infrastructure & Economic Development Bank Revenue (California Academy of Sciences) PUT, SIFMA Municipal Swap Index Yield + 0.350% | 1.260% | 8/1/24 | 1,000 | 988 | |
California Infrastructure & Economic Development Bank Revenue (County Museum of Art Project) PUT | 1.200% | 6/1/28 | 1,000 | 874 | ||
California Municipal Finance Authority Revenue (Anaheim Electric Utility Distribution System) | 5.000% | 10/1/30 | 965 | 1,040 | ||
California Public Works Board Lease Revenue (Davidson Library) Prere. | 5.000% | 3/1/23 | 20 | 20 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 10/1/26 | 1,200 | 1,271 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 3/1/28 | 300 | 306 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 12/1/26 | 2,500 | 2,658 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 2/1/31 | 2,000 | 2,329 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/31 | 1,000 | 1,012 | ||
4 | California School Facilities Financing Authority Revenue (Los Angeles County) | 0.000% | 8/1/49 | 1,975 | 469 | |
California State Department of Water Resources Central Valley Project Revenue | 5.000% | 12/1/30 | 5,425 | 6,351 | ||
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/22 | 1,000 | 1,003 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/29 | 1,000 | 1,151 | ||
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/30 | 1,000 | 1,161 | ||
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/32 | 1,000 | 1,012 | ||
1 | California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/34 | 340 | 386 | |
California State Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 8/1/36 | 2,000 | 2,255 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 1,000 | 1,072 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 2,815 | 3,069 | ||
California State University Systemwide Revenue | 5.000% | 11/1/35 | 2,000 | 2,160 | ||
California State University Systemwide Revenue | 5.000% | 11/1/37 | 1,000 | 1,063 | ||
California State University Systemwide Revenue | 5.000% | 11/1/41 | 1,400 | 1,476 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/22 | 1,000 | 1,012 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 40 | 43 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 165 | 176 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/24 | 1,970 | 2,104 | ||
California Statewide Communities Development Authority Pollution Control Revenue (Southern Edison Co.) | 1.750% | 9/1/29 | 1,000 | 850 | ||
California Statewide Communities Development Authority Revenue (Kaiser Foundation Hospitals) PUT | 5.000% | 11/1/29 | 2,250 | 2,551 | ||
5 | California Statewide Communities Development Authority Revenue (Loma Linda University Medical Center) | 5.000% | 12/1/28 | 400 | 412 | |
4 | Centinela Valley CA Union High School District GO | 4.000% | 8/1/29 | 1,035 | 1,083 | |
Chabot-Las Positas CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,035 | ||
Chaffey CA Community College District GO | 5.000% | 6/1/23 | 850 | 876 | ||
4 | Chino CA Public Financing Authority Special Tax Revenue | 5.000% | 9/1/30 | 800 | 861 | |
Chino Valley Unified School District GO | 0.000% | 8/1/31 | 600 | 431 | ||
Chula Vista CA Municipal Financing Authority Special Tax Revenue | 5.500% | 9/1/27 | 970 | 1,003 | ||
11 | Citrus CA Community College District GO, 5.000% coupon rate effective 2/1/2023 Prere. | 0.000% | 2/1/24 | 1,000 | 1,019 | |
Contra Costa CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,035 | ||
Contra Costa CA Municipal Water District Revenue | 5.000% | 10/1/33 | 1,000 | 1,039 | ||
Corona-Norco CA Unified School District Special Tax Revenue (Community Facilities District No. 98-1) ETM | 5.000% | 9/1/22 | 970 | 976 | ||
5 | CSCDA Community Improvement Authority Revenue | 2.650% | 12/1/46 | 1,000 | 787 | |
5 | CSCDA Community Improvement Authority Revenue | 2.450% | 2/1/47 | 900 | 703 | |
5 | CSCDA Community Improvement Authority Revenue | 3.500% | 5/1/47 | 500 | 413 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
East Bay CA Municipal Utility District Wastewater System Revenue | 5.000% | 6/1/34 | 1,375 | 1,463 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.000% | 6/1/42 | 2,875 | 3,106 | ||
4 | East Side CA Union High School District Santa Clara County GO | 3.000% | 8/1/32 | 1,000 | 961 | |
East Side CA Union High School District Santa Clara County GO | 2.000% | 8/1/33 | 1,000 | 841 | ||
2 | Eastern Municipal Water & Wastewater Revenue PUT, SIFMA Municipal Swap Index Yield + 0.100% | 1.010% | 7/1/24 | 300 | 297 | |
11 | Foothill/Eastern Transportation Corridor Agency California Toll Road Revenue, 6.200% coupon rate effective 1/15/2024 | 0.000% | 1/15/29 | 1,390 | 1,461 | |
Gavilan CA Joint Community College District GO | 5.000% | 8/1/28 | 1,000 | 1,078 | ||
Golden State Tobacco Securitization Corp. California Revenue ETM | 5.000% | 6/1/25 | 500 | 541 | ||
9 | Golden State Tobacco Securitization Corp. California Revenue ETM | 0.000% | 6/1/27 | 2,070 | 1,833 | |
Golden State Tobacco Securitization Corp. California Revenue Prere. | 5.000% | 6/1/25 | 1,140 | 1,234 | ||
Golden State Tobacco Securitization Corp. California Revenue Prere. | 5.000% | 6/1/28 | 3,595 | 4,094 | ||
Grossmont CA Healthcare District GO | 4.000% | 7/15/40 | 2,000 | 1,955 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/23 | 1,500 | 1,556 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue Prere. | 5.000% | 9/1/24 | 1,000 | 1,064 | ||
Long Beach CA Finance Authority Natural Gas Purchase Revenue | 5.250% | 11/15/23 | 435 | 449 | ||
7 | Long Beach CA Unified School District GO | 0.000% | 8/1/24 | 1,290 | 1,221 | |
Los Angeles CA Community College District GO | 5.000% | 8/1/24 | 1,015 | 1,077 | ||
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/23 | 2,000 | 2,049 | ||
Los Angeles CA Community College District GO Prere. | 4.000% | 8/1/24 | 1,000 | 1,041 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/27 | 1,670 | 1,862 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/31 | 2,000 | 2,277 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/34 | 2,000 | 2,237 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/35 | 400 | 454 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/36 | 2,000 | 2,023 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/36 | 370 | 375 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/39 | 1,000 | 1,105 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/40 | 2,055 | 2,050 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/41 | 1,400 | 1,540 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/31 | 2,500 | 2,901 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/32 | 5,000 | 5,670 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/33 | 1,375 | 1,495 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/35 | 1,330 | 1,469 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,000 | 1,069 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,695 | 1,873 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 2,500 | 2,863 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,000 | 1,149 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,000 | 1,077 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,145 | 1,259 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 500 | 540 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 2,550 | 2,803 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 1,000 | 1,130 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/39 | 2,635 | 2,977 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/39 | 1,005 | 1,140 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/41 | 1,880 | 2,129 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/42 | 2,000 | 2,122 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/42 | 2,500 | 2,799 | ||
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 1,400 | 1,547 | ||
Los Angeles CA Unified School District GO | 4.000% | 7/1/35 | 2,250 | 2,307 | ||
Los Angeles CA Unified School District GO | 4.000% | 7/1/40 | 1,000 | 995 | ||
Los Angeles CA Wastewater System Revenue | 5.000% | 6/1/36 | 1,755 | 1,910 | ||
1 | Los Angeles County CA Community Facilities District No. 2021-01 | 5.000% | 9/1/42 | 1,800 | 1,839 | |
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/26 | 500 | 501 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/29 | 1,250 | 1,253 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 12/1/30 | 1,000 | 1,164 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 12/1/35 | 1,200 | 1,365 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 12/1/39 | 1,000 | 1,125 | ||
6 | Los Angeles County CA School District GO | 5.000% | 7/1/36 | 1,000 | 1,095 | |
Los Angeles County CA Unified School District GO | 5.000% | 7/1/31 | 1,000 | 1,132 | ||
Metropolitan Water District of Southern California Waterworks GO | 5.000% | 3/1/32 | 820 | 946 | ||
1 | Metropolitan Water District of Southern California Waterworks Revenue | 5.000% | 10/1/29 | 1,000 | 1,165 | |
1 | Metropolitan Water District of Southern California Waterworks Revenue | 5.000% | 10/1/33 | 1,250 | 1,485 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Metropolitan Water District of Southern California Waterworks Revenue | 5.000% | 7/1/40 | 1,000 | 1,117 | ||
2 | Metropolitan Water District of Southern California Waterworks Revenue PUT, SIFMA Municipal Swap Index Yield + 0.140% | 1.050% | 5/21/24 | 500 | 499 | |
2 | Metropolitan Water District of Southern California Waterworks Revenue PUT, SIFMA Municipal Swap Index Yield + 0.140% | 1.050% | 5/21/24 | 500 | 499 | |
2 | Metropolitan Water District of Southern California Waterworks Revenue PUT, SIFMA Municipal Swap Index Yield + 0.140% | 1.050% | 5/21/24 | 500 | 499 | |
Milpitas CA Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 9/1/31 | 1,130 | 1,210 | ||
M-S-R CA Energy Authority Gas Revenue | 6.500% | 11/1/39 | 555 | 685 | ||
Napa Valley CA Community College District GO | 4.000% | 8/1/32 | 1,090 | 1,121 | ||
Napa Valley CA Unified School District GO Prere. | 4.000% | 8/1/23 | 1,690 | 1,732 | ||
Newport Mesa CA Unified School District GO | 0.000% | 8/1/30 | 630 | 484 | ||
Oakland CA Redevelopment Agency Tax Allocation Revenue (Central District Project) | 5.000% | 9/1/22 | 500 | 503 | ||
6 | Oakland CA Unified School District GO | 4.000% | 8/1/39 | 1,000 | 994 | |
Orange County CA Local Transportation Authority Sales Tax Revenue | 5.000% | 2/15/33 | 1,035 | 1,162 | ||
10 | Palomar Pomerado Health California GO | 0.000% | 8/1/22 | 1,000 | 998 | |
7 | Palomar Pomerado Health California GO | 0.000% | 8/1/26 | 1,040 | 908 | |
7 | Palomar Pomerado Health California GO | 0.000% | 8/1/30 | 2,000 | 1,464 | |
7 | Palomar Pomerado Health California GO | 0.000% | 8/1/32 | 740 | 498 | |
Peninsula Corridor Joint Powers Board CA Measure RR Sales Tax Revenue (Green Bonds - Climate Bond Certified) | 5.000% | 6/1/42 | 1,530 | 1,737 | ||
4 | Poway CA Unified School District Public Financing Authority Special Tax Revenue | 5.000% | 9/1/31 | 1,375 | 1,495 | |
Regents of the University of California Medical Center Pooled Revenue | 5.000% | 5/15/37 | 2,000 | 2,237 | ||
Regents of the University of California Medical Center Pooled Revenue | 5.000% | 5/15/39 | 2,000 | 2,226 | ||
Riverside CA Electric Revenue | 5.000% | 10/1/32 | 1,830 | 2,057 | ||
Riverside County CA Transportation Commission Sales Tax Revenue Prere. | 5.250% | 6/1/23 | 1,000 | 1,032 | ||
Riverside County CA Transportation Commission Toll Revenue | 0.000% | 6/1/30 | 2,415 | 1,729 | ||
Riverside County CA Transportation Commission Toll Revenue | 4.000% | 6/1/38 | 320 | 313 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/23 | 340 | 345 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/25 | 325 | 339 | ||
6 | Sacramento CA City Financing Authority Revenue | 5.000% | 12/1/22 | 760 | 771 | |
10 | Sacramento CA City Financing Authority Tax Allocation Revenue | 0.000% | 12/1/30 | 1,815 | 1,328 | |
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/25 | 495 | 537 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/27 | 575 | 621 | ||
4 | San Bernardino CA Community College District GO | 0.000% | 8/1/22 | 1,000 | 999 | |
San Diego CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,035 | ||
San Diego CA Public Facilities Financing Authority Revenue | 5.000% | 5/15/39 | 1,925 | 2,190 | ||
4 | San Diego CA Unified School District GO | 5.500% | 7/1/27 | 520 | 596 | |
San Diego CA Unified School District GO | 0.000% | 7/1/28 | 370 | 303 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/29 | 440 | 345 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/30 | 250 | 187 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 320 | 280 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 80 | 70 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 100 | 88 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/28 | 70 | 59 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/28 | 60 | 51 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/29 | 60 | 49 | ||
San Diego County CA Regional Airport Authority Revenue | 5.000% | 7/1/34 | 1,000 | 1,111 | ||
San Diego County CA Regional Airport Authority Revenue | 5.000% | 7/1/35 | 205 | 225 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.000% | 10/1/22 | 530 | 532 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.000% | 10/1/22 | 2,125 | 2,145 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue Prere. | 4.750% | 4/1/24 | 1,305 | 1,369 | ||
San Diego County CA Water Authority Revenue | 5.000% | 5/1/28 | 1,000 | 1,074 | ||
San Francisco CA Bay Area Rapid Transit District GO | 4.000% | 8/1/30 | 3,645 | 3,906 | ||
San Francisco CA City & County COP | 5.000% | 4/1/28 | 1,635 | 1,769 | ||
San Francisco CA City & County COP | 4.000% | 4/1/33 | 1,000 | 1,018 | ||
San Francisco CA City & County COP | 4.000% | 4/1/39 | 1,000 | 1,001 | ||
San Francisco CA City & County GO | 5.000% | 6/15/28 | 1,000 | 1,140 | ||
San Francisco CA City & County GO | 5.000% | 6/15/32 | 1,165 | 1,385 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/34 | 1,000 | 1,100 | ||
San Francisco CA City & County Public Utilities Commission Wastewater Revenue | 1.000% | 10/1/25 | 4,355 | 4,090 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/31 | 1,700 | 1,857 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/32 | 1,000 | 1,060 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/35 | 1,500 | 1,628 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue Prere. | 5.000% | 11/1/24 | 1,865 | 1,992 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
San Mateo Foster City School District GO | 3.000% | 8/1/40 | 750 | 658 | ||
9 | San Ramon CA Public Financing Authority Tax Allocation Revenue | 0.000% | 2/1/33 | 1,475 | 955 | |
Santa Clara CA Financing Authority Revenue | 3.000% | 5/1/39 | 1,155 | 997 | ||
Santa Clara CA Unified School District GO | 3.000% | 7/1/34 | 1,000 | 954 | ||
Santa Paula CA Special Tax Harvest Community Facilities Bonds | 4.000% | 9/1/42 | 600 | 544 | ||
Southern California Public Power Authority Revenue | 5.000% | 7/1/30 | 3,000 | 3,122 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) | 5.000% | 7/1/32 | 2,000 | 2,128 | ||
State Center California Community College District GO | 5.000% | 8/1/29 | 1,000 | 1,076 | ||
6 | Stockton Public Financing Authority Revenue | 5.000% | 9/1/29 | 1,000 | 1,047 | |
Tahoe-Truckee CA Unified School District GO | 5.000% | 8/1/34 | 1,030 | 1,115 | ||
10 | Union CA Elementary School District GO | 0.000% | 9/1/28 | 1,080 | 893 | |
Union City CA Community Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 10/1/30 | 1,635 | 1,756 | ||
University of California Revenue | 5.000% | 5/15/28 | 690 | 708 | ||
University of California Revenue | 4.000% | 5/15/33 | 1,000 | 1,018 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,000 | 1,025 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,770 | 1,788 | ||
University of California Revenue | 4.000% | 5/15/35 | 2,000 | 2,029 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,620 | 1,787 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,165 | 1,282 | ||
University of California Revenue | 5.000% | 5/15/36 | 2,000 | 2,304 | ||
University of California Revenue | 5.000% | 5/15/38 | 2,275 | 2,582 | ||
University of California Revenue | 5.000% | 5/15/38 | 2,000 | 2,047 | ||
University of California Revenue | 4.000% | 5/15/39 | 5,000 | 5,000 | ||
University of California Revenue Prere. | 5.000% | 5/15/23 | 310 | 319 | ||
University of California Revenue PUT | 5.000% | 5/15/23 | 1,000 | 1,027 | ||
4,8 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/32 | 1,155 | 800 | |
10 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/34 | 1,225 | 767 | |
6 | West Kern Community College District CA GO | 4.000% | 11/1/32 | 2,700 | 2,803 | |
402,267 | ||||||
Colorado (1.0%) | ||||||
12 | Adams & Weld County CO School District No. 27J GO | 5.000% | 12/1/34 | 1,435 | 1,541 | |
Adams County CO COP | 5.000% | 12/1/31 | 650 | 704 | ||
Board of Governors of the Colorado State University System Enterprise Revenue ETM | 5.000% | 3/1/23 | 300 | 307 | ||
City & County of Broomfield Colorado Water Revenue | 4.000% | 12/1/39 | 1,000 | 1,015 | ||
Colorado COP | 5.000% | 12/15/30 | ��� 900 | 1,036 | ||
Colorado COP | 4.000% | 12/15/33 | 1,235 | 1,261 | ||
Colorado COP | 4.000% | 12/15/34 | 1,800 | 1,829 | ||
Colorado COP | 6.000% | 12/15/36 | 1,000 | 1,235 | ||
Colorado COP | 4.000% | 3/15/40 | 6,035 | 6,039 | ||
Colorado Educational & Cultural Facilities Authority Revenue (Aspen View Academy Project) | 4.000% | 5/1/36 | 175 | 159 | ||
Colorado Educational & Cultural Facilities Authority Revenue (University of Denver) | 4.000% | 3/1/30 | 500 | 524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 5.000% | 11/15/37 | 1,000 | 1,081 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 4.000% | 11/15/38 | 1,000 | 989 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) PUT | 5.000% | 11/19/26 | 1,030 | 1,135 | ||
1 | Colorado Health Facilities Authority Hospital Revenue (Frasier Project) | 4.000% | 5/15/36 | 825 | 724 | |
Colorado Health Facilities Authority Retirement Facilities Revenue (Liberty Heights Project) ETM | 0.000% | 7/15/24 | 1,430 | 1,371 | ||
Colorado Health Facilities Authority Revenue (Adventist Health System/Sunbelt Obligated Group) PUT | 5.000% | 11/15/23 | 2,990 | 3,108 | ||
Colorado Health Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 2,250 | 2,384 | ||
Colorado Health Facilities Authority Revenue (Covenant Retirement Community Inc.) Prere. | 5.000% | 12/1/22 | 500 | 507 | ||
Colorado Health Facilities Authority Revenue (NCMC Inc.) Prere. | 4.000% | 5/15/26 | 1,500 | 1,590 | ||
Colorado Housing & Finance Authority Revenue (Single Family Mortgage) | 3.000% | 5/1/50 | 2,060 | 2,032 | ||
Colorado Springs CO Utility System Revenue Prere. | 5.000% | 11/15/22 | 500 | 507 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/24 | 1,200 | 1,278 | ||
Denver CO City & County Airport Revenue | 5.000% | 12/1/26 | 775 | 851 | ||
Denver CO City & County Airport Revenue | 4.000% | 12/1/38 | 400 | 398 | ||
Denver CO City & County Better Denver & Zoo GO | 5.000% | 8/1/22 | 1,000 | 1,003 | ||
Denver CO City & County COP | 5.000% | 6/1/37 | 1,685 | 1,816 | ||
Denver CO City & County Dedicated Tax Revenue | 0.000% | 8/1/29 | 500 | 400 | ||
Denver CO City & County GO | 5.000% | 8/1/23 | 1,535 | 1,589 | ||
Denver CO City & County GO | 5.000% | 8/1/29 | 2,245 | 2,590 | ||
Denver CO City & County GO | 5.000% | 8/1/38 | 4,665 | 5,383 | ||
Denver CO City & County Revenue | 4.000% | 8/1/38 | 1,500 | 1,509 | ||
Denver CO City & County School District GO | 4.000% | 12/1/31 | 1,000 | 1,039 | ||
Denver CO City & County School District GO | 5.000% | 12/1/36 | 2,000 | 2,175 | ||
Denver CO City & County School District No. 1 GO | 5.000% | 12/1/35 | 1,000 | 1,153 | ||
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/23 | 1,010 | 983 | |
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/29 | 2,000 | 1,547 | |
10 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/32 | 1,000 | 670 | |
2 | E-470 Public Highway Authority Colorado Revenue PUT, SOFR + 0.350% | 1.362% | 9/1/24 | 210 | 207 | |
El Paso County CO School District No. 20 Academy GO | 5.000% | 12/15/30 | 2,400 | 2,648 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 350 | 355 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 507 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 500 | 507 |
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 | 528 | ||
El Paso County CO School District No. 3 Widefield GO Prere. | 5.000% | 12/1/22 | 635 | 644 | ||
Garfield, Pitkin, & Eagle County CO School District GO Prere. | 4.000% | 12/15/25 | 1,000 | 1,052 | ||
Greeley CO Water Revenue | 5.000% | 8/1/26 | 2,910 | 3,214 | ||
Jefferson County CO School District No. R-1 GO | 5.000% | 12/15/36 | 3,395 | 3,786 | ||
4 | Midcities Metropolitan District No. 2 Revenue Refunding Bonds | 4.000% | 12/1/46 | 1,000 | 934 | |
Regional Transportation District of Colorado COP | 5.000% | 6/1/31 | 1,010 | 1,109 | ||
University of Colorado Enterprise System Revenue | 4.000% | 6/1/32 | 1,590 | 1,640 | ||
University of Colorado Enterprise System Revenue PUT | 2.000% | 10/15/25 | 500 | 488 | ||
University of Colorado Hospital Authority Revenue | 5.000% | 11/15/36 | 1,000 | 1,011 | ||
74,092 | ||||||
Connecticut (0.8%) | ||||||
Connecticut GO | 5.000% | 7/15/22 | 2,050 | 2,052 | ||
Connecticut GO | 5.000% | 2/15/25 | 1,000 | 1,072 | ||
Connecticut GO | 5.000% | 5/15/25 | 2,345 | 2,528 | ||
Connecticut GO | 5.000% | 7/15/25 | 1,625 | 1,758 | ||
Connecticut GO | 5.000% | 9/1/26 | 1,000 | 1,056 | ||
Connecticut GO | 5.000% | 2/15/27 | 1,000 | 1,113 | ||
Connecticut GO | 4.000% | 9/15/27 | 1,000 | 1,005 | ||
Connecticut GO | 5.000% | 4/15/28 | 1,000 | 1,129 | ||
Connecticut GO | 5.000% | 3/1/32 | 2,950 | 3,054 | ||
Connecticut GO | 5.000% | 10/15/32 | 705 | 710 | ||
Connecticut GO | 3.000% | 1/15/33 | 270 | 257 | ||
Connecticut GO | 4.000% | 1/15/35 | 1,000 | 1,019 | ||
Connecticut GO | 4.000% | 3/15/35 | 5,000 | 5,039 | ||
Connecticut GO | 3.000% | 1/15/38 | 2,345 | 2,032 | ||
Connecticut GO | 4.000% | 6/15/39 | 300 | 299 | ||
Connecticut Health & Educational Facilities Authority Revenue (Connecticut State University System) | 5.000% | 11/1/31 | 1,000 | 1,136 | ||
Connecticut Health & Educational Facilities Authority Revenue (Covenant Retirement Communities) | 5.000% | 12/1/31 | 1,000 | 1,044 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) | 4.000% | 7/1/36 | 1,750 | 1,704 | ||
Connecticut Health & Educational Facilities Authority Revenue (Nuvance Health) | 5.000% | 7/1/29 | 1,255 | 1,354 | ||
Connecticut Health & Educational Facilities Authority Revenue (Sacred Heart University) | 5.000% | 7/1/31 | 850 | 940 | ||
Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/35 | 150 | 141 | ||
Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/36 | 300 | 280 | ||
Connecticut Health & Educational Facilities Authority Revenue (Stampord Hospital) | 4.000% | 7/1/37 | 200 | 184 | ||
Connecticut Health & Educational Facilities Authority Revenue (University of Hartford) | 5.000% | 7/1/31 | 575 | 595 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 875 | 875 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 900 | 900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 5.000% | 2/1/23 | 3,400 | 3,459 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.250% | 2/9/24 | 1,000 | 968 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 0.375% | 7/12/24 | 1,500 | 1,435 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.100% | 2/11/25 | 950 | 912 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.100% | 2/11/25 | 915 | 878 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 2.000% | 7/1/26 | 500 | 485 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 9/1/23 | 1,360 | 1,410 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/28 | 1,805 | 2,031 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/29 | 500 | 568 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/34 | 1,000 | 1,127 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 10/1/34 | 1,000 | 1,097 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 4.000% | 5/1/37 | 2,410 | 2,418 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 4.000% | 11/1/38 | 1,000 | 1,001 | ||
Hamden GO Prere. | 5.000% | 8/15/22 | 1,110 | 1,115 | ||
Hartford County CT Metropolitan District GO | 5.000% | 7/15/28 | 1,280 | 1,446 | ||
Hartford County CT Metropolitan District GO | 4.000% | 7/15/38 | 2,025 | 2,031 | ||
University of Connecticut GO | 5.000% | 2/15/27 | 635 | 675 | ||
University of Connecticut Revenue | 5.000% | 11/1/27 | 1,000 | 1,123 | ||
57,455 | ||||||
Delaware (0.1%) | ||||||
Delaware GO | 5.000% | 2/1/25 | 1,010 | 1,086 | ||
Delaware Health Facilities Authority Revenue (Beebe Medical Center Project) | 5.000% | 6/1/30 | 600 | 636 | ||
Delaware Health Facilities Authority Revenue (Christiana Care Health System) | 5.000% | 10/1/37 | 1,000 | 1,085 | ||
1 | Delaware River & Bay Authority Delaware Revenue | 5.000% | 1/1/28 | 500 | 551 | |
Delaware River & Bay Authority Delaware Revenue | 3.000% | 1/1/38 | 1,495 | 1,342 | ||
Delaware State Economic Development Authority Revenue (NRG Energy Projects) PUT | 1.250% | 10/1/25 | 650 | 605 | ||
University of Delaware Bonds | 5.000% | 11/1/34 | 440 | 514 | ||
University of Delaware Bonds | 5.000% | 11/1/35 | 500 | 588 | ||
University of Delaware Bonds | 5.000% | 11/1/37 | 1,700 | 1,882 | ||
University of Delaware Bonds | 5.000% | 11/1/40 | 500 | 586 | ||
8,875 | ||||||
District of Columbia (0.5%) | ||||||
District of Columbia GO | 5.000% | 10/15/22 | 1,300 | 1,314 | ||
District of Columbia GO | 5.000% | 6/1/25 | 1,235 | 1,335 | ||
District of Columbia GO | 5.000% | 6/1/29 | 3,780 | 3,952 | ||
District of Columbia GO | 5.000% | 6/1/32 | 1,000 | 1,082 | ||
District of Columbia GO | 5.000% | 6/1/34 | 1,320 | 1,432 | ||
District of Columbia GO | 4.000% | 2/1/37 | 725 | 736 | ||
District of Columbia GO | 4.000% | 2/1/40 | 1,250 | 1,260 | ||
District of Columbia Hospital Revenue (Children's Hospital Obligated Group) | 5.000% | 7/15/35 | 1,000 | 1,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
District of Columbia Income Tax Revenue | 5.000% | 12/1/24 | 1,350 | 1,367 | ||
3 | District of Columbia Revenue (Medstar Health Inc.) VRDO | 0.630% | 7/1/22 | 1,925 | 1,925 | |
District of Columbia Revenue Bonds (Gallaudet University Project) | 3.000% | 4/1/39 | 720 | 599 | ||
District of Columbia Revenue Bonds (Latin American Montessori Bilingual Public Charter School) | 5.000% | 6/1/40 | 1,000 | 1,007 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/33 | 2,175 | 2,391 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/36 | 5,030 | 5,418 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 1,125 | 1,207 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue PUT | 3.000% | 10/1/27 | 1,000 | 986 | ||
Metropolitan Washington DC/VA Airports Authority Airport System Revenue | 5.000% | 10/1/30 | 2,325 | 2,652 | ||
7 | Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Capital Appreciation Bonds) | 0.000% | 10/1/36 | 525 | 284 | |
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 5.000% | 10/1/33 | 2,240 | 2,483 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 0.000% | 10/1/37 | 1,300 | 600 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 4.000% | 10/1/39 | 1,000 | 944 | ||
Washington Convention & Sports Authority Revenue | 5.000% | 10/1/26 | 1,090 | 1,204 | ||
Washington Convention & Sports Authority Revenue | 4.000% | 10/1/34 | 1,115 | 1,129 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/25 | 1,000 | 1,083 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/34 | 2,825 | 3,195 | ||
40,618 | ||||||
Florida (2.5%) | ||||||
Alachua County FL Health Facilities Authority Revenue (Oak Hammock) | 4.000% | 10/1/31 | 290 | 276 | ||
1 | Alachua County FL Health Facilities Authority Revenue (Oak Hammock) | 4.000% | 10/1/31 | 615 | 577 | |
1 | Brevard County FL Health Facilities Authority Revenue (Health First Obligated Group) | 5.000% | 4/1/31 | 1,415 | 1,511 | |
Brevard County FL Health Facilities Authority Revenue (Health First Obligated Group) | 5.000% | 4/1/40 | 1,000 | 1,070 | ||
Brevard County FL School Board COP | 5.000% | 7/1/25 | 1,000 | 1,024 | ||
Broward County FL Airport System Revenue Prere. | 5.000% | 10/1/22 | 400 | 404 | ||
Broward County FL Airport System Revenue Prere. | 5.500% | 10/1/23 | 1,000 | 1,046 | ||
Broward County FL Convention Center Hotel First Tier Revenue | 5.000% | 1/1/38 | 3,460 | 3,882 | ||
Broward County FL School COP | 5.000% | 7/1/36 | 1,000 | 1,123 | ||
Capital Projects Finance Authority FL Student Housing Revenue (Projects Loan Program) | 5.000% | 10/1/33 | 540 | 553 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Capital Trust Agency Florida Educational Facilities Revenue (Academir Charter Schools Project) | 2.500% | 7/1/31 | 495 | 394 | |
Capital Trust Agency Florida Educational Facilities Revenue (Advantage Academy of Hillsborough Projects) | 5.000% | 12/15/29 | 400 | 412 | ||
Central FL Expressway Authority Revenue | 4.000% | 7/1/32 | 1,015 | 1,028 | ||
4 | Central FL Expressway Authority Revenue | 4.000% | 7/1/35 | 1,000 | 1,031 | |
4 | Central FL Expressway Authority Revenue | 4.000% | 7/1/38 | 1,000 | 1,008 | |
4 | Central FL Expressway Authority Revenue | 2.500% | 7/1/40 | 1,000 | 772 | |
County of Miami-Dade FL Transit System Sales Surtax Revenue | 4.000% | 7/1/38 | 2,155 | 2,162 | ||
County of Sarasota FL Utility System Revenue | 5.000% | 10/1/40 | 2,500 | 2,764 | ||
Duval County FL School Board COP | 5.000% | 7/1/32 | 1,250 | 1,339 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/34 | 925 | 1,023 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/35 | 1,075 | 1,188 | ||
Escambia County FL Health Facilities Authority Revenue (Baptist Health Care Corp. Obligated Group) | 5.000% | 8/15/39 | 1,525 | 1,602 | ||
Florida Board of Education Lottery Revenue | 4.000% | 7/1/27 | 1,230 | 1,230 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/24 | 625 | 642 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/29 | 5,000 | 5,785 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/32 | 1,675 | 1,740 | ||
Florida Capital Improvement Revenue (Student Housing Project) | 5.000% | 7/1/29 | 1,310 | 1,483 | ||
5 | Florida Development Finance Corp. Educational Facilities Revenue (Global Outreach Charter Academy Projects) | 4.000% | 6/30/29 | 205 | 195 | |
Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/29 | 400 | 420 | ||
Florida Development Finance Corp. Educational Facilities Revenue (Mater Academy Projects) | 5.000% | 6/15/30 | 475 | 496 | ||
Florida Development Finance Corp. Educational Facilities Revenue (River City Science Academy Projects) | 4.000% | 7/1/30 | 220 | 213 | ||
Florida GO | 4.000% | 6/1/27 | 1,455 | 1,478 | ||
Florida GO | 5.000% | 7/1/27 | 1,440 | 1,589 | ||
Florida Gulf Coast University Financing Corp. Capital Improvement Revenue | 4.000% | 2/1/38 | 770 | 752 | ||
Florida Higher Educational Facilities Financial Authority Revenue (Rollins College Projects) | 4.000% | 12/1/36 | 1,750 | 1,720 | ||
Florida Municipal Power Agency Revenue | 4.000% | 10/1/30 | 2,775 | 2,915 | ||
1 | Florida Municipal Power Agency Revenue | 5.000% | 10/1/30 | 1,200 | 1,333 | |
Florida Municipal Power Agency Revenue | 3.000% | 10/1/33 | 1,000 | 942 | ||
Florida State Department of Transportation Right of Way Acquisition Revenue | 5.000% | 7/1/26 | 1,000 | 1,108 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Florida State Department of Transportation Turnpike Authority Revenue | 4.000% | 7/1/39 | 1,000 | 995 | ||
Florida State Turnpike Authority Revenue | 2.000% | 7/1/41 | 1,470 | 1,000 | ||
4 | Florida State Utility Authority Revenue (North Fort Myers Utility System) | 4.000% | 10/1/37 | 1,040 | 1,052 | |
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,000 | 1,010 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,385 | 1,404 | ||
Halifax Hospital Medical Center FL Hospital Revenue | 3.750% | 6/1/41 | 210 | 195 | ||
Hillsborough County FL Aviation Authority Tampa International Airport Revenue | 4.000% | 10/1/42 | 1,000 | 996 | ||
Hillsborough County FL Industrial Development Authority Hospital Revenue (Tampa General Hospital Projects) | 3.600% | 10/1/28 | 500 | 504 | ||
Hillsborough County FL School Board (Master Lease Program) COP Prere. | 5.000% | 7/1/22 | 1,650 | 1,650 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/26 | 1,005 | 1,101 | ||
Jacksonville FL Electric Authority Electric System Revenue | 4.000% | 10/1/37 | 1,955 | 1,962 | ||
Jacksonville FL Electric Authority Electric System Revenue Prere. | 5.000% | 10/1/23 | 1,160 | 1,203 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,905 | 2,139 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,465 | 1,644 | ||
Jacksonville FL Health Care Facilities Revenue (Baptist Health System Obligated Group) | 4.000% | 8/15/37 | 1,250 | 1,245 | ||
Jacksonville FL Health Care Facilities Revenue (Brooks Rehabilitation) | 5.000% | 11/1/30 | 1,085 | 1,162 | ||
1 | Jacksonville FL Special Revenue | 5.000% | 10/1/24 | 1,200 | 1,273 | |
Jacksonville FL Special Revenue | 5.000% | 10/1/27 | 1,500 | 1,672 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/28 | 1,640 | 1,847 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/32 | 500 | 504 | ||
1 | Jacksonville FL Special Revenue | 5.000% | 10/1/32 | 1,000 | 1,166 | |
Jacksonville FL Special Revenue | 5.000% | 10/1/38 | 1,410 | 1,566 | ||
Jacksonville FL Transportation Authority Local Option Gas Tax Revenue | 5.000% | 8/1/34 | 1,000 | 1,068 | ||
Jacksonville FL Transportation Revenue | 5.000% | 10/1/28 | 1,200 | 1,300 | ||
Jacksonville FL Water & Sewer Revenue | 4.000% | 10/1/35 | 1,655 | 1,683 | ||
JEA FL Electric System Revenue | 4.000% | 10/1/36 | 3,000 | 3,019 | ||
JEA FL Electric System Revenue | 5.000% | 10/1/37 | 2,000 | 2,015 | ||
Key West FL Utility Board Electricity Revenue | 5.000% | 10/1/37 | 1,030 | 1,118 | ||
Lakeland FL Educational Facilities Revenue (Florida Southern College Project) | 5.000% | 9/1/31 | 880 | 885 | ||
Lakeland FL Energy System Revenue | 4.000% | 10/1/37 | 1,000 | 1,001 | ||
Lakeland FL Hospital Revenue (Lakeland Regional Health Systems) | 5.000% | 11/15/26 | 1,475 | 1,602 | ||
Lee County FL Industrial Development Authority Healthcare Facilities Revenue | 4.000% | 11/15/30 | 465 | 447 | ||
Lee Memorial Health System Florida Hospital Revenue | 5.000% | 4/1/39 | 1,655 | 1,745 | ||
Miami Beach FL Health Facilities Authority Revenue (Mount Sinai Medical Center) | 5.000% | 11/15/27 | 1,000 | 1,036 | ||
Miami Beach FL Resort Tax Revenue | 5.000% | 9/1/34 | 1,020 | 1,097 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/30 | 1,500 | 1,596 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/38 | 1,000 | 1,094 | ||
4,5 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/30 | 1,325 | 1,482 | |
4,5 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/35 | 1,000 | 1,104 | |
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/33 | 1,850 | 1,953 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/34 | 1,000 | 1,052 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.000% | 10/1/36 | 1,000 | 983 | ||
Miami-Dade County FL Building Better Communities GO | 5.000% | 7/1/36 | 1,160 | 1,248 | ||
Miami-Dade County FL Educational Facilities Authority Revenue (University of Miami Issue) | 5.000% | 4/1/34 | 705 | 729 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/24 | 860 | 905 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/25 | 830 | 874 | ||
Miami-Dade County FL GO | 5.000% | 7/1/24 | 1,000 | 1,056 | ||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Miami Children's Hospital) Prere. | 5.000% | 8/1/23 | 1,000 | 1,034 | ||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Niklaus Children's Hospital Project) | 4.000% | 8/1/33 | 1,290 | 1,282 | ||
Miami-Dade County FL Public Health Trust GO | 4.000% | 7/1/32 | 1,750 | 1,805 | ||
Miami-Dade County FL School Board COP | 5.000% | 2/1/26 | 3,035 | 3,310 | ||
Miami-Dade County FL School Board GO Prere. | 5.000% | 3/15/23 | 3,155 | 3,231 | ||
Miami-Dade County FL Seaport Revenue | 4.000% | 10/1/39 | 2,000 | 1,940 | ||
Miami-Dade County FL Seaport Revenue Prere. | 5.750% | 10/1/23 | 1,500 | 1,573 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/22 | 1,645 | 1,659 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 4/1/37 | 1,255 | 1,392 | ||
Miami-Dade County FL Special Obligation Revenue | 0.000% | 10/1/39 | 1,265 | 590 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 1,000 | 1,009 | ||
Miami-Dade County FL Special Obligation Revenue Prere. | 5.000% | 10/1/22 | 500 | 504 | ||
Miami-Dade County FL Transit Sales Surtax Revenue | 4.000% | 7/1/31 | 1,400 | 1,451 | ||
Miami-Dade County FL Water & Sewer Revenue | 5.000% | 10/1/22 | 2,060 | 2,078 | ||
Miami-Dade County FL Water & Sewer System Revenue Prere. | 5.000% | 10/1/22 | 2,525 | 2,547 | ||
North Brevard County FL Hospital District Revenue | 5.000% | 1/1/34 | 1,000 | 1,036 | ||
North Sumter County FL Utility Dependent District Utility Revenue | 5.000% | 10/1/37 | 2,505 | 2,811 | ||
Okaloosa County FL School Board COP | 5.000% | 10/1/26 | 785 | 869 | ||
Orange County FL Health Facilities Authority Hospital Revenue (Orlando Health Inc.) | 5.000% | 10/1/30 | 1,510 | 1,597 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Orange County FL School Board COP | 5.000% | 8/1/33 | 6,105 | 6,644 | ||
Orange County FL Water & Wastewater Utility Revenue | 5.000% | 10/1/26 | 1,400 | 1,548 | ||
4 | Orlando FL Tourist Development Tax Revenue | 5.000% | 11/1/28 | 1,535 | 1,730 | |
Orlando FL Utilities Commission System Revenue PUT | 1.250% | 10/1/28 | 1,000 | 840 | ||
Osceola County FL Transportation Revenue | 5.000% | 10/1/28 | 500 | 532 | ||
Osceola County FL Transportation Revenue | 0.000% | 10/1/34 | 2,000 | 1,116 | ||
Palm Beach County FL Health Facilities Authority Hospital Revenue (BRRH Corp. Obligated Group) Prere. | 5.000% | 12/1/24 | 560 | 598 | ||
1 | Palm Beach County FL Health Facilities Authority Hospital Revenue (Jupiter Medical Center Project) | 5.000% | 11/1/33 | 360 | 381 | |
Palm Beach County FL Public Improvement Revenue | 5.000% | 5/1/33 | 1,245 | 1,357 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/29 | 1,540 | 1,634 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/32 | 1,500 | 1,581 | ||
Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Raton Expansion) | 2.625% | 6/1/25 | 165 | 157 | ||
Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Raton Expansion) | 4.000% | 6/1/36 | 260 | 226 | ||
Panama City Beach FL Capital Improvement Revenue | 5.000% | 11/1/32 | 375 | 430 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/34 | 1,190 | 1,224 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/35 | 1,000 | 1,022 | ||
South Broward FL Hospital District Revenue | 4.000% | 5/1/33 | 1,020 | 1,023 | ||
South Miami FL Health Facilities Authority Revenue (Baptist Health South Florida Obligated Group) | 4.000% | 8/15/33 | 1,180 | 1,173 | ||
St. Johns County FL Industrial Development Authority Revenue (Vicars Landing Project) | 4.000% | 12/15/36 | 1,000 | 840 | ||
St. Johns County FL Water & Sewer Revenue | 0.000% | 6/1/24 | 1,110 | 1,061 | ||
Sunshine State Governmental Financing Commission Florida Revenue (Miami Dade County Program) Prere. | 5.000% | 9/1/23 | 1,000 | 1,037 | ||
Tallahassee FL Energy System Revenue | 5.000% | 10/1/35 | 1,000 | 1,054 | ||
Tallahassee FL Health Facilities System Revenue (Memorial Healthcare Projects) | 5.000% | 12/1/40 | 1,000 | 1,022 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/29 | 1,015 | 1,078 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/30 | 750 | 797 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/34 | 1,265 | 1,340 | ||
Tampa Bay FL Water Utility System Revenue | 5.000% | 10/1/37 | 2,040 | 2,235 | ||
Tampa FL Cigarette Tax Allocation Revenue (H. Lee Moffitt Cancer Center Project) | 5.000% | 9/1/26 | 200 | 201 | ||
Tampa FL Hospital Revenue | 5.000% | 7/1/23 | 750 | 750 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tampa FL Non-AD Valorem Improvement Revenue (Sustainable Bonds) | 3.000% | 10/1/35 | 2,000 | 1,838 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/30 | 200 | 225 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/31 | 250 | 281 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/32 | 1,000 | 1,054 | ||
Village Community FL Development District No. 13 Florida Assessment Revenue | 2.850% | 5/1/36 | 1,000 | 804 | ||
Volusia County FL Educational Facilities Authority Revenue (Embry-Riddle Aeronautical University Inc.) | 5.000% | 10/15/29 | 860 | 930 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,025 | 1,084 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,650 | 1,777 | ||
Volusia County FL School Board COP | 5.000% | 8/1/29 | 1,000 | 1,133 | ||
6 | Wildwood FL Utility Dependent District Revenue (South Sumter Utility Project) | 5.000% | 10/1/34 | 1,410 | 1,601 | |
186,688 | ||||||
Georgia (1.3%) | ||||||
Athens-Clarke County GA Unified Government Water & Sewerage Revenue | 4.000% | 1/1/32 | 1,000 | 1,023 | ||
Atlanta GA Airport Revenue | 5.000% | 1/1/33 | 2,000 | 2,060 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/25 | 1,290 | 1,388 | ||
Atlanta GA Water & Wastewater Revenue | 4.000% | 11/1/36 | 500 | 503 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/36 | 1,320 | 1,438 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) | 5.000% | 7/1/27 | 410 | 455 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) ETM | 5.000% | 7/1/27 | 100 | 112 | ||
City of Atlanta Airport General Revenue | 5.000% | 7/1/22 | 1,675 | 1,675 | ||
City of Atlanta Airport General Revenue | 4.000% | 7/1/41 | 2,015 | 2,006 | ||
City of Atlanta Airport Passenger Facility & General Revenue | 5.000% | 7/1/40 | 1,500 | 1,658 | ||
City of Dalton GA Utilities Revenue | 4.000% | 3/1/37 | 1,450 | 1,410 | ||
Cobb County GA Kennestone Hospital Authority Revenue | 5.000% | 4/1/24 | 400 | 409 | ||
Coweta County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 5.000% | 7/1/36 | 1,060 | 1,138 | ||
Dahlonega GA Downtown Development Authority Revenue (North Georgia MAC LLC Project) | 5.000% | 7/1/31 | 810 | 876 | ||
DeKalb County GA Water & Sewer Revenue | 5.250% | 10/1/31 | 500 | 501 | ||
Fulton County GA Development Authority Revenue (Children's Healthcare of Atlanta Obligated Group) | 5.000% | 7/1/38 | 1,500 | 1,627 | ||
5 | Fulton County GA Residential Care Facilities for the Elderly Authority Revenue (Canterbury Court Project) | 4.000% | 4/1/41 | 1,000 | 787 |
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 | 963 | ||
Georgia GO | 5.000% | 7/1/24 | 1,500 | 1,589 | ||
Georgia GO | 5.000% | 7/1/24 | 1,000 | 1,059 | ||
Georgia GO | 5.000% | 7/1/25 | 1,100 | 1,193 | ||
1 | Georgia GO | 5.000% | 7/1/28 | 1,080 | 1,236 | |
Georgia GO | 5.000% | 2/1/30 | 1,500 | 1,660 | ||
Georgia Municipal Electric Power Authority Revenue | 5.000% | 1/1/33 | 1,335 | 1,462 | ||
Georgia State Ports Authority Revenue | 4.000% | 7/1/37 | 1,100 | 1,109 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/25 | 600 | 637 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/31 | 350 | 373 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/33 | 1,575 | 1,672 | ||
Gwinnett County GA School District GO | 5.000% | 2/1/28 | 500 | 533 | ||
Main Street Natural Gas Inc. GA Gas Supply Revenue PUT | 4.000% | 12/1/29 | 2,000 | 1,985 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/33 | 500 | 526 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/37 | 250 | 266 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/38 | 500 | 531 | ||
3 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/23 | 6,210 | 6,319 | |
3 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/23 | 6,245 | 6,371 | |
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/2/24 | 1,475 | 1,516 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/26 | 2,900 | 2,909 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/28 | 4,040 | 4,045 | ||
Main Street Natural Gas Inc. Georgia Gas Supply Revenue PUT | 4.000% | 9/1/27 | 5,060 | 5,188 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 5.000% | 7/1/31 | 1,410 | 1,527 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 1,835 | 1,909 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 5,210 | 5,534 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 3.000% | 7/1/39 | 2,050 | 1,773 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 3.000% | 7/1/40 | 2,500 | 2,140 | ||
Milledgeville & Baldwin County GA Development Authority Revenue (Georgia College & State University Projects) | 5.000% | 6/15/31 | 600 | 688 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/26 | 1,510 | 1,620 | ||
6 | Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/28 | 1,495 | 1,610 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/29 | 1,795 | 1,970 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/30 | 1,000 | 1,068 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/35 | 1,715 | 1,778 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/39 | 1,215 | 1,270 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/28 | 580 | 632 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/30 | 810 | 878 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/34 | 800 | 850 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project) | 5.000% | 1/1/32 | 500 | ���538 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project) | 5.000% | 1/1/33 | 180 | 193 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project) | 5.000% | 1/1/36 | 600 | 634 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project) | 5.000% | 1/1/39 | 2,000 | 2,084 | ||
1 | Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project) | 5.000% | 7/1/41 | 1,190 | 1,250 | |
Private Colleges & University Authority of Georgia Revenue (Emory University) | 4.000% | 9/1/36 | 2,000 | 2,011 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 5.000% | 9/1/36 | 795 | 879 | ||
Private Colleges & University Authority of Georgia Revenue (Savannah College of Art & Design Projects) | 5.000% | 4/1/30 | 550 | 613 | ||
Walton County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 4.000% | 7/1/38 | 1,145 | 1,136 | ||
96,793 | ||||||
Guam (0.1%) | ||||||
Guam Government Business Privilege Tax Revenue | 5.000% | 11/15/26 | 735 | 782 | ||
Guam Government Business Privilege Tax Revenue | 5.000% | 11/15/29 | 865 | 911 | ||
Guam Government Business Privilege Tax Revenue | 4.000% | 1/1/36 | 650 | 598 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue | 5.250% | 7/1/23 | 1,000 | 1,026 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue Prere. | 5.250% | 7/1/23 | 1,305 | 1,348 | ||
4 | Guam Power Authority Revenue | 5.000% | 10/1/30 | 255 | 257 | |
1 | Guam Power Authority Revenue | 5.000% | 10/1/30 | 2,060 | 2,195 | |
1 | Guam Power Authority Revenue | 5.000% | 10/1/32 | 1,000 | 1,056 | |
8,173 | ||||||
Hawaii (0.5%) | ||||||
1 | City & County of Honolulu GO | 5.000% | 11/1/27 | 1,000 | 1,124 | |
Hawaii Airports System Revenue | 5.000% | 7/1/29 | 1,785 | 2,009 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/30 | 1,000 | 1,135 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/31 | 2,000 | 2,257 | ||
Hawaii Airports System Revenue | 4.000% | 7/1/38 | 2,500 | 2,491 | ||
Hawaii GO | 5.000% | 10/1/25 | 1,575 | 1,714 | ||
Hawaii GO | 5.000% | 1/1/29 | 1,370 | 1,537 | ||
Hawaii GO | 5.000% | 8/1/29 | 595 | 627 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hawaii GO | 5.000% | 1/1/33 | 1,575 | 1,743 | ||
Hawaii GO | 5.000% | 1/1/36 | 4,115 | 4,509 | ||
Hawaii GO Prere. | 5.000% | 8/1/24 | 1,500 | 1,591 | ||
Hawaii GO Prere. | 5.000% | 8/1/24 | 235 | 249 | ||
Honolulu HI City & County GO | 5.000% | 7/1/24 | 2,000 | 2,117 | ||
Honolulu HI City & County GO | 5.000% | 10/1/28 | 1,000 | 1,080 | ||
Honolulu HI City & County GO | 5.000% | 10/1/29 | 4,000 | 4,307 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 2,000 | 2,167 | ||
Honolulu HI City & County Wastewater System Revenue Prere. | 5.000% | 7/1/25 | 1,000 | 1,083 | ||
Kauai County HI Community Facilities District Special Tax Revenue | 4.375% | 5/15/42 | 1,100 | 988 | ||
Maui County HI GO | 2.000% | 3/1/41 | 1,000 | 712 | ||
University of Hawaii Revenue Bonds | 4.000% | 10/1/33 | 1,200 | 1,262 | ||
34,702 | ||||||
Idaho (0.1%) | ||||||
Idaho Airport Revenue & Refunding Bonds | 5.000% | 9/1/35 | 1,040 | 1,145 | ||
Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) | 5.000% | 3/1/28 | 1,595 | 1,740 | ||
Idaho Housing & Finance Association Grant Revenue | 5.000% | 7/15/35 | 750 | 847 | ||
Idaho Housing & Finance Association Sales Tax Revenue | 5.000% | 8/15/31 | 585 | 682 | ||
Idaho Housing & Finance Association Sales Tax Revenue | 5.000% | 8/15/34 | 550 | 640 | ||
5,054 | ||||||
Illinois (2.7%) | ||||||
Chicago IL Board of Education GO | 5.000% | 12/1/23 | 1,000 | 1,021 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 700 | 721 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 1,500 | 1,545 | ||
Chicago IL Board of Education GO | 7.000% | 12/1/26 | 500 | 551 | ||
10 | Chicago IL Board of Education GO | 0.000% | 12/1/28 | 1,000 | 777 | |
Chicago IL Board of Education GO | 5.000% | 12/1/28 | 1,150 | 1,207 | ||
10 | Chicago IL Board of Education GO | 0.000% | 12/1/29 | 520 | 385 | |
10 | Chicago IL Board of Education GO | 0.000% | 12/1/30 | 1,350 | 951 | |
4 | Chicago IL Board of Education GO | 5.000% | 12/1/30 | 1,250 | 1,335 | |
Chicago IL Board of Education GO | 5.000% | 12/1/30 | 500 | 520 | ||
10 | Chicago IL Board of Education GO | 0.000% | 12/1/31 | 1,550 | 1,038 | |
Chicago IL Board of Education GO | 5.000% | 12/1/33 | 725 | 750 | ||
Chicago IL Board of Education GO | 5.250% | 12/1/35 | 1,225 | 1,241 | ||
Chicago IL Board of Education GO | 5.000% | 4/1/36 | 1,270 | 1,290 | ||
Chicago IL Board of Education GO | 4.000% | 12/1/37 | 1,000 | 933 | ||
Chicago IL Board of Education GO | 4.000% | 12/1/38 | 1,000 | 926 | ||
Chicago IL Board of Education GO | 4.000% | 12/1/42 | 2,000 | 1,800 | ||
Chicago IL GO | 5.000% | 1/1/24 | 520 | 533 | ||
Chicago IL GO | 5.000% | 1/1/26 | 335 | 347 | ||
Chicago IL GO | 5.000% | 1/1/28 | 1,090 | 1,158 | ||
Chicago IL GO | 5.000% | 1/1/31 | 1,500 | 1,574 | ||
Chicago IL Housing Authority Revenue | 5.000% | 1/1/33 | 1,000 | 1,079 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/30 | 620 | 710 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/31 | 535 | 614 | ||
Chicago IL Midway Airport Revenue | 5.000% | 1/1/26 | 240 | 243 | ||
Chicago IL O'Hare International Airport Revenue | 5.250% | 1/1/24 | 200 | 203 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/25 | 1,010 | 1,073 | ||
Chicago IL O'Hare International Airport Revenue | 5.500% | 1/1/26 | 1,000 | 1,014 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 3,330 | 3,492 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 1,140 | 1,217 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/30 | 1,000 | 1,064 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/31 | 1,060 | 1,106 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/32 | 500 | 501 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/33 | 1,000 | 1,041 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/34 | 2,430 | 2,671 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/35 | 3,000 | 2,987 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/35 | 2,000 | 1,992 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 1,855 | 1,945 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 2,835 | 3,105 | ||
Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/38 | 1,000 | 983 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/38 | 1,080 | 1,153 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/39 | 1,000 | 1,065 | ||
6 | Chicago IL Park District GO | 5.000% | 1/1/29 | 1,000 | 1,104 | |
6 | Chicago IL Park District GO | 5.000% | 1/1/32 | 1,225 | 1,289 | |
6 | Chicago IL Park District GO | 5.000% | 1/1/33 | 1,000 | 1,075 | |
Chicago IL Transit Authority Revenue (Sales Tax Receipts) | 5.250% | 12/1/49 | 1,500 | 1,543 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/28 | 1,000 | 1,089 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/29 | 1,580 | 1,622 | ||
10 | Chicago IL Wastewater Transmission Revenue | 5.500% | 1/1/30 | 1,220 | 1,327 | |
Chicago IL Water Revenue | 5.000% | 11/1/39 | 1,000 | 1,020 | ||
Chicago IL Waterworks Revenue | 5.000% | 11/1/30 | 1,000 | 1,031 | ||
Chicago Park District GO | 5.000% | 1/1/31 | 460 | 471 | ||
Chicago Park District GO Prere. | 5.000% | 1/1/24 | 540 | 564 | ||
Cook County IL Community College District GO | 5.250% | 12/1/32 | 1,000 | 1,017 | ||
4 | Cook County IL GO | 5.000% | 11/15/26 | 1,545 | 1,693 | |
4 | Cook County IL School District No. 87 Berkeley GO | 3.000% | 12/1/37 | 500 | 451 | |
Cook Kane Lake & McHenry Counties IL Community College District No. 512 (William Rainey Harper College) | 3.000% | 12/15/35 | 2,500 | 2,383 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 1,550 | 1,641 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,550 | 2,700 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,000 | 2,118 | ||
Illinois Finance Authority Revenue (Benedictine University) | 4.000% | 10/1/33 | 500 | 465 | ||
Illinois Finance Authority Revenue (Centegra Health System) Prere. | 5.000% | 9/1/24 | 1,300 | 1,381 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 1/1/26 | 1,580 | 1,726 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 1/1/31 | 1,000 | 1,078 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 7/1/31 | 1,000 | 1,089 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/33 | 1,000 | 1,053 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/34 | 1,000 | 1,051 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois Finance Authority Revenue (Edward Elmhurst Obligated Group) Prere. | 5.000% | 1/1/27 | 1,000 | 1,109 | ||
Illinois Finance Authority Revenue (Franciscan Communities Inc.) | 5.000% | 5/15/37 | 1,000 | 1,018 | ||
Illinois Finance Authority Revenue (Lake Zurick Community Unit School District No. 95 Project) | 4.000% | 1/15/27 | 1,745 | 1,846 | ||
1 | Illinois Finance Authority Revenue (Lake Forest College) | 5.000% | 10/1/35 | ��� 500 | 497 | |
Illinois Finance Authority Revenue (Mercy Health System) | 4.000% | 12/1/28 | 1,000 | 1,025 | ||
Illinois Finance Authority Revenue (Northshore-Edward-Elmhurst Health Credit Group) | 5.000% | 8/15/41 | 4,000 | 4,345 | ||
3 | Illinois Finance Authority Revenue (Northshore-Edward-Elmhurst Health Credit Group) VRDO | 0.630% | 7/1/22 | 200 | 200 | |
Illinois Finance Authority Revenue (Northwest Community Hospital) Prere. | 5.000% | 7/1/26 | 1,000 | 1,096 | ||
Illinois Finance Authority Revenue (Northwestern Memorial Healthcare) | 3.000% | 7/15/40 | 1,000 | 807 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) | 4.000% | 11/15/33 | 1,000 | 1,006 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/24 | 75 | 78 | ||
Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/26 | 165 | 178 | ||
Illinois Finance Authority Revenue (Presence Health Network) | 5.000% | 2/15/41 | 3,370 | 3,543 | ||
Illinois Finance Authority Revenue (Rehabilitation Institute of Chicago) | 5.500% | 7/1/28 | 2,000 | 2,067 | ||
Illinois Finance Authority Revenue (Rush University Medical Center) | 5.000% | 11/15/33 | 1,050 | 1,084 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/33 | 1,500 | 1,751 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/35 | 1,000 | 1,046 | ||
Illinois GO | 5.000% | 8/1/22 | 1,000 | 1,002 | ||
Illinois GO | 5.000% | 10/1/22 | 1,290 | 1,299 | ||
Illinois GO | 5.000% | 11/1/22 | 2,300 | 2,321 | ||
Illinois GO | 5.000% | 11/1/22 | 1,000 | 1,009 | ||
Illinois GO | 5.000% | 2/1/23 | 540 | 548 | ||
Illinois GO | 5.000% | 3/1/23 | 750 | 763 | ||
Illinois GO | 5.000% | 11/1/23 | 1,000 | 1,030 | ||
Illinois GO | 4.000% | 3/1/24 | 750 | 765 | ||
Illinois GO | 5.500% | 7/1/24 | 1,100 | 1,131 | ||
Illinois GO | 5.000% | 8/1/24 | 1,500 | 1,504 | ||
Illinois GO | 5.000% | 10/1/24 | 1,470 | 1,536 | ||
Illinois GO | 5.000% | 11/1/24 | 1,785 | 1,868 | ||
Illinois GO | 5.000% | 2/1/28 | 1,690 | 1,811 | ||
Illinois GO | 5.000% | 10/1/28 | 2,000 | 2,163 | ||
Illinois GO | 5.000% | 11/1/28 | 1,000 | 1,072 | ||
Illinois GO | 5.000% | 11/1/29 | 1,000 | 1,064 | ||
Illinois GO | 5.250% | 2/1/30 | 1,900 | 1,950 | ||
Illinois GO | 5.250% | 7/1/31 | 1,000 | 1,018 | ||
Illinois GO | 4.125% | 10/1/36 | 500 | 484 | ||
Illinois GO | 4.000% | 10/1/40 | 700 | 650 | ||
Illinois Housing Development Authority Revenue | 3.000% | 10/1/50 | 4,600 | 4,512 | ||
Illinois Housing Development Authority Revenue | 4.500% | 10/1/52 | 2,000 | 2,073 | ||
4,13 | Illinois Regional Transportation Authority Revenue | 6.250% | 7/1/23 | 500 | 522 | |
6 | Illinois Sales Tax Revenue | 5.000% | 6/15/28 | 1,000 | 1,074 | |
Illinois Sales Tax Revenue | 5.000% | 6/15/36 | 1,000 | 1,053 | ||
Illinois Sales Tax Revenue | 5.000% | 6/15/37 | 1,000 | 1,051 | ||
Illinois Sports Facilities Authority (State Tax Supported) | 5.000% | 6/15/29 | 1,075 | 1,099 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,000 | 1,012 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,490 | 1,678 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/31 | 1,600 | 1,795 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/32 | 500 | 506 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/37 | 1,200 | 1,289 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/38 | 3,715 | 3,851 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/41 | 3,365 | 3,648 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/41 | 3,095 | 3,387 | ||
Illinois Toll Highway Authority Revenue | 4.000% | 1/1/42 | 2,000 | 1,950 | ||
4 | Kane County IL School District No. 131 (Aurora East Side) GO | 4.000% | 12/1/33 | 250 | 257 | |
Lake County IL GO | 4.000% | 11/30/27 | 2,620 | 2,782 | ||
4 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/26 | 910 | 804 | |
4 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/27 | 1,195 | 1,017 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 5.500% | 6/15/29 | 2,505 | 2,720 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 12/15/29 | 2,205 | 1,654 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/38 | 1,000 | 481 | |
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/27 | 710 | 759 | ||
4,8 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.500% | 6/15/29 | 400 | 438 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/31 | 1,540 | 1,073 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/31 | 360 | 245 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/32 | 1,215 | 805 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/33 | 1,130 | 712 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/33 | 1,790 | 1,101 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/35 | 1,000 | 570 | |
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/37 | 1,075 | 548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
10 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 700 | 347 | |
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 1,000 | 489 | ||
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/38 | 1,000 | 473 | ||
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 4.000% | 12/15/42 | 2,500 | 2,235 | ||
Northern Illinois Municipal Power Agency Project Revenue | 5.000% | 12/1/26 | 1,070 | 1,174 | ||
6 | Northern Illinois University Auxiliary Facilities System Revenue | 4.000% | 10/1/34 | 500 | 506 | |
Railsplitter Tobacco Settlement Authority Illinois Tobacco Settlement Revenue | 5.000% | 6/1/26 | 1,570 | 1,693 | ||
Regional Transportation Authority Illinois GO | 5.000% | 6/1/31 | 1,785 | 1,950 | ||
Romeoville IL Revenue (Lewis University Project) | 5.000% | 10/1/28 | 1,000 | 1,037 | ||
Sales Tax Securitization Corp. Illinois Revenue | 5.000% | 1/1/29 | 1,500 | 1,661 | ||
Sales Tax Securitization Corp. Illinois Revenue | 5.000% | 1/1/33 | 3,000 | 3,365 | ||
6 | Sangamon County Springfield School District No. 186 GO ETM | 5.000% | 2/1/23 | 445 | 454 | |
1,6 | Southern Illinois University Housing & Auxiliary Facilities System Revenue | 5.000% | 4/1/29 | 360 | 393 | |
1,6 | Southern Illinois University Housing & Auxiliary Facilities System Revenue | 5.000% | 4/1/30 | 425 | 465 | |
1,6 | Southern Illinois University Housing & Auxiliary Facilities System Revenue | 5.000% | 4/1/31 | 625 | 684 | |
1,6 | Southern Illinois University Housing & Auxiliary Facilities System Revenue | 5.000% | 4/1/32 | 550 | 600 | |
Southwestern Illinois Development Authority Health Facilities Revenue (Hospital Sisters Services Inc.) | 5.000% | 2/15/28 | 1,000 | 1,096 | ||
Southwestern Illinois Development Authority Revenue | 5.000% | 4/15/30 | 1,275 | 1,456 | ||
4 | Springfield IL Electric Revenue | 4.000% | 3/1/40 | 2,000 | 2,010 | |
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/31 | 120 | 120 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/33 | 10 | 10 | ||
6 | Will County IL Community High School District No. 210 (Lincoln-Way) GO | 0.000% | 1/1/29 | 1,000 | 798 | |
Will County IL Community High School District No. 210 (Lincoln-Way) GO | 5.000% | 1/1/30 | 1,200 | 1,208 | ||
1,6 | Winnebago & Boone Counties IL School District No. 205 | 5.000% | 2/1/31 | 1,305 | 1,439 | |
201,655 | ||||||
Indiana (0.7%) | ||||||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/32 | 425 | 463 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/34 | 1,110 | 1,204 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/35 | 1,450 | 1,570 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Carmel IN Local Public Improvement Bond Bank (Special Program Bonds) | 4.000% | 1/15/35 | 1,000 | 1,032 | ||
Duneland IN School Building Corp. Ad Valorem Property Tax First Mortgage Bonds | 5.000% | 1/15/24 | 495 | 518 | ||
Duneland IN School Building Corp. Ad Valorem Property Tax First Mortgage Bonds | 5.000% | 7/15/24 | 850 | 899 | ||
Duneland IN School Building Corp. Ad Valorem Property Tax First Mortgage Bonds | 5.000% | 1/15/25 | 485 | 518 | ||
6 | Evansville IN Waterworks District Revenue | 5.000% | 7/1/39 | 1,000 | 1,110 | |
Hammond IN Multi-School Building Corp. Revenue | 5.000% | 1/15/29 | 790 | 880 | ||
3 | Indiana Finance Authority Health System Revenue (St. Francis Health Services Inc.) VRDO | 0.370% | 7/7/22 | 100 | 100 | |
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/22 | 1,100 | 1,116 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/33 | 1,390 | 1,454 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/27 | 700 | 781 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/30 | 450 | 515 | ||
Indiana Finance Authority Midwestern Disaster Relief Revenue (Ohio Valley Electric Corp.) | 4.250% | 11/1/30 | 500 | 492 | ||
Indiana Finance Authority Revenue (Butler University Project) | 5.000% | 2/1/29 | 1,020 | 1,122 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/29 | 1,175 | 1,300 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/30 | 1,520 | 1,672 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/31 | 1,130 | 1,230 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 4.000% | 11/1/35 | 1,685 | 1,688 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/24 | 1,645 | 1,684 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/25 | 650 | 672 | ||
Indiana Finance Authority Revenue (Stadium Project) | 5.250% | 2/1/30 | 1,075 | 1,164 | ||
Indiana Finance Authority Revenue (Stadium Project) | 5.000% | 2/1/31 | 1,000 | 1,150 | ||
Indiana Finance Authority Revenue (Stadium Project) | 4.000% | 2/1/34 | 1,000 | 1,059 | ||
Indiana Finance Authority Revenue (State Revolving Fund) Prere. | 5.000% | 2/1/23 | 500 | 510 | ||
1 | Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/31 | 1,000 | 1,153 | |
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 3.000% | 10/1/41 | 1,000 | 842 | ||
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) Prere. | 5.000% | 10/1/22 | 500 | 504 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/34 | 1,415 | 1,524 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/36 | 1,000 | 1,085 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/39 | 4,575 | 4,890 | ||
Indianapolis Department of Public Utilities Water System Revenue | 5.000% | 10/1/35 | 1,460 | 1,624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Indianapolis Local Public Improvement Bond | 5.000% | 6/1/31 | 2,500 | 2,844 | ||
Indianapolis Local Public Improvement Bond Bank (Cityway 1 Project) | 5.000% | 2/1/32 | 1,345 | 1,404 | ||
Indianapolis Public School GO | 5.000% | 1/15/27 | 500 | 550 | ||
IPS Multi-School Building Corp. IN Revenue | 5.000% | 7/15/28 | 1,390 | 1,474 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/32 | 870 | 951 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/33 | 880 | 959 | ||
Richmond IN Hospital Authority Revenue (Reid Hospital & Health Care Services Inc.) | 5.000% | 1/1/24 | 720 | 750 | ||
Seymour IN Elementary School Building Corp. Ad Valorem Property Tax First Mortgage Bonds | 5.000% | 7/15/35 | 750 | 864 | ||
Silver Creek IN School Building Corp. (Valorem Property) | 3.000% | 1/15/35 | 1,200 | 1,127 | ||
Tippecanoe County IN School Building Corp. Revenue | 4.000% | 7/15/32 | 1,070 | 1,114 | ||
49,562 | ||||||
Iowa (0.2%) | ||||||
Iowa Board of Regents Hospital Revenue (University of Iowa Hospitals and Clinics) | 3.000% | 9/1/39 | 2,000 | 1,709 | ||
Iowa City IA Community School District GO | 3.000% | 6/1/30 | 3,725 | 3,642 | ||
Iowa Finance Authority Health Facilities Revenue (Mercy Medical Center Project) | 5.000% | 8/15/27 | 1,435 | 1,440 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Company Project) PUT | 4.000% | 12/1/32 | 1,000 | 997 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Company Project) PUT | 5.000% | 12/1/42 | 2,500 | 2,563 | ||
Iowa Higher Education Loan Authority Revenue (Des Moines University Projects) | 5.000% | 10/1/35 | 1,250 | 1,304 | ||
Iowa Tobacco Settlement Authority Revenue | 4.000% | 6/1/36 | 1,000 | 936 | ||
Xenia IA Rural Water District Revenue | 5.000% | 12/1/28 | 1,000 | 1,076 | ||
13,667 | ||||||
Kansas (0.2%) | ||||||
Johnson County KS Public Building Commission (Courthouse & Medical Examiners Facilities) Revenue | 4.000% | 9/1/27 | 1,000 | 1,064 | ||
Johnson County KS Unified School District No. 512 (Shawnee Mission) GO | 4.000% | 10/1/22 | 1,000 | 1,006 | ||
Kansas Department of Transportation Highway Revenue | 5.000% | 9/1/26 | 700 | 741 | ||
Kansas Development Finance Authority Revenue Prere. | 5.000% | 4/1/23 | 1,325 | 1,358 | ||
Kansas Development Finance Authority Revenue Prere. | 5.000% | 5/1/23 | 1,585 | 1,628 | ||
Kansas Development Finance Authority Revenue Prere. | 5.000% | 5/1/23 | 1,345 | 1,382 | ||
Lyon County KS Unified School District No 253. GO | 4.000% | 9/1/32 | 350 | 368 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 5.000% | 9/1/23 | 1,565 | 1,623 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 3.000% | 9/1/33 | 2,090 | 1,930 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Kansas Hospital Authority Health Facilities Refunding & Improvement Bonds | 4.000% | 9/1/40 | 700 | 687 | ||
Wyandotte County KS Unified School District No. 500 GO Prere. | 4.000% | 9/1/26 | 4,000 | 4,259 | ||
Wyandotte County/Kansas City KS Unified Government Utility System Revenue Prere. | 5.000% | 9/1/22 | 1,000 | 1,006 | ||
17,052 | ||||||
Kentucky (0.6%) | ||||||
Carroll County KY Pollution Control Revenue (Kentucky Utilities Co. Project) PUT | 1.550% | 9/1/26 | 1,000 | 883 | ||
Kentucky Bond Development Corp. Educational Facilities Revenue (Centre College) | 4.000% | 6/1/34 | 225 | 224 | ||
Kentucky Bond Development Corp. Transient Room Tax Revenue (Lexington Center Corp. Project) | 5.000% | 9/1/29 | 1,980 | 2,219 | ||
10 | Kentucky Economic Development Finance Authority Health System Revenue (Norton Healthcare Inc. & Affiliates) | 0.000% | 10/1/25 | 1,220 | 1,103 | |
Kentucky Economic Development Finance Authority Hospital Revenue (Baptist Healthcare System Obligated Group) | 5.000% | 8/15/31 | 1,575 | 1,675 | ||
10 | Kentucky Municipal Power Agency Power System Revenue | 5.000% | 9/1/29 | 1,000 | ��� 1,076 | |
6 | Kentucky Property & Building Commission Revenue | 5.000% | 5/1/34 | 1,000 | 1,094 | |
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 4/1/24 | 9,220 | 9,308 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 1/1/25 | 6,760 | 6,841 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 775 | 785 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 3,095 | 3,136 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/26 | 1,790 | 1,812 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 2/1/28 | 4,300 | 4,335 | ||
2 | Kentucky Public Energy Authority Gas Supply Revenue PUT, SOFR + 1.200% | 2.212% | 8/1/30 | 2,000 | 1,904 | |
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/22 | 810 | 810 | ||
Kentucky State Property & Building Commission Revenue | 5.000% | 9/1/22 | 1,500 | 1,508 | ||
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Project) Prere. | 5.000% | 7/1/23 | 1,000 | 1,033 | ||
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Projects) | 5.000% | 7/1/30 | 460 | 523 | ||
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Projects) | 5.000% | 7/1/31 | 250 | 286 | ||
Louisville & Jefferson County KY Metropolitan Government Revenue (Gas & Electric Co. Project) | 2.000% | 10/1/33 | 1,500 | 1,206 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 500 | 450 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 1,000 | 901 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Kentucky Revenue | 3.500% | 4/1/30 | 1,380 | 1,415 | ||
Warren County KY Hospital Revenue (Bowling Green-Warren County Community Hospital Corp. Project) Prere. | 5.000% | 4/1/23 | 1,050 | 1,076 | ||
45,603 | ||||||
Louisiana (0.3%) | ||||||
Bossier City LA Utilities Revenue | 5.000% | 10/1/22 | 500 | 504 | ||
Bossier City LA Utilities Revenue | 5.000% | 10/1/23 | 595 | 617 | ||
East Baton Rouge LA Sewerage Commission Revenue PUT | 1.300% | 2/1/28 | 1,000 | 868 | ||
Louisiana Gasoline & Fuel Tax Revenue | 5.000% | 5/1/35 | 1,065 | 1,164 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/39 | 500 | 513 | ||
Louisiana Gasoline & Fuel Tax Revenue | 3.000% | 5/1/41 | 500 | 414 | ||
Louisiana Gasoline & Fuel Tax Revenue PUT | 0.600% | 5/1/23 | 1,000 | 975 | ||
2 | Louisiana Gasoline & Fuel Tax Revenue PUT, SOFR + 0.500% | 1.557% | 5/1/26 | 495 | 475 | |
Louisiana GO | 5.000% | 3/1/29 | 2,520 | 2,881 | ||
6 | Louisiana Local Government Environmental Facilities & Community Development Authority Revenue | 5.000% | 10/1/29 | 1,315 | 1,473 | |
Louisiana Public Facilities Authority Hospital Revenue (Louisiana Children's Medical Center) | 5.000% | 6/1/36 | 1,250 | 1,314 | ||
Louisiana Public Facilities Authority Hospital Revenue (Tulane University of Louisiana) | 5.000% | 4/1/37 | 1,270 | 1,368 | ||
Louisiana Public Facilities Authority Revenue (Ochsner Clinic Projects) PUT | 5.000% | 5/15/25 | 220 | 233 | ||
Louisiana Stadium & Exposition District Revenue | 5.000% | 7/1/24 | 1,000 | 1,031 | ||
Louisiana State University Revenue | 5.000% | 7/1/23 | 455 | 469 | ||
4 | New Orleans LA Aviation Board Revenue | 5.000% | 10/1/27 | 875 | 977 | |
New Orleans LA GO | 5.000% | 12/1/31 | 500 | 506 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.125% | 7/1/24 | 715 | 692 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corp. Project) PUT | 2.375% | 7/1/26 | 725 | 679 | ||
Tangipahoa Parish LA Hospital Service District No. 1 (North Oaks Health System Project) | 4.000% | 2/1/36 | 2,000 | 1,880 | ||
19,033 | ||||||
Maine (0.1%) | ||||||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/29 | 445 | 484 | ||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/30 | 600 | 648 | ||
4 | Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 4.000% | 7/1/36 | 150 | 150 | |
Maine Municipal Bond Bank | 4.000% | 11/1/38 | 800 | 802 | ||
Maine Municipal Bond Bank (Department of Transportation) | 5.000% | 9/1/32 | 1,265 | 1,450 | ||
Maine Turnpike Authority Revenue | 4.000% | 7/1/38 | 1,145 | 1,157 | ||
Portland ME General Airport Revenue | 4.000% | 1/1/39 | 820 | 777 | ||
5,468 | ||||||
Maryland (1.1%) | ||||||
Anne Arundel County MD GO | 5.000% | 4/1/23 | 1,190 | 1,220 | ||
Anne Arundel County MD GO | 5.000% | 4/1/25 | 3,145 | 3,391 | ||
Anne Arundel County MD GO | 5.000% | 10/1/27 | 1,455 | 1,577 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anne Arundel County MD GO | 5.000% | 4/1/33 | 1,000 | 1,058 | ||
Baltimore County MD GO | 5.000% | 3/1/24 | 400 | 420 | ||
Baltimore County MD GO | 4.000% | 3/1/30 | 1,200 | 1,269 | ||
Baltimore County MD GO | 5.000% | 3/1/33 | 3,035 | 3,433 | ||
Baltimore MD Consolidated Public Improvement GO | 5.000% | 3/1/32 | 1,275 | 1,447 | ||
Baltimore MD Consolidated Public Improvement GO Prere. | 5.000% | 10/15/22 | 650 | 657 | ||
Baltimore MD Project Revenue | 5.000% | 7/1/24 | 2,095 | 2,217 | ||
Harford County MD GO | 5.000% | 10/1/25 | 2,000 | 2,180 | ||
Harford County MD GO | 5.000% | 10/1/26 | 1,250 | 1,390 | ||
Howard County MD Housing Commission General Revenue (Columbia Landing Apartments) | 1.600% | 6/1/29 | 1,000 | 899 | ||
Maryland Community Development Administration Department of Housing & Community Development Residential Revenue | 2.100% | 9/1/41 | 1,350 | 951 | ||
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/23 | 70 | 72 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/24 | 80 | 84 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/25 | 60 | 64 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/26 | 65 | 71 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/27 | 65 | 72 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/28 | 65 | 73 | |
1 | Maryland Department of Transportation Revenue | 5.000% | 12/1/29 | 65 | 74 | |
Maryland Department of Transportation Revenue | 4.000% | 12/15/29 | 1,365 | 1,393 | ||
Maryland Department of Transportation Revenue | 3.000% | 10/1/30 | 2,620 | 2,647 | ||
Maryland GO | 5.000% | 3/15/23 | 1,145 | 1,173 | ||
Maryland GO | 5.000% | 8/1/23 | 1,920 | 1,988 | ||
Maryland GO | 5.000% | 8/1/23 | 1,670 | 1,729 | ||
Maryland GO | 5.000% | 8/1/25 | 9,380 | 10,189 | ||
Maryland GO | 5.000% | 3/15/26 | 1,235 | 1,359 | ||
Maryland GO | 4.000% | 8/1/26 | 1,970 | 2,005 | ||
Maryland GO | 5.000% | 3/15/28 | 4,280 | 4,778 | ||
Maryland GO | 3.250% | 8/1/30 | 1,000 | 1,003 | ||
Maryland GO | 5.000% | 3/15/32 | 2,750 | 3,122 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare Obligated Group) | 5.500% | 1/1/31 | 1,950 | 2,071 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare) | 5.000% | 1/1/28 | 165 | 177 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/31 | 750 | 797 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) Prere. | 5.000% | 7/1/22 | 500 | 500 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Johns Hopkins Health System Obligated Group) Prere. | 5.000% | 7/1/22 | 500 | 500 | ||
2,5 | Maryland Health & Higher Educational Facilities Authority Revenue (Maryland Medical System) PUT, SIFMA Municipal Swap Index Yield + 0.540% | 1.450% | 12/8/27 | 3,645 | 3,645 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maryland Health & Higher Educational Facilities Authority Revenue (Meritus Medical Center Inc.) | 5.000% | 7/1/33 | 1,215 | 1,248 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Stevenson University) | 5.000% | 6/1/29 | 270 | 288 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (University of Pittsburgh Medical Center) | 4.000% | 4/15/38 | 1,000 | 974 | ||
Maryland State Local Facilities GO | 4.000% | 3/1/29 | 1,000 | 1,086 | ||
Maryland State Stadium Authority Built Learn Revenue | 5.000% | 6/1/32 | 1,000 | 1,156 | ||
Maryland State Stadium Authority Built Learn Revenue | 4.000% | 6/1/36 | 1,000 | 998 | ||
Maryland State Stadium Authority Built Learn Revenue | 4.000% | 6/1/40 | 1,200 | 1,185 | ||
Maryland State Stadium Authority Hagerstown Multi-Use Sports & Events Facility Lease Revenue | 5.000% | 6/1/39 | 1,885 | 2,130 | ||
Maryland State Stadium Authority Revenue Prere. | 5.000% | 5/1/26 | 3,390 | 3,736 | ||
Maryland Transportation Authority Facilities Projects Revenue | 2.000% | 7/1/35 | 1,500 | 1,173 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,000 | 1,012 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,275 | 1,290 | ||
Montgomery County MD GO | 4.000% | 11/1/28 | 2,390 | 2,563 | ||
Montgomery County MD GO Prere. | 4.000% | 11/1/24 | 1,000 | 1,044 | ||
Montgomery County MD GO Prere. | 5.000% | 11/1/24 | 1,000 | 1,067 | ||
Prince Georges County MD Public Improvement Bonds GO | 5.000% | 7/1/23 | 3,375 | 3,487 | ||
Washington MD Suburban Sanitary Commission GO | 4.000% | 6/15/33 | 1,000 | 1,040 | ||
87,172 | ||||||
Massachusetts (1.0%) | ||||||
Massachusetts Bay Transportation Authority Revenue | 5.000% | 7/1/27 | 2,635 | 2,898 | ||
Massachusetts Bay Transportation Authority Revenue Prere. | 5.000% | 7/1/26 | 245 | 270 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/22 | 495 | 495 | ||
10 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/25 | 2,530 | 2,780 | |
10 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/26 | 410 | 462 | |
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/31 | 955 | 1,116 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/34 | 1,285 | 1,550 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/37 | �� 1,000 | 1,004 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 3,290 | 3,590 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | 7/1/40 | 1,915 | 1,910 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/40 | 1,125 | 1,222 | ||
Massachusetts Department of Transportation Metropolitan Highway System Revenue PUT | 5.000% | 1/1/23 | 1,110 | 1,127 | ||
Massachusetts Development Finance Agency Revenue (Boston College) | 5.000% | 7/1/37 | 1,750 | 1,887 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/29 | 1,225 | 1,329 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/38 | 1,085 | 1,147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,5 | Massachusetts Development Finance Agency Revenue (General Brigham Inc.) PUT, SIFMA Municipal Swap Index Yield + 0.600% | 1.510% | 1/29/26 | 1,000 | 993 | |
Massachusetts Development Finance Agency Revenue (Green Bonds) | 5.000% | 11/15/32 | 1,625 | 1,948 | ||
Massachusetts Development Finance Agency Revenue (Harvard University) | 5.000% | 10/15/29 | 5,000 | 5,804 | ||
Massachusetts Development Finance Agency Revenue (Lahey Clinic Obligated Group) | 5.000% | 7/1/34 | 500 | 534 | ||
Massachusetts Development Finance Agency Revenue (Southcoast Health System) | 5.000% | 7/1/28 | 200 | 217 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.000% | 7/1/25 | 1,275 | 1,353 | ||
Massachusetts Development Finance Agency Revenue (UMass Student Housing Project) | 5.000% | 10/1/32 | 525 | 509 | ||
Massachusetts Development Finance Agency Revenue (Western New England University) | 5.000% | 9/1/32 | 1,105 | 1,153 | ||
Massachusetts GO | 5.250% | 8/1/23 | 525 | 545 | ||
Massachusetts GO | 5.000% | 12/1/23 | 1,520 | 1,587 | ||
Massachusetts GO | 5.000% | 9/1/25 | 3,850 | 4,189 | ||
Massachusetts GO | 5.000% | 5/1/29 | 2,180 | 2,224 | ||
Massachusetts GO | 5.000% | 5/1/31 | 1,675 | 1,705 | ||
Massachusetts GO | 5.250% | 1/1/34 | 2,665 | 3,019 | ||
Massachusetts GO | 5.000% | 7/1/35 | 1,000 | 1,056 | ||
Massachusetts GO | 3.500% | 5/1/37 | 2,000 | 1,935 | ||
Massachusetts GO | 2.000% | 3/1/41 | 1,000 | 700 | ||
Massachusetts Port Authority Revenue | 5.000% | 7/1/35 | 2,400 | 2,655 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/23 | 645 | 647 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/31 | 610 | 650 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.750% | 8/15/32 | 1,335 | 1,399 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/37 | 1,860 | 1,965 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/22 | 3,500 | 3,515 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 2/15/24 | 1,500 | 1,575 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 1,010 | 1,097 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 355 | 385 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 890 | 967 | ||
10 | Massachusetts Special Obligation Dedicated Tax Revenue | 5.500% | 1/1/26 | 510 | 562 | |
Massachusetts Transportation Fund Revenue | 4.000% | 6/1/35 | 1,040 | 1,061 | ||
10 | Massachusetts Turnpike Authority Revenue (Metropolitan Highway System) | 0.000% | 1/1/29 | 890 | 726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts Water Resources Authority Revenue Prere. | 4.000% | 8/1/24 | 1,000 | 1,040 | ||
Massachusetts Water Resources Authority Revenue Prere. | 5.000% | 8/1/26 | 3,000 | 3,324 | ||
73,826 | ||||||
Michigan (1.5%) | ||||||
14 | Battle Creek MI School District GO | 5.000% | 5/1/25 | 535 | 576 | |
14 | Chippewa Valley MI Schools GO | 5.000% | 5/1/33 | 1,000 | 1,062 | |
14 | Dearborn MI School District GO Prere. | 5.000% | 11/1/23 | 1,200 | 1,250 | |
4,14 | Detroit MI City School District GO | 5.250% | 5/1/28 | 615 | 700 | |
4 | Detroit MI Downtown Development Authority Tax Allocation Revenue | 5.000% | 7/1/35 | 1,120 | 1,173 | |
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/22 | 455 | 455 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/23 | 1,050 | 1,056 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue Prere. | 5.000% | 7/1/22 | 1,000 | 1,000 | ||
4 | Downriver MI Utility Wastewater Authority Revenue | 5.000% | 4/1/34 | 1,050 | 1,168 | |
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/27 | 1,840 | 2,041 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/28 | 1,205 | 1,351 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/29 | 1,200 | 1,339 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/31 | 1,645 | 1,763 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/37 | 1,000 | 1,100 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/28 | 1,030 | 1,115 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/29 | 1,420 | 1,590 | ||
4 | Great Lakes MI Water Authority Water Supply System Revenue | 4.000% | 7/1/33 | 1,000 | 1,026 | |
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/33 | 1,310 | 1,460 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/36 | 1,000 | 1,064 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/40 | 500 | 557 | ||
14 | Hudsonville MI Public Schools GO | 5.000% | 5/1/31 | 420 | 465 | |
Ingham County MI Building Authority | 3.000% | 5/1/34 | 3,900 | 3,586 | ||
Karegnondi Water Authority Michigan Water Supply System Revenue (Karegnondi Water Pipeline) | 5.000% | 11/1/29 | 970 | 1,054 | ||
14 | Lake Orion MI Community School District GO | 5.000% | 5/1/38 | 4,070 | 4,566 | |
4,14 | Lincoln MI Consolidated School District GO | 5.000% | 5/1/24 | 1,000 | 1,053 | |
14 | Marysville MI Public Schools District GO | 5.000% | 5/1/28 | 1,630 | 1,786 | |
Michigan Building Authority Revenue | 5.000% | 10/15/32 | 1,395 | 1,502 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/33 | 1,000 | 1,065 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/36 | 1,235 | 1,320 | ||
Michigan Environmental Program GO | 4.000% | 5/1/28 | 1,000 | 1,055 | ||
Michigan Finance Authority Hospital Revenue Bonds (Beaumontt Health Credit Group) Prere. | 5.000% | 8/1/24 | 1,500 | 1,590 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Finance Authority Hospital Revenue Bonds (Beaumontt-Spectrum Consolidation) | 5.000% | 4/15/29 | 1,000 | 1,136 | ||
Michigan Finance Authority Hospital Revenue Bonds (Beaumontt-Spectrum Consolidation) | 5.000% | 4/15/31 | 2,000 | 2,298 | ||
Michigan Finance Authority Hospital Revenue Bonds (Beaumontt-Spectrum Consolidation) | 5.000% | 4/15/36 | 1,000 | 1,106 | ||
Michigan Finance Authority Hospital Revenue Bonds (Beaumontt-Spectrum Consolidation) | 5.000% | 4/15/37 | 1,000 | 1,103 | ||
Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) | 5.000% | 12/1/31 | 1,000 | 1,082 | ||
Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) | 5.000% | 12/1/35 | 2,250 | 2,492 | ||
2 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) PUT, SIFMA Municipal Swap Index Yield + 0.850% | 1.760% | 12/1/24 | 1,500 | 1,509 | |
2 | Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) PUT, SIFMA Municipal Swap Index Yield + 0.900% | 1.810% | 12/1/25 | 500 | 504 | |
Michigan Finance Authority Revenue | 5.000% | 10/1/22 | 375 | 376 | ||
Michigan Finance Authority Revenue | 5.000% | 11/1/28 | 1,055 | 1,194 | ||
Michigan Finance Authority Revenue | 4.000% | 11/1/32 | 1,740 | 1,827 | ||
Michigan Finance Authority Revenue | 5.000% | 10/1/34 | 2,565 | 2,896 | ||
Michigan Finance Authority Revenue (Calvin University) | 5.000% | 9/1/35 | 605 | 662 | ||
4 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/22 | 1,000 | 1,000 | |
4 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/23 | 1,000 | 1,031 | |
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/28 | 750 | 793 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/29 | 1,500 | 1,557 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/33 | 1,000 | 1,033 | ||
Michigan Finance Authority Revenue (Henry Ford Health System Obligated Group) | 5.000% | 11/15/26 | 1,210 | 1,311 | ||
Michigan Finance Authority Revenue (Henry Ford Health System) | 5.000% | 11/15/41 | 1,000 | 1,042 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/26 | 850 | 923 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/27 | 965 | 1,057 | ||
Michigan Finance Authority Revenue (McLaren Health Care Corp.) | 5.000% | 2/15/34 | 1,700 | 1,831 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/27 | 500 | 505 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/36 | 500 | 504 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/36 | 2,000 | 2,246 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 1,000 | 1,009 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 500 | 504 | ||
Michigan Finance Authority Revenue (Tobacco Settlement Asset-Backed) | 5.000% | 6/1/33 | 1,000 | 1,082 | ||
Michigan Finance Authority Revenue (Tobacco Settlement Asset-Backed) | 4.000% | 6/1/37 | 1,000 | 977 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) Prere. | 5.000% | 12/1/22 | 8,155 | 8,272 | ||
Michigan State Housing Development Authority Revenue (Single-Family Mortgage) | 3.500% | 12/1/50 | 5,555 | 5,547 | ||
Michigan State Housing Development Authority Revenue (Single-Family Mortgage) | 5.000% | 6/1/53 | 1,000 | 1,059 | ||
Michigan State Trunk Line Fund (Rebuilding Michigan Program) | 4.000% | 11/15/39 | 5,000 | 5,045 | ||
Oakland University MI Revenue | 5.000% | 3/1/30 | 1,250 | 1,348 | ||
1 | Oakland University MI Revenue | 5.000% | 3/1/31 | 1,000 | 1,099 | |
1 | Oakland University MI Revenue | 5.000% | 3/1/35 | 1,475 | 1,589 | |
Portage MI Public Schools GO | 5.000% | 11/1/34 | ��� 1,250 | 1,360 | ||
14 | Roseville MI School District GO Prere. | 5.000% | 5/1/25 | 1,665 | 1,793 | |
Royal Oak MI Hospital Finance Authority Hospital Revenue (William Beaumont Hospital) Prere. | 5.000% | 3/1/24 | 1,450 | 1,522 | ||
14 | Saginaw City School District GO | 4.000% | 5/1/34 | 1,030 | 1,058 | |
14 | Saline MI Area Schools GO | 5.000% | 5/1/23 | 1,100 | 1,130 | |
University of Michigan Revenue | 5.000% | 4/1/25 | 35 | 38 | ||
University of Michigan Revenue | 5.000% | 4/1/29 | 20 | 22 | ||
University of Michigan Revenue | 5.000% | 4/1/29 | 20 | 22 | ||
University of Michigan Revenue | 5.000% | 4/1/30 | 25 | 27 | ||
University of Michigan Revenue | 5.000% | 4/1/31 | 30 | 33 | ||
University of Michigan Revenue | 5.000% | 4/1/32 | 2,050 | 2,247 | ||
4 | University of Michigan Revenue | 5.000% | 11/15/32 | 590 | 677 | |
4 | University of Michigan Revenue | 5.000% | 11/15/33 | 200 | 229 | |
4 | University of Michigan Revenue | 5.000% | 11/15/38 | 350 | 395 | |
University of Michigan Revenue Prere. | 5.000% | 4/1/26 | 25 | 28 | ||
University of Michigan Revenue Prere. | 5.000% | 4/1/26 | 40 | 44 | ||
University of Michigan Revenue Prere. | 5.000% | 4/1/26 | 30 | 33 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/25 | 870 | 940 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/30 | 1,300 | 1,376 | ||
115,411 | ||||||
Minnesota (0.4%) | ||||||
Duluth MN Economic Development Authority Revenue (Benedictine Health System) | 4.000% | 7/1/31 | 1,625 | 1,557 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/27 | 365 | 403 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/28 | 350 | 390 | ||
3 | Minneapolis & St. Paul MN Housing & Redevelopment Authority Health Care Revenue VRDO | 0.600% | 7/1/22 | 1,075 | 1,075 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Minneapolis & St. Paul MN Metropolitan Airports Commission Revenue | 5.000% | 1/1/26 | 450 | 487 | ||
Minneapolis MN Special School District No. 1 COP | 5.000% | 2/1/26 | 1,855 | 1,890 | ||
Minnesota GO | 5.000% | 8/1/24 | 1,615 | 1,716 | ||
Minnesota GO | 5.000% | 8/1/25 | 1,500 | 1,632 | ||
Minnesota GO | 5.000% | 8/1/25 | 2,170 | 2,360 | ||
Minnesota GO | 5.000% | 8/1/27 | 1,005 | 1,092 | ||
Minnesota GO | 5.000% | 9/1/30 | 1,235 | 1,362 | ||
Minnesota Higher Education Facilities Authority Revenue (Hamline University) | 5.000% | 10/1/35 | 595 | 605 | ||
Minnesota Housing Finance Agency (Housing Infrastructure) | 4.000% | 8/1/36 | 1,500 | 1,491 | ||
Minnesota Housing Finance Agency Residential Housing Revenue | 2.800% | 12/1/47 | 736 | 712 | ||
3 | Minnesota Municipal Gas Agency Commodity Supply Revenue PUT | 4.000% | 12/1/27 | 440 | 451 | |
2,3 | Minnesota Municipal Gas Agency Commodity Supply Revenue PUT, SOFR + 1.000% | 2.012% | 12/1/27 | 1,000 | 965 | |
Minnesota Public Facilities Authority Revolving Fund Revenue | 5.000% | 3/1/25 | 2,480 | 2,668 | ||
Osseo MN Independent School District No. 279 GO | 5.000% | 2/1/28 | 1,000 | 1,107 | ||
Owatonna MN Independent School District No. 761 GO | 3.000% | 2/1/32 | 1,190 | 1,157 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/26 | 385 | 393 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/27 | 485 | 495 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/29 | 515 | 520 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/30 | 550 | 555 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/32 | 775 | 781 | ||
University of Minnesota Revenue | 5.000% | 4/1/23 | 1,115 | 1,143 | ||
West St. Paul MN Independent School District No. 197 Revenue (Mendota Heights-Eagan) | 4.000% | 2/1/28 | 1,000 | 1,068 | ||
White Bear Lake MN Independent School District No. 624 GO | 3.000% | 2/1/30 | 1,150 | 1,157 | ||
29,232 | ||||||
Mississippi (0.4%) | ||||||
County of Lowndes MS Pollution Control Revenue PUT | 2.650% | 4/1/27 | 1,000 | 957 | ||
Mississippi Business Finance Corp. Revenue (Chevron USA Inc. Project) VRDO | 0.630% | 7/1/22 | 2,800 | 2,800 | ||
Mississippi Business Finance Corp. Revenue (Chevron USA Inc. Project) VRDO | 0.630% | 7/1/22 | 1,100 | 1,100 | ||
Mississippi Business Finance Corp. Revenue (Chevron USA Inc. Project) VRDO | 0.630% | 7/1/22 | 1,450 | 1,450 | ||
Mississippi Business Finance Corp. Revenue (Chevron USA Inc. Project) VRDO | 0.630% | 7/1/22 | 8,600 | 8,600 | ||
Mississippi Development Bank Special Obligation Revenue (Marshall County Industrial Development Highway Refunding Project) | 5.000% | 1/1/26 | 1,335 | 1,442 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/27 | 500 | 555 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/30 | 1,765 | 1,944 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mississippi Gaming Tax Revenue | 5.000% | 10/15/29 | 1,000 | 1,115 | ||
Mississippi Gaming Tax Revenue | 5.000% | 10/15/36 | 1,500 | 1,626 | ||
Mississippi GO Prere. | 5.000% | 11/1/25 | 1,000 | 1,091 | ||
Mississippi GO Prere. | 5.000% | 11/1/26 | 115 | 128 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/29 | 830 | 911 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 625 | 688 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 260 | 286 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (North Mississippi Health Services) | 5.000% | 10/1/27 | 1,000 | 1,095 | ||
Mississippi Institutions of Higher Learning Revenue (University of Mississippi Medical Center) | 4.000% | 6/1/34 | 1,000 | 1,004 | ||
Mississippi State Gaming Tax Revenue | 5.000% | 10/15/32 | 2,000 | 2,191 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/30 | 575 | 635 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/31 | 515 | 565 | ||
Mississippi State University Educational Building Corp. Revenue Prere. | 5.000% | 8/1/23 | 1,000 | 1,035 | ||
31,218 | ||||||
Missouri (0.6%) | ||||||
Bi-State Development Agency MO Illinois Metropolitan District Sales Tax Appropriation Revenue | 4.000% | 10/1/35 | 1,790 | 1,849 | ||
Cape Girardeau County MO Industrial Development Authority Health Care Facilities Revenue (St. Francis Healthcare System) | 4.000% | 6/1/37 | 1,680 | 1,673 | ||
Jackson County MO School District No. 4 GO (Blue Springs) | 6.000% | 3/1/38 | 1,000 | 1,204 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/31 | 1,500 | 1,600 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/26 | 1,215 | 1,297 | ||
Kansas City MO Sanitary Sewer System Revenue | 5.000% | 1/1/32 | 1,020 | 1,134 | ||
Kansas City MO Special Obligation Bonds (Missouri Projects) | 5.000% | 4/1/34 | 1,000 | 1,120 | ||
Kansas City MO Special Obligation Bonds (Missouri Projects) | 5.000% | 9/1/35 | 3,215 | 3,606 | ||
Little Blue Valley MO Sewer District Revenue | 3.000% | 9/1/33 | 1,505 | 1,390 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 5.000% | 5/1/34 | 525 | 572 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 4.000% | 5/1/41 | 4,145 | 4,329 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/30 | 1,000 | 1,040 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/34 | 880 | 915 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (SSM Health System) Prere. | 5.000% | 6/1/24 | 1,480 | 1,561 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (St. Luke's Health System) | 5.000% | 12/1/31 | 1,050 | 1,136 | ||
Missouri Health & Educational Facilities Authority Revenue | 4.000% | 7/1/37 | 1,000 | 1,003 | ||
Missouri Health & Educational Facilities Authority Revenue PUT | 4.000% | 5/1/26 | 2,300 | 2,399 | ||
Missouri Health & Educational Facilities Authority Revenue PUT | 5.000% | 5/1/28 | 3,100 | 3,414 | ||
Missouri Health & Educational Facilities Authority Revenue (BJC Health System) | 4.500% | 1/1/39 | 2,865 | 2,884 | ||
Missouri Health & Educational Facilities Authority Revenue (Children's Mercy Hospital) | 5.000% | 5/15/36 | 1,100 | 1,140 | ||
Missouri Health & Educational Facilities Authority Revenue (Mercy Health) | 5.000% | 11/15/34 | 1,500 | 1,553 | ||
Missouri Highways & Transportation Commission Road Revenue | 5.000% | 2/1/23 | 1,000 | 1,020 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Iatan 2 Project) | 5.000% | 12/1/34 | 1,425 | 1,522 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/34 | 1,010 | 1,097 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/40 | 1,655 | 1,782 | ||
St Louis County MO Industrial Development Authority Senior Living Facilities Revenue | 5.000% | 9/1/38 | 1,225 | 1,144 | ||
5,9 | St Louis MO Municipal Finance Corp. Leasehold Revenue | 0.000% | 7/15/26 | 1,260 | 1,104 | |
5,9 | St Louis MO Municipal Finance Corp. Leasehold Revenue | 0.000% | 7/15/26 | 1,455 | 1,275 | |
4 | St. Louis MO Parking Revenue | 5.000% | 12/15/23 | 715 | 746 | |
St. Louis MO Sewer & Wastewater Revenue | 5.000% | 5/1/36 | 1,000 | 1,075 | ||
47,584 | ||||||
Montana (0.0%) | ||||||
Montana Facility Finance Authority Hospital Revenue (Benefis Health System) | 5.000% | 2/15/32 | 825 | 868 | ||
Multiple States (0.1%) | ||||||
15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 9/15/30 | 1,535 | 1,471 | |
5,15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.600% | 9/15/33 | 1,940 | 1,787 | |
5,15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.625% | 6/15/35 | 1,915 | 1,723 | |
5,15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/35 | 1,360 | 1,218 | |
15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 3.400% | 1/25/36 | 475 | 466 | |
5,15 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/36 | 1,270 | 1,132 | |
7,797 | ||||||
Nebraska (0.3%) | ||||||
Central Plains Energy Project Nebraska Gas Project Revenue PUT | 5.000% | 1/1/24 | 280 | 288 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/27 | 1,000 | 1,063 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/42 | 1,000 | 1,063 | ||
3 | Central Plains Energy Project Nebraska Gas Supply Revenue PUT | 4.000% | 8/1/25 | 8,015 | 8,234 | |
District Energy Corp. NB Facility Revenue | 5.000% | 7/1/32 | 810 | 939 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 135 | 136 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 275 | 277 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/23 | 1,500 | 1,525 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/38 | 2,595 | 2,899 | ||
Omaha NE Public Power District Electric Revenue | 5.000% | 2/1/29 | 1,420 | 1,543 | ||
Omaha NE Sewer Revenue | 5.000% | 11/15/29 | 2,500 | 2,666 | ||
Public Power Generation Agency Revenue (Whelan Energy Center Unit 2) | 5.000% | 1/1/35 | 1,000 | 1,088 | ||
Scotts Bluff County NE Hospital Authority Revenue (Regional West Medical Center) | 5.000% | 2/1/24 | 1,785 | 1,842 | ||
University of Nebraska Facilities Corp. Revenue | 5.000% | 7/15/27 | 1,100 | 1,225 | ||
24,788 | ||||||
Nevada (0.7%) | ||||||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/26 | 560 | 602 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/28 | 1,220 | 1,318 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) Prere. | 5.000% | 9/1/22 | 4,240 | 4,264 | ||
Clark County NV Airport Improvement Revenue | 5.000% | 7/1/30 | 2,095 | 2,359 | ||
Clark County NV GO | 4.000% | 6/1/32 | 1,505 | 1,569 | ||
Clark County NV GO | 4.000% | 7/1/32 | 2,190 | 2,285 | ||
Clark County NV GO | 4.000% | 6/1/33 | 1,000 | 1,051 | ||
Clark County NV GO | 5.000% | 7/1/33 | 1,000 | 1,015 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/31 | 1,575 | 1,651 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/36 | 1,075 | 1,177 | ||
Clark County NV Passenger Facility Charge Revenue (Las Vegas McCarran International Airport) | 5.000% | 7/1/31 | 1,100 | 1,233 | ||
Clark County NV Pollution Control Refunding Revenue (Southern California Edison Co.) | 2.100% | 6/1/31 | 1,000 | 825 | ||
4 | Clark County NV School District GO | 5.000% | 6/15/27 | 3,000 | 3,345 | |
Clark County NV School District GO | 4.000% | 6/15/32 | 1,000 | 1,053 | ||
4 | Clark County NV School District GO | 4.000% | 6/15/33 | 1,820 | 1,877 | |
6 | Clark County NV School District GO | 3.000% | 6/15/34 | 1,000 | 926 | |
6 | Clark County NV School District GO | 3.000% | 6/15/37 | 1,000 | 875 | |
Clark County NV School District GO | 3.000% | 6/15/38 | 1,000 | 854 | ||
Clark County NV School District GO | 3.000% | 6/15/40 | 1,600 | 1,331 | ||
4 | Clark County NV School District GO | 4.000% | 6/15/40 | 850 | 851 | |
Las Vegas Valley NV Water District GO | 5.000% | 6/1/26 | 1,000 | 1,101 | ||
Las Vegas Valley NV Water District GO | 4.000% | 6/1/41 | 3,500 | 3,513 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/24 | 1,190 | 1,257 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 12/1/27 | 1,990 | 2,140 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/35 | 1,870 | 2,020 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/38 | 1,000 | 1,109 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/39 | 1,500 | 1,661 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/41 | 3,045 | 3,267 | ||
Nevada GO | 5.000% | 11/1/23 | 1,465 | 1,527 | ||
Nevada GO | 5.000% | 11/1/25 | 1,015 | 1,094 | ||
Nevada Highway Improvement Revenue (Motor Vehicle Fuel Tax) | 4.000% | 12/1/32 | 1,660 | 1,729 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/27 | 250 | 270 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/28 | 250 | 271 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/32 | 250 | 268 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/33 | 250 | 267 | ||
Truckee Meadows NV Water Authority Water Revenue | 5.000% | 7/1/34 | 1,510 | 1,635 | ||
53,590 | ||||||
New Hampshire (0.1%) | ||||||
National Finance Authority NH Revenue | 5.000% | 8/15/30 | 1,500 | 1,694 | ||
National Finance Authority NH Revenue | 4.125% | 1/20/34 | 2,511 | 2,471 | ||
1 | National Finance Authority NH Revenue (Dickinson College Project) | 5.000% | 11/1/42 | 1,475 | 1,558 | |
National NH Finance Authority Municipal Certificates | 4.375% | 9/20/36 | 1,000 | 960 | ||
New Hampshire Health & Education Facilities Authority Revenue (Dartmouth College) | 4.000% | 8/1/43 | 2,855 | 2,759 | ||
9,442 | ||||||
New Jersey (1.9%) | ||||||
Bridgewater Township NJ BAN | 1.000% | 8/2/22 | 3,500 | 3,499 | ||
Camden County NJ Improvement Authority Health Care Redevelopment Project Revenue (Cooper Health System Obligated Group) | 5.000% | 2/15/27 | 1,400 | 1,439 | ||
Cape May County NJ GO | 2.000% | 9/15/30 | 2,605 | 2,323 | ||
6 | City of Newark NJ The Board of Education New Jersey School Energy Savings Obligation Refunding Bonds | 5.000% | 7/15/29 | 375 | 425 | |
6 | City of Newark NJ The Board of Education New Jersey School Energy Savings Obligation Refunding Bonds | 5.000% | 7/15/30 | 375 | 429 | |
4 | Clifton NJ Board of Education School Bonds Revenue | 2.000% | 8/15/34 | 1,500 | 1,189 | |
County of Hudson NJ General Improvement Revenue | 3.000% | 11/15/31 | 2,615 | 2,506 | ||
County of Hudson NJ General Improvement Revenue | 2.125% | 11/15/36 | 1,000 | 761 | ||
4 | Cumberland County NJ Improvement Authority GO Prere. | 5.000% | 9/1/24 | 4,000 | 4,252 | |
Hudson County NJ Improvement Authority Lease Revenue (Courthouse Projects) | 4.000% | 10/1/40 | 2,010 | 2,020 | ||
6 | Lindenwold Boro NJ School District Bonds | 3.125% | 2/1/36 | 1,390 | 1,224 | |
Morris County NJ Improvement Authority School District Revenue (Morris Hills Regional District Project) Prere. | 5.000% | 10/1/22 | 510 | 515 | ||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/25 | 1,000 | 1,069 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Covid 19 Emergency Bonds GO | 5.000% | 6/1/29 | 1,000 | 1,124 | ||
New Jersey Covid 19 Emergency Bonds GO | 4.000% | 6/1/30 | 4,115 | 4,350 | ||
New Jersey Covid 19 Emergency Bonds GO | 4.000% | 6/1/31 | 2,000 | 2,110 | ||
New Jersey Covid 19 Emergency Bonds GO | 3.000% | 6/1/32 | 3,000 | 2,816 | ||
New Jersey Covid 19 Emergency Bonds GO | 4.000% | 6/1/32 | 1,500 | 1,578 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/23 | 1,000 | 1,029 | ||
5 | New Jersey Economic Development Authority Revenue | 5.250% | 9/1/23 | 2,000 | 2,072 | |
New Jersey Economic Development Authority Revenue | 5.250% | 6/15/27 | 560 | 590 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/33 | 1,100 | 1,181 | ||
New Jersey Economic Development Authority Revenue | 4.000% | 6/15/35 | 500 | 499 | ||
New Jersey Economic Development Authority Revenue Prere. | 5.500% | 12/15/26 | 2,000 | 2,273 | ||
10 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) | 5.250% | 7/1/26 | 405 | 439 | |
10 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) ETM | 5.250% | 7/1/26 | 95 | 105 | |
10 | New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.500% | 9/1/27 | 1,000 | 1,117 | |
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 6/15/35 | 700 | 743 | ||
New Jersey Economic Development Authority Revenue (School Facilities Construction) Prere. | 5.000% | 3/1/23 | 2,095 | 2,142 | ||
3 | New Jersey Educational Facilities Authority Revenue VRDO | 0.850% | 7/6/22 | 3,700 | 3,700 | |
New Jersey Educational Facilities Authority Revenue (Princeton University) | 5.000% | 3/1/25 | 5,000 | 5,389 | ||
New Jersey Educational Facilities Authority Revenue (Princeton University) | 2.000% | 3/1/37 | 1,000 | 747 | ||
4 | New Jersey Educational Facilities Authority Revenue (Ramapo College) | 5.000% | 7/1/35 | 400 | 447 | |
New Jersey GO | 2.000% | 6/1/31 | 1,295 | 1,086 | ||
New Jersey GO | 2.000% | 6/1/32 | 1,230 | 1,002 | ||
New Jersey GO | 2.000% | 6/1/35 | 1,000 | 766 | ||
New Jersey Health Care Facilities Financing Authority Lease Revenue (Greystone Park Psychiatric Hospital Project) | 5.000% | 9/15/24 | 500 | 511 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Atlanticare Health System) | 3.000% | 7/1/40 | 145 | 121 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/22 | 1,000 | 1,000 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 4.000% | 7/1/38 | 1,000 | 989 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) Prere. | 5.000% | 7/1/22 | 900 | 900 | ||
New Jersey Health Care Facilities Financing Authority Revenue (St. Joseph's Healthcare System) | 5.000% | 7/1/27 | 1,000 | 1,063 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Health Care Facilities Financing Authority Revenue (Valley Health System) | 5.000% | 7/1/29 | 1,385 | 1,525 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/25 | 1,300 | 1,393 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 2,380 | 2,559 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 620 | 667 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/29 | 1,400 | 1,498 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/31 | 1,000 | 1,095 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/33 | 1,000 | 1,082 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 5.000% | 6/15/34 | 600 | 645 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 4.000% | 6/15/37 | 1,000 | 991 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 4.000% | 6/15/37 | 1,000 | 991 | ||
New Jersey Transportation Trust Fund Authority Program Bonds | 4.000% | 6/15/41 | 1,750 | 1,665 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/27 | 1,000 | 1,083 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/30 | 1,285 | 1,381 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 6/15/31 | 1,000 | 1,071 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/33 | 1,115 | 1,183 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/34 | 1,115 | 1,178 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/35 | 1,015 | 1,068 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/30 | 1,000 | 1,095 | ||
10 | New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/30 | 1,420 | 1,025 | |
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/31 | 1,000 | 1,095 | ||
10,16 | New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/31 | 265 | 193 | |
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 6/15/32 | 1,000 | 1,081 | ||
4 | New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/32 | 1,000 | 674 | |
New Jersey Transportation Trust Fund Authority System Bonds | 5.000% | 12/15/32 | 1,000 | 1,067 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 0.000% | 12/15/34 | 1,000 | 580 | ||
New Jersey Transportation Trust Fund Authority System Bonds | 4.000% | 6/15/35 | 500 | 499 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.250% | 6/15/33 | 1,500 | 1,556 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.000% | 6/15/36 | 2,125 | 2,148 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/22 | 1,315 | 1,338 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/23 | 605 | 633 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/24 | 1,000 | 1,047 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
9 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/26 | 2,000 | 1,729 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/27 | 5,260 | 5,696 | ||
10 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/31 | 2,000 | 1,375 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 6/15/32 | 700 | 719 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/28 | 500 | 545 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/32 | 1,000 | 1,096 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/33 | 1,070 | 1,080 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/34 | 2,500 | 2,518 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/35 | 1,000 | 1,074 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/37 | 1,000 | 1,084 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/42 | 1,000 | 999 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,190 | 1,210 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/23 | 1,185 | 1,205 | ||
3,5 | New Jersey Turnpike Authority Revenue TOB VRDO | 1.010% | 7/7/22 | 5,650 | 5,650 | |
4 | North Hudson Sewerage Authority Revenue | 5.000% | 6/1/36 | 1,320 | 1,552 | |
South Jersey Transportation Authority New Jersey Transportation System Revenue | 5.000% | 11/1/39 | 1,025 | 1,040 | ||
South Jersey Transportation Authority New Jersey Transportation System Revenue Prere. | 5.000% | 11/1/22 | 500 | 506 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/26 | 1,825 | 1,938 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 3.200% | 6/1/27 | 5 | 5 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/27 | 3,200 | 3,431 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/30 | 685 | 731 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/31 | 1,000 | 1,063 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/32 | 1,000 | 1,060 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/35 | 450 | 474 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/36 | 1,500 | 1,576 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/37 | 1,000 | 1,048 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/30 | 3,000 | 2,926 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/33 | 3,570 | 3,295 | ||
Toms River NJ General Improvement Bonds | 4.000% | 6/1/39 | 1,760 | 1,785 | ||
147,056 | ||||||
New Mexico (0.3%) | ||||||
Albuquerque NM GO | 5.000% | 7/1/23 | 6,000 | 6,198 | ||
Albuquerque NM GO | 5.000% | 7/1/26 | 4,035 | 4,450 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/22 | 290 | 291 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/23 | 265 | 274 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Farmington NM Pollution Control Revenue (Edison Co. Four Corners Project) | 1.800% | 4/1/29 | 1,000 | 862 | ||
Farmington NM Pollution Control Revenue (Edison Co. Four Corners Project) | 1.800% | 4/1/29 | 1,550 | 1,337 | ||
Farmington NM Pollution Control Revenue (San Juan & Four Corners Projects) | 2.150% | 4/1/33 | 2,675 | 2,062 | ||
New Mexico Finance Authority Revenue | 5.000% | 6/1/23 | 1,210 | 1,247 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/27 | 1,045 | 1,101 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/29 | 1,500 | 1,723 | ||
New Mexico Hospital Equipment Loan Council Hospital System Revenue (Presbyterian Healthcare Services) Prere. | 5.000% | 8/1/25 | 1,520 | 1,647 | ||
3 | New Mexico Municipal Energy Acquisition Authority Gas Supply Revenue PUT | 5.000% | 5/1/25 | 805 | 848 | |
New Mexico State Severance Tax Bonds | 5.000% | 7/1/24 | 1,000 | 1,058 | ||
New Mexico State Severance Tax Bonds | 5.000% | 7/1/25 | 1,000 | 1,081 | ||
24,179 | ||||||
New York (8.1%) | ||||||
Albany NY City School District GO | 1.000% | 7/29/22 | 2,125 | 2,124 | ||
Amherst NY BAN | 1.500% | 11/4/22 | 5,095 | 5,094 | ||
Battery Park City NY Authority Revenue | 5.000% | 11/1/38 | 750 | 850 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/30 | 700 | 715 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/42 | 690 | 694 | ||
4 | Broome County NY Local Development Corp. Revenue (United Health Services Hospitals Inc. Project) | 5.000% | 4/1/29 | 2,100 | 2,362 | |
Carmel NY Board | 1.250% | 9/30/22 | 1,669 | 1,668 | ||
Dutchess County NY Local Development Corp. Revenue | 5.000% | 7/1/32 | 1,110 | 1,184 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/31 | 425 | 457 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/33 | 200 | 208 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 5.000% | 7/1/34 | 240 | 249 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 4.000% | 7/1/37 | 555 | 528 | ||
Dutchess County NY Local Development Corp. Revenue (Culinary Institute of America Project) | 4.000% | 7/1/41 | 650 | 601 | ||
Erie County NY Fiscal Stability Authority Revenue | 5.000% | 9/1/30 | 500 | 556 | ||
Genesee County NY Funding Corp. Revenue (Rochester Regional Health Project) | 5.000% | 12/1/35 | 700 | 733 | ||
4 | Hempstead NY GO | 4.000% | 4/1/29 | 1,420 | 1,471 | |
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/31 | 1,550 | 1,698 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/36 | 1,500 | 1,623 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/37 | 520 | 562 | ||
Ithaca City NY School District GO | 1.500% | 7/15/22 | 1,100 | 1,100 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/24 | 130 | 131 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/35 | 1,095 | 1,209 | ||
Long Island NY Power Authority Electric System Revenue PUT | 1.500% | 9/1/26 | 1,360 | 1,288 | ||
Metropolitan Transportation Authority NY Revenue | 3.000% | 11/1/22 | 2,000 | 2,010 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 2/1/23 | 7,000 | 7,119 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/27 | 1,000 | 1,077 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/28 | 2,075 | 2,193 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/29 | 1,115 | 1,182 | ||
Metropolitan Transportation Authority NY Revenue | 5.250% | 11/15/30 | 3,440 | 3,778 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/33 | 1,500 | 1,584 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/34 | 2,500 | 2,631 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/40 | 810 | 745 | ||
4 | Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/40 | 1,000 | 1,064 | |
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/41 | 2,170 | 1,989 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/43 | 500 | 520 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/43 | 1,475 | 1,491 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 11/15/22 | 8,095 | 8,181 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 5/15/24 | 7,000 | 7,248 | ||
2,4 | Metropolitan Transportation Authority NY Revenue PUT, SOFR + 0.550% | 1.562% | 4/1/24 | 500 | 491 | |
3 | Metropolitan Transportation Authority NY Revenue VRDO | 0.620% | 7/1/22 | 500 | 500 | |
Monroe County NY Industrial Development Agency School Facility Revenue (Rochester Schools Modernization Project) | 5.000% | 5/1/31 | 1,970 | 2,168 | ||
Monroe County NY Industrial Development Corp. Revenue (Rochester Regional Health) | 4.000% | 12/1/39 | 2,120 | 1,935 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Project) | 5.000% | 7/1/37 | 1,540 | 1,664 | ||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Projects) | 5.000% | 12/1/28 | 555 | 594 | ||
Monroe County NY Industrial Development Revenue (University of Rochester Project) | 5.000% | 7/1/23 | 2,000 | 2,065 | ||
Nassau County NY GO | 5.000% | 4/1/23 | 1,000 | 1,024 | ||
New York City NY GO | 5.000% | 8/1/22 | 705 | 707 | ||
New York City NY GO | 5.000% | 8/1/22 | 1,290 | 1,294 | ||
New York City NY GO | 5.000% | 8/1/23 | 400 | 401 | ||
New York City NY GO | 5.000% | 8/1/23 | 1,505 | 1,558 | ||
New York City NY GO | 5.000% | 8/1/24 | 1,000 | 1,061 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,245 | 1,351 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,310 | 1,421 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,000 | 1,085 | ||
New York City NY GO | 5.000% | 6/1/26 | 2,450 | 2,634 | ||
New York City NY GO | 5.000% | 8/1/26 | 1,000 | 1,019 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY GO | 5.000% | 8/1/26 | 80 | 80 | ||
New York City NY GO | 5.000% | 8/1/28 | 5,000 | 5,680 | ||
New York City NY GO | 5.000% | 11/1/29 | 5,000 | 5,725 | ||
New York City NY GO | 5.000% | 8/1/30 | 1,000 | 1,033 | ||
New York City NY GO | 5.000% | 8/1/32 | 1,000 | 1,161 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,755 | 1,895 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,000 | 1,109 | ||
New York City NY GO | 5.000% | 12/1/33 | 1,775 | 1,909 | ||
New York City NY GO | 5.000% | 8/1/34 | 1,000 | 1,112 | ||
New York City NY GO | 4.000% | 8/1/35 | 1,000 | 1,002 | ||
New York City NY GO | 5.000% | 12/1/35 | 1,120 | 1,201 | ||
New York City NY GO | 4.000% | 8/1/36 | 1,000 | 998 | ||
New York City NY GO | 4.000% | 8/1/37 | 2,000 | 1,992 | ||
New York City NY GO | 4.000% | 10/1/37 | 2,690 | 2,679 | ||
New York City NY GO | 3.000% | 3/1/41 | 1,210 | 988 | ||
New York City NY GO | 5.250% | 5/1/41 | 1,250 | 1,402 | ||
New York City NY GO | 4.000% | 8/1/42 | 2,500 | 2,453 | ||
New York City NY GO Prere. | 5.000% | 8/1/22 | 420 | 421 | ||
New York City NY GO Prere. | 5.000% | 3/1/23 | 1,490 | 1,524 | ||
3 | New York City NY GO VRDO | 0.640% | 7/1/22 | 2,200 | 2,200 | |
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 3.700% | 11/1/38 | 1,915 | 1,820 | ||
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue | 2.350% | 11/1/40 | 2,000 | 1,535 | |
New York City NY Housing Development Corp. Multi-Family Housing Revenue Prere. | 5.250% | 7/3/23 | 1,000 | 1,035 | ||
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.700% | 5/1/25 | 400 | 374 | |
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.600% | 7/1/25 | 2,000 | 1,846 | |
17 | New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 0.900% | 1/1/26 | 800 | 741 | |
New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 2.950% | 2/1/26 | 1,000 | 1,004 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue (Sustainable Neighborhood Bonds) | 3.000% | 11/1/39 | 1,000 | 859 | ||
4 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Project) | 4.000% | 3/1/31 | 250 | 259 | |
4 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Project) | 3.000% | 3/1/38 | 2,000 | 1,709 | |
4 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Projects) | 3.000% | 3/1/36 | 2,000 | 1,767 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 4,560 | 4,977 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/33 | 1,000 | 1,105 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/36 | 2,000 | 2,138 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/37 | 3,140 | 3,446 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/38 | 1,000 | 1,080 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,075 | 2,194 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,500 | 2,725 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue Prere. | 5.000% | 6/15/25 | 1,350 | 1,462 | ||
3 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.620% | 7/1/22 | 10,380 | 10,380 | |
3 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.620% | 7/1/22 | 3,120 | 3,120 | |
3 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.640% | 7/1/22 | 23,700 | 23,700 | |
3 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.650% | 7/1/22 | 2,900 | 2,900 | |
3 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.650% | 7/1/22 | 16,300 | 16,300 | |
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/24 | 550 | 551 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/28 | 1,730 | 1,857 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/29 | 2,000 | 2,144 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/30 | 1,045 | 1,123 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/32 | 250 | 251 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 5.000% | 7/15/35 | 1,635 | 1,787 | ||
New York City NY Transitional Finance Authority Building AID Revenue | 4.000% | 7/15/38 | 1,750 | 1,713 | ||
New York City NY Transitional Finance Authority Building AID Revenue ETM | 5.000% | 7/15/24 | 3,430 | 3,637 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/22 | 1,140 | 1,154 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/28 | 1,325 | 1,426 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/29 | 850 | 870 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/30 | 500 | 508 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/31 | 500 | 505 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/32 | 1,370 | 1,445 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 500 | 505 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 1,500 | 1,590 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,450 | 1,528 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,710 | 1,833 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/34 | 1,565 | 1,649 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/35 | 4,000 | 4,177 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/35 | 1,525 | 1,651 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/35 | 2,500 | 2,522 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/35 | 1,745 | 1,838 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/36 | 1,580 | 1,705 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 8/1/36 | 1,235 | 1,235 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/36 | 1,000 | 999 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/37 | 1,680 | 1,812 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/38 | 2,500 | 2,541 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/38 | 8,000 | 8,394 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/38 | 1,250 | 1,248 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/42 | 3,000 | 3,137 | ||
3 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.620% | 7/1/22 | 3,610 | 3,610 | |
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/25 | 2,230 | 2,425 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/28 | 1,600 | 1,817 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/30 | 2,000 | 2,299 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/31 | 6,500 | 7,472 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/32 | 1,005 | 1,163 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 2,015 | 2,194 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 1,200 | 1,353 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 2/1/36 | 110 | 123 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/36 | 1,000 | 1,006 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/36 | 2,325 | 2,528 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 11/1/36 | 2,800 | 2,816 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/37 | 250 | 251 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 2/1/38 | 200 | 200 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/38 | 5,000 | 4,994 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 8/1/38 | 1,120 | 1,119 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 2/1/39 | 2,500 | 2,494 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 2/1/39 | 1,020 | 1,129 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 4.000% | 5/1/39 | 2,000 | 1,995 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/39 | 1,330 | 1,446 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 2/1/40 | 545 | 601 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 3.000% | 8/1/40 | 1,500 | 1,288 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/40 | 3,500 | 3,749 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 11/1/40 | 1,540 | 1,663 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 2/1/41 | 1,545 | 1,700 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 3.000% | 8/1/41 | 1,000 | 852 | ||
New York City NY Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 2/1/42 | 510 | 560 | ||
3 | New York City NY Transitional Finance Authority Future Tax Secured Revenue VRDO | 0.620% | 7/1/22 | 4,400 | 4,400 | |
3 | New York City NY Transitional Finance Authority Future Tax Secured Revenue VRDO | 0.650% | 7/1/22 | 3,300 | 3,300 | |
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/35 | 1,500 | 1,633 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/36 | 5,710 | 6,209 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/38 | 1,675 | 1,811 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/39 | 1,335 | 1,451 | ||
New York City NY Trust for Cultural Resources Revenue (Lincoln Center for the Performing Arts Inc.) | 5.000% | 12/1/26 | 1,350 | 1,494 | ||
New York Liberty Development Corp. Revenue (1 World Trade Center Project) | 3.000% | 2/15/42 | 500 | 397 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 1.900% | 11/15/31 | 1,500 | 1,226 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.100% | 11/15/32 | 1,500 | 1,218 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.200% | 11/15/33 | 1,440 | 1,159 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.300% | 11/15/34 | 1,500 | 1,200 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.400% | 11/15/35 | 1,400 | 1,117 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.500% | 11/15/36 | 950 | 757 | ||
New York Liberty Development Corp. Revenue (4 World Trade Center Project) | 2.750% | 11/15/41 | 2,050 | 1,596 | ||
New York Liberty Development Corp. Revenue (7 World Trade Center Project) | 3.000% | 9/15/43 | 405 | 334 | ||
New York Liberty Development Corp. Revenue (Bank of America Tower at One Bryant Park Project) | 2.800% | 9/15/69 | 680 | 614 | ||
New York Liberty Development Corp. Revenue (Goldman Sachs Headquarters) | 5.250% | 10/1/35 | 1,140 | 1,280 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/23 | 1,045 | 1,082 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/24 | 2,180 | 2,293 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/25 | 1,135 | 1,205 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/28 | 1,675 | 1,790 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/31 | 1,445 | 1,424 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/33 | 1,330 | 1,343 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 11/15/22 | 820 | 831 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 5/15/23 | 570 | 587 | ||
New York Metropolitan Transportation Authority Revenue PUT | 5.000% | 5/15/30 | 2,500 | 2,728 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 0.000% | 11/15/32 | 1,000 | 687 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 4.000% | 11/15/33 | 1,545 | 1,571 | ||
New York Metropolitan Transportation Authority Revenue (Hudson Yards Development) | 5.000% | 11/15/51 | 4,250 | 4,257 | ||
4 | New York Power Authority Green Transmission Revenue | 4.000% | 11/15/41 | 3,540 | 3,519 | |
9 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/24 | 500 | 532 | |
9 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/27 | 500 | 570 | |
6 | New York State Dormitory Authority Revenue | 5.000% | 10/1/31 | 1,000 | 1,146 | |
New York State Dormitory Authority Revenue | 3.000% | 10/1/32 | 1,000 | 943 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Dormitory Authority Revenue | 5.000% | 7/1/33 | 730 | 804 | ||
New York State Dormitory Authority Revenue | 4.000% | 5/1/40 | 1,260 | 1,215 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/28 | 1,000 | 1,054 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/32 | 1,000 | 1,045 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 9/1/27 | 1,895 | 2,021 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 8/1/29 | 550 | 575 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/23 | 625 | 635 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/26 | 720 | 730 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/27 | 1,700 | 1,786 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/28 | 2,040 | 2,174 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 1,085 | 1,155 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 5,000 | 5,673 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 1,555 | 1,764 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/30 | 2,000 | 2,095 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/31 | 2,455 | 2,596 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/33 | 1,975 | 2,005 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/34 | 1,895 | 1,906 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/34 | 2,000 | 2,092 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/35 | 1,000 | 1,002 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 3,000 | 3,341 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 5,000 | 5,240 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/37 | 3,000 | 3,237 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/37 | 3,000 | 2,981 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/38 | 3,400 | 2,955 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/38 | 3,500 | 3,455 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/39 | 2,000 | 1,969 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/39 | 2,000 | 2,149 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/39 | 3,000 | 2,594 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/39 | 2,235 | 2,201 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.000% | 3/15/40 | 3,000 | 2,548 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/40 | 1,250 | 1,227 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/40 | 1,000 | 981 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) ETM | 5.000% | 2/15/25 | 1,500 | 1,615 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 12/15/22 | 840 | 853 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 4.000% | 2/15/27 | 10 | 11 | ||
New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/29 | 195 | 218 | ||
New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/30 | 205 | 231 | ||
New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/31 | 225 | 255 | ||
New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/32 | 235 | 265 | ||
New York State Dormitory Authority Revenue (Teachers College) | 5.000% | 7/1/33 | 255 | 286 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/25 | 1,295 | 1,393 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,230 | 1,326 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,480 | 1,619 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/33 | 1,795 | 1,946 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 1,420 | 1,526 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 2,000 | 2,156 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/36 | 1,500 | 1,630 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/37 | 2,160 | 2,341 | ||
New York State Energy Research & Development Authority Pollution Control Revenue (New York State Electric & Gas Corp.) | 3.500% | 10/1/29 | 1,000 | 964 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/23 | 1,000 | 1,033 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/34 | 1,500 | 1,644 | ||
New York State Homeowner Mortgage Agency Revenue | 2.200% | 4/1/36 | 1,610 | 1,291 | ||
New York State Housing Finance Agency Revenue | 2.200% | 11/1/36 | 875 | 695 | ||
New York State Housing Finance Agency Revenue PUT | 2.500% | 5/1/27 | 1,510 | 1,456 | ||
New York State Housing Finance Agency Revenue PUT | 2.500% | 5/1/27 | 900 | 868 | ||
New York State Housing Finance Agency Revenue PUT | 3.100% | 11/1/27 | 1,500 | 1,481 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.450% | 9/15/69 | 3,500 | 3,255 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.625% | 9/15/69 | 1,075 | 968 | ||
New York State Mortgage Agency Homeowner Revenue | 3.250% | 10/1/50 | 2,390 | 2,369 | ||
New York State Thruway Authority General Revenue | 4.000% | 1/1/41 | 1,000 | 979 | ||
New York State Thruway Authority General Revenue | 4.000% | 1/1/42 | 2,000 | 1,958 | ||
New York State Thruway Authority General Revenue | 4.000% | 1/1/42 | 1,000 | 979 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/35 | 1,130 | 1,207 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/36 | 1,045 | 1,142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 1,325 | 1,393 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 5,000 | 5,258 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 2,830 | 3,031 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/26 | 1,930 | 2,023 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/28 | 10,000 | 11,224 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 2,000 | 2,037 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 1,420 | 1,511 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 2,010 | 2,167 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 1,485 | 1,512 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/34 | 5,000 | 5,025 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/36 | 2,000 | 2,162 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/37 | 2,000 | 2,157 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/39 | 5,000 | 4,947 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/40 | 1,590 | 1,566 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 4.000% | 3/15/42 | 1,490 | 1,455 | ||
New York State Urban Development Corp. Sales Tax Revenue | 4.000% | 3/15/39 | 3,000 | 2,947 | ||
New York State Urban Development Corp. Sales Tax Revenue | 3.000% | 3/15/41 | 3,000 | 2,557 | ||
New York State Urban Development Corp. Sales Tax Revenue | 3.000% | 3/15/42 | 4,000 | 3,385 | ||
New York State Urban Development Corp. Sales Tax Revenue | 4.000% | 3/15/43 | 225 | 219 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/26 | 1,805 | 1,908 | ||
Port Authority of New York & New Jersey Revenue | 3.000% | 12/1/32 | 2,000 | 1,851 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/36 | 1,230 | 1,360 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 11/1/36 | 2,295 | 2,538 | ||
Southold NY Suffolk County | 1.250% | 9/22/22 | 1,938 | 1,937 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/27 | 1,370 | 1,423 | ||
Suffolk County NY Refunding Bonds | 5.000% | 6/15/29 | 745 | 839 | ||
Sweet Home Central School District NY Amherst & Tonawanda BAN | 1.250% | 7/7/22 | 2,000 | 2,000 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/29 | 1,870 | 1,967 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/34 | 1,760 | 1,831 | ||
Tompkins County NY Development Corp. Continuing Care Retirement Community Revenue (Kendal at Ithaca Inc. Project) | 4.000% | 7/1/30 | 450 | 445 | ||
Tompkins County NY Development Corp. Continuing Care Retirement Community Revenue (Kendal at Ithaca Inc. Project) | 4.000% | 7/1/31 | 460 | 453 | ||
Tompkins County NY Development Corp. Continuing Care Retirement Community Revenue (Kendal at Ithaca Inc. Project) | 4.000% | 7/1/32 | 285 | 278 | ||
1 | Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 5.000% | 5/15/27 | 5,000 | 5,563 | |
1 | Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 5.000% | 5/15/29 | 2,000 | 2,277 | |
1 | Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 5.000% | 5/15/30 | 2,000 | 2,293 | |
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 3.000% | 5/15/32 | 490 | 467 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds | 5.000% | 5/15/40 | 1,000 | 1,112 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/26 | 1,000 | 974 | ||
Triborough Bridge & Tunnel Authority New York Payroll Mobility Bonds PUT | 2.000% | 5/15/28 | 1,500 | 1,426 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/23 | 1,500 | 1,566 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 0.000% | 11/15/32 | 1,130 | 747 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 2,000 | 2,146 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 1,900 | 2,062 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/36 | 1,000 | 1,080 | ||
2 | Triborough Bridge & Tunnel Authority New York Revenue PUT, SOFR + 0.380% | 1.398% | 2/1/24 | 150 | 147 | |
3 | Triborough Bridge & Tunnel Authority New York Revenue VRDO | 0.650% | 7/1/22 | 9,600 | 9,600 | |
Troy NY Capital Resource Corp. Revenue (Rensselaer Polytechnic Institute Project) | 5.000% | 9/1/37 | 1,320 | 1,409 | ||
Troy NY Capital Resource Corp. Revenue (Rensselaer Polytechnic Institute Project) | 4.000% | 9/1/40 | 1,000 | 930 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/33 | 1,600 | 1,667 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/35 | 1,945 | 2,067 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/36 | 2,450 | 2,601 | ||
5 | Westchester County NY Local Development Corp. Revenue (Purchase Senior Learning Community Inc.) | 3.200% | 7/1/28 | 250 | 226 | |
Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 5.000% | 11/1/31 | 1,085 | 1,107 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/28 | 1,400 | 1,491 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/33 | 1,500 | 1,573 | ||
4 | Yonkers NY GO | 5.000% | 3/15/31 | 500 | 568 | |
613,485 | ||||||
North Carolina (0.5%) | ||||||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 330 | 335 | ||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 170 | 172 | ||
Cary NC GO | 5.000% | 9/1/22 | 1,000 | 1,006 | ||
Charlotte NC International Airport Revenue | 4.000% | 7/1/38 | 1,250 | 1,248 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 5.000% | 1/15/34 | 1,500 | 1,572 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue PUT | 1.950% | 11/1/29 | 625 | 577 | ||
3 | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue VRDO | 0.610% | 7/1/22 | 2,900 | 2,900 | |
3 | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue VRDO | 0.630% | 7/1/22 | 1,200 | 1,200 | |
Durham County NC GO | 4.000% | 6/1/25 | 2,460 | 2,590 | ||
Mecklenburg County NC GO | 5.000% | 3/1/26 | 1,085 | 1,193 | ||
Mecklenburg County NC Public Improvement GO | 5.000% | 12/1/26 | 1,775 | 1,981 | ||
North Carolina GAN | 5.000% | 3/1/25 | 1,055 | 1,130 | ||
North Carolina GAN | 5.000% | 3/1/27 | 1,015 | 1,081 | ||
North Carolina GO | 3.000% | 5/1/33 | 1,000 | 952 | ||
North Carolina Housing Finance Agency Homeownership Revenue | 3.000% | 7/1/51 | 2,655 | 2,605 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (Presbyterian Homes Obligated) | 4.000% | 10/1/40 | 800 | 711 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (WakeMed) Prere. | 5.000% | 10/1/22 | 1,000 | 1,009 | ||
North Carolina Medical Care Commission Hospital (Moses Cone Health System) VRDO | 0.910% | 7/7/22 | 1,500 | 1,500 | ||
North Carolina State Grant Anticipation Revenue | 5.000% | 3/1/28 | 1,000 | 1,122 | ||
North Carolina State Limited Obligation | 5.000% | 5/1/25 | 3,590 | 3,873 | ||
4 | North Carolina Turnpike Authority Revenue | 5.000% | 1/1/38 | 30 | 33 | |
North Carolina Turnpike Authority Revenue | 4.000% | 1/1/39 | 2,000 | 1,876 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 180 | 182 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 320 | 323 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/35 | 400 | 407 | ||
University of North Carolina at Charlotte Revenue | 3.000% | 10/1/36 | 1,600 | 1,405 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/37 | 1,000 | 1,007 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/40 | 325 | 323 | ||
Wake County NC GO | 5.000% | 3/1/23 | 2,145 | 2,193 | ||
Wake County NC GO | 4.000% | 5/1/30 | 2,000 | 2,021 | ||
Western California University General Revenue | 3.000% | 4/1/36 | 1,480 | 1,333 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Winston-Salem State University NC General Revenue | 5.000% | 4/1/29 | 440 | 487 | ||
Winston-Salem State University NC General Revenue | 4.000% | 4/1/33 | 530 | 528 | ||
40,875 | ||||||
North Dakota (0.0%) | ||||||
Grand Forks ND Health Care System Revenue (Altru Health System Obligated Group) | 5.000% | 12/1/25 | 1,210 | 1,288 | ||
Grand Forks ND Health Care System Revenue (Altru Health System) | 5.000% | 12/1/29 | 445 | 485 | ||
4 | Grand Forks ND Health Care System Revenue (Altru Health System) | 3.000% | 12/1/39 | 1,000 | 842 | |
2,615 | ||||||
Ohio (1.3%) | ||||||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 12/1/40 | 1,200 | 1,171 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 5.000% | 8/1/29 | 1,300 | 1,415 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 8/1/37 | 2,200 | 2,174 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) | 5.000% | 2/15/31 | 1,000 | 1,152 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) | 4.000% | 2/15/38 | 1,045 | 1,042 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 5.000% | 2/15/26 | 1,025 | 1,121 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) PUT | 1.000% | 8/15/24 | 385 | 370 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/26 | 400 | 436 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/27 | 260 | 287 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/34 | 1,150 | 1,233 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 4.000% | 6/1/39 | 1,000 | 968 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/26 | 725 | 735 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/27 | 380 | 384 | ||
Cleveland OH Municipal School District GO | 5.000% | 12/1/28 | 1,000 | 1,023 | ||
Cleveland Ohio Income Tax Revenue | 3.000% | 10/1/34 | 335 | 314 | ||
Cleveland-Cuyahoga County OH Port Authority Cultural Facilities Revenue (Cleveland Museum of Natural History Project) | 4.000% | 7/1/38 | 365 | 370 | ||
1 | Cleveland-Cuyahoga County OH Port Authority Revenue (Euclid Avenue) | 5.000% | 8/1/37 | 1,000 | 1,049 | |
4 | Columbus OH City School District GO | 0.000% | 12/1/29 | 1,000 | 786 | |
Columbus OH GO | 4.000% | 8/15/26 | 1,730 | 1,823 | ||
Columbus OH GO | 5.000% | 4/1/30 | 4,500 | 5,231 | ||
Columbus OH GO Prere. | 5.000% | 7/1/22 | 535 | 535 | ||
Columbus OH Metropolitan Housing Authority Revenue | 4.000% | 8/1/36 | 1,000 | 1,019 | ||
Columbus OH Sewer Revenue Prere. | 5.000% | 12/1/24 | 4,000 | 4,273 | ||
County of Montgomery OH Hospital Facilities Revenue (Premier Health Partners Obligated Group) | 4.000% | 11/15/38 | 1,000 | 900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cuyahoga County OH Excise Tax Revenue (Sports Facilities Improvement Project) Prere. | 5.000% | 12/1/23 | 510 | 533 | ||
Cuyahoga County OH Hospital Revenue (Metro Health System) | 5.000% | 2/15/32 | 1,000 | 1,036 | ||
Fairfield County OH Hospital Facilities Revenue (Fairfield Medical Center) | 5.125% | 6/15/33 | 615 | 620 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/28 | 1,680 | 1,774 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/30 | 680 | 719 | ||
Franklin County OH Revenue (Trinity Health Corp.) | 5.000% | 12/1/31 | 1,100 | 1,227 | ||
Franklin County OH Sales Tax Revenue | 5.000% | 6/1/28 | 830 | 945 | ||
Hamilton County OH Hospital Facilities Revenue (UC Health) | 5.000% | 9/15/28 | 625 | 684 | ||
Hamilton County OH Hospital Facilities Revenue (TriHealth Obligated Group) | 5.000% | 8/15/36 | 1,000 | 1,044 | ||
3 | Lancaster OH Port Authority Gas Supply Revenue PUT | 5.000% | 2/1/25 | 400 | 420 | |
Miami Valley OH Career Technology Center GO | 5.000% | 12/1/25 | 880 | 961 | ||
Montgomery County OH Hospital Facilities Improvement & Refunding Revenue (Kettering Health Network) | 3.000% | 8/1/34 | 900 | 802 | ||
Montgomery County OH Hospital Facilities Revenue (Premier Health Partners Obligated Group) | 4.000% | 11/15/42 | 1,000 | 865 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/31 | 2,290 | 2,490 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/37 | 2,590 | 2,775 | ||
3 | Montgomery County OH Hospital Revenue (Premier Health Partners) VRDO | 0.370% | 7/7/22 | 450 | 450 | |
North Royalton OH City School District GO | 5.000% | 12/1/26 | 300 | 323 | ||
North Royalton OH City School District GO | 5.000% | 12/1/28 | 1,400 | 1,498 | ||
Northeast Ohio Regional Sewer District Wastewater Revenue Prere. | 5.000% | 5/15/23 | 1,000 | 1,029 | ||
Ohio Air Quality Development Authority Revenue PUT | 4.000% | 6/1/27 | 500 | 504 | ||
Ohio Air Quality Development Authority Revenue (Duke Energy Corp.) PUT | 4.000% | 6/1/27 | 730 | 737 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Adult Correctional Building Fund Projects) | 5.000% | 10/1/33 | 1,605 | 1,755 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/30 | 1,155 | 1,228 | ||
Ohio Community Learning Centers Income Tax Revenue | 4.000% | 12/1/26 | 375 | 400 | ||
Ohio GO | 5.000% | 5/1/23 | 1,870 | 1,922 | ||
Ohio GO | 5.000% | 8/1/23 | 500 | 501 | ||
Ohio GO | 5.000% | 8/1/24 | 500 | 531 | ||
Ohio GO | 5.000% | 11/1/24 | 1,675 | 1,789 | ||
Ohio GO | 5.000% | 2/1/27 | 1,000 | 1,092 | ||
Ohio GO | 5.000% | 6/15/27 | 3,425 | 3,502 | ||
Ohio GO | 5.000% | 5/1/33 | 1,010 | 1,122 | ||
Ohio GO | 5.000% | 3/1/35 | 1,000 | 1,090 | ||
Ohio GO | 5.000% | 5/1/35 | 770 | 888 | ||
Ohio GO | 5.000% | 3/15/36 | 1,005 | 1,045 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ohio GO | 5.000% | 5/1/36 | 600 | 690 | ||
Ohio GO | 5.000% | 5/1/37 | 600 | 688 | ||
Ohio GO | 5.000% | 3/1/38 | 2,000 | 2,172 | ||
Ohio Higher Education GO | 5.000% | 5/1/30 | 5,015 | 5,358 | ||
Ohio Higher Educational Facility Commission Revenue (Case Western Reserve University Project) | 5.000% | 12/1/22 | 585 | 593 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/25 | 2,450 | 2,674 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/28 | 1,020 | 1,113 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/35 | 1,320 | 1,466 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/37 | 2,240 | 2,472 | ||
Ohio Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/26 | 925 | 1,014 | ||
Ohio State Common Schools GO | 5.000% | 6/15/23 | 500 | 516 | ||
Ohio State Higher Educational Facility Commission Revenue | 5.000% | 1/15/33 | 1,260 | 1,315 | ||
Ohio State Hospital Revenue (Premier Health Partners Obligated Group) | 5.000% | 11/15/33 | 105 | 112 | ||
Ohio State Hospital Revenue (University Hospitals Health System) | 5.000% | 1/15/35 | 500 | 537 | ||
Ohio State University General Receipts Revenue | 4.000% | 12/1/40 | 1,760 | 1,770 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/28 | 1,030 | 1,051 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/35 | 1,310 | 1,436 | ||
1 | Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/39 | 1,390 | 1,549 | |
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 6/1/25 | 5,050 | 5,465 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 12/1/26 | 1,850 | 2,062 | ||
102,165 | ||||||
Oklahoma (0.3%) | ||||||
Edmond OK Public Works Authority Sales Tax & Utility System Revenue | 4.000% | 7/1/25 | 1,160 | 1,217 | ||
Norman OK Regional Hospital Authority Revenue | 5.000% | 9/1/28 | 1,245 | 1,314 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 5.000% | 7/1/26 | 1,145 | 1,206 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 4.000% | 7/1/38 | 1,000 | 1,023 | ||
Oklahoma City OK GO | 5.000% | 3/1/24 | 525 | 527 | ||
Oklahoma City OK GO | 4.000% | 3/1/28 | 5,605 | 6,011 | ||
Oklahoma City OK GO | 4.000% | 3/1/32 | 5,790 | 6,187 | ||
Oklahoma Development Finance Authority Health System Revenue (OU Medicine) | 5.000% | 8/15/28 | 1,500 | 1,484 | ||
Oklahoma State University Agricultural Mechanical Revenue | 4.000% | 9/1/35 | 460 | 473 | ||
Oklahoma Turnpike Authority Revenue | 5.000% | 1/1/37 | 2,020 | 2,144 | ||
Tulsa County OK Independent School District No. 4 Bixby GO | 4.000% | 7/1/23 | 2,000 | 2,044 | ||
Tulsa County OK Industrial Authority Educational Facilities Lease Revenue | 4.000% | 9/1/31 | 1,500 | 1,605 | ||
Tulsa County OK Industrial Authority Senior Living Community Revenue (Montereau Inc.) | 5.000% | 11/15/23 | 280 | 285 | ||
25,520 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oregon (0.4%) | ||||||
Clatsop County OR School District No. 10 Seaside GO | 5.000% | 6/15/33 | 1,140 | 1,252 | ||
Deschutes & Jefferson Counties OR School District No. 2J GO | 0.000% | 6/15/31 | 750 | 556 | ||
Deschutes County OR Public Library District GO | 4.000% | 6/1/23 | 575 | 587 | ||
Hospital Facilities Authority of Multnomah County Oregon Revenue | 4.000% | 12/1/36 | 1,000 | 907 | ||
Multnomah County OR School District GO | 5.000% | 6/15/29 | 1,015 | 1,092 | ||
Oregon Department of Administrative Services Lottery Revenue | 5.000% | 4/1/25 | 1,380 | 1,450 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.000% | 11/15/42 | 2,175 | 2,388 | ||
Oregon Facilities Authority Revenue (Legacy Health Project) | 5.000% | 6/1/33 | 1,000 | 1,046 | ||
Oregon Facilities Authority Revenue (Reed College Projects) Prere. | 4.000% | 7/1/27 | 450 | 484 | ||
Oregon Facilities Authority Revenue (Reed College Projects) Prere. | 4.000% | 7/1/27 | 450 | 484 | ||
Oregon GO | 5.000% | 5/1/23 | 500 | 501 | ||
Oregon GO | 4.000% | 6/1/23 | 790 | 807 | ||
Oregon Health & Science University Revenue PUT | 5.000% | 2/1/32 | 1,000 | 1,111 | ||
Oregon Housing & Community Services Department Mortgage Revenue | 4.000% | 7/1/51 | 1,000 | 1,014 | ||
Oregon State Department Administrative Services Lottery Revenue | 5.000% | 4/1/39 | 4,000 | 4,563 | ||
Oregon State Facilities Authority Revenue (Legacy Health Project) | 5.000% | 6/1/30 | 1,535 | 1,713 | ||
Port of Portland OR International Airport Passenger Facility Charge Revenue | 5.000% | 7/1/31 | 500 | 570 | ||
Portland OR Water System Revenue | 2.000% | 5/1/42 | 2,000 | 1,397 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/33 | 540 | 558 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/38 | 500 | 513 | ||
Tri-County Metropolitan Transportation District of Oregon Revenue | 4.000% | 9/1/40 | 2,895 | 2,909 | ||
Tri-County Metropolitan Transportation District of Oregon Revenue Prere. | 4.000% | 9/1/25 | 2,750 | 2,896 | ||
1 | Washington County OR School District No. 48J Beaverton GO | 5.000% | 6/15/32 | 200 | 237 | |
Washington County OR School District No. 48J Beaverton GO | 5.000% | 6/15/36 | 1,305 | 1,426 | ||
1 | Washington County OR School District No. 48J Beaverton GO | 0.000% | 6/15/37 | 2,443 | 1,314 | |
31,775 | ||||||
Pennsylvania (2.9%) | ||||||
Allegheny County PA GO | 4.000% | 11/1/30 | 1,025 | 1,068 | ||
2 | Allegheny County PA Higher Education Building Authority Revenue (Carnegie Mellon University) PUT, SOFR + 0.290% | 1.347% | 8/1/27 | 500 | 483 | |
1 | Allegheny County PA Higher Education Building Authority Revenue (Chatham University) | 5.250% | 9/1/34 | 550 | 556 | |
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/27 | 1,010 | 1,102 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/32 | 1,000 | 1,063 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/33 | 1,000 | 1,060 | ||
Allegheny County PA Hospital Development Authority Revenue | 4.000% | 4/1/38 | 500 | 490 | ||
2 | Allegheny County PA Hospital Development Authority Revenue PUT, SIFMA Municipal Swap Index Yield + 0.700% | 1.610% | 5/15/27 | 3,630 | 3,619 | |
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh Medical Center) | 5.000% | 7/15/27 | 1,000 | 1,092 | ||
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh) | 5.000% | 10/15/29 | 1,470 | 1,633 | ||
Allegheny County PA Sanitary Authority Sewer Revenue | 4.000% | 6/1/39 | 470 | 470 | ||
5 | Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/27 | 250 | 258 | |
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/29 | 300 | 322 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/30 | 1,260 | 1,359 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/31 | 500 | 540 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/32 | 450 | 487 | ||
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/35 | 1,035 | 1,108 | ||
6 | Allentown PA School District GO | 5.000% | 6/1/31 | 1,000 | 1,084 | |
6 | Armstrong PA School District GO | 5.000% | 3/15/27 | 995 | 1,107 | |
6 | Armstrong PA School District GO | 5.000% | 3/15/29 | 920 | 1,051 | |
Bethel Park PA School District GO | 4.000% | 8/1/34 | 1,100 | 1,136 | ||
2 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties) PUT, SOFR + 0.350% | 1.368% | 11/1/25 | 100 | 96 | |
2 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties) PUT, SOFR + 0.350% | 1.368% | 11/1/25 | 105 | 101 | |
2 | Bethlehem PA Area School District Authority Revenue (Northampton & Lehigh Counties) PUT, SOFR + 0.350% | 1.368% | 11/1/25 | 100 | 96 | |
1 | Bucks County PA Industrial Development Authority Revenue (Delaware Valley University Project) | 5.000% | 11/1/30 | 1,735 | 1,785 | |
Bucks County PA Industrial Development Authority Revenue (Grand View Hospital Project) | 5.000% | 7/1/30 | 750 | 795 | ||
Centennial PA School District Bucks County GO | 5.000% | 12/15/29 | 1,450 | 1,647 | ||
Chester County Industrial Development Authority Revenue | 4.000% | 12/1/39 | 3,000 | 2,973 | ||
Chester County PA GO Prere. | 5.000% | 11/15/22 | 750 | 760 | ||
6 | Coatesville PA Area School District Building GO | 0.000% | 10/1/34 | 450 | 262 | |
6 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/26 | 335 | 343 | |
6 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/27 | 365 | 374 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Commonwealth Financing Authority Pennsylvania Revenue | 5.000% | 6/1/26 | 500 | 539 | ||
5 | Dauphin County PA General Authority Revenue (Harrisburg University of Science & Technology) | 5.000% | 10/15/30 | 840 | 854 | |
Delaware River PA Joint Toll Bridge Commission System Revenue | 5.000% | 7/1/34 | 225 | 245 | ||
9 | Delaware Valley PA Regional Finance Authority Revenue | 5.500% | 8/1/28 | 1,260 | 1,432 | |
2 | Delaware Valley PA Regional Finance Authority Revenue PUT, SIFMA Municipal Swap Index Yield + 0.400% | 1.310% | 3/1/26 | 1,000 | 993 | |
2 | Delaware Valley PA Regional Finance Authority Revenue PUT, SOFR + 0.490% | 1.502% | 3/1/27 | 1,000 | 950 | |
East Hempfield Township PA Industrial Development Authority Revenue (Millersville University Student Housing Project) Prere. | 5.000% | 7/1/24 | 1,000 | 1,057 | ||
6,9 | Erie PA Sewer Authority Revenue | 0.000% | 12/1/25 | 85 | 76 | |
6,9 | Erie PA Sewer Authority Revenue ETM | 0.000% | 12/1/25 | 1,165 | 1,074 | |
6 | Gateway PA School District Alleghany County GO | 3.000% | 10/15/37 | 1,000 | 886 | |
Geisinger Authority PA Health System Revenue (Geisinger Health System) | 5.000% | 4/1/35 | 1,000 | 1,082 | ||
Geisinger Authority PA Health System Revenue (Geisinger Health System) | 4.000% | 4/1/39 | 1,000 | 986 | ||
4 | Hempfield PA Area School District (Westmoreland Country) GO | 5.000% | 3/15/36 | 1,610 | 1,812 | |
4 | Hempfield PA Area School District (Westmoreland Country) GO | 4.000% | 3/15/37 | 3,400 | 3,453 | |
Lancaster County PA Hospital Authority Revenue (Penn State Health) | 5.000% | 11/1/41 | 1,000 | 1,063 | ||
Lancaster County PA Hospital Authority Revenue (Saint Anne's Retirement Community Incorporated Project) | 5.000% | 3/1/29 | 1,085 | 1,093 | ||
Lancaster PA Higher Education Authority Revenue (Elizabethtown College Project) | 5.000% | 10/1/37 | 3,000 | 3,063 | ||
Latrobe PA Industrial Development Authority University Revenue (Siton Hill University) | 4.000% | 3/1/40 | 225 | 196 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 1,220 | 1,294 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 2,400 | 2,677 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 4.000% | 7/1/33 | 780 | 780 | ||
4 | Luzerne County PA Industrial Development Authority Lease Revenue | 5.000% | 12/15/25 | 1,000 | 1,078 | |
Manheim Township PA School District GO | 4.000% | 5/1/35 | 550 | 561 | ||
Manheim Township PA School District GO Prere. | 5.000% | 8/1/25 | 830 | 899 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 4.000% | 2/15/40 | 1,250 | 1,201 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 4.000% | 2/15/41 | 2,000 | 1,912 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 4.250% | 2/15/42 | 2,500 | 2,508 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 5.000% | 2/15/42 | 1,425 | 1,431 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Montgomery County PA Higher Education & Health Authority Revenue (Thomas Jefferson University) | 5.000% | 9/1/32 | 1,515 | 1,622 | ||
Montgomery County PA Higher Education & Health Authority Revenue (Thomas Jefferson University) | 4.000% | 5/1/35 | 700 | 701 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) ETM | 5.000% | 1/15/23 | 1,015 | 1,033 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) ETM | 5.000% | 1/15/25 | 1,000 | 1,066 | ||
Mount Lebanon PA Hospital Authority Revenue (St. Clair Memorial Hospital Project) | 5.000% | 7/1/38 | 1,000 | 1,063 | ||
Northampton County PA General Purpose Authority Hospital Revenue (St. Luke's Hospital Project) | 5.000% | 8/15/25 | 1,275 | 1,361 | ||
Pennsylvania COP | 5.000% | 7/1/26 | 500 | 546 | ||
Pennsylvania COP | 5.000% | 7/1/27 | 500 | 555 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 3/15/29 | 1,060 | 1,136 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 11/15/30 | 1,510 | 1,633 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 2/15/32 | 740 | 832 | ||
2 | Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) PUT, SIFMA Municipal Swap Index Yield + 0.700% | 1.610% | 5/15/27 | 1,000 | 981 | |
Pennsylvania Economic Development Financing Authority Revenue (Waste Management Project) PUT | 0.950% | 12/1/26 | 1,000 | 870 | ||
Pennsylvania GO | 5.000% | 8/15/23 | 2,265 | 2,348 | ||
Pennsylvania GO | 5.000% | 1/1/24 | 1,500 | 1,570 | ||
Pennsylvania GO | 5.000% | 8/15/24 | 500 | 530 | ||
Pennsylvania GO | 5.000% | 1/1/26 | 3,295 | 3,597 | ||
Pennsylvania GO | 5.000% | 9/15/26 | 1,500 | 1,659 | ||
Pennsylvania GO | 5.000% | 5/15/27 | 3,000 | 3,359 | ||
Pennsylvania GO | 4.000% | 1/1/29 | 3,000 | 3,144 | ||
4 | Pennsylvania GO | 4.000% | 8/15/30 | 1,000 | 1,031 | |
Pennsylvania GO | 5.000% | 3/15/32 | 8,000 | 8,402 | ||
Pennsylvania GO | 5.000% | 10/15/32 | 1,000 | 1,031 | ||
4 | Pennsylvania GO | 4.000% | 3/1/33 | 1,110 | 1,146 | |
Pennsylvania GO | 4.000% | 5/15/33 | 2,080 | 2,182 | ||
4 | Pennsylvania GO | 4.000% | 3/1/34 | 1,670 | 1,719 | |
Pennsylvania GO | 4.000% | 3/1/36 | 1,000 | 1,010 | ||
Pennsylvania GO | 3.000% | 5/15/36 | 1,000 | 901 | ||
Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,008 | ||
6 | Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,019 | |
Pennsylvania GO | 2.000% | 5/15/38 | 1,390 | 1,007 | ||
Pennsylvania GO | 2.000% | 5/15/39 | 1,000 | 700 | ||
Pennsylvania GO | 2.000% | 5/15/40 | 1,540 | 1,060 | ||
Pennsylvania GO | 2.000% | 5/15/41 | 1,430 | 968 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 5.000% | 8/15/31 | 1,000 | 1,116 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/38 | 650 | 645 | ||
Pennsylvania Housing Finance Agency Revenue | 4.000% | 10/1/37 | 2,205 | 2,193 | ||
Pennsylvania Housing Finance Agency Revenue | 2.450% | 10/1/41 | 1,500 | 1,138 | ||
Pennsylvania Housing Finance Agency Revenue | 4.250% | 10/1/52 | 1,185 | 1,215 | ||
Pennsylvania Turnpike Commission Motor License Fund Revenue | 5.000% | 12/1/32 | 1,000 | 1,095 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/24 | 1,050 | 1,095 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/28 | 630 | 695 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 4.000% | 12/1/41 | 1,000 | 973 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/24 | 1,980 | 2,076 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/25 | 1,690 | 1,839 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,960 | 2,119 | ||
4 | Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,635 | 1,807 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/26 | 750 | 821 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/27 | 2,255 | 2,447 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,570 | 1,745 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,100 | 1,172 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/30 | 300 | 319 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/32 | 1,500 | 1,609 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 2,000 | 2,097 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 1,250 | 1,380 | ||
4 | Pennsylvania Turnpike Commission Revenue | 6.250% | 6/1/33 | 1,760 | 1,984 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/35 | 1,500 | 1,580 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 12/1/36 | 1,650 | 1,656 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 1,000 | 1,078 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 2,545 | 2,834 | ||
Pennsylvania Turnpike Commission Revenue | 6.375% | 12/1/38 | 1,300 | 1,499 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 12/1/39 | 1,250 | 1,246 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/39 | 1,520 | 1,676 | ||
Pennsylvania Turnpike Commission Revenue | 5.250% | 12/1/39 | 1,000 | 1,035 | ||
Philadelphia PA Airport Revenue | 5.000% | 7/1/34 | 1,500 | 1,634 | ||
Philadelphia PA Authority for Industrial Development Revenue (Charter School Project) | 4.000% | 6/1/31 | 705 | 679 | ||
Philadelphia PA Authority for Industrial Development Revenue (Science University) | 5.000% | 11/1/42 | 1,000 | 1,036 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/24 | 1,015 | 1,066 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/27 | 1,000 | 1,066 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Philadelphia PA Authority for Industrial Development Revenue (Thomas Jefferson University) | 5.000% | 9/1/36 | 1,000 | 1,049 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/25 | 1,625 | 1,753 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/26 | 1,000 | 1,092 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 8/1/36 | 1,300 | 1,377 | ||
Philadelphia PA GO | 4.000% | 5/1/39 | 3,000 | 2,943 | ||
Philadelphia PA Hospitals & Higher Education Facilities Authority Hospital Revenue (Temple University Health System Obligated Group) | 5.000% | 7/1/25 | 1,000 | 1,056 | ||
Philadelphia PA Hospitals & Higher Education Facilities Authority Hospital Revenue (Temple University Health System Obligated Group) | 5.000% | 7/1/32 | 1,610 | 1,684 | ||
Philadelphia PA School District GO | 5.000% | 9/1/31 | 940 | 1,013 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 7/1/26 | 1,000 | 1,053 | ||
Philadelphia PA Water & Wastewater Revenue | 4.000% | 7/1/35 | 1,110 | 1,116 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 10/1/42 | 3,000 | 3,245 | ||
4 | Pittsburgh & Allegheny County PA Sports & Exhibition Authority Sales Tax Revenue | 5.000% | 2/1/31 | 1,000 | 1,107 | |
Pittsburgh PA School District GO | 4.000% | 9/1/35 | 1,670 | 1,705 | ||
Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/22 | 1,200 | 1,207 | ||
4 | Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/33 | 1,000 | 1,120 | |
2,4 | Pittsburgh PA Water & Sewer Authority Revenue PUT, SIFMA Municipal Swap Index Yield + 0.650% | 1.560% | 12/1/23 | 350 | 350 | |
4 | Reading PA School District GO | 5.000% | 3/1/25 | 955 | 1,019 | |
4 | River Valley School District PA GO | 4.000% | 3/15/28 | 1,145 | 1,213 | |
4 | River Valley School District PA GO | 4.000% | 3/15/33 | 1,810 | 1,885 | |
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/25 | 815 | 885 | ||
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/26 | 770 | 852 | ||
Seneca Valley PA School District GO | 3.000% | 4/1/34 | 2,125 | 2,003 | ||
Snyder County PA Higher Education Authority University Revenue (Susquehanna University Project) | 5.000% | 1/1/27 | 1,135 | 1,231 | ||
Southcentral Pennsylvania General Authority Revenue (WellSpan Health Obligated Group) Prere. | 5.000% | 6/1/24 | 1,085 | 1,145 | ||
3 | Southcentral Pennsylvania General Authority Revenue (WellSpan Health Obligated Group) VRDO | 0.650% | 7/1/22 | 8,800 | 8,800 | |
6 | State Public School Building Authority Pennsylvania College Revenue (Community College of Allegheny County Project) | 4.000% | 6/15/29 | 1,075 | 1,120 | |
6 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/24 | 1,535 | 1,612 | |
4 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/26 | 1,650 | 1,797 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 4.000% | 4/15/26 | 2,000 | 2,104 | ||
Westmoreland County PA Industrial Development Authority Revenue | 4.000% | 5/15/41 | 1,000 | 836 | ||
Wilkes-Barre PA Finance Authority Revenue (University of Scranton) | 4.000% | 11/1/29 | 2,205 | 2,253 | ||
219,595 | ||||||
Puerto Rico (0.5%) | ||||||
Puerto Rico GO | 5.250% | 7/1/23 | 361 | 368 | ||
Puerto Rico GO | 0.000% | 7/1/24 | 470 | 430 | ||
Puerto Rico GO | 5.375% | 7/1/25 | 2,386 | 2,477 | ||
Puerto Rico GO | 5.625% | 7/1/27 | 4,786 | 5,091 | ||
Puerto Rico GO | 5.625% | 7/1/29 | 4,543 | 4,878 | ||
Puerto Rico GO | 5.750% | 7/1/31 | 2,355 | 2,572 | ||
Puerto Rico GO | 0.000% | 7/1/33 | 2,668 | 1,499 | ||
Puerto Rico GO | 4.000% | 7/1/33 | 1,140 | 1,045 | ||
Puerto Rico GO | 4.000% | 7/1/35 | 1,135 | 1,016 | ||
Puerto Rico Housing Finance Authority Capital Fund Modernization Program (Puerto Rico Public Housing Projects) | 5.000% | 12/1/27 | 1,000 | 1,100 | ||
Puerto Rico Industrial Tourist Educational Medical & Environmental Control Facilities Financing Authority Hospital Revenue | 5.000% | 7/1/33 | 215 | 235 | ||
4,7 | Puerto Rico Public Finance Corp. Revenue ETM | 6.000% | 8/1/26 | 1,000 | 1,132 | |
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/24 | 123 | 114 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/27 | 1,327 | 1,098 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/29 | 2,774 | 2,091 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/31 | 145 | 98 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 10,194 | 9,573 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 1,786 | 1,677 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.550% | 7/1/40 | 65 | 63 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.550% | 7/1/40 | 1,565 | 1,507 | ||
38,064 | ||||||
Rhode Island (0.1%) | ||||||
Narragansett RI Commission Wastewater System Revenue Prere. | 5.000% | 2/1/25 | 1,950 | 2,093 | ||
Rhode Island Commerce Corp. Airport Revenue | 5.000% | 7/1/30 | 500 | 531 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/29 | 200 | 224 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/32 | 425 | 483 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue | 5.000% | 11/1/36 | 200 | 224 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue (University of Rhode Island) | 5.000% | 9/15/25 | 500 | 541 | ||
Rhode Island Health and Educational Building Corp. Public School Revenue (City of East Providence Issue) | 4.000% | 5/15/37 | 1,200 | 1,205 | ||
5,301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
South Carolina (0.8%) | ||||||
Beaufort County SC School District GO | 5.000% | 3/1/23 | 1,500 | 1,534 | ||
Charleston County SC Airport District System Revenue | 5.000% | 7/1/34 | 250 | 275 | ||
Charleston SC Educational Excellence Financing Corp. Revenue (Charleston County School District, South Carolina Project) | 5.000% | 12/1/23 | 590 | 616 | ||
Charleston SC Hospitality Tax Revenue | 5.000% | 9/1/30 | 400 | 461 | ||
Charleston SC Hospitality Tax Revenue | 5.000% | 9/1/35 | 825 | 928 | ||
Columbia SC Waterworks & Sewer System Revenue | 3.000% | 2/1/35 | 875 | 801 | ||
Georgetown County SC School District GO | 3.000% | 3/1/31 | 1,665 | 1,648 | ||
Greenville County SC Special Source Revenue | 5.000% | 4/1/31 | 375 | 434 | ||
Greenville County SC Special Source Revenue | 4.000% | 4/1/38 | 250 | 251 | ||
Lancaster County SC School District GO | 4.000% | 3/1/32 | 1,000 | 1,041 | ||
Lexington & Richland County SC School District No. 5 GO | 4.000% | 3/1/30 | 2,760 | 2,995 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/25 | 1,000 | 1,071 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/34 | 1,500 | 1,571 | ||
Myrtle Beach SC Hospitality Fee Revenue | 5.000% | 6/1/25 | 1,030 | 1,084 | ||
Orangeburg County School District | 5.000% | 6/1/41 | 1,810 | 1,874 | ||
3 | Patriots Energy Group Finance Authority SC Gas Supply Revenue PUT | 4.000% | 2/1/24 | 1,895 | 1,930 | |
Patriots Energy Group SC Gas System Improvement & Refunding Revenue | 4.000% | 6/1/36 | 825 | 816 | ||
10 | Piedmont SC Municipal Power Agency Revenue | 0.000% | 1/1/24 | 1,600 | 1,543 | |
Piedmont SC Municipal Power Agency Revenue | 5.000% | 1/1/31 | 2,500 | 2,695 | ||
Piedmont SC Municipal Power Agency Revenue | 4.000% | 1/1/33 | 1,000 | 1,009 | ||
South Carolina Association of Governmental Organizations Educational Facilities Corp. Revenue (Pickens School District) | 5.000% | 12/1/26 | 1,420 | 1,515 | ||
South Carolina GO | 5.000% | 4/1/27 | 1,160 | 1,303 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Palmetto Health) Prere. | 5.250% | 8/1/23 | 1,000 | 1,037 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Prisma Health) | 5.000% | 5/1/37 | 1,500 | 1,573 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/26 | 1,140 | 1,193 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/31 | 1,200 | 1,318 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/31 | 410 | 455 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/33 | 1,000 | 1,001 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/34 | 1,000 | 1,000 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/35 | 1,500 | 1,494 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/35 | 805 | 865 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/36 | 1,500 | 1,483 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/36 | 815 | 874 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/37 | 1,000 | 975 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 2,430 | 2,509 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 1,095 | 1,135 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/38 | 1,000 | 969 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/38 | 1,220 | 1,183 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/39 | 1,000 | 965 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/42 | 1,000 | 936 | ||
South Carolina Public Service Authority Revenue | 4.000% | 12/1/42 | 6,465 | 6,050 | ||
South Carolina Transportation Infrastructure Revenue | 5.000% | 10/1/32 | 1,290 | 1,438 | ||
4 | Spartanburg SC Regional Health Services District Revenue | 5.000% | 4/15/34 | 510 | 569 | |
Spartanburg SC Regional Health Services District Revenue | 5.000% | 4/15/35 | 1,160 | 1,263 | ||
6 | Sumter Two School Facilities Inc. South Carolina Installment Purchase Revenue | 5.000% | 12/1/26 | 1,000 | 1,079 | |
58,759 | ||||||
South Dakota (0.1%) | ||||||
Educational Enhancement Funding Corp. South Dakota Tobacco Settlement Revenue Prere. | 5.000% | 6/1/23 | 2,000 | 2,060 | ||
Lincoln County SD Economic Development Revenue (Augustana College Association Project) | 4.000% | 8/1/41 | 2,660 | 2,370 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 5.000% | 9/1/32 | 2,915 | 3,079 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 4.000% | 9/1/34 | 2,125 | 2,136 | ||
9,645 | ||||||
Tennessee (1.2%) | ||||||
Chattanooga TN Electric System Revenue | 5.000% | 9/1/31 | 1,000 | 1,062 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Catholic Health Initiatives) Prere. | 5.000% | 1/1/23 | 1,500 | 1,524 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Common Spirit Health) | 5.000% | 8/1/29 | 2,880 | 3,101 | ||
Chattanooga-Hamilton County TN Hospital Authority Hospital Revenue | 5.000% | 10/1/27 | 1,035 | 1,073 | ||
Greeneville TN Health & Educational Facilities Board Hospital Revenue (Ballad Health) | 5.000% | 7/1/27 | 1,590 | 1,726 | ||
Jackson TN Hospital Project Revenue | 5.000% | 4/1/38 | 3,620 | 3,799 | ||
Jackson TN Hospital Project Revenue Prere. | 5.000% | 10/1/28 | 190 | 215 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (Covenant Healthcare) | 5.000% | 1/1/36 | 1,000 | 1,040 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (University Health System Inc.) | 5.000% | 9/1/27 | 925 | 983 | ||
Memphis TN GO | 4.000% | 6/1/31 | 1,000 | 1,038 | ||
Memphis TN GO | 4.000% | 5/1/35 | 5,685 | 5,766 | ||
Memphis-Shelby County TN Airport Authority Revenue | 5.000% | 7/1/34 | 500 | 546 | ||
Memphis-Shelby County TN Industrial Development Board Revenue | 5.000% | 11/1/27 | 1,000 | 1,106 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue | 4.000% | 10/1/31 | 215 | 203 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Blakeford at Green Hills) Prere. | 5.000% | 7/1/22 | 500 | 500 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 5.000% | 7/1/31 | 280 | 314 | ||
11 | New Memphis Arena Public Building Authority of Memphis & Shelby County TN Local Government Public Improvement Bonds (City of Memphis Project), 4.000% coupon rate effective 4/1/2026 | 0.000% | 4/1/31 | 300 | 272 | |
3,4 | Shelby County TN Health Educational & Housing Facilities Board Revenue VRDO | 0.650% | 7/1/22 | 6,500 | 6,500 | |
3,4 | Shelby County TN Health Educational & Housing Facilities Board Revenue VRDO | 0.650% | 7/1/22 | 6,200 | 6,200 | |
Sumner County TN Public Improvement Refunding Bonds GO | 5.000% | 6/1/23 | 7,245 | 7,457 | ||
3 | Tennergy Corp. TN Gas Revenue PUT | 5.000% | 10/1/24 | 5,090 | 5,309 | |
Tennergy Corp. TN Gas Revenue PUT | 4.000% | 9/1/28 | 4,440 | 4,465 | ||
Tennessee Energy Acquisition Corp. Commodity Project Revenue PUT | 5.000% | 11/1/31 | 9,805 | 10,397 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/22 | 1,835 | 1,844 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/24 | 1,800 | 1,852 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/25 | 915 | 952 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/26 | 1,035 | 1,099 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/27 | 1,185 | 1,254 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 5/1/23 | 4,040 | 4,090 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 11/1/25 | 1,625 | 1,650 | ||
Tennessee GO | 4.000% | 8/1/28 | 4,850 | 5,061 | ||
Tennessee GO | 5.000% | 11/1/29 | 4,750 | 5,531 | ||
Tennessee GO Prere. | 5.000% | 8/1/25 | 1,000 | 1,085 | ||
Tennessee Housing Development Agency Finance Program Revenue | 3.750% | 7/1/52 | 1,000 | 1,003 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/33 | 50 | 55 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) Prere. | 5.000% | 11/1/25 | 10 | 11 | ||
Williamson County TN GO Prere. | 4.000% | 5/1/23 | 1,320 | 1,346 | ||
91,429 | ||||||
Texas (5.4%) | ||||||
Alamo TX Regional Mobility Authority Revenue | 5.000% | 6/15/27 | 1,280 | 1,372 | ||
18 | Allen TX Independent School District GO | 5.000% | 2/15/26 | 1,035 | 1,129 | |
18 | Arlington TX Higher Education Finance Corp. Revenue (Riverwalk Education Foundation Inc.) | 4.000% | 8/15/33 | 600 | 613 | |
18 | Arlington TX Independent School District (Unlimited Tax) GO | 5.000% | 2/15/26 | 1,090 | 1,166 | |
4 | Arlington TX Special Tax Revenue | 5.000% | 2/15/27 | 420 | 465 | |
4 | Arlington TX Special Tax Revenue | 5.000% | 2/15/28 | 305 | 342 | |
6 | Arlington TX Special Tax Revenue | 5.000% | 2/15/32 | 1,160 | 1,269 | |
Atascosa County TX Industrial Development Corp. Pollution Control Refunding Revenue Bonds | 5.000% | 12/15/37 | 1,435 | 1,520 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/26 | 1,120 | 1,229 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/32 | 1,260 | 1,347 | ||
Austin TX Community College District Public Facilities Corp. Lease Revenue | 5.000% | 8/1/27 | 1,000 | 1,074 | ||
Austin TX Electric Utilities Systems Revenue | 5.000% | 11/15/29 | 5,000 | 5,357 | ||
Austin TX Water & Wastewater System Revenue | 5.000% | 11/15/37 | 1,000 | 1,078 | ||
Bexar County TX GO | 4.000% | 6/15/36 | 3,070 | 3,185 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/23 | 3,230 | 3,332 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/24 | 1,145 | 1,211 | ||
Brownsville TX Utility System Revenue Prere. | 4.000% | 9/1/23 | 1,000 | 1,026 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/24 | 1,015 | 1,053 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/25 | 100 | 91 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/25 | 250 | 261 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/26 | 180 | 158 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/26 | 1,115 | 1,192 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/31 | 1,230 | 1,356 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/32 | 1,785 | 1,944 | ||
Central Texas Regional Mobility Authority Revenue | 4.000% | 1/1/36 | 1,115 | 1,074 | ||
Central Texas Regional Mobility Authority Revenue | 3.375% | 1/1/41 | 445 | 371 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 1/1/23 | 565 | 575 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 7/1/25 | 865 | 936 | ||
18 | Clear Creek TX Independent School District PUT | 0.280% | 8/15/24 | 500 | 471 | |
18 | Clear Creek TX Independent School District GO | 5.000% | 2/15/34 | 910 | 996 | |
Clifton TX Higher Education Finance Corp. Revenue | 5.000% | 8/15/32 | 510 | 560 | ||
18 | Clifton TX Higher Education Finance Corp. Revenue | 5.000% | 8/15/32 | 600 | 696 | |
Clifton TX Higher Education Finance Corp. Revenue | 4.000% | 8/15/36 | 750 | 734 | ||
18 | Clifton TX Higher Education Finance Corp. Revenue | 4.000% | 8/15/36 | 700 | 739 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Collin County TX Community College District GO | 4.000% | 8/15/34 | 2,500 | 2,628 | ||
18 | Comal TX Independent School District | 4.000% | 2/1/34 | 1,030 | 1,069 | |
1,18 | Community TX Independent School District Bonds | 5.000% | 2/15/38 | 1,370 | 1,527 | |
Conroe TX Local Government Corp. Hotel & Contract Revenue (Conroe Convention Center Hotel) | 5.000% | 10/1/34 | 260 | 292 | ||
Corpus Christi TX General Improvement Refunding | 5.000% | 3/1/25 | 1,300 | 1,387 | ||
Corpus Christi TX Utility System Revenue | 5.000% | 7/15/32 | 500 | 529 | ||
Dallas County TX Community College District GO | 5.000% | 2/15/26 | 1,000 | 1,093 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 2,065 | 2,347 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/22 | 500 | 507 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/25 | 2,215 | 2,421 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/25 | 1,670 | 1,825 | ||
Dallas TX Hotel Occupancy Revenue (Kaufman & Rockall Counties) | 4.000% | 8/15/30 | 1,000 | 1,040 | ||
18 | Dallas TX Independent School District Prere. | 5.000% | 2/15/25 | 2,200 | 2,361 | |
Dallas TX Waterworks & Sewer System Revenue | 5.000% | 10/1/22 | 210 | 211 | ||
Dallas TX Waterworks & Sewer System Revenue | 4.000% | 10/1/31 | 1,675 | 1,773 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.250% | 11/1/29 | 1,000 | 1,035 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.000% | 11/1/30 | 3,725 | 4,238 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.000% | 11/1/33 | 2,655 | 2,970 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.000% | 11/1/34 | 1,000 | 1,002 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.000% | 11/1/35 | 2,020 | 2,020 | ||
18 | Dickinson TX Independent School District Revenue PUT | 0.250% | 8/1/23 | 1,000 | 984 | |
18 | Eagle Mountain & Saginaw TX Independent School District GO PUT | 2.000% | 8/1/24 | 1,035 | 1,027 | |
El Paso TX Combination Tax & Revenue Bonds | 4.000% | 8/15/33 | 455 | 472 | ||
El Paso TX GO | 5.000% | 8/15/28 | 750 | 849 | ||
El Paso TX GO | 5.000% | 8/15/29 | 575 | 658 | ||
El Paso TX GO | 5.000% | 8/15/31 | 850 | 966 | ||
El Paso TX GO | 4.000% | 8/15/34 | 1,000 | 1,025 | ||
El Paso TX GO | 3.000% | 8/15/37 | 765 | 681 | ||
18 | El Paso TX Independent School District Revenue | 5.000% | 8/15/42 | 5,000 | 5,394 | |
18 | El Paso TX Independent School District Unlimited Tax School Building Bonds | 4.000% | 8/15/43 | 1,610 | 1,617 | |
6 | Fort Bend County TX Municipal Utility District No. 58 (Unlimited Tax Refunding) | 3.000% | 4/1/35 | 435 | 398 | |
Fort Bend TX Grand Parkway Toll Road Authority Ltd. | 5.000% | 3/1/29 | 250 | 285 | ||
Fort Worth TX GO | 5.000% | 3/1/25 | 1,115 | 1,197 | ||
Fort Worth TX Water & Sewer Revenue | 2.000% | 2/15/23 | 4,250 | 4,260 | ||
Frisco TX Refunding & Improvement GO | 5.000% | 2/15/28 | 1,425 | 1,522 | ||
Garland TX Electric Utility System Revenue | 5.000% | 3/1/30 | 675 | 754 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
18 | Goose Creek TX Consolidated Independent School District PUT | 0.150% | 10/3/22 | 350 | 348 | |
18 | Goose Creek TX Consolidated Independent School District PUT | 0.600% | 8/17/26 | 400 | 367 | |
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.000% | 10/1/35 | 1,000 | 1,090 | ||
11 | Grand Parkway Transportation Corp. Texas System Toll Revenue, 5.050% coupon rate effective 10/1/2023 | 0.000% | 10/1/30 | 1,550 | 1,648 | |
Grand Parkway Transportation Corp. TX BAN | 5.000% | 2/1/23 | 2,500 | 2,541 | ||
Greater Texas Cultural Education Facilities Finance Corp. Revenue | 5.000% | 3/1/32 | 750 | 859 | ||
6 | Greenville TX Combination Tax & Revenue | 4.000% | 2/15/30 | 2,210 | 2,390 | |
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/38 | 200 | 201 | ||
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/39 | 140 | 140 | ||
Guadalupe-Blanco River Authority Revenue | 4.000% | 8/15/40 | 130 | 130 | ||
6 | Harlandale TX Independent School District PUT | 2.000% | 8/15/24 | 100 | 99 | |
Harris County Cultural Education Facilities Finance Corp. Revenue | 3.000% | 10/1/40 | 1,000 | 851 | ||
2 | Harris County Cultural Education Facilities Finance Corp. Revenue PUT, 1M USD LIBOR + 0.650% | 1.393% | 7/1/24 | 500 | 501 | |
Harris County TX Cultural Education Facilities Finance Corp. Thermal Utility Revenue (TECO Project) | 5.000% | 11/15/30 | 1,000 | 1,117 | ||
Harris County TX Flood Control Improvement GO | 3.000% | 10/1/39 | 1,500 | 1,327 | ||
Harris County TX GO | 5.000% | 8/15/32 | 1,025 | 1,028 | ||
Harris County TX GO | 5.000% | 10/1/36 | 1,200 | 1,287 | ||
Harris County TX GO | 5.000% | 10/1/40 | 2,470 | 2,643 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/32 | 515 | 517 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/41 | 1,695 | 1,787 | ||
Hidalgo County TX Certificates GO | 4.000% | 8/15/37 | 1,000 | 1,016 | ||
Hidalgo County TX Regional Mobility Authority Toll & Vehicle Registration Fee Revenue | 5.000% | 12/1/35 | 840 | 865 | ||
Hidalgo County TX Regional Mobility Authority Toll & Vehicle Registration Fee Revenue | 4.000% | 12/1/39 | 850 | 781 | ||
Hidalgo County TX Regional Mobility Authority Toll & Vehicle Registration Fee Revenue | 0.000% | 12/1/44 | 1,000 | 291 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/26 | 1,160 | 1,265 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/31 | 195 | 213 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/37 | 1,720 | 1,837 | ||
Houston TX GO | 5.000% | 3/1/27 | 1,000 | 1,115 | ||
Houston TX GO | 4.000% | 3/1/35 | 1,500 | 1,533 | ||
Houston TX Hotel Occupancy Tax & Special Convention & Entertainment Facilities Revenue | 3.000% | 9/1/32 | 500 | 468 | ||
Houston TX Hotel Occupancy Tax & Special Revenue (Convention & Entertainment Facilities) | 5.000% | 9/1/24 | 1,070 | 1,129 | ||
18 | Houston TX Independent School District PUT | 3.000% | 6/1/24 | 300 | 303 | |
18 | Houston TX Independent School District GO | 5.000% | 2/15/27 | 1,750 | 1,909 | |
Houston TX Public Improvement Refunding Bonds | 4.000% | 3/1/34 | 580 | 606 | ||
Houston TX Public Improvement Refunding Bonds | 4.000% | 3/1/35 | 660 | 685 | ||
Houston TX Refunding Public Improvement Bonds | 3.000% | 3/1/36 | 1,010 | 910 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Houston TX Utility System Revenue | 5.000% | 5/15/25 | 1,160 | 1,223 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 1,350 | 1,502 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 900 | 1,002 | ||
Houston TX Utility System Revenue | 4.000% | 11/15/31 | 1,000 | 1,032 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,057 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,126 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/35 | 920 | 1,019 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/36 | 2,500 | 2,685 | ||
Houston TX Utility System Revenue | 3.000% | 11/15/40 | 1,150 | 982 | ||
18 | Katy TX Independent School District GO | 4.000% | 2/15/27 | 275 | 278 | |
18 | Katy TX Independent School District GO | 4.000% | 2/15/28 | 375 | 379 | |
18 | Katy TX Independent School District GO | 4.000% | 2/15/42 | 1,020 | 1,032 | |
18 | Killeen TX Independent School District Unlimited Tax Building | 5.000% | 2/15/32 | 4,550 | 5,165 | |
18 | Klein TX Independent School District | 5.000% | 8/1/25 | 4,480 | 4,852 | |
18 | Klein TX Independent School District GO | 5.000% | 8/1/34 | 1,200 | 1,313 | |
Lake Houston Redevelopment Authority Tax Increment Contract Revenue | 3.000% | 9/1/37 | 525 | 423 | ||
18 | Lamar TX Consolidated Independent School District GO | 5.000% | 2/15/26 | 1,360 | 1,456 | |
Laredo TX Community College District GO Prere. | 5.000% | 8/1/24 | 1,000 | 1,060 | ||
18 | Laredo TX Independent School District GO | 4.000% | 8/1/28 | 1,635 | 1,683 | |
18 | Lewisville TX Independent School District (Unlimited Tax Building) GO | 5.000% | 8/15/25 | 3,820 | 4,138 | |
18 | Liberty Hill TX Independent School District (School Building Bonds) | 4.000% | 2/1/42 | 2,000 | 1,979 | |
Lone Star College System Texas GO | 5.000% | 2/15/26 | 3,100 | 3,377 | ||
Lone Star College System Texas GO | 5.000% | 2/15/28 | 5,500 | 5,998 | ||
4 | Lower Colorado River Authority Texas Revenue | 5.000% | 5/15/41 | 1,470 | 1,613 | |
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp. Project) | 5.000% | 5/15/33 | 1,050 | 1,185 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp. Project) | 5.000% | 5/15/35 | 1,500 | 1,667 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,200 | 1,276 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,000 | 1,043 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/34 | 1,120 | 1,227 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/36 | 1,085 | 1,196 | ||
Lubbock TX Electric Light & Power System Revenue | 4.000% | 4/15/39 | 1,685 | 1,692 | ||
18 | Mansfield TX Independent School District GO Prere. | 4.000% | 2/15/23 | 1,265 | 1,284 | |
18 | Mansfield TX Independent School District GO Prere. | 5.000% | 2/15/23 | 1,250 | 1,277 | |
McKinney TX GO | 3.750% | 8/15/36 | 1,090 | 1,086 | ||
McKinney TX GO | 3.875% | 8/15/38 | 880 | 876 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
McKinney TX Waterworks & Sewer System Revenue | 5.000% | 3/15/31 | 400 | 463 | ||
McKinney TX Waterworks & Sewer System Revenue | 5.000% | 3/15/41 | 700 | 787 | ||
19 | Mesquite TX Health Facilities Development Corp. Retirement Facility Revenue (Christian Care Centers Inc. Project) | 5.000% | 2/15/24 | 220 | 183 | |
18 | Midlothian TX Independent School District Revenue GO PUT | 2.000% | 8/1/24 | 1,005 | 992 | |
Montgomery TX GO | 4.000% | 3/1/30 | 1,840 | 1,954 | ||
New Hope TX Cultural Education Facilities Finance Corp. First Mortgage Revenue (Morningside Ministries Project) | 6.250% | 1/1/33 | 1,640 | 1,676 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/26 | 1,060 | 1,109 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/27 | 1,000 | 1,044 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/28 | 870 | 907 | ||
1 | New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Windhaven Project) | 4.500% | 10/1/26 | 500 | 500 | |
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/23 | 200 | 205 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/24 | 210 | 221 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/25 | 240 | 258 | ||
North East TX Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 2,390 | 2,476 | ||
6 | North Fort Bend Authority TX Water System Revenue | 4.000% | 12/15/33 | 500 | 532 | |
6 | North Fort Bend Authority TX Water System Revenue | 3.000% | 12/15/35 | 750 | 695 | |
6 | North Fort Bend Authority TX Water System Revenue | 3.000% | 12/15/36 | 585 | 534 | |
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/23 | 1,555 | 1,602 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 4.000% | 6/1/31 | 1,500 | 1,568 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/22 | 1,645 | 1,655 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/23 | 1,025 | 1,064 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/33 | 4,000 | 4,293 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/34 | 4,000 | 4,289 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/26 | 1,060 | 1,075 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/27 | 2,625 | 2,731 | ||
7 | North Texas Tollway Authority System Revenue | 0.000% | 1/1/28 | 1,000 | 842 | |
North Texas Tollway Authority System Revenue | 5.000% | 1/1/29 | 1,245 | 1,315 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/30 | 575 | 593 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/30 | 1,000 | 1,048 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/32 | 1,820 | 1,903 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/33 | 1,500 | 1,566 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/34 | 1,730 | 1,805 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/35 | 1,060 | 1,105 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/36 | 1,015 | 1,036 | ||
4 | North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,520 | 1,552 | |
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,030 | 1,039 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,250 | 1,280 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/38 | 1,005 | 1,082 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/39 | 1,000 | 991 | ||
18 | Northside TX Independent School District PUT | 2.000% | 6/1/27 | 2,000 | 1,915 | |
18 | Northside TX Independent School District GO | 5.000% | 8/15/25 | 1,165 | 1,262 | |
18 | Northside TX Independent School District GO | 4.000% | 8/15/32 | 1,305 | 1,359 | |
18 | Northside TX Independent School District GO PUT | 0.700% | 6/1/25 | 1,000 | 947 | |
18 | Northwest Independent School District Texas GO | 5.000% | 2/15/26 | 1,000 | 1,072 | |
18 | Northwest Independent School District Texas GO | 4.000% | 2/15/38 | 2,400 | 2,473 | |
18 | Northwest Independent School District Texas GO Prere. | 5.000% | 2/15/25 | 1,760 | 1,891 | |
18 | Palestine Independent School District GO | 5.000% | 2/15/29 | 1,860 | 2,019 | |
Pasadena TX GO | 4.000% | 2/15/28 | 1,000 | 1,037 | ||
Pearland TX GO | 4.000% | 3/1/32 | 1,095 | 1,126 | ||
Pearland TX GO | 4.000% | 3/1/33 | 910 | 929 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/32 | 240 | 249 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/33 | 340 | 352 | ||
Pflugerville TX GO | 4.000% | 8/1/35 | 1,250 | 1,273 | ||
18 | Pflugerville TX Independent School District GO | 5.000% | 2/15/25 | 1,600 | 1,715 | |
Port Authority of Houston of Harris County Revenue | 5.000% | 10/1/29 | 1,000 | 1,150 | ||
18 | Richardson Independent School District GO | 5.000% | 2/15/26 | 3,020 | 3,308 | |
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/24 | 1,000 | 1,003 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/24 | 1,000 | 1,048 | ||
San Antonio TX Electric & Gas Systems Revenue | 3.000% | 2/1/30 | 535 | 536 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/30 | 1,000 | 1,088 | ||
San Antonio TX Electric & Gas Systems Revenue | 3.000% | 2/1/31 | 1,280 | 1,267 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.000% | 2/1/34 | 1,255 | 1,287 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 2,000 | 2,237 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 1,700 | 1,919 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/36 | 1,000 | 1,074 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
San Antonio TX Electric & Gas Systems Revenue PUT | 1.125% | 12/1/26 | 150 | 139 | ||
San Antonio TX Electric & Gas Systems Revenue PUT | 2.000% | 12/1/27 | 1,000 | 947 | ||
San Antonio TX GO | 5.000% | 2/1/26 | 1,000 | 1,070 | ||
San Antonio TX GO | 4.000% | 8/1/34 | 1,140 | 1,194 | ||
San Antonio TX GO Prere. | 4.000% | 8/1/22 | 1,000 | 1,002 | ||
18 | San Antonio TX Independent School District GO | 5.000% | 8/15/25 | 1,200 | 1,300 | |
18 | San Antonio TX Independent School District GO | 5.000% | 8/15/29 | 1,295 | 1,396 | |
18 | San Antonio TX Independent School District GO | 5.000% | 8/15/37 | 2,495 | 2,673 | |
San Antonio TX Municipal Facilities Corp. Lease Revenue (City Tower Renovation Project) | 3.000% | 8/1/34 | 2,305 | 2,173 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/34 | 1,000 | 1,081 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/37 | 1,680 | 1,811 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/38 | 1,440 | 1,570 | ||
San Antonio TX Water Revenue | 4.000% | 5/15/40 | 3,000 | 2,981 | ||
Southwest Texas Higher Education Authority Inc. Revenue (Southern Methodist University Project) | 4.000% | 10/1/34 | 1,350 | 1,388 | ||
18 | Spring TX Independent School District GO | 5.000% | 8/15/32 | 1,000 | 1,079 | |
18 | Spring TX Independent School District GO | 5.000% | 8/15/35 | 1,370 | 1,499 | |
Sugar Land TX GO | 5.000% | 2/15/26 | 510 | 557 | ||
1 | Tarrant County TX | 5.000% | 8/15/30 | 1,000 | 1,154 | |
Tarrant County TX | 5.000% | 7/15/33 | 600 | 691 | ||
Tarrant County TX | 4.000% | 7/15/41 | 1,000 | 1,005 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Cook Children's Medical Center) | 5.000% | 12/1/25 | 350 | 380 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) Prere. | 5.250% | 10/1/23 | 1,000 | 1,040 | ||
Tarrant County TX Regional Water District Revenue (Water Control and Improvement District) | 5.000% | 3/1/25 | 1,785 | 1,913 | ||
18 | Texas City TX Independent School District GO | 5.000% | 8/15/26 | 3,365 | 3,648 | |
Texas Department of Housing & Community Affairs Revenue | 5.500% | 9/1/52 | 1,000 | 1,085 | ||
Texas GO | 5.000% | 10/1/36 | 3,000 | 3,207 | ||
Texas GO Prere. | 5.000% | 4/1/24 | 1,330 | 1,400 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/23 | 245 | �� 253 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/24 | 580 | 609 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 6.250% | 12/15/26 | 135 | 144 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/30 | 1,690 | 1,800 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/31 | 310 | 330 | ||
Texas Municipal Gas Acquisition & Supply Corp. III Revenue | 5.000% | 12/15/32 | 2,000 | 2,132 | ||
4 | Texas Municipal Power Agency Revenue | 3.000% | 9/1/31 | 950 | 909 | |
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/31 | 3,000 | 2,916 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/32 | 2,000 | 1,938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/35 | 1,000 | 944 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/40 | 2,000 | 1,834 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 6/30/38 | 1,200 | 1,114 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Projects) | 4.000% | 12/31/38 | 1,000 | 927 | ||
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 | 1,051 | ||
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 | 1,039 | ||
Texas State University System Financing System Revenue | 5.000% | 3/15/32 | 1,625 | 1,774 | ||
Texas Transportation Commission GO | 5.000% | 10/1/29 | 1,500 | 1,616 | ||
Texas Transportation Commission GO | 5.000% | 4/1/32 | 2,000 | 2,165 | ||
Texas Transportation Commission GO PUT | 0.650% | 4/1/26 | 1,575 | 1,452 | ||
Texas Transportation Commission Mobility Fund GO | 5.000% | 10/1/34 | 1,705 | 1,876 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/33 | 525 | 538 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/37 | 2,460 | 2,532 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/25 | 1,350 | 1,466 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/32 | 1,125 | 1,183 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/33 | 1,650 | 1,730 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/34 | 1,465 | 1,528 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 2,895 | 2,987 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 1,770 | 1,819 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/36 | 6,130 | 6,281 | ||
Texas Water Development Board Revenue | 5.000% | 8/1/38 | 5,000 | 5,497 | ||
Texas Water Development Board State Implementation Revenue Fund (Master Trust) | 3.000% | 10/15/39 | 1,755 | 1,545 | ||
Travis TX GO | 5.000% | 3/1/27 | 1,545 | 1,691 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/27 | 1,000 | 1,103 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 4.000% | 8/1/32 | 250 | 267 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/37 | 1,235 | 1,371 | ||
18 | United TX Independent School District GO Prere. | 5.000% | 8/15/24 | 2,550 | 2,708 | |
University of Houston Texas Revenue | 5.000% | 2/15/28 | 5,000 | 5,428 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Houston Texas Revenue | 3.000% | 2/15/31 | 3,090 | 3,030 | ||
University of Houston Texas Revenue | 5.000% | 2/15/31 | 1,810 | 2,092 | ||
University of Houston Texas Revenue | 4.000% | 2/15/33 | 1,840 | 1,890 | ||
University of Houston Texas Revenue | 5.000% | 2/15/33 | 1,500 | 1,597 | ||
University of Houston Texas Revenue | 5.000% | 2/15/35 | 4,500 | 4,773 | ||
University of North Texas Revenue | 4.000% | 4/15/34 | 1,110 | 1,138 | ||
University of North Texas Revenue | 5.000% | 4/15/36 | 1,275 | 1,370 | ||
University of Texas Financing System Bonds | 2.000% | 8/15/36 | 750 | 570 | ||
University of Texas Financing System Bonds | 5.000% | 8/15/40 | 500 | 593 | ||
3 | University of Texas Permanent University Fund Revenue VRDO | 0.830% | 7/7/22 | 8,100 | 8,100 | |
Waco TX Educational Finance Corp. Revenue (Baylor University) | 5.000% | 3/1/30 | 1,000 | 1,131 | ||
6 | West Travis County TX Public Utility Agency Revenue | 5.000% | 8/15/27 | 1,235 | 1,373 | |
6 | West Travis County TX Public Utility Agency Revenue | 4.000% | 8/15/32 | 270 | 282 | |
Williamson County TX GO | 5.000% | 2/15/23 | 230 | 231 | ||
409,822 | ||||||
Utah (0.4%) | ||||||
Alpine UT School District GO | 5.000% | 3/15/30 | 1,025 | 1,140 | ||
Central Utah Water Conservancy District GO | 5.000% | 4/1/28 | 6,050 | 6,856 | ||
Central Utah Water Conservancy District Revenue | 4.000% | 10/1/32 | 1,000 | 1,049 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/23 | ��595 | 613 | ||
Intermountain UT Power Agency Supply Revenue | 5.000% | 7/1/38 | 2,000 | 2,267 | ||
Jordan Valley UT Water Conservancy District Revenue | 4.000% | 10/1/32 | 750 | 787 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/34 | 750 | 816 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/35 | 850 | 924 | ||
Utah GO | 5.000% | 7/1/22 | 1,410 | 1,410 | ||
Utah GO | 5.000% | 7/1/22 | 7,300 | 7,300 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,000 | 1,082 | ||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,285 | 1,391 | ||
4 | Vineyard UT Redevelopment Agency Tax Increment Revenue | 4.000% | 5/1/33 | 150 | 158 | |
4 | Vineyard UT Redevelopment Agency Tax Increment Revenue | 4.000% | 5/1/34 | 125 | 131 | |
Weber School District UT GO | 5.000% | 6/15/26 | 1,050 | 1,157 | ||
Weber School District UT GO | 5.000% | 6/15/27 | 1,050 | 1,178 | ||
28,259 | ||||||
Vermont (0.1%) | ||||||
University of Vermont & State Agricultural College GO | 5.000% | 10/1/38 | 1,000 | 1,148 | ||
University of Vermont Educational & Health Buildings Financing Agency Revenue | 5.000% | 12/1/28 | 1,010 | 1,074 | ||
Vermont Economic Development Authority Mortgage Revenue | 4.000% | 5/1/33 | 1,000 | 885 | ||
Vermont GO | 5.000% | 8/15/24 | 2,020 | 2,146 | ||
5,253 | ||||||
Virgin Islands (0.0%) | ||||||
Matching Fund Special Purpose Securitization Corp. | 5.000% | 10/1/25 | 45 | 46 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Matching Fund Special Purpose Securitization Corp. | 5.000% | 10/1/26 | 115 | 118 | ||
Matching Fund Special Purpose Securitization Corp. | 5.000% | 10/1/27 | 170 | 175 | ||
339 | ||||||
Virginia (0.9%) | ||||||
Arlington County VA GO | 5.000% | 6/15/24 | 4,510 | 4,775 | ||
Arlington County VA GO Prere. | 5.000% | 8/1/22 | 600 | 602 | ||
5 | Cutalong II Community Development Authority VA Special Assessment (Cutalong II Project) | 4.000% | 3/1/32 | 817 | 733 | |
Danville VA GO | 4.000% | 9/1/27 | 1,540 | 1,657 | ||
Fairfax County Industrial Development Authority Health Care Revenue | 5.000% | 5/15/36 | 1,000 | 1,106 | ||
Fairfax County VA GO | 5.000% | 10/1/23 | 1,255 | 1,306 | ||
Fairfax County VA GO | 4.000% | 10/1/32 | 1,415 | 1,497 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/22 | 1,700 | 1,700 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/26 | 1,045 | 1,150 | ||
5 | Hanover County VA Economic Development Authority Revenue (Covenant Woods) | 4.000% | 7/1/30 | 260 | 242 | |
Henrico County VA Economic Development Authority Residential Care Facilities Revenue (Westminster Canterbury Richmond) | 4.000% | 10/1/33 | 600 | 582 | ||
James City County VA Economic Development Authority Revenue (Williamsburg Landing) | 4.000% | 12/1/35 | 225 | 195 | ||
Mosaic VA District Community Development Authority Revenue | 4.000% | 3/1/33 | 750 | 777 | ||
Norfolk VA Economic Development Authority Hospital Facilities Revenue (Sentara Healthcare) PUT | 5.000% | 11/1/28 | 1,170 | 1,320 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,090 | 1,159 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,345 | 1,430 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/34 | 1,155 | 1,279 | ||
Portsmouth City VA GO Prere. | 5.000% | 7/15/22 | 5,990 | 5,996 | ||
Prince William County VA Industrial Development Authority Health Care Facilities Revenue Prere. | 5.000% | 11/1/22 | 1,220 | 1,234 | ||
Richmond VA Public Utility Revenue | 5.000% | 1/15/28 | 1,000 | 1,089 | ||
Roanoke VA Economic Development Authority Hospital Revenue (Carilion Clinic Obligated Group) | 5.000% | 7/1/30 | 500 | 501 | ||
Stafford County VA Economic Development Authority Hospital Facilities Revenue (Mary Washington Healthcare Obligated Group) | 5.000% | 6/15/24 | 1,120 | 1,173 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/30 | 600 | 608 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/33 | 425 | 427 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/23 | 5,000 | 5,098 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 1,845 | 2,015 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/35 | 1,500 | 1,400 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/42 | 1,000 | 1,137 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/22 | 70 | 70 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/25 | 1,110 | 1,202 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 4.000% | 9/1/36 | 2,130 | 2,160 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) ETM | 5.000% | 9/1/22 | 285 | 287 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 5/15/26 | 1,405 | 1,546 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,280 | 1,309 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,750 | 1,795 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/23 | 740 | 766 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/36 | 5,035 | 5,779 | ||
Virginia Public Building Authority Revenue | 5.000% | 11/1/31 | 95 | 96 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/22 | 1,335 | 1,339 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/24 | 6,080 | 6,454 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/23 | 3,450 | 3,544 | ||
Virginia Small Business Financing Authority Residential Care Facilities Revenue | 4.000% | 12/1/31 | 500 | 480 | ||
Virginia ST Resources Authority Infrastructure Revenue Prere. | 5.000% | 11/1/22 | 30 | 30 | ||
Wise County VA Industrial development Authority Solid Waste & Sewage Disposal Revenue (Virginia Electric & Power Co. Project) PUT | 0.750% | 9/2/25 | 575 | 530 | ||
69,575 | ||||||
Washington (1.4%) | ||||||
Bellingham WA Water & Sewer Revenue Refunding Bonds | 5.000% | 8/1/25 | 400 | 433 | ||
Central Kitsap Fire & Rescue GO | 5.000% | 12/1/22 | 2,675 | 2,714 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.000% | 11/1/26 | 795 | 885 | ||
Clark County WA School District No. 37 Vancouver Revenue | 5.000% | 12/1/32 | 1,080 | 1,222 | ||
Energy Northwest Washington Electric Revenue | 5.000% | 7/1/25 | 3,115 | 3,368 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 5.000% | 7/1/31 | 1,225 | 1,305 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/25 | 7,200 | 7,785 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/26 | 1,735 | 1,913 | ||
King County WA GO | 4.000% | 12/1/32 | 1,500 | 1,559 | ||
King County WA Housing Authority Revenue | 3.000% | 6/1/40 | 1,000 | 836 | ||
Mason County WA Public Utility District No. 3 Revenue | 4.000% | 12/1/32 | 1,010 | 1,074 | ||
Northwest Energy Washington Electric Revenue (Bonneville Power Administration) | 5.000% | 7/1/28 | 2,550 | 2,550 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/28 | 1,005 | 1,007 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/29 | 250 | 251 | ||
Port of Seattle WA Revenue | 4.000% | 6/1/37 | 3,000 | 3,071 | ||
2 | Seattle WA Municipal Light & Power Refunding Revenue PUT, SIFMA Municipal Swap Index Yield + 0.250% | 1.160% | 11/1/26 | 1,000 | 988 | |
Snohomish County WA School District No. 103 (Monroe) GO | 5.000% | 12/1/31 | 1,000 | 1,073 | ||
University of Washington Revenue PUT | 4.000% | 8/1/27 | 2,435 | 2,590 | ||
Washington (Motor Vehicle Fuel Tax) GO | 4.000% | 7/1/26 | 5,000 | 5,334 | ||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/27 | 1,000 | 1,067 | ||
Washington (Motor Vehicle Fuel Tax) GO | 4.000% | 7/1/31 | 1,500 | 1,545 | ||
Washington Economic Development Finance Authority Lease Revenue (Washington Biomedical Research Properties 2) | 5.000% | 6/1/25 | 1,090 | 1,163 | ||
Washington GO | 5.000% | 6/1/23 | 2,000 | 2,061 | ||
Washington GO | 5.000% | 7/1/23 | 1,155 | 1,193 | ||
Washington GO | 5.000% | 7/1/25 | 560 | 560 | ||
Washington GO | 5.000% | 7/1/25 | 1,500 | 1,586 | ||
Washington GO | 5.000% | 8/1/26 | 5,105 | 5,649 | ||
Washington GO | 4.000% | 7/1/27 | 2,425 | 2,425 | ||
Washington GO | 5.000% | 8/1/27 | 1,000 | 1,082 | ||
Washington GO | 4.000% | 7/1/28 | 1,135 | 1,135 | ||
Washington GO | 4.000% | 7/1/28 | 5,000 | 5,398 | ||
Washington GO | 5.000% | 7/1/28 | 2,000 | 2,123 | ||
Washington GO | 5.000% | 2/1/29 | 5,530 | 6,341 | ||
Washington GO | 4.000% | 7/1/29 | 2,720 | 2,758 | ||
Washington GO | 5.000% | 7/1/30 | 1,100 | 1,166 | ||
Washington GO | 5.000% | 7/1/32 | 1,250 | 1,321 | ||
Washington GO | 5.000% | 8/1/36 | 2,150 | 2,374 | ||
Washington GO | 5.000% | 8/1/37 | 3,685 | 3,849 | ||
Washington GO | 5.000% | 8/1/38 | 2,070 | 2,278 | ||
Washington Health Care Facilities Authority Revenue (Central Washington Health Services Association) | 5.000% | 7/1/30 | 1,760 | 1,824 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 1,750 | 1,854 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/36 | 1,625 | 1,701 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) PUT | 5.000% | 8/1/24 | 1,000 | 1,035 | ||
Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/31 | 2,505 | 2,640 | ||
Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/32 | 1,000 | 1,083 | ||
Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/32 | 3,000 | 3,144 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Washington Health Care Facilities Authority Revenue (Providence Health & Services) | 5.000% | 10/1/33 | 880 | 886 | ||
Washington Higher Education Facilities Authority Revenue (Seattle University Project) | 5.000% | 10/1/35 | 1,000 | 1,053 | ||
Washington Higher Education Facilities Authority Revenue (Whitman College Project) | 4.000% | 1/1/36 | 1,685 | 1,741 | ||
Washington Higher Education Facilities Authority Revenue (Whitworth University Project) | 4.000% | 10/1/34 | 725 | 704 | ||
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 4.000% | 7/1/31 | 2,025 | 1,933 | ||
Washington State Convention Center Public Facilities District Revenue (Lodging Tax Bonds) | 3.000% | 7/1/34 | 290 | 255 | ||
Washington State Housing Finance Commission Municipal Certificates | 3.500% | 12/20/35 | 2,652 | 2,425 | ||
109,310 | ||||||
West Virginia (0.2%) | ||||||
West Virginia Commissioner of Highways Revenue (Surface Transportation Improvements) | 5.000% | 9/1/33 | 1,170 | 1,282 | ||
West Virginia Economic Development Authority Lottery Revenue | 4.000% | 6/15/37 | 1,545 | 1,562 | ||
West Virginia GO | 5.000% | 12/1/35 | 1,000 | 1,107 | ||
West Virginia GO | 5.000% | 6/1/36 | 1,000 | 1,109 | ||
West Virginia GO | 5.000% | 6/1/38 | 2,500 | 2,773 | ||
West Virginia Higher Education Policy Commission Revenue | 5.000% | 7/1/37 | 1,315 | 1,418 | ||
West Virginia Hospital Finance Authority Hospital Revenue (Cabell Huntington Hospital Inc.) | 5.000% | 1/1/29 | 765 | 830 | ||
West Virginia Parkways Authority Turnpike Toll Revenue | 5.000% | 6/1/33 | 845 | 939 | ||
West Virginia University Revenue PUT | 5.000% | 10/1/29 | 1,000 | 1,106 | ||
12,126 | ||||||
Wisconsin (0.7%) | ||||||
Madison WI Area Technical College GO | 4.000% | 3/1/25 | 1,835 | 1,905 | ||
Madison WI GO | 4.000% | 10/1/26 | 1,500 | 1,604 | ||
Milwaukee WI GO | 5.000% | 4/1/26 | 1,935 | 2,116 | ||
Milwaukee WI GO | 5.000% | 4/1/29 | 1,110 | 1,252 | ||
Public Finance Authority Health Care Facilities Revenue (Appalachian Regional Healthcare System Obligated Group) | 5.000% | 7/1/35 | 300 | 319 | ||
5 | Public Finance Authority Revenue (Clover Garden School) | 5.000% | 6/15/32 | 360 | 353 | |
Public Finance Authority Revenue (Providence St. Joseph Health) PUT | 4.000% | 10/1/30 | 1,245 | 1,273 | ||
Public Finance Authority Revenue (Texas Biomedical Research Institute Project) | 5.000% | 6/1/34 | 650 | 695 | ||
Wauwatosa WI GO | 4.000% | 12/1/22 | 1,000 | 1,010 | ||
4 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/34 | 1,250 | 751 | |
4 | Wisconsin Center District Tax Revenue | 0.000% | 12/15/39 | 1,250 | 599 | |
1 | Wisconsin GO | 5.000% | 5/1/24 | 1,000 | 1,032 | |
Wisconsin GO | 4.000% | 5/1/33 | 1,665 | 1,736 | ||
Wisconsin GO | 5.000% | 5/1/34 | 1,780 | 1,924 | ||
Wisconsin GO | 5.000% | 5/1/34 | 3,880 | 4,280 | ||
Wisconsin GO | 5.000% | 5/1/35 | 1,000 | 1,080 | ||
Wisconsin GO | 5.000% | 5/1/36 | 2,000 | 2,122 | ||
Wisconsin GO | 5.000% | 5/1/36 | 1,000 | 1,079 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin GO | 5.000% | 5/1/38 | 1,740 | 1,892 | ||
Wisconsin GO Prere. | 5.000% | 5/1/23 | 1,000 | 1,027 | ||
2 | Wisconsin Health & Educational Facilities Authority (Advocate Aurora Health Credit Group) PUT, SIFMA Municipal Swap Index Yield + 0.550% | 1.460% | 7/26/23 | 1,000 | 997 | |
Wisconsin Health & Educational Facilities Authority Revenue (Agnesian HealthCare Inc.) | 5.000% | 7/1/31 | 1,065 | 1,131 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 4.000% | 11/15/34 | 1,540 | 1,544 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 5.000% | 11/15/36 | 2,265 | 2,402 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Aspirus Inc. Obligated Group) | 5.000% | 8/15/25 | 1,670 | 1,718 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Children's Hospital of Wisconsin Inc.) | 4.000% | 8/15/31 | 1,010 | 1,029 | ||
3 | Wisconsin Health & Educational Facilities Authority Revenue (Froedtert Health Inc.) VRDO | 0.650% | 7/1/22 | 1,800 | 1,800 | |
Wisconsin Health & Educational Facilities Authority Revenue (Marquette University) | 5.000% | 10/1/30 | 500 | 504 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ministry Health Care Inc.) Prere. | 5.000% | 8/15/22 | 3,000 | 3,013 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Oakwood Lutheran Senior Ministries) | 4.000% | 1/1/29 | 390 | 376 | ||
Wisconsin Health & Educational Facilities Authority Revenue (ThedaCare Inc. Obligated Group) | 4.000% | 12/15/39 | 1,595 | 1,554 | ||
Wisconsin Public Finance Authority Exempt Facilities Revenue (Wingate University) | 5.250% | 10/1/32 | 740 | 762 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/28 | 750 | 823 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/30 | 1,085 | 1,148 | ||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 4.000% | 6/1/39 | 1,000 | 945 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/34 | 390 | 362 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/35 | 285 | 262 | ||
Wisconsin Public Finance Authority Retirement Facilities First Mortgage Revenue (United Methodist Retirement Homes) | 4.000% | 10/1/36 | 435 | 396 | ||
Wisconsin Public Power System Power Supply System Revenue | 5.000% | 7/1/32 | 500 | 512 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,525 | 1,680 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,370 | 1,499 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 275 | 275 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 970 | 970 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/24 | 2,755 | 2,917 | ||
56,668 | ||||||
Wyoming (0.0%) | ||||||
Laramie County WY Hospital Revenue (Cheyenne Regional Medical Center Project) | 4.000% | 5/1/29 | 130 | 137 | ||
6 | Wyoming Municipal Power Agency Power Supply Revenue Prere. | 5.000% | 1/1/27 | 1,000 | 1,114 | |
1,251 | ||||||
Total Tax-Exempt Municipal Bonds (Cost $4,248,483) | 4,050,718 | |||||
Total Investments (99.8%) (Cost $5,951,135) | 7,588,897 | |||||
Other Assets and Liabilities—Net (0.2%) | 18,947 | |||||
Net Assets (100%) | 7,607,844 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2022. |
2 | 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. |
3 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
4 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
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 June 30, 2022, the aggregate value was $31,973,000, representing 0.4% of net assets. |
6 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Corp. |
8 | Scheduled principal and interest payments are guaranteed by Financial Guaranty Insurance 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 | Step bond. |
12 | Securities with a value of $396,000 have been segregated as initial margin for open futures contracts. |
13 | Scheduled principal and interest payments are guaranteed by Municipal Bond Insurance Association. |
14 | Scheduled principal and interest payments are guaranteed by Michigan School Board Loan Fund. |
15 | 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. |
16 | Scheduled principal and interest payments are guaranteed by Berkshire Hathaway Assurance Corp. |
17 | Scheduled principal and interest payments are guaranteed by Federal Housing Authority. |
18 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
19 | 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 | ||||
E-mini S&P 500 Index | September 2022 | 363 | 68,779 | 590 |
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | September 2022 | (100) | (12,737) | 209 |
799 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Unaffiliated Issuers (Cost $5,951,135) | 7,588,897 |
Investment in Vanguard | 289 |
Cash | 31,025 |
Cash Collateral Pledged—Futures Contracts | 3,816 |
Receivables for Investment Securities Sold | 6 |
Receivables for Accrued Income | 47,751 |
Receivables for Capital Shares Issued | 2,465 |
Total Assets | 7,674,249 |
Liabilities | |
Payables for Investment Securities Purchased | 62,396 |
Payables for Capital Shares Redeemed | 3,019 |
Payables to Vanguard | 281 |
Variation Margin Payable—Futures Contracts | 709 |
Total Liabilities | 66,405 |
Net Assets | 7,607,844 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 6,097,702 |
Total Distributable Earnings (Loss) | 1,510,142 |
Net Assets | 7,607,844 |
Net Assets | |
Applicable to 210,707,918 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 7,607,844 |
Net Asset Value Per Share | $36.11 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1,2 | 25,443 |
Interest | 44,393 |
Total Income | 69,836 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 86 |
Management and Administrative | 3,392 |
Marketing and Distribution | 163 |
Custodian Fees | 7 |
Shareholders’ Reports | 35 |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 8 |
Total Expenses | 3,693 |
Net Investment Income | 66,143 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,3 | (53,408) |
Futures Contracts | (3,087) |
Realized Net Gain (Loss) | (56,495) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (1,279,383) |
Futures Contracts | (973) |
Change in Unrealized Appreciation (Depreciation) | (1,280,356) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,270,708) |
1 | Dividend income, realized net gain (loss), and change in unrealized appreciation (depreciation) from affiliated company of the fund were $122,000, ($1,356,000), and ($1,198,000), respectively. Purchases and sales were $43,498,000 and $96,900,000, respectively. |
2 | Dividends are net of foreign withholding taxes of $6,000. |
3 | Includes $415,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 66,143 | 120,069 | |
Realized Net Gain (Loss) | (56,495) | 56,006 | |
Change in Unrealized Appreciation (Depreciation) | (1,280,356) | 776,797 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,270,708) | 952,872 | |
Distributions | |||
Total Distributions | (67,608) | (114,715) | |
Capital Share Transactions | |||
Issued | 698,512 | 1,671,876 | |
Issued in Lieu of Cash Distributions | 55,259 | 94,308 | |
Redeemed | (623,274) | (647,530) | |
Net Increase (Decrease) from Capital Share Transactions | 130,497 | 1,118,654 | |
Total Increase (Decrease) | (1,207,819) | 1,956,811 | |
Net Assets | |||
Beginning of Period | 8,815,663 | 6,858,852 | |
End of Period | 7,607,844 | 8,815,663 |
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $42.43 | $38.06 | $34.25 | $29.65 | $30.73 | $27.85 |
Investment Operations | ||||||
Net Investment Income1 | .313 | .620 | .658 | .701 | .688 | .622 |
Net Realized and Unrealized Gain (Loss) on Investments | (6.313) | 4.335 | 3.808 | 4.603 | (1.110) | 2.871 |
Total from Investment Operations | (6.000) | 4.955 | 4.466 | 5.304 | (.422) | 3.493 |
Distributions | ||||||
Dividends from Net Investment Income2 | (.320) | (.585) | (.656) | (.704) | (.658) | (.613) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.320) | (.585) | (.656) | (.704) | (.658) | (.613) |
Net Asset Value, End of Period | $36.11 | $42.43 | $38.06 | $34.25 | $29.65 | $30.73 |
Total Return3 | -14.18% | 13.10% | 13.30% | 18.01% | -1.43% | 12.64% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $7,608 | $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% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.62% | 1.53% | 1.90% | 2.16% | 2.22% | 2.11% |
Portfolio Turnover Rate4 | 10% | 6% | 20% | 12% | 11% | 9% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The tax character of distributions is determined at fiscal year-end. Tax-exempt dividends represent 63%, 62%, 61%, 61%, and 61% of dividends from net investment income for the years ended December 31, 2021, 2020, 2019, 2018, and 2017, respectively. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 3,538,179 | — | — | 3,538,179 |
Tax-Exempt Municipal Bonds | — | 4,050,718 | — | 4,050,718 |
Total | 3,538,179 | 4,050,718 | — | 7,588,897 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 799 | — | — | 799 |
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. |
Amount ($000) | |
Tax Cost | 5,950,430 |
Gross Unrealized Appreciation | 1,917,525 |
Gross Unrealized Depreciation | (278,259) |
Net Unrealized Appreciation (Depreciation) | 1,639,266 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
Shares (000) | Shares (000) | ||
Issued | 17,626 | 41,347 | |
Issued in Lieu of Cash Distributions | 1,454 | 2,319 | |
Redeemed | (16,150) | (16,078) | |
Net Increase (Decrease) in Shares Outstanding | 2,930 | 27,588 |
Basic Materials | 2.0% |
Consumer Discretionary | 14.1 |
Consumer Staples | 5.8 |
Energy | 4.4 |
Financials | 11.1 |
Health Care | 13.9 |
Industrials | 12.8 |
Real Estate | 3.5 |
Technology | 26.5 |
Telecommunications | 2.7 |
Utilities | 3.2 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.8%) | ||||||
Basic Materials (1.9%) | ||||||
Linde plc | 208,047 | 59,820 | ||||
Albemarle Corp. | 98,961 | 20,681 | ||||
Ecolab Inc. | 123,959 | 19,060 | ||||
Newmont Corp. | 314,138 | 18,745 | ||||
Freeport-McMoRan Inc. | 587,143 | 17,180 | ||||
Alcoa Corp. | 363,851 | 16,584 | ||||
Air Products and Chemicals Inc. | 63,253 | 15,211 | ||||
FMC Corp. | 138,121 | 14,780 | ||||
Fastenal Co. | 261,986 | 13,078 | ||||
Mosaic Co. | 265,863 | 12,557 | ||||
Celanese Corp. | 96,133 | 11,306 | ||||
LyondellBasell Industries NV Class A | 122,525 | 10,716 | ||||
Reliance Steel & Aluminum Co. | 46,702 | 7,933 | ||||
Southern Copper Corp. | 151,825 | 7,562 | ||||
Nucor Corp. | 65,918 | 6,883 | ||||
Dow Inc. | 129,266 | 6,671 | ||||
International Flavors & Fragrances Inc. | 41,799 | 4,979 | ||||
Scotts Miracle-Gro Co. | 57,881 | 4,572 | ||||
Hexcel Corp. | 70,070 | 3,665 | ||||
Element Solutions Inc. | 178,298 | 3,174 | ||||
CF Industries Holdings Inc. | 35,941 | 3,081 | ||||
Eastman Chemical Co. | 21,081 | 1,892 | ||||
Westlake Corp. | 18,450 | 1,809 | ||||
International Paper Co. | 39,045 | 1,633 | ||||
Royal Gold Inc. | 7,388 | 789 | ||||
United States Steel Corp. | 34,284 | 614 | ||||
Ashland Global Holdings Inc. | 2,950 | 304 | ||||
Avery Dennison Corp. | 1,100 | 178 | ||||
Sylvamo Corp. | 5,120 | 167 | ||||
* | Univar Solutions Inc. | 3,213 | 80 | |||
* | Cleveland-Cliffs Inc. | 3,307 | 51 | |||
Valvoline Inc. | 549 | 16 | ||||
Steel Dynamics Inc. | 232 | 15 | ||||
Olin Corp. | 307 | 14 | ||||
Timken Co. | 248 | 13 | ||||
NewMarket Corp. | 39 | 12 | ||||
Huntsman Corp. | 376 | 11 | ||||
Chemours Co. | 273 | 9 | ||||
285,845 | ||||||
Consumer Discretionary (14.1%) | ||||||
* | Amazon.com Inc. | 3,541,780 | 376,172 | |||
* | Tesla Inc. | 342,761 | 230,822 | |||
Home Depot Inc. | 401,901 | 110,229 | ||||
Costco Wholesale Corp. | 182,412 | 87,426 | ||||
Walmart Inc. | 611,778 | 74,380 | ||||
* | Walt Disney Co. | 734,563 | 69,343 | |||
McDonald's Corp. | 277,959 | 68,623 | ||||
Lowe's Cos. Inc. | 309,302 | 54,026 | ||||
NIKE Inc. Class B | 457,419 | 46,748 | ||||
* | AutoZone Inc. | 17,702 | 38,044 | |||
Starbucks Corp. | 477,271 | 36,459 | ||||
* | Copart Inc. | 312,605 | 33,968 | |||
* | O'Reilly Automotive Inc. | 49,862 | 31,501 | |||
Estee Lauder Cos. Inc. Class A | 120,274 | 30,630 | ||||
* | Netflix Inc. | 168,110 | 29,397 | |||
* | Booking Holdings Inc. | 15,561 | 27,216 | |||
Marriott International Inc. Class A | 190,315 | 25,885 |
Shares | Market Value• ($000) | |||||
Activision Blizzard Inc. | 315,856 | 24,593 | ||||
TJX Cos. Inc. | 416,788 | 23,278 | ||||
Target Corp. | 161,353 | 22,788 | ||||
Dollar General Corp. | 81,281 | 19,950 | ||||
* | Dollar Tree Inc. | 123,798 | 19,294 | |||
* | General Motors Co. | 576,445 | 18,308 | |||
Ford Motor Co. | 1,603,761 | 17,850 | ||||
Yum! Brands Inc. | 143,513 | 16,290 | ||||
* | CarMax Inc. | 173,394 | 15,689 | |||
eBay Inc. | 357,246 | 14,886 | ||||
Ross Stores Inc. | 210,521 | 14,785 | ||||
DR Horton Inc. | 221,390 | 14,654 | ||||
Electronic Arts Inc. | 114,109 | 13,881 | ||||
* | NVR Inc. | 3,449 | 13,810 | |||
* | Airbnb Inc. Class A | 154,969 | 13,805 | |||
* | Chipotle Mexican Grill Inc. | 10,446 | 13,656 | |||
* | Warner Bros Discovery Inc. | 947,651 | 12,718 | |||
* | Capri Holdings Ltd. | 279,563 | 11,465 | |||
* | Uber Technologies Inc. | 534,184 | 10,929 | |||
Yum China Holdings Inc. | 220,892 | 10,713 | ||||
* | Southwest Airlines Co. | 284,152 | 10,264 | |||
* | Lululemon Athletica Inc. | 35,930 | 9,795 | |||
Hilton Worldwide Holdings Inc. | 86,974 | 9,692 | ||||
Lennar Corp. Class A | 137,183 | 9,681 | ||||
* | Live Nation Entertainment Inc. | 111,938 | 9,244 | |||
* | Delta Air Lines Inc. | 311,611 | 9,027 | |||
* | Aptiv plc | 100,452 | 8,947 | |||
Advance Auto Parts Inc. | 51,534 | 8,920 | ||||
PulteGroup Inc. | 225,049 | 8,919 | ||||
* | AutoNation Inc. | 78,547 | 8,778 | |||
* | United Airlines Holdings Inc. | 247,670 | 8,772 | |||
* | Take-Two Interactive Software Inc. | 69,744 | 8,546 | |||
Gentex Corp. | 304,013 | 8,503 | ||||
Tempur Sealy International Inc. | 387,514 | 8,281 | ||||
Darden Restaurants Inc. | 70,271 | 7,949 | ||||
* | Trade Desk Inc. Class A | 173,822 | 7,281 | |||
Interpublic Group of Cos. Inc. | 260,110 | 7,161 | ||||
* | Expedia Group Inc. | 68,557 | 6,501 | |||
PVH Corp. | 112,625 | 6,408 | ||||
Hasbro Inc. | 77,134 | 6,316 | ||||
* | Hyatt Hotels Corp. Class A | 79,123 | 5,848 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 161,827 | 5,834 | |||
* | Ulta Beauty Inc. | 15,135 | 5,834 | |||
* | Liberty Media Corp.-Liberty Formula One Class C | 91,472 | 5,806 | |||
MGM Resorts International | 195,935 | 5,672 | ||||
Fox Corp. Class A | 163,473 | 5,257 | ||||
* | Las Vegas Sands Corp. | 156,062 | 5,242 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 79,098 | 4,647 | |||
* | Spotify Technology SA | 48,001 | 4,504 | |||
Tractor Supply Co. | 22,460 | 4,354 | ||||
* | American Airlines Group Inc. | 339,925 | 4,310 | |||
Toll Brothers Inc. | 95,872 | 4,276 | ||||
VF Corp. | 86,213 | 3,808 | ||||
BorgWarner Inc. | 113,602 | 3,791 | ||||
* | JetBlue Airways Corp. | 452,969 | 3,791 | |||
* | Lucid Group Inc. | 219,892 | 3,773 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 101,222 | 3,648 | |||
Paramount Global Class B | 143,037 | 3,530 | ||||
Vail Resorts Inc. | 16,007 | 3,490 | ||||
* | BJ's Wholesale Club Holdings Inc. | 55,422 | 3,454 |
Shares | Market Value• ($000) | |||||
* | Burlington Stores Inc. | 24,710 | 3,366 | |||
Sirius XM Holdings Inc. | 530,118 | 3,250 | ||||
* | Royal Caribbean Cruises Ltd. | 92,760 | 3,238 | |||
Omnicom Group Inc. | 50,701 | 3,225 | ||||
LKQ Corp. | 64,559 | 3,169 | ||||
Lear Corp. | 24,522 | 3,087 | ||||
* | Floor & Decor Holdings Inc. Class A | 48,673 | 3,064 | |||
* | IAA Inc. | 92,165 | 3,020 | |||
* | GameStop Corp. Class A | 24,671 | 3,017 | |||
* | AMC Entertainment Holdings Inc. Class A | 213,761 | 2,896 | |||
* | Under Armour Inc. Class C | 377,167 | 2,859 | |||
Best Buy Co. Inc. | 43,840 | 2,858 | ||||
* | Liberty Media Corp.-Liberty Formula One Class A | 48,561 | 2,815 | |||
* | Norwegian Cruise Line Holdings Ltd. | 239,315 | 2,661 | |||
* | Mattel Inc. | 118,231 | 2,640 | |||
Pool Corp. | 7,246 | 2,545 | ||||
* | Terminix Global Holdings Inc. | 60,317 | 2,452 | |||
Fox Corp. Class B | 82,504 | 2,450 | ||||
* | Skechers USA Inc. Class A | 68,528 | 2,438 | |||
* | Wynn Resorts Ltd. | 42,329 | 2,412 | |||
News Corp. Class A | 153,012 | 2,384 | ||||
* | Bright Horizons Family Solutions Inc. | 27,448 | 2,320 | |||
Polaris Inc. | 23,114 | 2,295 | ||||
Ralph Lauren Corp. | 25,566 | 2,292 | ||||
* | Planet Fitness Inc. Class A | 32,390 | 2,203 | |||
Genuine Parts Co. | 15,989 | 2,127 | ||||
Hanesbrands Inc. | 202,225 | 2,081 | ||||
* | Five Below Inc. | 17,579 | 1,994 | |||
Carter's Inc. | 27,450 | 1,935 | ||||
Domino's Pizza Inc. | 4,900 | 1,910 | ||||
* | Madison Square Garden Sports Corp. | 12,527 | 1,892 | |||
AMERCO | 3,800 | 1,817 | ||||
Harley-Davidson Inc. | 54,931 | 1,739 | ||||
* | Caesars Entertainment Inc. | 44,463 | 1,703 | |||
Foot Locker Inc. | 60,495 | 1,528 | ||||
Aramark | 46,461 | 1,423 | ||||
* | Alaska Air Group Inc. | 35,228 | 1,411 | |||
* | Grand Canyon Education Inc. | 14,445 | 1,361 | |||
* | Coty Inc. Class A | 165,907 | 1,329 | |||
* | Etsy Inc. | 16,913 | 1,238 | |||
New York Times Co. Class A | 43,710 | 1,220 | ||||
* | TripAdvisor Inc. | 65,674 | 1,169 | |||
Thor Industries Inc. | 13,531 | 1,011 | ||||
* | Carnival Corp. | 108,650 | 940 | |||
Williams-Sonoma Inc. | 7,893 | 876 | ||||
Qurate Retail Inc. Class A | 291,691 | 837 | ||||
Kohl's Corp. | 19,433 | 694 | ||||
Lennar Corp. Class B | 10,972 | 644 | ||||
Nordstrom Inc. | 28,246 | 597 | ||||
* | Lyft Inc. Class A | 43,861 | 582 | |||
* | Leslie's Inc. | 37,152 | 564 | |||
Nielsen Holdings plc | 21,157 | 491 | ||||
Paramount Global Class A | 16,937 | 462 | ||||
* | Copa Holdings SA Class A | 5,903 | 374 | |||
* | Wayfair Inc. Class A | 8,312 | 362 | |||
Service Corp. International | 4,939 | 341 | ||||
Garmin Ltd. | 3,130 | 308 | ||||
* | Petco Health & Wellness Co. Inc. Class A | 17,166 | 253 | |||
* | Under Armour Inc. Class A | 30,184 | 251 | |||
* | Carvana Co. | 8,455 | 191 | |||
Wendy's Co. | 9,127 | 172 | ||||
* | Endeavor Group Holdings Inc. Class A | 7,745 | 159 | |||
* | ROBLOX Corp. Class A | 3,946 | 130 | |||
* | Playtika Holding Corp. | 8,676 | 115 | |||
Nexstar Media Group Inc. Class A | 535 | 87 | ||||
* | SiteOne Landscape Supply Inc. | 607 | 72 | |||
* | Driven Brands Holdings Inc. | 2,623 | 72 | |||
* | YETI Holdings Inc. | 1,583 | 69 | |||
* | Mister Car Wash Inc. | 6,310 | 69 |
Shares | Market Value• ($000) | |||||
* | Deckers Outdoor Corp. | 239 | 61 | |||
Warner Music Group Corp. Class A | 2,439 | 59 | ||||
* | Figs Inc. Class A | 6,157 | 56 | |||
Graham Holdings Co. Class B | 94 | 53 | ||||
* | Six Flags Entertainment Corp. | 2,181 | 47 | |||
* | Victoria's Secret & Co. | 1,402 | 39 | |||
Boyd Gaming Corp. | 720 | 36 | ||||
Lithia Motors Inc. Class A | 130 | 36 | ||||
Churchill Downs Inc. | 180 | 35 | ||||
Rollins Inc. | 985 | 34 | ||||
World Wrestling Entertainment Inc. Class A | 502 | 31 | ||||
News Corp. Class B | 1,891 | 30 | ||||
Choice Hotels International Inc. | 227 | 25 | ||||
Columbia Sportswear Co. | 235 | 17 | ||||
Wyndham Hotels & Resorts Inc. | 241 | 16 | ||||
Dick's Sporting Goods Inc. | 200 | 15 | ||||
Penske Automotive Group Inc. | 140 | 15 | ||||
Marriott Vacations Worldwide Corp. | 109 | 13 | ||||
Bath & Body Works Inc. | 420 | 11 | ||||
H&R Block Inc. | 250 | 9 | ||||
Tapestry Inc. | 268 | 8 | ||||
Whirlpool Corp. | 49 | 8 | ||||
Travel + Leisure Co. | 213 | 8 | ||||
Leggett & Platt Inc. | 188 | 7 | ||||
Newell Brands Inc. | 352 | 7 | ||||
Gap Inc. | 674 | 6 | ||||
2,062,303 | ||||||
Consumer Staples (5.8%) | ||||||
Procter & Gamble Co. | 927,069 | 133,303 | ||||
Coca-Cola Co. | 1,448,534 | 91,127 | ||||
PepsiCo Inc. | 524,304 | 87,380 | ||||
Philip Morris International Inc. | 553,688 | 54,671 | ||||
CVS Health Corp. | 442,664 | 41,017 | ||||
Mondelez International Inc. Class A | 597,903 | 37,124 | ||||
Colgate-Palmolive Co. | 376,028 | 30,135 | ||||
* | Monster Beverage Corp. | 302,811 | 28,071 | |||
McKesson Corp. | 70,391 | 22,962 | ||||
Kroger Co. | 412,774 | 19,537 | ||||
Constellation Brands Inc. Class A | 81,203 | 18,925 | ||||
Archer-Daniels-Midland Co. | 240,968 | 18,699 | ||||
Hershey Co. | 78,828 | 16,961 | ||||
Church & Dwight Co. Inc. | 170,662 | 15,814 | ||||
Corteva Inc. | 288,038 | 15,594 | ||||
AmerisourceBergen Corp. | 108,183 | 15,306 | ||||
Altria Group Inc. | 366,090 | 15,292 | ||||
McCormick & Co. Inc. (Non-Voting) | 173,197 | 14,419 | ||||
Tyson Foods Inc. Class A | 164,318 | 14,141 | ||||
Brown-Forman Corp. Class B | 192,667 | 13,518 | ||||
Kimberly-Clark Corp. | 98,134 | 13,263 | ||||
General Mills Inc. | 150,730 | 11,373 | ||||
Hormel Foods Corp. | 225,258 | 10,668 | ||||
Molson Coors Beverage Co. Class B | 191,050 | 10,414 | ||||
Walgreens Boots Alliance Inc. | 267,713 | 10,146 | ||||
Clorox Co. | 70,502 | 9,939 | ||||
* | Grocery Outlet Holding Corp. | 217,725 | 9,282 | |||
Sysco Corp. | 93,786 | 7,945 | ||||
J M Smucker Co. | 48,718 | 6,236 | ||||
Bunge Ltd. | 56,862 | 5,157 | ||||
Casey's General Stores Inc. | 27,851 | 5,152 | ||||
Campbell Soup Co. | 103,939 | 4,994 | ||||
Ingredion Inc. | 55,014 | 4,850 | ||||
Lamb Weston Holdings Inc. | 58,775 | 4,200 | ||||
Keurig Dr Pepper Inc. | 117,642 | ���4,163 | ||||
* | Darling Ingredients Inc. | 66,070 | 3,951 | |||
Albertsons Cos. Inc. Class A | 126,210 | 3,372 | ||||
* | US Foods Holding Corp. | 104,793 | 3,215 | |||
Kraft Heinz Co. | 83,527 | 3,186 | ||||
* | Post Holdings Inc. | 36,003 | 2,965 | |||
* | Performance Food Group Co. | 62,876 | 2,891 |
Shares | Market Value• ($000) | |||||
* | Pilgrim's Pride Corp. | 75,106 | 2,346 | |||
Kellogg Co. | 27,247 | 1,944 | ||||
Spectrum Brands Holdings Inc. | 16,892 | 1,385 | ||||
* | Freshpet Inc. | 19,085 | 990 | |||
* | Olaplex Holdings Inc. | 43,044 | 606 | |||
Brown-Forman Corp. Class A | 5,059 | 342 | ||||
Flowers Foods Inc. | 8,974 | 236 | ||||
Conagra Brands Inc. | 4,077 | 140 | ||||
Seaboard Corp. | 34 | 132 | ||||
Reynolds Consumer Products Inc. | 413 | 11 | ||||
849,490 | ||||||
Energy (4.4%) | ||||||
Exxon Mobil Corp. | 1,609,338 | 137,824 | ||||
Chevron Corp. | 665,903 | 96,409 | ||||
ConocoPhillips | 532,524 | 47,826 | ||||
Occidental Petroleum Corp. | 616,744 | 36,314 | ||||
Devon Energy Corp. | 510,873 | 28,154 | ||||
EOG Resources Inc. | 235,646 | 26,025 | ||||
Cheniere Energy Inc. | 180,138 | 23,964 | ||||
Marathon Petroleum Corp. | 254,531 | 20,925 | ||||
Schlumberger NV | 583,237 | 20,857 | ||||
Pioneer Natural Resources Co. | 93,066 | 20,761 | ||||
Valero Energy Corp. | 173,248 | 18,413 | ||||
EQT Corp. | 497,639 | 17,119 | ||||
Phillips 66 | 163,489 | 13,404 | ||||
Halliburton Co. | 396,957 | 12,449 | ||||
Hess Corp. | 112,281 | 11,895 | ||||
NOV Inc. | 695,715 | 11,765 | ||||
Diamondback Energy Inc. | 92,515 | 11,208 | ||||
* | Enphase Energy Inc. | 53,459 | 10,437 | |||
Coterra Energy Inc. | 373,033 | 9,621 | ||||
Marathon Oil Corp. | 425,165 | 9,558 | ||||
Williams Cos. Inc. | 279,777 | 8,732 | ||||
Baker Hughes Co. | 298,181 | 8,608 | ||||
Continental Resources Inc. | 113,299 | 7,404 | ||||
APA Corp. | 211,079 | 7,367 | ||||
Targa Resources Corp. | 91,406 | 5,454 | ||||
* | Antero Resources Corp. | 121,578 | 3,726 | |||
Texas Pacific Land Corp. | 2,411 | 3,588 | ||||
* | First Solar Inc. | 48,418 | 3,299 | |||
* | Plug Power Inc. | 179,709 | 2,978 | |||
* | Southwestern Energy Co. | 460,309 | 2,877 | |||
HF Sinclair Corp. | 61,012 | 2,755 | ||||
* | Range Resources Corp. | 108,753 | 2,692 | |||
DT Midstream Inc. | 40,621 | 1,991 | ||||
ONEOK Inc. | 18,367 | 1,019 | ||||
Antero Midstream Corp. | 96,938 | 877 | ||||
New Fortress Energy Inc. Class A | 11,602 | 459 | ||||
* | Fluence Energy Inc. Class A | 4,896 | 46 | |||
Kinder Morgan Inc. | 312 | 5 | ||||
648,805 | ||||||
Financials (11.0%) | ||||||
* | Berkshire Hathaway Inc. Class B | 756,875 | 206,642 | |||
JPMorgan Chase & Co. | 1,164,487 | 131,133 | ||||
Bank of America Corp. | 3,107,121 | 96,725 | ||||
Wells Fargo & Co. | 1,792,233 | 70,202 | ||||
Morgan Stanley | 874,782 | 66,536 | ||||
S&P Global Inc. | 152,626 | 51,444 | ||||
Charles Schwab Corp. | 633,859 | 40,047 | ||||
Goldman Sachs Group Inc. | 132,748 | 39,429 | ||||
Citigroup Inc. | 792,274 | 36,437 | ||||
MSCI Inc. | 88,352 | 36,414 | ||||
Aon plc Class A | 124,630 | 33,610 | ||||
Progressive Corp. | 273,358 | 31,783 | ||||
BlackRock Inc. | 48,984 | 29,833 | ||||
Marsh & McLennan Cos. Inc. | 175,372 | 27,226 | ||||
Intercontinental Exchange Inc. | 255,235 | 24,002 | ||||
CME Group Inc. | 109,349 | 22,384 |
Shares | Market Value• ($000) | |||||
Moody's Corp. | 77,633 | 21,114 | ||||
Brown & Brown Inc. | 341,058 | 19,897 | ||||
Ameriprise Financial Inc. | 81,862 | 19,457 | ||||
Chubb Ltd. | 97,073 | 19,083 | ||||
PNC Financial Services Group Inc. | 120,152 | 18,956 | ||||
US Bancorp | 389,971 | 17,946 | ||||
Discover Financial Services | 188,247 | 17,804 | ||||
Aflac Inc. | 319,017 | 17,650 | ||||
W R Berkley Corp. | 246,830 | 16,849 | ||||
Travelers Cos. Inc. | 96,566 | 16,332 | ||||
Nasdaq Inc. | 106,599 | 16,261 | ||||
Truist Financial Corp. | 340,772 | 16,163 | ||||
First Republic Bank | 104,501 | 15,069 | ||||
Allstate Corp. | 112,143 | 14,212 | ||||
Prudential Financial Inc. | 143,084 | 13,690 | ||||
* | Arch Capital Group Ltd. | 300,410 | 13,666 | |||
Assurant Inc. | 76,527 | 13,228 | ||||
Raymond James Financial Inc. | 132,707 | 11,865 | ||||
Popular Inc. | 153,668 | 11,822 | ||||
M&T Bank Corp. | 73,768 | 11,758 | ||||
MetLife Inc. | 169,293 | 10,630 | ||||
Fifth Third Bancorp | 314,536 | 10,568 | ||||
* | Markel Corp. | 8,166 | 10,561 | |||
SLM Corp. | 654,586 | 10,434 | ||||
T. Rowe Price Group Inc. | 91,720 | 10,420 | ||||
KKR & Co. Inc. | 222,095 | 10,281 | ||||
Globe Life Inc. | 102,186 | 9,960 | ||||
Commerce Bancshares Inc. | 151,043 | 9,916 | ||||
State Street Corp. | 157,461 | 9,707 | ||||
* | Alleghany Corp. | 11,101 | 9,248 | |||
Zions Bancorp NA | 171,375 | 8,723 | ||||
East West Bancorp Inc. | 134,007 | 8,684 | ||||
* | SVB Financial Group | 21,755 | 8,593 | |||
Arthur J Gallagher & Co. | 51,171 | 8,343 | ||||
Broadridge Financial Solutions Inc. | 57,129 | 8,144 | ||||
American International Group Inc. | 154,363 | 7,893 | ||||
White Mountains Insurance Group Ltd. | 6,315 | 7,869 | ||||
Blackstone Inc. | 84,743 | 7,731 | ||||
Principal Financial Group Inc. | 110,728 | 7,396 | ||||
Citizens Financial Group Inc. | 203,567 | 7,265 | ||||
Hanover Insurance Group Inc. | 48,707 | 7,123 | ||||
KeyCorp | 411,095 | 7,083 | ||||
Reinsurance Group of America Inc. | 59,104 | 6,932 | ||||
Signature Bank | 38,546 | 6,908 | ||||
SEI Investments Co. | 122,255 | 6,604 | ||||
Bank of New York Mellon Corp. | 154,389 | 6,440 | ||||
Lincoln National Corp. | 137,596 | 6,435 | ||||
Willis Towers Watson plc | 31,575 | 6,233 | ||||
Apollo Global Management Inc. | 125,719 | 6,095 | ||||
Loews Corp. | 101,514 | 6,016 | ||||
Voya Financial Inc. | 99,576 | 5,928 | ||||
Cullen/Frost Bankers Inc. | 46,483 | 5,413 | ||||
LPL Financial Holdings Inc. | 27,341 | 5,044 | ||||
RenaissanceRe Holdings Ltd. | 32,172 | 5,031 | ||||
Wintrust Financial Corp. | 61,743 | 4,949 | ||||
Hartford Financial Services Group Inc. | 75,198 | 4,920 | ||||
OneMain Holdings Inc. | 127,507 | 4,766 | ||||
* | Brighthouse Financial Inc. | 106,806 | 4,381 | |||
American Financial Group Inc. | 29,602 | 4,109 | ||||
New Residential Investment Corp. | 426,170 | 3,972 | ||||
Huntington Bancshares Inc. | 295,471 | 3,554 | ||||
* | Credit Acceptance Corp. | 6,962 | 3,296 | |||
Webster Financial Corp. | 73,560 | 3,101 | ||||
First Citizens BancShares Inc. Class A | 4,710 | 3,079 | ||||
First Horizon Corp. | 139,824 | 3,057 | ||||
Interactive Brokers Group Inc. Class A | 55,424 | 3,049 | ||||
BOK Financial Corp. | 38,778 | 2,931 | ||||
Northern Trust Corp. | 29,195 | 2,817 | ||||
CNA Financial Corp. | 62,286 | 2,797 |
Shares | Market Value• ($000) | |||||
Jefferies Financial Group Inc. | 95,564 | 2,639 | ||||
MGIC Investment Corp. | 202,775 | 2,555 | ||||
MarketAxess Holdings Inc. | 9,103 | 2,330 | ||||
Starwood Property Trust Inc. | 111,103 | 2,321 | ||||
Pinnacle Financial Partners Inc. | 29,964 | 2,167 | ||||
Stifel Financial Corp. | 37,286 | 2,089 | ||||
Western Alliance Bancorp | 22,469 | 1,586 | ||||
FNB Corp. | 141,348 | 1,535 | ||||
Ally Financial Inc. | 44,172 | 1,480 | ||||
Bank of Hawaii Corp. | 15,884 | 1,182 | ||||
Fidelity National Financial Inc. | 29,762 | 1,100 | ||||
TFS Financial Corp. | 60,552 | 831 | ||||
Assured Guaranty Ltd. | 13,487 | 752 | ||||
Lazard Ltd. Class A | 18,791 | 609 | ||||
Morningstar Inc. | 2,283 | 552 | ||||
FactSet Research Systems Inc. | 1,331 | 512 | ||||
Cboe Global Markets Inc. | 4,214 | 477 | ||||
New York Community Bancorp Inc. | 50,648 | 462 | ||||
Affiliated Managers Group Inc. | 2,288 | 267 | ||||
Rocket Cos. Inc. Class A | 33,000 | 243 | ||||
Kemper Corp. | 4,492 | 215 | ||||
Primerica Inc. | 1,168 | 140 | ||||
Erie Indemnity Co. Class A | 316 | 61 | ||||
Tradeweb Markets Inc. Class A | 683 | 47 | ||||
Cincinnati Financial Corp. | 125 | 15 | ||||
Everest Re Group Ltd. | 52 | 15 | ||||
Evercore Inc. Class A | 113 | 11 | ||||
Prosperity Bancshares Inc. | 163 | 11 | ||||
Axis Capital Holdings Ltd. | 190 | 11 | ||||
Bank OZK | 264 | 10 | ||||
Equitable Holdings Inc. | 402 | 10 | ||||
First American Financial Corp. | 166 | 9 | ||||
Regions Financial Corp. | 466 | 9 | ||||
Unum Group | 264 | 9 | ||||
Carlyle Group Inc. | 269 | 9 | ||||
Comerica Inc. | 114 | 8 | ||||
Old Republic International Corp. | 371 | 8 | ||||
PacWest Bancorp | 319 | 8 | ||||
Synovus Financial Corp. | 234 | 8 | ||||
Virtu Financial Inc. Class A | 339 | 8 | ||||
Ares Management Corp. Class A | 140 | 8 | ||||
First Hawaiian Inc. | 319 | 7 | ||||
Franklin Resources Inc. | 280 | 7 | ||||
Invesco Ltd. | 453 | 7 | ||||
Umpqua Holdings Corp. | 390 | 7 | ||||
Mercury General Corp. | 138 | 6 | ||||
Janus Henderson Group plc | 213 | 5 | ||||
AGNC Investment Corp. | 283 | 3 | ||||
Annaly Capital Management Inc. | 521 | 3 | ||||
1,617,462 | ||||||
Health Care (13.9%) | ||||||
Johnson & Johnson | 1,037,615 | 184,187 | ||||
UnitedHealth Group Inc. | 357,452 | 183,598 | ||||
Pfizer Inc. | 2,097,770 | 109,986 | ||||
Eli Lilly & Co. | 301,987 | 97,913 | ||||
AbbVie Inc. | 626,702 | 95,986 | ||||
Merck & Co. Inc. | 982,793 | 89,601 | ||||
Thermo Fisher Scientific Inc. | 152,047 | 82,604 | ||||
Abbott Laboratories | 636,917 | 69,201 | ||||
Bristol-Myers Squibb Co. | 892,947 | 68,757 | ||||
Danaher Corp. | 234,332 | 59,408 | ||||
Amgen Inc. | 237,310 | 57,738 | ||||
Elevance Health Inc. | 101,440 | 48,953 | ||||
Zoetis Inc. | 250,784 | 43,107 | ||||
Cigna Corp. | 163,132 | 42,989 | ||||
Medtronic plc | 472,509 | 42,408 | ||||
* | Vertex Pharmaceuticals Inc. | 115,911 | 32,663 | |||
Becton Dickinson & Co. | 127,636 | 31,466 | ||||
Humana Inc. | 64,083 | 29,995 |
Shares | Market Value• ($000) | |||||
* | Intuitive Surgical Inc. | 144,524 | 29,007 | |||
Gilead Sciences Inc. | 454,489 | 28,092 | ||||
* | Boston Scientific Corp. | 745,087 | 27,769 | |||
Agilent Technologies Inc. | 204,198 | 24,253 | ||||
* | Regeneron Pharmaceuticals Inc. | 40,725 | 24,074 | |||
* | Edwards Lifesciences Corp. | 247,248 | 23,511 | |||
Stryker Corp. | 114,791 | 22,835 | ||||
* | Centene Corp. | 244,159 | 20,658 | |||
* | Moderna Inc. | 130,007 | 18,571 | |||
Laboratory Corp. of America Holdings | 71,279 | 16,705 | ||||
* | IQVIA Holdings Inc. | 75,231 | 16,324 | |||
* | Charles River Laboratories International Inc. | 74,943 | 16,036 | |||
Bio-Techne Corp. | 45,151 | 15,651 | ||||
HCA Healthcare Inc. | 90,855 | 15,269 | ||||
PerkinElmer Inc. | 106,930 | 15,208 | ||||
Cooper Cos. Inc. | 44,908 | 14,062 | ||||
* | Biogen Inc. | 68,788 | 14,029 | |||
* | Seagen Inc. | 68,580 | 12,135 | |||
Baxter International Inc. | 180,128 | 11,570 | ||||
* | Illumina Inc. | 60,634 | 11,178 | |||
* | QIAGEN NV | 231,234 | 10,914 | |||
* | Dexcom Inc. | 144,956 | 10,804 | |||
* | Veeva Systems Inc. Class A | 53,563 | 10,608 | |||
Zimmer Biomet Holdings Inc. | 99,397 | 10,443 | ||||
* | IDEXX Laboratories Inc. | 29,446 | 10,328 | |||
Bruker Corp. | 164,181 | 10,304 | ||||
Teleflex Inc. | 41,484 | 10,199 | ||||
* | Henry Schein Inc. | 126,627 | 9,717 | |||
Quest Diagnostics Inc. | 70,613 | 9,390 | ||||
* | Hologic Inc. | 130,395 | 9,036 | |||
ResMed Inc. | 39,163 | 8,210 | ||||
* | Alnylam Pharmaceuticals Inc. | 55,289 | 8,064 | |||
* | Avantor Inc. | 249,262 | 7,752 | |||
Cardinal Health Inc. | 146,782 | 7,672 | ||||
* | Incyte Corp. | 100,406 | 7,628 | |||
* | Exelixis Inc. | 365,359 | 7,607 | |||
* | Horizon Therapeutics plc | 90,775 | 7,240 | |||
Universal Health Services Inc. Class B | 70,422 | 7,092 | ||||
* | Molina Healthcare Inc. | 24,479 | 6,845 | |||
* | Bio-Rad Laboratories Inc. Class A | 13,089 | 6,479 | |||
STERIS plc | 31,012 | 6,393 | ||||
* | Catalent Inc. | 57,307 | 6,148 | |||
* | Align Technology Inc. | 25,036 | 5,925 | |||
* | BioMarin Pharmaceutical Inc. | 70,394 | 5,834 | |||
Viatris Inc. | 550,919 | 5,768 | ||||
* | United Therapeutics Corp. | 23,409 | 5,516 | |||
* | Insulet Corp. | 24,894 | 5,425 | |||
* | ABIOMED Inc. | 18,700 | 4,628 | |||
DENTSPLY SIRONA Inc. | 111,833 | 3,996 | ||||
West Pharmaceutical Services Inc. | 12,398 | 3,749 | ||||
* | Ionis Pharmaceuticals Inc. | 98,153 | 3,634 | |||
* | QuidelOrtho Corp. | 36,684 | 3,565 | |||
* | Sarepta Therapeutics Inc. | 47,040 | 3,526 | |||
Organon & Co. | 98,840 | 3,336 | ||||
* | DaVita Inc. | 40,298 | 3,222 | |||
* | Acadia Healthcare Co. Inc. | 46,732 | 3,160 | |||
* | Syneos Health Inc. | 43,760 | 3,137 | |||
* | Neurocrine Biosciences Inc. | 29,271 | 2,853 | |||
* | Elanco Animal Health Inc. | 131,740 | 2,586 | |||
* | Envista Holdings Corp. | 61,734 | 2,379 | |||
* | Tenet Healthcare Corp. | 43,940 | 2,309 | |||
* | Novocure Ltd. | 32,388 | 2,251 | |||
* | Jazz Pharmaceuticals plc | 13,804 | 2,154 | |||
* | Penumbra Inc. | 16,898 | 2,104 | |||
Royalty Pharma plc Class A | 49,228 | 2,070 | ||||
* | Enovis Corp. | 37,333 | 2,053 | |||
* | Masimo Corp. | 15,705 | 2,052 | |||
* | Repligen Corp. | 10,757 | 1,747 | |||
* | Integra LifeSciences Holdings Corp. | 31,728 | 1,714 |
Shares | Market Value• ($000) | |||||
* | Maravai LifeSciences Holdings Inc. Class A | 44,546 | 1,266 | |||
Chemed Corp. | 1,985 | 932 | ||||
* | Exact Sciences Corp. | 22,681 | 893 | |||
Premier Inc. Class A | 23,831 | 850 | ||||
* | Tandem Diabetes Care Inc. | 13,826 | 818 | |||
* | Embecta Corp. | 30,882 | 782 | |||
* | ICU Medical Inc. | 4,530 | 745 | |||
Encompass Health Corp. | 4,985 | 279 | ||||
* | Guardant Health Inc. | 6,582 | 266 | |||
* | Oak Street Health Inc. | 14,604 | 240 | |||
Perrigo Co. plc | 4,469 | 181 | ||||
* | Zimvie Inc. | 11,084 | 177 | |||
* | Ultragenyx Pharmaceutical Inc. | 1,517 | 91 | |||
* | Amedisys Inc. | 845 | 89 | |||
* | Signify Health Inc. Class A | 5,826 | 80 | |||
* | Globus Medical Inc. Class A | 1,351 | 76 | |||
* | agilon health Inc. | 3,158 | 69 | |||
* | Certara Inc. | 3,035 | 65 | |||
* | Sotera Health Co. | 3,096 | 61 | |||
2,035,023 | ||||||
Industrials (12.8%) | ||||||
Visa Inc. Class A | 691,440 | 136,138 | ||||
Mastercard Inc. Class A | 357,470 | 112,775 | ||||
Accenture plc Class A | 258,904 | 71,885 | ||||
Union Pacific Corp. | 259,204 | 55,283 | ||||
Raytheon Technologies Corp. | 461,510 | 44,356 | ||||
United Parcel Service Inc. Class B | 230,234 | 42,027 | ||||
Honeywell International Inc. | 232,342 | 40,383 | ||||
American Express Co. | 267,257 | 37,047 | ||||
* | PayPal Holdings Inc. | 516,426 | 36,067 | |||
Northrop Grumman Corp. | 68,694 | 32,875 | ||||
Old Dominion Freight Line Inc. | 123,905 | 31,754 | ||||
Caterpillar Inc. | 173,239 | 30,968 | ||||
General Electric Co. | 469,445 | 29,890 | ||||
* | Boeing Co. | 217,573 | 29,747 | |||
CSX Corp. | 1,022,651 | 29,718 | ||||
* | Mettler-Toledo International Inc. | 25,133 | 28,872 | |||
* | Fiserv Inc. | 323,831 | 28,811 | |||
Sherwin-Williams Co. | 124,801 | 27,944 | ||||
Cintas Corp. | 74,748 | 27,921 | ||||
Norfolk Southern Corp. | 119,215 | 27,096 | ||||
Global Payments Inc. | 236,108 | 26,123 | ||||
Illinois Tool Works Inc. | 137,869 | 25,127 | ||||
3M Co. | 192,318 | 24,888 | ||||
FedEx Corp. | 109,576 | 24,842 | ||||
Lockheed Martin Corp. | 57,668 | 24,795 | ||||
General Dynamics Corp. | 111,321 | 24,630 | ||||
Deere & Co. | 80,810 | 24,200 | ||||
Automatic Data Processing Inc. | 115,159 | 24,188 | ||||
Verisk Analytics Inc. | 138,233 | 23,927 | ||||
Fidelity National Information Services Inc. | 244,766 | 22,438 | ||||
* | TransDigm Group Inc. | 41,613 | 22,332 | |||
* | Waters Corp. | 63,279 | 20,944 | |||
L3Harris Technologies Inc. | 78,949 | 19,082 | ||||
Jacobs Engineering Group Inc. | 140,836 | 17,904 | ||||
* | Keysight Technologies Inc. | 126,216 | 17,399 | |||
AMETEK Inc. | 151,988 | 16,702 | ||||
Eaton Corp. plc | 129,381 | 16,301 | ||||
Parker-Hannifin Corp. | 65,817 | 16,194 | ||||
Ball Corp. | 221,229 | 15,214 | ||||
IDEX Corp. | 77,994 | 14,166 | ||||
Martin Marietta Materials Inc. | 47,278 | 14,147 | ||||
Carlisle Cos. Inc. | 58,725 | 14,012 | ||||
Expeditors International of Washington Inc. | 138,919 | 13,539 | ||||
Fortive Corp. | 245,929 | 13,374 | ||||
Equifax Inc. | 72,898 | 13,324 | ||||
Crown Holdings Inc. | 142,174 | 13,104 | ||||
Emerson Electric Co. | 161,076 | 12,812 | ||||
Vulcan Materials Co. | 88,751 | 12,611 |
Shares | Market Value• ($000) | |||||
JB Hunt Transport Services Inc. | 78,035 | 12,288 | ||||
PACCAR Inc. | 145,164 | 11,953 | ||||
* | Zebra Technologies Corp. Class A | 40,104 | 11,789 | |||
Landstar System Inc. | 77,810 | 11,315 | ||||
Capital One Financial Corp. | 107,944 | 11,247 | ||||
Carrier Global Corp. | 310,903 | 11,087 | ||||
Otis Worldwide Corp. | 156,299 | 11,046 | ||||
WW Grainger Inc. | 23,844 | 10,835 | ||||
Toro Co. | 140,216 | 10,627 | ||||
AGCO Corp. | 104,696 | 10,333 | ||||
* | Block Inc. Class A | 161,859 | 9,948 | |||
Cummins Inc. | 51,256 | 9,920 | ||||
* | Teledyne Technologies Inc. | 26,385 | 9,897 | |||
Eagle Materials Inc. | 87,864 | 9,660 | ||||
Huntington Ingalls Industries Inc. | 43,737 | 9,527 | ||||
Jack Henry & Associates Inc. | 51,317 | 9,238 | ||||
Textron Inc. | 147,055 | 8,981 | ||||
DuPont de Nemours Inc. | 156,382 | 8,692 | ||||
Genpact Ltd. | 194,732 | 8,249 | ||||
Lennox International Inc. | 39,471 | 8,154 | ||||
Quanta Services Inc. | 63,452 | 7,953 | ||||
BWX Technologies Inc. | 144,342 | 7,952 | ||||
Owens Corning | 103,439 | 7,687 | ||||
Xylem Inc. | 89,582 | 7,003 | ||||
Robert Half International Inc. | 91,429 | 6,847 | ||||
Armstrong World Industries Inc. | 91,138 | 6,832 | ||||
Oshkosh Corp. | 79,990 | 6,570 | ||||
Synchrony Financial | 228,845 | 6,321 | ||||
* | FleetCor Technologies Inc. | 29,279 | 6,152 | |||
Valmont Industries Inc. | 27,229 | 6,116 | ||||
Westinghouse Air Brake Technologies Corp. | 72,508 | 5,951 | ||||
Graco Inc. | 99,359 | 5,903 | ||||
Ingersoll Rand Inc. | 127,975 | 5,385 | ||||
Johnson Controls International plc | 111,527 | 5,340 | ||||
Sealed Air Corp. | 92,139 | 5,318 | ||||
* | United Rentals Inc. | 21,159 | 5,140 | |||
Donaldson Co. Inc. | 101,876 | 4,904 | ||||
ITT Inc. | 69,239 | 4,656 | ||||
Paychex Inc. | 40,215 | 4,579 | ||||
* | Mercury Systems Inc. | 70,900 | 4,561 | |||
ManpowerGroup Inc. | 52,638 | 4,022 | ||||
CH Robinson Worldwide Inc. | 38,525 | 3,905 | ||||
PPG Industries Inc. | 33,974 | 3,885 | ||||
* | Generac Holdings Inc. | 18,271 | 3,847 | |||
* | Mohawk Industries Inc. | 30,760 | 3,817 | |||
Trane Technologies plc | 29,260 | 3,800 | ||||
Packaging Corp. of America | 27,608 | 3,796 | ||||
* | Trimble Inc. | 64,624 | 3,763 | |||
HEICO Corp. | 28,466 | 3,732 | ||||
* | Berry Global Group Inc. | 68,135 | 3,723 | |||
Howmet Aerospace Inc. | 108,701 | 3,419 | ||||
* | Euronet Worldwide Inc. | 33,461 | 3,366 | |||
Rockwell Automation Inc. | 16,634 | 3,315 | ||||
* | Bill.com Holdings Inc. | 29,578 | 3,252 | |||
MSC Industrial Direct Co. Inc. Class A | 41,833 | 3,142 | ||||
Stanley Black & Decker Inc. | 29,402 | 3,083 | ||||
Tetra Tech Inc. | 22,037 | 3,009 | ||||
* | Axon Enterprise Inc. | 31,954 | 2,977 | |||
* | WillScot Mobile Mini Holdings Corp. | 89,613 | 2,905 | |||
AECOM | 42,351 | 2,762 | ||||
* | Coherent Inc. | 10,143 | 2,700 | |||
* | Fair Isaac Corp. | 6,340 | 2,542 | |||
Flowserve Corp. | 88,132 | 2,523 | ||||
Allison Transmission Holdings Inc. | 63,742 | 2,451 | ||||
MDU Resources Group Inc. | 80,878 | 2,183 | ||||
* | FTI Consulting Inc. | 11,497 | 2,079 | |||
Nordson Corp. | 9,571 | 1,938 | ||||
* | GXO Logistics Inc. | 43,966 | 1,902 | |||
Sensata Technologies Holding plc | 45,484 | 1,879 |
Shares | Market Value• ($000) | |||||
Esab Corp. | 42,370 | 1,854 | ||||
* | Middleby Corp. | 12,825 | 1,608 | |||
* | WEX Inc. | 9,801 | 1,525 | |||
TransUnion | 18,646 | 1,491 | ||||
* | Axalta Coating Systems Ltd. | 61,504 | 1,360 | |||
Vontier Corp. | 59,035 | 1,357 | ||||
Acuity Brands Inc. | 8,642 | 1,331 | ||||
Spirit AeroSystems Holdings Inc. Class A | 45,036 | 1,320 | ||||
Cognex Corp. | 29,135 | 1,239 | ||||
Allegion plc | 12,560 | 1,230 | ||||
* | Kirby Corp. | 19,315 | 1,175 | |||
* | Trex Co. Inc. | 17,798 | 969 | |||
* | XPO Logistics Inc. | 18,318 | 882 | |||
Booz Allen Hamilton Holding Corp. | 8,916 | 806 | ||||
* | AZEK Co. Inc. Class A | 41,338 | 692 | |||
MKS Instruments Inc. | 5,873 | 603 | ||||
Silgan Holdings Inc. | 11,464 | 474 | ||||
Littelfuse Inc. | 1,812 | 460 | ||||
RPM International Inc. | 5,644 | 444 | ||||
* | Paylocity Holding Corp. | 2,179 | 380 | |||
* | Gates Industrial Corp. plc | 31,536 | 341 | |||
AptarGroup Inc. | 3,262 | 337 | ||||
Brunswick Corp. | 3,917 | 256 | ||||
* | MasTec Inc. | 2,586 | 185 | |||
Sonoco Products Co. | 2,778 | 158 | ||||
Ardagh Metal Packaging SA | 23,385 | 143 | ||||
HEICO Corp. Class A | 992 | 105 | ||||
* | Hayward Holdings Inc. | 4,948 | 71 | |||
* | Core & Main Inc. Class A | 2,932 | 65 | |||
* | Legalzoom.com Inc. | 5,463 | 60 | |||
* | Diversey Holdings Ltd. | 8,318 | 55 | |||
* | TopBuild Corp. | 321 | 54 | |||
* | Affirm Holdings Inc. Class A | 2,812 | 51 | |||
* | Builders FirstSource Inc. | 931 | 50 | |||
Curtiss-Wright Corp. | 317 | 42 | ||||
* | Shift4 Payments Inc. Class A | 1,086 | 36 | |||
Woodward Inc. | 366 | 34 | ||||
* | TuSimple Holdings Inc. Class A | 4,376 | 32 | |||
Advanced Drainage Systems Inc. | 348 | 31 | ||||
Regal Rexnord Corp. | 247 | 28 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 584 | 27 | ||||
Schneider National Inc. Class B | 995 | 22 | ||||
Graphic Packaging Holding Co. | 974 | 20 | ||||
MSA Safety Inc. | 165 | 20 | ||||
Dover Corp. | 156 | 19 | ||||
Lincoln Electric Holdings Inc. | 143 | 18 | ||||
Pentair plc | 369 | 17 | ||||
Fortune Brands Home & Security Inc. | 261 | 16 | ||||
Louisiana-Pacific Corp. | 303 | 16 | ||||
Masco Corp. | 287 | 15 | ||||
A O Smith Corp. | 273 | 15 | ||||
Air Lease Corp. Class A | 423 | 14 | ||||
Hubbell Inc. Class B | 77 | 14 | ||||
Crane Holdings Co. | 164 | 14 | ||||
Westrock Co. | 333 | 13 | ||||
nVent Electric plc | 424 | 13 | ||||
ADT Inc. | 2,106 | 13 | ||||
Snap-on Inc. | 60 | 12 | ||||
Bread Financial Holdings Inc. | 329 | 12 | ||||
Watsco Inc. | 47 | 11 | ||||
Ryder System Inc. | 128 | 9 | ||||
Amcor plc | 685 | 8 | ||||
Western Union Co. | 339 | 6 | ||||
1,869,227 | ||||||
Real Estate (3.5%) | ||||||
American Tower Corp. | 191,068 | 48,835 | ||||
Prologis Inc. | 306,725 | 36,086 | ||||
SBA Communications Corp. | 105,666 | 33,818 | ||||
Crown Castle International Corp. | 164,987 | 27,780 |
Shares | Market Value• ($000) | |||||
Equinix Inc. | 37,549 | 24,670 | ||||
* | CBRE Group Inc. Class A | 273,627 | 20,142 | |||
Public Storage | 61,437 | 19,209 | ||||
Welltower Inc. | 179,910 | 14,816 | ||||
Digital Realty Trust Inc. | 110,826 | 14,389 | ||||
Extra Space Storage Inc. | 80,265 | 13,655 | ||||
Equity LifeStyle Properties Inc. | 192,195 | 13,544 | ||||
American Homes 4 Rent Class A | 342,614 | 12,142 | ||||
Realty Income Corp. | 177,321 | 12,104 | ||||
Mid-America Apartment Communities Inc. | 62,574 | 10,930 | ||||
Weyerhaeuser Co. | 325,040 | 10,765 | ||||
AvalonBay Communities Inc. | 54,525 | 10,591 | ||||
Equity Residential | 146,175 | 10,557 | ||||
* | CoStar Group Inc. | 173,645 | 10,490 | |||
VICI Properties Inc. | 348,140 | 10,371 | ||||
Invitation Homes Inc. | 261,545 | 9,306 | ||||
Alexandria Real Estate Equities Inc. | 62,907 | 9,123 | ||||
Essex Property Trust Inc. | 33,068 | 8,648 | ||||
* | Jones Lang LaSalle Inc. | 49,179 | 8,599 | |||
Duke Realty Corp. | 155,274 | 8,532 | ||||
Sun Communities Inc. | 50,697 | 8,079 | ||||
Host Hotels & Resorts Inc. | 506,704 | 7,945 | ||||
Simon Property Group Inc. | 82,364 | 7,818 | ||||
Ventas Inc. | 149,709 | 7,699 | ||||
Camden Property Trust | 40,515 | 5,448 | ||||
UDR Inc. | 116,501 | 5,364 | ||||
* | Howard Hughes Corp. | 71,084 | 4,837 | |||
Lamar Advertising Co. Class A | 49,778 | 4,379 | ||||
Apartment Income REIT Corp. Class A | 104,636 | 4,353 | ||||
Kimco Realty Corp. | 183,756 | 3,633 | ||||
Rexford Industrial Realty Inc. | 62,303 | 3,588 | ||||
Douglas Emmett Inc. | 159,950 | 3,580 | ||||
* | Equity Commonwealth | 126,903 | 3,494 | |||
Medical Properties Trust Inc. | 227,761 | 3,478 | ||||
CubeSmart | 76,750 | 3,279 | ||||
Life Storage Inc. | 28,822 | 3,218 | ||||
EPR Properties | 66,184 | 3,106 | ||||
First Industrial Realty Trust Inc. | 64,800 | 3,077 | ||||
Americold Realty Trust Inc. | 96,008 | 2,884 | ||||
Park Hotels & Resorts Inc. | 197,343 | 2,678 | ||||
American Campus Communities Inc. | 38,135 | 2,459 | ||||
Kilroy Realty Corp. | 46,946 | 2,457 | ||||
* | Zillow Group Inc. Class C | 71,865 | 2,282 | |||
Rayonier Inc. | 52,654 | 1,968 | ||||
STORE Capital Corp. | 74,605 | 1,946 | ||||
Cousins Properties Inc. | 58,986 | 1,724 | ||||
* | Zillow Group Inc. Class A | 42,573 | 1,354 | |||
JBG SMITH Properties | 49,278 | 1,165 | ||||
Iron Mountain Inc. | 23,721 | 1,155 | ||||
Hudson Pacific Properties Inc. | 63,001 | 935 | ||||
Federal Realty OP LP | 8,239 | 789 | ||||
SL Green Realty Corp. | 7,810 | 360 | ||||
* | Opendoor Technologies Inc. | 43,173 | 203 | |||
Boston Properties Inc. | 87 | 8 | ||||
Regency Centers Corp. | 135 | 8 | ||||
Healthpeak Properties Inc. | 291 | 8 | ||||
Brixmor Property Group Inc. | 356 | 7 | ||||
Healthcare Trust of America Inc. Class A | 263 | 7 | ||||
National Retail Properties Inc. | 158 | 7 | ||||
WP Carey Inc. | 82 | 7 | ||||
Gaming & Leisure Properties Inc. | 124 | 6 | ||||
Highwoods Properties Inc. | 172 | 6 | ||||
Vornado Realty Trust | 165 | 5 | ||||
Spirit Realty Capital Inc. | 144 | 5 | ||||
Omega Healthcare Investors Inc. | 127 | 4 | ||||
509,914 | ||||||
Technology (26.5%) | ||||||
Apple Inc. | 6,375,238 | 871,623 | ||||
Microsoft Corp. | 3,088,002 | 793,092 |
Shares | Market Value• ($000) | |||||
* | Alphabet Inc. Class A | 123,198 | 268,480 | |||
* | Alphabet Inc. Class C | 114,941 | 251,428 | |||
* | Meta Platforms Inc. Class A | 966,424 | 155,836 | |||
NVIDIA Corp. | 977,320 | 148,152 | ||||
* | Adobe Inc. | 200,836 | 73,518 | |||
Broadcom Inc. | 135,238 | 65,700 | ||||
* | Salesforce Inc. | 381,215 | 62,916 | |||
QUALCOMM Inc. | 456,665 | 58,334 | ||||
Intel Corp. | 1,551,541 | 58,043 | ||||
Texas Instruments Inc. | 361,282 | 55,511 | ||||
* | Advanced Micro Devices Inc. | 646,926 | 49,470 | |||
Intuit Inc. | 125,342 | 48,312 | ||||
* | Cadence Design Systems Inc. | 316,655 | 47,508 | |||
Applied Materials Inc. | 522,163 | 47,506 | ||||
Oracle Corp. | 664,786 | 46,449 | ||||
* | Synopsys Inc. | 151,031 | 45,868 | |||
Lam Research Corp. | 94,270 | 40,173 | ||||
* | ServiceNow Inc. | 80,391 | 38,228 | |||
International Business Machines Corp. | 263,114 | 37,149 | ||||
KLA Corp. | 94,136 | 30,037 | ||||
Analog Devices Inc. | 181,701 | 26,545 | ||||
* | Fortinet Inc. | 445,495 | 25,206 | |||
Micron Technology Inc. | 423,754 | 23,425 | ||||
* | Autodesk Inc. | 136,195 | 23,420 | |||
Teradyne Inc. | 260,729 | 23,348 | ||||
Amphenol Corp. Class A | 349,011 | 22,469 | ||||
Roper Technologies Inc. | 53,739 | 21,208 | ||||
* | Palo Alto Networks Inc. | 39,928 | 19,722 | |||
Cognizant Technology Solutions Corp. Class A | 241,083 | 16,271 | ||||
Corning Inc. | 449,200 | 14,154 | ||||
* | Crowdstrike Holdings Inc. Class A | 82,421 | 13,893 | |||
* | Arrow Electronics Inc. | 106,412 | 11,928 | |||
* | Gartner Inc. | 46,514 | 11,248 | |||
* | Workday Inc. Class A | 79,539 | 11,102 | |||
* | Twitter Inc. | 291,373 | 10,894 | |||
HP Inc. | 331,733 | 10,874 | ||||
* | Match Group Inc. | 155,608 | 10,844 | |||
VMware Inc. Class A | 93,119 | 10,614 | ||||
* | Atlassian Corp. plc Class A | 54,443 | 10,203 | |||
* | Datadog Inc. Class A | 105,235 | 10,023 | |||
Hewlett Packard Enterprise Co. | 712,810 | 9,452 | ||||
NetApp Inc. | 137,113 | 8,945 | ||||
Marvell Technology Inc. | 197,973 | 8,618 | ||||
Dolby Laboratories Inc. Class A | 116,172 | 8,313 | ||||
Citrix Systems Inc. | 82,043 | 7,972 | ||||
* | VeriSign Inc. | 45,671 | 7,642 | |||
* | ANSYS Inc. | 31,274 | 7,484 | |||
Microchip Technology Inc. | 128,282 | 7,451 | ||||
* | Black Knight Inc. | 110,778 | 7,244 | |||
* | MongoDB Inc. | 26,442 | 6,862 | |||
* | ON Semiconductor Corp. | 134,360 | 6,760 | |||
* | Zoom Video Communications Inc. Class A | 62,300 | 6,727 | |||
* | Snowflake Inc. Class A | 47,746 | 6,640 | |||
SS&C Technologies Holdings Inc. | 102,463 | 5,950 | ||||
NortonLifeLock Inc. | 267,673 | 5,878 | ||||
* | Western Digital Corp. | 131,077 | 5,876 | |||
* | Paycom Software Inc. | 20,709 | 5,801 | |||
* | HubSpot Inc. | 18,185 | 5,467 | |||
* | EPAM Systems Inc. | 18,415 | 5,428 | |||
* | Akamai Technologies Inc. | 59,114 | 5,399 | |||
* | GoDaddy Inc. Class A | 76,046 | 5,290 | |||
* | Splunk Inc. | 58,261 | 5,154 | |||
* | Zscaler Inc. | 31,649 | 4,732 | |||
Avnet Inc. | 106,031 | 4,547 | ||||
* | F5 Inc. | 26,288 | 4,023 | |||
* | Manhattan Associates Inc. | 33,371 | 3,824 | |||
Dell Technologies Inc. Class C | 79,245 | 3,662 | ||||
* | Qorvo Inc. | 38,017 | 3,586 | |||
* | IAC/InterActiveCorp | 46,518 | 3,534 |
Shares | Market Value• ($000) | |||||
* | Guidewire Software Inc. | 49,773 | 3,533 | |||
* | NCR Corp. | 111,160 | 3,458 | |||
* | PTC Inc. | 32,482 | 3,454 | |||
* | Twilio Inc. Class A | 38,961 | 3,265 | |||
* | Tyler Technologies Inc. | 9,077 | 3,018 | |||
Skyworks Solutions Inc. | 31,988 | 2,963 | ||||
* | Dun & Bradstreet Holdings Inc. | 191,054 | 2,872 | |||
CDW Corp. | 17,522 | 2,761 | ||||
* | Okta Inc. | 30,391 | 2,747 | |||
* | Lattice Semiconductor Corp. | 56,117 | 2,722 | |||
CDK Global Inc. | 49,275 | 2,699 | ||||
* | Clarivate plc | 190,230 | 2,637 | |||
* | Wolfspeed Inc. | 41,213 | 2,615 | |||
* | Cloudflare Inc. Class A | 58,700 | 2,568 | |||
Leidos Holdings Inc. | 25,301 | 2,548 | ||||
* | Mandiant Corp. | 114,976 | 2,509 | |||
* | DXC Technology Co. | 79,394 | 2,406 | |||
* | CACI International Inc. Class A | 8,282 | 2,334 | |||
* | Zendesk Inc. | 31,200 | 2,311 | |||
* | Aspen Technology Inc. | 11,948 | 2,195 | |||
* | Teradata Corp. | 52,950 | 1,960 | |||
Monolithic Power Systems Inc. | 4,851 | 1,863 | ||||
* | Change Healthcare Inc. | 80,415 | 1,854 | |||
* | Pinterest Inc. Class A | 92,300 | 1,676 | |||
* | Pure Storage Inc. Class A | 63,380 | 1,629 | |||
Universal Display Corp. | 15,466 | 1,564 | ||||
* | Ceridian HCM Holding Inc. | 28,978 | 1,364 | |||
* | DocuSign Inc. | 21,852 | 1,254 | |||
* | Alteryx Inc. Class A | 24,065 | 1,165 | |||
* | Five9 Inc. | 12,094 | 1,102 | |||
* | Dynatrace Inc. | 27,571 | 1,087 | |||
* | IPG Photonics Corp. | 10,945 | 1,030 | |||
Amdocs Ltd. | 12,261 | 1,021 | ||||
Xerox Holdings Corp. | 56,467 | 839 | ||||
Bentley Systems Inc. Class B | 24,059 | 801 | ||||
* | Avalara Inc. | 10,790 | 762 | |||
* | Kyndryl Holdings Inc. | 63,602 | 622 | |||
* | Nutanix Inc. Class A | 42,407 | 620 | |||
* | Vimeo Inc. | 85,827 | 517 | |||
* | Allegro MicroSystems Inc. | 23,935 | 495 | |||
Entegris Inc. | 4,789 | 441 | ||||
* | RingCentral Inc. Class A | 7,454 | 390 | |||
* | Dropbox Inc. Class A | 17,999 | 378 | |||
* | Elastic NV | 4,330 | 293 | |||
* | Smartsheet Inc. Class A | 6,965 | 219 | |||
Pegasystems Inc. | 4,160 | 199 | ||||
* | AppLovin Corp. Class A | 3,354 | 116 | |||
* | Bumble Inc. Class A | 3,251 | 92 | |||
* | Qualtrics International Inc. Class A | 7,257 | 91 | |||
* | ZoomInfo Technologies Inc. Class A | 2,631 | 87 | |||
* | Cirrus Logic Inc. | 1,137 | 82 | |||
* | Coupa Software Inc. | 1,284 | 73 | |||
* | Toast Inc. Class A | 5,141 | 67 | |||
* | Definitive Healthcare Corp. Class A | 2,711 | 62 | |||
* | New Relic Inc. | 1,139 | 57 | |||
* | N-able Inc. | 6,351 | 57 | |||
* | Duck Creek Technologies Inc. | 3,662 | 54 | |||
* | Paycor HCM Inc. | 1,956 | 51 | |||
* | DoubleVerify Holdings Inc. | 2,149 | 49 | |||
* | Informatica Inc. Class A | 2,356 | 49 | |||
* | Procore Technologies Inc. | 1,058 | 48 | |||
* | Jamf Holding Corp. | 1,915 | 47 | |||
* | Globant SA | 258 | 45 | |||
* | Thoughtworks Holding Inc. | 3,110 | 44 | |||
* | nCino Inc. | 1,324 | 41 | |||
SolarWinds Corp. | 3,628 | 37 | ||||
Azenta Inc. | 488 | 35 | ||||
* | GLOBALFOUNDRIES Inc. | 864 | 35 | |||
* | Everbridge Inc. | 1,199 | 33 |
Shares | Market Value• ($000) | |||||
Switch Inc. Class A | 948 | 32 | ||||
Concentrix Corp. | 239 | 32 | ||||
* | Palantir Technologies Inc. Class A | 3,398 | 31 | |||
* | Loyalty Ventures Inc. | 8,764 | 31 | |||
Jabil Inc. | 588 | 30 | ||||
TD SYNNEX Corp. | 281 | 26 | ||||
Science Applications International Corp. | 203 | 19 | ||||
* | DoorDash Inc. Class A | 206 | 13 | |||
* | Unity Software Inc. | 333 | 12 | |||
National Instruments Corp. | 281 | 9 | ||||
3,881,332 | ||||||
Telecommunications (2.7%) | ||||||
Verizon Communications Inc. | 1,608,258 | 81,619 | ||||
Comcast Corp. Class A | 1,796,701 | 70,503 | ||||
Cisco Systems Inc. | 1,598,308 | 68,152 | ||||
AT&T Inc. | 2,534,393 | 53,121 | ||||
* | T-Mobile US Inc. | 334,007 | 44,937 | |||
* | Charter Communications Inc. Class A | 48,731 | 22,832 | |||
* | Arista Networks Inc. | 100,496 | 9,421 | |||
Motorola Solutions Inc. | 40,433 | 8,475 | ||||
Juniper Networks Inc. | 274,434 | 7,821 | ||||
* | Liberty Broadband Corp. Class C | 65,957 | 7,627 | |||
* | Roku Inc. | 41,849 | 3,438 | |||
* | Lumentum Holdings Inc. | 40,471 | 3,214 | |||
* | Liberty Broadband Corp. Class A | 22,207 | 2,522 | |||
* | Frontier Communications Parent Inc. | 101,230 | 2,383 | |||
* | Ciena Corp. | 47,751 | 2,182 | |||
* | DISH Network Corp. Class A | 102,301 | 1,834 | |||
Cable One Inc. | 868 | 1,119 | ||||
* | Viasat Inc. | 31,710 | 971 | |||
Ubiquiti Inc. | 102 | 25 | ||||
Lumen Technologies Inc. | 386 | 4 | ||||
392,200 | ||||||
Utilities (3.2%) | ||||||
NextEra Energy Inc. | 792,719 | 61,404 | ||||
Duke Energy Corp. | 309,026 | 33,131 | ||||
Dominion Energy Inc. | 324,271 | 25,880 | ||||
Southern Co. | 338,705 | 24,153 | ||||
Waste Management Inc. | 147,248 | 22,526 | ||||
WEC Energy Group Inc. | 199,959 | 20,124 | ||||
American Water Works Co. Inc. | 131,466 | 19,558 | ||||
Sempra Energy | 124,532 | 18,714 | ||||
Exelon Corp. | 386,906 | 17,535 | ||||
* | PG&E Corp. | 1,584,081 | 15,809 | |||
Eversource Energy | 183,559 | 15,505 | ||||
Xcel Energy Inc. | 210,554 | 14,899 | ||||
Atmos Energy Corp. | 129,145 | 14,477 | ||||
CMS Energy Corp. | 212,061 | 14,314 | ||||
American Electric Power Co. Inc. | 135,933 | 13,041 | ||||
Consolidated Edison Inc. | 133,236 | 12,671 |
Shares | Market Value• ($000) | |||||
DTE Energy Co. | 80,769 | 10,238 | ||||
Public Service Enterprise Group Inc. | 151,716 | 9,601 | ||||
Ameren Corp. | 98,787 | 8,926 | ||||
Essential Utilities Inc. | 194,378 | 8,912 | ||||
Edison International | 139,937 | 8,850 | ||||
FirstEnergy Corp. | 215,613 | 8,277 | ||||
NiSource Inc. | 277,058 | 8,171 | ||||
AES Corp. | 385,856 | 8,107 | ||||
Constellation Energy Corp. | 130,414 | 7,468 | ||||
CenterPoint Energy Inc. | 214,292 | 6,339 | ||||
Alliant Energy Corp. | 92,022 | 5,393 | ||||
Entergy Corp. | 43,203 | 4,866 | ||||
Evergy Inc. | 67,666 | 4,415 | ||||
Republic Services Inc. | 32,062 | 4,196 | ||||
NRG Energy Inc. | 99,120 | 3,783 | ||||
PPL Corp. | 123,450 | 3,349 | ||||
UGI Corp. | 83,440 | 3,222 | ||||
* | Stericycle Inc. | 47,965 | 2,103 | |||
* | Clean Harbors Inc. | 20,775 | 1,821 | |||
IDACORP Inc. | 16,591 | 1,757 | ||||
National Fuel Gas Co. | 9,861 | 651 | ||||
Vistra Corp. | 465 | 11 | ||||
Hawaiian Electric Industries Inc. | 253 | 10 | ||||
Avangrid Inc. | 198 | 9 | ||||
Brookfield Renewable Corp. | 262 | 9 | ||||
OGE Energy Corp. | 211 | 8 | ||||
Pinnacle West Capital Corp. | 103 | 8 | ||||
464,241 | ||||||
Total Common Stocks (Cost $5,680,069) | 14,615,842 | |||||
Preferred Stock (0.0%) | ||||||
Qurate Retail Inc. Pfd., 8.000%, 9/15/25 (Cost $387) | 8,853 | 518 | ||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
1 | Vanguard Market Liquidity Fund, 1.417% (Cost $16,843) | 168,491 | 16,844 | |||
Total Investments (99.9%) (Cost $5,697,299) | 14,633,204 | |||||
Other Assets and Liabilities—Net (0.1%) | 11,534 | |||||
Net Assets (100%) | 14,644,738 |
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. |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | September 2022 | 146 | 27,663 | (94) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,680,456) | 14,616,360 |
Affiliated Issuers (Cost $16,843) | 16,844 |
Total Investments in Securities | 14,633,204 |
Investment in Vanguard | 574 |
Cash | 2 |
Cash Collateral Pledged—Futures Contracts | 1,542 |
Receivables for Accrued Income | 9,882 |
Receivables for Capital Shares Issued | 4,099 |
Total Assets | 14,649,303 |
Liabilities | |
Payables for Investment Securities Purchased | 89 |
Payables for Capital Shares Redeemed | 3,727 |
Payables to Vanguard | 517 |
Variation Margin Payable—Futures Contracts | 232 |
Total Liabilities | 4,565 |
Net Assets | 14,644,738 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 6,151,570 |
Total Distributable Earnings (Loss) | 8,493,168 |
Net Assets | 14,644,738 |
Admiral Shares—Net Assets | |
Applicable to 64,655,796 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,595,878 |
Net Asset Value Per Share—Admiral Shares | $194.81 |
Institutional Shares—Net Assets | |
Applicable to 21,168,374 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,048,860 |
Net Asset Value Per Share—Institutional Shares | $96.79 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 110,415 |
Interest2 | 198 |
Total Income | 110,613 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 697 |
Management and Administrative—Admiral Shares | 5,491 |
Management and Administrative—Institutional Shares | 567 |
Marketing and Distribution—Admiral Shares | 230 |
Marketing and Distribution—Institutional Shares | 22 |
Custodian Fees | 7 |
Shareholders’ Reports—Admiral Shares | 32 |
Shareholders’ Reports—Institutional Shares | — |
Trustees’ Fees and Expenses | 4 |
Other Expenses | 8 |
Total Expenses | 7,058 |
Net Investment Income | 103,555 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | (171,375) |
Futures Contracts | (10,627) |
Realized Net Gain (Loss) | (182,002) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (3,783,877) |
Futures Contracts | (1,841) |
Change in Unrealized Appreciation (Depreciation) | (3,785,718) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,864,165) |
1 | Dividends are net of foreign withholding taxes of $28,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $198,000, ($34,000), and $8,000, respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $3,491,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 103,555 | 186,559 | |
Realized Net Gain (Loss) | (182,002) | 439,211 | |
Change in Unrealized Appreciation (Depreciation) | (3,785,718) | 3,238,336 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,864,165) | 3,864,106 | |
Distributions | |||
Admiral Shares | (89,142) | (165,377) | |
Institutional Shares | (14,859) | (24,347) | |
Total Distributions | (104,001) | (189,724) | |
Capital Share Transactions | |||
Admiral Shares | 161,194 | 80,691 | |
Institutional Shares | 56,183 | 470,623 | |
Net Increase (Decrease) from Capital Share Transactions | 217,377 | 551,314 | |
Total Increase (Decrease) | (3,750,789) | 4,225,696 | |
Net Assets | |||
Beginning of Period | 18,395,527 | 14,169,831 | |
End of Period | 14,644,738 | 18,395,527 |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $247.92 | $197.63 | $165.93 | $128.29 | $137.30 | $114.08 |
Investment Operations | ||||||
Net Investment Income1 | 1.382 | 2.542 | 2.666 | 2.557 | 2.385 | 2.166 |
Net Realized and Unrealized Gain (Loss) on Investments | (53.107) | 50.328 | 31.640 | 37.603 | (9.045) | 23.211 |
Total from Investment Operations | (51.725) | 52.870 | 34.306 | 40.160 | (6.660) | 25.377 |
Distributions | ||||||
Dividends from Net Investment Income | (1.385) | (2.580) | (2.606) | (2.520) | (2.350) | (2.157) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (1.385) | (2.580) | (2.606) | (2.520) | (2.350) | (2.157) |
Net Asset Value, End of Period | $194.81 | $247.92 | $197.63 | $165.93 | $128.29 | $137.30 |
Total Return2 | -20.91% | 26.87% | 21.07% | 31.46% | -4.97% | 22.40% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $12,596 | $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% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.27% | 1.13% | 1.60% | 1.70% | 1.69% | 1.73% |
Portfolio Turnover Rate3 | 1% | 0% | 6% | 5% | 6% | 7% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $123.18 | $98.19 | $82.46 | $63.75 | $68.23 | $56.69 |
Investment Operations | ||||||
Net Investment Income1 | .703 | 1.304 | 1.360 | 1.292 | 1.207 | 1.099 |
Net Realized and Unrealized Gain (Loss) on Investments | (26.388) | 25.002 | 15.690 | 18.693 | (4.499) | 11.531 |
Total from Investment Operations | (25.685) | 26.306 | 17.050 | 19.985 | (3.292) | 12.630 |
Distributions | ||||||
Dividends from Net Investment Income | (.705) | (1.316) | (1.320) | (1.275) | (1.188) | (1.090) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.705) | (1.316) | (1.320) | (1.275) | (1.188) | (1.090) |
Net Asset Value, End of Period | $96.79 | $123.18 | $98.19 | $82.46 | $63.75 | $68.23 |
Total Return | -20.90% | 26.91% | 21.08% | 31.51% | -4.95% | 22.43% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $2,049 | $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% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.30% | 1.17% | 1.63% | 1.73% | 1.72% | 1.76% |
Portfolio Turnover Rate2 | 1% | 0% | 6% | 5% | 6% | 7% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Amount ($000) | |
Tax Cost | 5,697,426 |
Gross Unrealized Appreciation | 9,281,952 |
Gross Unrealized Depreciation | (346,268) |
Net Unrealized Appreciation (Depreciation) | 8,935,684 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 596,318 | 2,698 | 1,597,362 | 7,167 | |
Issued in Lieu of Cash Distributions | 60,423 | 284 | 112,437 | 493 | |
Redeemed | (495,547) | (2,256) | (1,629,108) | (7,197) | |
Net Increase (Decrease)—Admiral Shares | 161,194 | 726 | 80,691 | 463 | |
Institutional Shares | |||||
Issued | 69,849 | 619 | 539,021 | 4,683 | |
Issued in Lieu of Cash Distributions | 7,201 | 68 | 13,873 | 123 | |
Redeemed | (20,867) | (187) | (82,271) | (708) | |
Net Increase (Decrease)—Institutional Shares | 56,183 | 500 | 470,623 | 4,098 |
Communication Services | 1.9% |
Consumer Discretionary | 11.5 |
Consumer Staples | 5.6 |
Energy | 5.3 |
Financials | 18.3 |
Health Care | 12.5 |
Industrials | 16.2 |
Information Technology | 13.4 |
Materials | 5.3 |
Real Estate | 7.7 |
Utilities | 2.3 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.2%) | ||||||
Communication Services (1.9%) | ||||||
Cogent Communications Holdings Inc. | 391,757 | 23,803 | ||||
* | TechTarget Inc. | 250,444 | 16,459 | |||
* | Cinemark Holdings Inc. | 1,084,511 | 16,289 | |||
Telephone & Data Systems Inc. | 947,246 | 14,957 | ||||
Scholastic Corp. | 272,950 | 9,818 | ||||
* | Gogo Inc. | 550,704 | 8,916 | |||
* | AMC Networks Inc. Class A | 298,625 | 8,696 | |||
* | Yelp Inc. Class A | 276,339 | 7,674 | |||
Shenandoah Telecommunications Co. | 321,559 | 7,139 | ||||
* | EW Scripps Co. Class A | 558,352 | 6,963 | |||
* | Consolidated Communications Holdings Inc. | 823,253 | 5,763 | |||
* | QuinStreet Inc. | 519,507 | 5,226 | |||
ATN International Inc. | 101,958 | 4,783 | ||||
* | Gannett Co. Inc. | 1,375,202 | 3,988 | |||
* | Thryv Holdings Inc. | 153,089 | 3,428 | |||
* | Marcus Corp. | 227,873 | 3,366 | |||
* | Cars.com Inc. | 242,013 | 2,282 | |||
* | Loyalty Ventures Inc. | 147,974 | 528 | |||
150,078 | ||||||
Consumer Discretionary (11.4%) | ||||||
* | Asbury Automotive Group Inc. | 205,063 | 34,725 | |||
* | Dorman Products Inc. | 248,845 | 27,301 | |||
Academy Sports & Outdoors Inc. | 753,406 | 26,776 | ||||
Group 1 Automotive Inc. | 151,442 | 25,715 | ||||
Signet Jewelers Ltd. | 479,200 | 25,618 | ||||
LCI Industries | 225,955 | 25,280 | ||||
* | Meritage Homes Corp. | 326,818 | 23,694 | |||
Steven Madden Ltd. | 699,051 | 22,516 | ||||
* | Sonos Inc. | 1,181,849 | 21,321 | |||
* | Gentherm Inc. | 293,192 | 18,298 | |||
* | Boot Barn Holdings Inc. | 261,614 | 18,028 | |||
Installed Building Products Inc. | 210,447 | 17,501 | ||||
* | LGI Homes Inc. | 192,850 | 16,759 | |||
MDC Holdings Inc. | 517,122 | 16,708 | ||||
* | Adtalem Global Education Inc. | 449,994 | 16,186 | |||
* | National Vision Holdings Inc. | 569,633 | 15,665 | |||
Wolverine World Wide Inc. | 770,273 | 15,529 | ||||
Winnebago Industries Inc. | 309,022 | 15,006 | ||||
* | Cavco Industries Inc. | 75,024 | 14,704 | |||
Strategic Education Inc. | 206,827 | 14,598 | ||||
* | ODP Corp. | 481,362 | 14,556 | |||
* | Tri Pointe Homes Inc. | 838,995 | 14,154 | |||
Kontoor Brands Inc. | 423,312 | 14,126 | ||||
* | Vista Outdoor Inc. | 491,130 | 13,703 | |||
* | Dave & Buster's Entertainment Inc. | 401,500 | 13,161 | |||
Oxford Industries Inc. | 144,144 | 12,791 | ||||
Bloomin' Brands Inc. | 763,896 | 12,696 | ||||
Century Communities Inc. | 279,377 | 12,564 | ||||
Cheesecake Factory Inc. | 453,100 | 11,971 | ||||
Monro Inc. | 278,596 | 11,946 | ||||
Shutterstock Inc. | 206,185 | 11,816 | ||||
* | Sally Beauty Holdings Inc. | 963,422 | 11,484 | |||
Patrick Industries Inc. | 207,152 | 10,739 | ||||
Jack in the Box Inc. | 187,786 | 10,527 | ||||
* | M/I Homes Inc. | 263,234 | 10,440 | |||
Dine Brands Global Inc. | 158,817 | 10,336 | ||||
* | Abercrombie & Fitch Co. Class A | 589,309 | 9,971 |
Shares | Market Value• ($000) | |||||
Sturm Ruger & Co. Inc. | 154,638 | 9,843 | ||||
* | American Axle & Manufacturing Holdings Inc. | 1,301,101 | 9,797 | |||
* | Brinker International Inc. | 439,244 | 9,677 | |||
La-Z-Boy Inc. | 404,759 | 9,597 | ||||
* | iRobot Corp. | 260,075 | 9,558 | |||
Rent-A-Center Inc. | 447,303 | 8,700 | ||||
Sonic Automotive Inc. Class A | 220,986 | 8,095 | ||||
Caleres Inc. | 296,993 | 7,793 | ||||
* | G-III Apparel Group Ltd. | 383,632 | 7,761 | |||
Standard Motor Products Inc. | 169,176 | 7,611 | ||||
* | Perdoceo Education Corp. | 645,960 | 7,609 | |||
* | Sleep Number Corp. | 244,982 | 7,582 | |||
* | MarineMax Inc. | 207,756 | 7,504 | |||
Hibbett Inc. | 170,653 | 7,459 | ||||
Guess? Inc. | 415,309 | 7,081 | ||||
Designer Brands Inc. Class A | 532,209 | 6,951 | ||||
Buckle Inc. | 242,484 | 6,714 | ||||
* | XPEL Inc. | 146,110 | 6,711 | |||
* | Urban Outfitters Inc. | 356,109 | 6,645 | |||
* | Monarch Casino & Resort Inc. | 113,156 | 6,639 | |||
* | Genesco Inc. | 131,184 | 6,547 | |||
Big Lots Inc. | 311,152 | 6,525 | ||||
* | Golden Entertainment Inc. | 155,904 | 6,166 | |||
* | America's Car-Mart Inc. | 57,500 | 5,784 | |||
* | Shake Shack Inc. Class A | 142,952 | 5,644 | |||
Ruth's Hospitality Group Inc. | 344,515 | 5,602 | ||||
* | Chico's FAS Inc. | 1,071,871 | 5,327 | |||
* | Bed Bath & Beyond Inc. | 1,043,100 | 5,184 | |||
* | BJ's Restaurants Inc. | 232,323 | 5,037 | |||
* | Zumiez Inc. | 182,212 | 4,737 | |||
* | Liquidity Services Inc. | 319,019 | 4,288 | |||
PetMed Express Inc. | 205,830 | 4,096 | ||||
Aaron's Co. Inc. | 280,314 | 4,079 | ||||
Movado Group Inc. | 126,859 | 3,924 | ||||
* | Children's Place Inc. | 98,696 | 3,841 | |||
Haverty Furniture Cos. Inc. | 162,786 | 3,773 | ||||
* | Chuy's Holdings Inc. | 179,289 | 3,571 | |||
Ethan Allen Interiors Inc. | 173,035 | 3,497 | ||||
Shoe Carnival Inc. | 147,890 | 3,196 | ||||
* | Universal Electronics Inc. | 119,032 | 3,044 | |||
* | Motorcar Parts of America Inc. | 206,780 | 2,713 | |||
* | American Public Education Inc. | 162,343 | 2,623 | |||
* | Tupperware Brands Corp. | 356,400 | 2,260 | |||
* | Fossil Group Inc. | 400,414 | 2,070 | |||
* | El Pollo Loco Holdings Inc. | 201,484 | 1,983 | |||
* | LL Flooring Holdings Inc. | 211,359 | 1,980 | |||
Cato Corp. Class A | 135,022 | 1,568 | ||||
* | Unifi Inc. | 98,147 | 1,380 | |||
* | Conn's Inc. | 74,715 | 599 | |||
889,274 | ||||||
Consumer Staples (5.6%) | ||||||
* | Simply Good Foods Co. | 780,464 | 29,478 | |||
* | Celsius Holdings Inc. | 405,556 | 26,467 | |||
WD-40 Co. | 127,971 | 25,768 | ||||
* | Hostess Brands Inc. Class A | 1,158,249 | 24,566 | |||
Coca-Cola Consolidated Inc. | 40,577 | 22,881 | ||||
* | TreeHouse Foods Inc. | 512,749 | 21,443 | |||
* | United Natural Foods Inc. | 500,727 | 19,729 | |||
Medifast Inc. | 107,487 | 19,403 | ||||
J & J Snack Foods Corp. | 138,605 | 19,358 |
Shares | Market Value• ($000) | |||||
Cal-Maine Foods Inc. | 340,537 | 16,826 | ||||
Edgewell Personal Care Co. | 479,770 | 16,562 | ||||
PriceSmart Inc. | 211,870 | 15,176 | ||||
B&G Foods Inc. | 612,529 | 14,566 | ||||
Universal Corp. | 225,958 | 13,670 | ||||
* | Central Garden & Pet Co. Class A | 333,925 | 13,360 | |||
* | elf Beauty Inc. | 431,839 | 13,249 | |||
MGP Ingredients Inc. | 130,155 | 13,027 | ||||
Vector Group Ltd. | 1,140,901 | 11,979 | ||||
Inter Parfums Inc. | 160,307 | 11,712 | ||||
National Beverage Corp. | 222,600 | 10,894 | ||||
* | Chefs' Warehouse Inc. | 278,700 | 10,839 | |||
SpartanNash Co. | 347,087 | 10,472 | ||||
Andersons Inc. | 312,031 | 10,294 | ||||
Fresh Del Monte Produce Inc. | 294,655 | 8,701 | ||||
* | USANA Health Sciences Inc. | 115,384 | 8,349 | |||
Calavo Growers Inc. | 156,552 | 6,531 | ||||
John B Sanfilippo & Son Inc. | 82,433 | 5,976 | ||||
* | Central Garden & Pet Co. | 125,630 | 5,329 | |||
* | Seneca Foods Corp. Class A | 88,875 | 4,936 | |||
Tootsie Roll Industries Inc. | 72,550 | 2,565 | ||||
434,106 | ||||||
Energy (5.3%) | ||||||
* | Southwestern Energy Co. | 9,825,965 | 61,412 | |||
Helmerich & Payne Inc. | 1,180,517 | 50,833 | ||||
Patterson-UTI Energy Inc. | 2,434,793 | 38,372 | ||||
SM Energy Co. | 1,054,803 | 36,064 | ||||
Civitas Resources Inc. | 603,396 | 31,551 | ||||
* | PBF Energy Inc. Class A | 1,017,779 | 29,536 | |||
* | Callon Petroleum Co. | 409,440 | 16,050 | |||
* | CONSOL Energy Inc. | 255,833 | 12,633 | |||
* | Green Plains Inc. | 464,039 | 12,608 | |||
* | Nabors Industries Ltd. | 87,916 | 11,772 | |||
World Fuel Services Corp. | 537,841 | 11,004 | ||||
* | Oceaneering International Inc. | 1,020,537 | 10,899 | |||
Core Laboratories NV | 452,753 | 8,969 | ||||
* | Laredo Petroleum Inc. | 121,004 | 8,342 | |||
* | US Silica Holdings Inc. | 592,128 | 6,762 | |||
* | Ranger Oil Corp. | 195,429 | 6,424 | |||
* | ProPetro Holding Corp. | 625,968 | 6,260 | |||
* | Par Pacific Holdings Inc. | 387,850 | 6,047 | |||
* | Dril-Quip Inc. | 227,984 | 5,882 | |||
Archrock Inc. | 706,603 | 5,844 | ||||
* | Talos Energy Inc. | 369,719 | 5,719 | |||
* | REX American Resources Corp. | 65,261 | 5,534 | |||
* | Bristow Group Inc. Class A | 217,982 | 5,101 | |||
* | RPC Inc. | 704,098 | 4,865 | |||
Dorian LPG Ltd. | 182,302 | 2,771 | ||||
* | Helix Energy Solutions Group Inc. | 876,749 | 2,718 | |||
* | DMC Global Inc. | 131,042 | 2,363 | |||
* | Oil States International Inc. | 270,073 | 1,464 | |||
* | Nabors Industries Ltd. Warrants Exp. 6/11/26 | 35,166 | 1,125 | |||
408,924 | ||||||
Financials (18.1%) | ||||||
Assured Guaranty Ltd. | 653,533 | 36,461 | ||||
Independent Bank Corp. (Massachusetts) | 424,091 | 33,686 | ||||
ServisFirst Bancshares Inc. | 425,162 | 33,554 | ||||
Community Bank System Inc. | 490,768 | 31,056 | ||||
American Equity Investment Life Holding Co. | 817,641 | 29,901 | ||||
BankUnited Inc. | 802,571 | 28,547 | ||||
CVB Financial Corp. | 1,139,074 | 28,260 | ||||
United Community Banks Inc. | 881,830 | 26,622 | ||||
First Hawaiian Inc. | 1,163,134 | 26,415 | ||||
First Bancorp (XNYS) | 2,028,502 | 26,188 | ||||
Walker & Dunlop Inc. | 266,394 | 25,664 | ||||
* | Mr Cooper Group Inc. | 688,243 | 25,286 | |||
Pacific Premier Bancorp Inc. | 845,634 | 24,726 | ||||
Ameris Bancorp | 598,961 | 24,066 |
Shares | Market Value• ($000) | |||||
Simmons First National Corp. Class A | 1,128,739 | 23,997 | ||||
WSFS Financial Corp. | 590,457 | 23,671 | ||||
Independent Bank Group Inc. | 327,529 | 22,243 | ||||
* | Trupanion Inc. | 353,921 | 21,327 | |||
Columbia Banking System Inc. | 699,552 | 20,042 | ||||
Banner Corp. | 325,349 | 18,288 | ||||
* | Axos Financial Inc. | 481,751 | 17,271 | |||
Seacoast Banking Corp. of Florida | 512,429 | 16,931 | ||||
Piper Sandler Cos. | 145,702 | 16,517 | ||||
Flagstar Bancorp Inc. | 449,849 | 15,947 | ||||
Two Harbors Investment Corp. | 3,166,856 | 15,771 | ||||
PennyMac Mortgage Investment Trust | 1,138,050 | 15,739 | ||||
* | Genworth Financial Inc. Class A | 4,434,092 | 15,652 | |||
First Financial Bancorp | 801,641 | 15,552 | ||||
BancFirst Corp. | 162,159 | 15,520 | ||||
Veritex Holdings Inc. | 518,868 | 15,182 | ||||
Park National Corp. | 124,522 | 15,098 | ||||
NBT Bancorp Inc. | 397,298 | 14,934 | ||||
* | PRA Group Inc. | 405,284 | 14,736 | |||
Lakeland Financial Corp. | 221,069 | 14,683 | ||||
Renasant Corp. | 504,958 | 14,548 | ||||
Hilltop Holdings Inc. | 541,101 | 14,426 | ||||
Westamerica Bancorp | 258,446 | 14,385 | ||||
* | Triumph Bancorp Inc. | 229,364 | 14,349 | |||
* | Encore Capital Group Inc. | 243,286 | 14,055 | |||
Provident Financial Services Inc. | 630,159 | 14,027 | ||||
Northwest Bancshares Inc. | 1,095,500 | 14,022 | ||||
* | Palomar Holdings Inc. | 213,517 | 13,751 | |||
Horace Mann Educators Corp. | 353,448 | 13,565 | ||||
Hope Bancorp Inc. | 969,438 | 13,417 | ||||
Berkshire Hills Bancorp Inc. | 538,909 | 13,349 | ||||
* | Green Dot Corp. Class A | 527,473 | 13,245 | |||
Eagle Bancorp Inc. | 277,688 | 13,165 | ||||
Safety Insurance Group Inc. | 133,527 | 12,966 | ||||
* | NMI Holdings Inc. Class A | 776,550 | 12,930 | |||
OFG Bancorp | 489,877 | 12,443 | ||||
Trustmark Corp. | 414,845 | 12,109 | ||||
City Holding Co. | 151,444 | 12,097 | ||||
Employers Holdings Inc. | 288,542 | 12,087 | ||||
Apollo Commercial Real Estate Finance Inc. | 1,133,246 | 11,831 | ||||
Stewart Information Services Corp. | 236,889 | 11,785 | ||||
Southside Bancshares Inc. | 311,077 | 11,641 | ||||
Virtus Investment Partners Inc. | 67,590 | 11,559 | ||||
Capitol Federal Financial Inc. | 1,228,309 | 11,276 | ||||
FB Financial Corp. | 286,544 | 11,238 | ||||
First Commonwealth Financial Corp. | 837,002 | 11,233 | ||||
National Bank Holdings Corp. Class A | 292,987 | 11,213 | ||||
Meta Financial Group Inc. | 286,432 | 11,076 | ||||
* | StoneX Group Inc. | 138,903 | 10,844 | |||
ProAssurance Corp. | 456,119 | 10,778 | ||||
Brookline Bancorp Inc. | 776,744 | 10,339 | ||||
* | Bancorp Inc. | 525,050 | 10,249 | |||
New York Mortgage Trust Inc. | 3,581,448 | 9,885 | ||||
First Bancorp (XNGS) | 281,544 | 9,826 | ||||
* | PROG Holdings Inc. | 573,230 | 9,458 | |||
Brightsphere Investment Group Inc. | 497,935 | 8,968 | ||||
S&T Bancorp Inc. | 326,442 | 8,954 | ||||
* | Enova International Inc. | 309,786 | 8,928 | |||
AMERISAFE Inc. | 168,541 | 8,766 | ||||
Banc of California Inc. | 493,661 | 8,698 | ||||
HomeStreet Inc. | 250,294 | 8,678 | ||||
Dime Community Bancshares Inc. | 289,341 | 8,579 | ||||
Tompkins Financial Corp. | 118,613 | 8,552 | ||||
James River Group Holdings Ltd. | 340,540 | 8,439 | ||||
Northfield Bancorp Inc. | 607,598 | 7,917 | ||||
* | Blucora Inc. | 401,033 | 7,403 | |||
Redwood Trust Inc. | 944,218 | 7,280 | ||||
Preferred Bank | 106,859 | 7,269 | ||||
* | Donnelley Financial Solutions Inc. | 245,808 | 7,200 |
Shares | Market Value• ($000) | |||||
* | Customers Bancorp Inc. | 207,559 | 7,036 | |||
ARMOUR Residential REIT Inc. | 982,224 | 6,915 | ||||
Ready Capital Corp. | 567,639 | 6,766 | ||||
KKR Real Estate Finance Trust Inc. | 383,513 | 6,692 | ||||
Ellington Financial Inc. | 446,936 | 6,557 | ||||
B. Riley Financial Inc. | 153,854 | 6,500 | ||||
* | World Acceptance Corp. | 57,458 | 6,449 | |||
HCI Group Inc. | 93,506 | 6,336 | ||||
TrustCo Bank Corp. | 202,771 | 6,253 | ||||
Allegiance Bancshares Inc. | 157,976 | 5,965 | ||||
Franklin BSP Realty Trust Inc. | 436,009 | 5,877 | ||||
Central Pacific Financial Corp. | 249,414 | 5,350 | ||||
Heritage Financial Corp. | 197,360 | 4,966 | ||||
WisdomTree Investments Inc. | 917,779 | 4,653 | ||||
Hanmi Financial Corp. | 201,031 | 4,511 | ||||
Granite Point Mortgage Trust Inc. | 458,448 | 4,387 | ||||
United Fire Group Inc. | 116,206 | 3,978 | ||||
* | Selectquote Inc. | 1,491,794 | 3,700 | |||
* | EZCORP Inc. Class A | 435,668 | 3,272 | |||
Universal Insurance Holdings Inc. | 220,302 | 2,871 | ||||
* | LendingTree Inc. | 61,476 | 2,694 | |||
* | SiriusPoint Ltd. | 283,455 | 1,536 | |||
* | eHealth Inc. | 153,974 | 1,437 | |||
* | Ambac Financial Group Inc. | 31,903 | 362 | |||
Invesco Mortgage Capital Inc. | 4,750 | 70 | ||||
1,409,464 | ||||||
Health Care (12.4%) | ||||||
* | AMN Healthcare Services Inc. | 419,470 | 46,020 | |||
* | Omnicell Inc. | 401,094 | 45,624 | |||
* | Lantheus Holdings Inc. | 607,340 | 40,103 | |||
Ensign Group Inc. | 468,760 | 34,440 | ||||
* | Cytokinetics Inc. | 757,537 | 29,764 | |||
* | Prestige Consumer Healthcare Inc. | 447,428 | 26,309 | |||
CONMED Corp. | 265,741 | 25,447 | ||||
* | Merit Medical Systems Inc. | 464,644 | 25,216 | |||
Select Medical Holdings Corp. | 1,024,999 | 24,211 | ||||
* | Pacira BioSciences Inc. | 413,900 | 24,130 | |||
* | Corcept Therapeutics Inc. | 937,433 | 22,292 | |||
* | Integer Holdings Corp. | 302,299 | 21,360 | |||
Owens & Minor Inc. | 673,908 | 21,194 | ||||
* | Glaukos Corp. | 444,174 | 20,174 | |||
* | Covetrus Inc. | 959,981 | 19,920 | |||
* | Allscripts Healthcare Solutions Inc. | 1,296,938 | 19,234 | |||
* | Vir Biotechnology Inc. | 666,268 | 16,970 | |||
* | Pediatrix Medical Group Inc. | 771,149 | 16,202 | |||
* | Xencor Inc. | 552,829 | 15,131 | |||
* | Supernus Pharmaceuticals Inc. | 497,793 | 14,396 | |||
* | Ligand Pharmaceuticals Inc. | 159,914 | 14,268 | |||
* | Myriad Genetics Inc. | 768,004 | 13,955 | |||
* | Apollo Medical Holdings Inc. | 356,794 | 13,769 | |||
* | Emergent BioSolutions Inc. | 438,501 | 13,611 | |||
* | CorVel Corp. | 91,060 | 13,410 | |||
US Physical Therapy Inc. | 120,900 | 13,202 | ||||
* | Embecta Corp. | 511,522 | 12,952 | |||
* | Dynavax Technologies Corp. | 1,023,320 | 12,884 | |||
* | Addus HomeCare Corp. | 145,435 | 12,112 | |||
* | Meridian Bioscience Inc. | 397,969 | 12,106 | |||
* | Avanos Medical Inc. | 442,418 | 12,096 | |||
* | Amphastar Pharmaceuticals Inc. | 347,066 | 12,074 | |||
* | NeoGenomics Inc. | 1,372,926 | 11,189 | |||
* | Arcus Biosciences Inc. | 427,669 | 10,837 | |||
* | Vericel Corp. | 418,928 | 10,549 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 872,720 | 10,063 | |||
* | Natus Medical Inc. | 303,201 | 9,936 | |||
Mesa Laboratories Inc. | 48,367 | 9,864 | ||||
* | Fulgent Genetics Inc. | 177,787 | 9,695 | |||
* | Harmony Biosciences Holdings Inc. | 197,010 | 9,608 | |||
* | Heska Corp. | 100,533 | 9,501 | |||
* | NextGen Healthcare Inc. | 540,439 | 9,425 |
Shares | Market Value• ($000) | |||||
* | ModivCare Inc. | 110,415 | 9,330 | |||
* | Innoviva Inc. | 628,018 | 9,270 | |||
* | REGENXBIO Inc. | 359,931 | 8,890 | |||
* | Enanta Pharmaceuticals Inc. | 169,256 | 8,001 | |||
LeMaitre Vascular Inc. | 172,481 | 7,857 | ||||
Simulations Plus Inc. | 155,510 | 7,671 | ||||
* | Varex Imaging Corp. | 352,496 | 7,540 | |||
* | Cross Country Healthcare Inc. | 361,475 | 7,530 | |||
* | uniQure NV | 394,699 | 7,357 | |||
* | RadNet Inc. | 419,297 | 7,245 | |||
* | AngioDynamics Inc. | 348,245 | 6,739 | |||
* | Artivion Inc. | 356,153 | 6,724 | |||
* | Vanda Pharmaceuticals Inc. | 550,471 | 6,000 | |||
* | Collegium Pharmaceutical Inc. | 323,880 | 5,739 | |||
* | Cutera Inc. | 148,725 | 5,577 | |||
* | HealthStream Inc. | 241,975 | 5,253 | |||
* | Inogen Inc. | 216,170 | 5,227 | |||
* | Computer Programs & Systems Inc. | 162,558 | 5,197 | |||
* | Avid Bioservices Inc. | 334,485 | 5,104 | |||
* | Surmodics Inc. | 134,532 | 5,009 | |||
* | Coherus Biosciences Inc. | 691,007 | 5,003 | |||
* | Eagle Pharmaceuticals Inc. | 105,374 | 4,682 | |||
* | Cardiovascular Systems Inc. | 317,074 | 4,553 | |||
* | Hanger Inc. | 316,571 | 4,533 | |||
* | Orthofix Medical Inc. | 190,821 | 4,492 | |||
* | Community Health Systems Inc. | 1,160,238 | 4,351 | |||
Phibro Animal Health Corp. Class A | 204,867 | 3,919 | ||||
* | Cara Therapeutics Inc. | 421,691 | 3,850 | |||
* | iTeos Therapeutics Inc. | 176,300 | 3,632 | |||
* | Pennant Group Inc. | 275,989 | 3,535 | |||
* | Anika Therapeutics Inc. | 147,939 | 3,302 | |||
* | ANI Pharmaceuticals Inc. | 94,844 | 2,814 | |||
* | Zimvie Inc. | 168,529 | 2,698 | |||
* | OptimizeRx Corp. | 76,200 | 2,087 | |||
* | OraSure Technologies Inc. | 732,164 | 1,984 | |||
Zynex Inc. | 211,414 | 1,687 | ||||
* | BioLife Solutions Inc. | 102,315 | 1,413 | |||
* | Joint Corp. | 90,932 | 1,392 | |||
* | Organogenesis Holdings Inc. Class A | 162,682 | 794 | |||
* | Nektar Therapeutics | 167,100 | 635 | |||
*,1 | Lantheus Holdings Inc. CVR | 933,227 | — | |||
963,859 | ||||||
Industrials (16.0%) | ||||||
Exponent Inc. | 469,994 | 42,990 | ||||
UFP Industries Inc. | 554,161 | 37,761 | ||||
Applied Industrial Technologies Inc. | 342,232 | 32,912 | ||||
John Bean Technologies Corp. | 283,696 | 31,326 | ||||
Korn Ferry | 502,400 | 29,149 | ||||
Matson Inc. | 377,175 | 27,489 | ||||
Mueller Industries Inc. | 508,084 | 27,076 | ||||
Comfort Systems USA Inc. | 322,847 | 26,845 | ||||
Hillenbrand Inc. | 651,135 | 26,671 | ||||
* | Aerojet Rocketdyne Holdings Inc. | 650,545 | 26,412 | |||
ABM Industries Inc. | 598,845 | 26,002 | ||||
* | Resideo Technologies Inc. | 1,309,426 | 25,429 | |||
Franklin Electric Co. Inc. | 346,397 | 25,377 | ||||
UniFirst Corp. | 140,074 | 24,118 | ||||
ManTech International Corp. Class A | 248,432 | 23,713 | ||||
Forward Air Corp. | 253,798 | 23,339 | ||||
Moog Inc. Class A | 293,512 | 23,302 | ||||
* | Meritor Inc. | 640,622 | 23,274 | |||
Albany International Corp. Class A | 288,571 | 22,737 | ||||
* | SPX Corp. | 413,851 | 21,868 | |||
* | Hub Group Inc. Class A | 306,415 | 21,737 | |||
Brady Corp. Class A | 444,249 | 20,986 | ||||
Boise Cascade Co. | 347,482 | 20,672 | ||||
AAON Inc. | 373,689 | 20,463 | ||||
Arcosa Inc. | 438,342 | 20,352 | ||||
Federal Signal Corp. | 537,714 | 19,143 |
Shares | Market Value• ($000) | |||||
Encore Wire Corp. | 181,296 | 18,840 | ||||
* | GMS Inc. | 407,405 | 18,130 | |||
* | Allegiant Travel Co. | 156,323 | 17,679 | |||
* | AeroVironment Inc. | 202,254 | 16,625 | |||
ESCO Technologies Inc. | 235,169 | 16,079 | ||||
* | KAR Auction Services Inc. | 1,075,109 | 15,879 | |||
ArcBest Corp. | 224,998 | 15,833 | ||||
EnPro Industries Inc. | 193,207 | 15,829 | ||||
* | MYR Group Inc. | 164,919 | 14,534 | |||
* | Atlas Air Worldwide Holdings Inc. | 233,859 | 14,431 | |||
HNI Corp. | 382,024 | 13,252 | ||||
Barnes Group Inc. | 424,284 | 13,212 | ||||
Lindsay Corp. | 98,791 | 13,121 | ||||
* | Veritiv Corp. | 118,685 | 12,883 | |||
* | Gibraltar Industries Inc. | 326,057 | 12,635 | |||
Greenbrier Cos. Inc. | 345,364 | 12,430 | ||||
Healthcare Services Group Inc. | 696,219 | 12,121 | ||||
Granite Construction Inc. | 410,300 | 11,956 | ||||
* | CoreCivic Inc. | 1,056,515 | 11,738 | |||
Griffon Corp. | 418,264 | 11,724 | ||||
* | AAR Corp. | 264,628 | 11,072 | |||
Alamo Group Inc. | 90,427 | 10,528 | ||||
* | NV5 Global Inc. | 89,251 | �� 10,419 | |||
Enerpac Tool Group Corp. Class A | 537,883 | 10,231 | ||||
Tennant Co. | 166,864 | 9,887 | ||||
AZZ Inc. | 235,145 | 9,599 | ||||
* | NOW Inc. | 980,852 | 9,593 | |||
* | PGT Innovations Inc. | 554,669 | 9,230 | |||
Standex International Corp. | 108,311 | 9,183 | ||||
Marten Transport Ltd. | 521,405 | 8,770 | ||||
Quanex Building Products Corp. | 378,344 | 8,607 | ||||
Deluxe Corp. | 390,205 | 8,456 | ||||
Apogee Enterprises Inc. | 214,100 | 8,397 | ||||
* | Hawaiian Holdings Inc. | 574,096 | 8,215 | |||
* | SkyWest Inc. | 371,244 | 7,889 | |||
Kaman Corp. | 251,316 | 7,854 | ||||
* | GEO Group Inc. | 1,180,388 | 7,791 | |||
* | Triumph Group Inc. | 563,391 | 7,487 | |||
Matthews International Corp. Class A | 254,564 | 7,298 | ||||
Astec Industries Inc. | 175,194 | 7,144 | ||||
Interface Inc. Class A | 545,131 | 6,836 | ||||
Resources Connection Inc. | 328,047 | 6,682 | ||||
* | Proto Labs Inc. | 136,587 | 6,534 | |||
* | Titan International Inc. | 430,693 | 6,503 | |||
Insteel Industries Inc. | 191,383 | 6,444 | ||||
* | American Woodmark Corp. | 142,825 | 6,429 | |||
Pitney Bowes Inc. | 1,757,280 | 6,361 | ||||
Wabash National Corp. | 459,759 | 6,244 | ||||
Kelly Services Inc. Class A | 303,873 | 6,026 | ||||
Heartland Express Inc. | 430,042 | 5,982 | ||||
Heidrick & Struggles International Inc. | 173,975 | 5,630 | ||||
* | TrueBlue Inc. | 305,369 | 5,466 | |||
* | Forrester Research Inc. | 112,916 | 5,402 | |||
Trinity Industries Inc. | 222,690 | 5,394 | ||||
* | Viad Corp. | 187,586 | 5,179 | |||
* | DXP Enterprises Inc. | 132,252 | 4,051 | |||
* | Harsco Corp. | 505,692 | 3,595 | |||
* | CIRCOR International Inc. | 212,368 | 3,481 | |||
National Presto Industries Inc. | 45,693 | 2,999 | ||||
Park Aerospace Corp. | 232,914 | 2,972 | ||||
Powell Industries Inc. | 99,676 | 2,329 | ||||
1,248,263 | ||||||
Information Technology (13.3%) | ||||||
* | ExlService Holdings Inc. | 300,384 | 44,256 | |||
* | Rogers Corp. | 167,950 | 44,018 | |||
* | Vonage Holdings Corp. | 2,283,779 | 43,026 | |||
* | SPS Commerce Inc. | 325,785 | 36,830 | |||
* | Onto Innovation Inc. | 443,649 | 30,940 | |||
* | Viavi Solutions Inc. | 2,191,508 | 28,994 |
Shares | Market Value• ($000) | |||||
* | Perficient Inc. | 302,997 | 27,782 | |||
* | FormFactor Inc. | 707,881 | 27,416 | |||
* | Insight Enterprises Inc. | 311,745 | 26,897 | |||
* | Alarm.com Holdings Inc. | 429,770 | 26,586 | |||
* | Fabrinet | 327,699 | 26,576 | |||
* | Diodes Inc. | 400,998 | 25,892 | |||
Advanced Energy Industries Inc. | 344,868 | 25,168 | ||||
Kulicke & Soffa Industries Inc. | 555,327 | 23,774 | ||||
* | Sanmina Corp. | 570,932 | 23,254 | |||
Badger Meter Inc. | 269,452 | 21,796 | ||||
* | NetScout Systems Inc. | 631,341 | 21,371 | |||
* | MaxLinear Inc. Class A | 627,696 | 21,329 | |||
* | Rambus Inc. | 965,797 | 20,755 | |||
* | Plexus Corp. | 262,163 | 20,580 | |||
EVERTEC Inc. | 546,291 | 20,147 | ||||
* | Itron Inc. | 382,814 | 18,923 | |||
Progress Software Corp. | 402,785 | 18,246 | ||||
InterDigital Inc. | 290,686 | 17,674 | ||||
* | Axcelis Technologies Inc. | 308,032 | 16,892 | |||
CSG Systems International Inc. | 281,528 | 16,802 | ||||
* | Plantronics Inc. | 378,434 | 15,016 | |||
* | Digital Turbine Inc. | 844,167 | 14,748 | |||
Xperi Holding Corp. | 993,212 | 14,332 | ||||
* | Knowles Corp. | 815,541 | 14,133 | |||
* | OSI Systems Inc. | 157,042 | 13,418 | |||
* | Ultra Clean Holdings Inc. | 441,104 | 13,132 | |||
* | ePlus Inc. | 238,172 | 12,652 | |||
* | Photronics Inc. | 648,709 | 12,637 | |||
Methode Electronics Inc. | 334,396 | 12,386 | ||||
* | Cohu Inc. | 444,688 | 12,340 | |||
* | TTM Technologies Inc. | 920,881 | 11,511 | |||
TTEC Holdings Inc. | 169,434 | 11,503 | ||||
CTS Corp. | 305,972 | 10,418 | ||||
* | Extreme Networks Inc. | 1,162,220 | 10,367 | |||
* | LivePerson Inc. | 677,115 | 9,574 | |||
* | Agilysys Inc. | 202,050 | 9,551 | |||
* | 3D Systems Corp. | 958,137 | 9,294 | |||
* | Digi International Inc. | 361,321 | 8,751 | |||
Benchmark Electronics Inc. | 385,523 | 8,697 | ||||
* | LiveRamp Holdings Inc. | 332,398 | 8,579 | |||
* | Veeco Instruments Inc. | 436,516 | 8,468 | |||
A10 Networks Inc. | 534,209 | 7,682 | ||||
* | Cerence Inc. | 301,504 | 7,607 | |||
ADTRAN Inc. | 424,671 | 7,444 | ||||
* | Harmonic Inc. | 856,384 | 7,425 | |||
* | CEVA Inc. | 214,708 | 7,206 | |||
* | Ichor Holdings Ltd. | 271,805 | 7,062 | |||
* | ScanSource Inc. | 222,816 | 6,938 | |||
* | SMART Global Holdings Inc. | 402,082 | 6,582 | |||
* | FARO Technologies Inc. | 208,171 | 6,418 | |||
* | Consensus Cloud Solutions Inc. | 136,686 | 5,970 | |||
* | PDF Solutions Inc. | 273,070 | 5,874 | |||
* | NETGEAR Inc. | 284,579 | 5,270 | |||
* | Alpha & Omega Semiconductor Ltd. | 157,594 | 5,254 | |||
* | Unisys Corp. | 392,411 | 4,721 | |||
* | Arlo Technologies Inc. | 749,118 | 4,697 | |||
* | Corsair Gaming Inc. | 354,659 | 4,657 | |||
PC Connection Inc. | 97,683 | 4,303 | ||||
* | OneSpan Inc. | 328,283 | 3,907 | |||
Ebix Inc. | 229,587 | 3,880 | ||||
Comtech Telecommunications Corp. | 243,494 | 2,209 | ||||
* | Diebold Nixdorf Inc. | 909,960 | 2,066 | |||
* | 8x8 Inc. | 225,601 | 1,162 | |||
* | CalAmp Corp. | 147,118 | 613 | |||
1,036,378 | ||||||
Materials (5.3%) | ||||||
Balchem Corp. | 285,136 | 36,994 | ||||
* | Livent Corp. | 1,461,578 | 33,163 | |||
HB Fuller Co. | 452,108 | 27,221 |
Shares | Market Value• ($000) | |||||
* | Arconic Corp. | 939,657 | 26,357 | |||
* | Allegheny Technologies Inc. | 1,107,641 | 25,155 | |||
Innospec Inc. | 215,690 | 20,661 | ||||
* | O-I Glass Inc. | 1,395,500 | 19,537 | |||
Stepan Co. | 182,566 | 18,503 | ||||
Quaker Chemical Corp. | 118,714 | 17,750 | ||||
* | GCP Applied Technologies Inc. | 473,618 | 14,815 | |||
Trinseo plc | 376,211 | 14,469 | ||||
Warrior Met Coal Inc. | 449,413 | 13,757 | ||||
Materion Corp. | 178,538 | 13,164 | ||||
Carpenter Technology Corp. | 413,879 | 11,551 | ||||
Kaiser Aluminum Corp. | 143,350 | 11,338 | ||||
Compass Minerals International Inc. | 293,058 | 10,371 | ||||
* | TimkenSteel Corp. | 553,914 | 10,364 | |||
Sylvamo Corp. | 309,351 | 10,110 | ||||
AdvanSix Inc. | 251,748 | 8,418 | ||||
Hawkins Inc. | 200,222 | 7,214 | ||||
Schweitzer-Mauduit International Inc. | 285,929 | 7,183 | ||||
Myers Industries Inc. | 299,183 | 6,800 | ||||
American Vanguard Corp. | 268,629 | 6,004 | ||||
* | Clearwater Paper Corp. | 155,957 | 5,245 | |||
Neenah Inc. | 150,132 | 5,125 | ||||
Koppers Holdings Inc. | 214,113 | 4,848 | ||||
Mercer International Inc. | 367,863 | 4,837 | ||||
* | Century Aluminum Co. | 621,577 | 4,581 | |||
SunCoke Energy Inc. | 589,155 | 4,012 | ||||
Olympic Steel Inc. | 119,973 | 3,089 | ||||
Haynes International Inc. | 51,757 | 1,696 | ||||
Glatfelter Corp. | 244,474 | 1,682 | ||||
* | Rayonier Advanced Materials Inc. | 630,496 | 1,652 | |||
Tredegar Corp. | 109,711 | 1,097 | ||||
FutureFuel Corp. | 105,283 | 766 | ||||
409,529 | ||||||
Real Estate (7.6%) | ||||||
Agree Realty Corp. | 649,818 | 46,871 | ||||
Innovative Industrial Properties Inc. | 255,331 | 28,053 | ||||
LXP Industrial Trust | 2,510,032 | 26,958 | ||||
Essential Properties Realty Trust Inc. | 1,193,507 | 25,648 | ||||
SITE Centers Corp. | 1,592,386 | 21,449 | ||||
Uniti Group Inc. | 2,143,411 | 20,191 | ||||
Four Corners Property Trust Inc. | 728,048 | 19,359 | ||||
Retail Opportunity Investments Corp. | 1,107,701 | 17,480 | ||||
CareTrust REIT Inc. | 928,982 | 17,130 | ||||
Washington REIT | 796,639 | 16,976 | ||||
* | DiamondRock Hospitality Co. | 1,948,003 | 15,993 | |||
Easterly Government Properties Inc. Class A | 822,787 | 15,666 | ||||
LTC Properties Inc. | 401,412 | 15,410 | ||||
* | Xenia Hotels & Resorts Inc. | 1,049,257 | 15,246 | |||
Brandywine Realty Trust | 1,556,333 | 15,003 | ||||
American Assets Trust Inc. | 482,473 | 14,329 | ||||
Global Net Lease Inc. | 972,911 | 13,776 | ||||
Tanger Factory Outlet Centers Inc. | 926,277 | 13,172 | ||||
Acadia Realty Trust | 834,656 | 13,037 | ||||
NexPoint Residential Trust Inc. | 202,383 | 12,651 | ||||
Urban Edge Properties | 802,147 | 12,201 | ||||
St. Joe Co. | 296,000 | 11,710 | ||||
* | Anywhere Real Estate Inc. | 1,149,914 | 11,304 |
Shares | Market Value• ($000) | |||||
Alexander & Baldwin Inc. | 611,103 | 10,969 | ||||
Centerspace | 124,943 | 10,189 | ||||
* | Veris Residential Inc. | 767,375 | 10,160 | |||
Getty Realty Corp. | 378,548 | 10,032 | ||||
iStar Inc. | 701,943 | 9,624 | ||||
Office Properties Income Trust | 480,614 | 9,588 | ||||
Industrial Logistics Properties Trust | 622,062 | 8,759 | ||||
Community Healthcare Trust Inc. | 231,739 | 8,391 | ||||
Marcus & Millichap Inc. | 214,090 | 7,919 | ||||
* | Summit Hotel Properties Inc. | 1,052,483 | 7,652 | |||
Service Properties Trust | 1,391,943 | 7,280 | ||||
* | Hersha Hospitality Trust Class A | 729,717 | 7,159 | |||
Armada Hoffler Properties Inc. | 543,095 | 6,973 | ||||
RPT Realty | 696,123 | 6,843 | ||||
* | Chatham Lodging Trust | 538,407 | 5,626 | |||
Orion Office REIT Inc. | 510,050 | 5,590 | ||||
Safehold Inc. | 149,863 | 5,301 | ||||
Saul Centers Inc. | 99,219 | 4,674 | ||||
Universal Health Realty Income Trust | 87,478 | 4,655 | ||||
RE/MAX Holdings Inc. Class A | 183,245 | 4,493 | ||||
Diversified Healthcare Trust | 2,343,717 | 4,266 | ||||
Urstadt Biddle Properties Inc. Class A | 260,048 | 4,213 | ||||
Whitestone REIT | 366,250 | 3,937 | ||||
Franklin Street Properties Corp. | 878,963 | 3,665 | ||||
Douglas Elliman Inc. | 738,650 | 3,538 | ||||
591,109 | ||||||
Utilities (2.3%) | ||||||
South Jersey Industries Inc. | 1,081,218 | 36,913 | ||||
American States Water Co. | 357,121 | 29,109 | ||||
Avista Corp. | 646,207 | 28,116 | ||||
California Water Service Group | 492,433 | 27,355 | ||||
Chesapeake Utilities Corp. | 158,712 | 20,561 | ||||
Northwest Natural Holding Co. | 316,770 | 16,821 | ||||
Middlesex Water Co. | 161,234 | 14,137 | ||||
Unitil Corp. | 132,637 | 7,788 | ||||
180,800 | ||||||
Total Common Stocks (Cost $5,522,768) | 7,721,784 | |||||
Temporary Cash Investments (0.8%) | ||||||
Money Market Fund (0.8%) | ||||||
2 | Vanguard Market Liquidity Fund, 1.417% (Cost $66,755) | 667,770 | 66,757 | |||
Total Investments (100.0%) (Cost $5,589,523) | 7,788,541 | |||||
Other Assets and Liabilities—Net (0.0%) | (2,388) | |||||
Net Assets (100%) | 7,786,153 |
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 | September 2022 | 823 | 70,284 | (74) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $5,522,768) | 7,721,784 |
Affiliated Issuers (Cost $66,755) | 66,757 |
Total Investments in Securities | 7,788,541 |
Investment in Vanguard | 302 |
Cash Collateral Pledged—Futures Contracts | 1,505 |
Receivables for Accrued Income | 8,615 |
Receivables for Capital Shares Issued | 66,875 |
Total Assets | 7,865,838 |
Liabilities | |
Payables for Investment Securities Purchased | 70,431 |
Payables for Capital Shares Redeemed | 8,883 |
Payables to Vanguard | 274 |
Variation Margin Payable—Futures Contracts | 97 |
Total Liabilities | 79,685 |
Net Assets | 7,786,153 |
At June 30, 2022, net assets consisted of: | |
Paid-in Capital | 6,196,497 |
Total Distributable Earnings (Loss) | 1,589,656 |
Net Assets | 7,786,153 |
Admiral Shares—Net Assets | |
Applicable to 94,019,829 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 7,075,851 |
Net Asset Value Per Share—Admiral Shares | $75.26 |
Institutional Shares—Net Assets | |
Applicable to 9,416,858 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 710,302 |
Net Asset Value Per Share—Institutional Shares | $75.43 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 51,443 |
Interest2 | 66 |
Total Income | 51,509 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 596 |
Management and Administrative—Admiral Shares | 2,753 |
Management and Administrative—Institutional Shares | 172 |
Marketing and Distribution—Admiral Shares | 159 |
Marketing and Distribution—Institutional Shares | 9 |
Custodian Fees | 9 |
Shareholders’ Reports—Admiral Shares | 34 |
Shareholders’ Reports—Institutional Shares | 2 |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 8 |
Total Expenses | 3,744 |
Expenses Paid Indirectly | (2) |
Net Expenses | 3,742 |
Net Investment Income | 47,767 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3 | 170,684 |
Futures Contracts | (7,718) |
Realized Net Gain (Loss) | 162,966 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (2,000,315) |
Futures Contracts | (162) |
Change in Unrealized Appreciation (Depreciation) | (2,000,477) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,789,744) |
1 | Dividends are net of foreign withholding taxes of $3,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $66,000, ($8,000), and $2,000, respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Includes $178,672,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 47,767 | 110,132 | |
Realized Net Gain (Loss) | 162,966 | 677,702 | |
Change in Unrealized Appreciation (Depreciation) | (2,000,477) | 1,211,025 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (1,789,744) | 1,998,859 | |
Distributions | |||
Admiral Shares | (44,182) | (99,967) | |
Institutional Shares | (4,649) | (10,011) | |
Total Distributions | (48,831) | (109,978) | |
Capital Share Transactions | |||
Admiral Shares | 112,857 | 216,002 | |
Institutional Shares | (8,300) | 80,506 | |
Net Increase (Decrease) from Capital Share Transactions | 104,557 | 296,508 | |
Total Increase (Decrease) | (1,734,018) | 2,185,389 | |
Net Assets | |||
Beginning of Period | 9,520,171 | 7,334,782 | |
End of Period | 7,786,153 | 9,520,171 |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $93.29 | $74.30 | $67.84 | $55.70 | $61.63 | $55.16 |
Investment Operations | ||||||
Net Investment Income1 | .466 | 1.090 | .819 | .772 | .737 | .666 |
Net Realized and Unrealized Gain (Loss) on Investments | (18.019) | 18.985 | 6.451 | 12.146 | (5.965) | 6.486 |
Total from Investment Operations | (17.553) | 20.075 | 7.270 | 12.918 | (5.228) | 7.152 |
Distributions | ||||||
Dividends from Net Investment Income | (.477) | (1.085) | (.810) | (.778) | (.702) | (.664) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Return of Capital | — | — | — | — | — | (.018) |
Total Distributions | (.477) | (1.085) | (.810) | (.778) | (.702) | (.682) |
Net Asset Value, End of Period | $75.26 | $93.29 | $74.30 | $67.84 | $55.70 | $61.63 |
Total Return2 | -18.85% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $7,076 | $8,631 | $6,689 | $6,506 | $5,304 | $5,428 |
Ratio of Total Expenses to Average Net Assets | 0.09%3 | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.19% | 1.22% | 1.39% | 1.23% | 1.13% | 1.17% |
Portfolio Turnover Rate4 | 5% | 9% | 31% | 53% | 29% | 37% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.09%. |
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. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $93.50 | $74.47 | $67.99 | $55.83 | $61.77 | $55.29 |
Investment Operations | ||||||
Net Investment Income1 | .479 | 1.126 | .844 | .794 | .755 | .693 |
Net Realized and Unrealized Gain (Loss) on Investments | (18.058) | 19.019 | 6.466 | 12.164 | (5.972) | 6.488 |
Total from Investment Operations | (17.579) | 20.145 | 7.310 | 12.958 | (5.217) | 7.181 |
Distributions | ||||||
Dividends from Net Investment Income | (.491) | (1.115) | (.830) | (.798) | (.723) | (.683) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Return of Capital | — | — | — | — | — | (.018) |
Total Distributions | (.491) | (1.115) | (.830) | (.798) | (.723) | (.701) |
Net Asset Value, End of Period | $75.43 | $93.50 | $74.47 | $67.99 | $55.83 | $61.77 |
Total Return | -18.83% | 27.11% | 11.10% | 23.30% | -8.59% | 13.08% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $710 | $889 | $646 | $593 | $473 | $492 |
Ratio of Total Expenses to Average Net Assets | 0.06%2 | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.22% | 1.26% | 1.42% | 1.26% | 1.16% | 1.20% |
Portfolio Turnover Rate3 | 5% | 9% | 31% | 53% | 29% | 37% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.06%. |
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. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 7,721,784 | — | — | 7,721,784 |
Temporary Cash Investments | 66,757 | — | — | 66,757 |
Total | 7,788,541 | — | — | 7,788,541 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 74 | — | — | 74 |
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. |
Amount ($000) | |
Tax Cost | 5,598,005 |
Gross Unrealized Appreciation | 2,733,611 |
Gross Unrealized Depreciation | (543,149) |
Net Unrealized Appreciation (Depreciation) | 2,190,462 |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 637,627 | 7,624 | 1,514,849 | 17,250 | |
Issued in Lieu of Cash Distributions | 30,829 | 384 | 70,145 | 778 | |
Redeemed | (555,599) | (6,507) | (1,368,992) | (15,531) | |
Net Increase (Decrease)—Admiral Shares | 112,857 | 1,501 | 216,002 | 2,497 | |
Institutional Shares | |||||
Issued | 14,793 | 175 | 140,767 | 1,520 | |
Issued in Lieu of Cash Distributions | 2,562 | 32 | 6,056 | 67 | |
Redeemed | (25,655) | (303) | (66,317) | (745) | |
Net Increase (Decrease)—Institutional Shares | (8,300) | (96) | 80,506 | 842 |
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About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 71 |
Liquidity Risk Management | 73 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2022 | |||
Beginning Account Value 12/31/2021 | Ending Account Value 6/30/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Developed Markets Index Fund | |||
Investor Shares | $1,000.00 | $807.10 | $0.72 |
FTSE Developed Markets ETF Shares | 1,000.00 | 807.40 | 0.22 |
Admiral™ Shares | 1,000.00 | 807.40 | 0.31 |
Institutional Shares | 1,000.00 | 807.70 | 0.22 |
Institutional Plus Shares | 1,000.00 | 807.50 | 0.18 |
Based on Hypothetical 5% Yearly Return | |||
Developed Markets Index Fund | |||
Investor Shares | $1,000.00 | $1,024.00 | $0.80 |
FTSE Developed Markets ETF Shares | 1,000.00 | 1,024.55 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Japan | 20.5% |
United Kingdom | 13.7 |
Canada | 10.5 |
France | 8.2 |
Switzerland | 8.0 |
Australia | 7.1 |
Germany | 6.3 |
South Korea | 4.6 |
Netherlands | 3.2 |
Hong Kong | 2.9 |
Sweden | 2.9 |
Denmark | 2.1 |
Spain | 2.1 |
Italy | 2.0 |
Singapore | 1.2 |
Finland | 1.1 |
Other | 3.6 |
Shares | Market Value• ($000) | ||
Common Stocks (98.8%) | |||
Australia (7.0%) | |||
BHP Group Ltd. | 36,505,019 | 1,045,271 | |
Commonwealth Bank of Australia | 12,389,739 | 774,068 | |
CSL Ltd. | 3,490,822 | 648,158 | |
National Australia Bank Ltd. | 23,361,966 | 443,009 | |
Westpac Banking Corp. | 25,282,661 | 341,036 | |
Australia & New Zealand Banking Group Ltd. | 20,289,355 | 309,021 | |
Woodside Energy Group Ltd. | 13,713,109 | 301,394 | |
Macquarie Group Ltd. | 2,520,850 | 287,014 | |
Wesfarmers Ltd. | 8,212,141 | 237,528 | |
Transurban Group (XASX) | 22,277,754 | 221,648 | |
Woolworths Group Ltd. | 8,808,984 | 216,369 | |
Rio Tinto Ltd. | 2,696,624 | 192,374 | |
Goodman Group | 13,317,714 | 164,444 | |
Fortescue Metals Group Ltd. | 11,548,269 | 138,865 | |
Amcor plc GDR | 10,899,875 | 136,281 | |
Aristocrat Leisure Ltd. | 4,852,704 | 115,427 | |
Coles Group Ltd. | 9,211,421 | 113,359 | |
Santos Ltd. | 22,309,482 | 113,113 | |
South32 Ltd. | 33,689,749 | 91,289 | |
QBE Insurance Group Ltd. | 10,750,362 | 90,334 | |
Newcrest Mining Ltd. | 5,994,163 | 85,394 | |
ASX Ltd. | 1,406,828 | 79,520 | |
Sonic Healthcare Ltd. | 3,488,270 | 79,509 | |
Telstra Corp. Ltd. | 29,609,381 | 78,754 | |
Brambles Ltd. | 10,411,507 | 76,986 | |
James Hardie Industries plc GDR | 3,209,622 | 70,268 | |
Suncorp Group Ltd. | 9,181,039 | 70,012 | |
Scentre Group | 37,724,820 | 67,737 | |
APA Group | 8,558,619 | 66,653 | |
Computershare Ltd. (XASX) | 3,895,109 | 66,424 | |
Ramsay Health Care Ltd. | 1,271,473 | 64,401 |
Shares | Market Value• ($000) | ||
Cochlear Ltd. | 466,327 | 64,023 | |
Insurance Australia Group Ltd. | 17,875,981 | 53,906 | |
Origin Energy Ltd. | 12,737,040 | 50,560 | |
* | Xero Ltd. | 916,979 | 48,912 |
Dexus (XASX) | 7,833,367 | 48,171 | |
Endeavour Group Ltd. | 9,196,235 | 48,110 | |
* | Lottery Corp. Ltd. | 15,084,380 | 47,062 |
Medibank Pvt Ltd. | 19,983,286 | 44,946 | |
Lundin Energy Mergerco AB | 1,367,888 | 44,540 | |
Stockland | 17,305,623 | 43,208 | |
Treasury Wine Estates Ltd. | 5,266,339 | 41,300 | |
Ampol Ltd. | 1,726,871 | 40,758 | |
GPT Group | 13,898,617 | 40,621 | |
Mineral Resources Ltd. | 1,207,833 | 40,538 | |
* | Lynas Rare Earths Ltd. | 6,546,286 | 39,568 |
Mirvac Group | 28,578,590 | 39,064 | |
Atlas Arteria Ltd. | 6,953,007 | 38,740 | |
Northern Star Resources Ltd. | 8,258,674 | 38,739 | |
BlueScope Steel Ltd. | 3,503,649 | 38,606 | |
SEEK Ltd. | 2,535,483 | 36,780 | |
Vicinity Centres | 27,511,988 | 34,950 | |
Aurizon Holdings Ltd. | 12,873,297 | 33,857 | |
Incitec Pivot Ltd. | 14,147,574 | 32,558 | |
Orica Ltd. | 2,975,343 | 32,552 | |
Washington H Soul Pattinson & Co. Ltd. | 1,943,120 | 31,645 | |
Lendlease Corp. Ltd. | 4,989,945 | 31,431 | |
IGO Ltd. | 4,505,740 | 30,884 | |
* | Pilbara Minerals Ltd. | 19,191,873 | 30,528 |
* | Allkem Ltd. | 4,219,699 | 30,181 |
WiseTech Global Ltd. | 1,147,625 | 30,093 | |
OZ Minerals Ltd. | 2,380,620 | 29,265 | |
REA Group Ltd. | 367,014 | 28,341 | |
AGL Energy Ltd. | 4,880,790 | 27,901 | |
Worley Ltd. | 2,722,813 | 26,847 | |
ALS Ltd. | 3,502,617 | 25,912 | |
Charter Hall Group | 3,425,623 | 25,696 | |
Bendigo & Adelaide Bank Ltd. | 4,090,279 | 25,675 | |
carsales.com Ltd. (XASX) | 1,956,062 | 24,861 |
Shares | Market Value• ($000) | ||
Steadfast Group Ltd. | 7,031,717 | 24,466 | |
* | NEXTDC Ltd. | 3,307,680 | 24,344 |
Challenger Ltd. | 4,859,657 | 23,007 | |
IDP Education Ltd. | 1,323,687 | 21,676 | |
Bank of Queensland Ltd. | 4,664,189 | 21,513 | |
JB Hi-Fi Ltd. | 791,818 | 21,059 | |
Domino's Pizza Enterprises Ltd. | 442,115 | 20,782 | |
Whitehaven Coal Ltd. | 6,157,467 | 20,691 | |
Metcash Ltd. | 7,007,306 | 20,540 | |
Evolution Mining Ltd. | 12,511,883 | 20,444 | |
Qube Holdings Ltd. | 10,665,450 | 20,117 | |
Iluka Resources Ltd. | 3,048,496 | 19,885 | |
* | Qantas Airways Ltd. | 6,020,995 | 18,634 |
Alumina Ltd. | 18,299,813 | 18,550 | |
Cleanaway Waste Management Ltd. | 9,887,908 | 17,212 | |
Downer EDI Ltd. | 4,902,308 | 17,105 | |
nib holdings Ltd. | 3,338,648 | 17,019 | |
* | Uniti Group Ltd. | 4,856,207 | 16,505 |
Reliance Worldwide Corp. Ltd. | 5,724,912 | 15,999 | |
* | AMP Ltd. | 24,006,639 | 15,857 |
Orora Ltd. | 6,163,276 | 15,552 | |
Shopping Centres Australasia Property Group | 8,094,997 | 15,421 | |
Beach Energy Ltd. | 12,835,714 | 15,288 | |
Technology One Ltd. | 2,034,608 | 15,087 | |
Altium Ltd. | 790,784 | 14,739 | |
Reece Ltd. | 1,544,588 | 14,672 | |
Ansell Ltd. | 932,071 | 14,327 | |
Charter Hall Long Wale REIT | 4,780,549 | 14,125 | |
Nine Entertainment Co. Holdings Ltd. | 10,687,155 | 13,517 | |
1 | Breville Group Ltd. | 1,012,205 | 12,562 |
*,1 | Flight Centre Travel Group Ltd. | 1,043,154 | 12,545 |
Champion Iron Ltd. | 3,334,866 | 12,467 | |
National Storage REIT | 8,375,542 | 12,425 | |
2 | Viva Energy Group Ltd. | 6,149,986 | 12,289 |
* | Star Entertainment Grp Ltd. | 6,188,957 | 11,948 |
Seven Group Holdings Ltd. | 1,017,869 | 11,702 | |
Tabcorp Holdings Ltd. | 15,223,546 | 11,237 | |
HomeCo Daily Needs REIT | 12,548,126 | 11,089 | |
GrainCorp Ltd. Class A | 1,683,244 | 11,084 | |
TPG Telecom Ltd. | 2,683,163 | 11,071 | |
Sims Ltd. | 1,160,723 | 11,032 | |
IRESS Ltd. | 1,378,254 | 10,951 | |
Harvey Norman Holdings Ltd. | 4,266,817 | 10,941 | |
ARB Corp. Ltd. | 551,286 | 10,770 | |
* | Corporate Travel Management Ltd. | 814,379 | 10,461 |
Bapcor Ltd. | 2,456,088 | 10,323 | |
* | Webjet Ltd. | 2,700,025 | 9,996 |
*,1,3 | AVZ Minerals Ltd. | 18,520,485 | 9,971 |
CSR Ltd. | 3,507,032 | 9,859 |
Shares | Market Value• ($000) | ||
Healius Ltd. | 3,874,328 | 9,823 | |
Elders Ltd. | 1,105,871 | 9,628 | |
Perseus Mining Ltd. | 8,821,553 | 9,572 | |
Link Administration Holdings Ltd. | 3,618,792 | 9,476 | |
BWP Trust | 3,511,291 | 9,446 | |
Eagers Automotive Ltd. | 1,395,472 | 9,371 | |
* | Liontown Resources Ltd. | 12,535,104 | 9,152 |
Sandfire Resources Ltd. (XASX) | 2,966,983 | 9,147 | |
Charter Hall Retail REIT | 3,501,323 | 9,144 | |
1 | Magellan Financial Group Ltd. | 1,018,223 | 9,105 |
Deterra Royalties Ltd. | 3,046,490 | 8,930 | |
Pro Medicus Ltd. | 300,976 | 8,796 | |
Insignia Financial Ltd. | 4,692,049 | 8,744 | |
Pendal Group Ltd. | 2,793,219 | 8,546 | |
* | Paladin Energy Ltd. | 21,166,899 | 8,494 |
Waypoint REIT Ltd. | 5,208,081 | 8,354 | |
Nufarm Ltd. | 2,302,157 | 8,118 | |
Perpetual Ltd. | 406,144 | 8,107 | |
*,1 | Core Lithium Ltd. | 12,068,458 | 7,978 |
Premier Investments Ltd. | 586,977 | 7,819 | |
InvoCare Ltd. | 1,044,802 | 7,540 | |
Ingenia Communities Group | 2,641,387 | 7,275 | |
Centuria Industrial REIT | 3,731,345 | 7,258 | |
AUB Group Ltd. | 591,834 | 7,253 | |
Super Retail Group Ltd. | 1,178,536 | 6,923 | |
* | EVENT Hospitality and Entertainment Ltd. | 761,558 | 6,846 |
Arena REIT | 2,307,662 | 6,818 | |
Nickel Mines Ltd. | 9,804,916 | 6,613 | |
Abacus Property Group | 3,647,595 | 6,485 | |
IPH Ltd. | 1,147,076 | 6,454 | |
Lifestyle Communities Ltd. | 679,617 | 6,372 | |
Centuria Capital Group | 5,077,533 | 6,354 | |
Costa Group Holdings Ltd. (XASX) | 3,209,047 | 6,346 | |
2 | Coronado Global Resources Inc. GDR | 5,322,648 | 6,129 |
* | West African Resources Ltd. | 7,280,619 | 6,061 |
carsales.com Ltd. | 470,207 | 5,969 | |
* | Chalice Mining Ltd. | 2,259,049 | 5,913 |
Credit Corp. Group Ltd. | 410,871 | 5,758 | |
1 | Newcrest Mining Ltd. (XASX) | 408,112 | 5,720 |
Adbri Ltd. | 3,397,613 | 5,695 | |
Bega Cheese Ltd. | 2,155,295 | 5,690 | |
HUB24 Ltd. | 401,944 | 5,631 | |
Charter Hall Social Infrastructure REIT | 2,383,248 | 5,571 |
Shares | Market Value• ($000) | ||
Gold Road Resources Ltd. | 7,109,551 | 5,530 | |
GUD Holdings Ltd. | 998,836 | 5,507 | |
Brickworks Ltd. | 422,755 | 5,421 | |
* | De Grey Mining Ltd. | 9,670,152 | 5,353 |
Cromwell Property Group | 10,151,439 | 5,297 | |
Boral Ltd. | 2,938,774 | 5,257 | |
Blackmores Ltd. | 107,447 | 5,231 | |
Collins Foods Ltd. | 759,394 | 5,204 | |
Netwealth Group Ltd. | 615,733 | 5,178 | |
Tassal Group Ltd. | 1,559,799 | 5,161 | |
* | Silver Lake Resources Ltd. | 6,183,958 | 5,140 |
*,1 | Lake Resources NL | 9,318,517 | 5,080 |
*,1 | Imugene Ltd. | 40,219,864 | 5,006 |
Johns Lyng Group Ltd. | 1,240,514 | 4,912 | |
Genworth Mortgage Insurance Australia Ltd. | 2,990,055 | 4,757 | |
Growthpoint Properties Australia Ltd. | 2,006,307 | 4,736 | |
*,1 | Capricorn Metals Ltd. | 2,148,753 | 4,655 |
Irongate Group | 3,548,769 | 4,653 | |
GQG Partners Inc. GDR | 4,616,846 | 4,651 | |
Rural Funds Group | 2,630,215 | 4,561 | |
Platinum Asset Management Ltd. | 3,753,319 | 4,531 | |
G8 Education Ltd. | 6,133,546 | 4,480 | |
Regis Resources Ltd. | 5,023,377 | 4,474 | |
* | Omni Bridgeway Ltd. | 1,810,503 | 4,456 |
Monadelphous Group Ltd. | 642,796 | 4,421 | |
* | Karoon Energy Ltd. | 3,651,184 | 4,387 |
* | ioneer Ltd. | 15,306,639 | 4,364 |
United Malt Grp Ltd. | 1,918,590 | 4,339 | |
Codan Ltd. | 886,324 | 4,268 | |
* | APM Human Services International Ltd. | 2,142,540 | 4,255 |
Hansen Technologies Ltd. | 1,183,544 | 4,253 | |
* | Calix Ltd. | 995,748 | 4,218 |
*,1 | Syrah Resources Ltd. | 4,762,775 | 4,087 |
*,1 | PolyNovo Ltd. | 4,330,029 | 4,052 |
* | Mincor Resources NL | 3,411,962 | 3,949 |
* | Jervois Global Ltd. | 10,759,121 | 3,942 |
* | Nanosonics Ltd. | 1,691,852 | 3,921 |
Centuria Office REIT | 3,276,785 | 3,853 | |
1 | New Hope Corp. Ltd. | 1,577,964 | 3,792 |
Domain Holdings Australia Ltd. | 1,815,588 | 3,772 | |
NRW Holdings Ltd. | 3,170,835 | 3,721 | |
* | SiteMinder Ltd. | 1,514,430 | 3,690 |
Lovisa Holdings Ltd. | 385,830 | 3,685 | |
Jumbo Interactive Ltd. | 373,567 | 3,675 | |
* | Telix Pharmaceuticals Ltd. | 1,159,491 | 3,641 |
Shares | Market Value• ($000) | ||
* | Megaport Ltd. | 956,693 | 3,616 |
Kelsian Group Ltd. | 914,334 | 3,604 | |
*,1 | PEXA Group Ltd. | 375,687 | 3,599 |
Ramelius Resources Ltd. | 6,005,450 | 3,595 | |
Home Consortium Ltd. | 1,126,817 | 3,517 | |
Imdex Ltd. | 2,745,402 | 3,495 | |
Pinnacle Investment Management Group Ltd. | 703,920 | 3,429 | |
Data#3 Ltd. | 1,039,523 | 3,345 | |
* | Australian Agricultural Co. Ltd. | 2,238,363 | 3,341 |
* | Eclipx Group Ltd. | 2,057,057 | 3,268 |
1 | Appen Ltd. | 812,596 | 3,156 |
* | Judo Capital Holdings Ltd. | 3,770,888 | 3,148 |
* | Bellevue Gold Ltd. | 7,019,025 | 3,100 |
* | Aussie Broadband Ltd. | 1,354,915 | 3,100 |
Infomedia Ltd. | 2,662,208 | 3,065 | |
St. Barbara Ltd. | 5,910,615 | 3,035 | |
Sigma Healthcare Ltd. | 7,524,805 | 3,018 | |
oOh!media Ltd. | 3,600,336 | 3,004 | |
*,1 | PointsBet Holdings Ltd. | 1,611,892 | 2,999 |
* | 5E Advanced Materials Inc. | 2,312,195 | 2,917 |
Hotel Property Investments | 1,354,081 | 2,903 | |
Australian Clinical Labs Ltd. | 909,448 | 2,883 | |
Austal Ltd. | 2,301,347 | 2,859 | |
Select Harvests Ltd. | 877,541 | 2,851 | |
1 | Dicker Data Ltd. | 371,498 | 2,839 |
Dexus Industria REIT | 1,516,436 | 2,829 | |
Baby Bunting Group Ltd. | 992,333 | 2,797 | |
1 | Clinuvel Pharmaceuticals Ltd. | 269,243 | 2,762 |
*,1 | Vulcan Energy Resources Ltd. | 705,126 | 2,655 |
SmartGroup Corp. Ltd. | 628,205 | 2,654 | |
Australian Ethical Investment Ltd. | 812,938 | 2,620 | |
*,1 | Novonix Ltd. | 1,657,652 | 2,616 |
Virtus Health Ltd. | 477,379 | 2,604 | |
McMillan Shakespeare Ltd. | 378,422 | 2,545 | |
* | OFX Group Ltd. | 1,606,214 | 2,538 |
GWA Group Ltd. | 1,851,622 | 2,515 | |
Integral Diagnostics Ltd. | 1,197,165 | 2,508 | |
* | Service Stream Ltd. | 4,111,708 | 2,486 |
Inghams Group Ltd. | 1,347,422 | 2,402 | |
Perenti Global Ltd. | 5,246,938 | 2,379 | |
* | 29Metals Ltd. | 1,949,737 | 2,343 |
Westgold Resources Ltd. | 2,837,835 | 2,317 | |
Estia Health Ltd. | 1,726,565 | 2,277 | |
*,1 | Audinate Group Ltd. | 435,343 | 2,270 |
*,2 | Life360 Inc. GDR | 1,138,047 | 2,241 |
Leo Lithium Ltd. | 5,736,643 | 2,198 |
Shares | Market Value• ($000) | ||
* | Neometals Ltd. | 3,459,919 | 2,168 |
*,1 | nearmap Ltd. | 2,944,160 | 2,096 |
* | Mayne Pharma Group Ltd. | 12,098,650 | 2,091 |
MyState Ltd. | 741,844 | 2,089 | |
Nick Scali Ltd. | 363,853 | 2,075 | |
Accent Group Ltd. | 2,416,879 | 2,070 | |
GDI Property Group | 3,157,482 | 1,984 | |
1 | Mount Gibson Iron Ltd. | 5,130,328 | 1,920 |
*,1 | EML Payments Ltd. | 2,244,691 | 1,912 |
* | Seven West Media Ltd. | 6,624,110 | 1,874 |
* | Opthea Ltd. | 2,419,478 | 1,836 |
Money3 Corp. Ltd. | 1,351,906 | 1,836 | |
1 | Emeco Holdings Ltd. | 3,969,434 | 1,788 |
*,1 | Mesoblast Ltd. | 4,224,401 | 1,778 |
Pact Group Holdings Ltd. | 1,420,127 | 1,775 | |
*,1 | Temple & Webster Group Ltd. | 769,388 | 1,768 |
*,1 | Australian Strategic Materials Ltd. | 732,778 | 1,750 |
* | Carnarvon Energy Ltd. | 12,791,733 | 1,725 |
1 | Ebusco Holding NV | 71,776 | 1,713 |
*,1 | Bubs Australia Ltd. | 4,011,525 | 1,673 |
* | Cooper Energy Ltd. (XASX) | 9,788,098 | 1,658 |
Bravura Solutions Ltd. | 1,656,647 | 1,620 | |
Australian Finance Group Ltd. | 1,536,988 | 1,608 | |
* | Aurelia Metals Ltd. | 8,642,950 | 1,522 |
* | Superloop Ltd. | 3,007,344 | 1,497 |
* | Alkane Resources Ltd. | 3,388,373 | 1,451 |
* | Starpharma Holdings Ltd. Class A | 2,716,076 | 1,390 |
Southern Cross Media Group Ltd. | 1,990,043 | 1,371 | |
Myer Holdings Ltd. | 6,072,967 | 1,365 | |
*,1 | Zip Co. Ltd. | 4,371,988 | 1,334 |
*,1 | City Chic Collective Ltd. | 1,021,733 | 1,293 |
*,1 | Betmakers Technology Group Ltd. | 5,391,513 | 1,273 |
* | Resolute Mining Ltd. | 8,143,962 | 1,266 |
* | Incannex Healthcare Ltd. | 8,533,551 | 1,245 |
SG Fleet Group Ltd. | 824,704 | 1,219 | |
1 | Regis Healthcare Ltd. | 946,613 | 1,207 |
1 | Cedar Woods Properties Ltd. | 466,167 | 1,186 |
Macmahon Holdings Ltd. | 12,525,676 | 1,169 | |
*,3 | Firefinch Ltd. | 8,031,301 | 1,105 |
* | Praemium Ltd. | 3,388,969 | 1,090 |
MACA Ltd. | 2,386,624 | 1,089 | |
Navigator Global Investments Ltd. | 1,233,061 | 1,062 | |
*,1 | Andromeda Metals Ltd. | 21,412,926 | 1,037 |
*,1 | Dubber Corp. Ltd. | 2,156,907 | 960 |
*,1 | Tyro Payments Ltd. | 2,282,395 | 949 |
*,1 | Kogan.com Ltd. | 485,361 | 933 |
Shares | Market Value• ($000) | ||
*,1 | Paradigm Biopharmaceuticals Ltd. | 1,318,907 | 879 |
* | New Century Resources Ltd. | 751,317 | 869 |
Jupiter Mines Ltd. | 6,327,614 | 855 | |
* | Fineos Corp. Ltd. GDR | 830,698 | 850 |
*,1 | Redbubble Ltd. | 1,245,137 | 774 |
1 | Humm Group Ltd. | 2,718,469 | 769 |
* | Nuix Ltd. | 1,430,279 | 752 |
Cooper Energy Ltd. | 3,915,239 | 662 | |
*,1 | Electro Optic Systems Holdings Ltd. | 919,689 | 660 |
*,1 | AMA Group Ltd. | 4,723,388 | 554 |
* | PPK Group Ltd. | 325,790 | 460 |
1 | BWX Ltd. | 914,499 | 405 |
* | Dacian Gold Ltd. | 7,134,886 | 401 |
1 | Marley Spoon AG CDI | 1,847,743 | 255 |
* | Minerals 260 Ltd. | 875,501 | 142 |
*,3 | Bgp Holdings plc | 7,179,555 | 25 |
* | Falcon Metals Ltd. | 131,462 | 17 |
*,3 | Ppk Mining Equipment Group | 227,506 | — |
* | Incannex Healthcare Ltd. Warrants Exp. 4/28/23 | 220,259 | — |
*,3 | BWX Ltd. Rights Exp. 7/13/22 | 91,449 | — |
9,700,176 | |||
Austria (0.3%) | |||
Erste Group Bank AG | 2,371,925 | 60,274 | |
OMV AG | 1,028,945 | 48,392 | |
Verbund AG | 478,775 | 47,063 | |
2 | BAWAG Group AG | 626,651 | 26,454 |
ANDRITZ AG | 504,333 | 20,358 | |
Wienerberger AG | 833,510 | 17,998 | |
voestalpine AG | 838,222 | 17,915 | |
Mayr Melnhof Karton AG | 62,345 | 10,657 | |
Raiffeisen Bank International AG | 937,387 | 10,241 | |
* | AT&S Austria Technologie & Systemtechnik AG | 184,941 | 9,938 |
CA Immobilien Anlagen AG | 301,946 | 9,612 | |
S IMMO AG | 367,951 | 8,803 | |
Lenzing AG | 95,194 | 7,716 | |
1 | Oesterreichische Post AG | 239,611 | 6,854 |
Telekom Austria AG Class A | 982,143 | 6,542 | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | 277,703 | 6,352 | |
UNIQA Insurance Group AG | 827,308 | 5,872 | |
EVN AG | 264,883 | 5,641 | |
* | IMMOFINANZ AG | 328,982 | 5,002 |
Strabag SE (Bearer) | 106,701 | 4,541 | |
Schoeller-Bleckmann Oilfield Equipment AG | 78,112 | 4,394 | |
* | DO & CO AG | 47,001 | 3,954 |
Shares | Market Value• ($000) | ||
* | Flughafen Wien AG | 72,824 | 2,500 |
Palfinger AG | 75,682 | 1,729 | |
*,1 | Agrana Beteiligungs AG | 74,216 | 1,326 |
Porr AG | 93,195 | 1,206 | |
351,334 | |||
Belgium (0.9%) | |||
Anheuser-Busch InBev SA | 6,266,827 | 337,481 | |
* | Argenx SE | 388,897 | 146,596 |
KBC Group NV | 1,991,458 | 112,041 | |
UCB SA | 875,117 | 74,157 | |
Groupe Bruxelles Lambert SA | 721,347 | 60,470 | |
Ageas SA | 1,344,801 | 59,296 | |
Umicore SA | 1,487,090 | 52,129 | |
Solvay SA | 505,377 | 41,171 | |
Elia Group SA | 273,729 | 38,875 | |
Warehouses De Pauw CVA | 1,033,836 | 32,622 | |
Aedifica SA | 284,742 | 27,359 | |
* | Cofinimmo SA | 229,684 | 25,050 |
D'ieteren Group | 166,748 | 24,503 | |
Ackermans & van Haaren NV | 161,572 | 24,172 | |
Sofina SA | 111,462 | 22,848 | |
Euronav NV | 1,389,565 | 16,763 | |
Proximus SADP | 1,015,235 | 14,985 | |
Barco NV | 503,456 | 10,617 | |
Melexis NV | 143,308 | 10,307 | |
* | Etablissements Franz Colruyt NV | 364,434 | 9,903 |
KBC Ancora | 260,963 | 9,602 | |
VGP NV | 58,476 | 9,328 | |
Shurgard Self Storage SA | 181,500 | 8,464 | |
Montea NV | 88,226 | 8,455 | |
Bekaert SA | 252,591 | 8,263 | |
Befimmo SA | 157,648 | 7,805 | |
Gimv NV | 138,930 | �� 7,678 | |
Xior Student Housing NV | 157,854 | 6,869 | |
Telenet Group Holding NV | 328,437 | 6,825 | |
Fagron | 416,977 | 6,759 | |
* | Tessenderlo Group SA | 185,880 | 5,900 |
Retail Estates NV | 75,255 | 5,020 | |
* | Kinepolis Group NV | 94,494 | 4,549 |
* | Ontex Group NV | 576,608 | 4,522 |
bpost SA | 728,890 | 4,319 | |
* | AGFA-Gevaert NV | 986,265 | 3,646 |
Econocom Group SA NV | 822,673 | 2,877 | |
* | Orange Belgium SA | 109,969 | 2,074 |
Van de Velde NV | 45,819 | 1,660 | |
*,1 | Mithra Pharmaceuticals SA | 159,855 | 1,216 |
Wereldhave Belgium Comm VA | 20,644 | 1,058 | |
* | Cie d'Entreprises CFE | 50,708 | 440 |
1,258,674 |
Shares | Market Value• ($000) | ||
Canada (10.4%) | |||
Royal Bank of Canada | 10,290,137 | 996,397 | |
Toronto-Dominion Bank | 13,198,753 | 865,527 | |
Enbridge Inc. | 14,688,558 | 620,315 | |
1 | Bank of Nova Scotia | 8,742,625 | 517,412 |
Canadian National Railway Co. | 4,453,731 | 500,976 | |
Canadian Pacific Railway Ltd. (XTSE) | 6,737,312 | 470,596 | |
Bank of Montreal | 4,706,935 | 452,629 | |
Canadian Natural Resources Ltd. | 8,292,314 | 445,602 | |
Brookfield Asset Management Inc. Class A | 9,666,059 | 429,986 | |
1 | TC Energy Corp. | 7,120,490 | 368,858 |
Suncor Energy Inc. | 10,428,525 | 365,873 | |
Nutrien Ltd. | 4,000,815 | 318,617 | |
1 | Canadian Imperial Bank of Commerce | 6,404,755 | 311,033 |
* | Shopify Inc. Class A | 8,237,150 | 257,379 |
1 | Manulife Financial Corp. | 14,065,030 | 243,887 |
Waste Connections Inc. | 1,860,612 | 230,697 | |
Alimentation Couche Tard Inc. | 5,745,398 | 224,112 | |
Constellation Software Inc. | 138,475 | 205,569 | |
1 | Sun Life Financial Inc. | 4,256,095 | 195,016 |
Franco-Nevada Corp. | 1,382,070 | 181,799 | |
Cenovus Energy Inc. | 9,041,804 | 172,028 | |
Barrick Gold Corp. (XLON) | 9,301,089 | 164,460 | |
1 | Fortis Inc. (XTSE) | 3,462,566 | 163,686 |
National Bank of Canada | 2,433,063 | 159,665 | |
Agnico Eagle Mines Ltd. | 3,304,517 | 151,260 | |
Intact Financial Corp. | 1,033,386 | 145,760 | |
Pembina Pipeline Corp. | 3,984,766 | 140,854 | |
Thomson Reuters Corp. | 1,197,768 | 124,867 | |
* | CGI Inc. | 1,564,665 | 124,643 |
Rogers Communications Inc. Class B | 2,536,572 | 121,547 | |
Wheaton Precious Metals Corp. | 3,272,753 | 117,923 | |
Dollarama Inc. | 2,002,341 | 115,300 | |
Restaurant Brands International Inc. (XTSE) | 2,197,063 | 110,212 | |
Magna International Inc. | 1,990,772 | 109,313 | |
1 | BCE Inc. | 2,199,188 | 108,097 |
Tourmaline Oil Corp. | 2,051,926 | 106,693 | |
* | Teck Resources Ltd. Class B | 3,407,198 | 104,185 |
Loblaw Cos. Ltd. | 1,141,429 | 102,943 | |
1 | Power Corp. of Canada | 3,904,205 | 100,456 |
WSP Global Inc. | 850,414 | 96,154 |
Shares | Market Value• ($000) | ||
Metro Inc. | 1,736,537 | 93,208 | |
Shaw Communications Inc. Class B | 3,103,237 | 91,443 | |
Emera Inc. | 1,907,884 | 89,377 | |
Fairfax Financial Holdings Ltd. | 155,482 | 82,392 | |
First Quantum Minerals Ltd. | 4,028,190 | 76,421 | |
TELUS Corp. | 3,324,808 | 74,054 | |
Open Text Corp. | 1,939,287 | 73,356 | |
1 | Imperial Oil Ltd. | 1,474,318 | 69,501 |
1 | Algonquin Power & Utilities Corp. | 4,883,231 | 65,631 |
Barrick Gold Corp. | 3,561,990 | 65,579 | |
2 | Hydro One Ltd. | 2,289,420 | 61,558 |
1 | Cameco Corp. | 2,884,365 | 60,636 |
George Weston Ltd. | 512,657 | 59,888 | |
1 | ARC Resources Ltd. | 4,507,516 | 56,834 |
1 | West Fraser Timber Co. Ltd. | 695,012 | 53,330 |
* | CAE Inc. | 2,132,644 | 52,554 |
Ritchie Bros Auctioneers Inc. | 801,791 | 52,168 | |
Canadian Tire Corp. Ltd. Class A | 401,626 | 50,671 | |
1 | TFI International Inc. | 627,305 | 50,357 |
CCL Industries Inc. Class B | 1,063,755 | 50,279 | |
Northland Power Inc. | 1,671,789 | 49,769 | |
1 | Great-West Lifeco Inc. | 1,974,658 | 48,216 |
Toromont Industries Ltd. | 585,346 | 47,330 | |
1 | Canadian Apartment Properties REIT | 1,253,283 | 43,639 |
1 | AltaGas Ltd. | 2,027,835 | 42,788 |
TMX Group Ltd. | 401,019 | 40,812 | |
Gildan Activewear Inc. | 1,387,812 | 39,946 | |
iA Financial Corp. Inc. | 779,874 | 38,788 | |
1 | Saputo Inc. | 1,758,547 | 38,349 |
* | Descartes Systems Group Inc. | 613,160 | 38,103 |
Empire Co. Ltd. Class A | 1,187,335 | 36,574 | |
1 | Keyera Corp. | 1,597,461 | 36,487 |
Stantec Inc. | 806,256 | 35,321 | |
1 | RioCan REIT | 2,235,564 | 34,770 |
Kinross Gold Corp. | 9,389,162 | 33,408 | |
1 | FirstService Corp. | 274,497 | 33,297 |
1 | Brookfield Renewable Corp. Class A (XTSE) | 926,016 | 32,985 |
1 | Yamana Gold Inc. | 6,952,209 | 32,352 |
Lundin Mining Corp. | 5,031,772 | 31,898 | |
* | MEG Energy Corp. | 2,223,298 | 30,779 |
1 | Parkland Corp. | 1,120,084 | 30,421 |
Element Fleet Management Corp. | 2,895,448 | 30,187 | |
Brookfield Infrastructure Corp. Class A | 699,723 | 29,697 | |
1 | Pan American Silver Corp. | 1,508,809 | 29,644 |
1 | Capital Power Corp. | 840,232 | 29,381 |
Shares | Market Value• ($000) | ||
Granite REIT | 449,186 | 27,551 | |
Crescent Point Energy Corp. | 3,786,492 | 26,916 | |
1 | Canadian Utilities Ltd. Class A | 880,822 | 26,270 |
Onex Corp. | 525,150 | 26,151 | |
B2Gold Corp. | 7,646,832 | 25,901 | |
SSR Mining Inc. | 1,538,667 | 25,700 | |
Colliers International Group Inc. | 229,603 | 25,156 | |
Quebecor Inc. Class B | 1,164,233 | 24,882 | |
GFL Environmental Inc. | 928,639 | 23,923 | |
Finning International Inc. | 1,132,727 | 23,839 | |
Allied Properties REIT | 919,026 | 23,697 | |
*,1 | Ivanhoe Mines Ltd. Class A | 4,107,959 | 23,648 |
Enerplus Corp. | 1,741,874 | 23,018 | |
1 | SNC-Lavalin Group Inc. | 1,282,023 | 22,051 |
1 | Vermilion Energy Inc. | 1,157,333 | 22,028 |
* | Kinaxis Inc. | 196,888 | 21,255 |
*,1 | BlackBerry Ltd. | 3,778,944 | 20,374 |
* | Lightspeed Commerce Inc. (XTSE) | 911,624 | 20,326 |
1 | Choice Properties REIT | 1,859,672 | 20,299 |
1 | SmartCentres REIT | 938,935 | 20,052 |
Alamos Gold Inc. Class A | 2,839,511 | 19,920 | |
1 | H&R REIT | 2,044,905 | 19,779 |
1 | Premium Brands Holdings Corp. Class A | 271,595 | 19,684 |
Boralex Inc. Class A | 589,682 | 19,644 | |
1 | Gibson Energy Inc. | 1,051,973 | 19,483 |
1 | TransAlta Corp. | 1,703,442 | 19,440 |
1 | PrairieSky Royalty Ltd. | 1,541,766 | 19,416 |
* | Turquoise Hill Resources Ltd. | 723,881 | 19,391 |
* | Bausch Health Cos. Inc. | 2,305,928 | 19,276 |
Atco Ltd. Class I | 544,068 | 18,640 | |
1 | First Capital REIT | 1,582,031 | 18,411 |
Tricon Capital Group Inc. | 1,772,457 | 17,970 | |
*,2 | Nuvei Corp. | 480,131 | 17,352 |
* | Aritzia Inc. | 635,245 | 17,199 |
1 | Summit Industrial Income REIT | 1,280,265 | 17,018 |
Boyd Group Services Inc. | 156,169 | 16,823 | |
1 | Dream Industrial REIT | 1,773,567 | 16,644 |
1 | BRP Inc. | 266,786 | 16,419 |
Methanex Corp. | 420,545 | 16,065 | |
* | Air Canada Class A | 1,272,869 | 15,861 |
1 | IGM Financial Inc. | 587,726 | 15,753 |
Primo Water Corp. | 1,138,353 | 15,202 | |
1 | Whitecap Resources Inc. | 2,188,033 | 15,197 |
1 | Innergex Renewable Energy Inc. | 1,122,563 | 15,087 |
Shares | Market Value• ($000) | ||
* | ATS Automation Tooling Systems Inc. | 539,096 | 14,805 |
1 | Chartwell Retirement Residences | 1,695,263 | 14,685 |
Linamar Corp. | 330,740 | 14,014 | |
Parex Resources Inc. | 819,144 | 13,873 | |
*,1 | Lithium Americas Corp. | 684,392 | 13,787 |
Definity Financial Corp. | 531,134 | 13,728 | |
1 | CI Financial Corp. | 1,285,617 | 13,653 |
1 | Cargojet Inc. | 122,739 | 13,589 |
Paramount Resources Ltd. Class A | 541,753 | 12,938 | |
Canadian Western Bank | 637,261 | 12,887 | |
Osisko Gold Royalties Ltd. (XTSE) | 1,195,457 | 12,055 | |
1 | First Majestic Silver Corp. | 1,653,752 | 11,858 |
Stella-Jones Inc. | 462,676 | 11,682 | |
*,1 | Ballard Power Systems Inc. | 1,818,479 | 11,486 |
Maple Leaf Foods Inc. | 550,497 | 10,824 | |
Centerra Gold Inc. | 1,583,926 | 10,742 | |
Stelco Holdings Inc. | 405,655 | 10,141 | |
1 | TransAlta Renewables Inc. | 777,277 | 9,933 |
* | OceanaGold Corp. | 5,123,358 | 9,831 |
1 | Superior Plus Corp. | 1,071,340 | 9,455 |
1 | Laurentian Bank of Canada | 313,483 | 9,420 |
Russel Metals Inc. | 461,321 | 9,325 | |
*,1 | Bombardier Inc. Class B Class B | 606,206 | 9,099 |
1 | Boardwalk REIT | 273,463 | 8,897 |
1 | North West Co. Inc. | 341,670 | 8,836 |
* | Eldorado Gold Corp. | 1,352,086 | 8,624 |
* | Novagold Resources Inc. | 1,742,572 | 8,326 |
* | Equinox Gold Corp. | 1,829,294 | 8,157 |
* | Canfor Corp. | 444,992 | 7,761 |
Winpak Ltd. | 222,357 | 7,599 | |
* | Celestica Inc. | 751,877 | 7,313 |
1 | Westshore Terminals Investment Corp. | 282,499 | 7,012 |
Enghouse Systems Ltd. | 314,038 | 6,936 | |
ECN Capital Corp. | 1,610,277 | 6,893 | |
1 | Primaris REIT | 709,443 | 6,741 |
* | Canada Goose Holdings Inc. | 357,087 | 6,442 |
Hudbay Minerals Inc. | 1,565,037 | 6,383 | |
Transcontinental Inc. Class A | 529,121 | 6,293 | |
1 | Home Capital Group Inc. Class B | 309,728 | 5,862 |
1 | Mullen Group Ltd. | 642,988 | 5,640 |
*,1 | IAMGOLD Corp. | 3,466,383 | 5,574 |
1 | Artis REIT | 598,398 | 5,467 |
Cascades Inc. | 693,522 | 5,458 | |
1 | NFI Group Inc. | 503,562 | 5,238 |
Shares | Market Value• ($000) | ||
*,1 | Canopy Growth Corp. | 1,772,589 | 5,040 |
Cogeco Communications Inc. | 74,187 | 5,018 | |
1 | Dye & Durham Ltd. | 289,283 | 4,888 |
* | Torex Gold Resources Inc. | 618,816 | 4,779 |
1 | Aecon Group Inc. | 425,496 | 4,340 |
*,1 | Cronos Group Inc. | 1,380,910 | 3,862 |
1 | Dream Office REIT | 251,446 | 3,786 |
1 | Martinrea International Inc. | 566,194 | 3,655 |
1 | First National Financial Corp. | 119,795 | 3,081 |
*,1 | Aurora Cannabis Inc. | 1,563,747 | 2,065 |
GFL Environmental Inc. (XTSE) | 59,062 | 1,524 | |
* | Shopify Inc. Class A (XTSE) | 11,430 | 357 |
1 | Brookfield Infrastructure Corp. Class A (XTSE) | 8,355 | 355 |
* | Lightspeed Commerce Inc. | 13,078 | 292 |
1 | Osisko Gold Royalties Ltd. | 5,558 | 56 |
14,347,575 | |||
Denmark (2.1%) | |||
Novo Nordisk A/S Class B | 11,341,142 | 1,257,760 | |
DSV A/S | 1,381,673 | 194,287 | |
Vestas Wind Systems A/S | 7,293,737 | 155,079 | |
2 | Orsted A/S | 1,367,705 | 144,052 |
* | Genmab A/S | 429,667 | 139,403 |
Coloplast A/S Class B | 965,134 | 110,276 | |
AP Moller - Maersk A/S Class B | 38,582 | 90,575 | |
Carlsberg A/S Class B | 686,115 | 87,687 | |
Novozymes A/S Class B | 1,438,523 | 86,574 | |
AP Moller - Maersk A/S Class A | 30,413 | 70,587 | |
* | Danske Bank A/S | 4,764,727 | 67,815 |
Tryg A/S | 2,603,350 | 58,653 | |
Chr Hansen Holding A/S | 744,716 | 54,363 | |
Pandora A/S | 660,569 | 41,968 | |
GN Store Nord A/S | 919,868 | 32,450 | |
Royal Unibrew A/S | 347,712 | 30,946 | |
* | Demant A/S | 706,210 | 26,547 |
Ringkjoebing Landbobank A/S | 199,492 | 21,829 | |
* | ISS A/S | 1,345,606 | 21,453 |
SimCorp A/S | 287,085 | 20,987 | |
* | Jyske Bank A/S (Registered) | 396,447 | 19,541 |
*,1 | Bavarian Nordic A/S | 511,505 | 17,017 |
* | ALK-Abello A/S | 952,227 | 16,589 |
Topdanmark A/S | 308,203 | 16,048 | |
* | NKT A/S | 314,242 | 13,436 |
*,2 | Netcompany Group A/S | 237,514 | 13,085 |
Sydbank A/S | 422,649 | 13,010 |
Shares | Market Value• ($000) | ||
Chemometec A/S | 113,536 | 12,202 | |
1 | Ambu A/S Class B | 1,242,402 | 12,140 |
ROCKWOOL International A/S Class B | 44,998 | 10,216 | |
FLSmidth & Co. A/S | 409,430 | 10,144 | |
Alm Brand A/S | 6,170,260 | 9,090 | |
2 | Scandinavian Tobacco Group A/S Class A | 428,887 | 8,407 |
H Lundbeck A/S | 1,724,132 | 8,373 | |
* | Dfds A/S | 217,583 | 6,630 |
Schouw & Co. A/S | 93,530 | 6,540 | |
* | Drilling Co. of 1972 A/S | 155,930 | 6,401 |
Spar Nord Bank A/S | 602,141 | 6,394 | |
D/S Norden A/S | 173,977 | 6,061 | |
* | Nilfisk Holding A/S | 200,776 | 4,270 |
* | Zealand Pharma A/S | 312,121 | 4,109 |
* | NTG Nordic Transport Group A/S Class A | 111,513 | 3,980 |
* | H Lundbeck A/S Share A Class A | 437,459 | 2,099 |
2,939,073 | |||
Finland (1.1%) | |||
Nokia OYJ | 40,891,587 | 189,535 | |
Nordea Bank Abp | 19,089,656 | 168,629 | |
Sampo OYJ Class A | 3,553,749 | 155,303 | |
Kone OYJ Class B | 2,847,782 | 136,110 | |
Neste OYJ | 3,019,707 | 134,320 | |
UPM-Kymmene OYJ | 3,862,301 | 118,431 | |
Nordea Bank Abp (XHEL) | 8,338,591 | 73,739 | |
Stora Enso OYJ Class R | 4,159,801 | 65,913 | |
Elisa OYJ | 1,039,670 | 58,531 | |
Fortum OYJ | 3,126,605 | 47,258 | |
Kesko OYJ Class B | 1,964,314 | 46,487 | |
Orion OYJ Class B | 754,189 | 33,753 | |
* | Metso Outotec OYJ | 4,417,973 | 33,346 |
Valmet OYJ | 1,221,669 | 30,106 | |
Wartsila OYJ Abp | 3,522,163 | 27,609 | |
Huhtamaki OYJ | 673,751 | 26,803 | |
Kojamo OYJ | 1,421,936 | 24,693 | |
TietoEVRY OYJ (XHEL) | 505,112 | 12,519 | |
Konecranes OYJ Class A | 528,120 | 12,367 | |
Nokian Renkaat OYJ | 990,724 | 10,927 | |
Metsa Board OYJ | 1,240,441 | 10,389 | |
* | QT Group OYJ | 138,340 | 10,267 |
Outokumpu OYJ | 2,449,062 | 10,221 | |
Cargotec OYJ Class B | 354,254 | 9,378 | |
Kemira OYJ | 635,951 | 7,797 | |
Sanoma OYJ | 526,555 | 7,337 | |
Revenio Group OYJ | 163,379 | 7,295 | |
2 | Terveystalo OYJ | 548,903 | 5,873 |
Uponor OYJ | 393,298 | 5,458 | |
Tokmanni Group Corp. | 350,433 | 4,140 | |
* | WithSecure OYJ | 777,878 | 4,087 |
YIT OYJ | 1,130,740 | 3,778 | |
Citycon OYJ | 540,448 | 3,681 | |
TietoEVRY OYJ | 125,869 | 3,126 | |
Oriola OYJ Class B | 992,213 | 1,974 | |
Raisio OYJ Class V | 919,099 | 1,869 |
Shares | Market Value• ($000) | ||
*,1 | Finnair OYJ | 4,082,887 | 1,759 |
*,3 | Ahlstrom-Munksjo OYJ Rights | 70,191 | 1,312 |
1,506,120 | |||
France (8.1%) | |||
LVMH Moet Hennessy Louis Vuitton SE | 1,806,713 | 1,107,295 | |
TotalEnergies SE | 17,333,693 | 912,393 | |
Sanofi | 7,897,000 | 796,381 | |
Schneider Electric SE | 3,854,715 | 459,311 | |
Airbus SE | 4,044,344 | 395,577 | |
BNP Paribas SA | 7,756,924 | 371,029 | |
L'Oreal SA Loyalty Shares | 1,041,412 | 361,584 | |
1 | EssilorLuxottica SA | 2,158,478 | 327,253 |
Vinci SA | 3,601,876 | 323,310 | |
AXA SA | 13,408,307 | 306,266 | |
Air Liquide SA Loyalty Shares | 2,203,918 | 296,654 | |
Pernod Ricard SA | 1,506,765 | 278,563 | |
Kering SA | 528,070 | 273,660 | |
Hermes International | 224,508 | 252,668 | |
Safran SA | 2,525,800 | 251,483 | |
Danone SA | 4,184,388 | 234,335 | |
L'Oreal SA (XPAR) | 625,448 | 217,159 | |
Capgemini SE | 1,160,393 | 200,122 | |
Dassault Systemes SE | 4,841,548 | 179,335 | |
Air Liquide SA (XPAR) | 1,264,136 | 170,156 | |
* | Orange SA | 13,889,503 | 163,668 |
Cie de Saint-Gobain | 3,381,053 | 146,093 | |
STMicroelectronics NV | 4,590,900 | 145,187 | |
Legrand SA | 1,937,945 | 143,890 | |
Cie Generale des Etablissements Michelin SCA | 5,101,003 | 139,313 | |
Teleperformance | 421,148 | 130,044 | |
Societe Generale SA | 5,404,092 | 119,483 | |
Veolia Environnement SA | 4,522,679 | 110,866 | |
* | Thales SA | 727,483 | 89,318 |
Edenred | 1,802,688 | 85,395 | |
Engie SA Loyalty Shares | 7,165,633 | 82,971 | |
Publicis Groupe SA | 1,642,388 | 80,774 | |
Credit Agricole SA | 8,523,548 | 78,578 | |
Carrefour SA | 4,367,079 | 77,521 | |
Eurofins Scientific SE | 886,135 | 69,985 | |
*,2 | Worldline SA | 1,769,274 | 65,993 |
Getlink SE | 3,313,305 | 58,763 | |
Sartorius Stedim Biotech | 173,851 | 54,853 | |
Bureau Veritas SA | 2,066,428 | 53,165 | |
Vivendi SE | 5,175,406 | 52,814 | |
Alstom SA | 2,194,007 | 50,099 | |
Eiffage SA | 533,941 | 48,300 | |
2 | Euronext NV | 588,548 | 48,269 |
Bouygues SA | 1,548,660 | 47,797 | |
Engie SA (XPAR) | 4,057,924 | 46,987 | |
Arkema SA | 467,286 | 41,800 | |
* | Accor SA | 1,327,741 | 36,223 |
Gecina SA | 374,859 | 35,181 |
Shares | Market Value• ($000) | ||
* | Renault SA | 1,390,969 | 35,116 |
Rexel SA | 2,210,053 | 34,150 | |
Valeo | 1,750,430 | 34,109 | |
Bollore SE | 7,203,305 | 33,580 | |
* | Remy Cointreau SA | 177,460 | 31,137 |
* | Ubisoft Entertainment SA | 695,392 | 30,669 |
BioMerieux | 310,883 | 30,483 | |
L'Oreal SA | 82,735 | 28,726 | |
Dassault Aviation SA | 169,313 | 26,440 | |
Gaztransport Et Technigaz SA | 209,713 | 26,341 | |
Klepierre SA | 1,358,770 | 26,295 | |
* | Aeroports de Paris | 205,360 | 26,179 |
SCOR SE | 1,106,460 | 23,832 | |
SES SA Class A GDR | 2,711,599 | 23,735 | |
Ipsen SA | 250,631 | 23,731 | |
*,1 | Faurecia SE (XPAR) | 1,170,423 | 23,456 |
* | SOITEC | 160,123 | 23,000 |
2 | Amundi SA | 417,133 | 22,966 |
Alten SA | 209,202 | 22,920 | |
2 | La Francaise des Jeux SAEM | 632,124 | 21,950 |
Elis SA (XPAR) | 1,610,642 | 21,551 | |
Covivio | 362,279 | 20,240 | |
SPIE SA | 920,174 | 20,081 | |
Air Liquide SA | 143,408 | 19,303 | |
EDF Loyalty Shares 2024 | 2,184,747 | 17,945 | |
Nexans SA | 214,850 | 16,739 | |
Wendel SE | 196,279 | 16,451 | |
* | Sodexo SA (XPAR) | 226,121 | 15,995 |
Rubis SCA | 679,021 | 15,970 | |
Sodexo SA ACT Loyalty Shares | 219,488 | 15,525 | |
Sopra Steria Group SACA | 102,804 | 15,460 | |
Eutelsat Communications SA | 1,319,216 | 14,888 | |
Electricite de France SA (XPAR) | 1,777,513 | 14,600 | |
* | Vallourec SA | 1,111,515 | 13,323 |
IPSOS | 277,344 | 13,229 | |
L'Oreal SA Loyalty Shares 2023 | 36,583 | 12,702 | |
Air Liquide | 93,177 | 12,542 | |
Technip Energies NV | 994,441 | 12,460 | |
SEB SA Loyalty Shares | 128,822 | 12,432 | |
Virbac SA | 31,526 | 12,327 | |
2 | Verallia SA | 510,731 | 12,247 |
Eurazeo SA | 193,320 | 12,010 | |
ICADE | 234,121 | 11,489 | |
*,1 | Air France-KLM | 9,491,485 | 11,210 |
Societe BIC SA | 179,017 | 9,823 | |
* | Atos SE | 692,651 | 9,390 |
Eurazeo SE | 144,667 | 8,987 | |
* | JCDecaux SA | 532,971 | 8,976 |
Sodexo SA Loyalty Shares 2023 | 124,704 | 8,821 | |
1 | Orpea SA | 356,693 | 8,750 |
Imerys SA | 281,715 | 8,623 | |
Nexity SA | 307,150 | 8,248 | |
* | Coface SA | 753,265 | 7,912 |
1,2 | Neoen SA (XPAR) | 196,152 | 7,394 |
*,1 | Valneva SE | 642,814 | 7,325 |
Somfy SA | 55,600 | 7,238 |
Shares | Market Value• ($000) | ||
SEB SA (XPAR) | 74,862 | 7,225 | |
Eramet SA | 68,505 | 7,174 | |
Korian SA | 474,502 | 7,152 | |
Metropole Television SA | 468,350 | 6,945 | |
2 | ALD SA | 587,999 | 6,885 |
Rothschild & Co. | 202,359 | 6,862 | |
Cie Plastic Omnium SA | 392,379 | 6,825 | |
Engie SA | 553,090 | 6,404 | |
Interparfums SA | 125,195 | 5,963 | |
Carmila SA | 418,625 | 5,956 | |
Trigano SA | 58,666 | 5,773 | |
*,1 | Euroapi SA | 341,625 | 5,389 |
Television Francaise 1 | 748,713 | 5,311 | |
Fnac Darty SA | 122,324 | 5,204 | |
Albioma SA (XPAR) | 96,364 | 5,035 | |
* | ID Logistics Group | 17,536 | 4,871 |
1 | Lagardere SA | 272,489 | 4,692 |
* | CGG SA | 5,173,191 | 4,516 |
Albioma SA Loyalty Shares | 83,981 | 4,388 | |
Quadient SA | 240,933 | 4,104 | |
Derichebourg SA | 678,062 | 3,939 | |
Altarea SCA | 28,618 | 3,926 | |
* | Voltalia SA (Registered) | 194,794 | 3,902 |
*,1 | Casino Guichard Perrachon SA | 283,979 | 3,681 |
Mercialys SA | 447,240 | 3,631 | |
Vetoquinol SA | 27,941 | 3,411 | |
PEUGEOT Investment | 37,247 | 3,381 | |
Mersen SA | 106,262 | 3,188 | |
Engie SA Prime Fidelite 2023 | 275,135 | 3,186 | |
2 | Maisons du Monde SA | 314,533 | 3,145 |
Cie de L'Odet SE | 2,740 | 3,111 | |
Vicat SA | 112,091 | 3,102 | |
* | SES-imagotag SA | 34,684 | 2,952 |
*,1 | OVH Groupe SAS | 158,057 | 2,882 |
Beneteau SA | 258,832 | 2,628 | |
*,2 | X-Fab Silicon Foundries SE | 391,642 | 2,568 |
Pharmagest Interactive | 29,483 | 2,356 | |
*,1 | Solutions 30 SE | 586,891 | 2,204 |
Bonduelle SCA | 131,165 | 2,139 | |
Sodexo SA Loyalty Shares 2025 | 28,377 | 2,007 | |
*,2 | Elior Group SA | 866,632 | 1,938 |
* | Etablissements Maurel et Prom SA | 404,682 | 1,886 |
Vilmorin & Cie SA | 44,548 | 1,881 | |
Electricite de France SA (Euronext Paris) | 208,159 | 1,710 | |
EDF | 197,999 | 1,626 | |
Jacquet Metals SACA | 92,407 | 1,603 | |
*,2 | SMCP SA | 304,157 | 1,600 |
Manitou BF SA | 85,487 | 1,596 | |
Sodexo SA | 22,289 | 1,577 | |
* | GL Events | 89,000 | 1,460 |
* | Lisi SA | 71,212 | 1,364 |
Shares | Market Value• ($000) | ||
AKWEL | 67,557 | 1,141 | |
Eurazeo SE (XPAR) | 16,261 | 1,010 | |
Seb SA | 10,361 | 1,000 | |
Guerbet | 42,430 | 988 | |
Lisi (XPAR) | 41,657 | 798 | |
* | Believe SA | 95,771 | 796 |
Boiron SA | 18,380 | 793 | |
Sodexo SA Loyalty Shares 2025 (XPAR) | 11,102 | 785 | |
Albioma | 13,158 | 688 | |
* | Tarkett SA | 51,733 | 673 |
SEB SA Loyalty Shares 2023 | 5,993 | 578 | |
*,1,2 | Aramis Group SAS | 112,263 | 511 |
Albioma Loyalty Shares 2023 | 6,994 | 365 | |
Lisi SA Prime De Fidelite | 3,549 | 68 | |
Lisi | 2,575 | 49 | |
11,235,382 | |||
Germany (6.2%) | |||
SAP SE | 8,043,207 | 733,142 | |
Allianz SE (Registered) | 2,952,563 | 566,037 | |
Siemens AG (Registered) | 5,475,131 | 562,824 | |
Deutsche Telekom AG (Registered) | 24,538,563 | 488,054 | |
Bayer AG (Registered) | 7,129,686 | 425,759 | |
Mercedes-Benz Group AG | 6,097,425 | 354,128 | |
BASF SE | 6,638,551 | 290,452 | |
Deutsche Post AG (Registered) | 7,012,404 | 264,761 | |
adidas AG | 1,363,080 | 242,125 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | 1,016,724 | 240,503 | |
Infineon Technologies AG | 9,448,015 | 229,828 | |
Deutsche Boerse AG | 1,332,950 | 223,838 | |
Bayerische Motoren Werke AG | 2,329,278 | 180,567 | |
Volkswagen AG Preference Shares | 1,328,647 | 178,889 | |
Vonovia SE | 5,638,938 | 174,471 | |
RWE AG | 4,571,651 | 169,087 | |
Merck KGaA | 936,578 | 158,864 | |
E.ON SE | 16,070,276 | 135,361 | |
Deutsche Bank AG (Registered) | 14,701,906 | 129,196 | |
Symrise AG Class A | 943,947 | 102,952 | |
2 | Siemens Healthineers AG | 2,011,332 | 102,551 |
Fresenius SE & Co. KGaA | 2,957,596 | 89,946 | |
* | Daimler Truck Holding AG | 3,046,362 | 80,229 |
* | QIAGEN NV | 1,593,936 | 74,944 |
Beiersdorf AG | 722,601 | 74,151 | |
Porsche Automobil Holding SE Preference Shares | 1,110,595 | 73,867 |
Shares | Market Value• ($000) | ||
Fresenius Medical Care AG & Co. KGaA | 1,472,520 | 73,775 | |
Henkel AG & Co. KGaA Preference Shares | 1,191,528 | 73,732 | |
Brenntag SE | 1,120,883 | 73,393 | |
Rheinmetall AG | 314,080 | 72,479 | |
MTU Aero Engines AG | 387,111 | 70,915 | |
Hannover Rueck SE | 435,064 | 63,456 | |
Sartorius AG Preference Shares | 178,855 | 62,772 | |
Continental AG | 783,463 | 54,990 | |
* | Commerzbank AG | 7,540,320 | 53,500 |
Henkel AG & Co. KGaA | 808,399 | 49,668 | |
HeidelbergCement AG | 1,019,914 | 49,243 | |
*,1,2 | Delivery Hero SE | 1,283,876 | 48,435 |
Puma SE | 722,476 | 47,934 | |
* | Siemens Energy AG | 3,104,422 | 45,754 |
2 | Covestro AG | 1,306,245 | 45,390 |
LEG Immobilien SE (XETR) | 528,434 | 43,977 | |
Volkswagen AG | 231,529 | 42,343 | |
*,2 | Zalando SE | 1,600,596 | 42,164 |
GEA Group AG | 1,206,464 | 41,826 | |
* | HelloFresh SE | 1,186,223 | 38,700 |
K+S AG (Registered) | 1,395,561 | 33,965 | |
Carl Zeiss Meditec AG (Bearer) | 266,351 | 32,023 | |
Bayerische Motoren Werke AG Preference Shares | 429,038 | 30,601 | |
Evonik Industries AG | 1,384,796 | 29,699 | |
2 | Scout24 SE | 573,827 | 29,561 |
* | Evotec SE | 1,146,167 | 27,782 |
Knorr-Bremse AG | 482,158 | 27,616 | |
1 | Aroundtown SA | 8,259,247 | 26,416 |
*,1 | Deutsche Lufthansa AG (Registered) | 4,359,534 | 25,679 |
Bechtle AG | 597,673 | 24,549 | |
KION Group AG | 572,434 | 23,963 | |
Nemetschek SE | 393,320 | 23,928 | |
* | CTS Eventim AG & Co. KGaA | 428,928 | 22,626 |
United Internet AG (Registered) | 788,439 | 22,600 | |
LANXESS AG | 622,984 | 22,486 | |
HUGO BOSS AG | 411,279 | 21,779 | |
Freenet AG | 862,822 | 21,517 | |
* | thyssenkrupp AG | 3,587,780 | 20,459 |
Rational AG | 34,539 | 20,136 | |
AIXTRON SE | 768,802 | 19,637 | |
Vantage Towers AG | 672,595 | 18,819 | |
Telefonica Deutschland Holding AG | 6,497,259 | 18,736 | |
Aurubis AG | 253,529 | 17,300 | |
Wacker Chemie AG | 109,865 | 15,933 | |
* | Talanx AG | 386,985 | 14,792 |
1 | Gerresheimer AG | 226,235 | 14,779 |
1 | Encavis AG | 798,902 | 14,681 |
*,1 | Aareal Bank AG | 438,111 | 14,600 |
FUCHS PETROLUB SE Preference Shares | 514,998 | 14,408 |
Shares | Market Value• ($000) | ||
2 | Befesa SA | 292,388 | 14,252 |
1 | Software AG | 360,511 | 11,954 |
* | RTL Group SA | 277,558 | 11,626 |
*,2 | TeamViewer AG | 1,150,953 | 11,510 |
* | Fraport AG Frankfurt Airport Services Worldwide | 260,412 | 11,388 |
ProSiebenSat.1 Media SE | 1,214,642 | 11,298 | |
Siltronic AG | 150,780 | 11,285 | |
1 | Hella GmbH & Co. KGaA | 163,692 | 11,080 |
TAG Immobilien AG | 913,476 | 10,459 | |
1 | Sixt SE | 99,451 | 10,251 |
Synlab AG | 568,228 | 9,899 | |
Hensoldt AG | 379,013 | 9,548 | |
Uniper SE | 635,540 | 9,498 | |
1 | Grand City Properties SA | 694,097 | 9,389 |
Suedzucker AG | 563,482 | 9,124 | |
CANCOM SE | 263,591 | 8,906 | |
Fielmann AG | 176,094 | 8,797 | |
Stabilus SA | 176,028 | 8,652 | |
1 | Varta AG | 102,874 | 8,618 |
Deutsche EuroShop AG | 368,127 | 8,591 | |
Deutsche Wohnen SE | 361,489 | 8,333 | |
Jenoptik AG | 368,972 | 8,299 | |
Duerr AG | 353,718 | 8,202 | |
2 | Deutsche Pfandbriefbank AG | 901,727 | 8,145 |
Stroeer SE & Co. KGaA | 178,958 | 8,084 | |
Krones AG | 105,219 | 8,068 | |
* | METRO AG | 948,793 | 8,048 |
Jungheinrich AG Preference Shares | 345,914 | 7,589 | |
CompuGroup Medical SE & Co. KGaA | 177,122 | 7,565 | |
Pfeiffer Vacuum Technology AG | 47,409 | 7,470 | |
VERBIO Vereinigte BioEnergie AG | 143,849 | 7,247 | |
Sixt SE Preference Shares | 114,409 | 7,181 | |
HOCHTIEF AG | 139,010 | 6,815 | |
1 | Salzgitter AG | 278,549 | 6,811 |
* | SUSE SA | 287,745 | 6,541 |
*,1 | Nordex SE | 756,419 | 6,489 |
*,1 | Nagarro SE | 56,845 | 6,485 |
2 | DWS Group GmbH & Co. KGaA | 245,552 | 6,474 |
1&1 AG | 331,340 | 6,277 | |
* | Vitesco Technologies Group AG Class A | 158,006 | 6,137 |
Dermapharm Holding SE | 121,963 | 6,078 | |
Bilfinger SE | 204,030 | 5,996 | |
* | Hypoport SE | 29,545 | 5,893 |
* | flatexDEGIRO AG | 611,461 | 5,845 |
FUCHS PETROLUB SE | 234,408 | 5,747 | |
Sartorius AG | 16,101 | 5,457 | |
Traton SE | 357,046 | 5,258 | |
1 | S&T AG | 351,900 | 5,210 |
Shares | Market Value• ($000) | ||
Hornbach Holding AG & Co. KGaA | 62,242 | 5,122 | |
Norma Group SE | 227,592 | 5,101 | |
*,1,2 | Auto1 Group SE | 679,393 | 5,003 |
*,1 | MorphoSys AG | 253,181 | 4,981 |
GFT Technologies SE | 124,854 | 4,970 | |
1 | STRATEC SE | 51,498 | 4,730 |
1 | GRENKE AG | 190,222 | 4,687 |
*,1,2 | Shop Apotheke Europe NV | 52,300 | 4,672 |
BayWa AG | 104,455 | 4,639 | |
KWS Saat SE & Co. KGaA | 74,985 | 4,455 | |
1 | Zeal Network SE | 112,096 | 4,412 |
Kloeckner & Co. SE Preference Shares | 533,706 | 4,103 | |
DIC Asset AG | 369,909 | 4,093 | |
Washtec AG | 85,900 | 4,012 | |
2 | Instone Real Estate Group SE | 335,906 | 3,983 |
Adesso SE | 25,288 | 3,891 | |
PATRIZIA AG | 322,991 | 3,832 | |
Eckert & Ziegler Strahlen- und Medizintechnik AG | 98,988 | 3,804 | |
Takkt AG | 233,787 | 3,684 | |
Atoss Software AG | 28,741 | 3,656 | |
CECONOMY AG | 1,302,178 | 3,651 | |
Deutz AG | 878,673 | 3,414 | |
Indus Holding AG | 143,533 | 3,354 | |
Wacker Neuson SE | 179,840 | 3,121 | |
Schaeffler AG Preference Shares | 547,373 | 3,111 | |
Draegerwerk AG & Co. KGaA Preference Shares | 58,946 | 3,081 | |
New Work SE | 20,412 | 2,909 | |
Secunet Security Networks AG | 9,668 | 2,890 | |
Deutsche Beteiligungs AG | 102,309 | 2,719 | |
Hamburger Hafen und Logistik AG | 189,454 | 2,691 | |
*,1 | SMA Solar Technology AG | 64,588 | 2,633 |
*,1,2 | ADLER Group SA | 652,032 | 2,590 |
Wuestenrot & Wuerttembergische AG | 136,304 | 2,419 | |
* | SGL Carbon SE | 356,466 | 2,251 |
1 | Basler AG | 27,259 | 2,193 |
Vossloh AG | 65,087 | 2,081 | |
CropEnergies AG | 135,498 | 1,808 | |
*,1 | About You Holding SE | 245,573 | 1,758 |
ElringKlinger AG | 214,380 | 1,625 | |
* | Koenig & Bauer AG | 103,492 | 1,494 |
* | Global Fashion Group SA | 831,978 | 1,276 |
Bertrandt AG | 33,510 | 1,260 | |
Draegerwerk AG & Co. KGaA | 25,620 | 1,136 | |
8,633,206 | |||
Hong Kong (2.8%) | |||
AIA Group Ltd. | 87,726,556 | 958,550 | |
Hong Kong Exchanges & Clearing Ltd. | 9,209,844 | 455,484 |
Shares | Market Value• ($000) | ||
CK Hutchison Holdings Ltd. | 19,291,984 | 130,877 | |
Link REIT | 15,314,807 | 125,143 | |
Sun Hung Kai Properties Ltd. | 10,321,385 | 122,206 | |
BOC Hong Kong Holdings Ltd. | 26,004,212 | 103,262 | |
CK Asset Holdings Ltd. | 14,303,689 | 101,632 | |
Techtronic Industries Co. Ltd. | 9,522,415 | 99,435 | |
CLP Holdings Ltd. | 11,921,030 | 99,067 | |
Galaxy Entertainment Group Ltd. | 15,612,121 | 93,526 | |
Hang Seng Bank Ltd. | 5,250,173 | 93,038 | |
Hong Kong & China Gas Co. Ltd. | 78,797,553 | 85,040 | |
Power Assets Holdings Ltd. | 9,914,142 | 62,458 | |
Jardine Matheson Holdings Ltd. | 1,183,641 | 62,193 | |
MTR Corp. Ltd. | 10,447,516 | 54,774 | |
Wharf Real Estate Investment Co. Ltd. | 11,224,820 | 53,601 | |
Lenovo Group Ltd. | 54,147,583 | 50,883 | |
2 | WH Group Ltd. | 56,828,245 | 43,984 |
* | Sands China Ltd. | 17,413,162 | 41,891 |
Hongkong Land Holdings Ltd. | 8,152,249 | 40,942 | |
Sino Land Co. Ltd. | 26,263,541 | 38,783 | |
2 | Budweiser Brewing Co. APAC Ltd. | 12,277,977 | 36,842 |
New World Development Co. Ltd. | 10,215,114 | 36,796 | |
Henderson Land Development Co. Ltd. | 9,404,923 | 35,347 | |
Xinyi Glass Holdings Ltd. | 14,608,561 | 35,247 | |
*,2 | ESR Cayman Ltd. | 12,060,881 | 32,705 |
Wharf Holdings Ltd. | 8,852,675 | 32,260 | |
Want Want China Holdings Ltd. | 31,208,100 | 27,215 | |
CK Infrastructure Holdings Ltd. | 4,297,126 | 26,397 | |
1 | Orient Overseas International Ltd. | 956,033 | 25,472 |
Hang Lung Properties Ltd. | 13,157,040 | 25,035 | |
SITC International Holdings Co. Ltd. | 8,613,001 | 24,497 | |
Chow Tai Fook Jewellery Group Ltd. | 12,717,539 | 24,022 | |
Tingyi Cayman Islands Holding Corp. | 13,570,367 | 23,322 | |
PRADA SpA | 3,724,541 | 20,946 | |
Swire Pacific Ltd. Class A | 3,291,749 | 19,659 | |
ASM Pacific Technology Ltd. | 2,248,764 | 19,140 | |
Swire Properties Ltd. | 7,633,037 | 19,003 | |
*,2 | Samsonite International SA | 9,438,210 | 18,769 |
PCCW Ltd. | 29,931,015 | 15,823 |
Shares | Market Value• ($000) | ||
Minth Group Ltd. | 5,166,898 | 14,157 | |
Hysan Development Co. Ltd. | 4,484,459 | 13,529 | |
2 | BOC Aviation Ltd. | 1,531,083 | 12,945 |
Kerry Properties Ltd. | 4,377,898 | 12,174 | |
Pacific Basin Shipping Ltd. | 31,529,402 | 12,122 | |
Man Wah Holdings Ltd. | 11,184,225 | 12,077 | |
Hang Lung Group Ltd. | 6,304,531 | 11,900 | |
1 | AAC Technologies Holdings Inc. | 4,965,415 | 11,472 |
L'Occitane International SA | 3,269,563 | 10,251 | |
1 | Vitasoy International Holdings Ltd. | 5,789,657 | 10,149 |
*,1 | Microport Scientific Corp. | 3,479,570 | 10,105 |
NWS Holdings Ltd. | 10,236,381 | 9,726 | |
Bank of East Asia Ltd. | 6,910,465 | 9,725 | |
VTech Holdings Ltd. | 1,167,433 | 9,194 | |
Swire Pacific Ltd. Class B | 9,000,996 | 9,024 | |
*,1 | HUTCHMED China Ltd. | 3,611,101 | 8,929 |
* | NagaCorp Ltd. | 10,780,188 | 8,833 |
Fortune REIT | 9,784,109 | 8,116 | |
*,1 | Cathay Pacific Airways Ltd. | 7,212,621 | 7,920 |
Uni-President China Holdings Ltd. | 8,443,768 | 7,261 | |
* | Wynn Macau Ltd. | 10,476,643 | 7,139 |
Yue Yuen Industrial Holdings Ltd. | 5,112,606 | 6,658 | |
* | MMG Ltd. | 17,840,757 | 6,624 |
United Energy Group Ltd. | 54,483,725 | 6,511 | |
First Pacific Co. Ltd. | 16,547,671 | 6,432 | |
HKBN Ltd. | 5,660,897 | 6,427 | |
Dairy Farm International Holdings Ltd. | 2,188,602 | 6,419 | |
Luk Fook Holdings International Ltd. | 2,482,865 | 6,408 | |
* | Shangri-La Asia Ltd. | 7,779,232 | 6,311 |
*,1 | SJM Holdings Ltd. | 13,828,023 | 6,287 |
Champion REIT | 14,094,513 | 6,269 | |
2 | Js Global Lifestyle Co. Ltd. | 4,781,475 | 6,246 |
*,1 | Vobile Group Ltd. | 10,369,503 | 6,162 |
1 | Huabao International Holdings Ltd. | 7,083,883 | 5,468 |
1 | LK Technology Holdings Ltd. | 2,698,633 | 5,181 |
*,1 | Theme International Holdings Ltd. | 36,584,955 | 4,945 |
Vinda International Holdings Ltd. | 1,902,914 | 4,881 | |
2 | Asiainfo Technologies Ltd. | 2,762,597 | 4,783 |
Jinchuan Group International Resources Co. Ltd. | 34,724,007 | 4,568 | |
Towngas Smart Energy Co. Ltd. | 8,554,804 | 4,562 |
Shares | Market Value• ($000) | ||
Nexteer Automotive Group Ltd. | 6,052,198 | 4,373 | |
Lee & Man Paper Manufacturing Ltd. | 10,163,977 | 4,369 | |
Kerry Logistics Network Ltd. | 1,939,682 | 4,172 | |
* | Melco International Development Ltd. | 5,622,584 | 4,165 |
* | China Travel International Investment Hong Kong Ltd. | 18,509,588 | 3,872 |
Cafe de Coral Holdings Ltd. | 2,393,676 | 3,851 | |
VSTECS Holdings Ltd. | 4,660,556 | 3,737 | |
* | Esprit Holdings Ltd. (XHKG) | 20,111,136 | 3,629 |
Sunlight REIT | 7,660,147 | 3,564 | |
Truly International Holdings Ltd. | 11,507,954 | 3,538 | |
*,1 | Realord Group Holdings Ltd. | 2,621,192 | 3,520 |
CITIC Telecom International Holdings Ltd. | 10,397,165 | 3,443 | |
SUNeVision Holdings Ltd. | 4,381,502 | 3,346 | |
Shui On Land Ltd. | 24,167,784 | 3,272 | |
K Wah International Holdings Ltd. | 8,846,668 | 3,258 | |
Johnson Electric Holdings Ltd. | 2,504,040 | 3,250 | |
*,1 | MGM China Holdings Ltd. | 5,392,932 | 3,066 |
EC Healthcare | 3,031,202 | 3,059 | |
1 | Hong Kong Technology Venture Co. Ltd. | 3,870,146 | 3,051 |
*,1 | OCI International Holdings Ltd. | 6,861,241 | 3,008 |
Haitong International Securities Group Ltd. | 20,702,366 | 2,957 | |
Dah Sing Financial Holdings Ltd. | 1,029,543 | 2,943 | |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 1,805,245 | 2,928 | |
*,2 | Hua Medicine | 6,103,073 | 2,902 |
Stella International Holdings Ltd. | 3,028,515 | 2,890 | |
* | FIH Mobile Ltd. | 20,048,087 | 2,868 |
*,1 | Cosmopolitan International Holdings Ltd. | 13,398,999 | 2,822 |
* | Cowell e Holdings Inc. | 2,116,268 | 2,758 |
Prosperity REIT | 8,502,884 | 2,598 | |
Canvest Environmental Protection Group Co. Ltd. | 4,893,455 | 2,544 | |
Value Partners Group Ltd. | 6,682,165 | 2,522 | |
IGG Inc. | 5,794,970 | 2,516 | |
Far East Consortium International Ltd. | 7,556,342 | 2,411 |
Shares | Market Value• ($000) | ||
United Laboratories International Holdings Ltd. | 3,707,064 | 2,205 | |
Texhong Textile Group Ltd. | 2,074,858 | 2,194 | |
Dah Sing Banking Group Ltd. | 2,699,626 | 2,192 | |
*,1 | C-Mer Eye Care Holdings Ltd. | 3,381,601 | 2,124 |
China Tobacco International HK Co. Ltd. | 1,300,456 | 2,114 | |
*,2 | Jacobio Pharmaceuticals Group Co. Ltd. | 2,603,812 | 2,037 |
Guotai Junan International Holdings Ltd. | 17,087,503 | 2,030 | |
2 | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 3,632,824 | 1,992 |
*,1,2 | Everest Medicines Ltd. | 689,009 | 1,980 |
Chow Sang Sang Holdings International Ltd. | 1,748,991 | 1,953 | |
Giordano International Ltd. | 7,839,774 | 1,857 | |
*,2 | Frontage Holdings Corp. | 4,596,348 | 1,838 |
* | Shun Tak Holdings Ltd. | 9,005,763 | 1,807 |
Sun Hung Kai & Co. Ltd. | 3,830,130 | 1,792 | |
*,1,2 | Antengene Corp. Ltd. | 1,953,569 | 1,761 |
Powerlong Real Estate Holdings Ltd. | 10,225,943 | 1,711 | |
Asia Cement China Holdings Corp. | 3,078,794 | 1,689 | |
Pou Sheng International Holdings Ltd. | 14,521,211 | 1,645 | |
1 | Vesync Co. Ltd. | 2,690,865 | 1,642 |
*,1,2 | JW Cayman Therapeutics Co. Ltd. (XHKG) | 1,542,426 | 1,599 |
Dynam Japan Holdings Co. Ltd. | 1,779,917 | 1,592 | |
Road King Infrastructure Ltd. | 2,207,656 | 1,578 | |
*,1 | GCL New Energy Holdings Ltd. | 61,237,949 | 1,575 |
Singamas Container Holdings Ltd. | 10,297,574 | 1,568 | |
Hutchison Telecommunications Hong Kong Holdings Ltd. | 8,130,014 | 1,555 | |
SmarTone Telecommunications Holdings Ltd. | 2,725,909 | 1,438 | |
* | Apollo Future Mobility Group Ltd. | 32,863,237 | 1,429 |
Pacific Textiles Holdings Ltd. | 3,491,659 | 1,396 |
Shares | Market Value• ($000) | ||
*,1 | Sa Sa International Holdings Ltd. | 7,488,035 | 1,376 |
* | Lifestyle International Holdings Ltd. | 3,326,832 | 1,347 |
*,3 | Convoy | 62,200,399 | 1,324 |
2 | Crystal International Group Ltd. | 3,723,261 | 1,288 |
CITIC Resources Holdings Ltd. | 17,603,284 | 1,173 | |
*,1 | Television Broadcasts Ltd. | 1,993,005 | 1,097 |
*,1,2 | FIT Hon Teng Ltd. | 7,154,481 | 977 |
*,1 | Digital Domain Holdings Ltd. | 15,891,399 | 950 |
* | Chinese Estates Holdings Ltd. | 3,163,788 | 901 |
Powerlong Commercial Management Holdings Ltd. | 1,266,184 | 862 | |
Texwinca Holdings Ltd. | 4,482,702 | 848 | |
2 | IMAX China Holding Inc. | 717,921 | 726 |
*,1 | Glory Sun Financial Group Ltd. | 119,255,936 | 708 |
1 | CMBC Capital Holdings Ltd. | 2,532,178 | 678 |
1 | Lee's Pharmaceutical Holdings Ltd. | 2,077,069 | 530 |
1,2 | VPower Group International Holdings Ltd. | 4,697,279 | 505 |
*,1 | Macau Legend Development Ltd. | 9,125,914 | 463 |
*,3 | MH Development NPV | 2,274,000 | 336 |
* | China LNG Group Ltd. | 5,218,115 | 267 |
*,3 | Brightoil | 10,098,301 | 257 |
*,3 | Suncity Group Holdings Ltd. | 2,046,409 | 15 |
*,3 | Agritrade Resources Ltd. | 14,695,000 | — |
*,3 | Microport Rights Exp. 7/29/22 | 1,287 | — |
3,917,279 | |||
Ireland (0.2%) | |||
Kerry Group plc Class A | 1,116,647 | 106,787 | |
Kingspan Group plc | 1,094,557 | 65,817 | |
Bank of Ireland Group plc | 6,609,064 | 41,773 | |
AIB Group plc | 6,690,896 | 15,271 | |
Glanbia plc (XDUB) | 1,335,649 | 14,502 | |
* | Dalata Hotel Group plc | 1,597,581 | 5,828 |
*,3 | Irish Bank Resolution Corp. | 257,065 | — |
249,978 | |||
Israel (0.7%) | |||
Bank Leumi Le-Israel BM | 11,140,651 | 99,665 | |
* | Nice Ltd. | 460,915 | 88,942 |
Bank Hapoalim BM | 9,713,017 | 81,562 |
Shares | Market Value• ($000) | ||
* | Teva Pharmaceutical Industries Ltd. | 7,230,239 | 54,732 |
ICL Group Ltd. | 5,223,495 | 47,716 | |
Israel Discount Bank Ltd. Class A | 8,975,484 | 46,999 | |
Elbit Systems Ltd. | 177,949 | 40,871 | |
* | Tower Semiconductor Ltd. | 792,506 | 36,966 |
Mizrahi Tefahot Bank Ltd. | 990,664 | 32,980 | |
Bezeq The Israeli Telecommunication Corp. Ltd. | 14,801,683 | 23,072 | |
Azrieli Group Ltd. | 266,140 | 18,737 | |
* | Nova Ltd. | 205,457 | 18,006 |
First International Bank of Israel Ltd. | 378,202 | 14,172 | |
Mivne Real Estate KD Ltd. | 4,828,853 | 14,123 | |
* | Enlight Renewable Energy Ltd. | 6,848,589 | 13,110 |
* | Israel Corp. Ltd. | 26,691 | 11,831 |
Alony Hetz Properties & Investments Ltd. | 771,684 | 9,722 | |
Big Shopping Centers Ltd. | 73,891 | 9,145 | |
* | Paz Oil Co. Ltd. | 71,716 | 8,626 |
Phoenix Holdings Ltd. | 861,726 | 8,556 | |
* | Melisron Ltd. | 126,982 | 8,517 |
* | Airport City Ltd. | 492,154 | 8,451 |
* | Clal Insurance Enterprises Holdings Ltd. | 460,143 | 8,233 |
Harel Insurance Investments & Financial Services Ltd. | 812,758 | 7,961 | |
Strauss Group Ltd. | 299,177 | 7,368 | |
* | Delek Group Ltd. | 55,561 | 7,219 |
* | Amot Investments Ltd. | 1,193,797 | 7,215 |
Electra Ltd. | 12,848 | 7,167 | |
REIT 1 Ltd. | 1,358,245 | 7,136 | |
Shapir Engineering and Industry Ltd. | 799,654 | 6,554 | |
* | Shikun & Binui Ltd. | 1,597,119 | 6,550 |
Ashtrom Group Ltd. | 273,130 | 6,047 | |
Shufersal Ltd. | 894,920 | 5,895 | |
AFI Properties Ltd. | 118,688 | 5,733 | |
Fox Wizel Ltd. | 49,646 | 5,668 | |
Matrix IT Ltd. | 232,983 | 5,429 | |
* | OPC Energy Ltd. | 547,745 | 5,396 |
Hilan Ltd. | 101,550 | 5,371 | |
* | Perion Network Ltd. | 284,495 | 5,225 |
* | Partner Communications Co. Ltd. | 727,266 | 5,194 |
FIBI Holdings Ltd. | 121,527 | 5,118 | |
Formula Systems 1985 Ltd. | 53,940 | 4,893 | |
Isracard Ltd. | 1,350,085 | 4,832 | |
One Software Technologies Ltd. | 301,645 | 4,781 | |
Summit Real Estate Holdings Ltd. | 295,838 | 4,741 | |
* | Camtek Ltd. | 194,444 | 4,734 |
Shares | Market Value• ($000) | ||
Sapiens International Corp. NV | 199,620 | 4,723 | |
Kenon Holdings Ltd. | 116,360 | 4,701 | |
Mega Or Holdings Ltd. | 147,132 | 4,456 | |
Energix-Renewable Energies Ltd. | 1,460,098 | 4,450 | |
Maytronics Ltd. | 310,936 | 4,405 | |
Elco Ltd. | 67,540 | 4,366 | |
Sella Capital Real Estate Ltd. | 1,555,194 | 4,257 | |
Danel Adir Yeoshua Ltd. | 32,863 | 4,163 | |
AudioCodes Ltd. | 185,648 | 4,069 | |
Delek Automotive Systems Ltd. | 366,890 | 4,006 | |
Oil Refineries Ltd. | 11,017,977 | 3,959 | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 54,975 | 3,941 | |
* | Fattal Holdings 1998 Ltd. | 36,158 | 3,785 |
Israel Canada T.R Ltd. | 961,821 | 3,731 | |
* | Equital Ltd. | 117,422 | 3,728 |
Migdal Insurance & Financial Holdings Ltd. | 2,292,348 | 3,423 | |
Delta Galil Industries Ltd. | 67,165 | 3,313 | |
* | Gazit-Globe Ltd. | 542,751 | 3,107 |
* | Cellcom Israel Ltd. | 623,021 | 3,083 |
* | Menora Mivtachim Holdings Ltd. | 161,776 | 2,982 |
Gav-Yam Lands Corp. Ltd. | 222,541 | 1,853 | |
* | Naphtha Israel Petroleum Corp. Ltd. | 278,268 | 1,843 |
IDI Insurance Co. Ltd. | 59,336 | 1,549 | |
* | Gilat Satellite Networks Ltd. | 205,065 | 1,236 |
* | Allot Ltd. | 231,923 | 1,170 |
* | Compugen Ltd. | 573,940 | 1,028 |
* | Kamada Ltd. | 209,172 | 954 |
929,242 | |||
Italy (2.0%) | |||
Enel SpA | 56,351,919 | 309,046 | |
Intesa Sanpaolo SpA | 120,323,974 | 225,183 | |
Eni SpA | 17,885,206 | 212,130 | |
Stellantis NV | 14,698,220 | 182,475 | |
Ferrari NV | 872,378 | 160,550 | |
Assicurazioni Generali SpA | 9,440,513 | 150,791 | |
UniCredit SpA | 15,083,605 | 144,144 | |
Atlantia SpA | 3,661,100 | 85,942 | |
Snam SpA (MTAA) | 16,142,086 | 84,687 | |
CNH Industrial NV | 7,154,356 | 82,743 | |
Terna - Rete Elettrica Nazionale | 10,207,783 | 80,256 | |
Moncler SpA | 1,566,883 | 67,511 | |
FinecoBank Banca Fineco SpA | 4,438,569 | 53,248 | |
Prysmian SpA | 1,916,021 | 52,639 | |
EXOR NV | 747,773 | 46,728 | |
*,2 | Nexi SpA | 5,490,971 | 45,599 |
Shares | Market Value• ($000) | ||
Tenaris SA | 3,385,759 | 43,487 | |
Mediobanca Banca di Credito Finanziario SpA | 4,842,572 | 41,998 | |
Davide Campari-Milano NV | 3,605,608 | 38,038 | |
2 | Poste Italiane SpA | 3,330,568 | 31,162 |
Recordati Industria Chimica e Farmaceutica SpA | 699,776 | 30,517 | |
Leonardo SpA | 2,919,516 | 29,621 | |
Amplifon SpA | 933,894 | 28,712 | |
Banco BPM SpA | 9,956,892 | 28,424 | |
2 | Infrastrutture Wireless Italiane SpA | 2,559,355 | 26,019 |
Interpump Group SpA | 578,439 | 22,147 | |
DiaSorin SpA | 164,243 | 21,600 | |
* | Telecom Italia SpA | 80,007,492 | 20,979 |
Italgas SpA | 3,584,162 | 20,915 | |
Reply SpA | 163,265 | 19,861 | |
Hera SpA | 5,707,453 | 16,539 | |
Unipol Gruppo SpA | 3,497,838 | 15,933 | |
ERG SpA | 480,793 | 14,989 | |
2 | Pirelli & C SpA | 3,560,387 | 14,491 |
A2A SpA | 10,991,094 | 13,986 | |
Azimut Holding SpA | 772,595 | 13,448 | |
BPER Banca | 7,696,579 | 12,686 | |
Banca Mediolanum SpA | 1,759,491 | 11,609 | |
Banca Generali SpA | 403,471 | 11,423 | |
Brunello Cucinelli SpA | 243,888 | 11,016 | |
* | Telecom Italia SpA Savings Shares | 41,935,647 | 10,492 |
Brembo SpA | 1,066,517 | 10,399 | |
Iren SpA | 4,688,006 | 10,257 | |
Buzzi Unicem SpA | 622,550 | 10,219 | |
Banca Popolare di Sondrio SpA | 2,853,007 | 9,855 | |
De' Longhi SpA | 501,143 | 9,345 | |
* | Autogrill SpA | 1,368,929 | 9,109 |
2 | BFF Bank SpA | 1,326,288 | 8,925 |
Salvatore Ferragamo SpA | 499,166 | 7,711 | |
* | Iveco Group NV | 1,447,320 | 7,663 |
*,2 | Enav SpA | 1,798,914 | 7,546 |
1 | UnipolSai Assicurazioni SpA | 3,049,319 | 7,313 |
Sesa SpA | 51,619 | 6,577 | |
2 | Technogym SpA | 969,327 | 6,338 |
2 | Carel Industries SpA | 315,736 | 6,281 |
2 | Anima Holding SpA | 1,685,243 | 6,197 |
* | Saras SpA | 3,961,490 | 5,780 |
Tamburi Investment Partners SpA | 744,302 | 5,727 | |
El.En. SpA | 366,282 | 4,757 | |
ACEA SpA | 310,370 | 4,601 | |
SOL SpA | 259,501 | 4,482 | |
*,2 | GVS SpA | 492,478 | 4,026 |
Danieli & C Officine Meccaniche SpA Savings Shares | 275,676 | 3,885 | |
* | Intercos SpA | 276,968 | 3,651 |
1 | Webuild SpA (MTAA) | 2,340,897 | 3,642 |
2 | RAI Way SpA | 668,708 | 3,577 |
Shares | Market Value• ($000) | ||
MARR SpA | 246,613 | 3,405 | |
1 | Maire Tecnimont SpA | 1,178,132 | 3,395 |
Sanlorenzo SpA | 98,469 | 3,309 | |
Credito Emiliano SpA | 589,409 | 3,252 | |
Tinexta SpA | 138,119 | 3,236 | |
Gruppo MutuiOnline SpA | 119,669 | 3,032 | |
Piaggio & C SpA | 1,237,419 | 2,904 | |
Italmobiliare SpA | 101,377 | 2,804 | |
* | CIR SpA-Compagnie Industriali | 6,557,019 | 2,770 |
Zignago Vetro SpA | 216,864 | 2,649 | |
2 | doValue SpA | 418,689 | 2,479 |
Banca IFIS SpA | 170,410 | 2,425 | |
Cementir Holding NV | 335,299 | 2,179 | |
Danieli & C Officine Meccaniche SpA | 100,566 | 2,067 | |
1 | Societa Cattolica Di Assicurazione SpA | 286,994 | 2,033 |
*,1 | Tod's SpA | 63,801 | 1,991 |
*,1 | Fincantieri SpA | 3,563,225 | 1,977 |
Immobiliare Grande Distribuzione SIIQ SpA | 512,901 | 1,912 | |
Arnoldo Mondadori Editore SpA | 916,963 | 1,646 | |
*,1 | Juventus Football Club SpA | 3,973,986 | 1,509 |
1 | MFE-MediaForEurope NV Class B | 2,012,358 | 1,419 |
1 | Biesse SpA | 101,247 | 1,346 |
*,1 | Banca Monte dei Paschi di Siena SpA | 2,152,368 | 1,224 |
Datalogic SpA | 136,010 | 1,015 | |
*,1 | MFE-MediaForEurope NV Class A | 1,882,521 | 864 |
Rizzoli Corriere Della Sera Mediagroup SpA | 735,649 | 491 | |
1 | Saipem SpA | 84,286 | 226 |
*,1 | Webuild SpA | 196,679 | 72 |
2,759,258 | |||
Japan (20.2%) | |||
Toyota Motor Corp. | 88,021,842 | 1,358,116 | |
Sony Group Corp. | 8,957,364 | 730,534 | |
Keyence Corp. | 1,412,943 | 484,552 | |
Mitsubishi UFJ Financial Group Inc. | 88,276,170 | 472,282 | |
KDDI Corp. | 11,854,990 | 373,840 | |
Tokyo Electron Ltd. | 1,073,008 | 350,223 | |
Daiichi Sankyo Co. Ltd. | 13,629,347 | 346,628 | |
Nintendo Co. Ltd. | 761,104 | 327,318 | |
Shin-Etsu Chemical Co. Ltd. | 2,877,872 | 323,504 | |
Hitachi Ltd. | 6,712,690 | 319,323 | |
Daikin Industries Ltd. | 1,922,448 | 308,667 | |
SoftBank Group Corp. | 7,910,348 | 306,593 | |
Takeda Pharmaceutical Co. Ltd. | 10,629,790 | 298,573 | |
Honda Motor Co. Ltd. | 12,270,267 | 295,850 |
Shares | Market Value• ($000) | ||
Recruit Holdings Co. Ltd. | 10,008,753 | 294,762 | |
Sumitomo Mitsui Financial Group Inc. | 9,405,678 | 279,585 | |
Tokio Marine Holdings Inc. | 4,563,479 | 266,105 | |
ITOCHU Corp. | 9,698,927 | 261,657 | |
Mitsubishi Corp. | 8,680,051 | 258,502 | |
Mitsui & Co. Ltd. | 11,293,447 | 248,168 | |
Nippon Telegraph & Telephone Corp. | 8,567,587 | 246,174 | |
Murata Manufacturing Co. Ltd. | 4,131,375 | 224,860 | |
Softbank Corp. | 19,814,889 | 219,996 | |
Hoya Corp. | 2,562,767 | 219,329 | |
FANUC Corp. | 1,391,234 | 218,061 | |
Seven & i Holdings Co. Ltd. | 5,575,263 | 216,322 | |
Mizuho Financial Group Inc. | 18,382,831 | 209,287 | |
Astellas Pharma Inc. | 13,246,202 | 206,663 | |
Nidec Corp. | 3,328,692 | 206,269 | |
Fast Retailing Co. Ltd. | 372,607 | 195,722 | |
Oriental Land Co. Ltd. | 1,359,544 | 189,863 | |
Olympus Corp. | 9,094,786 | 184,308 | |
SMC Corp. | 408,983 | 182,055 | |
Denso Corp. | 3,243,885 | 171,220 | |
Fujitsu Ltd. | 1,345,795 | 168,397 | |
1 | Canon Inc. | 7,207,572 | 163,334 |
Mitsubishi Electric Corp. | 14,085,347 | 151,406 | |
1 | Bridgestone Corp. | 4,143,233 | 151,060 |
Central Japan Railway Co. | 1,313,217 | 150,932 | |
1 | Japan Tobacco Inc. | 8,578,421 | 148,654 |
Komatsu Ltd. | 6,634,442 | 147,730 | |
ORIX Corp. | 8,669,514 | 145,300 | |
Terumo Corp. | 4,779,276 | 144,578 | |
Mitsui Fudosan Co. Ltd. | 6,586,763 | 141,516 | |
FUJIFILM Holdings Corp. | 2,564,036 | 137,769 | |
Kao Corp. | 3,353,369 | 135,977 | |
East Japan Railway Co. | 2,616,067 | 133,810 | |
Dai-ichi Life Holdings Inc. | 7,098,138 | 131,283 | |
Panasonic Corp. | 15,446,722 | 124,720 | |
Toshiba Corp. | 3,052,953 | 124,042 | |
Chugai Pharmaceutical Co. Ltd. | 4,708,164 | 120,437 | |
Mitsubishi Estate Co. Ltd. | 8,154,143 | 118,181 | |
Kyocera Corp. | 2,204,210 | 117,829 | |
Kubota Corp. | 7,833,199 | 117,389 | |
Asahi Group Holdings Ltd. | 3,516,686 | 115,648 | |
Japan Post Holdings Co. Ltd. | 15,919,136 | 113,900 | |
Shiseido Co. Ltd. | 2,811,475 | 113,323 | |
Sumitomo Corp. | 8,122,339 | 110,411 | |
Daiwa House Industry Co. Ltd. | 4,644,379 | 108,618 |
Shares | Market Value• ($000) | ||
Otsuka Holdings Co. Ltd. | 3,033,361 | 108,281 | |
Suzuki Motor Corp. | 3,275,621 | 102,979 | |
MS&AD Insurance Group Holdings Inc. | 3,340,162 | 102,421 | |
Sompo Holdings Inc. | 2,301,308 | 101,644 | |
Shionogi & Co. Ltd. | 1,967,580 | 100,422 | |
Marubeni Corp. | 11,190,689 | 100,398 | |
Bandai Namco Holdings Inc. | 1,411,080 | 99,612 | |
Unicharm Corp. | 2,810,132 | 94,300 | |
1 | Shimano Inc. | 556,446 | 93,737 |
Aeon Co. Ltd. | 5,097,634 | 88,547 | |
M3 Inc. | 3,053,399 | 87,892 | |
1 | Kirin Holdings Co. Ltd. | 5,539,067 | 87,501 |
Secom Co. Ltd. | 1,396,469 | 86,225 | |
Ajinomoto Co. Inc. | 3,462,408 | 84,433 | |
Sysmex Corp. | 1,374,410 | 82,933 | |
Nippon Steel Corp. | 5,912,265 | 82,743 | |
Sumitomo Mitsui Trust Holdings Inc. | 2,646,855 | 81,804 | |
ENEOS Holdings Inc. | 21,661,442 | 81,508 | |
Eisai Co. Ltd. | 1,912,533 | 80,862 | |
TDK Corp. | 2,604,105 | 80,514 | |
Nippon Yusen KK | 1,163,307 | 79,762 | |
Nomura Holdings Inc. | 21,718,165 | 78,904 | |
Subaru Corp. | 4,412,058 | 78,042 | |
Ono Pharmaceutical Co. Ltd. | 3,030,157 | 77,843 | |
1 | Inpex Corp. | 7,182,730 | 77,001 |
Nomura Research Institute Ltd. | 2,822,533 | 75,747 | |
Sumitomo Realty & Development Co. Ltd. | 2,860,173 | 75,505 | |
NEC Corp. | 1,899,961 | 74,131 | |
Advantest Corp. | 1,377,322 | 74,068 | |
Mitsubishi Heavy Industries Ltd. | 2,069,496 | 72,332 | |
Sekisui House Ltd. | 4,092,669 | 71,848 | |
Toyota Industries Corp. | 1,158,707 | 71,848 | |
Kikkoman Corp. | 1,319,003 | 70,193 | |
Nitto Denko Corp. | 1,061,984 | 68,688 | |
Obic Co. Ltd. | 482,649 | 68,636 | |
Asahi Kasei Corp. | 8,955,035 | 68,124 | |
Omron Corp. | 1,329,150 | 67,649 | |
* | Renesas Electronics Corp. | 7,264,012 | 65,735 |
1 | Lasertec Corp. | 549,630 | 65,463 |
Tokyo Gas Co. Ltd. | 3,056,377 | 63,341 | |
NTT Data Corp. | 4,557,480 | 63,225 | |
Toray Industries Inc. | 10,977,939 | 61,793 | |
Shimadzu Corp. | 1,944,688 | 61,638 | |
West Japan Railway Co. | 1,671,904 | 61,507 | |
Nexon Co. Ltd. | 2,952,795 | 60,635 | |
Yaskawa Electric Corp. | 1,866,576 | 60,287 | |
Sumitomo Electric Industries Ltd. | 5,448,517 | 60,209 | |
Resona Holdings Inc. | 15,613,404 | 58,402 | |
1 | Mitsui OSK Lines Ltd. | 2,413,339 | 55,518 |
Shares | Market Value• ($000) | ||
Japan Exchange Group Inc. | 3,826,786 | 55,468 | |
Nippon Building Fund Inc. | 11,056 | 55,177 | |
Yakult Honsha Co. Ltd. | 954,350 | 55,046 | |
Z Holdings Corp. | 18,882,760 | 54,912 | |
1 | Nippon Paint Holdings Co. Ltd. | 7,338,687 | 54,909 |
Nissan Motor Co. Ltd. | 13,985,761 | 54,777 | |
Osaka Gas Co. Ltd. | 2,853,939 | 54,696 | |
Sumitomo Metal Mining Co. Ltd. | 1,714,542 | 53,158 | |
Toyota Tsusho Corp. | 1,613,446 | 52,603 | |
Kansai Electric Power Co. Inc. | 5,259,676 | 52,063 | |
SG Holdings Co. Ltd. | 3,067,293 | 51,868 | |
Nitori Holdings Co. Ltd. | 541,188 | 51,501 | |
Chubu Electric Power Co. Inc. | 5,059,233 | 50,944 | |
Mitsubishi Chemical Holdings Corp. | 9,229,007 | 50,147 | |
MINEBEA MITSUMI Inc. | 2,938,847 | 50,088 | |
Disco Corp. | 201,248 | 47,889 | |
Daiwa Securities Group Inc. | 10,575,186 | 47,352 | |
* | Tokyo Electric Power Co. Holdings Inc. | 11,273,323 | 47,159 |
1 | AGC Inc. | 1,336,212 | 46,951 |
MEIJI Holdings Co. Ltd. | 941,735 | 46,275 | |
Pan Pacific International Holdings Corp. | 2,896,799 | 46,184 | |
1 | Dentsu Group Inc. | 1,528,238 | 46,073 |
Yamaha Corp. | 1,103,665 | 45,499 | |
TIS Inc. | 1,702,825 | 44,803 | |
T&D Holdings Inc. | 3,676,050 | 44,004 | |
Nissan Chemical Corp. | 951,028 | 43,897 | |
Makita Corp. | 1,766,193 | 43,778 | |
Japan Real Estate Investment Corp. | 9,407 | 43,316 | |
Hankyu Hanshin Holdings Inc. | 1,572,180 | 42,941 | |
Sumitomo Chemical Co. Ltd. | 10,919,923 | 42,737 | |
MISUMI Group Inc. | 2,016,835 | 42,595 | |
Tokyu Corp. | 3,537,781 | 41,758 | |
Rohm Co. Ltd. | 594,785 | 41,694 | |
Taisei Corp. | 1,336,602 | 41,675 | |
1 | Yamaha Motor Co. Ltd. | 2,262,595 | 41,547 |
Nippon Prologis REIT Inc. | 16,744 | 41,240 | |
Trend Micro Inc. | 842,881 | 41,235 | |
Isuzu Motors Ltd. | 3,727,580 | 41,232 | |
Dai Nippon Printing Co. Ltd. | 1,912,773 | 41,145 | |
Nomura Real Estate Master Fund Inc. | 32,647 | 40,779 | |
Kintetsu Group Holdings Co. Ltd. | 1,304,072 | 40,572 | |
Kyowa Kirin Co. Ltd. | 1,797,032 | 40,571 |
Shares | Market Value• ($000) | ||
Daito Trust Construction Co. Ltd. | 468,546 | 40,532 | |
Idemitsu Kosan Co. Ltd. | 1,696,353 | 40,524 | |
Daifuku Co. Ltd. | 699,607 | 40,039 | |
JFE Holdings Inc. | 3,718,414 | 39,118 | |
Japan Metropolitan Fund Investment | 49,767 | 38,777 | |
Aisin Corp. | 1,251,407 | 38,732 | |
Yamato Holdings Co. Ltd. | 2,377,637 | 38,050 | |
Konami Holdings Corp. | 681,188 | 37,739 | |
Fuji Electric Co. Ltd. | 910,945 | 37,662 | |
GLP J-REIT | 30,726 | 37,653 | |
Kawasaki Kisen Kaisha Ltd. | 599,721 | 36,697 | |
Kajima Corp. | 3,143,251 | 36,042 | |
Hamamatsu Photonics KK | 923,364 | 35,972 | |
Lixil Corp. | 1,909,915 | 35,898 | |
MatsukiyoCocokara & Co. | 887,374 | 35,885 | |
Obayashi Corp. | 4,867,184 | 35,400 | |
Daiwa House REIT Investment Corp. | 15,466 | 35,153 | |
TOTO Ltd. | 1,046,151 | 34,640 | |
Suntory Beverage & Food Ltd. | 914,153 | 34,521 | |
SBI Holdings Inc. | 1,751,612 | 34,226 | |
Nissin Foods Holdings Co. Ltd. | 494,925 | 34,185 | |
JSR Corp. | 1,310,335 | 34,051 | |
Ricoh Co. Ltd. | 4,324,013 | 33,758 | |
Mazda Motor Corp. | 4,133,017 | 33,736 | |
Tobu Railway Co. Ltd. | 1,473,247 | 33,629 | |
Sekisui Chemical Co. Ltd. | 2,448,240 | 33,565 | |
TOPPAN Inc. | 1,970,360 | 32,873 | |
Capcom Co. Ltd. | 1,312,797 | 31,935 | |
SUMCO Corp. | 2,428,884 | 31,587 | |
Hirose Electric Co. Ltd. | 235,402 | 31,257 | |
Taiyo Yuden Co. Ltd. | 888,942 | 30,292 | |
CyberAgent Inc. | 3,021,962 | 30,276 | |
Odakyu Electric Railway Co. Ltd. | 2,236,616 | 30,176 | |
Keio Corp. | 839,094 | 30,101 | |
Brother Industries Ltd. | 1,704,296 | 29,986 | |
Toho Co. Ltd. (XTKS) | 806,483 | 29,215 | |
Yokogawa Electric Corp. | 1,752,016 | 28,984 | |
Kurita Water Industries Ltd. | 793,969 | 28,740 | |
Concordia Financial Group Ltd. | 8,014,081 | 27,826 | |
Oji Holdings Corp. | 6,422,251 | 27,823 | |
Keisei Electric Railway Co. Ltd. | 1,005,294 | 27,758 | |
Seiko Epson Corp. | 1,959,748 | 27,725 | |
NIPPON Experes Holding Inc. | 499,561 | 27,213 | |
Kobayashi Pharmaceutical Co. Ltd. | 437,537 | 27,097 |
Shares | Market Value• ($000) | ||
Nikon Corp. | 2,334,263 | 26,918 | |
Mitsui Chemicals Inc. | 1,254,936 | 26,767 | |
Rakuten Group Inc. | 5,901,063 | 26,682 | |
Koito Manufacturing Co. Ltd. | 827,544 | 26,284 | |
BayCurrent Consulting Inc. | 98,264 | 26,271 | |
Orix JREIT Inc. | 19,173 | 26,048 | |
USS Co. Ltd. | 1,500,526 | 26,007 | |
NGK Spark Plug Co. Ltd. | 1,414,257 | 25,654 | |
Toyo Suisan Kaisha Ltd. | 656,123 | 25,617 | |
1 | MonotaRO Co. Ltd. | 1,694,319 | 25,269 |
Tosoh Corp. | 2,025,493 | 25,195 | |
NGK Insulators Ltd. | 1,868,933 | 25,179 | |
Advance Residence Investment Corp. | 9,418 | 25,096 | |
Square Enix Holdings Co. Ltd. | 562,507 | 24,968 | |
IHI Corp. | 932,561 | 24,913 | |
Kobe Bussan Co. Ltd. | 1,009,826 | 24,823 | |
Azbil Corp. | 936,302 | 24,685 | |
Ebara Corp. | 659,642 | 24,649 | |
Marui Group Co. Ltd. | 1,388,785 | 24,314 | |
Chiba Bank Ltd. | 4,386,045 | 24,008 | |
Kyushu Railway Co. | 1,145,302 | 23,879 | |
Sojitz Corp. | 1,672,982 | 23,713 | |
Persol Holdings Co. Ltd. | 1,279,056 | 23,353 | |
Hulic Co. Ltd. | 2,999,282 | 23,263 | |
Japan Post Bank Co. Ltd. | 2,978,572 | 23,190 | |
Tokyu Fudosan Holdings Corp. | 4,391,944 | 23,112 | |
Japan Post Insurance Co. Ltd. | 1,439,950 | 23,046 | |
Nippon Shinyaku Co. Ltd. | 374,105 | 22,836 | |
Hoshizaki Corp. | 764,032 | 22,773 | |
United Urban Investment Corp. | 21,661 | 22,771 | |
Asics Corp. | 1,244,765 | 22,546 | |
Bank of Kyoto Ltd. | 525,949 | 22,511 | |
NH Foods Ltd. | 708,734 | 22,200 | |
Ibiden Co. Ltd. | 780,138 | 22,102 | |
Otsuka Corp. | 740,913 | 22,050 | |
Haseko Corp. | 1,871,401 | 21,980 | |
Showa Denko KK | 1,288,306 | 21,912 | |
Nisshin Seifun Group Inc. | 1,871,672 | 21,904 | |
Nagoya Railroad Co. Ltd. | 1,418,233 | 21,870 | |
* | Hitachi Metals Ltd. | 1,438,845 | 21,781 |
Kyushu Electric Power Co. Inc. | 3,385,815 | 21,769 | |
Shizuoka Bank Ltd. | 3,589,045 | 21,609 | |
Open House Co. Ltd. | 541,482 | 21,554 | |
Mitsubishi HC Capital Inc. (XTKS) | 4,663,952 | 21,526 | |
Shimizu Corp. | 3,875,051 | 21,407 | |
Asahi Intecc Co. Ltd. | 1,412,799 | 21,391 | |
GMO Payment Gateway Inc. | 298,283 | 21,247 | |
Fukuoka Financial Group Inc. | 1,173,438 | 21,134 |
Shares | Market Value• ($000) | ||
* | ANA Holdings Inc. | 1,137,307 | 21,008 |
Isetan Mitsukoshi Holdings Ltd. | 2,550,725 | 20,646 | |
Santen Pharmaceutical Co. Ltd. | 2,609,004 | 20,582 | |
Rohto Pharmaceutical Co. Ltd. | 707,281 | 20,506 | |
Nihon M&A Center Holdings Inc. | 1,910,607 | 20,367 | |
JGC Holdings Corp. | 1,564,582 | 20,096 | |
Electric Power Development Co. Ltd. | 1,206,564 | 19,948 | |
1 | Kuraray Co. Ltd. | 2,467,514 | 19,908 |
Keikyu Corp. | 1,813,596 | 19,872 | |
1 | Tokyo Tatemono Co. Ltd. | 1,439,788 | 19,863 |
Kawasaki Heavy Industries Ltd. | 1,057,657 | 19,850 | |
Lion Corp. | 1,788,252 | 19,798 | |
Nomura Real Estate Holdings Inc. | 801,125 | 19,600 | |
1 | Japan Prime Realty Investment Corp. | 6,629 | 19,504 |
1 | Nabtesco Corp. | 822,368 | 19,297 |
Yamada Denki Co. Ltd. | 5,354,987 | 19,257 | |
SCREEN Holdings Co. Ltd. | 281,467 | 19,098 | |
1 | Kose Corp. | 208,285 | 18,982 |
Mitsubishi Gas Chemical Co. Inc. | 1,300,481 | 18,813 | |
*,1 | Skylark Holdings Co. Ltd. | 1,599,780 | 18,760 |
Ito En Ltd. | 410,586 | 18,465 | |
Sega Sammy Holdings Inc. | 1,149,264 | 18,460 | |
Tohoku Electric Power Co. Inc. | 3,436,228 | 18,444 | |
* | Japan Airlines Co. Ltd. | 1,066,597 | 18,326 |
Industrial & Infrastructure Fund Investment Corp. | 13,779 | 18,245 | |
Sumitomo Heavy Industries Ltd. | 818,949 | 18,129 | |
Kansai Paint Co. Ltd. | 1,416,842 | 18,088 | |
NOF Corp. | 487,326 | 18,084 | |
Sekisui House REIT Inc. | 30,027 | 17,820 | |
Keihan Holdings Co. Ltd. | 709,632 | 17,686 | |
Rinnai Corp. | 256,369 | 17,660 | |
Itochu Techno-Solutions Corp. | 706,089 | 17,361 | |
NSK Ltd. | 3,198,093 | 17,206 | |
Koei Tecmo Holdings Co. Ltd. | 528,092 | 17,124 | |
Stanley Electric Co. Ltd. | 1,039,012 | 17,057 | |
Hitachi Construction Machinery Co. Ltd. | 767,645 | 17,052 | |
Nippon Accommodations Fund Inc. | 3,377 | 16,991 |
Shares | Market Value• ($000) | ||
Ryohin Keikaku Co. Ltd. | 1,727,408 | 16,922 | |
Zensho Holdings Co. Ltd. | 699,941 | 16,807 | |
Nippon Sanso Holdings Corp. | 1,044,107 | 16,717 | |
Amada Co. Ltd. | 2,252,433 | 16,606 | |
Japan Hotel REIT Investment Corp. | 32,809 | 16,451 | |
Alfresa Holdings Corp. | 1,223,511 | 16,450 | |
1 | Aozora Bank Ltd. | 841,207 | 16,371 |
1 | THK Co. Ltd. | 866,332 | 16,318 |
Air Water Inc. | 1,282,818 | 16,165 | |
1 | Hikari Tsushin Inc. | 156,810 | 16,120 |
Hakuhodo DY Holdings Inc. | 1,740,786 | 15,991 | |
LaSalle Logiport REIT | 12,958 | 15,944 | |
Iida Group Holdings Co. Ltd. | 1,038,421 | 15,942 | |
Food & Life Cos. Ltd. | 742,052 | 15,920 | |
Seibu Holdings Inc. | 1,507,438 | 15,885 | |
Activia Properties Inc. | 5,278 | 15,769 | |
TechnoPro Holdings Inc. | 778,590 | 15,629 | |
Nankai Electric Railway Co. Ltd. | 784,649 | 15,577 | |
Cosmo Energy Holdings Co. Ltd. | 564,524 | 15,567 | |
Toho Gas Co. Ltd. | 644,314 | 15,564 | |
Kakaku.com Inc. | 934,396 | 15,519 | |
SCSK Corp. | 913,644 | 15,516 | |
* | Mitsubishi Motors Corp. | 4,576,601 | 15,438 |
* | Japan Airport Terminal Co. Ltd. | 387,518 | 15,397 |
J Front Retailing Co. Ltd. | 1,801,221 | 15,377 | |
Denka Co. Ltd. | 624,727 | 15,138 | |
Suzuken Co. Ltd. | 535,786 | 15,103 | |
COMSYS Holdings Corp. | 793,220 | 15,101 | |
Tokyo Century Corp. | 452,280 | 15,026 | |
Japan Logistics Fund Inc. | 6,443 | 14,896 | |
Medipal Holdings Corp. | 1,054,096 | 14,870 | |
Hitachi Transport System Ltd. | 234,799 | 14,837 | |
Alps Alpine Co. Ltd. | 1,457,025 | 14,806 | |
Mitsui Fudosan Logistics Park Inc. | 3,890 | 14,717 | |
Welcia Holdings Co. Ltd. | 726,322 | 14,602 | |
SHO-BOND Holdings Co. Ltd. | 330,837 | 14,581 | |
Tsuruha Holdings Inc. | 267,311 | 14,546 | |
Mebuki Financial Group Inc. | 7,331,153 | 14,459 | |
Goldwin Inc. | 256,476 | 14,415 | |
ZOZO Inc. | 793,315 | 14,353 | |
Casio Computer Co. Ltd. | 1,545,808 | 14,344 | |
Kadokawa Corp. | 661,147 | 14,302 | |
Miura Co. Ltd. | 721,587 | 14,297 | |
Iwatani Corp. | 369,362 | 14,255 |
Shares | Market Value• ($000) | ||
Chugoku Electric Power Co. Inc. | 2,201,434 | 14,174 | |
1 | Sumitomo Forestry Co. Ltd. | 993,827 | 14,134 |
Shimamura Co. Ltd. | 159,232 | 13,991 | |
AEON REIT Investment Corp. | 12,381 | 13,987 | |
Internet Initiative Japan Inc. | 398,455 | 13,964 | |
Nifco Inc. | 596,534 | 13,952 | |
Teijin Ltd. | 1,325,315 | 13,799 | |
Kenedix Office Investment Corp. | 2,737 | 13,764 | |
1 | Kagome Co. Ltd. | 559,947 | 13,685 |
Kamigumi Co. Ltd. | 707,007 | 13,667 | |
Oracle Corp. Japan | 234,666 | 13,666 | |
Sanwa Holdings Corp. | 1,421,037 | 13,608 | |
1 | Frontier Real Estate Investment Corp. | 3,513 | 13,570 |
Sohgo Security Services Co. Ltd. | 488,081 | 13,553 | |
Nichirei Corp. | 753,645 | 13,115 | |
NET One Systems Co. Ltd. | 586,994 | 13,045 | |
Daiwa Securities Living Investments Corp. | 14,694 | 12,895 | |
1 | Yokohama Rubber Co. Ltd. | 950,743 | 12,888 |
Tokyo Ohka Kogyo Co. Ltd. | 261,703 | 12,808 | |
Mitsubishi Materials Corp. | 893,730 | 12,793 | |
* | Park24 Co. Ltd. | 925,112 | 12,792 |
Mori Hills REIT Investment Corp. | 11,372 | 12,786 | |
Hisamitsu Pharmaceutical Co. Inc. | 493,225 | 12,750 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 322,296 | 12,740 | |
Kewpie Corp. | 752,087 | 12,739 | |
Credit Saison Co. Ltd. | 1,104,827 | 12,679 | |
Fujitec Co. Ltd. | 566,327 | 12,521 | |
Relo Group Inc. | 769,996 | 12,419 | |
Taiheiyo Cement Corp. | 833,472 | 12,419 | |
ADEKA Corp. | 715,573 | 12,367 | |
Cosmos Pharmaceutical Corp. | 128,721 | 12,363 | |
Shinko Electric Industries Co. Ltd. | 477,472 | 12,332 | |
JTEKT Corp. | 1,625,423 | 12,220 | |
1 | Coca-Cola Bottlers Japan Holdings Inc. | 1,012,479 | 12,103 |
Ulvac Inc. | 353,382 | 12,036 | |
1 | Kenedix Residential Next Investment Corp. | 7,451 | 11,952 |
Nishi-Nippon Railroad Co. Ltd. | 555,823 | 11,914 | |
INFRONEER Holdings Inc. | 1,672,027 | 11,884 | |
Jeol Ltd. | 306,984 | 11,882 |
Shares | Market Value• ($000) | ||
Hachijuni Bank Ltd. | 3,216,557 | 11,878 | |
Horiba Ltd. | 278,133 | 11,865 | |
Lawson Inc. | 352,682 | 11,738 | |
Comforia Residential REIT Inc. | 4,715 | 11,664 | |
EXEO Group Inc. | 729,403 | 11,420 | |
Daicel Corp. | 1,843,041 | 11,394 | |
Zenkoku Hosho Co. Ltd. | 362,520 | 11,386 | |
1 | Sumitomo Rubber Industries Ltd. | 1,321,341 | 11,300 |
Sugi Holdings Co. Ltd. | 256,619 | 11,272 | |
Sharp Corp. | 1,436,897 | 11,115 | |
Dowa Holdings Co. Ltd. | 333,351 | 11,037 | |
Nihon Kohden Corp. | 536,337 | 10,992 | |
Nippon Gas Co. Ltd. | 771,939 | 10,991 | |
Penta-Ocean Construction Co. Ltd. | 2,037,030 | 10,988 | |
Fujikura Ltd. | 1,934,044 | 10,955 | |
Hulic REIT Inc. | 9,247 | 10,907 | |
1 | Tokai Carbon Co. Ltd. | 1,426,941 | 10,884 |
Kobe Steel Ltd. | 2,396,534 | 10,876 | |
House Foods Group Inc. | 520,645 | 10,865 | |
Toyo Seikan Group Holdings Ltd. | 1,034,933 | 10,855 | |
1 | Pigeon Corp. | 788,350 | 10,846 |
Konica Minolta Inc. | 3,244,492 | 10,814 | |
Mitsubishi Logistics Corp. | 451,243 | 10,809 | |
K's Holdings Corp | 1,105,304 | 10,791 | |
1 | Nippon Electric Glass Co. Ltd. | 561,070 | 10,746 |
Sundrug Co. Ltd. | 479,351 | 10,720 | |
Anritsu Corp. | 988,721 | 10,704 | |
Yamazaki Baking Co. Ltd. | 874,520 | 10,698 | |
Calbee Inc. | 530,438 | 10,691 | |
Ain Holdings Inc. | 199,484 | 10,682 | |
Mitsubishi Estate Logistics REIT Investment Corp. | 3,144 | 10,679 | |
1 | Ezaki Glico Co. Ltd. | 367,802 | 10,655 |
Tsumura & Co. | 471,653 | 10,608 | |
NTT UD REIT Investment Corp. | 9,668 | 10,558 | |
Invincible Investment Corp. | 35,657 | 10,503 | |
Aeon Mall Co. Ltd. | 856,072 | 10,480 | |
Nagase & Co. Ltd. | 760,921 | 10,467 | |
1 | DIC Corp. | 586,691 | 10,416 |
Mitsui High-Tec Inc. | 165,982 | 10,347 | |
Ube Industries Ltd. | 695,769 | 10,336 | |
Daiseki Co. Ltd. | 330,840 | 10,328 | |
* | SHIFT Inc. | 78,711 | 10,322 |
Kaneka Corp. | 417,223 | 10,276 | |
Kinden Corp. | 877,354 | 10,126 | |
Hino Motors Ltd. | 1,963,804 | 10,109 | |
Zeon Corp. | 1,041,725 | 10,105 | |
Daiwa Office Investment Corp. | 1,958 | 10,058 | |
Sapporo Holdings Ltd. | 452,163 | 10,045 | |
1 | Takashimaya Co. Ltd. | 1,025,689 | 10,037 |
Shares | Market Value• ($000) | ||
Ship Healthcare Holdings Inc. | 559,536 | 9,987 | |
Sankyu Inc. | 346,450 | 9,975 | |
Japan Steel Works Ltd. | 455,030 | 9,910 | |
Hirogin Holdings Inc. | 2,120,530 | 9,883 | |
Tokyu REIT Inc. | 6,729 | 9,869 | |
Ushio Inc. | 795,887 | 9,857 | |
Topcon Corp. | 747,021 | 9,769 | |
Iyo Bank Ltd. | 1,972,400 | 9,697 | |
Sotetsu Holdings Inc. | 559,710 | 9,677 | |
Sumitomo Dainippon Pharma Co. Ltd. | 1,194,868 | 9,596 | |
Morinaga Milk Industry Co. Ltd. | 266,295 | 9,537 | |
Nippon Kayaku Co. Ltd. | 1,175,122 | 9,509 | |
Sankyo Co. Ltd. | 310,311 | 9,387 | |
Nihon Unisys Ltd. | 468,072 | 9,334 | |
1 | Mabuchi Motor Co. Ltd. | 360,946 | 9,303 |
Dexerials Corp. | 346,565 | 9,250 | |
Takara Holdings Inc. | 1,244,573 | 9,226 | |
1 | DMG Mori Co. Ltd. | 738,776 | 9,188 |
Mitsui Mining & Smelting Co. Ltd. | 393,665 | 9,181 | |
Maruichi Steel Tube Ltd. | 432,631 | 9,165 | |
1 | Bic Camera Inc. | 1,058,463 | 9,139 |
Kureha Corp. | 129,579 | 9,127 | |
Toyo Tire Corp. | 729,635 | 9,120 | |
Sanrio Co. Ltd. | 401,274 | 9,115 | |
Morinaga & Co. Ltd. | 284,153 | 9,105 | |
Fuji Corp. | 616,304 | 9,091 | |
DeNA Co. Ltd. | 649,403 | 9,070 | |
Fancl Corp. | 492,433 | 9,050 | |
1 | Pilot Corp. | 253,263 | 9,021 |
Tokyo Seimitsu Co. Ltd. | 270,881 | 8,929 | |
Seven Bank Ltd. | 4,670,937 | 8,920 | |
Takeda Pharmaceutical Co. Ltd. ADR | 634,713 | 8,911 | |
Nippon Shokubai Co. Ltd. | 229,767 | 8,881 | |
Toda Corp. | 1,662,108 | 8,799 | |
Yamaguchi Financial Group Inc. | 1,597,906 | 8,776 | |
Chugoku Bank Ltd. | 1,209,081 | 8,773 | |
GS Yuasa Corp. | 550,045 | 8,607 | |
NSD Co. Ltd. | 491,154 | 8,580 | |
1 | Fuji Soft Inc. | 149,254 | 8,573 |
Yoshinoya Holdings Co. Ltd. | 464,148 | 8,558 | |
Hoshino Resorts REIT Inc. | 1,761 | 8,522 | |
Toyoda Gosei Co. Ltd. | 537,098 | 8,475 | |
Kenedix Retail REIT Corp. | 4,163 | 8,450 | |
Sawai Group Holdings Co. Ltd. | 277,601 | 8,419 | |
Amano Corp. | 486,466 | 8,418 | |
Daiwabo Holdings Co. Ltd. | 639,399 | 8,352 | |
ABC-Mart Inc. | 187,881 | 8,312 | |
Meitec Corp. | 515,340 | 8,308 |
Shares | Market Value• ($000) | ||
Rengo Co. Ltd. | 1,526,653 | 8,295 | |
Daiichikosho Co. Ltd. | 283,855 | 8,278 | |
NIPPON REIT Investment Corp. | 3,081 | 8,275 | |
Menicon Co. Ltd. | 358,652 | 8,269 | |
Benesse Holdings Inc. | 510,281 | 8,257 | |
Asahi Holdings Inc. | 526,045 | 8,253 | |
Gunma Bank Ltd. | 2,914,456 | 8,237 | |
Rakus Co. Ltd | 688,614 | 8,220 | |
H.U. Group Holdings Inc. | 374,455 | 8,142 | |
AEON Financial Service Co. Ltd. | 859,841 | 8,118 | |
Japan Excellent Inc. | 8,974 | 8,117 | |
OKUMA Corp. | 214,260 | 8,047 | |
Fujitsu General Ltd. | 404,650 | 8,035 | |
Seino Holdings Co. Ltd. | 1,000,688 | 8,021 | |
Nippon Suisan Kaisha Ltd. | 1,893,572 | 8,005 | |
* | Money Forward Inc. | 316,398 | 7,964 |
Kintetsu World Express Inc. | 259,103 | 7,945 | |
Yamato Kogyo Co. Ltd. | 239,761 | 7,924 | |
Sakata Seed Corp. | 232,375 | 7,831 | |
Aica Kogyo Co. Ltd. | 373,358 | 7,816 | |
Resorttrust Inc. | 476,315 | 7,801 | |
Fuyo General Lease Co. Ltd. | 135,603 | 7,695 | |
Citizen Watch Co. Ltd. | 1,888,396 | 7,682 | |
Kyushu Financial Group Inc. | 2,674,577 | 7,664 | |
TS Tech Co. Ltd. | 736,415 | 7,624 | |
Mori Trust Sogo REIT Inc. | 7,219 | 7,556 | |
Katitas Co. Ltd. | 349,309 | 7,553 | |
Nisshinbo Holdings Inc. | 993,923 | 7,486 | |
1 | Kokuyo Co. Ltd. | 589,909 | 7,474 |
Inaba Denki Sangyo Co. Ltd. | 380,306 | 7,463 | |
Kotobuki Spirits Co. Ltd. | 136,495 | 7,429 | |
Hitachi Zosen Corp. | 1,178,047 | 7,426 | |
Hazama Ando Corp. | 1,190,217 | 7,387 | |
NHK Spring Co. Ltd. | 1,111,211 | 7,293 | |
Furukawa Electric Co. Ltd. | 443,174 | 7,272 | |
GMO internet Inc. | 413,228 | 7,150 | |
OBIC Business Consultants Co. Ltd. | 206,993 | 7,138 | |
Sumitomo Bakelite Co. Ltd. | 237,366 | 7,117 | |
SMS Co. Ltd. | 358,059 | 7,103 | |
Mirait Holdings Corp. | 602,945 | 7,086 | |
Heiwa Real Estate REIT Inc. | 6,541 | 7,051 | |
Shiga Bank Ltd. | 345,130 | 7,042 | |
PALTAC Corp. | 226,398 | 7,035 | |
As One Corp. | 176,928 | 6,990 | |
Justsystems Corp. | 244,176 | 6,949 | |
FP Corp. | 331,528 | 6,932 | |
Mizuho Leasing Co. Ltd. | 300,994 | 6,895 |
Shares | Market Value• ($000) | ||
1 | Colowide Co. Ltd. | 508,118 | 6,890 |
* | PeptiDream Inc. | 653,814 | 6,889 |
Yaoko Co. Ltd. | 153,403 | 6,888 | |
77 Bank Ltd. | 511,221 | 6,852 | |
1 | Canon Marketing Japan Inc. | 328,029 | 6,821 |
JCR Pharmaceuticals Co. Ltd. | 397,501 | 6,816 | |
Shinsei Bank Ltd. | 450,568 | 6,790 | |
Shoei Co. Ltd. | 171,096 | 6,713 | |
1 | Pola Orbis Holdings Inc. | 539,245 | 6,675 |
Heiwa Real Estate Co. Ltd. | 231,898 | 6,655 | |
Maruwa Co. Ltd. | 58,152 | 6,635 | |
NOK Corp. | 815,875 | 6,631 | |
Nichias Corp. | 399,117 | 6,622 | |
Kaken Pharmaceutical Co. Ltd. | 235,410 | 6,620 | |
Nipro Corp. | 840,405 | 6,610 | |
OSG Corp. | 566,558 | 6,607 | |
Kyoritsu Maintenance Co. Ltd. | 176,364 | 6,583 | |
Shikoku Electric Power Co. Inc. | 1,118,170 | 6,541 | |
Daido Steel Co. Ltd. | 252,486 | 6,503 | |
Acom Co. Ltd. | 2,779,925 | 6,494 | |
Macnica Fuji Electronics Holdings Inc. | 336,250 | 6,486 | |
NEC Networks & System Integration Corp. | 476,370 | 6,452 | |
Tokuyama Corp. | 507,204 | 6,452 | |
Toyota Boshoku Corp. | 434,127 | 6,449 | |
Central Glass Co. Ltd. | 282,991 | 6,444 | |
Wacom Co. Ltd. | 1,030,276 | 6,393 | |
Tomy Co. Ltd. | 635,533 | 6,389 | |
1 | Toagosei Co. Ltd. | 856,242 | 6,374 |
Toei Co. Ltd. | 48,672 | 6,368 | |
Fukuoka REIT Corp. | 5,120 | 6,359 | |
* | Shochiku Co. Ltd. | 71,466 | 6,353 |
Izumi Co. Ltd. | 281,383 | 6,348 | |
Descente Ltd. | 272,555 | 6,318 | |
Digital Garage Inc. | 232,849 | 6,310 | |
Tokyo Steel Manufacturing Co. Ltd. | 569,195 | 6,281 | |
Wacoal Holdings Corp. | 395,499 | 6,259 | |
Duskin Co. Ltd. | 292,914 | 6,248 | |
NS Solutions Corp. | 233,422 | 6,235 | |
Jafco Co. Ltd. | 515,101 | 6,228 | |
Daio Paper Corp. | 592,472 | 6,199 | |
DTS Corp. | 276,488 | 6,162 | |
*,1 | RENOVA Inc. | 331,872 | 5,986 |
Lintec Corp. | 352,649 | 5,980 | |
Nippon Soda Co. Ltd. | 184,559 | 5,931 | |
Kanematsu Corp. | 599,659 | 5,916 | |
Nishimatsu Construction Co. Ltd. | 197,813 | 5,911 |
Shares | Market Value• ($000) | ||
Japan Material Co. Ltd. | 410,952 | 5,882 | |
Nishi-Nippon Financial Holdings Inc. | 1,058,889 | 5,860 | |
Benefit One Inc. | 432,356 | 5,857 | |
Fujimi Inc. | 139,030 | 5,841 | |
*,1 | W-Scope Corp. | 348,723 | 5,828 |
Toho Holdings Co. Ltd. | 375,239 | 5,810 | |
Nikkon Holdings Co. Ltd. | 364,760 | 5,785 | |
* | NTN Corp. | 3,029,017 | 5,779 |
Glory Ltd. | 381,267 | 5,753 | |
Systena Corp. | 1,962,748 | 5,728 | |
Outsourcing Inc. | 746,672 | 5,711 | |
Hokuhoku Financial Group Inc. | 920,133 | 5,688 | |
Kyudenko Corp. | 279,297 | 5,655 | |
EDION Corp. | 601,523 | 5,648 | |
Sumitomo Osaka Cement Co. Ltd. | 227,042 | 5,642 | |
Daishi Hokuetsu Financial Group Inc. | 303,890 | 5,625 | |
Okumura Corp. | 251,706 | 5,594 | |
Heiwa Corp. | 375,818 | 5,580 | |
Sumitomo Warehouse Co. Ltd. | 376,238 | 5,570 | |
Ariake Japan Co. Ltd. | 134,603 | 5,538 | |
Hanwa Co. Ltd. | 265,082 | 5,534 | |
Aiful Corp. | 2,131,185 | 5,501 | |
Toshiba TEC Corp. | 170,758 | 5,460 | |
Tadano Ltd. | 827,713 | 5,458 | |
DCM Holdings Co. Ltd. | 711,535 | 5,452 | |
CKD Corp. | 426,350 | 5,448 | |
TOKAI Holdings Corp. | 830,059 | 5,427 | |
Kumiai Chemical Industry Co. Ltd. | 665,935 | 5,426 | |
Hokkoku Financial Holdings Inc. | 159,393 | 5,423 | |
Global One Real Estate Investment Corp. | 6,876 | 5,375 | |
Fuji Oil Holdings Inc. | 337,650 | 5,336 | |
Japan Elevator Service Holdings Co. Ltd. | 508,623 | 5,320 | |
Ichigo Office REIT Investment Corp. | 8,480 | 5,288 | |
CRE Logistics REIT Inc. | 3,793 | 5,275 | |
Tsubakimoto Chain Co. | 235,185 | 5,271 | |
San-In Godo Bank Ltd. | 1,082,707 | 5,237 | |
Hankyu Hanshin REIT Inc. | 4,741 | 5,227 | |
Star Asia Investment Corp. | 11,489 | 5,197 | |
Round One Corp. | 459,726 | 5,169 | |
Japan Petroleum Exploration Co. Ltd. | 220,318 | 5,168 | |
Takuma Co. Ltd. | 527,151 | 5,168 |
Shares | Market Value• ($000) | ||
1 | Toridoll Holdings Corp. | 300,927 | 5,134 |
Taiyo Holdings Co. Ltd. | 242,466 | 5,089 | |
Fuji Kyuko Co. Ltd. | 163,907 | 5,084 | |
1 | Create Restaurants Holdings Inc. | 733,462 | 5,058 |
Hokuetsu Corp. | 973,194 | 5,031 | |
Joyful Honda Co. Ltd. | 430,239 | 5,027 | |
SOSiLA Logistics REIT Inc. | 4,690 | 5,022 | |
Information Services International-Dentsu Ltd. | 168,342 | 5,018 | |
Takasago Thermal Engineering Co. Ltd. | 419,189 | 4,979 | |
TKC Corp. | 204,348 | 4,963 | |
Kumagai Gumi Co. Ltd. | 244,679 | 4,955 | |
1 | Royal Holdings Co. Ltd. | 277,867 | 4,898 |
Kusuri no Aoki Holdings Co. Ltd. | 114,243 | 4,898 | |
Maruha Nichiro Corp. | 259,336 | 4,883 | |
Nojima Corp. | 234,480 | 4,867 | |
Transcosmos Inc. | 187,462 | 4,837 | |
Nippon Paper Industries Co. Ltd. | 682,579 | 4,835 | |
Sanken Electric Co. Ltd. | 138,737 | 4,832 | |
Itoham Yonekyu Holdings Inc. | 942,923 | 4,803 | |
Japan Aviation Electronics Industry Ltd. | 316,949 | 4,786 | |
H2O Retailing Corp. | 616,787 | 4,760 | |
Takara Bio Inc. | 335,343 | 4,756 | |
Okamura Corp. | 532,431 | 4,749 | |
Paramount Bed Holdings Co. Ltd. | 292,253 | 4,749 | |
Nippon Light Metal Holdings Co. Ltd. | 430,698 | 4,735 | |
Hokuriku Electric Power Co. | 1,205,401 | 4,730 | |
Inabata & Co. Ltd. | 289,447 | 4,726 | |
Milbon Co. Ltd. | 133,899 | 4,723 | |
Taikisha Ltd. | 200,857 | 4,710 | |
Toyobo Co. Ltd. | 637,050 | 4,710 | |
*,1 | Atom Corp. | 810,573 | 4,674 |
1 | BeNext-Yumeshin Group Co. | 422,823 | 4,673 |
Kohnan Shoji Co. Ltd. | 172,513 | 4,659 | |
1 | KH Neochem Co. Ltd. | 253,781 | 4,654 |
Fukuyama Transporting Co. Ltd. | 204,367 | 4,646 | |
Jaccs Co. Ltd. | 186,605 | 4,622 | |
Senko Group Holdings Co. Ltd. | 710,939 | 4,606 | |
Hokkaido Electric Power Co. Inc. | 1,262,224 | 4,605 | |
Mixi Inc. | 277,079 | 4,604 | |
Itochu Advance Logistics Investment Corp. | 4,136 | 4,590 |
Shares | Market Value• ($000) | ||
Kandenko Co. Ltd. | 733,959 | 4,572 | |
Noevir Holdings Co. Ltd. | 107,514 | 4,571 | |
Sangetsu Corp. | 396,990 | 4,560 | |
Makino Milling Machine Co. Ltd. | 145,141 | 4,532 | |
Seiren Co. Ltd. | 298,710 | 4,455 | |
*,1 | HIS Co. Ltd. | 295,566 | 4,443 |
Nextage Co. Ltd. | 256,539 | 4,435 | |
Kissei Pharmaceutical Co. Ltd. | 224,640 | 4,397 | |
Nihon Parkerizing Co. Ltd. | 666,948 | 4,391 | |
Kiyo Bank Ltd. | 445,577 | 4,387 | |
Juroku Financial Group Inc. | 253,521 | 4,380 | |
Autobacs Seven Co. Ltd. | 422,376 | 4,352 | |
Matsui Securities Co. Ltd. | 730,732 | 4,341 | |
GungHo Online Entertainment Inc. | 243,916 | 4,327 | |
Daihen Corp. | 139,431 | 4,326 | |
Raito Kogyo Co. Ltd. | 315,073 | 4,306 | |
Rorze Corp. | 68,517 | 4,298 | |
Seiko Holdings Corp. | 201,180 | 4,297 | |
Tokai Tokyo Financial Holdings Inc. | 1,571,414 | 4,289 | |
Mirai Corp. | 11,637 | 4,284 | |
ZERIA Pharmaceutical Co. Ltd. | 270,578 | 4,283 | |
Mochida Pharmaceutical Co. Ltd. | 177,633 | 4,278 | |
Infomart Corp. | 1,526,776 | 4,264 | |
Meidensha Corp. | 289,443 | 4,253 | |
Mani Inc. | 436,226 | 4,246 | |
Dip Corp. | 152,496 | 4,244 | |
Takeuchi Manufacturing Co. Ltd. | 245,716 | 4,216 | |
Starts Corp. Inc. | 204,170 | 4,187 | |
Sanki Engineering Co. Ltd. | 368,870 | 4,172 | |
Nippn Corp. | 345,859 | 4,162 | |
1 | Snow Peak Inc. | 208,193 | 4,149 |
Monex Group Inc. | 1,310,612 | 4,083 | |
1 | Nagawa Co. Ltd. | 68,800 | 4,079 |
Megmilk Snow Brand Co. Ltd. | 303,925 | 4,067 | |
MOS Food Services Inc. | 175,442 | 4,040 | |
eRex Co. Ltd. | 247,555 | 4,012 | |
*,1 | euglena Co. Ltd. | 577,772 | 4,000 |
Nichiha Corp. | 205,379 | 3,990 | |
Earth Corp. | 104,053 | 3,990 | |
Ichibanya Co. Ltd. | 114,695 | 3,988 | |
Nichicon Corp. | 428,335 | 3,976 | |
Ohsho Food Service Corp. | 77,051 | 3,974 | |
Nippon Steel Trading Corp. | 105,445 | 3,953 | |
Daiho Corp. | 115,208 | 3,909 | |
Orient Corp. | 4,094,367 | 3,872 | |
Japan Securities Finance Co. Ltd. | 613,909 | 3,865 |
Shares | Market Value• ($000) | ||
San-A Co. Ltd. | 127,800 | 3,859 | |
* | Sansan Inc. | 559,477 | 3,847 |
KOMEDA Holdings Co. Ltd. | 226,689 | 3,846 | |
Eizo Corp. | 137,871 | 3,837 | |
1 | Toho Titanium Co. Ltd. | 236,134 | 3,837 |
Komeri Co. Ltd. | 196,616 | 3,823 | |
Nomura Co. Ltd. | 553,233 | 3,791 | |
Nisshin Oillio Group Ltd. | 163,815 | 3,790 | |
Idec Corp. | 183,351 | 3,787 | |
Awa Bank Ltd. | 253,340 | 3,780 | |
Tokai Rika Co. Ltd. | 345,794 | 3,772 | |
1 | Change Inc. | 236,576 | 3,762 |
BML Inc. | 144,528 | 3,758 | |
Valor Holdings Co. Ltd. | 279,034 | 3,758 | |
JCU Corp. | 148,550 | 3,726 | |
eGuarantee Inc. | 233,862 | 3,716 | |
* | Leopalace21 Corp. | 1,748,642 | 3,682 |
Trusco Nakayama Corp. | 289,679 | 3,673 | |
Toyo Ink SC Holdings Co. Ltd. | 260,971 | 3,662 | |
Arcs Co. Ltd. | 247,394 | 3,652 | |
Nissin Electric Co. Ltd. | 324,352 | 3,651 | |
Fuso Chemical Co. Ltd. | 139,260 | 3,649 | |
1 | Fuji Co. Ltd. | 231,908 | 3,624 |
KYORIN Holdings Inc. | 277,099 | 3,623 | |
Hyakugo Bank Ltd. | 1,489,218 | 3,604 | |
Suruga Bank Ltd. | 1,325,927 | 3,598 | |
Saizeriya Co. Ltd. | 181,208 | 3,596 | |
* | Japan Display Inc. | 7,022,124 | 3,583 |
Sumitomo Mitsui Construction Co. Ltd. | 1,049,041 | 3,562 | |
Kato Sangyo Co. Ltd. | 147,925 | 3,551 | |
Nitto Boseki Co. Ltd. | 206,148 | 3,544 | |
Elecom Co. Ltd. | 311,993 | 3,513 | |
Tocalo Co. Ltd. | 385,403 | 3,510 | |
Totetsu Kogyo Co. Ltd. | 196,155 | 3,504 | |
* | Chiyoda Corp. | 1,112,202 | 3,502 |
Ogaki Kyoritsu Bank Ltd. | 274,628 | 3,495 | |
Nishimatsuya Chain Co. Ltd. | 331,751 | 3,493 | |
Funai Soken Holdings Inc. | 218,993 | 3,492 | |
Showa Sangyo Co. Ltd. | 186,051 | 3,488 | |
Create SD Holdings Co. Ltd. | 157,735 | 3,479 | |
One REIT Inc. | 1,755 | 3,475 | |
Iriso Electronics Co. Ltd. | 146,135 | 3,463 | |
S-Pool Inc. | 415,199 | 3,461 | |
Hosiden Corp. | 378,593 | 3,446 | |
Prima Meat Packers Ltd. | 205,119 | 3,444 | |
Kameda Seika Co. Ltd. | 96,233 | 3,424 | |
1 | Optex Group Co. Ltd. | 229,173 | 3,410 |
Shares | Market Value• ($000) | ||
ASKUL Corp. | 284,787 | 3,404 | |
Japan Wool Textile Co. Ltd. | 463,904 | 3,373 | |
Toyo Construction Co. Ltd. | 512,119 | 3,373 | |
Mitsubishi Shokuhin Co. Ltd. | 120,163 | 3,356 | |
Oki Electric Industry Co. Ltd. | 610,769 | 3,335 | |
SKY Perfect JSAT Holdings Inc. | 835,398 | 3,322 | |
Riken Keiki Co. Ltd. | 124,420 | 3,319 | |
North Pacific Bank Ltd. | 2,014,205 | 3,316 | |
Kura Sushi Inc. | 141,828 | 3,313 | |
JINS Holdings Inc. | 104,955 | 3,308 | |
Takara Leben Real Estate Investment Corp. | 3,813 | 3,301 | |
1 | Mitsubishi Pencil Co. Ltd. | 304,429 | 3,295 |
1 | Maeda Kosen Co. Ltd. | 152,095 | 3,289 |
Nanto Bank Ltd. | 223,510 | 3,283 | |
Yamazen Corp. | 448,132 | 3,281 | |
Ichigo Inc. | 1,415,752 | 3,269 | |
Nachi-Fujikoshi Corp. | 126,795 | 3,257 | |
Yodogawa Steel Works Ltd. | 195,984 | 3,255 | |
Osaka Soda Co. Ltd. | 138,166 | 3,254 | |
Meiko Electronics Co. Ltd. | 138,502 | 3,254 | |
Shibaura Machine Co. Ltd. | 167,195 | 3,248 | |
Nippon Densetsu Kogyo Co. Ltd. | 250,285 | 3,245 | |
UT Group Co. Ltd. | 195,684 | 3,245 | |
Zojirushi Corp. | 316,216 | 3,229 | |
Japan Lifeline Co. Ltd. | 477,825 | 3,225 | |
TRE Holdings Corp. | 231,667 | 3,225 | |
Fuji Seal International Inc. | 295,050 | 3,214 | |
Towa Pharmaceutical Co. Ltd. | 176,854 | 3,210 | |
Max Co. Ltd. | 270,056 | 3,208 | |
Musashi Seimitsu Industry Co. Ltd. | 312,534 | 3,202 | |
Mitsuboshi Belting Ltd. | 153,467 | 3,200 | |
Yokogawa Bridge Holdings Corp. | 220,733 | 3,177 | |
KYB Corp. | 139,163 | 3,175 | |
Mitsui-Soko Holdings Co. Ltd. | 149,294 | 3,170 | |
1 | Monogatari Corp. | 72,998 | 3,168 |
Comture Corp. | 161,885 | 3,166 | |
Tokyotokeiba Co. Ltd. | 108,900 | 3,156 | |
Shinmaywa Industries Ltd. | 395,853 | 3,152 | |
Adastria Co. Ltd. | 190,399 | 3,151 | |
Tokyo Kiraboshi Financial Group Inc. | 188,630 | 3,151 | |
Okinawa Electric Power Co. Inc. | 324,836 | 3,144 | |
Tri Chemical Laboratories Inc. | 193,460 | 3,126 |
Shares | Market Value• ($000) | ||
Heiwado Co. Ltd. | 211,642 | 3,118 | |
Takara Standard Co. Ltd. | 336,853 | 3,101 | |
Shima Seiki Manufacturing Ltd. | 200,940 | 3,097 | |
1 | Gree Inc. | 510,852 | 3,095 |
Nitto Kogyo Corp. | 178,678 | 3,091 | |
Star Micronics Co. Ltd. | 258,251 | 3,089 | |
TBS Holdings Inc. | 245,882 | 3,086 | |
S Foods Inc. | 133,664 | 3,081 | |
T Hasegawa Co. Ltd. | 150,947 | 3,076 | |
Mandom Corp. | 260,185 | 3,065 | |
United Super Markets Holdings Inc. | 387,944 | 3,058 | |
Token Corp. | 53,567 | 3,052 | |
Musashino Bank Ltd. | 231,481 | 3,051 | |
UACJ Corp. | 200,727 | 3,051 | |
Iino Kaiun Kaisha Ltd. | 602,542 | 3,042 | |
Digital Arts Inc. | 69,931 | 3,036 | |
Mitsubishi Logisnext Co. Ltd. | 471,900 | 3,028 | |
Kanamoto Co. Ltd. | 213,262 | 3,026 | |
Organo Corp. | 48,247 | 3,020 | |
Gunze Ltd. | 111,246 | 3,015 | |
1 | SAMTY Co. Ltd. | 201,522 | 2,996 |
Prestige International Inc. | 598,200 | 2,992 | |
1 | Nissha Co. Ltd. | 274,832 | 2,974 |
Eiken Chemical Co. Ltd. | 224,707 | 2,962 | |
MCJ Co. Ltd. | 455,887 | 2,959 | |
Wakita & Co. Ltd. | 335,025 | 2,958 | |
Keiyo Bank Ltd. | 839,602 | 2,954 | |
1 | Hioki EE Corp. | 62,746 | 2,947 |
Yuasa Trading Co. Ltd. | 118,855 | 2,938 | |
Samty Residential Investment Corp. | 2,930 | 2,930 | |
United Arrows Ltd. | 187,637 | 2,901 | |
Ringer Hut Co. Ltd. | 167,223 | 2,878 | |
Aeon Hokkaido Corp. | 358,499 | 2,877 | |
Hiday Hidaka Corp. | 188,890 | 2,876 | |
Okasan Securities Group Inc. | 1,151,472 | 2,876 | |
1 | Hogy Medical Co. Ltd. | 129,480 | 2,875 |
Nippon Signal Co. Ltd. | 395,911 | 2,866 | |
Ai Holdings Corp. | 250,218 | 2,866 | |
Maxell Ltd. | 293,197 | 2,863 | |
Financial Products Group Co. Ltd. | 427,384 | 2,861 | |
Senshu Ikeda Holdings Inc. | 1,934,363 | 2,853 | |
Maruwa Unyu Kikan Co. Ltd. | 288,881 | 2,851 | |
en japan Inc. | 216,971 | 2,844 | |
Noritake Co. Ltd. | 95,347 | 2,837 | |
1 | Shizuoka Gas Co. Ltd. | 422,333 | 2,832 |
Starts Proceed Investment Corp. | 1,586 | 2,826 | |
Aeon Delight Co. Ltd. | 128,530 | 2,815 |
Shares | Market Value• ($000) | ||
Morita Holdings Corp. | 287,833 | 2,804 | |
Kaga Electronics Co. Ltd. | 125,264 | 2,801 | |
Fuji Media Holdings Inc. | 330,614 | 2,800 | |
Megachips Corp. | 119,906 | 2,799 | |
Okamoto Industries Inc. | 99,586 | 2,796 | |
Ryosan Co. Ltd. | 172,296 | 2,785 | |
San-Ai Oil Co. Ltd. | 389,008 | 2,758 | |
Chudenko Corp. | 174,025 | 2,740 | |
Fujimori Kogyo Co. Ltd. | 106,650 | 2,735 | |
ValueCommerce Co. Ltd. | 117,148 | 2,725 | |
Nitta Corp. | 133,439 | 2,714 | |
1 | Future Corp. | 261,118 | 2,696 |
*,1 | OSAKA Titanium Technologies Co. Ltd. | 140,461 | 2,696 |
Simplex Holdings Inc. | 207,844 | 2,679 | |
Anicom Holdings Inc. | 559,394 | 2,671 | |
Roland Corp. | 89,702 | 2,665 | |
Procrea Holdings Inc. | 185,648 | 2,661 | |
Tsugami Corp. | 318,666 | 2,658 | |
1 | Kitz Corp. | 568,168 | 2,654 |
Bank of Nagoya Ltd. | 115,488 | 2,654 | |
1 | Nikkiso Co. Ltd. | 446,602 | 2,639 |
Bunka Shutter Co. Ltd. | 357,249 | 2,628 | |
Sanyo Chemical Industries Ltd. | 74,778 | 2,622 | |
1 | Shibuya Corp. | 151,453 | 2,617 |
Aida Engineering Ltd. | 388,982 | 2,606 | |
Riso Kagaku Corp. | 159,323 | 2,606 | |
1 | Noritz Corp. | 242,687 | 2,595 |
Pacific Industrial Co. Ltd. | 335,336 | 2,594 | |
Life Corp. | 135,596 | 2,589 | |
Piolax Inc. | 174,030 | 2,571 | |
Noritsu Koki Co. Ltd. | 151,690 | 2,568 | |
Yellow Hat Ltd. | 202,071 | 2,564 | |
Strike Co. Ltd. | 101,320 | 2,555 | |
Arata Corp. | 88,584 | 2,551 | |
Raiznext Corp. | 302,980 | 2,551 | |
Restar Holdings Corp. | 180,908 | 2,541 | |
Belc Co. Ltd. | 66,539 | 2,538 | |
Sanyo Denki Co. Ltd. | 65,796 | 2,536 | |
Kanematsu Electronics Ltd. | 85,103 | 2,533 | |
SBS Holdings Inc. | 126,052 | 2,529 | |
Exedy Corp. | 199,098 | 2,526 | |
1 | Kisoji Co. Ltd. | 156,764 | 2,525 |
Nagaileben Co. Ltd. | 178,355 | 2,493 | |
1 | Shoei Foods Corp. | 90,255 | 2,492 |
Aichi Bank Ltd. | 63,684 | 2,485 | |
Maruzen Showa Unyu Co. Ltd. | 110,473 | 2,483 | |
YA-MAN Ltd. | 194,248 | 2,478 | |
Base Co. Ltd. | 58,203 | 2,476 | |
Argo Graphics Inc. | 103,624 | 2,452 | |
Ricoh Leasing Co. Ltd. | 95,055 | 2,448 |
Shares | Market Value• ($000) | ||
1 | Nippon Koei Co. Ltd. | 101,712 | 2,443 |
TOMONY Holdings Inc. | 1,059,140 | 2,439 | |
Yokowo Co. Ltd. | 158,524 | 2,436 | |
Okinawa Financial Group Inc. | 150,298 | 2,432 | |
Bell System24 Holdings Inc. | 236,804 | 2,425 | |
Insource Co. Ltd. | 144,648 | 2,424 | |
Itochu Enex Co. Ltd. | 311,165 | 2,412 | |
Plenus Co. Ltd. | 162,359 | 2,390 | |
Nippon Kanzai Co. Ltd. | 124,807 | 2,387 | |
Mitani Sekisan Co. Ltd. | 74,937 | 2,373 | |
1 | Tamura Corp. | 569,161 | 2,369 |
Relia Inc. | 300,558 | 2,366 | |
Giken Ltd. | 103,789 | 2,361 | |
Taihei Dengyo Kaisha Ltd. | 108,703 | 2,361 | |
Saibu Gas Holdings Co. Ltd. | 168,937 | 2,359 | |
Sankei Real Estate Inc. | 3,283 | 2,359 | |
METAWATER Co. Ltd. | 158,435 | 2,347 | |
Axial Retailing Inc. | 102,031 | 2,346 | |
Koa Corp. | 196,638 | 2,344 | |
Avex Inc. | 235,787 | 2,342 | |
Shin-Etsu Polymer Co. Ltd. | 268,025 | 2,335 | |
Trancom Co. Ltd. | 46,392 | 2,333 | |
RS Technologies Co. Ltd. | 49,865 | 2,329 | |
Sekisui Jushi Corp. | 187,223 | 2,327 | |
FCC Co. Ltd. | 234,002 | 2,326 | |
* | Raksul Inc. | 167,596 | 2,322 |
Uchida Yoko Co. Ltd. | 62,665 | 2,315 | |
* | M&A Capital Partners Co. Ltd. | 87,670 | 2,313 |
Hamakyorex Co. Ltd. | 108,940 | 2,305 | |
Keihanshin Building Co. Ltd. | 238,362 | 2,305 | |
Hyakujushi Bank Ltd. | 183,898 | 2,297 | |
Topre Corp. | 312,008 | 2,293 | |
1 | KeePer Technical Laboratory Co. Ltd. | 87,433 | 2,292 |
GLOBERIDE Inc. | 145,431 | 2,287 | |
Sato Holdings Corp. | 165,858 | 2,284 | |
Nippon Pillar Packing Co. Ltd. | 113,849 | 2,284 | |
Doutor Nichires Holdings Co. Ltd. | 200,776 | 2,282 | |
Zuken Inc. | 100,866 | 2,276 | |
Sanyo Special Steel Co. Ltd. | 156,483 | 2,266 | |
Tokyu Construction Co. Ltd. | 483,166 | 2,263 | |
Kyokuto Kaihatsu Kogyo Co. Ltd. | 212,267 | 2,254 | |
Nishio Rent All Co. Ltd. | 113,085 | 2,248 | |
1 | PHC Holdings Corp. | 238,100 | 2,248 |
Mizuno Corp. | 130,061 | 2,245 | |
FULLCAST Holdings Co. Ltd. | 139,318 | 2,232 | |
Towa Corp. | 173,415 | 2,227 |
Shares | Market Value• ($000) | ||
Oiles Corp. | 197,866 | 2,226 | |
Nippon Seiki Co. Ltd. | 348,550 | 2,219 | |
Nohmi Bosai Ltd. | 162,081 | 2,213 | |
Aoyama Trading Co. Ltd. | 331,572 | 2,205 | |
Infocom Corp. | 146,365 | 2,205 | |
Kanto Denka Kogyo Co. Ltd. | 335,772 | 2,190 | |
Intage Holdings Inc. | 231,676 | 2,182 | |
Toyo Tanso Co. Ltd. | 104,278 | 2,177 | |
Micronics Japan Co. Ltd. | 236,005 | 2,168 | |
Sodick Co. Ltd. | 361,387 | 2,168 | |
VT Holdings Co. Ltd. | 609,677 | 2,165 | |
DyDo Group Holdings Inc. | 58,099 | 2,157 | |
Yonex Co. Ltd. | 255,659 | 2,155 | |
Fujicco Co. Ltd. | 146,544 | 2,153 | |
Nippon Carbon Co. Ltd. | 72,698 | 2,144 | |
1 | KFC Holdings Japan Ltd. | 102,081 | 2,140 |
Mitsuuroko Group Holdings Co. Ltd. | 312,314 | 2,133 | |
Arcland Sakamoto Co. Ltd. | 190,862 | 2,127 | |
PAL GROUP Holdings Co. Ltd. | 159,190 | 2,116 | |
Katakura Industries Co. Ltd. | 141,210 | 2,108 | |
Toa Corp. | 114,541 | 2,094 | |
*,1 | Oisix ra daichi Inc. | 170,459 | 2,088 |
Curves Holdings Co. Ltd. | 427,445 | 2,087 | |
Furukawa Co. Ltd. | 235,116 | 2,075 | |
Nissan Shatai Co. Ltd. | 489,497 | 2,073 | |
1 | Roland DG Corp. | 87,106 | 2,072 |
1 | Retail Partners Co. Ltd. | 245,735 | 2,068 |
Sakai Moving Service Co. Ltd. | 61,606 | 2,062 | |
Japan Pulp & Paper Co. Ltd. | 72,663 | 2,044 | |
Chugoku Marine Paints Ltd. | 314,574 | 2,043 | |
Konishi Co. Ltd. | 179,114 | 2,041 | |
Nippon Denko Co. Ltd. | 797,527 | 2,041 | |
1 | Torii Pharmaceutical Co. Ltd. | 86,084 | 2,036 |
Broadleaf Co. Ltd. | 623,128 | 2,035 | |
Bando Chemical Industries Ltd. | 298,285 | 2,026 | |
Shin Nippon Biomedical Laboratories Ltd. | 138,621 | 2,021 | |
Tsurumi Manufacturing Co. Ltd. | 147,640 | 2,018 | |
SWCC Showa Holdings Co. Ltd. | 160,151 | 2,016 | |
Fukushima Galilei Co. Ltd. | 79,343 | 2,013 | |
YAMABIKO Corp. | 238,254 | 2,013 | |
LITALICO Inc. | 127,552 | 2,012 | |
Shikoku Chemicals Corp. | 219,315 | 2,007 | |
Toho Bank Ltd. | 1,304,682 | 2,005 |
Shares | Market Value• ($000) | ||
Valqua Ltd. | 106,173 | 2,001 | |
NS United Kaiun Kaisha Ltd. | 73,127 | 1,992 | |
Weathernews Inc. | 40,584 | 1,989 | |
IDOM Inc. | 358,695 | 1,979 | |
Hokuto Corp. | 138,612 | 1,978 | |
MARUKA FURUSATO Corp. | 110,779 | 1,978 | |
TechMatrix Corp. | 158,558 | 1,971 | |
Kurabo Industries Ltd. | 137,638 | 1,970 | |
Teikoku Sen-I Co. Ltd. | 161,831 | 1,969 | |
Fujibo Holdings Inc. | 82,148 | 1,968 | |
Nippon Ceramic Co. Ltd. | 130,315 | 1,962 | |
Mori Trust Hotel REIT Inc. | 2,109 | 1,954 | |
Sakata INX Corp. | 288,948 | 1,947 | |
Joshin Denki Co. Ltd. | 135,008 | 1,934 | |
Yondoshi Holdings Inc. | 144,559 | 1,933 | |
Sumitomo Densetsu Co. Ltd. | 100,858 | 1,929 | |
Yokorei Co. Ltd. | 296,268 | 1,923 | |
Carta Holdings Inc. | 143,789 | 1,921 | |
Hirata Corp. | 61,674 | 1,917 | |
1 | J Trust Co. Ltd. | 586,085 | 1,910 |
Komatsu Matere Co. Ltd. | 228,964 | 1,903 | |
Ki-Star Real Estate Co. Ltd. | 54,871 | 1,902 | |
Sanyo Electric Railway Co. Ltd. | 118,920 | 1,899 | |
Tsubaki Nakashima Co. Ltd. | 284,676 | 1,898 | |
TOC Co. Ltd. | 356,412 | 1,892 | |
Nippon Thompson Co. Ltd. | 494,192 | 1,888 | |
Aruhi Corp. | 251,595 | 1,882 | |
Direct Marketing MiX Inc. | 147,583 | 1,880 | |
* | Matsuya Co. Ltd. | 272,847 | 1,868 |
Ishihara Sangyo Kaisha Ltd. | 251,897 | 1,862 | |
Press Kogyo Co. Ltd. | 632,839 | 1,860 | |
ARTERIA Networks Corp. | 205,933 | 1,858 | |
*,1 | Management Solutions Co. Ltd. | 110,065 | 1,853 |
Osaka Organic Chemical Industry Ltd. | 113,362 | 1,850 | |
* | Nippon Sheet Glass Co. Ltd. | 656,743 | 1,849 |
Pasona Group Inc. | 132,992 | 1,849 | |
Ines Corp. | 153,980 | 1,846 | |
1 | Midac Holdings Co. Ltd. | 88,856 | 1,842 |
Nippon Fine Chemical Co. Ltd. | 131,801 | 1,840 | |
Tanseisha Co. Ltd. | 303,979 | 1,829 | |
1 | Pharma Foods International Co. Ltd. | 175,150 | 1,829 |
T-Gaia Corp. | 152,731 | 1,822 | |
Alconix Corp. | 191,229 | 1,809 | |
Belluna Co. Ltd. | 328,788 | 1,808 |
Shares | Market Value• ($000) | ||
Konoike Transport Co. Ltd. | 192,760 | 1,802 | |
Pacific Metals Co. Ltd. | 103,858 | 1,801 | |
Takasago International Corp. | 100,091 | 1,801 | |
San ju San Financial Group Inc. | 175,247 | 1,801 | |
Komori Corp. | 298,050 | 1,795 | |
* | Vision Inc. | 188,007 | 1,790 |
Marudai Food Co. Ltd. | 157,873 | 1,788 | |
*,1 | Kappa Create Co. Ltd. | 167,639 | 1,776 |
Kyokuyo Co. Ltd. | 69,616 | 1,774 | |
Yamanashi Chuo Bank Ltd. | 210,627 | 1,766 | |
Sinko Industries Ltd. | 146,538 | 1,764 | |
1 | Tama Home Co. Ltd. | 97,433 | 1,762 |
Matsuyafoods Holdings Co. Ltd. | 61,383 | 1,761 | |
Siix Corp. | 250,674 | 1,758 | |
1 | Chofu Seisakusho Co. Ltd. | 135,062 | 1,757 |
1 | Fujio Food Group Inc. | 181,073 | 1,756 |
Keiyo Co. Ltd. | 261,683 | 1,751 | |
Doshisha Co. Ltd. | 150,836 | 1,747 | |
Sintokogio Ltd. | 350,246 | 1,743 | |
Koshidaka Holdings Co. Ltd. | 310,616 | 1,743 | |
Mitsui DM Sugar Holdings Co. Ltd. | 123,884 | 1,742 | |
Daiki Aluminium Industry Co. Ltd. | 197,680 | 1,741 | |
Sinfonia Technology Co. Ltd. | 175,975 | 1,737 | |
Tosei Corp. | 186,302 | 1,731 | |
Key Coffee Inc. | 111,419 | 1,728 | |
1 | Tamron Co. Ltd. | 93,251 | 1,728 |
Solasto Corp. | 320,542 | 1,728 | |
Asahi Diamond Industrial Co. Ltd. | 371,774 | 1,726 | |
1 | Alpen Co. Ltd. | 115,691 | 1,726 |
Hosokawa Micron Corp. | 89,486 | 1,717 | |
Miyazaki Bank Ltd. | 111,129 | 1,716 | |
Hibiya Engineering Ltd. | 119,572 | 1,714 | |
Sinanen Holdings Co. Ltd. | 68,206 | 1,714 | |
1 | Ryoyo Electro Corp. | 103,353 | 1,713 |
Geo Holdings Corp. | 187,048 | 1,702 | |
Mimasu Semiconductor Industry Co. Ltd. | 109,173 | 1,701 | |
Usen-Next Holdings Co. Ltd. | 118,644 | 1,701 | |
Daiichi Jitsugyo Co. Ltd. | 69,023 | 1,700 | |
* | Nippon Chemi-Con Corp. | 135,472 | 1,698 |
TPR Co. Ltd. | 191,975 | 1,697 | |
Oyo Corp. | 138,603 | 1,696 | |
Qol Holdings Co. Ltd. | 162,571 | 1,689 | |
Zenrin Co. Ltd. | 246,063 | 1,675 | |
Bank of the Ryukyus Ltd. | 287,005 | 1,672 |
Shares | Market Value• ($000) | ||
Elan Corp. | 216,486 | 1,671 | |
1 | EM Systems Co. Ltd. | 234,849 | 1,666 |
Nittetsu Mining Co. Ltd. | 43,888 | 1,661 | |
Starzen Co. Ltd. | 113,060 | 1,660 | |
TV Asahi Holdings Corp. | 152,003 | 1,657 | |
Senshu Electric Co. Ltd. | 46,609 | 1,657 | |
COLOPL Inc. | 342,626 | 1,656 | |
1 | Macromill Inc. | 249,281 | 1,655 |
Tsukishima Kikai Co. Ltd. | 256,306 | 1,647 | |
Bank of Iwate Ltd. | 110,873 | 1,642 | |
Shikoku Bank Ltd. | 263,792 | 1,642 | |
Unipres Corp. | 277,205 | 1,638 | |
Tenma Corp. | 96,361 | 1,635 | |
ES-Con Japan Ltd. | 287,751 | 1,626 | |
Airtrip Corp. | 86,009 | 1,621 | |
Ehime Bank Ltd. | 242,670 | 1,610 | |
Nippon Yakin Kogyo Co. Ltd. | 103,337 | 1,610 | |
Union Tool Co. | 67,741 | 1,610 | |
Takamatsu Construction Group Co. Ltd. | 105,582 | 1,605 | |
ESPEC Corp. | 124,572 | 1,584 | |
Marusan Securities Co. Ltd. | 438,619 | 1,581 | |
1 | I'll Inc. | 138,285 | 1,581 |
Dai-Dan Co. Ltd. | 101,696 | 1,580 | |
Kyoei Steel Ltd. | 154,832 | 1,577 | |
HI-LEX Corp. | 190,091 | 1,576 | |
Sun Frontier Fudousan Co. Ltd. | 190,757 | 1,568 | |
Inageya Co. Ltd. | 171,534 | 1,566 | |
Takara Leben Co. Ltd. | 589,945 | 1,563 | |
Tokyo Electron Device Ltd. | 41,199 | 1,559 | |
Anest Iwata Corp. | 231,965 | 1,550 | |
Softcreate Holdings Corp. | 54,683 | 1,549 | |
Meisei Industrial Co. Ltd. | 298,323 | 1,548 | |
Nissei ASB Machine Co. Ltd. | 59,420 | 1,548 | |
Riso Kyoiku Co. Ltd. | 657,922 | 1,547 | |
Onward Holdings Co. Ltd. | 819,070 | 1,540 | |
1 | Ryobi Ltd. | 201,511 | 1,539 |
Pressance Corp. | 137,970 | 1,535 | |
Daito Pharmaceutical Co. Ltd. | 74,819 | 1,535 | |
1 | MEC Co. Ltd. | 93,594 | 1,535 |
Hakuto Co. Ltd. | 81,557 | 1,524 | |
Fukui Bank Ltd. | 152,995 | 1,523 | |
* | MedPeer Inc. | 110,795 | 1,513 |
Torishima Pump Manufacturing Co. Ltd. | 159,594 | 1,508 | |
Oita Bank Ltd. | 109,122 | 1,506 | |
Seikagaku Corp. | 249,059 | 1,501 | |
Daikyonishikawa Corp. | 390,488 | 1,500 | |
1 | Arcland Service Holdings Co. Ltd. | 96,644 | 1,499 |
Shares | Market Value• ($000) | ||
1 | Genky DrugStores Co. Ltd. | 60,160 | 1,496 |
Toho Zinc Co. Ltd. | 94,546 | 1,492 | |
Obara Group Inc. | 69,392 | 1,480 | |
Daiken Corp. | 109,319 | 1,480 | |
J-Oil Mills Inc. | 124,439 | 1,476 | |
Yamagata Bank Ltd. | 221,806 | 1,472 | |
Poletowin Pitcrew Holdings Inc. | 214,751 | 1,471 | |
Nichiden Corp. | 105,183 | 1,467 | |
AOKI Holdings Inc. | 284,925 | 1,464 | |
TSI Holdings Co. Ltd. | 568,349 | 1,454 | |
Tachi-S Co. Ltd. | 179,932 | 1,452 | |
Halows Co. Ltd. | 64,694 | 1,444 | |
Daiwa Industries Ltd. | 178,218 | 1,443 | |
Rheon Automatic Machinery Co. Ltd. | 154,642 | 1,443 | |
*,1 | giftee Inc. | 163,530 | 1,436 |
Alpha Systems Inc. | 45,438 | 1,434 | |
WingArc1st Inc. | 124,048 | 1,431 | |
1 | Mie Kotsu Group Holdings Inc. | 393,637 | 1,430 |
Goldcrest Co. Ltd. | 112,353 | 1,424 | |
1 | Computer Engineering & Consulting Ltd. | 168,004 | 1,421 |
Riken Vitamin Co. Ltd. | 113,218 | 1,421 | |
Chubu Shiryo Co. Ltd. | 184,210 | 1,420 | |
Tokai Corp. | 114,768 | 1,409 | |
G-Tekt Corp. | 149,901 | 1,408 | |
JVCKenwood Corp. | 1,080,473 | 1,408 | |
JAC Recruitment Co. Ltd. | 109,739 | 1,407 | |
Nichireki Co. Ltd. | 146,802 | 1,406 | |
Shinko Shoji Co. Ltd. | 216,046 | 1,404 | |
Akita Bank Ltd. | 114,825 | 1,403 | |
Canon Electronics Inc. | 124,003 | 1,399 | |
Yurtec Corp. | 256,757 | 1,395 | |
* | Atrae Inc. | 108,193 | 1,391 |
1 | Rock Field Co. Ltd. | 129,705 | 1,390 |
Sakai Chemical Industry Co. Ltd. | 99,622 | 1,384 | |
Onoken Co. Ltd. | 133,659 | 1,380 | |
Tachibana Eletech Co. Ltd. | 123,006 | 1,379 | |
Nippon Television Holdings Inc. | 154,425 | 1,374 | |
1 | GMO GlobalSign Holdings KK | 37,641 | 1,374 |
DKK Co. Ltd. | 79,428 | 1,364 | |
Denyo Co. Ltd. | 115,647 | 1,357 | |
V Technology Co. Ltd. | 65,653 | 1,354 | |
Itochu-Shokuhin Co. Ltd. | 37,513 | 1,354 | |
Mitsubishi Research Institute Inc. | 44,479 | 1,353 | |
Furuno Electric Co. Ltd. | 181,338 | 1,352 | |
Futaba Corp. | 274,511 | 1,347 | |
Pack Corp. | 81,267 | 1,347 | |
Nihon Nohyaku Co. Ltd. | 262,063 | 1,340 |
Shares | Market Value• ($000) | ||
Teikoku Electric Manufacturing Co. Ltd. | 113,668 | 1,337 | |
Maxvalu Tokai Co. Ltd. | 66,965 | 1,337 | |
Aichi Steel Corp. | 86,985 | 1,335 | |
Toenec Corp. | 51,623 | 1,332 | |
Sparx Group Co. Ltd. | 677,935 | 1,325 | |
Matsuda Sangyo Co. Ltd. | 89,337 | 1,323 | |
Sagami Holdings Corp. | 157,367 | 1,318 | |
*,1 | Open Door Inc. | 96,296 | 1,314 |
Tonami Holdings Co. Ltd. | 50,574 | 1,312 | |
Kanagawa Chuo Kotsu Co. Ltd. | 51,071 | 1,309 | |
Okabe Co. Ltd. | 290,987 | 1,307 | |
1 | Fujiya Co. Ltd. | 73,699 | 1,306 |
Gakken Holdings Co. Ltd. | 185,574 | 1,304 | |
Vector Inc. | 182,790 | 1,303 | |
Cawachi Ltd. | 81,931 | 1,296 | |
Nippon Parking Development Co. Ltd. | 1,023,331 | 1,286 | |
Shindengen Electric Manufacturing Co. Ltd. | 51,358 | 1,284 | |
Tokushu Tokai Paper Co. Ltd. | 55,106 | 1,281 | |
World Co. Ltd. | 127,047 | 1,281 | |
Eagle Industry Co. Ltd. | 177,449 | 1,278 | |
Tochigi Bank Ltd. | 675,333 | 1,278 | |
ASAHI YUKIZAI Corp. | 86,487 | 1,275 | |
G-7 Holdings Inc. | 120,059 | 1,274 | |
Aisan Industry Co. Ltd. | 242,283 | 1,273 | |
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 97,940 | 1,265 | |
Kamei Corp. | 162,892 | 1,262 | |
1 | V-Cube Inc. | 149,442 | 1,260 |
* | Mitsui E&S Holdings Co. Ltd. | 508,269 | 1,255 |
1 | Link And Motivation Inc. | 354,959 | 1,254 |
Cybozu Inc. | 179,632 | 1,250 | |
Fukui Computer Holdings Inc. | 49,444 | 1,246 | |
Sumitomo Seika Chemicals Co. Ltd. | 58,078 | 1,237 | |
Shin Nippon Air Technologies Co. Ltd. | 90,783 | 1,231 | |
Proto Corp. | 163,432 | 1,230 | |
Happinet Corp. | 104,520 | 1,226 | |
*,1 | Fujita Kanko Inc. | 58,127 | 1,225 |
Daido Metal Co. Ltd. | 319,056 | 1,224 | |
Fukuda Corp. | 35,435 | 1,217 | |
Shinwa Co. Ltd. | 78,412 | 1,213 | |
Japan Transcity Corp. | 333,688 | 1,213 | |
Oriental Shiraishi Corp. | 688,476 | 1,213 | |
1 | Taki Chemical Co. Ltd. | 36,667 | 1,212 |
Shares | Market Value• ($000) | ||
Futaba Industrial Co. Ltd. | 425,028 | 1,202 | |
Neturen Co. Ltd. | 246,419 | 1,188 | |
Chiyoda Integre Co. Ltd. | 83,747 | 1,186 | |
Topy Industries Ltd. | 118,051 | 1,186 | |
Chori Co. Ltd. | 82,072 | 1,183 | |
Studio Alice Co. Ltd. | 67,234 | 1,182 | |
JM Holdings Co. Ltd. | 100,719 | 1,180 | |
Nippon Road Co. Ltd. | 25,092 | 1,175 | |
Tekken Corp. | 88,688 | 1,174 | |
Ichiyoshi Securities Co. Ltd. | 243,646 | 1,169 | |
CONEXIO Corp. | 119,560 | 1,169 | |
Warabeya Nichiyo Holdings Co. Ltd. | 89,096 | 1,165 | |
* | PIA Corp. | 47,853 | 1,160 |
Nissin Sugar Co. Ltd. | 89,967 | 1,151 | |
gremz Inc. | 103,655 | 1,147 | |
*,1 | SRE Holdings Corp. | 67,964 | 1,145 |
World Holdings Co. Ltd. | 70,135 | 1,143 | |
*,1 | Net Protections Holdings Inc. | 322,800 | 1,143 |
FIDEA Holdings Co. Ltd. | 120,055 | 1,140 | |
Marvelous Inc. | 229,895 | 1,138 | |
Vital KSK Holdings Inc. | 223,215 | 1,136 | |
Aichi Corp. | 179,484 | 1,134 | |
Aiphone Co. Ltd. | 88,745 | 1,131 | |
Modec Inc. | 131,417 | 1,131 | |
1 | K&O Energy Group Inc. | 102,552 | 1,130 |
Shibusawa Warehouse Co. Ltd. | 71,880 | 1,125 | |
CMK Corp. | 354,639 | 1,120 | |
Icom Inc. | 62,168 | 1,120 | |
Tosho Co. Ltd. | 121,563 | 1,116 | |
Toyo Corp. | 136,249 | 1,114 | |
Sankyo Seiko Co. Ltd. | 236,436 | 1,109 | |
CI Takiron Corp. | 279,000 | 1,109 | |
* | Kintetsu Department Store Co. Ltd. | 61,618 | 1,106 |
YAKUODO Holdings Co. Ltd. | 71,372 | 1,102 | |
Sumitomo Riko Co. Ltd. | 251,609 | 1,093 | |
Miroku Jyoho Service Co. Ltd. | 123,848 | 1,088 | |
Chilled & Frozen Logistics Holdings Co. Ltd. | 138,884 | 1,087 | |
1 | Inui Global Logistics Co. Ltd. | 84,153 | 1,084 |
Okuwa Co. Ltd. | 173,744 | 1,082 | |
St. Marc Holdings Co. Ltd. | 92,569 | 1,080 | |
Xebio Holdings Co. Ltd. | 156,633 | 1,070 | |
Nagatanien Holdings Co. Ltd. | 72,886 | 1,068 | |
Ryoden Corp. | 91,106 | 1,064 | |
Raccoon Holdings Inc. | 85,890 | 1,063 |
Shares | Market Value• ($000) | ||
SRA Holdings | 51,843 | 1,061 | |
Achilles Corp. | 106,876 | 1,058 | |
1 | Kansai Super Market Ltd. | 120,466 | 1,054 |
Chukyo Bank Ltd. | 84,657 | 1,052 | |
Tayca Corp. | 118,254 | 1,051 | |
*,1 | KNT-CT Holdings Co. Ltd. | 84,869 | 1,050 |
Riken Technos Corp. | 329,319 | 1,047 | |
SIGMAXYZ Holdings Inc. | 130,292 | 1,046 | |
Nippon Beet Sugar Manufacturing Co. Ltd. | 82,970 | 1,045 | |
Japan Medical Dynamic Marketing Inc. | 88,564 | 1,041 | |
Yahagi Construction Co. Ltd. | 186,629 | 1,039 | |
Nichiban Co. Ltd. | 86,809 | 1,031 | |
Enplas Corp. | 43,890 | 1,029 | |
Stella Chemifa Corp. | 57,895 | 1,022 | |
SB Technology Corp. | 63,534 | 1,020 | |
Kenko Mayonnaise Co. Ltd. | 95,401 | 1,019 | |
Hoosiers Holdings | 172,437 | 1,019 | |
Amuse Inc. | 71,194 | 1,012 | |
Feed One Co. Ltd. | 200,035 | 1,006 | |
1 | BRONCO BILLY Co. Ltd. | 57,262 | 1,006 |
Kurimoto Ltd. | 82,044 | 998 | |
Riken Corp. | 57,663 | 994 | |
Sanei Architecture Planning Co. Ltd. | 82,063 | 994 | |
1 | Ichikoh Industries Ltd. | 386,094 | 993 |
Takaoka Toko Co. Ltd. | 79,640 | 993 | |
Osaki Electric Co. Ltd. | 275,630 | 992 | |
Hokkaido Gas Co. Ltd. | 80,086 | 991 | |
Yukiguni Maitake Co. Ltd. | 149,269 | 991 | |
Dai Nippon Toryo Co. Ltd. | 189,165 | 988 | |
CTS Co. Ltd. | 167,728 | 988 | |
Bank of Saga Ltd. | 90,787 | 987 | |
Central Security Patrols Co. Ltd. | 49,415 | 987 | |
Fixstars Corp. | 140,650 | 987 | |
Moriroku Holdings Co. Ltd. | 74,703 | 981 | |
Yorozu Corp. | 149,914 | 979 | |
Towa Bank Ltd. | 256,077 | 975 | |
Hodogaya Chemical Co. Ltd. | 40,018 | 974 | |
ASKA Pharmaceutical Holdings Co. Ltd. | 131,305 | 972 | |
France Bed Holdings Co. Ltd. | 144,975 | 970 | |
* | KLab Inc. | 217,750 | 966 |
Osaka Steel Co. Ltd. | 88,526 | 964 | |
Melco Holdings Inc. | 37,690 | 962 | |
JDC Corp. | 249,519 | 961 | |
Fudo Tetra Corp. | 84,337 | 960 | |
Toyo Kanetsu KK | 49,271 | 960 |
Shares | Market Value• ($000) | ||
Kyosan Electric Manufacturing Co. Ltd. | 301,004 | 959 | |
Honeys Holdings Co. Ltd. | 112,490 | 958 | |
Chiyoda Co. Ltd. | 167,035 | 954 | |
Rokko Butter Co. Ltd. | 91,786 | 952 | |
*,1 | Sourcenext Corp. | 557,588 | 950 |
Toa Corp. (XTKS) | 170,991 | 950 | |
1 | IR Japan Holdings Ltd. | 62,874 | 950 |
1 | Daikokutenbussan Co. Ltd. | 32,468 | 933 |
Elematec Corp. | 99,983 | 927 | |
Nissin Corp. | 78,854 | 925 | |
*,1 | Nichi-iko Pharmaceutical Co. Ltd. | 352,569 | 920 |
Tokyo Energy & Systems Inc. | 128,080 | 913 | |
* | Optim Corp. | 164,193 | 911 |
Asahi Co. Ltd. | 96,340 | 909 | |
Optorun Co. Ltd. | 68,405 | 908 | |
Hochiki Corp. | 94,876 | 900 | |
Digital Holdings Inc. | 99,939 | 900 | |
WDB Holdings Co. Ltd. | 52,962 | 896 | |
Aeon Fantasy Co. Ltd. | 45,073 | 893 | |
*,1 | WATAMI Co. Ltd. | 131,258 | 889 |
Kanaden Corp. | 117,206 | 880 | |
Krosaki Harima Corp. | 27,590 | 873 | |
Ministop Co. Ltd. | 80,383 | 867 | |
Koatsu Gas Kogyo Co. Ltd. | 177,389 | 864 | |
Maezawa Kyuso Industries Co. Ltd. | 131,454 | 864 | |
Nippon Coke & Engineering Co. Ltd. | 1,013,050 | 864 | |
ST Corp. | 77,518 | 862 | |
DKS Co. Ltd. | 54,542 | 861 | |
ZIGExN Co. Ltd. | 368,730 | 858 | |
Shinnihon Corp. | 164,848 | 857 | |
Iseki & Co. Ltd. | 98,729 | 855 | |
Sumida Corp. | 144,373 | 850 | |
Seika Corp. | 70,164 | 849 | |
Advan Group Co. Ltd. | 145,032 | 844 | |
Kyodo Printing Co. Ltd. | 45,696 | 834 | |
1 | Tess Holdings Co. Ltd. | 95,761 | 831 |
Arakawa Chemical Industries Ltd. | 113,189 | 827 | |
Hisaka Works Ltd. | 133,559 | 826 | |
Shimizu Bank Ltd. | 75,898 | 821 | |
Toa Oil Co. Ltd. | 45,136 | 819 | |
Sankyo Tateyama Inc. | 201,761 | 818 | |
Ubicom Holdings Inc. | 47,071 | 817 | |
Kawada Technologies Inc. | 31,567 | 816 | |
Cosel Co. Ltd. | 134,465 | 812 | |
Nihon Chouzai Co. Ltd. | 83,030 | 805 |
Shares | Market Value• ($000) | ||
Yushin Precision Equipment Co. Ltd. | 156,000 | 803 | |
*,1 | Kourakuen Holdings Corp. | 82,063 | 787 |
Mars Group Holdings Corp. | 64,396 | 785 | |
Tatsuta Electric Wire and Cable Co. Ltd. | 231,943 | 785 | |
Nippon Rietec Co. Ltd. | 108,697 | 784 | |
Hito Communications Holdings Inc. | 69,880 | 781 | |
JSP Corp. | 75,924 | 779 | |
*,1 | Taiko Pharmaceutical Co. Ltd. | 181,125 | 762 |
LEC Inc. | 160,053 | 755 | |
Tomoku Co. Ltd. | 67,705 | 749 | |
Nitto Kohki Co. Ltd. | 66,900 | 735 | |
* | BrainPad Inc. | 98,930 | 726 |
* | Gurunavi Inc. | 253,539 | 724 |
1 | Medical Data Vision Co. Ltd. | 96,703 | 724 |
Kojima Co. Ltd. | 149,555 | 722 | |
FAN Communications Inc. | 253,644 | 721 | |
Artnature Inc. | 135,500 | 721 | |
1 | Furukawa Battery Co. Ltd. | 80,297 | 720 |
Nihon Tokushu Toryo Co. Ltd. | 96,520 | 715 | |
Sanoh Industrial Co. Ltd. | 147,165 | 710 | |
NEC Capital Solutions Ltd. | 47,030 | 707 | |
Fuso Pharmaceutical Industries Ltd. | 44,642 | 706 | |
MTI Ltd. | 194,175 | 702 | |
Ebase Co. Ltd. | 177,512 | 696 | |
1 | Inaba Seisakusho Co. Ltd. | 67,743 | 693 |
Fuji Pharma Co. Ltd. | 99,463 | 693 | |
Taisei Lamick Co. Ltd. | 35,721 | 691 | |
Pronexus Inc. | 86,944 | 686 | |
Nippon Sharyo Ltd. | 44,431 | 679 | |
Central Sports Co. Ltd. | 36,729 | 676 | |
Tsutsumi Jewelry Co. Ltd. | 46,070 | 675 | |
1 | Tokyo Individualized Educational Institute Inc. | 145,137 | 670 |
Kyokuto Securities Co. Ltd. | 131,359 | 669 | |
Tv Tokyo Holdings Corp. | 46,503 | 668 | |
JP-Holdings Inc. | 356,703 | 664 | |
CMIC Holdings Co. Ltd. | 62,561 | 662 | |
Akatsuki Inc. | 32,502 | 652 | |
* | Jamco Corp. | 71,580 | 651 |
Okura Industrial Co. Ltd. | 51,597 | 649 | |
Mitsuba Corp. | 219,425 | 648 | |
Linical Co. Ltd. | 107,878 | 641 | |
*,1 | FDK Corp. | 109,288 | 637 |
Shares | Market Value• ($000) | ||
Japan Best Rescue System Co. Ltd. | 114,186 | 624 | |
* | Unitika Ltd. | 363,762 | 622 |
* | Akebono Brake Industry Co. Ltd. | 542,566 | 619 |
Tokyo Rakutenchi Co. Ltd. | 21,060 | 611 | |
1 | CAC Holdings Corp. | 60,013 | 608 |
1 | Daisyo Corp. | 67,791 | 605 |
1 | Kitanotatsujin Corp. | 401,710 | 605 |
Sanshin Electronics Co. Ltd. | 52,811 | 596 | |
Airport Facilities Co. Ltd. | 151,162 | 595 | |
Hokkan Holdings Ltd. | 65,429 | 591 | |
LIFULL Co. Ltd. | 487,803 | 586 | |
* | Istyle Inc. | 346,167 | 584 |
Corona Corp. Class A | 94,836 | 572 | |
1 | Yamashin-Filter Corp. | 245,644 | 566 |
*,1 | Gunosy Inc. | 102,774 | 565 |
Chuo Spring Co. Ltd. | 107,880 | 551 | |
* | Godo Steel Ltd. | 55,451 | 550 |
Ohara Inc. | 61,097 | 534 | |
1 | Kanamic Network Co. Ltd. | 129,606 | 533 |
1 | I-PEX Inc. | 56,442 | 530 |
1 | Kamakura Shinsho Ltd. | 125,263 | 525 |
Media Do Co. Ltd. | 42,088 | 522 | |
Enigmo Inc. | 146,156 | 517 | |
Nihon Trim Co. Ltd. | 27,019 | 502 | |
Sekisui Kasei Co. Ltd. | 166,741 | 502 | |
1 | CHIMNEY Co. Ltd. | 53,904 | 498 |
* | TerraSky Co. Ltd. | 45,246 | 491 |
1 | Oro Co. Ltd. | 39,522 | 488 |
Gecoss Corp. | 78,885 | 480 | |
Taiho Kogyo Co. Ltd. | 96,611 | 476 | |
Cleanup Corp. | 112,468 | 475 | |
* | RPA Holdings Inc. | 191,370 | 468 |
Nisso Corp. | 108,107 | 458 | |
Shimojima Co. Ltd. | 63,272 | 448 | |
1 | Fibergate Inc. | 57,641 | 406 |
*,1 | COOKPAD Inc. | 271,541 | 405 |
Wowow Inc. | 35,634 | 396 | |
Takamiya Co. Ltd. | 136,908 | 396 | |
*,1 | Right On Co. Ltd. | 65,911 | 362 |
Nakayama Steel Works Ltd. | 106,563 | 336 | |
* | Tokyo Base Co. Ltd. | 136,684 | 326 |
1 | Robot Home Inc. | 224,508 | 296 |
* | Heroz Inc. | 38,610 | 231 |
27,963,473 | |||
Netherlands (3.2%) | |||
ASML Holding NV | 2,775,848 | 1,311,416 | |
Prosus NV | 6,336,246 | 410,295 | |
*,2 | Adyen NV | 213,355 | 307,899 |
ING Groep NV | 27,434,034 | 270,269 | |
Koninklijke Ahold Delhaize NV | 7,334,887 | 190,920 | |
Wolters Kluwer NV | 1,874,890 | 181,711 | |
Koninklijke DSM NV | 1,259,744 | 180,459 | |
Heineken NV | 1,724,906 | 157,004 | |
Koninklijke Philips NV | 6,316,254 | 135,474 |
Shares | Market Value• ($000) | ||
Universal Music Group NV | 5,410,759 | 108,410 | |
NN Group NV | 2,159,491 | 97,810 | |
ArcelorMittal SA | 3,962,202 | 88,854 | |
ASM International NV | 346,330 | 86,169 | |
Akzo Nobel NV | 1,281,174 | 83,786 | |
Koninklijke KPN NV | 23,157,205 | 82,396 | |
IMCD NV | 413,104 | 56,486 | |
Heineken Holding NV | 765,678 | 55,622 | |
Aegon NV | 12,825,516 | 55,235 | |
ASR Nederland NV | 969,531 | 39,089 | |
Randstad NV | 795,968 | 38,469 | |
* | Unibail-Rodamco-Westfield | 745,564 | 37,904 |
1,2 | ABN AMRO Bank NV GDR | 3,000,355 | 33,714 |
2 | Signify NV | 905,838 | 29,884 |
Aalberts NV | 699,277 | 27,155 | |
BE Semiconductor Industries NV | 546,316 | 26,105 | |
OCI NV | 702,923 | 23,123 | |
*,2 | Just Eat Takeaway.com NV | 1,325,807 | 20,833 |
* | Galapagos NV | 352,691 | 19,556 |
Boskalis Westminster | 577,959 | 19,362 | |
Arcadis NV | 518,445 | 17,364 | |
JDE Peet's NV | 605,388 | 17,237 | |
SBM Offshore NV | 1,111,764 | 15,057 | |
*,2 | Basic-Fit NV | 381,775 | 14,387 |
Corbion NV | 431,052 | 12,986 | |
*,2 | Intertrust NV | 647,917 | 12,978 |
Koninklijke Vopak NV | 473,229 | 11,926 | |
TKH Group NV GDR | 295,303 | 11,125 | |
APERAM SA | 340,395 | 9,454 | |
* | Fugro NV | 739,227 | 9,305 |
* | InPost SA | 1,471,197 | 8,524 |
1 | PostNL NV | 2,749,823 | 8,331 |
Eurocommercial Properties NV | 376,349 | 8,086 | |
*,2 | Alfen Beheer BV | 80,293 | 7,383 |
AMG Advanced Metallurgical Group NV | 226,392 | 5,818 | |
2 | CTP NV | 474,880 | 5,467 |
2 | Flow Traders | 186,886 | 5,362 |
* | Sligro Food Group NV | 250,010 | 4,729 |
NSI NV | 129,169 | 4,447 | |
1 | Wereldhave NV | 290,522 | 4,364 |
* | Koninklijke BAM Groep NV | 1,782,836 | 4,205 |
Majorel Group Luxembourg SA | 148,664 | 3,949 | |
* | TomTom NV | 485,165 | 3,577 |
Vastned Retail NV | 125,707 | 2,807 | |
Brunel International NV | 144,161 | 1,568 | |
2 | B&S Group Sarl | 216,728 | 1,136 |
1 | ForFarmers NV | 260,296 | 725 |
Aegon NV ADR (Registered) | 18,190 | 80 | |
4,387,786 |
Shares | Market Value• ($000) | ||
New Zealand (0.3%) | |||
Fisher & Paykel Healthcare Corp. Ltd. | 4,145,194 | 51,640 | |
Spark New Zealand Ltd. | 13,602,514 | 40,709 | |
* | Auckland International Airport Ltd. | 8,612,734 | 38,582 |
EBOS Group Ltd. | 1,140,459 | 27,746 | |
Meridian Energy Ltd. | 8,977,092 | 26,196 | |
Contact Energy Ltd. | 5,685,908 | 25,814 | |
Mainfreight Ltd. | 584,350 | 25,473 | |
Fletcher Building Ltd. | 5,697,213 | 17,887 | |
Infratil Ltd. | 3,727,832 | 17,860 | |
Mercury NZ Ltd. | 4,964,331 | 17,480 | |
Ryman Healthcare Ltd. | 2,975,664 | 16,520 | |
* | a2 Milk Co. Ltd. | 5,371,087 | 16,512 |
Chorus Ltd. | 3,221,446 | 14,508 | |
SKYCITY Entertainment Group Ltd. | 5,477,254 | 9,952 | |
Summerset Group Holdings Ltd. | 1,649,436 | 9,881 | |
Goodman Property Trust | 7,871,593 | 9,805 | |
Precinct Properties New Zealand Ltd. | 9,563,109 | 8,170 | |
Kiwi Property Group Ltd. | 11,187,234 | 6,810 | |
Freightways Ltd. | 1,149,062 | 6,551 | |
Genesis Energy Ltd. | 3,678,432 | 6,084 | |
Vital Healthcare Property Trust | 3,438,332 | 5,777 | |
Arvida Group Ltd. | 5,171,286 | 4,775 | |
Vector Ltd. | 1,806,226 | 4,703 | |
Argosy Property Ltd. | 5,960,162 | 4,592 | |
* | Pushpay Holdings Ltd. | 5,408,915 | 4,272 |
Skellerup Holdings Ltd. | 1,290,801 | 4,264 | |
* | Air New Zealand Ltd. | 10,837,367 | 3,852 |
Heartland Group Holdings Ltd. | 2,999,337 | 3,562 | |
Stride Property Group | 3,434,858 | 3,556 | |
KMD Brands Ltd. | 4,151,967 | 2,845 | |
Oceania Healthcare Ltd. | 4,859,674 | 2,816 | |
Scales Corp. Ltd. | 808,540 | 2,191 | |
* | Pacific Edge Ltd. | 5,037,828 | 2,145 |
* | SKY Network Television Ltd. | 1,224,521 | 1,807 |
* | Vista Group International Ltd. | 1,524,321 | 1,615 |
* | Serko Ltd. | 684,046 | 1,580 |
* | Tourism Holdings Ltd. | 1,079,857 | 1,565 |
Restaurant Brands New Zealand Ltd. | 228,318 | 1,542 | |
*,1 | Synlait Milk Ltd. | 768,389 | 1,495 |
453,134 | |||
Norway (0.8%) | |||
Equinor ASA | 6,964,261 | 242,672 | |
DNB Bank ASA | 7,432,799 | 134,560 | |
Mowi ASA | 3,204,075 | 73,270 | |
Telenor ASA | 4,592,607 | 61,372 |
Shares | Market Value• ($000) | ||
Norsk Hydro ASA | 9,693,196 | 54,779 | |
Yara International ASA | 1,178,773 | 49,392 | |
Orkla ASA | 5,532,061 | 44,316 | |
TOMRA Systems ASA | 1,695,685 | 31,825 | |
Aker BP ASA | 914,297 | 31,665 | |
Salmar ASA | 394,410 | 27,923 | |
Gjensidige Forsikring ASA | 1,228,995 | 25,018 | |
Storebrand ASA | 3,423,352 | 24,614 | |
Bakkafrost P/F | 370,414 | 23,873 | |
Kongsberg Gruppen ASA | 543,449 | 19,545 | |
* | Nordic Semiconductor ASA | 1,139,886 | 17,996 |
* | Adevinta ASA | 2,012,164 | 14,813 |
SpareBank 1 SR-Bank ASA | 1,279,509 | 13,943 | |
Aker ASA Class A | 174,572 | 13,491 | |
Leroy Seafood Group ASA | 1,873,598 | 13,415 | |
Subsea 7 SA | 1,672,906 | 13,361 | |
*,1 | NEL ASA | 10,668,643 | 13,060 |
Schibsted ASA Class B | 742,600 | 12,164 | |
TGS ASA | 838,139 | 11,768 | |
Borregaard ASA | 718,198 | 11,740 | |
SpareBank 1 SMN | 944,417 | 11,152 | |
Schibsted ASA Class A | 528,578 | 9,548 | |
*,1 | Frontline Ltd. | 895,756 | 8,038 |
Austevoll Seafood ASA | 654,864 | 7,724 | |
2 | Scatec ASA | 858,480 | 7,466 |
*,2 | Crayon Group Holding ASA | 577,527 | 7,404 |
Veidekke ASA | 772,372 | 7,047 | |
Atea ASA | 599,653 | 6,254 | |
2 | Elkem ASA | 1,923,838 | 6,180 |
*,2 | AutoStore Holdings Ltd. | 4,210,061 | 6,101 |
Grieg Seafood ASA | 403,922 | 5,790 | |
DNO ASA | 3,835,095 | 5,324 | |
2 | Entra ASA | 409,232 | 5,186 |
Bonheur ASA | 140,932 | 5,138 | |
MPC Container Ships ASA | 2,383,989 | 4,755 | |
*,1 | Kahoot! ASA | 2,376,323 | 4,415 |
* | Aker Carbon Capture ASA | 2,464,837 | 4,250 |
2 | BW LPG Ltd. | 560,533 | 4,165 |
Wallenius Wilhelmsen ASA | 746,750 | 4,055 | |
Stolt-Nielsen Ltd. | 158,557 | 3,360 | |
Sparebank 1 Oestlandet | 221,091 | 2,651 | |
* | Norway Royal Salmon ASA | 102,719 | 2,624 |
Arendals Fossekompani A/S | 80,335 | 2,297 | |
* | Hexagon Composites ASA | 824,254 | 2,279 |
BW Offshore Ltd. | 640,059 | 1,735 | |
*,1 | Aker Horizons Holding ASA | 1,034,813 | 1,701 |
Shares | Market Value• ($000) | ||
* | BW Energy Ltd. | 465,083 | 1,203 |
1,118,417 | |||
Poland (0.2%) | |||
* | Powszechna Kasa Oszczednosci Bank Polski SA | 6,176,211 | 38,740 |
Polski Koncern Naftowy ORLEN SA | 2,258,720 | 34,684 | |
Powszechny Zaklad Ubezpieczen SA | 4,089,786 | 27,419 | |
KGHM Polska Miedz SA | 990,001 | 26,451 | |
*,2 | Dino Polska SA | 350,785 | 25,020 |
Bank Polska Kasa Opieki SA | 1,138,877 | 20,848 | |
LPP SA | 8,107 | 16,379 | |
Polskie Gornictwo Naftowe i Gazownictwo SA | 12,654,096 | 16,142 | |
*,1,2 | Allegro.eu SA | 2,822,805 | 15,175 |
* | PGE Polska Grupa Energetyczna SA | 5,312,470 | 12,684 |
Santander Bank Polska SA | 215,064 | 11,209 | |
Grupa Lotos SA | 705,347 | 10,887 | |
1 | CD Projekt SA | 479,300 | 10,298 |
Cyfrowy Polsat SA | 1,963,891 | 9,303 | |
Orange Polska SA | 4,881,488 | 6,832 | |
Asseco Poland SA | 401,543 | 6,778 | |
KRUK SA | 122,317 | 6,530 | |
*,2 | Pepco Group NV | 791,991 | 6,160 |
*,1 | Jastrzebska Spolka Weglowa SA | 378,909 | 5,424 |
* | Tauron Polska Energia SA | 6,841,037 | 5,277 |
* | mBank SA | 92,628 | 4,675 |
* | Alior Bank SA | 667,947 | 4,089 |
* | Bank Millennium SA | 4,440,927 | 3,865 |
* | Grupa Azoty SA | 327,213 | 3,292 |
* | Enea SA | 1,493,268 | 3,255 |
*,1 | CCC SA | 284,727 | 2,952 |
Bank Handlowy w Warszawie SA | 230,939 | 2,904 | |
* | AmRest Holdings SE | 508,868 | 2,056 |
Warsaw Stock Exchange | 195,585 | 1,640 | |
* | Ciech SA | 188,644 | 1,583 |
Kernel Holding SA | 313,585 | 1,336 | |
343,887 | |||
Portugal (0.2%) | |||
EDP - Energias de Portugal SA | 20,530,980 | 95,681 | |
Galp Energia SGPS SA | 3,742,461 | 43,791 | |
Jeronimo Martins SGPS SA | 1,991,383 | 43,170 | |
EDP Renovaveis SA | 1,743,093 | 41,176 | |
Banco Comercial Portugues SA Class R | 56,123,905 | 9,697 | |
REN - Redes Energeticas Nacionais SGPS SA | 2,751,357 | 8,283 | |
Sonae SGPS SA | 6,553,207 | 8,041 | |
Navigator Co. SA | 1,829,137 | 7,353 | |
NOS SGPS SA | 1,506,309 | 6,053 |
Shares | Market Value• ($000) | ||
CTT-Correios de Portugal SA | 1,075,861 | 3,519 | |
Altri SGPS SA | 497,814 | 3,322 | |
* | Greenvolt-Energias Renovaveis SA | 376,641 | 2,898 |
Corticeira Amorim SGPS SA | 245,885 | 2,717 | |
Semapa-Sociedade de Investimento e Gestao | 101,290 | 1,428 | |
277,129 | |||
Singapore (1.2%) | |||
DBS Group Holdings Ltd. | 13,134,906 | 281,053 | |
Oversea-Chinese Banking Corp. Ltd. | 25,516,769 | 209,315 | |
United Overseas Bank Ltd. | 9,360,001 | 176,830 | |
Singapore Telecommunications Ltd. | 54,488,220 | 99,172 | |
CapitaLand Integrated Commercial Trust | 36,665,703 | 57,317 | |
Capitaland Investment Ltd. | 18,540,823 | 51,030 | |
Ascendas REIT | 24,815,164 | 50,929 | |
Keppel Corp. Ltd. | 10,249,067 | 47,880 | |
Wilmar International Ltd. | 15,238,685 | 44,353 | |
Singapore Exchange Ltd. | 5,962,002 | 40,619 | |
* | Singapore Airlines Ltd. | 9,267,577 | 34,053 |
Singapore Technologies Engineering Ltd. | 11,003,582 | 32,393 | |
Mapletree Logistics Trust | 23,238,844 | 28,123 | |
Mapletree Industrial Trust | 13,532,798 | 25,334 | |
Venture Corp. Ltd. | 1,883,778 | 22,565 | |
Genting Singapore Ltd. | 41,673,138 | 21,613 | |
Mapletree Commercial Trust | 15,887,142 | 20,939 | |
City Developments Ltd. | 3,416,918 | 20,069 | |
Frasers Logistics & Commercial Trust | 20,799,093 | 19,924 | |
UOL Group Ltd. | 3,547,052 | 18,801 | |
Suntec REIT | 15,232,709 | 17,773 | |
ComfortDelGro Corp. Ltd. | 14,772,212 | 14,892 | |
NetLink NBN Trust | 21,069,420 | 14,713 | |
Jardine Cycle & Carriage Ltd. | 713,340 | 14,540 | |
Sembcorp Industries Ltd. | 6,550,445 | 13,445 | |
Keppel DC REIT | 9,245,027 | 13,116 | |
* | SATS Ltd. | 4,585,365 | 12,865 |
Frasers Centrepoint Trust | 7,786,626 | 12,845 | |
Keppel REIT | 15,653,989 | 12,286 | |
ESR-REIT | 38,517,322 | 11,231 | |
Ascott Residence Trust | 13,619,318 | 11,185 |
Shares | Market Value• ($000) | ||
Keppel Infrastructure Trust | 25,347,675 | 10,411 | |
Parkway Life REIT | 2,754,578 | 9,660 | |
Hutchison Port Holdings Trust Class U | 36,791,296 | 8,654 | |
* | Sembcorp Marine Ltd. | 111,247,673 | 8,648 |
Golden Agri-Resources Ltd. | 46,008,144 | 8,282 | |
Haw Par Corp. Ltd. | 1,033,279 | 8,173 | |
SPH REIT | 10,730,146 | 7,224 | |
Lendlease Global Commercial REIT | 12,178,649 | 6,975 | |
CapitaLand China Trust | 8,045,129 | 6,662 | |
Manulife US REIT | 11,637,202 | 6,635 | |
AEM Holdings Ltd. | 1,969,574 | 5,877 | |
CDL Hospitality Trusts | 6,347,076 | 5,805 | |
Olam Group Ltd. | 5,279,537 | 5,786 | |
Raffles Medical Group Ltd. | 6,660,069 | 5,370 | |
Ascendas India Trust | 6,181,987 | 5,210 | |
Singapore Post Ltd. | 10,858,891 | 5,082 | |
Cromwell European REIT | 2,271,907 | 4,641 | |
First Resources Ltd. | 3,745,576 | 4,403 | |
OUE Commercial REIT | 15,835,587 | 4,392 | |
Starhill Global REIT | 10,320,378 | 4,308 | |
Keppel Pacific Oak US REIT | 6,135,705 | 4,296 | |
AIMS APAC REIT | 4,068,297 | 3,956 | |
* | Digital Core REIT Management Pte Ltd. | 4,935,600 | 3,802 |
StarHub Ltd. | 4,109,993 | 3,641 | |
iFAST Corp. Ltd. | 1,168,184 | 3,482 | |
Sheng Siong Group Ltd. | 3,096,515 | 3,388 | |
Wing Tai Holdings Ltd. | 2,698,899 | 3,382 | |
Far East Hospitality Trust | 7,097,433 | 3,270 | |
Prime US REIT | 4,482,715 | 3,027 | |
* | SIA Engineering Co. Ltd. | 1,621,589 | 2,848 |
UMS Holdings Ltd. | 3,321,237 | 2,657 | |
* | Thomson Medical Group Ltd. | 44,564,804 | 2,533 |
Sabana Industrial REIT | 7,298,657 | 2,391 | |
Nanofilm Technologies International Ltd. | 1,369,479 | 2,299 | |
Riverstone Holdings Ltd. | 3,830,673 | 2,040 | |
First REIT | 8,144,516 | 1,613 | |
Lippo Malls Indonesia Retail Trust | 40,962,559 | 1,505 | |
Silverlake Axis Ltd. | 3,790,626 | 1,079 | |
Bumitama Agri Ltd. | 2,160,408 | 1,035 | |
Asian Pay Television Trust | 11,440,151 | 1,021 |
Shares | Market Value• ($000) | ||
* | COSCO Shipping International Singapore Co. Ltd. | 7,561,216 | 1,016 |
* | Yoma Strategic Holdings Ltd. | 9,181,090 | 919 |
*,3 | Eagle Hospitality Trust | 4,532,200 | 621 |
*,3 | Best World International Ltd. | 367,562 | 360 |
*,1,3 | Ezra Holdings Ltd. | 10,329,900 | 82 |
*,1,3 | Ezion Holdings Ltd. Warrants Exp. 4/16/23 | 5,153,611 | — |
1,639,664 | |||
South Korea (4.6%) | |||
Samsung Electronics Co. Ltd. | 34,111,146 | 1,504,553 | |
SK Hynix Inc. | 3,902,107 | 275,544 | |
Samsung Electronics Co. Ltd. Preference Shares | 4,996,360 | 200,831 | |
NAVER Corp. | 1,039,250 | 193,848 | |
Samsung SDI Co. Ltd. | 379,591 | 156,538 | |
Hyundai Motor Co. | 1,004,657 | 140,398 | |
LG Chem Ltd. | 335,146 | 133,147 | |
Kakao Corp. | 2,184,917 | 118,390 | |
Kia Corp. | 1,855,009 | 110,717 | |
Celltrion Inc. | 772,548 | 106,652 | |
1 | Shinhan Financial Group Co. Ltd. | 3,587,048 | 102,857 |
KB Financial Group Inc. | 2,596,829 | 96,974 | |
POSCO Holdings Inc. | 538,752 | 96,079 | |
*,2 | Samsung Biologics Co. Ltd. | 132,588 | 81,060 |
Hyundai Mobis Co. Ltd. | 443,304 | 68,330 | |
Hana Financial Group Inc. | 2,075,989 | 63,097 | |
1 | HMM Co. Ltd. | 3,040,314 | 57,883 |
Samsung C&T Corp. | 603,868 | 57,491 | |
* | SK Innovation Co. Ltd. | 373,332 | 55,424 |
LG Electronics Inc. | 770,449 | 52,542 | |
*,1 | LG Energy Solution | 174,074 | 50,210 |
KT&G Corp. | 772,388 | 48,958 | |
Samsung Electronics Co. Ltd. GDR (Registered) | 43,730 | 47,612 | |
SK Inc. | 259,774 | 43,231 | |
Woori Financial Group Inc. | 4,562,208 | 42,706 | |
*,1 | Doosan Heavy Industries & Construction Co. Ltd. | 2,812,954 | 42,245 |
Samsung Electro-Mechanics Co. Ltd. | 401,081 | 40,579 | |
LG Corp. | 638,144 | 38,384 | |
Celltrion Healthcare Co. Ltd. | 686,820 | 36,456 | |
*,1 | Krafton Inc. | 211,176 | 35,675 |
Samsung Fire & Marine Insurance Co. Ltd. | 223,256 | 34,686 |
Shares | Market Value• ($000) | ||
LG Household & Health Care Ltd. | 61,643 | 32,387 | |
1 | NCSoft Corp. | 113,905 | 30,747 |
* | Korea Electric Power Corp. | 1,683,714 | 29,363 |
LG Innotek Co. Ltd. | 101,452 | 26,909 | |
Korea Zinc Co. Ltd. | 71,280 | 26,829 | |
*,1 | L&F Co. Ltd. | 162,079 | 26,422 |
Samsung SDS Co. Ltd. | 262,227 | 26,334 | |
*,1 | KakaoBank Corp. | 1,114,675 | 26,040 |
* | Korean Air Lines Co. Ltd. | 1,268,802 | 24,745 |
1 | Ecopro BM Co. Ltd. | 280,012 | 24,676 |
* | Hanwha Solutions Corp. | 825,094 | 24,160 |
S-Oil Corp. | 296,173 | 23,606 | |
* | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 311,588 | 22,618 |
Samsung Life Insurance Co. Ltd. | 461,165 | 22,286 | |
* | SK Square Co. Ltd. | 716,333 | 21,641 |
Amorepacific Corp. | 209,377 | 21,045 | |
Korea Aerospace Industries Ltd. | 506,284 | 20,937 | |
* | Samsung Heavy Industries Co. Ltd. | 4,451,848 | 20,823 |
Coway Co. Ltd. | 409,361 | 20,254 | |
* | Samsung Engineering Co. Ltd. | 1,135,062 | 18,866 |
Hyundai Glovis Co. Ltd. | 133,841 | 18,607 | |
1 | LG Display Co. Ltd. | 1,608,563 | 18,048 |
Hyundai Motor Co. Preference Shares (XKRS) | 260,336 | 17,593 | |
*,1 | HLB Inc. | 639,592 | 17,516 |
Hyundai Heavy Industries Holdings Co. Ltd. | 362,338 | 16,648 | |
1 | POSCO Chemical Co. Ltd. | 198,203 | 16,414 |
Hyundai Engineering & Construction Co. Ltd. | 509,373 | 16,291 | |
CJ CheilJedang Corp. | 54,858 | 16,059 | |
Yuhan Corp. | 360,212 | 15,581 | |
DB Insurance Co. Ltd. | 320,874 | 15,201 | |
* | Kangwon Land Inc. | 768,455 | 15,089 |
* | LG Uplus Corp. | 1,524,967 | 15,007 |
Lotte Chemical Corp. | 107,498 | 14,987 | |
*,1 | HYBE Co. Ltd. | 132,623 | 14,896 |
1 | OCI Co. Ltd. | 129,682 | 14,331 |
SKC Co. Ltd. | 138,953 | 14,289 | |
*,1,2 | SK IE Technology Co. Ltd. | 185,813 | 14,122 |
1 | Kumho Petrochemical Co. Ltd. | 127,846 | 13,751 |
Hyundai Steel Co. | 546,437 | 13,554 | |
Hankook Tire & Technology Co. Ltd. | 529,965 | 13,511 |
Shares | Market Value• ($000) | ||
Industrial Bank of Korea | 1,810,142 | 13,443 | |
SK Telecom Co. Ltd. | 326,713 | 13,111 | |
Korea Investment Holdings Co. Ltd. | 272,009 | 12,966 | |
Hanmi Pharm Co. Ltd. | 53,897 | 12,841 | |
Orion Corp.Republic of Korea | 157,434 | 12,660 | |
1 | Hotel Shilla Co. Ltd. | 222,573 | 12,250 |
F&F Co. Ltd. | 115,222 | 11,975 | |
GS Holdings Corp. | 367,079 | 11,860 | |
E-MART Inc. | 144,689 | 11,797 | |
*,1 | Hyundai Heavy Industries Co. Ltd. | 106,142 | 11,715 |
Samsung Securities Co. Ltd. | 450,531 | 11,646 | |
*,1 | SK Bioscience Co. Ltd. | 144,190 | 11,212 |
GS Engineering & Construction Corp. | 450,037 | 10,984 | |
BNK Financial Group Inc. | 2,096,534 | 10,877 | |
Hyundai Motor Co. Preference Shares | 155,445 | 10,436 | |
*,1 | Hyundai Mipo Dockyard Co. Ltd. | 148,181 | 10,425 |
LG Chem Ltd. Preference Shares | 55,742 | 10,323 | |
*,1 | SK Biopharmaceuticals Co. Ltd. | 176,433 | 10,207 |
Hyundai Marine & Fire Insurance Co. Ltd. | 426,674 | 10,199 | |
Meritz Fire & Marine Insurance Co. Ltd. | 390,732 | 10,006 | |
Mirae Asset Securities Co. Ltd. | 1,949,807 | 9,954 | |
DB HiTek Co. Ltd. | 255,438 | 9,895 | |
Hansol Chemical Co. Ltd. | 60,425 | 9,554 | |
Hanwha Aerospace Co. Ltd. | 253,026 | 9,498 | |
*,1 | Alteogen Inc. | 199,743 | 9,421 |
Cheil Worldwide Inc. | 501,718 | 9,214 | |
Hanon Systems | 1,174,411 | 9,130 | |
*,1 | Pearl Abyss Corp. | 226,573 | 8,936 |
1 | Mando Corp. | 237,127 | 8,710 |
*,1 | Celltrion Pharm Inc. | 138,764 | 8,449 |
Shinsegae Inc. | 50,002 | 8,417 | |
*,1 | Hyundai Rotem Co. Ltd. | 519,215 | 8,324 |
Fila Holdings Corp. | 373,494 | 8,117 | |
*,1 | KB Financial Group Inc. ADR | 215,866 | 8,030 |
*,1 | Kakao Games Corp. | 207,638 | 7,891 |
*,1 | Hanjin Kal Corp. | 151,842 | 7,255 |
1 | JYP Entertainment Corp. | 194,294 | 7,230 |
SD Biosensor Inc. | 240,465 | 7,207 | |
*,1 | Kakaopay Corp. | 151,682 | 7,077 |
1 | Ecopro Co. Ltd. | 126,110 | 7,003 |
DL E&C Co. Ltd. | 217,420 | 6,971 | |
1 | KCC Corp. | 31,103 | 6,901 |
SK Chemicals Co. Ltd. | 96,785 | 6,881 | |
NH Investment & Securities Co. Ltd. | 979,917 | 6,855 |
Shares | Market Value• ($000) | ||
BGF retail Co. Ltd. | 46,158 | 6,736 | |
S-1 Corp. | 135,213 | 6,705 | |
1,2 | Netmarble Corp. | 125,386 | 6,665 |
Meritz Securities Co. Ltd. | 1,891,138 | 6,647 | |
1 | Hyosung Advanced Materials Corp. | 22,548 | 6,618 |
Lotte Shopping Co. Ltd. | 81,903 | 6,583 | |
Iljin Materials Co. Ltd. | 121,284 | 6,565 | |
DGB Financial Group Inc. | 1,117,698 | 6,562 | |
LEENO Industrial Inc. | 65,356 | 6,556 | |
CS Wind Corp. | 144,061 | 6,417 | |
LOTTE Fine Chemical Co. Ltd. | 126,492 | 6,405 | |
Youngone Corp. | 214,026 | 6,354 | |
*,1 | Daewoo Shipbuilding & Marine Engineering Co. Ltd. | 342,895 | 6,337 |
LS Corp. | 128,312 | 6,312 | |
Pan Ocean Co. Ltd. | 1,354,301 | 6,223 | |
1 | SM Entertainment Co. Ltd. | 124,450 | 6,056 |
1 | KIWOOM Securities Co. Ltd. | 94,161 | 6,026 |
JB Financial Group Co. Ltd. | 1,041,877 | 5,911 | |
AMOREPACIFIC Group | 204,527 | 5,894 | |
1 | WONIK IPS Co. Ltd. | 251,558 | 5,807 |
* | Daewoo Engineering & Construction Co. Ltd. | 1,277,244 | 5,769 |
1 | Seegene Inc. | 205,503 | 5,731 |
1 | Hyosung TNC Corp. | 21,503 | 5,685 |
Hanwha Corp. | 284,538 | 5,676 | |
Korea Gas Corp. | 185,493 | 5,671 | |
GS Retail Co. Ltd. | 286,020 | 5,661 | |
Hyundai Department Store Co. Ltd. | 104,583 | 5,657 | |
1 | Wemade Co. Ltd. | 122,021 | 5,462 |
* | CosmoAM&T Co. Ltd. | 146,207 | 5,422 |
CJ Corp. | 90,183 | 5,415 | |
Lotte Corp. | 188,013 | 5,412 | |
Kolon Industries Inc. | 133,549 | 5,399 | |
*,1 | HLB Life Science Co. Ltd. | 568,734 | 5,347 |
1 | Soulbrain Co. Ltd. | 30,269 | 5,345 |
Posco International Corp. | 358,654 | 5,324 | |
CJ ENM Co. Ltd. | 73,201 | 5,297 | |
1 | Dongjin Semichem Co. Ltd. | 210,764 | 5,237 |
* | CJ Logistics Corp. | 59,215 | 5,220 |
Samsung Card Co. Ltd. | 221,783 | 5,217 | |
Green Cross Corp. | 39,518 | 5,140 | |
1 | Hite Jinro Co. Ltd. | 216,270 | 5,139 |
1 | Foosung Co. Ltd. | 369,099 | 5,066 |
LS Electric Co. Ltd. | 113,357 | 5,052 | |
Hyundai Wia Corp. | 116,186 | 5,017 | |
*,1 | Doosan Fuel Cell Co. Ltd. | 214,642 | 4,978 |
Shares | Market Value• ($000) | ||
DL Holdings Co. Ltd. | 90,782 | 4,967 | |
1 | KEPCO Engineering & Construction Co. Inc. | 88,275 | 4,874 |
Daeduck Electronics Co. Ltd. | 240,543 | 4,861 | |
NongShim Co. Ltd. | 23,045 | 4,765 | |
1 | Chunbo Co. Ltd. | 29,313 | 4,720 |
1 | Koh Young Technology Inc. | 430,878 | 4,706 |
1 | LX Semicon Co. Ltd. | 63,070 | 4,681 |
LG Household & Health Care Ltd. Preference Shares | 18,315 | 4,609 | |
Daewoong Pharmaceutical Co. Ltd. | 33,747 | 4,602 | |
1 | KEPCO Plant Service & Engineering Co. Ltd. | 155,273 | 4,600 |
*,1 | Naturecell Co. Ltd. | 338,956 | �� 4,563 |
1 | Hanwha Systems Co. Ltd. | 420,859 | 4,534 |
LG Electronics Inc. Preference Shares | 137,213 | 4,496 | |
Samsung Fire & Marine Insurance Co. Ltd. Preference Shares | 36,997 | 4,489 | |
People & Technology Inc. | 131,645 | 4,471 | |
Dongsuh Cos. Inc. | 219,778 | 4,441 | |
*,1 | Hyundai Bioscience Co. Ltd. | 261,391 | 4,427 |
1 | ST Pharm Co. Ltd. | 63,460 | 4,402 |
1 | LIG Nex1 Co. Ltd. | 76,316 | 4,240 |
1 | SSANGYONG C&E Co. Ltd. | 791,972 | 4,211 |
LX International Corp. | 166,637 | 4,166 | |
*,1 | KMW Co. Ltd. | 203,684 | 4,102 |
SFA Engineering Corp. | 133,946 | 4,086 | |
*,1 | Creative & Innovative System | 331,928 | 4,071 |
* | GeneOne Life Science Inc. | 510,657 | 4,055 |
*,1 | Hyundai Doosan Infracore Co. Ltd. | 960,428 | 4,052 |
*,1 | Shin Poong Pharmaceutical Co. Ltd. | 239,635 | 4,040 |
1 | Dongkuk Steel Mill Co. Ltd. | 403,696 | 4,008 |
Doosan Bobcat Inc. | 174,903 | 3,914 | |
Korean Reinsurance Co. | 601,788 | 3,897 | |
Meritz Financial Group Inc. | 194,740 | 3,891 | |
Amorepacific Corp. Preference Shares | 98,852 | 3,877 | |
*,1 | Taihan Electric Wire Co. Ltd. | 2,685,429 | 3,834 |
1 | SIMMTECH Co. Ltd. | 133,042 | 3,814 |
*,1 | LegoChem Biosciences Inc. | 117,433 | 3,813 |
Douzone Bizon Co. Ltd. | 135,039 | 3,811 | |
Hyosung Corp. | 61,440 | 3,810 |
Shares | Market Value• ($000) | ||
LOTTE REIT Co. Ltd. | 911,901 | 3,778 | |
ESR Kendall Square REIT Co. Ltd. | 868,669 | 3,766 | |
1 | Eo Technics Co. Ltd. | 60,048 | 3,746 |
* | SOLUM Co. Ltd. | 249,299 | 3,738 |
1 | Com2uSCorp | 67,325 | 3,716 |
*,1 | Helixmith Co. Ltd. | 229,664 | 3,686 |
Chong Kun Dang Pharmaceutical Corp. | 54,399 | 3,676 | |
*,1 | Chabiotech Co. Ltd. | 330,246 | 3,673 |
Hyundai Elevator Co. Ltd. | 172,355 | 3,576 | |
*,1 | Oscotec Inc. | 165,195 | 3,537 |
*,1 | Paradise Co. Ltd. | 337,926 | 3,526 |
1 | Daejoo Electronic Materials Co. Ltd. | 69,019 | 3,520 |
1 | Dawonsys Co. Ltd. | 189,271 | 3,507 |
*,1 | Hugel Inc. | 42,866 | 3,476 |
Solus Advanced Materials Co. Ltd. | 97,951 | 3,430 | |
1 | Hanssem Co. Ltd. | 68,953 | 3,423 |
* | Pharmicell Co. Ltd. | 386,163 | 3,423 |
* | Hanwha Life Insurance Co. Ltd. | 1,979,146 | 3,398 |
*,1 | ABLBio Inc. | 171,621 | 3,331 |
1 | MegaStudyEdu Co. Ltd. | 54,090 | 3,275 |
*,1 | Hanall Biopharma Co. Ltd. | 256,923 | 3,270 |
1 | Jusung Engineering Co. Ltd. | 248,792 | 3,263 |
1 | BH Co. Ltd. | 170,220 | 3,203 |
*,1 | Hana Tour Service Inc. | 76,495 | 3,202 |
1 | Kolmar Korea Co. Ltd. | 108,182 | 3,188 |
Daewoong Co. Ltd. | 150,039 | 3,157 | |
Hanmi Semiconductor Co. Ltd. | 324,352 | 3,156 | |
1 | Green Cross Holdings Corp. | 207,933 | 3,144 |
*,1 | CJ CGV Co. Ltd. | 175,081 | 3,140 |
Hanmi Science Co. Ltd. | 101,457 | 3,135 | |
1 | AfreecaTV Co. Ltd. | 50,438 | 3,132 |
* | TY Holdings Co. Ltd. | 215,102 | 3,120 |
Dentium Co. Ltd. | 47,197 | 3,113 | |
* | Genexine Inc. | 131,496 | 3,101 |
1 | HK inno N Corp. | 105,615 | 3,095 |
SK Networks Co. Ltd. | 948,554 | 3,079 | |
1 | Ottogi Corp. | 9,257 | 3,027 |
Hyundai Construction Equipment Co. Ltd. | 86,463 | 3,006 | |
1 | IS Dongseo Co. Ltd. | 98,825 | 2,980 |
Lotte Chilsung Beverage Co. Ltd. | 21,816 | 2,951 | |
* | Hyundai Electric & Energy System Co. Ltd. | 150,128 | 2,937 |
* | Asiana Airlines Inc. | 240,684 | 2,914 |
* | Bioneer Corp. | 150,819 | 2,857 |
1 | Ahnlab Inc. | 42,723 | 2,834 |
* | NHN Corp. | 130,236 | 2,804 |
Shares | Market Value• ($000) | ||
1 | HDC Hyundai Development Co-Engineering & Construction Class E | 322,557 | 2,782 |
NICE Information Service Co. Ltd. | 248,476 | 2,765 | |
*,1 | Medytox Inc. | 32,315 | 2,745 |
1 | Taekwang Industrial Co. Ltd. | 3,925 | 2,737 |
Hyundai Autoever Corp. | 31,375 | 2,730 | |
Humasis Co. Ltd. | 223,343 | 2,726 | |
1 | SL Corp. | 112,294 | 2,725 |
Innocean Worldwide Inc. | 76,890 | 2,719 | |
* | HJ Shipbuilding & Construction Co. Ltd. | 491,009 | 2,716 |
*,1 | Korea Electric Power Corp. ADR | 304,610 | 2,674 |
1 | YG Entertainment Inc. | 78,285 | 2,672 |
Mirae Asset Securities Co. Ltd. Preference Shares | 915,021 | 2,670 | |
* | Kumho Tire Co. Inc. | 986,366 | 2,659 |
Poongsan Corp. | 138,531 | 2,653 | |
JR Global REIT | 705,017 | 2,634 | |
1 | Tokai Carbon Korea Co. Ltd. | 29,845 | 2,599 |
* | Sam Chun Dang Pharm Co. Ltd. | 99,855 | 2,596 |
1 | DongKook Pharmaceutical Co. Ltd. | 172,328 | 2,590 |
*,1 | Eubiologics Co. Ltd. | 229,218 | 2,577 |
*,1 | Hana Micron Inc. | 253,641 | 2,549 |
*,1 | Myoung Shin Industrial Co. Ltd. | 194,825 | 2,522 |
* | GC Cell Corp. | 58,130 | 2,519 |
*,1 | GemVax & Kael Co. Ltd. | 248,348 | 2,518 |
* | Studio Dragon Corp. | 45,940 | 2,500 |
* | Eoflow Co. Ltd. | 164,732 | 2,461 |
*,1 | Wysiwyg Studios Co. Ltd. | 159,600 | 2,459 |
*,1 | Amicogen Inc. | 137,290 | 2,455 |
Innox Advanced Materials Co. Ltd. | 94,832 | 2,434 | |
Daishin Securities Co. Ltd. | 207,649 | 2,422 | |
*,1 | NKMax Co. Ltd. | 208,965 | 2,401 |
* | KCC Glass Corp. | 63,811 | 2,379 |
Daou Technology Inc. | 175,818 | 2,364 | |
Handsome Co. Ltd. | 99,619 | 2,364 | |
1 | Park Systems Corp. | 31,374 | 2,339 |
PharmaResearch Co. Ltd. | 44,798 | 2,330 | |
1 | Zinus Inc. | 61,885 | 2,329 |
* | Hyosung Chemical Corp. | 15,506 | 2,327 |
PI Advanced Materials Co. Ltd. | 94,471 | 2,326 | |
Daishin Securities Co. Ltd. Preference Shares | 217,819 | 2,311 | |
1 | Sebang Global Battery Co. Ltd. | 56,760 | 2,310 |
Shares | Market Value• ($000) | ||
1 | Cosmax Inc. | 52,713 | 2,298 |
L&C Bio Co. Ltd. | 95,248 | 2,276 | |
Hyundai Greenfood Co. Ltd. | 377,538 | 2,269 | |
Hanjin Transportation Co. Ltd. | 105,405 | 2,258 | |
Samyang Holdings Corp. | 40,948 | 2,246 | |
Ecopro HN Co. Ltd. | 74,866 | 2,234 | |
* | Hyosung Heavy Industries Corp. | 45,650 | 2,224 |
Eugene Technology Co. Ltd. | 97,813 | 2,224 | |
*,1 | Vaxcell-Bio Therapeutics Co. Ltd. | 74,429 | 2,213 |
Daesang Corp. | 139,677 | 2,208 | |
1 | Huchems Fine Chemical Corp. | 144,088 | 2,201 |
Samsung SDI Co. Ltd. Preference Shares | 10,516 | 2,197 | |
1 | Doosan Co. Ltd. | 40,459 | 2,190 |
Samchully Co. Ltd. | 15,685 | 2,179 | |
1 | SK Discovery Co. Ltd. | 79,768 | 2,154 |
1 | GOLFZON Co. Ltd. | 20,575 | 2,132 |
* | Next Science Co. Ltd. | 272,401 | 2,113 |
* | LX Holdings Corp. | 296,548 | 2,092 |
Korea Electric Terminal Co. Ltd. | 50,134 | 2,086 | |
Intellian Technologies Inc. | 44,898 | 2,078 | |
*,1 | SFA Semicon Co. Ltd. | 529,868 | 2,065 |
1 | Seoul Semiconductor Co. Ltd. | 254,206 | 2,063 |
* | HLB Therapeutics Co. Ltd. | 199,129 | 2,048 |
Mcnex Co. Ltd. | 84,843 | 2,045 | |
* | Korea Line Corp. | 1,009,741 | 2,042 |
Hanwha Corp. Preference Shares | 184,189 | 2,036 | |
*,1 | Lotte Tour Development Co. Ltd. | 213,145 | 2,018 |
*,1 | Danal Co. Ltd. | 369,561 | 2,007 |
*,1 | Duk San Neolux Co. Ltd. | 86,278 | 2,001 |
Hanwha Investment & Securities Co. Ltd. | 785,040 | 1,980 | |
1 | Shinsegae International Inc. | 83,670 | 1,950 |
1 | RFHIC Corp. | 116,876 | 1,943 |
*,1 | Vidente Co. Ltd. | 290,888 | 1,929 |
Harim Holdings Co. Ltd. | 297,752 | 1,929 | |
* | Hanwha General Insurance Co. Ltd. | 588,946 | 1,912 |
Lutronic Corp. | 144,282 | 1,910 | |
Hankook & Co. Co. Ltd. | 191,909 | 1,905 | |
DoubleUGames Co. Ltd. | 63,900 | 1,892 | |
1 | Korea Petrochemical Ind Co. Ltd. | 19,915 | 1,890 |
Shares | Market Value• ($000) | ||
*,1 | BNC Korea Co. Ltd. | 329,823 | 1,888 |
1 | Bukwang Pharmaceutical Co. Ltd. | 282,158 | 1,843 |
* | Sambu Engineering & Construction Co. Ltd. | 1,024,093 | 1,833 |
1 | SNT Motiv Co. Ltd. | 55,100 | 1,829 |
*,1 | Enchem Co. Ltd. | 49,517 | 1,828 |
Dong-A Socio Holdings Co. Ltd. | 23,035 | 1,819 | |
Partron Co. Ltd. | 275,076 | 1,797 | |
* | NEPES Corp. | 118,498 | �� 1,788 |
1 | Songwon Industrial Co. Ltd. | 116,644 | 1,787 |
*,1 | Shinsung E&G Co. Ltd. | 1,104,821 | 1,785 |
1 | S&S Tech Corp. | 116,236 | 1,777 |
1 | Tesna Inc. | 74,961 | 1,761 |
CJ CheilJedang Corp. Preference Shares | 14,089 | 1,760 | |
*,1 | Yungjin Pharmaceutical Co. Ltd. | 628,483 | 1,757 |
Dongwon Industries Co. Ltd. | 10,012 | 1,732 | |
Orion Holdings Corp. | 149,295 | 1,729 | |
*,1 | Webzen Inc. | 121,412 | 1,724 |
1 | Sangsangin Co. Ltd. | 260,466 | 1,714 |
INTOPS Co. Ltd. | 84,946 | 1,708 | |
*,1 | Cellivery Therapeutics Inc. | 94,739 | 1,706 |
* | Hancom Inc. | 122,353 | 1,703 |
*,1 | MedPacto Inc. | 95,497 | 1,699 |
* | Binex Co. Ltd. | 169,163 | 1,684 |
LF Corp. | 139,267 | 1,668 | |
Samwha Capacitor Co. Ltd. | 54,799 | 1,667 | |
* | DIO Corp. | 81,573 | 1,657 |
1 | Seojin System Co. Ltd. | 143,600 | 1,657 |
* | Ananti Inc. | 311,442 | 1,597 |
NICE Holdings Co. Ltd. | 139,018 | 1,585 | |
1 | Hansae Co. Ltd. | 120,725 | 1,582 |
JW Pharmaceutical Corp. | 90,246 | 1,571 | |
1 | Ilyang Pharmaceutical Co. Ltd. | 91,514 | 1,567 |
SK Gas Ltd. | 16,672 | 1,562 | |
1 | KH Vatec Co. Ltd. | 108,001 | 1,554 |
* | Medipost Co. Ltd. | 107,192 | 1,554 |
Youngone Holdings Co. Ltd. | 42,817 | 1,548 | |
*,1 | NHN KCP Corp. | 158,788 | 1,533 |
SK Securities Co. Ltd. | 2,674,850 | 1,523 | |
* | Neowiz | 84,997 | 1,513 |
1 | Young Poong Corp. | 3,717 | 1,504 |
1 | ENF Technology Co. Ltd. | 67,173 | 1,502 |
*,1 | UniTest Inc. | 110,240 | 1,500 |
Halla Holdings Corp. | 52,319 | 1,479 | |
1 | Posco ICT Co. Ltd. | 365,039 | 1,476 |
Shares | Market Value• ($000) | ||
Hyundai Home Shopping Network Corp. | 37,389 | 1,461 | |
1 | TES Co. Ltd. | 94,344 | 1,442 |
Mirae Asset Life Insurance Co. Ltd. | 599,051 | 1,429 | |
Boryung Pharmaceutical Co. Ltd. | 181,920 | 1,424 | |
Korea Real Estate Investment & Trust Co. Ltd. | 1,080,367 | 1,422 | |
Nature Holdings Co. Ltd. | 66,050 | 1,421 | |
*,1 | CrystalGenomics Inc. | 453,286 | 1,415 |
*,1 | iNtRON Biotechnology Inc. | 201,678 | 1,396 |
HDC Holdings Co. Ltd. | 271,867 | 1,391 | |
Dong-A ST Co. Ltd. | 30,834 | 1,386 | |
*,1 | CMG Pharmaceutical Co. Ltd. | 712,693 | 1,373 |
*,1 | Komipharm International Co. Ltd. | 246,758 | 1,360 |
*,1 | Modetour Network Inc. | 109,425 | 1,359 |
Youlchon Chemical Co. Ltd. | 89,901 | 1,353 | |
*,1 | Mezzion Pharma Co. Ltd. | 106,176 | 1,349 |
LX Hausys Ltd. | 40,913 | 1,341 | |
i-SENS Inc. | 58,464 | 1,303 | |
*,1 | Kuk-il Paper Manufacturing Co. Ltd. | 665,811 | 1,299 |
InBody Co. Ltd. | 70,251 | 1,295 | |
KUMHOE&C Co. Ltd. | 211,991 | 1,287 | |
Vieworks Co. Ltd. | 47,415 | 1,284 | |
* | Com2uS Holdings Corp. | 32,783 | 1,242 |
*,1 | Grand Korea Leisure Co. Ltd. | 123,613 | 1,240 |
Yuanta Securities Korea Co. Ltd. | 588,778 | 1,234 | |
Binggrae Co. Ltd. | 34,438 | 1,228 | |
* | Solid Inc. | 336,006 | 1,223 |
* | Ace Technologies Corp. | 221,404 | 1,220 |
* | Inscobee Inc. | 701,054 | 1,192 |
HS Industries Co. Ltd. | 329,094 | 1,192 | |
KISWIRE Ltd. | 73,437 | 1,188 | |
Hansol Paper Co. Ltd. | 122,002 | 1,180 | |
1 | Hanil Cement Co. Ltd. | 113,880 | 1,173 |
Korea Asset In Trust Co. Ltd. | 429,889 | 1,169 | |
1 | ITM Semiconductor Co. Ltd. | 48,634 | 1,165 |
1 | Huons Co. Ltd. | 42,644 | 1,159 |
* | Insun ENT Co. Ltd. | 172,967 | 1,153 |
Tongyang Inc. | 1,290,994 | 1,131 | |
iMarketKorea Inc. | 141,650 | 1,125 | |
* | OliX Pharmaceuticals Inc. | 64,145 | 1,120 |
Shares | Market Value• ($000) | ||
Sungwoo Hitech Co. Ltd. | 328,968 | 1,106 | |
1 | Kwang Dong Pharmaceutical Co. Ltd. | 229,423 | 1,100 |
1 | Seobu T&D | 192,574 | 1,094 |
Nexen Tire Corp. | 264,890 | 1,083 | |
LOTTE Himart Co. Ltd. | 82,729 | 1,072 | |
Korea United Pharm Inc. | 62,526 | 1,066 | |
CJ Freshway Corp. | 33,406 | 1,065 | |
Eugene Investment & Securities Co. Ltd. | 507,556 | 1,056 | |
Advanced Process Systems Corp. | 81,510 | 1,047 | |
KTB Investment & Securities Co. Ltd. | 320,266 | 1,043 | |
TK Corp. | 97,952 | 1,035 | |
1 | OptoElectronics Solutions Co. Ltd. | 58,194 | 1,020 |
Tongyang Life Insurance Co. Ltd. | 231,140 | 1,018 | |
Hankook Shell Oil Co. Ltd. | 5,336 | 1,013 | |
Namhae Chemical Corp. | 131,949 | 1,009 | |
*,3 | S-MAC Co. Ltd. | 382,992 | 998 |
*,1 | Daea TI Co. Ltd. | 402,644 | 997 |
* | Peptron Inc. | 129,978 | 997 |
Sung Kwang Bend Co. Ltd. | 107,458 | 987 | |
SPC Samlip Co. Ltd. | 18,028 | 986 | |
1 | Gradiant Corp. | 75,794 | 983 |
*,1 | Samsung Pharmaceutical Co. Ltd. | 393,124 | 969 |
Maeil Dairies Co. Ltd. | 21,677 | 968 | |
*,1 | Enzychem Lifesciences Corp. | 77,757 | 962 |
* | KH Feelux Co. Ltd. | 802,603 | 927 |
Chongkundang Holdings Corp. | 21,069 | 921 | |
1 | Dongwon F&B Co. Ltd. | 8,025 | 918 |
* | Giantstep Inc. | 56,889 | 915 |
*,1 | Cafe24 Corp. | 95,275 | 909 |
Cuckoo Homesys Co. Ltd. | 41,570 | 908 | |
Seah Besteel Corp. | 75,904 | 899 | |
*,1 | STCUBE | 201,528 | 894 |
Taeyoung Engineering & Construction Co. Ltd. | 170,103 | 892 | |
Kolon Corp. | 50,498 | 884 | |
KC Tech Co. Ltd. | 61,863 | 864 | |
Lotte Confectionery Co. Ltd. | 9,324 | 857 | |
E1 Corp. | 23,997 | 854 | |
Namyang Dairy Products Co. Ltd. | 3,000 | 848 | |
*,1,3 | SillaJen Inc. | 340,708 | 840 |
Hyundai Bioland Co. Ltd. | 94,249 | 835 | |
* | Wonik Holdings Co. Ltd. | 282,074 | 829 |
Shares | Market Value• ($000) | ||
LG HelloVision Co. Ltd. | 193,176 | 813 | |
DB Financial Investment Co. Ltd. | 209,111 | 807 | |
*,1 | Toptec Co. Ltd. | 146,200 | 807 |
KC Co. Ltd. | 55,206 | 797 | |
Daeduck Co. Ltd. | 163,705 | 789 | |
Dae Han Flour Mills Co. Ltd. | 7,283 | 778 | |
* | Hansol Technics Co. Ltd. | 191,204 | 775 |
Samyang Corp. | 24,474 | 768 | |
KT Skylife Co. Ltd. | 121,208 | 765 | |
Jeil Pharmaceutical Co. Ltd. | 47,828 | 742 | |
*,1 | AbClon Inc. | 84,140 | 738 |
Kyobo Securities Co. Ltd. | 149,907 | 734 | |
BGF Co. Ltd. | 229,646 | 733 | |
* | Aprogen pharmaceuticals Inc. | 1,590,421 | 725 |
* | CUROCOM Co. Ltd. | 836,724 | 724 |
Hansol Holdings Co. Ltd. | 302,373 | 718 | |
Kolmar Korea Holdings Co. Ltd. | 52,623 | 707 | |
KISCO Corp. | 136,006 | 697 | |
* | Interflex Co. Ltd. | 72,569 | 685 |
Hyundai Corp. | 58,136 | 681 | |
Eusu Holdings Co. Ltd. | 150,259 | 674 | |
Humedix Co. Ltd. | 39,149 | 670 | |
1 | Woongjin Thinkbig Co. Ltd. | 374,697 | 670 |
Lotte Food Co. Ltd. | 2,583 | 662 | |
*,1 | Namsun Aluminum Co. Ltd. | 394,210 | 654 |
Sindoh Co. Ltd. | 27,107 | 652 | |
1 | Huons Global Co. Ltd. | 39,208 | 638 |
* | Dongsung Pharmaceutical Co. Ltd. | 109,753 | 632 |
Hanil Holdings Co. Ltd. | 74,880 | 629 | |
* | Lock&Lock Co. Ltd. | 105,522 | 621 |
*,1 | Cellid Co. Ltd. | 43,704 | 606 |
* | Anterogen Co. Ltd. | 36,241 | 579 |
ICD Co. Ltd. | 78,844 | 555 | |
Byucksan Corp. | 262,104 | 553 | |
1 | Soulbrain Holdings Co. Ltd. | 37,247 | 553 |
Sam Young Electronics Co. Ltd. | 66,280 | 551 | |
1 | Cuckoo Holdings Co. Ltd. | 44,020 | 544 |
* | Able C&C Co. Ltd. | 130,186 | 536 |
Hyundai Livart Furniture Co. Ltd. | 61,583 | 519 | |
* | Homecast Co. Ltd. | 188,125 | 496 |
*,1 | Telcon RF Pharmaceutical Inc. | 451,534 | 488 |
Aekyung Industrial Co. Ltd. | 43,196 | 475 |
Shares | Market Value• ($000) | ||
Hyundai Engineering & Construction Co. Ltd. Preference Shares | 8,336 | 458 | |
* | SCM Lifescience Co. Ltd. | 58,969 | 442 |
* | Eutilex Co. Ltd. | 61,839 | 423 |
* | Eyegene Inc. | 45,741 | 295 |
Daekyo Co. Ltd. | 47,300 | 102 | |
SK Telecom Co. Ltd. ADR | 2,813 | 63 | |
Shinhan Financial Group Co. Ltd. ADR | 1,772 | 51 | |
* | Eutilex Co. Ltd. Rights | 25,188 | 29 |
* | JR Global REIT Rights Exp. 7/14/22 | 135,281 | 3 |
6,307,833 | |||
Spain (2.0%) | |||
Iberdrola SA (XMAD) | 43,088,873 | 448,616 | |
Banco Santander SA | 121,983,948 | 345,143 | |
Banco Bilbao Vizcaya Argentaria SA | 47,452,968 | 215,559 | |
* | Telefonica SA | 37,347,267 | 190,678 |
Industria de Diseno Textil SA | 7,610,248 | 172,947 | |
* | Amadeus IT Group SA | 3,085,841 | 172,789 |
2 | Cellnex Telecom SA | 4,402,947 | 171,355 |
Repsol SA | 9,307,083 | 137,205 | |
CaixaBank SA | 31,930,885 | 111,824 | |
Ferrovial SA | 3,473,885 | 88,389 | |
*,2 | Aena SME SA | 510,023 | 65,080 |
1 | Red Electrica Corp. SA | 3,125,277 | 59,160 |
* | Grifols SA | 2,370,766 | 44,960 |
1 | Endesa SA | 2,296,415 | 43,442 |
Enagas SA | 1,810,472 | 40,041 | |
ACS Actividades de Construccion y Servicios SA | 1,535,561 | 37,424 | |
Banco de Sabadell SA | 40,933,691 | 32,822 | |
Bankinter SA | 4,988,334 | 31,201 | |
* | Siemens Gamesa Renewable Energy SA | 1,626,165 | 30,660 |
Acciona SA | 166,245 | 30,632 | |
Naturgy Energy Group SA | 1,046,685 | 30,245 | |
Merlin Properties Socimi SA | 2,417,534 | 23,412 | |
* | Grifols SA Preference Shares | 1,866,002 | 22,180 |
Fluidra SA | 816,751 | 16,618 | |
Corp. ACCIONA Energias Renovables SA | 412,696 | 16,002 | |
Inmobiliaria Colonial Socimi SA | 2,491,051 | 15,937 | |
Viscofan SA | 285,658 | 15,760 | |
Acerinox SA | 1,544,852 | 15,000 | |
Mapfre SA | 7,189,708 | 12,714 | |
Grupo Catalana Occidente SA | 379,370 | 11,858 |
Shares | Market Value• ($000) | ||
Laboratorios Farmaceuticos Rovi SA | 158,560 | 9,711 | |
Ebro Foods SA | 566,385 | 9,575 | |
* | Solaria Energia y Medio Ambiente SA | 439,139 | 9,358 |
CIE Automotive SA | 372,864 | 9,285 | |
Faes Farma SA | 2,245,120 | 9,156 | |
2 | Unicaja Banco SA | 9,085,258 | 8,916 |
Cia de Distribucion Integral Logista Holdings SA | 448,087 | 8,781 | |
* | Indra Sistemas SA | 885,301 | 8,478 |
Applus Services SA | 1,026,896 | 7,115 | |
*,1 | Pharma Mar SA | 97,630 | 6,903 |
Sacyr SA (XMAD) | 2,766,594 | 6,669 | |
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 4,991,762 | 6,589 | |
Almirall SA | 527,409 | 5,866 | |
Corp. Financiera Alba SA | 105,196 | 5,735 | |
* | Melia Hotels International SA | 783,237 | 4,999 |
* | Mediaset Espana Comunicacion SA | 1,082,703 | 4,463 |
Construcciones y Auxiliar de Ferrocarriles SA | 140,525 | 4,149 | |
2 | Neinor Homes SA | 315,927 | 3,967 |
2 | Gestamp Automocion SA | 1,108,674 | 3,871 |
2 | Global Dominion Access SA | 844,044 | 3,673 |
2 | Aedas Homes SA | 141,139 | 3,158 |
* | Prosegur Cia de Seguridad SA | 1,751,187 | 3,105 |
Ence Energia y Celulosa SA | 882,968 | 3,032 | |
Fomento de Construcciones y Contratas SA | 286,420 | 2,834 | |
Lar Espana Real Estate Socimi SA | 429,637 | 2,135 | |
Atresmedia Corp. de Medios de Comunicacion SA | 574,923 | 1,994 | |
*,2 | Prosegur Cash SA | 2,667,582 | 1,738 |
*,1 | Tecnicas Reunidas SA | 228,237 | 1,691 |
* | Distribuidora Internacional de Alimentacion SA | 107,060,010 | 1,464 |
*,1 | NH Hotel Group SA (XMAD) | 198,590 | 725 |
* | Fomento DE Construccion Rights Exp.7/7/22 | 286,420 | 103 |
2,808,891 | |||
Sweden (2.8%) | |||
Investor AB Class B | 12,670,527 | 208,959 | |
Atlas Copco AB Class A | 18,302,280 | 171,310 | |
Volvo AB Class B | 10,960,956 | 170,546 | |
Telefonaktiebolaget LM Ericsson Class B | 21,810,037 | 162,900 |
Shares | Market Value• ($000) | ||
Hexagon AB Class B | 13,593,060 | 142,035 | |
Assa Abloy AB Class B | 6,644,924 | 141,803 | |
Sandvik AB | 7,802,208 | 127,153 | |
Essity AB Class B | 4,418,019 | 115,490 | |
Swedish Match AB | 11,030,126 | 112,535 | |
2 | Evolution AB | 1,159,021 | 106,028 |
Skandinaviska Enskilda Banken AB Class A | 10,316,470 | 101,636 | |
Swedbank AB Class A | 7,286,525 | 92,412 | |
Svenska Handelsbanken AB Class A | 10,748,963 | 92,268 | |
Atlas Copco AB Class B | 10,978,314 | 91,986 | |
Investor AB Class A | 4,300,910 | 77,463 | |
1 | H & M Hennes & Mauritz AB Class B | 6,349,998 | 76,217 |
Telia Co. AB | 18,600,505 | 71,391 | |
Epiroc AB Class A | 4,545,937 | 70,485 | |
Nibe Industrier AB Class B | 8,685,613 | 65,474 | |
Svenska Cellulosa AB SCA Class B | 4,328,237 | 65,032 | |
Boliden AB | 1,983,326 | 63,428 | |
Alfa Laval AB | 2,272,834 | 55,098 | |
Tele2 AB Class B | 4,010,611 | 45,732 | |
EQT AB | 2,066,063 | 42,464 | |
SKF AB Class B | 2,752,499 | 40,837 | |
Skanska AB Class B | 2,608,937 | 40,140 | |
Industrivarden AB Class A | 1,713,304 | 38,733 | |
Getinge AB Class B | 1,617,768 | 37,494 | |
Indutrade AB | 2,034,684 | 37,332 | |
Epiroc AB Class B | 2,706,220 | 36,673 | |
Trelleborg AB Class B | 1,756,815 | 35,545 | |
Holmen AB Class B | 699,889 | 28,509 | |
* | Kinnevik AB Class B | 1,740,996 | 28,180 |
* | Swedish Orphan Biovitrum AB | 1,282,195 | 27,850 |
Saab AB Class B | 663,515 | 27,438 | |
Lifco AB Class B | 1,656,788 | 26,755 | |
Industrivarden AB Class C | 1,156,469 | 25,852 | |
* | Volvo Car AB Class B Class B | 3,882,508 | 25,798 |
Beijer Ref AB Class B | 1,775,449 | 24,347 | |
Castellum AB | 1,863,294 | 24,020 | |
Volvo AB Class A | 1,471,929 | 23,837 | |
Sagax AB Class B | 1,255,300 | 23,273 | |
Axfood AB | 788,726 | 22,709 | |
Husqvarna AB Class B | 2,955,666 | 21,786 | |
1 | Electrolux AB Class B | 1,612,174 | 21,775 |
L E Lundbergforetagen AB Class B | 532,148 | 21,699 | |
* | Fastighets AB Balder Class B | 4,377,964 | 20,973 |
Investment AB Latour Class B | 1,047,139 | 20,799 | |
SSAB AB Class B | 4,911,196 | 20,407 |
Shares | Market Value• ($000) | ||
AAK AB | 1,246,740 | 20,343 | |
Securitas AB Class B | 2,239,392 | 19,361 | |
2 | Thule Group AB | 766,496 | 18,962 |
Elekta AB Class B | 2,598,725 | 18,010 | |
AddTech AB Class B | 1,365,743 | 17,871 | |
Fabege AB | 1,844,505 | 17,481 | |
Nordnet AB publ | 1,245,709 | 16,399 | |
Hexpol AB | 1,803,696 | 15,446 | |
Sweco AB Class B | 1,460,085 | 15,218 | |
Avanza Bank Holding AB | 898,185 | 15,146 | |
BillerudKorsnas AB | 1,283,489 | 15,049 | |
*,1,2 | Sinch AB | 4,301,727 | 14,051 |
Storskogen Group AB Class B Class B | 9,931,929 | 14,016 | |
2 | Dometic Group AB | 2,334,021 | 13,768 |
Wihlborgs Fastigheter AB | 1,951,267 | 13,650 | |
1 | Samhallsbyggnadsbolaget i Norden AB | 7,977,048 | 13,333 |
Loomis AB Class B | 539,393 | 13,176 | |
2 | Bravida Holding AB | 1,451,084 | 12,648 |
Sectra AB Class B | 927,754 | 12,474 | |
AddLife AB Class B | 793,561 | 11,968 | |
* | Nordic Entertainment Group AB Class B | 549,121 | 11,280 |
Vitrolife AB | 474,795 | 10,954 | |
Intrum AB | 568,703 | 10,879 | |
Wallenstam AB Class B | 2,432,287 | 10,640 | |
Hexatronic Group AB | 1,418,965 | 10,551 | |
Arjo AB Class B | 1,629,854 | 10,321 | |
Nyfosa AB | 1,330,842 | 9,988 | |
AFRY AB | 717,718 | 9,894 | |
Electrolux Professional AB Class B | 1,653,326 | 8,907 | |
HMS Networks AB | 201,517 | 8,615 | |
Hufvudstaden AB Class A | 776,202 | 8,591 | |
Biotage AB | 477,005 | 8,490 | |
Peab AB Class B | 1,442,923 | 8,462 | |
JM AB | 502,532 | 8,351 | |
Catena AB | 220,220 | 7,970 | |
Bure Equity AB | 392,660 | 7,873 | |
Bilia AB Class A | 536,169 | 7,737 | |
Vitec Software Group AB Class B | 178,177 | 7,725 | |
Mycronic AB | 510,009 | 7,185 | |
Lindab International AB | 493,476 | 7,178 | |
* | Pandox AB Class B | 633,954 | 7,145 |
Instalco AB | 1,705,434 | 7,095 | |
* | Stillfront Group AB | 3,167,529 | 7,032 |
AddNode Group AB | 862,576 | 7,032 | |
SSAB AB Class A | 1,599,056 | 7,017 | |
Mips AB | 157,187 | 6,903 | |
NCC AB Class B | 683,469 | 6,899 | |
Nolato AB Class B | 1,261,158 | 6,799 | |
Modern Times Group MTG AB Shares B | 788,616 | 6,354 | |
Ratos AB Class B | 1,437,296 | 6,134 | |
Granges AB | 768,123 | 5,770 | |
Bufab AB | 216,544 | 5,636 |
Shares | Market Value• ($000) | ||
Dredging Environmental & Marine Engineering NV | 50,708 | ��5,580 | |
Medicover AB Class B | 424,228 | 5,567 | |
* | Truecaller AB Class B Class B | 1,105,947 | 5,348 |
Cibus Nordic Real Estate AB | 345,037 | 5,340 | |
Betsson AB Class B | 881,175 | 5,326 | |
Hemnet Group AB | 427,988 | 5,273 | |
Beijer Alma AB | 309,864 | 5,123 | |
Corem Property Group AB Class B | 4,276,643 | 4,806 | |
* | Sdiptech AB Class B | 206,425 | 4,785 |
Concentric AB | 274,370 | 4,767 | |
* | Cint Group AB | 840,807 | 4,713 |
Dios Fastigheter AB | 669,683 | 4,671 | |
2 | Munters Group AB | 768,900 | 4,482 |
Troax Group AB | 246,943 | 4,291 | |
Atrium Ljungberg AB Class B | 322,579 | 4,227 | |
SkiStar AB | 307,693 | 4,174 | |
NP3 Fastigheter AB | 201,289 | 3,980 | |
*,1,2 | Scandic Hotels Group AB | 964,343 | 3,743 |
INVISIO AB | 236,423 | 3,403 | |
Mekonomen AB | 302,034 | 3,267 | |
Cloetta AB Class B | 1,529,871 | 3,143 | |
* | Cary Group AB | 497,545 | 3,076 |
*,1,2 | Boozt AB | 456,155 | 3,017 |
* | BillerudKorsnas AB (XSTO) | 256,090 | 3,004 |
Clas Ohlson AB Class B | 288,741 | 2,994 | |
Corem Property Group AB Preference Shares | 134,217 | 2,744 | |
* | Camurus AB | 141,148 | 2,681 |
Telefonaktiebolaget LM Ericsson Class A | 322,926 | 2,620 | |
1 | Svenska Handelsbanken AB Class B | 265,149 | 2,615 |
Platzer Fastigheter Holding AB Class B | 397,551 | 2,580 | |
* | Systemair AB | 528,102 | 2,573 |
Investment AB Oresund | 247,155 | 2,436 | |
Nobia AB | 852,151 | 2,295 | |
Fagerhult AB | 480,248 | 2,141 | |
2 | Resurs Holding AB | 1,054,449 | 2,098 |
Svenska Cellulosa AB SCA Class A | 132,587 | 1,982 | |
Volati AB | 146,754 | 1,831 | |
* | BHG Group AB | 574,985 | 1,828 |
* | Collector AB | 601,002 | 1,821 |
*,1 | BICO Group AB Class B | 207,515 | 1,810 |
* | Kinnevik AB Class A | 107,033 | 1,774 |
Sagax AB Class D | 775,791 | 1,750 | |
Bonava AB Class B | 599,925 | 1,746 | |
*,1 | SAS AB | 26,356,162 | 1,673 |
*,2 | Attendo AB | 770,941 | 1,668 |
Shares | Market Value• ($000) | ||
Skandinaviska Enskilda Banken AB Class C | 145,370 | 1,615 | |
* | Hansa Biopharma AB | 335,224 | 1,608 |
* | VNV Global AB | 662,595 | 1,560 |
Husqvarna AB Class A | 173,105 | 1,322 | |
Lundin Energy AB | 1,367,888 | 930 | |
1 | Samhallsbyggnadsbolaget i Norden AB Class D | 475,247 | 726 |
SKF AB Class A | 37,666 | 654 | |
NCC AB Class A | 30,837 | 335 | |
3,901,899 | |||
Switzerland (7.9%) | |||
Nestle SA (Registered) | 20,031,922 | 2,341,186 | |
Roche Holding AG | 4,999,655 | 1,671,384 | |
Novartis AG (Registered) | 15,065,613 | 1,277,272 | |
Zurich Insurance Group AG | 1,075,223 | 468,876 | |
Cie Financiere Richemont SA Class A (Registered) | 3,705,370 | 398,561 | |
UBS Group AG (Registered) | 22,720,498 | 367,316 | |
ABB Ltd. (Registered) | 11,712,795 | 314,116 | |
Lonza Group AG (Registered) | 536,932 | 286,796 | |
Sika AG (Registered) | 1,108,843 | 255,962 | |
Givaudan SA (Registered) | 66,921 | 235,877 | |
Alcon Inc. | 3,337,510 | 234,031 | |
Swiss Re AG | 2,090,893 | 162,291 | |
Partners Group Holding AG | 162,705 | 146,938 | |
Holcim Ltd. | 3,314,167 | 142,143 | |
Sonova Holding AG (Registered) | 380,119 | 121,479 | |
Geberit AG (Registered) | 251,357 | 120,929 | |
Swiss Life Holding AG (Registered) | 224,882 | 109,780 | |
Roche Holding AG (Bearer) | 280,392 | 108,511 | |
Credit Suisse Group AG (Registered) | 18,505,725 | 105,628 | |
Swisscom AG (Registered) | 183,972 | 101,759 | |
SGS SA (Registered) | 42,626 | 97,770 | |
Straumann Holding AG Reg | 772,032 | 93,004 | |
Kuehne + Nagel International AG (Registered) | 363,321 | 86,326 | |
Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | 7,701 | 78,412 | |
Chocoladefabriken Lindt & Spruengli AG (Registered) | 717 | 75,256 | |
Julius Baer Group Ltd. | 1,555,792 | 72,173 | |
* | Vifor Pharma AG (XSWX) | 389,396 | 67,475 |
Shares | Market Value• ($000) | ||
Barry Callebaut AG (Registered) | 25,828 | 57,788 | |
* | Logitech International SA (Registered) | 1,049,856 | 54,745 |
SIG Combibloc Group AG | 2,431,722 | 53,697 | |
Schindler Holding AG Ptg. Ctf. | 291,868 | 53,371 | |
Baloise Holding AG (Registered) | 324,360 | 53,096 | |
Swatch Group AG (Bearer) | 214,550 | 50,964 | |
Swiss Prime Site AG (Registered) | 545,783 | 47,955 | |
2 | VAT Group AG | 185,825 | 44,441 |
Adecco Group AG (Registered) | 1,155,008 | 39,368 | |
* | EMS-Chemie Holding AG (Registered) | 51,411 | 38,368 |
Temenos AG (Registered) | 439,443 | 37,608 | |
PSP Swiss Property AG (Registered) | 312,091 | 34,746 | |
Clariant AG (Registered) | 1,643,249 | 31,334 | |
Helvetia Holding AG (Registered) | 251,477 | 29,534 | |
Georg Fischer AG | 595,381 | 29,405 | |
Holcim Ltd. (XSWX) | 635,227 | 27,359 | |
2 | Galenica AG | 347,697 | 26,747 |
Tecan Group AG (Registered) | 91,404 | 26,616 | |
Schindler Holding AG (Registered) | 140,689 | 25,338 | |
Belimo Holding AG (Registered) | 67,494 | 23,763 | |
DKSH Holding AG | 258,218 | 21,366 | |
* | Flughafen Zurich AG (Registered) | 137,056 | 20,767 |
Siegfried Holding AG (Registered) | 29,105 | 18,640 | |
Allreal Holding AG (Registered) | 104,741 | 17,331 | |
Bucher Industries AG (Registered) | 46,459 | 16,216 | |
* | ams AG | 1,789,510 | 16,190 |
Banque Cantonale Vaudoise (Registered) | 204,218 | 16,049 | |
Bachem Holding AG Class B | 224,122 | 15,621 | |
Cembra Money Bank AG | 214,407 | 15,369 | |
* | Dufry AG (Registered) | 451,579 | 14,654 |
Vontobel Holding AG (Registered) | 198,008 | 13,913 | |
Emmi AG (Registered) | 14,079 | 13,749 | |
BKW AG | 129,744 | 13,574 | |
Swatch Group AG (Registered) | 289,663 | 12,924 | |
*,1 | Idorsia Ltd. | 878,651 | 12,587 |
1 | Stadler Rail AG | 385,459 | 12,559 |
SFS Group AG | 122,502 | 12,430 | |
Mobimo Holding AG (Registered) | 51,037 | 12,420 |
Shares | Market Value• ($000) | ||
Daetwyler Holding AG (Bearer) | 53,307 | 11,026 | |
Inficon Holding AG (Registered) | 13,929 | 10,982 | |
Huber + Suhner AG (Registered) | 126,187 | 10,065 | |
Valiant Holding AG (Registered) | 113,321 | 9,970 | |
dormakaba Holding AG | 22,258 | 9,714 | |
Burckhardt Compression Holding AG | 22,395 | 9,423 | |
Softwareone Holding AG | 785,983 | 9,422 | |
St. Galler Kantonalbank AG (Registered) | 20,408 | 9,390 | |
OC Oerlikon Corp. AG (Registered) | 1,341,962 | 9,369 | |
Landis+Gyr Group AG | 176,441 | 9,260 | |
Forbo Holding AG (Registered) | 6,686 | 8,934 | |
Interroll Holding AG (Registered) | 3,928 | 8,821 | |
Comet Holding AG (Registered) | 53,423 | 8,423 | |
*,1 | Meyer Burger Technology AG | 19,221,029 | 8,163 |
Sulzer AG (Registered) | 125,091 | 7,797 | |
* | Aryzta AG | 6,951,909 | 7,716 |
*,2 | Sensirion Holding AG | 73,835 | 7,500 |
Vifor Pharma AG | 40,814 | 7,301 | |
2 | PolyPeptide Group AG | 104,875 | 7,173 |
Kardex Holding AG (Registered) | 41,915 | 6,989 | |
VZ Holding AG | 95,276 | 6,921 | |
*,1 | Dottikon Es Holding AG (Registered) | 32,039 | 6,907 |
Bystronic AG | 9,383 | 6,845 | |
Swissquote Group Holding SA (Registered) | 63,681 | 6,495 | |
Schweiter Technologies AG (Bearer) | 6,755 | 6,405 | |
LEM Holding SA (Registered) | 3,351 | 6,399 | |
Komax Holding AG (Registered) | 25,109 | 6,168 | |
Intershop Holding AG | 7,902 | 5,115 | |
* | u-blox Holding AG | 48,100 | 4,883 |
Valora Holding AG (Registered) | 27,871 | 4,827 | |
*,1 | Zur Rose Group AG | 58,407 | 4,389 |
Arbonia AG | 321,694 | 4,283 | |
2 | Medacta Group SA | 44,621 | 4,259 |
Zehnder Group AG | 70,830 | 4,192 | |
SKAN Group AG | 77,825 | 4,186 | |
Leonteq AG | 75,048 | 4,176 | |
EFG International AG | 552,878 | 4,071 | |
2 | Medmix AG | 177,321 | 3,920 |
Bell Food Group AG (Registered) | 14,493 | 3,832 |
Shares | Market Value• ($000) | ||
ALSO Holding AG (Registered) | 19,220 | 3,791 | |
Vetropack Holding AG Class A (Registered) | 88,217 | 3,655 | |
Bossard Holding AG (Registered) Class A | 18,632 | 3,615 | |
Bobst Group SA (Registered) | 56,025 | 3,606 | |
*,1 | Basilea Pharmaceutica AG (Registered) | 84,012 | 3,404 |
1 | COSMO Pharmaceuticals NV | 68,208 | 3,343 |
Ypsomed Holding AG (Registered) | 24,010 | 3,261 | |
*,2 | Medartis Holding AG | 32,152 | 2,953 |
Rieter Holding AG (Registered) | 21,682 | 2,509 | |
*,2 | Montana Aerospace AG | 156,362 | 2,418 |
* | Implenia AG (Registered) | 104,169 | 2,389 |
Hiag Immobilien Holding AG | 25,504 | 2,243 | |
1 | Autoneum Holding AG | 20,148 | 1,913 |
Ascom Holding AG (Registered) | 258,706 | 1,819 | |
VP Bank AG Class A | 18,555 | 1,747 | |
* | Swiss Steel Holding AG | 5,484,468 | 1,369 |
APG SGA SA | 6,721 | 1,241 | |
10,924,840 | |||
United Kingdom (13.6%) | |||
AstraZeneca plc | 11,243,289 | 1,483,235 | |
Shell plc (XLON) | 54,492,686 | 1,419,141 | |
HSBC Holdings plc | 146,056,004 | 954,114 | |
GlaxoSmithKline plc | 36,232,417 | 780,867 | |
Diageo plc | 16,366,324 | 706,906 | |
British American Tobacco plc | 16,419,039 | 703,790 | |
BP plc | 138,715,221 | 651,337 | |
Glencore plc | 94,956,054 | 514,323 | |
Rio Tinto plc | 7,895,240 | 472,030 | |
Unilever plc | 9,376,176 | 425,870 | |
Unilever plc (XLON) | 9,036,365 | 411,876 | |
RELX plc | 13,449,654 | 365,176 | |
Reckitt Benckiser Group plc | 4,606,412 | 346,459 | |
National Grid plc | 26,438,809 | 339,764 | |
Vodafone Group plc | 204,882,230 | 318,570 | |
Anglo American plc | 8,759,116 | 313,126 | |
Compass Group plc | 12,928,422 | 265,439 | |
Lloyds Banking Group plc | 504,513,689 | 259,576 | |
Prudential plc (XLON) | 19,949,275 | 248,154 | |
London Stock Exchange Group plc | 2,656,218 | 247,856 | |
BAE Systems plc | 22,882,915 | 231,667 | |
Barclays plc | 121,278,805 | 226,786 | |
Experian plc | 6,673,765 | 195,947 | |
CRH plc (XDUB) | 5,547,601 | 191,173 | |
Ferguson plc | 1,564,367 | 175,244 |
Shares | Market Value• ($000) | ||
Tesco plc | 54,505,499 | 169,872 | |
Imperial Brands plc | 6,857,537 | 153,525 | |
SSE plc | 7,749,718 | 152,943 | |
Ashtead Group plc | 3,203,299 | 134,758 | |
Standard Chartered plc | 17,700,096 | 133,625 | |
* | Flutter Entertainment plc (XDUB) | 1,273,640 | 128,670 |
Legal & General Group plc | 43,042,306 | 125,837 | |
1 | BT Group plc | 50,369,172 | 114,477 |
Natwest Group plc | 39,666,078 | 105,582 | |
Segro plc | 8,717,585 | 104,069 | |
Aviva plc | 20,606,194 | 100,935 | |
3i Group plc | 6,917,072 | 93,753 | |
Smith & Nephew plc | 6,340,384 | 88,669 | |
Bunzl plc | 2,443,359 | 81,146 | |
Rentokil Initial plc | 13,515,767 | 78,350 | |
WPP plc | 7,733,365 | 78,117 | |
Croda International plc | 975,803 | 77,129 | |
InterContinental Hotels Group plc | 1,332,795 | 70,835 | |
* | Informa plc | 10,638,277 | 68,730 |
Halma plc | 2,745,168 | 67,400 | |
Next plc | 909,645 | 64,985 | |
* | Entain plc | 4,252,309 | 64,710 |
Spirax-Sarco Engineering plc | 533,001 | 64,285 | |
Smurfit Kappa Group plc | 1,875,339 | 63,074 | |
Mondi plc (XLON) | 3,511,126 | 62,323 | |
* | Rolls-Royce Holdings plc | 60,682,214 | 61,754 |
United Utilities Group plc | 4,958,658 | 61,727 | |
Severn Trent plc | 1,820,219 | 60,432 | |
Intertek Group plc | 1,169,522 | 60,113 | |
Melrose Industries plc | 31,378,260 | 57,556 | |
Burberry Group plc | 2,851,178 | 57,199 | |
Sage Group plc | 7,379,921 | 57,149 | |
* | Meggitt plc | 5,670,479 | 54,505 |
Persimmon plc | 2,302,289 | 52,381 | |
St. James's Place plc | 3,877,495 | 52,173 | |
Pearson plc | 5,409,927 | 49,541 | |
Associated British Foods plc | 2,519,103 | 48,608 | |
Smiths Group plc | 2,745,283 | 46,947 | |
2 | Auto Trader Group plc | 6,682,635 | 45,258 |
Admiral Group plc | 1,629,503 | 44,616 | |
DCC plc | 715,427 | 44,511 | |
M&G plc | 18,758,796 | 44,472 | |
Whitbread plc | 1,462,716 | 44,356 | |
Kingfisher plc | 14,621,493 | 43,696 | |
* | Centrica plc | 42,920,579 | 41,914 |
Rightmove plc | 6,046,032 | 41,898 | |
�� | Land Securities Group plc | 5,162,618 | 41,894 |
Barratt Developments plc | 7,365,171 | 41,198 | |
* | Ocado Group plc | 4,184,719 | 39,892 |
Phoenix Group Holdings plc | 5,337,701 | 38,456 | |
Taylor Wimpey plc | 25,771,312 | 36,710 | |
British Land Co. plc | 6,707,970 | 36,695 |
Shares | Market Value• ($000) | ||
Electrocomponents plc | 3,429,699 | 36,479 | |
Antofagasta plc | 2,508,757 | 35,426 | |
Berkeley Group Holdings plc | 748,919 | 34,049 | |
2 | ConvaTec Group plc | 11,794,102 | 32,327 |
Intermediate Capital Group plc | 2,015,474 | 32,223 | |
Dechra Pharmaceuticals plc | 760,429 | 32,064 | |
Coca-Cola HBC AG | 1,426,858 | 31,793 | |
DS Smith plc | 9,317,654 | 31,557 | |
Weir Group plc | 1,877,363 | 31,290 | |
J Sainsbury plc | 12,464,927 | 31,021 | |
Johnson Matthey plc | 1,309,415 | 30,877 | |
Abrdn plc | 15,602,713 | 30,456 | |
B&M European Value Retail SA | 6,784,137 | 30,361 | |
Tritax Big Box REIT plc | 13,623,188 | 30,188 | |
UNITE Group plc | 2,311,692 | 30,049 | |
Howden Joinery Group plc | 4,029,205 | 29,701 | |
Direct Line Insurance Group plc | 9,588,740 | 29,432 | |
HomeServe plc | 2,019,495 | 28,914 | |
Man Group plc | 9,448,805 | 28,845 | |
Hiscox Ltd. | 2,437,112 | 28,068 | |
Endeavour Mining plc | 1,329,255 | 27,540 | |
Spectris plc | 808,109 | 26,772 | |
Tate & Lyle plc | 2,916,275 | 26,725 | |
IMI plc | 1,862,160 | 26,708 | |
Hargreaves Lansdown plc | 2,756,096 | 26,592 | |
Beazley plc | 4,357,092 | 26,567 | |
Schroders plc | 812,180 | 26,532 | |
Investec plc | 4,810,658 | 26,196 | |
2 | Avast plc | 4,053,475 | 25,512 |
JD Sports Fashion plc | 17,986,055 | 25,343 | |
IG Group Holdings plc | 2,917,551 | 24,624 | |
Diploma plc | 888,320 | 24,193 | |
AVEVA Group plc | 867,097 | 23,804 | |
* | Marks & Spencer Group plc | 14,291,547 | 23,710 |
Bellway plc | 895,724 | 23,551 | |
Hikma Pharmaceuticals plc | 1,191,842 | 23,516 | |
Derwent London plc | 734,086 | 23,405 | |
Inchcape plc | 2,724,985 | 23,157 | |
Drax Group plc | 2,900,656 | 22,769 | |
Pennon Group plc | 1,914,225 | 22,274 | |
ITV plc | 27,068,409 | 21,616 | |
Ultra Electronics Holdings plc | 507,616 | 21,394 | |
Royal Mail plc | 6,350,402 | 20,978 | |
Big Yellow Group plc | 1,219,171 | 19,561 | |
Games Workshop Group plc | 238,098 | 19,384 | |
Safestore Holdings plc | 1,485,634 | 19,237 | |
LondonMetric Property plc | 6,899,173 | 19,174 |
Shares | Market Value• ($000) | ||
Britvic plc | 1,925,060 | 19,082 | |
Harbour Energy plc | 4,242,293 | 18,846 | |
Serco Group plc | 8,691,396 | 18,434 | |
QinetiQ Group plc | 4,076,923 | 18,234 | |
Rotork plc | 6,203,371 | 18,223 | |
Travis Perkins plc | 1,524,489 | 18,070 | |
Grainger plc | 5,233,385 | 17,933 | |
Future plc | 826,746 | 17,495 | |
Assura plc | 21,128,488 | 16,835 | |
* | Indivior plc | 4,415,139 | 16,645 |
* | SSP Group plc | 5,736,210 | 16,284 |
Vistry Group plc | 1,594,728 | 16,243 | |
OSB Group plc | 2,758,947 | 16,214 | |
Greggs plc | 727,431 | 16,108 | |
*,2 | Watches of Switzerland Group plc | 1,690,512 | 16,020 |
Computacenter plc | 558,110 | 15,983 | |
Primary Health Properties plc | 9,582,166 | 15,921 | |
* | Mediclinic International plc | 2,827,589 | 15,824 |
* | WH Smith plc | 912,079 | 15,678 |
* | Oxford Nanopore Technologies plc | 4,599,497 | 15,550 |
Hays plc | 11,213,062 | 15,335 | |
Grafton Group plc | 1,586,051 | 15,066 | |
* | Playtech plc | 2,218,195 | 14,674 |
Softcat plc | 906,483 | 14,592 | |
Virgin Money UK plc | 9,028,551 | 14,467 | |
Genus plc | 472,030 | 14,439 | |
Cranswick plc | 383,467 | 14,360 | |
*,1 | TUI AG | 8,796,535 | 14,282 |
Plus500 Ltd. | 700,532 | 14,277 | |
Balfour Beatty plc | 4,572,027 | 14,212 | |
Close Brothers Group plc | 1,085,813 | 13,649 | |
* | Energean plc | 985,012 | 13,177 |
Spirent Communications plc | 4,382,777 | 13,167 | |
Brewin Dolphin Holdings plc | 2,103,589 | 13,122 | |
2 | Airtel Africa plc | 7,864,071 | 13,064 |
Victrex plc | 597,409 | 13,027 | |
Pets at Home Group plc | 3,451,467 | 12,991 | |
Great Portland Estates plc | 1,835,145 | 12,851 | |
Shaftesbury plc | 1,998,732 | 12,665 | |
Euromoney Institutional Investor plc | 768,855 | 12,598 | |
Fresnillo plc | 1,342,871 | 12,544 | |
2 | Quilter plc | 9,961,721 | 12,486 |
* | Wise plc Class A | 3,368,885 | 12,234 |
* | easyJet plc | 2,721,096 | 12,222 |
* | Sanne Group plc | 1,088,307 | 12,007 |
Dr. Martens plc | 4,106,039 | 11,966 | |
* | IWG plc | 5,215,919 | 11,943 |
*,2 | Trainline plc | 3,349,416 | 11,852 |
Savills plc | 959,313 | 11,828 | |
Telecom Plus plc | 480,262 | 11,455 | |
�� | LXI REIT plc | 6,599,835 | 11,433 |
Pagegroup plc | 2,245,384 | 10,998 | |
Domino's Pizza Group plc | 3,201,181 | 10,910 | |
* | S4 Capital plc | 3,877,752 | 10,880 |
Shares | Market Value• ($000) | ||
*,2 | Countryside Partnerships plc | 3,582,742 | 10,862 |
Renishaw plc | 246,438 | 10,733 | |
*,1 | International Consolidated Airlines Group SA | 8,112,791 | 10,672 |
*,2 | Deliveroo plc Class A | 9,545,318 | 10,567 |
Rathbones Group plc | 446,070 | 10,562 | |
Paragon Banking Group plc | 1,751,093 | 10,450 | |
* | Frasers Group plc | 1,263,342 | 10,279 |
Redrow plc | 1,651,332 | 9,859 | |
* | Ascential plc | 3,083,253 | 9,727 |
Oxford Instruments plc | 387,279 | 9,423 | |
* | John Wood Group plc | 4,895,864 | 9,295 |
* | National Express Group plc | 3,913,678 | 9,293 |
Capital & Counties Properties plc | 5,331,037 | 9,102 | |
Ashmore Group plc | 3,355,231 | 9,076 | |
Marshalls plc | 1,656,695 | 9,048 | |
* | Carnival plc | 1,146,440 | 8,840 |
* | Darktrace plc | 2,461,581 | 8,835 |
Bodycote plc | 1,369,877 | 8,815 | |
Lancashire Holdings Ltd. | 1,773,756 | 8,717 | |
Sirius Real Estate Ltd. | 7,892,244 | 8,590 | |
* | Firstgroup plc | 5,466,990 | 8,506 |
* | Helios Towers plc | 5,579,835 | 8,246 |
Dunelm Group plc | 812,694 | 8,115 | |
Hill & Smith Holdings plc | 571,515 | 8,053 | |
Moneysupermarket.com Group plc | 3,784,850 | 8,012 | |
Coats Group plc | 10,439,988 | 7,931 | |
Genuit Group plc | 1,689,868 | 7,892 | |
*,2 | Network International Holdings plc | 3,422,279 | 7,874 |
Chemring Group plc | 2,046,811 | 7,871 | |
TP ICAP Group plc | 5,711,083 | 7,792 | |
Centamin plc | 7,854,879 | 7,510 | |
Bytes Technology Group plc (XLON) | 1,474,077 | 7,501 | |
1 | Hammerson plc | 32,254,789 | 7,471 |
Micro Focus International plc | 2,184,181 | 7,432 | |
2 | Biffa plc | 1,595,224 | 7,276 |
Redde Northgate plc | 1,770,278 | 7,272 | |
Synthomer plc | 2,636,104 | 7,231 | |
Ninety One plc | 2,990,532 | 7,216 | |
* | Auction Technology Group plc | 642,592 | 7,160 |
Premier Foods plc | 5,150,873 | 7,052 | |
Mitie Group plc | 10,242,883 | 7,036 | |
* | THG plc Class B | 6,947,333 | 6,976 |
Workspace Group plc | 1,034,865 | 6,969 | |
* | Babcock International Group plc | 1,823,614 | 6,884 |
Morgan Advanced Materials plc | 2,032,865 | 6,797 | |
2 | JTC plc | 941,255 | 6,788 |
AJ Bell plc | 2,075,816 | 6,772 |
Shares | Market Value• ($000) | ||
Essentra plc | 2,170,215 | 6,578 | |
Clarkson plc | 178,909 | 6,532 | |
Just Group plc | 7,475,349 | 6,508 | |
* | C&C Group plc | 2,882,765 | 6,491 |
Morgan Sindall Group plc | 290,528 | 6,443 | |
FDM Group Holdings plc | 613,833 | 6,421 | |
Hilton Food Group plc | 500,287 | 6,233 | |
* | Capricorn Energy plc | 2,344,064 | 6,231 |
IP Group plc | 7,017,517 | 6,007 | |
*,1 | Tullow Oil plc | 10,419,797 | 5,976 |
Currys plc | 7,102,933 | 5,905 | |
*,2 | Spire Healthcare Group plc | 2,005,034 | 5,734 |
Vesuvius plc | 1,542,938 | 5,729 | |
IntegraFin Holdings plc | 2,078,247 | 5,712 | |
Jupiter Fund Management plc | 3,163,413 | 5,690 | |
2 | Ibstock plc | 2,798,450 | 5,638 |
* | Molten Ventures plc | 1,088,308 | 5,572 |
2 | Bridgepoint Group plc (Registered) | 1,892,517 | 5,565 |
Volution Group plc | 1,341,913 | 5,479 | |
Kainos Group plc | 399,924 | 5,429 | |
2 | Petershill Partners plc | 2,061,001 | 5,372 |
Crest Nicholson Holdings plc | 1,792,629 | 5,345 | |
* | Moonpig Group plc | 1,930,202 | 5,305 |
Liontrust Asset Management plc | 451,534 | 5,026 | |
Rhi Magnesita NV | 202,969 | 4,922 | |
* | Elementis plc | 4,105,391 | 4,918 |
2 | Vivo Energy plc | 2,746,751 | 4,879 |
NCC Group plc | 2,121,466 | 4,837 | |
BMO Commercial Property Trust Ltd. | 3,531,050 | 4,801 | |
UK Commercial Property REIT Ltd. | 5,239,266 | 4,789 | |
888 Holdings plc | 2,335,196 | 4,768 | |
* | J D Wetherspoon plc | 623,613 | 4,744 |
* | Greencore Group plc | 3,806,024 | 4,603 |
Keller Group plc | 520,255 | 4,588 | |
Provident Financial plc | 1,840,614 | 4,483 | |
* | Senior plc | 3,165,338 | 4,477 |
Bank of Georgia Group plc | 273,640 | 4,354 | |
Picton Property Income Ltd. | 3,962,294 | 4,272 | |
* | Mitchells & Butlers plc | 1,877,563 | 4,234 |
2 | TI Fluid Systems plc Class B | 2,286,505 | 4,224 |
* | Petrofac Ltd. (XLON) | 3,020,996 | 4,130 |
TBC Bank Group plc | 258,345 | 3,976 | |
*,2 | Wizz Air Holdings plc | 179,398 | 3,858 |
XP Power Ltd. | 110,013 | 3,826 | |
Wickes Group plc | 1,884,392 | 3,781 | |
2 | ContourGlobal plc | 1,222,173 | 3,757 |
AG Barr plc | 594,122 | 3,753 | |
* | Capita plc | 12,043,469 | 3,742 |
Helical plc | 736,944 | 3,342 | |
Ferrexpo plc | 2,083,265 | 3,323 | |
PZ Cussons plc | 1,319,399 | 3,171 |
Shares | Market Value• ($000) | ||
*,2 | Trustpilot Group plc | 2,468,020 | 3,028 |
* | Oxford Biomedica plc | 530,023 | 2,939 |
* | Restaurant Group plc | 5,239,730 | 2,856 |
* | Marston's plc | 4,494,745 | 2,830 |
Devro plc | 1,229,425 | 2,762 | |
Halfords Group plc | 1,558,693 | 2,721 | |
CLS Holdings plc | 1,099,509 | 2,708 | |
*,1,2 | Aston Martin Lagonda Global Holdings plc | 499,391 | 2,697 |
Hochschild Mining plc | 2,286,872 | 2,691 | |
2 | CMC Markets plc | 776,019 | 2,592 |
*,1 | Alphawave IP Group plc | 1,476,020 | 2,418 |
Avon Protection plc | 201,247 | 2,406 | |
* | PureTech Health plc | 1,130,597 | 2,357 |
* | SIG plc | 5,035,658 | 1,829 |
*,1 | Cineworld Group plc | 7,119,877 | 1,828 |
*,1 | AO World plc | 1,999,102 | 1,686 |
2 | Alfa Financial Software Holdings plc | 885,597 | 1,617 |
* | Rank Group plc | 1,443,804 | 1,509 |
2 | Bakkavor Group plc | 1,119,915 | 1,271 |
*,1,2 | Funding Circle Holdings plc | 1,080,074 | 747 |
Micro Focus International plc ADR | 221,338 | 746 | |
Smurfit Kappa Group plc (XDUB) | 17,019 | 574 | |
*,2,3 | Finablr plc | 1,120,022 | 150 |
* | Saipem SpA Rights Exp. 7/11/22 | 84,286 | 111 |
* | Greenvolt Energias Renovaveis Rights Exp. 7/4/22 | 374,992 | 100 |
*,1,3 | Intu Properties plc | 5,470,032 | — |
3 | Evraz plc | 4,134,463 | — |
*,3 | NMC Health plc | 510,606 | — |
Shares | Market Value• ($000) | ||
*,3 | Carillion plc | 2,500,529 | — |
18,745,251 | |||
Total Common Stocks (Cost $133,248,955) | 136,699,501 | ||
Temporary Cash Investments (2.8%) | |||
Money Market Fund (2.8%) | |||
4,5 | Vanguard Market Liquidity Fund, 1.417% (Cost $3,842,853) | 38,442,591 | 3,843,106 |
Total Investments (101.6%) (Cost $137,091,808) | 140,542,607 | ||
Other Assets and Liabilities—Net (-1.6%) | (2,227,046) | ||
Net Assets (100%) | 138,315,561 | ||
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 $2,625,375,000. |
2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2022, the aggregate value was $2,570,551,000, representing 1.9% 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 $2,880,300,000 was received for securities on loan. |
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 | ||||
Euro Stoxx 50 Index | September 2022 | 14,944 | 538,880 | (6,942) |
FTSE 100 Index | September 2022 | 3,567 | 309,202 | (763) |
S&P TSX 60 Index | September 2022 | 1,221 | 216,748 | (13,910) |
SPI 200 Index | September 2022 | 2,011 | 224,212 | (3,357) |
Topix Index | September 2022 | 2,961 | 408,207 | (15,747) |
(40,719) |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
Toronto-Dominion Bank | 9/21/22 | AUD | 366,396 | USD | 265,703 | — | (12,623) |
HSBC Bank plc | 9/21/22 | AUD | 148,441 | USD | 102,639 | — | (106) |
JPMorgan Chase Bank, N.A. | 9/21/22 | AUD | 9,696 | USD | 6,688 | 9 | — |
BNP Paribas | 9/21/22 | CAD | 128,018 | USD | 101,533 | — | (2,064) |
UBS AG | 9/21/22 | CAD | 122,998 | USD | 97,567 | — | (1,999) |
HSBC Bank plc | 9/21/22 | CAD | 72,830 | USD | 57,918 | — | (1,330) |
Morgan Stanley Capital Services Inc. | 9/21/22 | EUR | 157,642 | USD | 170,105 | — | (3,919) |
Toronto-Dominion Bank | 9/21/22 | EUR | 157,642 | USD | 169,790 | — | (3,604) |
State Street Bank & Trust Co. | 9/21/22 | EUR | 155,289 | USD | 167,743 | — | (4,038) |
Toronto-Dominion Bank | 9/21/22 | EUR | 77,578 | USD | 81,766 | 17 | — |
JPMorgan Chase Bank, N.A. | 9/21/22 | EUR | 40,200 | USD | 43,258 | — | (879) |
State Street Bank & Trust Co. | 9/21/22 | GBP | 123,742 | USD | 155,466 | — | (4,592) |
BNP Paribas | 9/21/22 | GBP | 106,210 | USD | 133,774 | — | (4,276) |
Standard Chartered Bank | 9/21/22 | GBP | 21,437 | USD | 27,009 | — | (871) |
State Street Bank & Trust Co. | 9/21/22 | JPY | 16,000,000 | USD | 118,078 | 544 | — |
BNP Paribas | 9/21/22 | JPY | 13,208,451 | USD | 102,240 | — | (4,314) |
HSBC Bank plc | 9/21/22 | JPY | 9,325,819 | USD | 72,247 | — | (3,106) |
State Street Bank & Trust Co. | 9/21/22 | JPY | 5,754,539 | USD | 42,875 | — | (212) |
JPMorgan Chase Bank, N.A. | 9/21/22 | JPY | 4,362,886 | USD | 33,098 | — | (752) |
JPMorgan Chase Bank, N.A. | 9/21/22 | JPY | 1,381,313 | USD | 10,194 | 47 | — |
UBS AG | 9/21/22 | KRW | 7,509,098 | USD | 5,783 | 13 | — |
BNP Paribas | 9/21/22 | USD | 28,078 | AUD | 40,273 | 260 | — |
Bank of America, N.A. | 9/21/22 | USD | 13,838 | AUD | 19,836 | 137 | — |
Bank of New York | 9/21/22 | USD | 10,484 | AUD | 15,027 | 104 | — |
HSBC Bank plc | 9/21/22 | USD | 106,996 | CHF | 103,806 | — | (2,395) |
UBS AG | 9/21/22 | USD | 102,831 | CHF | 99,736 | — | (2,270) |
Bank of America, N.A. | 9/21/22 | USD | 11,796 | DKK | 81,202 | 285 | — |
BNP Paribas | 9/21/22 | USD | 24,889 | GBP | 20,259 | 189 | — |
HSBC Bank plc | 9/21/22 | USD | 12,267 | GBP | 9,978 | 101 | — |
Bank of New York | 9/21/22 | USD | 9,293 | GBP | 7,559 | 76 | — |
Toronto-Dominion Bank | 9/21/22 | USD | 3,648 | HKD | 28,545 | 2 | — |
BNP Paribas | 9/21/22 | USD | 34,166 | KRW | 42,550,893 | 1,326 | — |
Forward Currency Contracts (continued) | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
Bank of America, N.A. | 9/21/22 | USD | 1,063 | SEK | 10,330 | 50 | — |
JPMorgan Chase Bank, N.A. | 9/21/22 | USD | 25,884 | SGD | 35,764 | 127 | — |
3,287 | (53,350) |
AUD—Australian dollar. |
CAD—Canadian dollar. |
CHF—Swiss franc. |
DKK—Danish krone. |
EUR—euro. |
GBP—British pound. |
HKD—Hong Kong dollar. |
JPY—Japanese yen. |
KRW—Korean won. |
SEK—Swedish krona. |
SGD—Singapore dollar. |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $133,248,955) | 136,699,501 |
Affiliated Issuers (Cost $3,842,853) | 3,843,106 |
Total Investments in Securities | 140,542,607 |
Investment in Vanguard | 5,525 |
Cash Collateral Pledged—Futures Contracts | 132,692 |
Cash Collateral Pledged—Forward Currency Contracts | 54,480 |
Foreign Currency, at Value (Cost $76,889) | 76,955 |
Receivables for Investment Securities Sold | 27,835 |
Receivables for Accrued Income | 516,957 |
Receivables for Capital Shares Issued | 58,376 |
Unrealized Appreciation—Forward Currency Contracts | 3,287 |
Total Assets | 141,418,714 |
Liabilities | |
Due to Custodian | 45,355 |
Payables for Investment Securities Purchased | 12,064 |
Collateral for Securities on Loan | 2,880,300 |
Payables for Capital Shares Redeemed | 82,115 |
Payables to Vanguard | 2,975 |
Variation Margin Payable—Futures Contracts | 26,994 |
Unrealized Depreciation—Forward Currency Contracts | 53,350 |
Total Liabilities | 3,103,153 |
Net Assets | 138,315,561 |
1 Includes $2,625,375 of securities on loan. |
Statement of Assets and Liabilities (continued) | |
At June 30, 2022, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 139,933,409 |
Total Distributable Earnings (Loss) | (1,617,848) |
Net Assets | 138,315,561 |
Investor Shares—Net Assets | |
Applicable to 2,099,421 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 21,268 |
Net Asset Value Per Share—Investor Shares | $10.13 |
ETF Shares—Net Assets | |
Applicable to 2,245,598,291 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 91,367,867 |
Net Asset Value Per Share—ETF Shares | $40.69 |
Admiral Shares—Net Assets | |
Applicable to 1,580,827,584 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 20,678,630 |
Net Asset Value Per Share—Admiral Shares | $13.08 |
Institutional Shares—Net Assets | |
Applicable to 977,510,554 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,804,080 |
Net Asset Value Per Share—Institutional Shares | $13.10 |
Institutional Plus Shares—Net Assets | |
Applicable to 656,644,708 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,443,716 |
Net Asset Value Per Share—Institutional Plus Shares | $20.47 |
Six Months Ended June 30, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 3,061,190 |
Interest2 | 2,458 |
Securities Lending—Net | 23,834 |
Total Income | 3,087,482 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,284 |
Management and Administrative—Investor Shares | 17 |
Management and Administrative—ETF Shares | 16,613 |
Management and Administrative—Admiral Shares | 5,642 |
Management and Administrative—Institutional Shares | 2,245 |
Management and Administrative—Institutional Plus Shares | 1,773 |
Marketing and Distribution—Investor Shares | 1 |
Marketing and Distribution—ETF Shares | 1,148 |
Marketing and Distribution—Admiral Shares | 561 |
Marketing and Distribution—Institutional Shares | 259 |
Marketing and Distribution—Institutional Plus Shares | 275 |
Custodian Fees | 2,328 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 1,029 |
Shareholders’ Reports—Admiral Shares | 125 |
Shareholders’ Reports—Institutional Shares | 50 |
Shareholders’ Reports—Institutional Plus Shares | 42 |
Trustees’ Fees and Expenses | 40 |
Professional Services | 6,877 |
Other Expenses | 18 |
Total Expenses | 40,327 |
Expenses Paid Indirectly | (1) |
Net Expenses | 40,326 |
Net Investment Income | 3,047,156 |
Realized Net Gain (Loss) | |
Investment Securities Sold2,3,4 | (686,455) |
Futures Contracts | (162,226) |
Forward Currency Contracts | (71,650) |
Foreign Currencies | (58,939) |
Realized Net Gain (Loss) | (979,270) |
Statement of Operations (continued) | |
Six Months Ended June 30, 2022 | |
($000) | |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (34,933,134) |
Futures Contracts | (65,189) |
Forward Currency Contracts | (54,524) |
Foreign Currencies | (14,895) |
Change in Unrealized Appreciation (Depreciation) | (35,067,742) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (32,999,856) |
1 | Dividends are net of foreign withholding taxes of $193,596,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $2,293,000, ($333,000), and ($102,000), respectively. Purchases and sales are for temporary cash investment purposes. |
3 | Realized gain (loss) is net of foreign capital gain taxes of $28,000. |
4 | Includes $470,772,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 3,047,156 | 4,194,482 | |
Realized Net Gain (Loss) | (979,270) | 726,433 | |
Change in Unrealized Appreciation (Depreciation) | (35,067,742) | 11,293,186 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (32,999,856) | 16,214,101 | |
Distributions | |||
Investor Shares | (302) | (1,404) | |
ETF Shares | (1,371,360) | (3,293,465) | |
Admiral Shares | (305,718) | (750,682) | |
Institutional Shares | (190,411) | (476,451) | |
Institutional Plus Shares | (202,092) | (528,259) | |
Total Distributions | (2,069,883) | (5,050,261) | |
Capital Share Transactions | |||
Investor Shares | (9,913) | (16,666) | |
ETF Shares | 4,517,417 | 15,456,013 | |
Admiral Shares | 1,090,393 | 1,864,044 | |
Institutional Shares | 751,836 | 47,662 | |
Institutional Plus Shares | 28,983 | 106,182 | |
Net Increase (Decrease) from Capital Share Transactions | 6,378,716 | 17,457,235 | |
Total Increase (Decrease) | (28,691,023) | 28,621,075 | |
Net Assets | |||
Beginning of Period | 167,006,584 | 138,385,509 | |
End of Period | 138,315,561 | 167,006,584 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $12.73 | $11.79 | $10.95 | $9.26 | $11.16 | $9.09 |
Investment Operations | ||||||
Net Investment Income1 | .211 | .331 | .235 | .361 | .312 | .284 |
Net Realized and Unrealized Gain (Loss) on Investments | (2.666) | .996 | .834 | 1.651 | (1.914) | 2.086 |
Total from Investment Operations | (2.455) | 1.327 | 1.069 | 2.012 | (1.602) | 2.370 |
Distributions | ||||||
Dividends from Net Investment Income | (.145) | (.387) | (.229) | (.322) | (.298) | (.300) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.145) | (.387) | (.229) | (.322) | (.298) | (.300) |
Net Asset Value, End of Period | $10.13 | $12.73 | $11.79 | $10.95 | $9.26 | $11.16 |
Total Return2 | -19.29% | 11.35% | 10.11% | 21.96% | -14.56% | 26.31% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $21 | $37 | $49 | $59 | $731 | $950 |
Ratio of Total Expenses to Average Net Assets | 0.16%3 | 0.16% | 0.16% | 0.16% | 0.16% | 0.17% |
Ratio of Net Investment Income to Average Net Assets | 3.56% | 2.61% | 2.34% | 3.56% | 2.89% | 2.71% |
Portfolio Turnover Rate4 | 2% | 3% | 3% | 2% | 3% | 3% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.16%. |
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, including ETF Creation Units. |
FTSE Developed Markets ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $51.14 | $47.36 | $43.98 | $37.20 | $44.83 | $36.51 |
Investment Operations | ||||||
Net Investment Income1 | .909 | 1.370 | .982 | 1.289 | 1.291 | 1.166 |
Net Realized and Unrealized Gain (Loss) on Investments | (10.746) | 4.024 | 3.363 | 6.831 | (7.677) | 8.397 |
Total from Investment Operations | (9.837) | 5.394 | 4.345 | 8.120 | (6.386) | 9.563 |
Distributions | ||||||
Dividends from Net Investment Income | (.613) | (1.614) | (.965) | (1.340) | (1.244) | (1.243) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.613) | (1.614) | (.965) | (1.340) | (1.244) | (1.243) |
Net Asset Value, End of Period | $40.69 | $51.14 | $47.36 | $43.98 | $37.20 | $44.83 |
Total Return | -19.26% | 11.49% | 10.29% | 22.08% | -14.47% | 26.44% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $91,368 | $110,103 | $87,578 | $78,752 | $65,139 | $68,406 |
Ratio of Total Expenses to Average Net Assets | 0.05%2 | 0.05% | 0.05% | 0.05% | 0.05% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 3.84% | 2.69% | 2.43% | 3.13% | 3.00% | 2.81% |
Portfolio Turnover Rate3 | 2% | 3% | 3% | 2% | 3% | 3% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
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. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $16.44 | $15.23 | $14.14 | $11.96 | $14.41 | $11.74 |
Investment Operations | ||||||
Net Investment Income1 | .291 | .438 | .313 | .410 | .412 | .375 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.455) | 1.287 | 1.085 | 2.198 | (2.464) | 2.695 |
Total from Investment Operations | (3.164) | 1.725 | 1.398 | 2.608 | (2.052) | 3.070 |
Distributions | ||||||
Dividends from Net Investment Income | (.196) | (.515) | (.308) | (.428) | (.398) | (.400) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.196) | (.515) | (.308) | (.428) | (.398) | (.400) |
Net Asset Value, End of Period | $13.08 | $16.44 | $15.23 | $14.14 | $11.96 | $14.41 |
Total Return2 | -19.26% | 11.43% | 10.26% | 22.05% | -14.46% | 26.40% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $20,679 | $24,782 | $21,207 | $20,143 | $15,209 | $15,180 |
Ratio of Total Expenses to Average Net Assets | 0.07%3 | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 3.82% | 2.68% | 2.41% | 3.10% | 2.98% | 2.81% |
Portfolio Turnover Rate4 | 2% | 3% | 3% | 2% | 3% | 3% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
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, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $16.46 | $15.25 | $14.16 | $11.97 | $14.43 | $11.75 |
Investment Operations | ||||||
Net Investment Income1 | .293 | .442 | .315 | .417 | .416 | .379 |
Net Realized and Unrealized Gain (Loss) on Investments | (3.456) | 1.287 | 1.086 | 2.205 | (2.475) | 2.701 |
Total from Investment Operations | (3.163) | 1.729 | 1.401 | 2.622 | (2.059) | 3.080 |
Distributions | ||||||
Dividends from Net Investment Income | (.197) | (.519) | (.311) | (.432) | (.401) | (.400) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.197) | (.519) | (.311) | (.432) | (.401) | (.400) |
Net Asset Value, End of Period | $13.10 | $16.46 | $15.25 | $14.16 | $11.97 | $14.43 |
Total Return | -19.23% | 11.44% | 10.27% | 22.14% | -14.49% | 26.46% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $12,804 | $15,219 | $14,020 | $12,449 | $10,361 | $11,998 |
Ratio of Total Expenses to Average Net Assets | 0.05%2 | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 3.84% | 2.70% | 2.42% | 3.15% | 3.00% | 2.82% |
Portfolio Turnover Rate3 | 2% | 3% | 3% | 2% | 3% | 3% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%. |
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 Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2022 | Year Ended December 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 | ||
Net Asset Value, Beginning of Period | $25.73 | $23.83 | $22.13 | $18.72 | $22.56 | $18.37 |
Investment Operations | ||||||
Net Investment Income1 | .457 | .693 | .495 | .647 | .643 | .597 |
Net Realized and Unrealized Gain (Loss) on Investments | (5.407) | 2.022 | 1.693 | 3.439 | (3.855) | 4.223 |
Total from Investment Operations | (4.950) | 2.715 | 2.188 | 4.086 | (3.212) | 4.820 |
Distributions | ||||||
Dividends from Net Investment Income | (.310) | (.815) | (.488) | (.676) | (.628) | (.630) |
Distributions from Realized Capital Gains | — | — | — | — | — | — |
Total Distributions | (.310) | (.815) | (.488) | (.676) | (.628) | (.630) |
Net Asset Value, End of Period | $20.47 | $25.73 | $23.83 | $22.13 | $18.72 | $22.56 |
Total Return | -19.25% | 11.49% | 10.27% | 22.07% | -14.45% | 26.49% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $13,444 | $16,866 | $15,531 | $13,790 | $9,265 | $10,102 |
Ratio of Total Expenses to Average Net Assets | 0.04%2 | 0.04% | 0.04% | 0.04% | 0.04% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 3.84% | 2.71% | 2.43% | 3.12% | 3.01% | 2.83% |
Portfolio Turnover Rate3 | 2% | 3% | 3% | 2% | 3% | 3% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%. |
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. |
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. | The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the six months ended June 30, 2022, custodian fee offset arrangements reduced the fund’s expenses by $1,000 (an annual rate of less than 0.01% of average net assets). |
D. | 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—North and South America | 14,281,996 | 65,579 | — | 14,347,575 |
Common Stocks—Other | 31,855 | 122,302,675 | 17,396 | 122,351,926 |
Temporary Cash Investments | 3,843,106 | — | — | 3,843,106 |
Total | 18,156,957 | 122,368,254 | 17,396 | 140,542,607 |
Derivative Financial Instruments | ||||
Assets | ||||
Forward Currency Contracts | — | 3,287 | — | 3,287 |
Liabilities | ||||
Futures Contracts1 | 40,719 | — | — | 40,719 |
Forward Currency Contracts | — | 53,350 | — | 53,350 |
Total | 40,719 | 53,350 | — | 94,069 |
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. |
E. | At June 30, 2022, 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—Forward Currency Contracts | — | 3,287 | 3,287 |
Total Assets | — | 3,287 | 3,287 |
Unrealized Depreciation—Futures Contracts1 | 40,719 | — | 40,719 |
Unrealized Depreciation—Forward Currency Contracts | — | 53,350 | 53,350 |
Total Liabilities | 40,719 | 53,350 | 94,069 |
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 | (162,226) | — | (162,226) |
Forward Currency Contracts | — | (71,650) | (71,650) |
Realized Net Gain (Loss) on Derivatives | (162,226) | (71,650) | (233,876) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | (65,189) | — | (65,189) |
Forward Currency Contracts | — | (54,524) | (54,524) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | (65,189) | (54,524) | (119,713) |
F. | As of June 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 138,636,852 |
Gross Unrealized Appreciation | 22,544,343 |
Gross Unrealized Depreciation | (20,729,370) |
Net Unrealized Appreciation (Depreciation) | 1,814,973 |
G. | During the six months ended June 30, 2022, the fund purchased $10,639,617,000 of investment securities and sold $3,921,258,000 of investment securities, other than temporary cash investments. Purchases and sales include $4,150,182,000 and $868,542,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
H. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2022 | Year Ended December 31, 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 1,416 | 122 | 8,102 | 645 | |
Issued in Lieu of Cash Distributions | 302 | 29 | 1,404 | 112 | |
Redeemed | (11,631) | (933) | (26,172) | (2,048) | |
Net Increase (Decrease)—Investor Shares | (9,913) | (782) | (16,666) | (1,291) | |
ETF Shares | |||||
Issued | 4,517,417 | 92,593 | 15,456,013 | 303,914 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | — | — | — | — | |
Net Increase (Decrease)—ETF Shares | 4,517,417 | 92,593 | 15,456,013 | 303,914 | |
Admiral Shares | |||||
Issued | 3,453,974 | 231,459 | 5,398,666 | 330,877 | |
Issued in Lieu of Cash Distributions | 240,105 | 18,143 | 592,710 | 36,704 | |
Redeemed | (2,603,686) | (176,125) | (4,127,332) | (252,978) | |
Net Increase (Decrease)—Admiral Shares | 1,090,393 | 73,477 | 1,864,044 | 114,603 | |
Institutional Shares | |||||
Issued | 2,488,386 | 166,216 | 3,635,178 | 223,000 | |
Issued in Lieu of Cash Distributions | 173,557 | 13,094 | 436,044 | 26,962 | |
Redeemed | (1,910,107) | (126,193) | (4,023,560) | (245,046) | |
Net Increase (Decrease)—Institutional Shares | 751,836 | 53,117 | 47,662 | 4,916 | |
Institutional Plus Shares | |||||
Issued | 2,456,459 | 102,369 | 4,068,197 | 157,723 | |
Issued in Lieu of Cash Distributions | 187,622 | 9,039 | 498,151 | 19,715 | |
Redeemed | (2,615,098) | (110,190) | (4,460,166) | (173,701) | |
Net Increase (Decrease)—Institutional Plus Shares | 28,983 | 1,218 | 106,182 | 3,737 |
I. | Management has determined that no events or transactions occurred subsequent to June 30, 2022, that would require recognition or disclosure in these financial statements. |
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All rights reserved.
U.S. Patent Nos. 6,879,964.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
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) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications filed herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: August 22, 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: August 22, 2022
VANGUARD TAX-MANAGED FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: August 22, 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.