UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02105
Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, MA 02210
(Address of principal executive offices) (Zip code)
Nicole Macarchuk, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | December 31 |
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Date of reporting period: | June 30, 2026 |
Item 1.
Reports to Stockholders
SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
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Fidelity® Series 5+ Year Inflation-Protected Bond Index Fund
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$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Portfolio Turnover
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COUPON DISTRIBUTION
(% of Fund's net assets)
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0.01 - 0.99%
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1 - 1.99%
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2 - 2.99%
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3 - 3.99%
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 99.4
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Short-Term Investments and Net Other Assets (Liabilities) - 0.6
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TOP HOLDINGS (% of Fund's net assets) |
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US Treasury Notes
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US Treasury Bonds
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99.4
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916199.102 6399-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
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Fidelity® Series 0-5 Year Inflation-Protected Bond Index Fund
|
$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Portfolio Turnover
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COUPON DISTRIBUTION
(% of Fund's net assets)
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0.01 - 0.99%
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1 - 1.99%
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2 - 2.99%
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3 - 3.99%
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 97.6
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Short-Term Investments and Net Other Assets (Liabilities) - 2.4
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TOP HOLDINGS (% of Fund's net assets) |
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US Treasury Notes
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US Treasury Bonds
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97.6
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916198.102 6398-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
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Fidelity® SAI Municipal Income Fund
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$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Portfolio Turnover
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REVENUE SOURCES
(% of Fund's net assets)
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General Obligations
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Transportation
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Special Tax
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Health Care
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Electric Utilities
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Education
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Others(Individually Less Than 5%)
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96.9
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QUALITY DIVERSIFICATION (% of Fund's net assets)
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AAA - 6.5
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AA - 43.6
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A - 36.3
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BBB - 5.9
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BB - 1.4
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B - 0.0
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Not Rated - 3.2
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Short-Term Investments and Net Other Assets (Liabilities) - 3.1
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We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
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TOP STATES
(% of Fund's net assets)
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Alabama
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Texas
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New York
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Illinois
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California
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916184.102 3307-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
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Fidelity® SAI International Credit Fund
|
$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
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Portfolio Turnover
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QUALITY DIVERSIFICATION (% of Fund's net assets)
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U.S. Government and U.S. Government Agency Obligations - 21.7
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AAA - 12.5
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AA - 0.1
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A - 14.8
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BBB - 31.5
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BB - 4.6
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B - 1.6
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CCC,CC,C - 0.1
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Not Rated - 6.5
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Short-Term Investments and Net Other Assets (Liabilities) - 6.6
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We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
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ASSET ALLOCATION (% of Fund's net assets)
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Corporate Bonds - 59.0
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U.S. Treasury Obligations - 21.7
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Foreign Government and Government Agency Obligations - 11.4
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Preferred Securities - 1.3
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Short-Term Investments and Net Other Assets (Liabilities) - 6.6
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GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
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United States - 33.4
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United Kingdom - 16.5
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Germany - 12.3
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France - 5.7
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Canada - 5.4
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Japan - 4.1
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Multi-national - 3.9
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Australia - 3.1
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Luxembourg - 3.0
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Others - 12.6
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TOP HOLDINGS (% of Fund's net assets) |
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US Treasury Notes
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US Treasury Bonds
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KfW
|
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Canadian Government
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European Union
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Japan Government
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HSBC Holdings PLC
|
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UBS Group AG
|
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NatWest Group PLC
|
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BNP Paribas SA
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41.1
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Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
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||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916216.102 7328-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
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Costs of a $10,000 investment
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Costs paid as a percentage of a $10,000 investment
|
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Fidelity® International Bond Index Fund
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$
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KEY FACTS
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Fund Size
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$
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Number of Holdings
|
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Portfolio Turnover
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QUALITY DIVERSIFICATION (% of Fund's net assets)
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AAA - 18.9
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AA - 18.3
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A - 22.0
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BBB - 12.9
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BB - 0.4
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B - 0.0
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Not Rated - 26.3
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Short-Term Investments and Net Other Assets (Liabilities) - 1.2
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We have used ratings from Moody's Investors Service, Inc. Where Moody's® ratings are not available, we have used S&P® ratings. All ratings are as of the date indicated and do not reflect subsequent changes.
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ASSET ALLOCATION (% of Fund's net assets)
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Foreign Government and Government Agency Obligations - 65.7
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Corporate Bonds - 32.4
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Preferred Securities - 0.7
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Short-Term Investments and Net Other Assets (Liabilities) - 1.2
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GEOGRAPHIC DIVERSIFICATION (% of Fund's net assets)
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France - 14.7
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Japan - 11.9
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Germany - 10.1
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United Kingdom - 8.5
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Canada - 8.5
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Italy - 8.4
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United States - 6.3
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Spain - 5.9
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Multi-national - 4.6
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Others - 21.1
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TOP HOLDINGS (% of Fund's net assets) |
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Japan Government
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French Government
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Italian Republic
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United Kingdom of Great Britain and Northern Ireland
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German Federal Republic
|
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Spanish Kingdom
|
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Canadian Government
|
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Australian Commonwealth
|
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European Union
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Kingdom of Belgium
|
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50.1
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916194.102 4506-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® Inflation-Protected Bond Index Fund
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Portfolio Turnover
|
COUPON DISTRIBUTION
(% of Fund's net assets)
|
||
0.01 - 0.99%
|
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1 - 1.99%
|
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2 - 2.99%
|
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3 - 3.99%
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 99.4
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Short-Term Investments and Net Other Assets (Liabilities) - 0.6
|
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TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
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||
US Treasury Bonds
|
||
99.4
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916145.102 2418-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® SAI Inflation-Protected Bond Index Fund
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Portfolio Turnover
|
COUPON DISTRIBUTION
(% of Fund's net assets)
|
||
0.01 - 0.99%
|
||
1 - 1.99%
|
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2 - 2.99%
|
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3 - 3.99%
|
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ASSET ALLOCATION (% of Fund's net assets)
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U.S. Treasury Obligations - 99.4
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Short-Term Investments and Net Other Assets (Liabilities) - 0.6
|
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TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
99.4
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9916285.101 7702-TSRS-0826
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SEMI-ANNUAL SHAREHOLDER REPORT | AS OF
|
||
|
|
||
Costs of a $10,000 investment
|
Costs paid as a percentage of a $10,000 investment
|
||
Fidelity® SAI 0-5 Year Inflation-Protected Bond Index Fund
|
$
|
KEY FACTS
|
||
Fund Size
|
$
|
|
Number of Holdings
|
||
Portfolio Turnover
|
COUPON DISTRIBUTION
(% of Fund's net assets)
|
||
0.01 - 0.99%
|
||
1 - 1.99%
|
||
2 - 2.99%
|
||
3 - 3.99%
|
||
ASSET ALLOCATION (% of Fund's net assets)
|
|
U.S. Treasury Obligations - 99.4
|
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Short-Term Investments and Net Other Assets (Liabilities) - 0.6
|
|
TOP HOLDINGS (% of Fund's net assets) |
||
US Treasury Notes
|
||
US Treasury Bonds
|
||
99.4
|
Fidelity, the Fidelity Investments Logo and all other Fidelity trademarks or service marks used herein are trademarks or service marks of FMR LLC. Any third-party marks that are used herein are trademarks or service marks of their respective owners. © 2026 FMR LLC. All rights reserved.
|
||
 |
 |
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit fundresearch.fidelity.com/prospectus/sec
1.9921008.100 9116-TSRS-0826
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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
(a)
Not applicable.
(b)
Not applicable
Item 7.
Financial Statements and Financial Highlights for Open-End Management Investment Companies
Contents
Municipal Securities - 96.9%
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Principal
Amount (a)
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Value ($)
|
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Alabama - 9.8%
|
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Education - 0.4%
|
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Alabama St University Rev Series 2025, 5.5% 9/1/2045 (Assured Guaranty Inc Insured)
|
2,000,000
|
2,209,542
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Homewood Ala Edl Bldg Auth Lease Rev (Samford University Proj.) Series 2024 A, 5.25% 10/1/2037
|
635,000
|
681,128
|
|
Homewood Ala Edl Bldg Auth Lease Rev (Samford University Proj.) Series 2024 A, 5.5% 10/1/2049
|
1,180,000
|
1,221,844
|
|
Homewood Ala Edl Bldg Auth Lease Rev (Samford University Proj.) Series 2024 A, 5.5% 10/1/2054
|
2,025,000
|
2,082,310
|
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Homewood Ala Edl Bldg Auth Rev (Samford University Proj.) Series 2019 A, 4% 12/1/2049
|
4,220,000
|
3,671,733
|
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Homewood Ala Edl Bldg Auth Rev (Samford University Proj.) Series 2024 C, 5.5% 10/1/2049
|
670,000
|
693,759
|
|
University South AL Univ Rev Series 2024 A, 5.25% 4/1/2054 (Build America Mutual Assurance Co Insured)
|
4,000,000
|
4,199,525
|
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TOTAL EDUCATION
|
14,759,841
|
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Electric Utilities - 0.4%
|
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Energy Southeast Ala Coop Dist Energy Supply Rev Series 2026B, 5% 11/1/2033 (Metropolitan Tower Global Funding Guaranteed)
|
11,760,000
|
12,531,102
|
|
General Obligations - 9.0%
|
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Black Belt Energy Gas District 5% 7/1/2033 (Goldman Sachs Group Inc/The Guaranteed)
|
4,785,000
|
5,011,355
|
|
Black Belt Energy Gas District 5% tender 12/1/2055 (BP PLC Guaranteed) (e)
|
19,185,000
|
20,431,513
|
|
Black Belt Energy Gas District 5.25% tender 2/1/2053 (Morgan Stanley Guaranteed) (e)
|
21,680,000
|
22,784,034
|
|
Black Belt Energy Gas District 5.5% tender 11/1/2053 (Goldman Sachs Group Inc/The Guaranteed) (e)
|
15,000,000
|
15,695,864
|
|
Black Belt Energy Gas District Series 2022 B 1, 4% tender 4/1/2053 (Goldman Sachs Group Inc/The Guaranteed) (e)
|
4,705,000
|
4,752,807
|
|
Black Belt Energy Gas District Series 2022 E, 5% tender 5/1/2053 (Canadian Imperial Bank of Commerce/New York NY Guaranteed) (e)
|
2,605,000
|
2,693,709
|
|
Black Belt Energy Gas District Series 2025 B, 5% 10/1/2035 (Forethought Life Insurance Co Guaranteed)
|
8,695,000
|
8,768,526
|
|
Black Belt Energy Gas District Series 2026 A, 5% 12/1/2034 (PNC Financial Services Group Inc/The Guaranteed)
|
30,775,000
|
32,569,306
|
|
Black Belt Energy Gas District Series 2026 H 2 1, 5% 12/1/2031 (Goldman Sachs Group Inc/The Guaranteed)
|
10,095,000
|
10,586,962
|
|
Black Belt Energy Gas District Series 2026 H1, 5% 1/1/2034 (Goldman Sachs Group Inc/The Guaranteed)
|
11,330,000
|
11,876,872
|
|
Black Belt Energy Gas District Series 2026 I, 5% 10/1/2033 (Bank of Montreal/Chicago IL Guaranteed)
|
28,365,000
|
30,240,840
|
|
Black Belt Energy Gas District Series 2026 J, 5% 11/1/2036
|
27,285,000
|
28,697,400
|
|
Black Belt Energy Gas District Series 2026B, 5% 12/1/2034 (Canadian Imperial Bank of Commerce/New York NY Guaranteed)
|
8,220,000
|
8,827,221
|
|
Black Belt Energy Gas District Series 2026C, 5.25% 6/1/2036 (Bank of America Corp Guaranteed)
|
8,080,000
|
8,706,500
|
|
Energy Southeast Ala Coop Dist Energy Supply Rev Series 2023B 1, 5.75% tender 4/1/2054 (Morgan Stanley Guaranteed) (e)
|
1,460,000
|
1,605,321
|
|
Energy Southeast Ala Coop Dist Energy Supply Rev Series 2025A, 5% 11/1/2035 (Goldman Sachs Group Inc/The Guaranteed)
|
2,170,000
|
2,290,510
|
|
Lower Ala Gas Dist Gas Proj Rev Series 2025 A, 5% 12/1/2033 (Equitable Financial Life Global Funding Guaranteed)
|
17,160,000
|
17,988,639
|
|
Mountain Brook Ala City Brd Edspl Tax Sch Wts Series 2021 A, 3% 3/1/2046
|
500,000
|
403,347
|
|
Southeast Energy Auth Commodity Supply Rev Ala 5.5% tender 1/1/2053 (Morgan Stanley Guaranteed) (e)
|
7,400,000
|
7,880,306
|
|
Southeast Energy Auth Commodity Supply Rev Ala Series 2022 B 1, 5% tender 5/1/2053 (Goldman Sachs Group Inc/The Guaranteed) (e)
|
1,970,000
|
2,037,770
|
|
Southeast Energy Authority A Cooperative District 5.25% tender 3/1/2055 (Athene Annuity and Life Co Guaranteed) (e)
|
10,230,000
|
10,597,346
|
|
Southeast Energy Authority A Cooperative District Series 2024C, 5% tender 10/1/2055 (Pacific Life Insurance Co Guaranteed) (e)
|
14,805,000
|
15,715,059
|
|
Southeast Energy Authority A Cooperative District Series 2025D, 5% 9/1/2035 (New York Life Insurance Co Guaranteed)
|
9,745,000
|
10,605,086
|
|
Southeast Energy Authority A Cooperative District Series 2025E, 5% 10/1/2030 (JPMorgan Securities LLC Guaranteed)
|
40,345,000
|
43,093,604
|
|
TOTAL GENERAL OBLIGATIONS
|
323,859,897
|
||
Health Care - 0.0%
|
|||
Huntsville AL Hlth Care Auth (Huntsville Hospital Al Proj.) Series 2023 A, 5% tender 6/1/2053 (e)
|
915,000
|
974,925
|
|
Infirmary Hlth Sys Spl Care Series 2021 A, 3% 2/1/2046
|
1,000,000
|
795,903
|
|
TOTAL HEALTH CARE
|
1,770,828
|
||
TOTAL ALABAMA
|
352,921,668
|
||
Alaska - 0.1%
|
|||
General Obligations - 0.1%
|
|||
Alaska Municipal Bond Bank Authority Series 2016, 5% 12/1/2029 (Alaska St Guaranteed) (b)
|
1,690,000
|
1,702,910
|
|
Housing - 0.0%
|
|||
Alaska Hsg Fin Corp Mtg Rev Series 2022A, 3% 6/1/2051
|
130,000
|
128,537
|
|
Alaska St Hsg Fin Corp (AK Hfc Cap Proj Bonds II 10/1/12 Proj.) Series 2021 A, 4% 12/1/2029
|
290,000
|
302,971
|
|
Alaska St Hsg Fin Corp (AK Hfc Cap Proj Bonds II 10/1/12 Proj.) Series 2021 A, 5% 12/1/2028
|
400,000
|
421,659
|
|
Alaska St Hsg Fin Corp (AK Hfc Cap Proj Bonds II 10/1/12 Proj.) Series 2021 A, 5% 6/1/2029
|
300,000
|
319,082
|
|
TOTAL HOUSING
|
1,172,249
|
||
TOTAL ALASKA
|
2,875,159
|
||
Arizona - 2.4%
|
|||
Education - 0.0%
|
|||
Arizona St Univ Revs Series 2021 C, 5% 7/1/2037
|
340,000
|
368,151
|
|
Arizona St Univ Revs Series 2021 C, 5% 7/1/2038
|
550,000
|
593,595
|
|
TOTAL EDUCATION
|
961,746
|
||
Electric Utilities - 0.2%
|
|||
Salt River Proj AZ Agric & Pwr Series 2023B, 5.25% 1/1/2053
|
1,430,000
|
1,521,938
|
|
Salt River Proj AZ Agric & Pwr Series 2024 A, 5% 1/1/2038
|
2,000,000
|
2,281,734
|
|
Salt River Proj AZ Agric & Pwr Series 2025 A, 5% 1/1/2042
|
3,970,000
|
4,440,365
|
|
TOTAL ELECTRIC UTILITIES
|
8,244,037
|
||
General Obligations - 0.5%
|
|||
Industrial Development Authority of the City of Phoenix Arizona/The (Guam Govt Proj.) Series 2014, 5.375% 2/1/2041
|
1,460,000
|
1,386,366
|
|
Industrial Development Authority of the City of Phoenix Arizona/The Series 2014, 5.125% 2/1/2034 (Guam Govt Guaranteed)
|
990,000
|
965,906
|
|
Maricopa Cnty AZ School District No 1 Phoenix Elementary 5% 7/1/2040 (Build America Mutual Assurance Co Insured)
|
1,000,000
|
1,105,589
|
|
Pima Cnty AZ Unified Sch Dist No 1 Tucson Series 2024 A, 5% 7/1/2033 (Assured Guaranty Inc Insured)
|
1,395,000
|
1,583,866
|
|
Pima Cnty AZ Unified Sch Dist No 1 Tucson Series 2024 A, 5% 7/1/2035 (Assured Guaranty Inc Insured)
|
1,300,000
|
1,468,090
|
|
Pima Cnty AZ Unified Sch Dist No 1 Tucson Series 2024 A, 5% 7/1/2039 (Assured Guaranty Inc Insured)
|
1,500,000
|
1,660,351
|
|
Pinal Cnty AZ Uni Sch Dist No 20 Maricopa 5% 7/1/2037 (Build America Mutual Assurance Co Insured)
|
1,575,000
|
1,756,553
|
|
Pinal Cnty AZ Uni Sch Dist No 20 Maricopa 5% 7/1/2041 (Build America Mutual Assurance Co Insured)
|
750,000
|
813,762
|
|
Pinal Cnty AZ Uni Sch Dist No 20 Maricopa 5% 7/1/2042 (Build America Mutual Assurance Co Insured)
|
750,000
|
809,284
|
|
Pinal Cnty AZ Uni Sch Dist No 20 Maricopa 5% 7/1/2044 (Build America Mutual Assurance Co Insured)
|
525,000
|
561,527
|
|
Queen Creek AZ Cops Series 2026, 5% 10/1/2051
|
5,075,000
|
5,322,513
|
|
Salt Verde Finl Corp Gas Rev AZ 5.5% 12/1/2029 (Citigroup Inc Guaranteed)
|
450,000
|
478,399
|
|
TOTAL GENERAL OBLIGATIONS
|
17,912,206
|
||
Health Care - 1.0%
|
|||
Arizona Health Facs Auth Rev (Banner Health System Proj.) SPMUV7DM INDEX + 0.81%, 3.31% tender 1/1/2037 (e)(g)
|
75,000
|
74,980
|
|
Arizona Indl Dev Auth Hosp Rev (Phoenix Childrens Hospital Proj.) 3% 2/1/2045
|
4,525,000
|
3,699,467
|
|
Arizona Indl Dev Auth Hosp Rev (Phoenix Childrens Hospital Proj.) 5% 2/1/2029
|
410,000
|
432,973
|
|
Glendale Ariz Indl Dev Auth Rev (Humangood National Obligated Grp Proj.) Series 2018 A, 5% 7/1/2038
|
15,000
|
15,049
|
|
Glendale Ariz Indl Dev Auth Rev (Humangood National Obligated Grp Proj.) Series 2018 A, 5% 7/1/2048
|
20,000
|
18,954
|
|
Glendale Ariz Indl Dev Auth Sr Living Facs Rev (Royal Oaks Senior Living Cmnty Proj.) 5% 5/15/2056
|
3,615,000
|
3,279,939
|
|
Maricopa Cnty Ariz Indl Dev Auth Hosp Rev (Honorhealth Proj.) Series 2021 A, 3% 9/1/2051
|
4,875,000
|
3,549,471
|
|
Maricopa Cnty Ariz Indl Dev Auth Hosp Rev (Honorhealth Proj.) Series 2021 A, 4% 9/1/2051
|
295,000
|
259,954
|
|
Maricopa Cnty AZ Ida Rev (Banner Health System Proj.) 5% 1/1/2031 (c)
|
3,400,000
|
3,655,454
|
|
Maricopa Cnty AZ Ida Rev (Banner Health System Proj.) 5% 1/1/2034 (c)
|
3,080,000
|
3,416,075
|
|
Maricopa Cnty AZ Ida Rev (Banner Health System Proj.) Series 2017 D, 3% 1/1/2048
|
1,260,000
|
970,165
|
|
Maricopa Cnty AZ Ida Rev (Banner Health System Proj.) Series 2019 E, 3% 1/1/2049
|
745,000
|
564,006
|
|
Pima Cnty AZ Indl Dev Auth Rev (Tucson Medical Center Proj.) Series 2021, 3% 4/1/2051
|
16,380,000
|
11,953,038
|
|
Pima Cnty AZ Indl Dev Auth Rev (Tucson Medical Center Proj.) Series 2021, 4% 4/1/2046
|
1,905,000
|
1,731,951
|
|
Tempe AZ Indl Dev Auth Rev (Friendship Village of Tempe,Az Proj.) Series 2021A, 4% 12/1/2046
|
480,000
|
422,426
|
|
TOTAL HEALTH CARE
|
34,043,902
|
||
Industrial Development - 0.7%
|
|||
Chandler AZ Indl Deve Auth Idr (Intel Corp Proj.) 5% tender 9/1/2052 (b)(e)
|
17,910,000
|
18,122,603
|
|
Chandler AZ Indl Deve Auth Idr (Intel Corp Proj.) Series 2005, 3.8% tender 12/1/2035 (e)
|
4,930,000
|
4,987,015
|
|
Chandler AZ Indl Deve Auth Idr (Intel Corp Proj.) Series 2007, 4.1% tender 12/1/2037 (b)(e)
|
2,080,000
|
2,108,149
|
|
TOTAL INDUSTRIAL DEVELOPMENT
|
25,217,767
|
||
Special Tax - 0.0%
|
|||
Glendale AZ (Glendale AZ Excise Tax Proj.) 5% 7/1/2031
|
190,000
|
194,321
|
|
Transportation - 0.0%
|
|||
Phoenix AZ Cvc Imp Crp Apr Rev 5% 7/1/2029
|
125,000
|
128,100
|
|
Phoenix AZ Cvc Imp Crp Apr Rev 5% 7/1/2036 (b)
|
90,000
|
91,369
|
|
Phoenix AZ Cvc Imp Crp Apr Rev 5% 7/1/2037 (b)
|
65,000
|
65,928
|
|
Phoenix AZ Cvc Imp Crp Apr Rev Series 2019B, 5% 7/1/2035 (b)
|
720,000
|
751,495
|
|
Phoenix AZ Cvc Imp Crp Apr Rev Series A, 5% 7/1/2033 (b)
|
55,000
|
55,965
|
|
Phoenix AZ Cvc Imp Crp Apr Rev Series B, 5% 7/1/2033
|
175,000
|
178,923
|
|
Phoenix AZ Cvc Imp Crp Apr Rev Series B, 5% 7/1/2036
|
205,000
|
209,214
|
|
Phoenix AZ Cvc Imp Crp Apr Rev Series B, 5% 7/1/2037
|
125,000
|
127,451
|
|
TOTAL TRANSPORTATION
|
1,608,445
|
||
Water & Sewer - 0.0%
|
|||
Phoenix Arizona Civic Imp Wtr 5% 7/1/2045
|
410,000
|
433,616
|
|
TOTAL ARIZONA
|
88,616,040
|
||
Arkansas - 0.5%
|
|||
General Obligations - 0.4%
|
|||
Bentonville Ark Sch Dist No 006 Series E, 2% 6/1/2040
|
2,685,000
|
1,966,461
|
|
Gravette School District No 20 2.25% 2/1/2041
|
455,000
|
349,113
|
|
Greenbrier AK Sch Dist No 47 Faulkner Cnty Series 2019, 3.125% 2/1/2043
|
1,595,000
|
1,422,835
|
|
Little Rock AR School Dist Series A, 3% 2/1/2045
|
9,495,000
|
7,845,230
|
|
Pea Ridge Ark Sch Dist No 109 2% 2/1/2041
|
230,000
|
164,543
|
|
Pea Ridge Ark Sch Dist No 109 2.125% 2/1/2046
|
385,000
|
247,219
|
|
South Conway Cnty Sch Dist No17 Ark Conway Cnty 2% 6/1/2045
|
1,560,000
|
993,444
|
|
TOTAL GENERAL OBLIGATIONS
|
12,988,845
|
||
Health Care - 0.0%
|
|||
Arkansas St Dev Fin Auth Hosp Rev (Washington Regl Med Center Proj.) Series 2024, 5% 2/1/2034
|
250,000
|
258,393
|
|
Water & Sewer - 0.1%
|
|||
Central Ark Wtr Rev Series 2020 C, 2% 10/1/2039
|
4,275,000
|
3,286,852
|
|
TOTAL ARKANSAS
|
16,534,090
|
||
California - 6.1%
|
|||
Electric Utilities - 0.3%
|
|||
Los Angeles CA Wtr & Pwr Rev Series 2020 B, 5% 7/1/2050
|
1,435,000
|
1,466,557
|
|
Los Angeles CA Wtr & Pwr Rev Series 2025 B, 5% 7/1/2032
|
7,055,000
|
7,813,353
|
|
TOTAL ELECTRIC UTILITIES
|
9,279,910
|
||
General Obligations - 2.1%
|
|||
Abc Calif Uni Sch Dist 0% 8/1/2028 (National Public Finance Guarantee Corporation Insured) (h)
|
200,000
|
189,096
|
|
California Community Choice Financing Authority 5% tender 1/1/2055 (Athene Annuity and Life Co Guaranteed) (e)
|
3,575,000
|
3,678,654
|
|
California Community Choice Financing Authority Series 2025A, 5% tender 1/1/2056 (Athene Annuity and Life Co Guaranteed) (e)
|
5,180,000
|
5,341,474
|
|
California Community Choice Financing Authority Series 2025C, 5% tender 12/1/2055 (American General Life Insurance Co Guaranteed) (e)
|
11,220,000
|
11,764,958
|
|
California Community Choice Financing Authority Series 2025D, 5% tender 10/1/2055 (Forethought Life Insurance Co Guaranteed) (e)
|
15,555,000
|
15,990,061
|
|
California Community Choice Financing Authority Series 2026D, 5% 2/1/2031 (Canadian Imperial Bank of Commerce/New York NY Guaranteed)
|
17,060,000
|
18,129,928
|
|
California Community Choice Financing Authority Series 2026E, 5% 7/1/2035 (Alphabet Inc Guaranteed)
|
7,940,000
|
8,739,880
|
|
California St Pub Wks Brd Lse 5% 8/1/2031
|
190,000
|
211,604
|
|
California St Pub Wks Brd Lse 5% 8/1/2034
|
350,000
|
386,327
|
|
Folsom Cordova Calif Uni Sch Dist Sch Facs Impt Dist No 4 (Folsom-Cordova CA Sch Fac Impr Dist Proj.) Gen. Oblig. Series A, 0% 10/1/2031 (National Public Finance Guarantee Corporation Insured) (h)
|
90,000
|
77,555
|
|
Kern Calif Cmnty College Dist Gen. Oblig. 0% 11/1/2028 (Assured Guaranty Inc Insured) (h)
|
250,000
|
234,278
|
|
Kern Calif Cmnty College Dist Gen. Oblig. 0% 11/1/2030 (Assured Guaranty Inc Insured) (h)
|
255,000
|
224,722
|
|
Los Angeles CA Uni Sch Dist Cp (Los Angeles Unified School District/CA Proj.) 5% 10/1/2037
|
495,000
|
553,664
|
|
Monrovia Calif Uni Sch Dist 0% 8/1/2029 (National Public Finance Guarantee Corporation Insured) (h)
|
230,000
|
211,197
|
|
Mt Diablo CA Unified Sch Dist 4% 8/1/2031
|
285,000
|
304,732
|
|
Poway CA Unified Sch Dist 0% 8/1/2032 (h)
|
300,000
|
251,034
|
|
Poway CA Unified Sch Dist 0% 8/1/2037 (h)
|
395,000
|
273,350
|
|
Poway CA Unified Sch Dist 0% 8/1/2038 (h)
|
2,625,000
|
1,739,907
|
|
Poway CA Unified Sch Dist 0% 8/1/2039 (h)
|
1,410,000
|
891,819
|
|
Poway CA Unified Sch Dist 0% 8/1/2041 (h)
|
200,000
|
114,719
|
|
Poway CA Unified Sch Dist 0% 8/1/2046 (h)
|
60,000
|
25,317
|
|
San Diego CA Uni Sch Dist 0% 7/1/2034 (h)
|
180,000
|
141,223
|
|
San Diego CA Uni Sch Dist 0% 7/1/2047 (f)
|
440,000
|
375,800
|
|
San Marcos Unified School District 0% 8/1/2047 (h)
|
590,000
|
239,068
|
|
State of California Gen. Oblig. 4% 11/1/2037
|
575,000
|
590,858
|
|
State of California Gen. Oblig. 5% 8/1/2031
|
2,365,000
|
2,636,306
|
|
State of California Gen. Oblig. 5.25% 12/1/2033
|
10,000
|
10,020
|
|
State of California Gen. Oblig. Series 2016, 5% 9/1/2029
|
110,000
|
110,442
|
|
State of California Gen. Oblig. Series CU, 4.75% 12/1/2042
|
1,825,000
|
1,944,567
|
|
Washington Twp CA Health Care Dist (Washington Twp CA Hosp Dist Proj.) Gen. Oblig. Series 2013A, 5.5% 8/1/2038
|
230,000
|
231,586
|
|
TOTAL GENERAL OBLIGATIONS
|
75,614,146
|
||
Housing - 0.1%
|
|||
California Hsg Fin Agy Mun Ctfs (Lihtc 2021-1 CA Proj.) Series 1 Class A, 3.5% 11/20/2035
|
1,761,500
|
1,747,579
|
|
California Hsg Fin Agy Mun Ctfs (Lihtc 2023-1 CA Proj.) Series 1 Class A, 4.375% 9/20/2036
|
2,645,710
|
2,707,349
|
|
TOTAL HOUSING
|
4,454,928
|
||
Tobacco Bonds - 0.1%
|
|||
Golden State Tobacco Securitization Corp. Tobacco Settlement Series 2021 B 2, 0% 6/1/2066 (h)
|
26,290,000
|
2,714,361
|
|
Transportation - 2.6%
|
|||
Alameda Corridor CA Tran Auth Rev Series 2024A, 0% 10/1/2052 (Assured Guaranty Inc Insured) (h)
|
1,350,000
|
393,543
|
|
Bay Area Toll Auth CA Bridge Rev 2% tender 4/1/2056 (e)
|
1,000,000
|
983,608
|
|
Foothill/Estrn Transn CA Toll Series B 1, 3.95% 1/15/2053 (e)
|
1,000,000
|
914,812
|
|
Fresno Calif Arpt Rev Series 2023A, 5% 7/1/2033 (Build America Mutual Assurance Co Insured) (b)
|
1,000,000
|
1,117,894
|
|
Los Angeles CA Dept Arpts Rev Series 2019 F, 5% 5/15/2031 (b)
|
1,330,000
|
1,403,582
|
|
Sacramento Cnty CA Arpt Sys Rv Series 2025D, 5.25% 7/1/2041 (Assured Guaranty Inc Insured) (b)
|
565,000
|
630,091
|
|
Sacramento Cnty CA Arpt Sys Rv Series 2025D, 5.25% 7/1/2043 (Assured Guaranty Inc Insured) (b)
|
3,335,000
|
3,685,450
|
|
San Diego Cnty CA Reg Arpt Auth Arpt Rev Series 2021 B, 5% 7/1/2033 (b)
|
6,570,000
|
7,108,441
|
|
San Diego Cnty CA Reg Arpt Auth Arpt Rev Series 2023B, 5.25% 7/1/2036 (b)
|
4,000,000
|
4,484,140
|
|
San Diego Cnty CA Reg Arpt Auth Arpt Rev Series 2023B, 5.25% 7/1/2038 (b)
|
2,500,000
|
2,771,384
|
|
San Diego Cnty CA Reg Arpt Auth Arpt Rev Series 2025 B, 5.25% 7/1/2039 (b)
|
5,000,000
|
5,638,248
|
|
San Francisco CA City & County Airports Commission International Airport Revenue (Sfo Fuel CO LLC Proj.) Series 2019 A, 5% 1/1/2035 (Pre-refunded to 1/2/2029 at 100) (b)
|
360,000
|
378,720
|
|
San Francisco CA City & County Airports Commission International Airport Revenue 5% 5/1/2027 (b)
|
930,000
|
946,501
|
|
San Francisco CA City & County Airports Commission International Airport Revenue 5% 5/1/2028 (b)
|
1,245,000
|
1,292,003
|
|
San Francisco CA City & County Airports Commission International Airport Revenue 5% 5/1/2029 (b)
|
835,000
|
884,240
|
|
San Francisco CA City & County Airports Commission International Airport Revenue Series 2024 A, 5.25% 5/1/2044 (b)
|
2,200,000
|
2,389,721
|
|
San Francisco CA City & County Airports Commission International Airport Revenue Series 2024 A, 5.25% 5/1/2049 (b)
|
1,840,000
|
1,939,785
|
|
San Francisco CA City & County Airports Commission International Airport Revenue Series 2026 A, 5.25% 5/1/2041 (b)
|
39,905,000
|
44,853,452
|
|
San Francisco CA City & County Airports Commission International Airport Revenue Series 2026 A, 5.25% 5/1/2043 (b)
|
12,000,000
|
13,356,616
|
|
TOTAL TRANSPORTATION
|
95,172,231
|
||
Water & Sewer - 0.9%
|
|||
Castaic Lake Wtr Agy CA Ctfs Series 1999 A, 0% 8/1/2026 (Ambac Assurance Corp Insured) (h)
|
10,445,000
|
10,424,195
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev 5% 1/1/2030
|
8,860,000
|
9,389,327
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev Series 2025 B, 5% 7/1/2031
|
1,875,000
|
2,050,387
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev Series 2025 B, 5% 7/1/2032
|
2,085,000
|
2,309,120
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev Series 2025 B, 5% 7/1/2033
|
4,430,000
|
4,955,225
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev Series 2025 B, 5% 7/1/2034
|
1,200,000
|
1,351,593
|
|
Los Angeles CA Dep Wtr & Pwr Wtrwks Rev Series 2025 B, 5% 7/1/2035
|
1,170,000
|
1,325,485
|
|
San Diego County Water Authority 5% 5/1/2047
|
685,000
|
729,692
|
|
TOTAL WATER & SEWER
|
32,535,024
|
||
TOTAL CALIFORNIA
|
219,770,600
|
||
Colorado - 2.2%
|
|||
Education - 0.2%
|
|||
CO St Board Governors Univ Enterprise Sys Rev Series 2025 C, 5% 3/1/2036
|
6,200,000
|
7,085,413
|
|
University Colo Enterprise Sys Series 2021 C 3B, 2% tender 6/1/2051 (e)
|
260,000
|
259,082
|
|
TOTAL EDUCATION
|
7,344,495
|
||
Electric Utilities - 0.0%
|
|||
Arkansas River Pwr Auth Colo Pwr Rev 5% 10/1/2038
|
125,000
|
127,711
|
|
General Obligations - 0.7%
|
|||
Adams & Arapaho Sch Dist 28j Series 2025, 5.5% 12/1/2038
|
1,680,000
|
1,995,304
|
|
Adams & Arapaho Sch Dist 28j Series 2025, 5.5% 12/1/2041
|
2,185,000
|
2,547,967
|
|
Denver CO Cty & Cnty Sch Dis 1 5.5% 12/1/2049
|
5,580,000
|
6,164,561
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5% 12/1/2035
|
400,000
|
456,106
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2036
|
500,000
|
575,081
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2037
|
450,000
|
513,420
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2039
|
1,075,000
|
1,215,485
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2040
|
1,000,000
|
1,125,180
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2042
|
1,100,000
|
1,236,433
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2043
|
500,000
|
558,103
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2045
|
450,000
|
495,233
|
|
Weld Cnty Colo Sch Dist No Re-9 Ault-Highland Series 2025, 5.25% 12/1/2049
|
4,500,000
|
4,809,935
|
|
Westminster Colo Pub Schs 5% 12/1/2049
|
1,500,000
|
1,580,392
|
|
TOTAL GENERAL OBLIGATIONS
|
23,273,200
|
||
Health Care - 0.4%
|
|||
Colorado Health Facilities Authority (Advent Health Proj.) Series 2019 A, 5% 11/15/2039
|
700,000
|
733,564
|
|
Colorado Health Facilities Authority (Advent Health Proj.) Series 2025A, 5% tender 11/15/2060 (e)
|
4,185,000
|
4,513,492
|
|
Colorado Health Facilities Authority (CommonSpirit Health Proj.) Series 2019 A 1, 4% 8/1/2044
|
4,960,000
|
4,751,474
|
|
Colorado Health Facilities Authority (CommonSpirit Health Proj.) Series 2019 A 2, 3.25% 8/1/2049
|
1,505,000
|
1,148,884
|
|
Colorado Health Facilities Authority (CommonSpirit Health Proj.) Series 2019 A 2, 4% 8/1/2049
|
1,240,000
|
1,112,626
|
|
Denver CO Hlth Hsp Ath Hlcr Rv Series 2019 A, 4% 12/1/2038
|
1,250,000
|
1,182,127
|
|
Denver CO Hlth Hsp Ath Hlcr Rv Series 2019 A, 4% 12/1/2039
|
1,720,000
|
1,619,699
|
|
TOTAL HEALTH CARE
|
15,061,866
|
||
Housing - 0.1%
|
|||
Colorado Hsg & Fin Auth Series 2026E, 6.5% 11/1/2055
|
1,875,000
|
2,120,887
|
|
Colorado Hsg Fin Auth (CO Single Family Mortgage Proj.) Series 2019 F, 4.25% 11/1/2049
|
50,000
|
50,496
|
|
Colorado Hsg Fin Auth (CO Single Family Mortgage Proj.) Series 2019 H, 4.25% 11/1/2049
|
95,000
|
96,167
|
|
Colorado Hsg Fin Auth (CO Single Family Mortgage Proj.) Series 2021 E, 3% 11/1/2051
|
320,000
|
316,710
|
|
Colorado Hsg Fin Auth (CO Single Family Mortgage Proj.) Series 2022F, 5.25% 11/1/2052
|
350,000
|
363,063
|
|
TOTAL HOUSING
|
2,947,323
|
||
Special Tax - 0.1%
|
|||
Independence Metropolitan District No 3 Series 2024 A, 5.375% 12/1/2054
|
500,000
|
504,704
|
|
Jefferson Ctr Met Dist No 2 Colo Spl Rev Series 2026A, 6% 12/1/2056 (d)
|
3,116,000
|
3,157,213
|
|
Regional Transn Dist CO Sales Series 2021 B, 5% 11/1/2028
|
1,030,000
|
1,088,872
|
|
Vauxmont Metropolitan District 5% 12/1/2033 (Assured Guaranty Inc Insured)
|
75,000
|
79,247
|
|
Vauxmont Metropolitan District 5% 12/15/2032 (Assured Guaranty Inc Insured)
|
47,000
|
47,985
|
|
Village Met Dist Colo Series 2025A, 5.75% 12/1/2055
|
525,000
|
536,333
|
|
TOTAL SPECIAL TAX
|
5,414,354
|
||
Transportation - 0.6%
|
|||
Denver CO City & Cnty Arpt Series 2017 A, 5% 11/15/2026 (b)
|
175,000
|
176,483
|
|
Denver CO City & Cnty Arpt Series 2017 A, 5% 11/15/2027 (b)
|
150,000
|
154,646
|
|
Denver CO City & Cnty Arpt Series 2018 A, 4% 12/1/2043 (b)
|
9,260,000
|
8,947,034
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2027 (b)
|
3,220,000
|
3,322,918
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2030 (b)
|
390,000
|
420,433
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2034 (b)
|
260,000
|
289,839
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2035 (b)
|
2,175,000
|
2,250,995
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2036 (b)
|
255,000
|
263,368
|
|
Denver CO City & Cnty Arpt Series 2018 A, 5% 12/1/2037 (b)
|
505,000
|
520,550
|
|
Denver CO City & Cnty Arpt Series 2022A, 5% 11/15/2033 (b)
|
3,815,000
|
4,186,936
|
|
Denver CO City & Cnty Arpt Series 2022A, 5.5% 11/15/2035 (b)
|
1,265,000
|
1,426,408
|
|
E-470 Pub Hwy Auth Colo Rev 5% 9/1/2036
|
705,000
|
753,639
|
|
TOTAL TRANSPORTATION
|
22,713,249
|
||
Water & Sewer - 0.1%
|
|||
Denver CO City & Cnty Brd Wtr 5% 9/15/2028
|
770,000
|
812,025
|
|
Denver CO City & Cnty Brd Wtr 5% 9/15/2029
|
1,430,000
|
1,540,200
|
|
Denver CO City & Cnty Brd Wtr Series 2020 A, 5% 9/15/2045
|
1,550,000
|
1,636,193
|
|
TOTAL WATER & SEWER
|
3,988,418
|
||
TOTAL COLORADO
|
80,870,616
|
||
Connecticut - 1.2%
|
|||
Education - 0.1%
|
|||
Connecticut St Health & Edl Facs Auth Revenue (Connecticut College, CT Proj.) Series M, 4% 7/1/2052
|
570,000
|
524,059
|
|
Connecticut St Health & Edl Facs Auth Revenue (Greenwich Academy Proj.) Series G, 4% 3/1/2046
|
305,000
|
296,455
|
|
Connecticut St Health & Edl Facs Auth Revenue (Greenwich Academy Proj.) Series G, 4% 3/1/2051
|
490,000
|
451,854
|
|
Connecticut St Health & Edl Facs Auth Revenue (Yale University Proj.) Series 2010A 3, 2.95% tender 7/1/2049 (e)
|
1,165,000
|
1,170,058
|
|
Connecticut State Health & Educational Facilities Authority (Sacred Heart University, CT Proj.) 5% 7/1/2026
|
25,000
|
25,000
|
|
Connecticut State Health & Educational Facilities Authority (Sacred Heart University, CT Proj.) 5% 7/1/2027
|
20,000
|
20,430
|
|
Connecticut State Health & Educational Facilities Authority (Sacred Heart University, CT Proj.) 5% 7/1/2028
|
30,000
|
30,643
|
|
Connecticut State Health & Educational Facilities Authority (Sacred Heart University, CT Proj.) 5% 7/1/2029
|
20,000
|
20,407
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) 5% 7/1/2043
|
250,000
|
248,144
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2027
|
25,000
|
25,341
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2029
|
65,000
|
66,238
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2030
|
50,000
|
50,882
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2031
|
410,000
|
416,465
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2033
|
80,000
|
80,972
|
|
Connecticut State Health & Educational Facilities Authority (University of New Haven, CT Proj.) Series K 1, 5% 7/1/2034
|
580,000
|
586,112
|
|
TOTAL EDUCATION
|
4,013,060
|
||
General Obligations - 0.2%
|
|||
Connecticut St Gen. Oblig. 5% 9/15/2028
|
295,000
|
310,814
|
|
Connecticut St Gen. Oblig. Series 2021 A, 3% 1/15/2039
|
380,000
|
347,495
|
|
Connecticut St Gen. Oblig. Series 2021 A, 3% 1/15/2040
|
295,000
|
264,125
|
|
Connecticut St Gen. Oblig. Series 2025A, 5% 3/15/2039
|
3,655,000
|
4,115,160
|
|
Connecticut St Health & Edl Facs Auth Revenue (Connecticut St Univ Sys Proj.) Series Q 1, 5% 11/1/2026 (Connecticut St Guaranteed)
|
255,000
|
257,058
|
|
New Britain Conn Gen. Oblig. Series 2017 C, 5% 3/1/2029 (Assured Guaranty Inc Insured)
|
55,000
|
55,838
|
|
New Haven CT Gen. Oblig. Series 2024, 5% 8/1/2030 (Assured Guaranty Inc Insured)
|
2,470,000
|
2,673,477
|
|
University Connecticut (Connecticut St Proj.) Series 2019 A, 5% 11/1/2036
|
1,500,000
|
1,576,830
|
|
TOTAL GENERAL OBLIGATIONS
|
9,600,797
|
||
Health Care - 0.3%
|
|||
Connecticut St Health & Edl Facs Auth Revenue (Bristol Hospital, CT Proj.) Series 2019A, 5% 7/1/2027 (d)(i)
|
205,000
|
112,750
|
|
Connecticut St Health & Edl Facs Auth Revenue (Bristol Hospital, CT Proj.) Series 2019A, 5% 7/1/2049 (d)(i)
|
420,000
|
231,000
|
|
Connecticut St Health & Edl Facs Auth Revenue (Bristol Hospital, CT Proj.) Series 2019A, 5% 7/8/2026 (d)(i)
|
350,000
|
192,500
|
|
Connecticut St Health & Edl Facs Auth Revenue (Connecticut Childrens Med Ctr Proj.) Series E, 5% 7/15/2041
|
1,750,000
|
1,879,349
|
|
Connecticut St Health & Edl Facs Auth Revenue (Hartford HealthCare Corp Proj.) 4% 7/1/2040
|
390,000
|
388,852
|
|
Connecticut St Health & Edl Facs Auth Revenue (Hartford HealthCare Corp Proj.) Series 2026A, 5.5% 7/1/2051
|
3,000,000
|
3,235,844
|
|
Connecticut St Health & Edl Facs Auth Revenue (Nuvance Health Proj.) Series 2019 A, 4% 7/1/2049
|
1,000,000
|
927,224
|
|
Connecticut St Health & Edl Facs Auth Revenue (Nuvance Health Proj.) Series 2019 A, 5% 7/1/2026
|
2,875,000
|
2,875,000
|
|
Connecticut St Health & Edl Facs Auth Revenue (Stamford Hospital, CT Proj.) 4% 7/1/2039
|
585,000
|
578,076
|
|
Connecticut State Health & Educational Facilities Authority (Stamford Hospital, CT Proj.) 4% 7/1/2046
|
445,000
|
421,909
|
|
TOTAL HEALTH CARE
|
10,842,504
|
||
Housing - 0.2%
|
|||
Connecticut St Hsg Fin Auth Hsg Mtg Fin Prog (CT Hsg Mortgage Proj.) 3% 11/15/2049
|
190,000
|
187,474
|
|
Connecticut St Hsg Fin Auth Hsg Mtg Fin Prog (CT Hsg Mortgage Proj.) Series 2023 A, 5.25% 11/15/2053
|
5,290,000
|
5,609,047
|
|
TOTAL HOUSING
|
5,796,521
|
||
Special Tax - 0.4%
|
|||
Connecticut St Gen. Oblig. 4% 1/15/2036
|
535,000
|
553,817
|
|
Connecticut St Spl Tax Oblig Series 2024A 2, 5% 7/1/2036
|
4,675,000
|
5,340,498
|
|
Connecticut St Spl Tax Oblig Series 2024A 2, 5% 7/1/2043
|
5,965,000
|
6,576,009
|
|
Connecticut St Spl Tax Oblig Series A, 5% 9/1/2028
|
425,000
|
426,533
|
|
Harbor Point Infrastructure Impt Dist Conn Spl Oblig Rev Series 2017, 5% 4/1/2039 (d)
|
295,000
|
297,224
|
|
Steelpoint Harbor CT Infrastructure Impt Dist Spl Oblig Rev Series 2021, 4% 4/1/2051 (d)
|
655,000
|
532,489
|
|
Steelpoint Harbor CT Infrastructure Impt Dist Spl Oblig Rev Series 2024, 6% 4/1/2052 (d)
|
405,000
|
419,867
|
|
TOTAL SPECIAL TAX
|
14,146,437
|
||
TOTAL CONNECTICUT
|
44,399,319
|
||
Delaware - 0.0%
|
|||
General Obligations - 0.0%
|
|||
Delaware St Gen. Oblig. Series 2019, 5% 2/1/2030
|
294,000
|
312,173
|
|
Delaware St Gen. Oblig. Series 2020 A, 5% 1/1/2031
|
294,000
|
317,934
|
|
TOTAL DELAWARE
|
630,107
|
||
District Of Columbia - 0.3%
|
|||
Education - 0.0%
|
|||
District Columbia Rev (Catholic Univ of Amer WA DC Proj.) 5% 10/1/2048
|
2,100,000
|
2,108,779
|
|
General Obligations - 0.3%
|
|||
District Columbia Gen. Oblig. Series 2021 D, 4% 2/1/2027
|
380,000
|
383,301
|
|
District Columbia Gen. Oblig. Series 2021 D, 5% 2/1/2028
|
380,000
|
395,421
|
|
District Columbia Gen. Oblig. Series 2021 D, 5% 2/1/2029
|
505,000
|
536,271
|
|
District Columbia Gen. Oblig. Series 2021 E, 5% 2/1/2027
|
1,285,000
|
1,303,553
|
|
District Columbia Gen. Oblig. Series 2021 E, 5% 2/1/2029
|
1,070,000
|
1,136,257
|
|
District Columbia Gen. Oblig. Series 2024A, 5% 8/1/2042
|
3,115,000
|
3,437,929
|
|
District Columbia Gen. Oblig. Series 2024A, 5% 8/1/2043
|
2,500,000
|
2,749,120
|
|
TOTAL GENERAL OBLIGATIONS
|
9,941,852
|
||
TOTAL DISTRICT OF COLUMBIA
|
12,050,631
|
||
District Of Columbia,Virginia - 0.7%
|
|||
Transportation - 0.7%
|
|||
Metropolitan Wash DC Arpts Ath 5% 10/1/2027 (b)
|
225,000
|
231,108
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2028 (b)
|
335,000
|
343,705
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2028 (b)
|
115,000
|
120,308
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2030 (b)
|
415,000
|
424,962
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2031 (b)
|
75,000
|
76,722
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2032 (b)
|
115,000
|
117,548
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2033 (b)
|
55,000
|
56,152
|
|
Metropolitan Wash DC Arpts Ath 5% 10/1/2035 (b)
|
125,000
|
127,291
|
|
Metropolitan Wash DC Arpts Ath Series 2025A, 5% 10/1/2030 (b)
|
6,335,000
|
6,830,259
|
|
Metropolitan Wash DC Arpts Ath Series 2025A, 5% 10/1/2031 (b)
|
4,845,000
|
5,285,418
|
|
Metropolitan Wash DC Arpts Ath Series 2025A, 5.25% 10/1/2040 (b)
|
895,000
|
999,460
|
|
Metropolitan Wash DC Arpts Ath Series 2025A, 5.5% 10/1/2045 (b)
|
5,000,000
|
5,535,528
|
|
Metropolitan Wash DC Arpts Auth Dulles Toll Rd Rev Series 2019 A, 5% 10/1/2031
|
210,000
|
220,102
|
|
Metropolitan Wash DC Arpts Auth Dulles Toll Rd Rev Series 2019 A, 5% 10/1/2032
|
265,000
|
277,204
|
|
Metropolitan Wash DC Arpts Auth Dulles Toll Rd Rev Series 2019 B, 3% 10/1/2050 (Assured Guaranty Inc Insured)
|
1,290,000
|
953,886
|
|
Metropolitan Wash DC Arpts Auth Dulles Toll Rd Rev Series 2019 B, 4% 10/1/2049
|
3,010,000
|
2,704,443
|
|
TOTAL DISTRICT OF COLUMBIA,VIRGINIA
|
24,304,096
|
||
Florida - 5.6%
|
|||
Education - 0.3%
|
|||
Cap Proj Fin Auth FL Student Hsg Rev (Capfa Capital Corp 2000 F Proj.) 5% 10/1/2030
|
220,000
|
231,904
|
|
Florida Atlantic University Finance Corp Series 2024, 5% 7/1/2039
|
1,045,000
|
1,150,452
|
|
Florida Atlantic University Finance Corp Series 2024, 5% 7/1/2049
|
1,435,000
|
1,490,135
|
|
Florida Dev Fin Corp Student Hsg Rev (The Henry Stud Hsg Proj.) Series 2024A 1, 5% 6/1/2044 (d)
|
1,700,000
|
1,721,036
|
|
Florida Higher Edl Facs Fing Auth Rev (Rollins College, FL Proj.) Series 2024, 5% 12/1/2036
|
1,445,000
|
1,609,562
|
|
Florida Higher Edl Facs Fing Auth Rev (Rollins College, FL Proj.) Series 2024, 5% 12/1/2038
|
1,580,000
|
1,743,106
|
|
Florida Higher Edl Facs Fing Auth Rev (Rollins College, FL Proj.) Series 2024, 5% 12/1/2040
|
1,750,000
|
1,915,304
|
|
Florida Higher Edl Facs Fing Auth Rev (Rollins College, FL Proj.) Series 2024, 5.25% 12/1/2054
|
3,550,000
|
3,729,962
|
|
TOTAL EDUCATION
|
13,591,461
|
||
General Obligations - 1.3%
|
|||
Broward Cnty FL Sch Brd Ctfs Part (Broward County FL School District Proj.) Series 2025 A, 5% 7/1/2029 (Assured Guaranty Inc Insured)
|
8,015,000
|
8,551,046
|
|
Broward Cnty FL Sch Brd Ctfs Part (Broward County FL School District Proj.) Series 2025 A, 5% 7/1/2030 (Assured Guaranty Inc Insured)
|
8,015,000
|
8,709,320
|
|
Broward Cnty FL Sch Brd Ctfs Part (Broward County FL School District Proj.) Series 2025 A, 5% 7/1/2031 (Assured Guaranty Inc Insured)
|
3,510,000
|
3,877,469
|
|
Broward Cnty FL Sch Brd Ctfs Part (Broward County FL School District Proj.) Series 2025 A, 5% 7/1/2032 (Assured Guaranty Inc Insured)
|
4,345,000
|
4,867,203
|
|
Broward Cnty FL Sch Brd Ctfs Part (Broward County FL School District Proj.) Series A, 5% 7/1/2032
|
110,000
|
110,000
|
|
Broward County FL School District Series 2025, 5% 7/1/2029 (Assured Guaranty Inc Insured)
|
3,240,000
|
3,457,658
|
|
Broward County FL School District Series 2025, 5% 7/1/2030 (Assured Guaranty Inc Insured)
|
2,000,000
|
2,173,255
|
|
Broward County FL School District Series 2025, 5% 7/1/2034 (Assured Guaranty Inc Insured)
|
2,135,000
|
2,435,106
|
|
Broward County FL School District Series 2025, 5% 7/1/2036 (Assured Guaranty Inc Insured)
|
4,000,000
|
4,629,835
|
|
Duval Cnty FL Sch Brd Ctfs Part (Duval Cnty FL Sch Dist Proj.) Series 2016 A, 5% 7/1/2033
|
70,000
|
70,113
|
|
Duval Cnty FL Sch Brd Ctfs Part (Duval Cnty FL School Board Proj.) 5% 7/1/2033 (Assured Guaranty Inc Insured)
|
2,750,000
|
3,092,239
|
|
Lake Cnty Fla Sch Brd Cop (Lake County FL School Board Proj.) Series 2025A, 5% 6/1/2031 (Assured Guaranty Inc Insured)
|
1,355,000
|
1,484,513
|
|
Palm Beach Cnty FL Sch Brd (Palm Beach Cnty FL Sch Dist Proj.) Series 2025A, 5% 8/1/2030
|
1,535,000
|
1,670,227
|
|
Palm Beach Cnty FL Sch Brd (Palm Beach Cnty FL Sch Dist Proj.) Series 2025A, 5% 8/1/2032
|
2,590,000
|
2,899,735
|
|
TOTAL GENERAL OBLIGATIONS
|
48,027,719
|
||
Health Care - 0.8%
|
|||
City of Tampa FL (H Lee Moffitt Cancer Ctr Proj.) 4% 7/1/2045
|
1,230,000
|
1,158,223
|
|
City of Tampa FL (H Lee Moffitt Cancer Ctr Proj.) 5% 7/1/2050
|
1,320,000
|
1,337,332
|
|
Escambia Cnty FL Hlth Fac Rev (Baptist Health Care Pensacola Proj.) Series 2020 A, 3% 8/15/2050 (Assured Guaranty Inc Insured)
|
710,000
|
518,372
|
|
Escambia Cnty FL Hlth Fac Rev (Baptist Health Care Pensacola Proj.) Series 2020 A, 4% 8/15/2045
|
3,620,000
|
3,287,246
|
|
Hillsborough Cnty Fla Indl Dev (Tampa General Hospital, FL Proj.) Series 2020A, 3.5% 8/1/2055
|
580,000
|
452,971
|
|
Palm Beach Cnty FL Health Facs (Lifespace Proj.) 4% 5/15/2028
|
1,280,000
|
1,288,328
|
|
Palm Beach Cnty FL Health Facs (Lifespace Proj.) Series 2023C, 7.625% 5/15/2058
|
1,450,000
|
1,616,302
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Baptist Health Sys of So FL Proj.) Series 2019, 4% 8/15/2049
|
5,725,000
|
5,106,042
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2031
|
200,000
|
215,132
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2033
|
350,000
|
376,124
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2036
|
370,000
|
392,385
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2038
|
400,000
|
420,517
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2040
|
400,000
|
417,363
|
|
Palm Beach Cnty Fla Health Facs Auth Hosp Rev (Jupiter Medical Center Proj.) 5% 11/1/2042
|
500,000
|
518,441
|
|
South Miami FL Hlth Fcs Hsp Rv (Baptist Health Sys of So FL Proj.) Series 2017, 4% 8/15/2047
|
10,390,000
|
9,445,017
|
|
South Miami FL Hlth Fcs Hsp Rv (Baptist Health Sys of So FL Proj.) Series 2017, 5% 8/15/2027
|
115,000
|
117,939
|
|
South Miami FL Hlth Fcs Hsp Rv (Baptist Health Sys of So FL Proj.) Series 2017, 5% 8/15/2028
|
75,000
|
76,953
|
|
South Miami FL Hlth Fcs Hsp Rv (Baptist Health Sys of So FL Proj.) Series 2017, 5% 8/15/2035
|
215,000
|
219,380
|
|
Tallahassee FL Health Facs Rev (Tallahassee Mem Hlthcare FL Proj.) Series 2016A, 5% 12/1/2041
|
55,000
|
55,023
|
|
TOTAL HEALTH CARE
|
27,019,090
|
||
Special Tax - 0.1%
|
|||
Miami-Dade Cnty FL Spl Oblig Series 2009, 0% 10/1/2037 (h)
|
3,000,000
|
1,981,373
|
|
Southeast Overtown Park West Community Redevelopment Agency Series 2025 A, 5.25% 3/1/2042 (Assured Guaranty Inc Insured)
|
1,000,000
|
1,100,173
|
|
Tampa FL Tax Alloc 0% 9/1/2035 (h)
|
1,575,000
|
1,090,092
|
|
Tampa FL Tax Alloc 0% 9/1/2037 (h)
|
235,000
|
147,975
|
|
Tampa FL Tax Alloc 0% 9/1/2049 (h)
|
765,000
|
235,525
|
|
TOTAL SPECIAL TAX
|
4,555,138
|
||
Transportation - 2.8%
|
|||
Broward Cnty FL Arpt Sys Rev 5% 10/1/2028 (b)
|
150,000
|
150,315
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2026 (b)
|
50,000
|
50,233
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2027 (b)
|
50,000
|
51,301
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2029 (b)
|
135,000
|
138,140
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2030 (b)
|
35,000
|
35,792
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2032 (b)
|
175,000
|
178,597
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2033 (b)
|
65,000
|
66,282
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2034 (b)
|
65,000
|
66,222
|
|
Broward Cnty FL Arpt Sys Rev Series 2017, 5% 10/1/2037 (b)
|
115,000
|
116,770
|
|
Broward Cnty FL Arpt Sys Rev Series 2019 A, 5% 10/1/2029 (b)
|
1,120,000
|
1,189,365
|
|
Florida St Mid Bay Bridge Auth Series 2025, 5% 10/1/2035 (Assured Guaranty Inc Insured)
|
1,630,000
|
1,840,076
|
|
Florida St Mid Bay Bridge Auth Series 2025, 5% 10/1/2036 (Assured Guaranty Inc Insured)
|
2,175,000
|
2,440,779
|
|
Greater Orlando Aviation Auth 5% 10/1/2031 (b)
|
435,000
|
445,150
|
|
Greater Orlando Aviation Auth 5% 10/1/2034 (b)
|
305,000
|
311,334
|
|
Greater Orlando Aviation Auth 5% 10/1/2037 (b)
|
315,000
|
320,428
|
|
Greater Orlando Aviation Auth Series 2016, 5% 10/1/2026 (b)
|
85,000
|
85,454
|
|
Greater Orlando Aviation Auth Series 2016, 5% 10/1/2027 (b)
|
50,000
|
51,382
|
|
Greater Orlando Aviation Auth Series 2017A, 5% 10/1/2027 (b)
|
25,000
|
25,691
|
|
Jacksonville FL Aviation Auth Series 2026, 5% 10/1/2030 (b)
|
2,030,000
|
2,179,477
|
|
Jacksonville FL Aviation Auth Series 2026, 5% 10/1/2032 (b)
|
3,475,000
|
3,803,192
|
|
Jacksonville FL Aviation Auth Series 2026, 5% 10/1/2033 (b)
|
1,975,000
|
2,182,926
|
|
Jacksonville FL Aviation Auth Series 2026, 5% 10/1/2034 (b)
|
2,500,000
|
2,778,596
|
|
Jacksonville FL Aviation Auth Series 2026, 5% 10/1/2035 (b)
|
1,725,000
|
1,928,699
|
|
Jacksonville FL Aviation Auth Series 2026, 5.25% 10/1/2055 (b)
|
5,330,000
|
5,541,915
|
|
Jacksonville FL Aviation Auth Series 2026, 5.5% 10/1/2050 (b)
|
6,110,000
|
6,557,784
|
|
Lee Cnty FL Airport 5.25% 10/1/2043 (b)
|
3,250,000
|
3,580,912
|
|
Lee Cnty FL Airport 5.25% 10/1/2044 (b)
|
695,000
|
759,589
|
|
Lee Cnty FL Airport 5.25% 10/1/2045 (b)
|
2,250,000
|
2,435,950
|
|
Lee Cnty FL Airport 5.25% 10/1/2047 (b)
|
2,470,000
|
2,626,185
|
|
Lee Cnty FL Airport 5.5% 10/1/2056 (b)
|
4,460,000
|
4,733,698
|
|
Miami-Dade Cnty FL Aviat Rev 4% 10/1/2039
|
490,000
|
491,396
|
|
Miami-Dade Cnty FL Aviat Rev 5% 10/1/2029
|
75,000
|
75,412
|
|
Miami-Dade Cnty FL Aviat Rev 5% 10/1/2031
|
90,000
|
90,495
|
|
Miami-Dade Cnty FL Aviat Rev 5% 10/1/2031 (b)
|
70,000
|
70,154
|
|
Miami-Dade Cnty FL Aviat Rev 5.5% 10/1/2055 (b)
|
15,000,000
|
15,891,111
|
|
Miami-Dade Cnty FL Aviat Rev Series 2026A, 5% 10/1/2037 (b)(c)
|
21,035,000
|
23,338,155
|
|
Miami-Dade Cnty FL Expwy Auth Toll Sys Rev Series 2016 A, 5% 7/1/2032
|
215,000
|
215,306
|
|
Miami-Dade Cnty FL Expwy Auth Toll Sys Rev Series 2016 A, 5% 7/1/2033
|
185,000
|
185,250
|
|
Orlando-Orange County Expressway Authority (Central Florida Expressway Authority Proj.) Series 2021, 2.5% 7/1/2040 (Assured Guaranty Inc Insured)
|
1,150,000
|
905,455
|
|
Osceola Cnty Fla Transn Rev (Osceola Parkway Proj.) Series 2019 A 2, 0% 10/1/2050 (h)
|
5,175,000
|
1,451,177
|
|
Osceola Cnty Fla Transn Rev (Osceola Parkway Proj.) Series 2019 A 2, 0% 10/1/2051 (h)
|
2,600,000
|
685,335
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2027 (b)
|
50,000
|
50,243
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2029 (b)
|
55,000
|
55,270
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2030 (b)
|
95,000
|
95,454
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2031 (b)
|
65,000
|
65,300
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2032 (b)
|
100,000
|
100,446
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2033 (b)
|
215,000
|
215,921
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2034 (b)
|
230,000
|
230,942
|
|
Palm Beach Cnty FL Arpt Sys 5% 10/1/2035 (b)
|
240,000
|
240,936
|
|
Palm Beach Cnty FL Arpt Sys Series 2024 B, 5% 10/1/2033 (b)
|
3,305,000
|
3,657,432
|
|
Palm Beach Cnty FL Arpt Sys Series 2024 B, 5% 10/1/2034 (b)
|
3,175,000
|
3,536,056
|
|
Palm Beach Cnty FL Arpt Sys Series 2024 B, 5.25% 10/1/2041 (b)
|
550,000
|
604,717
|
|
Palm Beach Cnty FL Arpt Sys Series 2024 B, 5.25% 10/1/2042 (b)
|
1,340,000
|
1,466,791
|
|
TOTAL TRANSPORTATION
|
100,390,988
|
||
Water & Sewer - 0.3%
|
|||
JEA FL Wtr & Swr Sys Rev Series 2024A, 5% 10/1/2028
|
950,000
|
1,001,031
|
|
JEA FL Wtr & Swr Sys Rev Series 2024A, 5% 10/1/2029
|
750,000
|
805,555
|
|
JEA FL Wtr & Swr Sys Rev Series 2024A, 5% 10/1/2030
|
4,950,000
|
5,413,054
|
|
JEA FL Wtr & Swr Sys Rev Series 2024A, 5% 10/1/2031
|
3,400,000
|
3,776,559
|
|
Miami-Dade Cnty FL Wtr & Swr Rev Series 2021, 5% 10/1/2032
|
205,000
|
224,937
|
|
TOTAL WATER & SEWER
|
11,221,136
|
||
TOTAL FLORIDA
|
204,805,532
|
||
Georgia - 4.1%
|
|||
Education - 0.0%
|
|||
Fulton Cnty GA Dev Auth Rev (University System of GA Proj.) 4% 6/15/2049
|
110,000
|
101,901
|
|
Private Colgs & Unvs Ath GA Rv (Savannah College of Art & Design Inc Proj.) Series 2021, 4% 4/1/2037
|
295,000
|
298,973
|
|
Private Colgs & Unvs Ath GA Rv (Savannah College of Art & Design Inc Proj.) Series 2021, 5% 4/1/2030
|
160,000
|
172,925
|
|
Private Colgs & Unvs Ath GA Rv (Savannah College of Art & Design Inc Proj.) Series 2021, 5% 4/1/2036
|
165,000
|
178,012
|
|
TOTAL EDUCATION
|
751,811
|
||
Electric Utilities - 0.2%
|
|||
Burke Cnty GA Dev Auth Pcr (Georgia Transmission Corp Proj.) Series 2012, 2.75% 1/1/2052 (e)
|
930,000
|
605,827
|
|
Burke Cnty GA Dev Auth Pcr (Oglethorpe Pwr Corp Proj.) Series 2017 E, 3.6% tender 11/1/2045 (e)
|
3,465,000
|
3,517,635
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2035 (Assured Guaranty Inc Insured)
|
325,000
|
330,352
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2037 (Assured Guaranty Inc Insured)
|
190,000
|
192,053
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2039 (Assured Guaranty Inc Insured)
|
295,000
|
296,776
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2039 (Assured Guaranty Inc Insured)
|
180,000
|
181,084
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2040 (Assured Guaranty Inc Insured)
|
210,000
|
210,796
|
|
Georgia Mun Elec Auth Pwr Rev 4% 1/1/2041 (Assured Guaranty Inc Insured)
|
150,000
|
150,427
|
|
Georgia Mun Elec Auth Pwr Rev 5% 1/1/2031 (Assured Guaranty Inc Insured)
|
155,000
|
166,284
|
|
Georgia Mun Elec Auth Pwr Rev 5% 1/1/2033 (Assured Guaranty Inc Insured)
|
295,000
|
315,163
|
|
Georgia Mun Elec Auth Pwr Rev 5% 1/1/2033 (Assured Guaranty Inc Insured)
|
175,000
|
186,961
|
|
Georgia Mun Elec Auth Pwr Rev 5% 1/1/2034 (Assured Guaranty Inc Insured)
|
260,000
|
277,144
|
|
Georgia Mun Elec Auth Pwr Rev 5% 1/1/2034 (Assured Guaranty Inc Insured)
|
180,000
|
191,869
|
|
TOTAL ELECTRIC UTILITIES
|
6,622,371
|
||
General Obligations - 2.9%
|
|||
Georgia St Gen. Oblig. 5% 7/1/2033
|
1,025,000
|
1,150,940
|
|
Main Street Energy Inc Series 2026A, 5% 10/1/2033 (Bank of Nova Scotia/The Guaranteed)
|
23,140,000
|
24,639,773
|
|
Main Street Energy Inc Series 2026C, 5% 9/1/2036 (Citigroup Inc Guaranteed) (c)
|
24,140,000
|
25,359,840
|
|
Main Street Natural Gas Inc 4% tender 5/1/2052 (Citigroup Inc Guaranteed) (e)
|
1,390,000
|
1,411,772
|
|
Main Street Natural Gas Inc 4% tender 7/1/2052 (Royal Bank of Canada Guaranteed) (e)
|
16,725,000
|
16,939,453
|
|
Main Street Natural Gas Inc 5% tender 6/1/2053 (Citigroup Inc Guaranteed) (e)
|
6,860,000
|
7,217,637
|
|
Main Street Natural Gas Inc 5% tender 6/1/2055 (Toronto Dominion Bank Guaranteed) (e)
|
8,745,000
|
9,447,894
|
|
Main Street Natural Gas Inc Series 2022A, 4% tender 9/1/2052 (Citigroup Inc Guaranteed) (e)
|
5,470,000
|
5,573,274
|
|
Main Street Natural Gas Inc Series 2022B, 5% tender 12/1/2052 (Citigroup Inc Guaranteed) (e)
|
1,790,000
|
1,867,622
|
|
Main Street Natural Gas Inc Series 2023C, 5% tender 9/1/2053 (Royal Bank of Canada Guaranteed) (e)
|
5,550,000
|
5,903,184
|
|
Main Street Natural Gas Inc Series 2024D, 5% tender 4/1/2054 (Toronto Dominion Bank Guaranteed) (e)
|
2,465,000
|
2,632,776
|
|
TOTAL GENERAL OBLIGATIONS
|
102,144,165
|
||
Health Care - 0.1%
|
|||
Columbus GA Med Ctr Hosp Auth (Piedmont Hosp Og Proj.) 5% tender 7/1/2054 (e)
|
500,000
|
525,392
|
|
Gainesville & Hall Cnty GA Hsp Ath Rev (Northeast Georgia Healthcare Proj.) Series 2020 A, 3% 2/15/2047
|
2,845,000
|
2,242,076
|
|
Glynn Brunswick Mem Hosp Auth GA Rev (Southeast GA Health System Proj.) 4% 8/1/2043
|
115,000
|
102,543
|
|
Savannah GA Candler Hosp (St Joseph Candler Health Proj.) 4% 7/1/2043
|
730,000
|
698,750
|
|
TOTAL HEALTH CARE
|
3,568,761
|
||
Housing - 0.1%
|
|||
Georgia Hsg & Fin Auth Rev (GA Single Family Mortgage Proj.) Series 2025E, 6.5% 12/1/2055
|
2,720,000
|
3,058,283
|
|
Industrial Development - 0.3%
|
|||
Savannah Georgia Convention Center Authority (Savannah Convention Hotel Proj.) Series 2025B, 5.5% 6/1/2040 (d)
|
1,290,000
|
1,319,184
|
|
Savannah Georgia Convention Center Authority (Savannah Convention Hotel Proj.) Series 2025B, 6% 6/1/2050 (d)
|
3,250,000
|
3,283,329
|
|
Savannah Georgia Convention Center Authority (Savannah Convention Hotel Proj.) Series 2025B, 6.25% 6/1/2061 (d)
|
5,630,000
|
5,782,144
|
|
TOTAL INDUSTRIAL DEVELOPMENT
|
10,384,657
|
||
Other - 0.2%
|
|||
Fulton Cnty GA Dev Auth Rev (Robert W Woodruff Arts Ctr Inc Proj.) Series 2026, 5% 3/15/2036
|
2,700,000
|
3,058,040
|
|
Fulton Cnty GA Dev Auth Rev (Robert W Woodruff Arts Ctr Inc Proj.) Series 2026, 5% 3/15/2037
|
1,000,000
|
1,124,401
|
|
Fulton Cnty GA Dev Auth Rev (Robert W Woodruff Arts Ctr Inc Proj.) Series 2026, 5% 3/15/2039
|
3,750,000
|
4,167,206
|
|
TOTAL OTHER
|
8,349,647
|
||
Special Tax - 0.1%
|
|||
Metro Atlanta Rapid Tran Sales 5.25% 7/1/2050
|
3,485,000
|
3,768,253
|
|
Transportation - 0.2%
|
|||
Atlanta GA Arpt Rev Series 2022B, 5% 7/1/2034 (b)
|
1,005,000
|
1,099,728
|
|
Atlanta GA Arpt Rev Series 2025B B 1, 5% 7/1/2037 (b)
|
4,300,000
|
4,716,776
|
|
Georgia St Rd & Twy Auth Rev (GA St Garvee Proj.) 5% 6/1/2031
|
585,000
|
634,914
|
|
Georgia St Rd & Twy Auth Rev (GA St Garvee Proj.) 5% 6/1/2032
|
880,000
|
952,889
|
|
TOTAL TRANSPORTATION
|
7,404,307
|
||
Water & Sewer - 0.0%
|
|||
LA Grange GA Wtr & Swr Rev 2% 1/1/2042
|
1,640,000
|
1,199,771
|
|
TOTAL GEORGIA
|
147,252,026
|
||
Hawaii - 0.2%
|
|||
Transportation - 0.2%
|
|||
Hawaii St Arpts Sys Rev 5% 7/1/2044 (b)
|
4,850,000
|
5,176,516
|
|
Hawaii St Arpts Sys Rev Series 2018 A, 5% 7/1/2029 (b)
|
65,000
|
67,539
|
|
Hawaii St Arpts Sys Rev Series 2018 A, 5% 7/1/2030 (b)
|
75,000
|
77,790
|
|
Hawaii St Arpts Sys Rev Series 2018 A, 5% 7/1/2031 (b)
|
75,000
|
77,694
|
|
Hawaii St Arpts Sys Rev Series 2018 A, 5% 7/1/2032 (b)
|
75,000
|
77,599
|
|
Hawaii St Arpts Sys Rev Series 2018 A, 5% 7/1/2033 (b)
|
75,000
|
77,503
|
|
Hawaii St Hbr Sys Rev Series 2020 A, 4% 7/1/2036 (b)
|
60,000
|
60,354
|
|
TOTAL TRANSPORTATION
|
5,614,995
|
||
Water & Sewer - 0.0%
|
|||
Honolulu HI Cty & Cnty Wastewtr Sys Rev Series B, 5% 7/1/2027
|
1,680,000
|
1,683,350
|
|
TOTAL HAWAII
|
7,298,345
|
||
Idaho - 0.0%
|
|||
Housing - 0.0%
|
|||
Idaho Hsg & Fin Assn (ID Single Family Hsg 7/1/19 Proj.) Series 2019 A, 4% 1/1/2050
|
15,000
|
15,097
|
|
Illinois - 7.6%
|
|||
Education - 0.1%
|
|||
Board of Trustees of the University of Illinois/The Series 2018A, 5% 4/1/2030
|
210,000
|
217,709
|
|
Illinois Fin Auth Rev (Bradley University Proj.) Series 2017 C, 5% 8/1/2029
|
60,000
|
60,706
|
|
Illinois Fin Auth Rev (Bradley University Proj.) Series 2017 C, 5% 8/1/2030
|
45,000
|
45,498
|
|
Illinois Fin Auth Rev (Bradley University Proj.) Series 2017 C, 5% 8/1/2032
|
60,000
|
60,556
|
|
Illinois Fin Auth Rev (Depaul Univ, IL Proj.) 4% 10/1/2034
|
50,000
|
50,030
|
|
Illinois Fin Auth Rev (Depaul Univ, IL Proj.) 5% 10/1/2029
|
50,000
|
50,236
|
|
Illinois Fin Auth Rev (Depaul Univ, IL Proj.) 5% 10/1/2030
|
50,000
|
50,229
|
|
Illinois Fin Auth Rev (Illinois Institute of Tech, IL Proj.) Series 2019, 4% 9/1/2035
|
145,000
|
130,842
|
|
Illinois Fin Auth Rev (Rosalind Franklin University Proj.) Series A, 5% 8/1/2042
|
45,000
|
45,056
|
|
Illinois Fin Auth Rev (Rosalind Franklin University Proj.) Series C, 5% 8/1/2046
|
50,000
|
49,540
|
|
Illinois Finance Authority Rev (Lake Forest College Proj.) Series 2022A, 5% 10/1/2035
|
330,000
|
344,096
|
|
Illinois Finance Authority Rev (Lake Forest College Proj.) Series 2022A, 5.5% 10/1/2039
|
750,000
|
788,521
|
|
Illinois Finance Authority Rev (Univ of Chicago, IL Proj.) 5% 5/15/2033
|
400,000
|
449,747
|
|
Illinois Finance Authority Rev (Univ of Chicago, IL Proj.) 5% 5/15/2034
|
450,000
|
503,217
|
|
Northern IL Univ Revs Series 2020 B, 5% 4/1/2034 (Build America Mutual Assurance Co Insured)
|
395,000
|
413,227
|
|
TOTAL EDUCATION
|
3,259,210
|
||
Escrowed/Pre-Refunded - 0.0%
|
|||
Illinois Fin Auth Rev Series 2016 C, 3.625% 2/15/2032 (Pre-refunded to 2/15/2027 at 100)
|
60,000
|
60,332
|
|
Illinois Fin Auth Rev Series 2016 C, 4% 2/15/2041 (Pre-refunded to 2/15/2027 at 100)
|
5,000
|
5,040
|
|
Illinois Finance Authority Rev 4% 2/15/2033 (Pre-refunded to 2/15/2027 at 100)
|
10,000
|
10,080
|
|
Illinois Finance Authority Rev 5% 2/15/2034 (Pre-refunded to 2/15/2027 at 100)
|
30,000
|
30,422
|
|
TOTAL ESCROWED/PRE-REFUNDED
|
105,874
|
||
General Obligations - 3.9%
|
|||
Chicago IL Brd Ed 5% 12/1/2030
|
130,000
|
131,201
|
|
Chicago IL Brd Ed Series 2018 A, 5% 12/1/2026
|
100,000
|
100,315
|
|
Chicago IL Brd Ed Series 2018 A, 5% 12/1/2028
|
240,000
|
244,629
|
|
Chicago IL Brd Ed Series 2018 A, 5% 12/1/2030
|
350,000
|
355,651
|
|
Chicago IL Brd Ed Series 2018 A, 5% 12/1/2032
|
100,000
|
101,178
|
|
Chicago IL Brd Ed Series 2018 A, 5% 12/1/2035
|
100,000
|
100,793
|
|
Chicago IL Brd Ed Series 2019 A, 5% 12/1/2028
|
165,000
|
168,182
|
|
Chicago IL Brd Ed Series 2019 A, 5% 12/1/2030
|
340,000
|
347,497
|
|
Chicago IL Brd Ed Series 2019 B, 5% 12/1/2031
|
190,000
|
193,524
|
|
Chicago IL Brd Ed Series 2019 B, 5% 12/1/2033
|
455,000
|
462,140
|
|
Chicago IL Brd Ed Series 2022 A, 4% 12/1/2047
|
1,500,000
|
1,232,949
|
|
Chicago IL Brd Ed Series 2022 A, 5% 12/1/2047
|
780,000
|
730,857
|
|
Chicago IL Brd Ed Series 2022 B, 4% 12/1/2035
|
585,000
|
553,805
|
|
Chicago IL Brd Ed Series 2022 B, 4% 12/1/2036
|
1,005,000
|
941,744
|
|
Chicago IL Brd Ed Series 2023A, 6% 12/1/2049
|
12,500,000
|
12,938,184
|
|
Chicago IL Brd Ed Series 2025 A, 6.25% 12/1/2050
|
2,000,000
|
2,122,661
|
|
Chicago IL Brd Ed Series 2025 B, 5.5% 12/1/2033
|
9,190,000
|
9,884,746
|
|
Chicago IL Brd Ed Series D, 5% 12/1/2031
|
150,000
|
151,057
|
|
Chicago IL Gen. Oblig. 5.25% 1/1/2037
|
1,950,000
|
2,020,337
|
|
Chicago IL Gen. Oblig. 5.25% 1/1/2038
|
2,290,000
|
2,363,075
|
|
Chicago IL Gen. Oblig. 5.5% 1/1/2040
|
2,250,000
|
2,344,413
|
|
Chicago IL Gen. Oblig. Series 2019A, 5% 1/1/2040
|
245,000
|
246,158
|
|
Chicago IL Gen. Oblig. Series 2020A, 5% 1/1/2029
|
870,000
|
894,191
|
|
Chicago IL Gen. Oblig. Series 2020A, 5% 1/1/2030
|
1,605,000
|
1,660,318
|
|
Chicago IL Gen. Oblig. Series 2021 A, 5% 1/1/2032
|
1,530,000
|
1,584,462
|
|
Chicago IL Gen. Oblig. Series 2021 A, 5% 1/1/2034
|
260,000
|
267,855
|
|
Chicago IL Gen. Oblig. Series 2025B, 5% 1/1/2032
|
3,555,000
|
3,706,646
|
|
Chicago IL Gen. Oblig. Series 2025B, 5% 1/1/2034
|
5,000,000
|
5,236,970
|
|
Chicago IL Gen. Oblig. Series 2025B, 5.5% 1/1/2041
|
5,795,000
|
6,100,781
|
|
Chicago IL Gen. Oblig. Series 2025E, 6% 1/1/2043 (Build America Mutual Assurance Co Insured)
|
5,000,000
|
5,677,610
|
|
Chicago IL Gen. Oblig. Series 2025F, 6% 1/1/2044
|
1,660,000
|
1,806,570
|
|
Cook Cnty IL Gen. Oblig. 5% 11/15/2033
|
550,000
|
591,229
|
|
Cook Cnty IL Gen. Oblig. Series 2016 A, 5% 11/15/2026
|
290,000
|
292,428
|
|
Cook Cnty IL Gen. Oblig. Series 2016 A, 5% 11/15/2027
|
140,000
|
141,267
|
|
Cook Cnty IL Gen. Oblig. Series 2016 A, 5% 11/15/2028
|
185,000
|
186,465
|
|
Cook Cnty IL Gen. Oblig. Series 2021 B, 4% 11/15/2026
|
110,000
|
110,517
|
|
Cook Cnty IL Gen. Oblig. Series 2021 B, 4% 11/15/2027
|
110,000
|
112,164
|
|
Cook Cnty IL Gen. Oblig. Series 2021 B, 4% 11/15/2028
|
55,000
|
56,556
|
|
Cook Cnty IL High Sch Dist No 203 New Trier Twp 2% 12/15/2033
|
175,000
|
153,932
|
|
Cook Cnty IL High Sch Dist No 203 New Trier Twp 2% 12/15/2034
|
180,000
|
154,892
|
|
DuPage & Cook Cntys IL Cmnty Unit Sch Dist No 205 Series 2022, 4% 9/15/2042
|
1,000,000
|
989,671
|
|
Illinois St Gen. Oblig. 5% 2/1/2027
|
140,000
|
141,833
|
|
Illinois St Gen. Oblig. 5.25% 4/1/2044
|
6,645,000
|
7,195,817
|
|
Illinois St Gen. Oblig. 5.25% 4/1/2045
|
4,985,000
|
5,345,275
|
|
Illinois St Gen. Oblig. 5.25% 4/1/2046
|
4,985,000
|
5,304,249
|
|
Illinois St Gen. Oblig. 5.5% 4/1/2051
|
6,645,000
|
7,081,408
|
|
Illinois St Gen. Oblig. Series 2017D, 5% 11/1/2027
|
1,050,000
|
1,080,944
|
|
Illinois St Gen. Oblig. Series 2022A, 5% 3/1/2029
|
645,000
|
680,745
|
|
Illinois St Gen. Oblig. Series 2022A, 5% 3/1/2031
|
705,000
|
764,869
|
|
Illinois St Gen. Oblig. Series 2022A, 5% 3/1/2036
|
1,820,000
|
1,956,082
|
|
Illinois St Gen. Oblig. Series JUNE 2016, 3.5% 6/1/2029
|
1,375,000
|
1,375,277
|
|
Illinois St Gen. Oblig. Series MARCH 2021 A, 4% 3/1/2039
|
1,180,000
|
1,163,148
|
|
Illinois St Gen. Oblig. Series MARCH 2021 A, 5% 3/1/2034
|
1,035,000
|
1,108,669
|
|
Illinois St Gen. Oblig. Series MARCH 2021 A, 5% 3/1/2046
|
2,165,000
|
2,215,000
|
|
Illinois St Gen. Oblig. Series MAY 2020, 5.5% 5/1/2039
|
6,230,000
|
6,616,340
|
|
Illinois St Gen. Oblig. Series MAY 2023 B, 5.25% 5/1/2039
|
3,810,000
|
4,097,103
|
|
Illinois St Gen. Oblig. Series MAY 2023 B, 5.25% 5/1/2041
|
1,330,000
|
1,418,352
|
|
Illinois St Gen. Oblig. Series MAY 2023D, 4% 7/1/2037
|
9,500,000
|
9,487,992
|
|
Illinois St Gen. Oblig. Series MAY 2023D, 5% 7/1/2029
|
3,210,000
|
3,406,101
|
|
Illinois St Gen. Oblig. Series MAY 2024 B, 5% 5/1/2035
|
1,875,000
|
2,072,835
|
|
Illinois St Gen. Oblig. Series MAY 2024 B, 5% 5/1/2040
|
1,415,000
|
1,521,767
|
|
Illinois St Gen. Oblig. Series MAY 2024 B, 5.25% 5/1/2044
|
1,250,000
|
1,333,124
|
|
Illinois St Gen. Oblig. Series MAY 2024 B, 5.25% 5/1/2049
|
925,000
|
958,539
|
|
Illinois St Gen. Oblig. Series OCT 2020 C, 4.125% 10/1/2036
|
3,000,000
|
3,020,318
|
|
Illinois St Gen. Oblig. Series OCTOBER 2024, 5% 2/1/2033
|
3,290,000
|
3,630,317
|
|
Peoria Ill Gen. Oblig. Series 2023 A, 4% 1/1/2039 (Assured Guaranty Inc Insured)
|
1,145,000
|
1,147,236
|
|
Schaumburg IL Gen. Oblig. Series 2023, 4% 12/1/2030
|
1,505,000
|
1,573,301
|
|
Will Cnty IL Cmnty Unif Sch Dist No 365 0% 11/1/2026 (Assured Guaranty Inc Insured) (h)
|
265,000
|
262,458
|
|
TOTAL GENERAL OBLIGATIONS
|
143,418,719
|
||
Health Care - 0.7%
|
|||
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5% 10/1/2028
|
475,000
|
496,076
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5% 10/1/2029
|
970,000
|
1,028,838
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5% 10/1/2030
|
1,150,000
|
1,237,526
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5% 10/1/2031
|
1,825,000
|
1,988,126
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5% 10/1/2032
|
1,350,000
|
1,486,305
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5.5% 10/1/2039
|
1,360,000
|
1,505,427
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5.5% 10/1/2040
|
615,000
|
677,720
|
|
Board of Trustees of the University of Illinois/The (University of Illinois Hospital And Health Sciences System Proj.) Series 2023, 5.5% 10/1/2041
|
1,660,000
|
1,825,362
|
|
Illinois Fin Auth Health Svcs Fac Lease Rev (University of Illinois Hospital And Health Sciences System Proj.) Series 2020, 4% 10/1/2055
|
2,785,000
|
2,388,000
|
|
Illinois Fin Auth Rev (Ascension Health Credit Group Proj.) Series 2016 C, 5% 2/15/2029
|
310,000
|
314,068
|
|
Illinois Fin Auth Rev (Ascension Health Credit Group Proj.) Series 2016 C, 5% 2/15/2032
|
320,000
|
323,605
|
|
Illinois Fin Auth Rev (Osf Healthcare System Proj.) 4.125% 5/15/2047
|
1,585,000
|
1,499,811
|
|
Illinois Fin Auth Rev (Osf Healthcare System Proj.) Series 2016, 5% 5/15/2029
|
65,000
|
65,094
|
|
Illinois Fin Auth Rev (Riverside Health System, IL Proj.) Series 2013, 5% 11/15/2028
|
145,000
|
145,290
|
|
Illinois Finance Authority Rev (Ascension Health Credit Group Proj.) 4% 2/15/2041
|
5,000
|
4,867
|
|
Illinois Finance Authority Rev (Ascension Health Credit Group Proj.) 5% 2/15/2034
|
150,000
|
151,491
|
|
Illinois Finance Authority Rev (Ascension Health Credit Group Proj.) 5% 2/15/2036
|
105,000
|
105,955
|
|
Illinois Finance Authority Rev (Carle Foundation Hospital,Il Proj.) Series 2021A, 3% 8/15/2048
|
4,100,000
|
3,178,656
|
|
Illinois Finance Authority Rev (Endeavor Health Proj.) Series 2020A, 3.25% 8/15/2049
|
465,000
|
370,618
|
|
Illinois Finance Authority Rev (Osf Healthcare System Proj.) 3% 5/15/2050 (Build America Mutual Assurance Co Insured)
|
1,045,000
|
762,296
|
|
Illinois Finance Authority Rev (Osf Healthcare System Proj.) Series 2020 A, 3% 5/15/2050
|
2,955,000
|
2,109,468
|
|
Illinois Finance Authority Rev (Osf Healthcare System Proj.) Series 2020 A, 4% 5/15/2050
|
1,760,000
|
1,528,651
|
|
Illinois Finance Authority Rev (University Of Chicago Hosps,Il Proj.) Series 2025A 1, 5% tender 8/15/2054 (e)
|
2,780,000
|
3,003,411
|
|
TOTAL HEALTH CARE
|
26,196,661
|
||
Housing - 0.1%
|
|||
Illinois Housing Dev Auth (IL Homeowner Mortgage Proj.) Series C, 2.9% 8/1/2031
|
345,000
|
337,529
|
|
Illinois Housing Dev Auth (IL Hsg Revenue Bonds 3/1/2016 Proj.) Series 2019 D, 3.75% 4/1/2050
|
30,000
|
30,123
|
|
Illinois Housing Dev Auth Series 2019 D, 2.7% 10/1/2034 (IL Hsg Revenue Bonds 3/1/2016 Guaranteed)
|
310,000
|
282,830
|
|
Illinois Housing Development Authority (IL Hsg Revenue Bonds 3/1/2016 Proj.) Series 2021 B, 3% 4/1/2051
|
465,000
|
459,729
|
|
Illinois Housing Development Authority Series 2026C, 6.5% 10/1/2056
|
1,555,000
|
1,787,582
|
|
Illinois Hsg Dev Auth Multifamily Hsg Rev Series 2019, 2.9% 7/1/2035
|
410,063
|
374,039
|
|
TOTAL HOUSING
|
3,271,832
|
||
Special Tax - 1.8%
|
|||
Chicago Ill Tran Auth Sales Tax Rcpts Rev 4% 12/1/2049
|
6,000,000
|
5,452,026
|
|
Chicago Ill Tran Auth Sales Tax Rcpts Rev Series 2024A, 5% 12/1/2039
|
2,295,000
|
2,521,468
|
|
Chicago Ill Tran Auth Sales Tax Rcpts Rev Series 2024A, 5% 12/1/2041
|
6,000,000
|
6,543,674
|
|
Chicago Ill Tran Auth Sales Tax Rcpts Rev Series 2024A, 5% 12/1/2042
|
2,880,000
|
3,132,475
|
|
Illinois St Sales Tax Rev Series FEBRUARY 2024A, 5% 6/15/2031
|
2,845,000
|
3,094,364
|
|
Illinois St Sales Tax Rev Series FEBRUARY 2024A, 5% 6/15/2032
|
2,385,000
|
2,620,975
|
|
Illinois St Sales Tax Rev Series FEBRUARY 2024A, 5% 6/15/2033
|
3,445,000
|
3,817,677
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2031 (National Public Finance Guarantee Corporation Insured) (h)
|
485,000
|
403,943
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2036 (h)
|
65,000
|
43,846
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2036 (National Public Finance Guarantee Corporation Insured) (h)
|
2,445,000
|
1,649,284
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2039 (h)
|
515,000
|
298,007
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2040 (h)
|
430,000
|
235,512
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2041 (h)
|
1,225,000
|
638,629
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 12/15/2051 (h)
|
660,000
|
194,349
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2028 (National Public Finance Guarantee Corporation Insured) (h)
|
335,000
|
315,564
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2029 (National Public Finance Guarantee Corporation Insured) (h)
|
445,000
|
404,936
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2035 (National Public Finance Guarantee Corporation Insured) (h)
|
260,000
|
187,770
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2043 (Assured Guaranty Inc Insured) (h)
|
3,150,000
|
1,565,905
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2044 (Assured Guaranty Inc Insured) (h)
|
15,000,000
|
7,041,894
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2045 (Assured Guaranty Inc Insured) (h)
|
1,540,000
|
680,623
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 0% 6/15/2047 (Assured Guaranty Inc Insured) (h)
|
185,000
|
72,194
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 4% 6/15/2052
|
5,875,000
|
5,175,943
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev 5% 6/15/2042
|
675,000
|
699,699
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev Series 2017 B, 0% 12/15/2056 (Assured Guaranty Inc Insured) (h)
|
5,000,000
|
1,173,978
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev Series 2017 B, 5% 12/15/2026
|
165,000
|
166,397
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev Series 2017 B, 5% 12/15/2027
|
20,000
|
20,547
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev Series 2017 B, 5% 12/15/2031
|
35,000
|
35,757
|
|
Metropolitan Pier & Exposition Auth Ill Dedicated St Tax Rev Series 2017 B, 5% 12/15/2034
|
20,000
|
20,416
|
|
Sales Tax Securitization Corp Series 2023C, 5% 1/1/2033
|
2,235,000
|
2,472,035
|
|
Sales Tax Securitization Corp Series 2023D, 5% 1/1/2035
|
1,255,000
|
1,376,886
|
|
Sales Tax Securitization Corp Series 2024 A, 5% 1/1/2037
|
9,830,000
|
10,907,330
|
|
Sales Tax Securitization Corp Series 2024A, 5% 1/1/2040
|
500,000
|
546,537
|
|
Sales Tax Securitization Corp Series 2024A, 5% 1/1/2041
|
500,000
|
542,018
|
|
TOTAL SPECIAL TAX
|
64,052,658
|
||
Transportation - 1.0%
|
|||
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2028 (b)
|
150,000
|
151,721
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2029 (b)
|
125,000
|
126,276
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2030
|
30,000
|
30,359
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2032 (b)
|
135,000
|
136,253
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2034 (b)
|
205,000
|
206,765
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2035 (b)
|
150,000
|
151,236
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2036 (b)
|
190,000
|
191,489
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2037 (b)
|
100,000
|
100,738
|
|
Chicago IL O'Hare Intl Arpt Rev 5% 1/1/2037 (b)
|
100,000
|
100,738
|
|
Chicago IL O'Hare Intl Arpt Rev 5.25% 1/1/2029 (b)
|
20,000
|
20,229
|
|
Chicago IL O'Hare Intl Arpt Rev 5.25% 1/1/2031 (b)
|
20,000
|
20,217
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2018A, 5% 1/1/2037 (b)
|
1,030,000
|
1,064,250
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2018A, 5% 1/1/2039 (b)
|
1,005,000
|
1,033,417
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022 C, 5% 1/1/2028 (b)
|
690,000
|
712,919
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022 C, 5% 1/1/2029 (b)
|
500,000
|
524,800
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022 C, 5% 1/1/2030 (b)
|
810,000
|
862,168
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022 C, 5% 1/1/2031 (b)
|
600,000
|
647,520
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022A, 4.5% 1/1/2048 (b)
|
4,700,000
|
4,642,799
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022A, 5% 1/1/2030 (b)
|
225,000
|
239,491
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2022A, 5% 1/1/2031 (b)
|
230,000
|
248,216
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2024 A, 5% 1/1/2036 (b)
|
760,000
|
831,693
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2024 A, 5.25% 1/1/2040 (b)
|
1,695,000
|
1,845,770
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2024C, 5% 1/1/2038 (b)
|
2,565,000
|
2,800,054
|
|
Chicago IL O'Hare Intl Arpt Rev Series 2024C, 5.25% 1/1/2042 (b)
|
1,870,000
|
2,030,452
|
|
Chicago IL O'Hare Intl Arpt Rev Spl (TrIPs Obligated Group Proj.) 5% 7/1/2038 (b)
|
135,000
|
137,495
|
|
Illinois Finance Authority (Centerpoint Term Rr Proj.) Series 2010, 4.8% tender 12/1/2043 (b)(d)(e)
|
8,000,000
|
8,285,256
|
|
Illinois St Toll Hwy Auth Hwy Rev 5% 12/1/2031
|
355,000
|
355,612
|
|
Illinois St Toll Hwy Auth Hwy Rev Series 2020 A, 5% 1/1/2040
|
335,000
|
357,709
|
|
Illinois St Toll Hwy Auth Hwy Rev Series 2020 A, 5% 1/1/2041
|
880,000
|
935,440
|
|
Illinois St Toll Hwy Auth Hwy Rev Series 2020 A, 5% 1/1/2045
|
2,975,000
|
3,120,826
|
|
Illinois St Toll Hwy Auth Hwy Rev Series 2021 A, 5% 1/1/2043
|
4,670,000
|
4,986,612
|
|
TOTAL TRANSPORTATION
|
36,898,520
|
||
Water & Sewer - 0.0%
|
|||
Illinois Fin Auth Rev (IL Wtr State Rev Fund Proj.) Series 2017, 5% 1/1/2029
|
170,000
|
172,043
|
|
TOTAL ILLINOIS
|
277,375,517
|
||
Indiana - 1.6%
|
|||
Education - 0.2%
|
|||
Indiana Fin Auth Edl Facs Rev (Depauw University Proj.) Series 2022A, 5% 7/1/2032
|
1,005,000
|
1,079,346
|
|
Indiana Fin Auth Edl Facs Rev (Depauw University Proj.) Series 2026, 5% 10/1/2041
|
1,055,000
|
1,115,658
|
|
Indiana Fin Auth Edl Facs Rev (Depauw University Proj.) Series 2026, 5% 10/1/2046
|
1,000,000
|
1,019,730
|
|
Indiana Fin Auth Edl Facs Rev (Depauw University Proj.) Series 2026, 5.125% 10/1/2051
|
1,000,000
|
1,011,825
|
|
Indiana Fin Auth Edl Facs Rev (Depauw University Proj.) Series 2026, 5.25% 10/1/2056
|
1,000,000
|
1,014,825
|
|
Purdue University Series DD, 5% 7/1/2034
|
60,000
|
62,469
|
|
Purdue University Series DD, 5% 7/1/2035
|
120,000
|
124,785
|
|
Purdue University Series DD, 5% 7/1/2036
|
130,000
|
134,987
|
|
St Joseph Cnty Ind Eco Dev Rev (St Mary's College Proj.) Series 2019, 5% 4/1/2043
|
495,000
|
508,510
|
|
St Joseph Cnty Ind Eco Dev Rev (St Mary's College Proj.) Series 2020, 4% 4/1/2037
|
245,000
|
246,270
|
|
TOTAL EDUCATION
|
6,318,405
|
||
Electric Utilities - 0.2%
|
|||
Rockport Ind Pollution Ctl Rev (Indiana Michigan Power Co Proj.) Series 2025 A, 3.7% tender 6/1/2047 (e)
|
8,025,000
|
8,158,929
|
|
General Obligations - 0.2%
|
|||
Eastern Howard Ind Third Millennium Sch Bldg Corp Series 2021, 3% 1/15/2041
|
905,000
|
783,946
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2038 (Indiana St Guaranteed)
|
1,000,000
|
1,115,969
|
|
Silver Creek Ind Sch Bldg Corp Series 2021, 3% 1/15/2042
|
1,600,000
|
1,347,281
|
|
Southwest Allen Ind Multi Sch Bldg Corp Series 2020, 3% 1/15/2041
|
1,250,000
|
1,088,972
|
|
Westfield Washington Ind Multi (Westfield-Wash Ind Schs Proj.) Series 2024 A, 5.25% 7/15/2039 (Build America Mutual Assurance Co Insured)
|
1,985,000
|
2,221,795
|
|
TOTAL GENERAL OBLIGATIONS
|
6,557,963
|
||
Health Care - 0.3%
|
|||
Indiana Fin Auth Health Sys Rev (Franciscan Alliance Proj.) Series 2016 A, 4% 11/1/2051
|
2,980,000
|
2,667,139
|
|
Indiana Fin Auth Health Sys Rev (Indiana University Health Proj.) Series 2025D 3, 5% tender 10/1/2059 (e)
|
6,725,000
|
7,467,814
|
|
Indiana St Fin Auth Rev (Community Foundation of Northwest Indiana Inc Proj.) 5% 9/1/2026
|
65,000
|
65,216
|
|
Indiana St Fin Auth Rev (Community Foundation of Northwest Indiana Inc Proj.) 5% 9/1/2027
|
30,000
|
30,114
|
|
Indiana St Fin Auth Rev (Community Foundation of Northwest Indiana Inc Proj.) 5% 9/1/2029
|
75,000
|
75,259
|
|
Indiana St Fin Auth Rev (Community Foundation of Northwest Indiana Inc Proj.) 5% 9/1/2030
|
70,000
|
70,232
|
|
Indiana St Hsg & Cmnty Dev Auth Multifamily Hsg Rev (Glasswater Creek Whitestown Proj Proj.) Series 2020, 5.375% 10/1/2040 (d)
|
180,000
|
155,502
|
|
TOTAL HEALTH CARE
|
10,531,276
|
||
Housing - 0.0%
|
|||
Indiana St Hsg & Cmnty Dev Single Fam Hsg Rev (IN Sfm Revenue Bonds 6/1/2016 Proj.) 3% 7/1/2050
|
70,000
|
69,228
|
|
Industrial Development - 0.2%
|
|||
Whiting Ind Environmental Facs (Bp Products North America Inc Proj.) Series 2017, 4% tender 11/1/2047 (BP PLC Guaranteed) (b)(e)
|
7,995,000
|
8,143,932
|
|
Special Tax - 0.2%
|
|||
Indianapolis IN Loc Pub Impt Bd Bank (Indianapolis Marion Cnty Bldg Auth Proj.) Series 2019 A, 5% 2/1/2049
|
340,000
|
347,202
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 1/15/2031
|
260,000
|
283,589
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 1/15/2032
|
225,000
|
247,941
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 1/15/2033
|
250,000
|
278,485
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 1/15/2034
|
250,000
|
280,564
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 1/15/2035
|
275,000
|
311,524
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2031
|
220,000
|
241,225
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2032
|
225,000
|
249,540
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2033
|
225,000
|
252,349
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2034
|
250,000
|
281,826
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2035
|
325,000
|
369,859
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2036
|
1,585,000
|
1,790,877
|
|
Indianapolis IN Local PIB Bank Lo Income Tax Rev (Indianapolis Pub Trans Corp Proj.) Series 2025 A, 5% 7/15/2037
|
1,000,000
|
1,122,024
|
|
TOTAL SPECIAL TAX
|
6,057,005
|
||
Transportation - 0.0%
|
|||
Indianapolis IN Loc Pub Impt Bd Bank (Indianapolis IN Arpt Auth Rev Proj.) Series 2016 A1, 4% 1/1/2032 (b)
|
50,000
|
50,009
|
|
Indianapolis IN Loc Pub Impt Bd Bank (Indianapolis IN Arpt Auth Rev Proj.) Series 2016 A1, 4% 1/1/2033 (b)
|
50,000
|
50,004
|
|
Indianapolis IN Loc Pub Impt Bd Bank (Indianapolis IN Arpt Auth Rev Proj.) Series 2016 A1, 4% 1/1/2034 (b)
|
65,000
|
65,004
|
|
Indianapolis IN Loc Pub Impt Bd Bank (Indianapolis IN Arpt Auth Rev Proj.) Series 2016 A1, 4% 1/1/2035 (b)
|
140,000
|
140,006
|
|
TOTAL TRANSPORTATION
|
305,023
|
||
Water & Sewer - 0.3%
|
|||
Indiana Finance Authority Series 2021 2, 5% 10/1/2041
|
515,000
|
550,420
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2040
|
1,000,000
|
1,123,863
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2041
|
1,750,000
|
1,951,058
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2042
|
2,400,000
|
2,665,242
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2043
|
1,500,000
|
1,658,742
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2044
|
2,000,000
|
2,199,067
|
|
Indiana St Fin Auth Rev (Indiana State Revolving Fund Program Proj.) 5% 2/1/2045
|
1,500,000
|
1,637,934
|
|
Lafayette Ind Sew Wks Rev 2% 7/1/2035 (Build America Mutual Assurance Co Insured)
|
570,000
|
473,689
|
|
TOTAL WATER & SEWER
|
12,260,015
|
||
TOTAL INDIANA
|
58,401,776
|
||
Iowa - 0.6%
|
|||
Education - 0.1%
|
|||
Iowa Higher Ed Ln Auth Rev (Dubuque University IA Proj.) Series 2025, 5.25% 10/1/2040
|
2,105,000
|
2,222,471
|
|
Iowa Student Ln Liquidity Corp (Iowa Student Ln 10/1/19 Proj.) 4.5% 12/1/2045 (b)
|
1,285,000
|
1,297,104
|
|
Iowa Student Ln Liquidity Corp (Iowa Student Ln 10/1/19 Proj.) Series 2019 B, 5% 12/1/2029 (b)
|
310,000
|
327,172
|
|
TOTAL EDUCATION
|
3,846,747
|
||
General Obligations - 0.3%
|
|||
Pefa Inc Iowa Gas Proj Rev Series 2026A, 5% 4/1/2035 (MassMutual Global Funding II Guaranteed)
|
10,890,000
|
11,610,573
|
|
Health Care - 0.1%
|
|||
Iowa Fin Auth Rev (Lifespace Proj.) Series 2026 A, 5% 5/15/2036
|
2,225,000
|
2,373,100
|
|
Housing - 0.1%
|
|||
Iowa Fin Auth Single Family Mtg Rev (IA Single Family Mortgage Proj.) Series 2023 A, 5.25% 7/1/2053
|
3,670,000
|
3,829,982
|
|
Tobacco Bonds - 0.0%
|
|||
Tobacco Settlement Auth Iowa Tobacco Settlement Rev Series 2021A 2 CL 1, 4% 6/1/2034
|
295,000
|
300,987
|
|
Tobacco Settlement Auth Iowa Tobacco Settlement Rev Series 2021A 2 CL 1, 4% 6/1/2036
|
295,000
|
296,484
|
|
Tobacco Settlement Auth Iowa Tobacco Settlement Rev Series 2021A 2 CL 1, 4% 6/1/2039
|
295,000
|
291,881
|
|
Tobacco Settlement Auth Iowa Tobacco Settlement Rev Series 2021A 2 CL 1, 5% 6/1/2032
|
265,000
|
288,541
|
|
TOTAL TOBACCO BONDS
|
1,177,893
|
||
TOTAL IOWA
|
22,838,295
|
||
Kansas - 0.3%
|
|||
Special Tax - 0.3%
|
|||
Garden City KS Sales Tax Rev Series 2025, 4.25% 6/1/2033 (d)
|
400,000
|
402,436
|
|
Kansas St Dept Transn Hwy Rev Series 2025A, 5% 9/1/2031
|
7,260,000
|
8,057,515
|
|
Kansas St Dept Transn Hwy Rev Series 2025A, 5% 9/1/2032
|
2,075,000
|
2,335,421
|
|
TOTAL KANSAS
|
10,795,372
|
||
Kentucky - 1.7%
|
|||
Education - 0.2%
|
|||
Boyle Cnty KY Edl Facs Rev (Centre College Proj.) 5% 6/1/2039
|
6,010,000
|
6,290,493
|
|
Electric Utilities - 0.3%
|
|||
Trimble Cnty KY Environmental Facs Rev (Kentucky Utilities Co Proj.) 4.7% tender 6/1/2054 (b)(e)
|
9,375,000
|
9,414,503
|
|
General Obligations - 0.9%
|
|||
Fayette County School District/KY Series 2025 A, 5.25% 6/1/2044 (Build America Mutual Assurance Co Insured)
|
11,110,000
|
12,074,667
|
|
Kentucky Inc KY Pub Energy Auth Gas Supply Rev 5% tender 5/1/2055 (Goldman Sachs Group Inc/The Guaranteed) (e)
|
3,015,000
|
3,165,774
|
|
Kentucky Inc KY Pub Energy Auth Gas Supply Rev Series 2024 A1, 5% 8/1/2029 (Morgan Stanley Guaranteed)
|
2,405,000
|
2,511,129
|
|
Kentucky Inc KY Pub Energy Auth Gas Supply Rev Series 2024 A1, 5% 8/1/2030 (Morgan Stanley Guaranteed)
|
2,400,000
|
2,514,939
|
|
Kentucky Inc KY Pub Energy Auth Gas Supply Rev Series 2024 A1, 5% 8/1/2031 (Morgan Stanley Guaranteed)
|
2,605,000
|
2,744,706
|
|
Kentucky Inc KY Pub Energy Auth Gas Supply Rev Series 2024 A1, 5.25% tender 4/1/2054 (Morgan Stanley Guaranteed) (e)
|
5,465,000
|
5,848,486
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2029
|
275,000
|
286,741
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2032 (Build America Mutual Assurance Co Insured)
|
70,000
|
72,786
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2033 (Build America Mutual Assurance Co Insured)
|
55,000
|
57,112
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2034 (Build America Mutual Assurance Co Insured)
|
65,000
|
67,396
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2035
|
40,000
|
41,348
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) 5% 5/1/2036
|
30,000
|
30,949
|
|
Kentucky St Pty & Bldgs Commn (Kentucky St Proj.) Series SR A, 5% 10/1/2037
|
3,325,000
|
3,733,615
|
|
TOTAL GENERAL OBLIGATIONS
|
33,149,648
|
||
Health Care - 0.3%
|
|||
Ashland KY Med Ctr Rev (Royal Blue Health Proj.) Series 2019, 3% 2/1/2040 (Assured Guaranty Inc Insured)
|
655,000
|
595,243
|
|
Louisville & Jefferson Cnty KY Metro Govt Health Sys Rev (Norton Healthcare Inc Proj.) 5% 10/1/2037
|
360,000
|
374,181
|
|
Louisville & Jefferson Cnty KY Metro Govt Health Sys Rev (Norton Healthcare Inc Proj.) 5% tender 10/1/2047 (e)
|
155,000
|
163,506
|
|
Louisville & Jefferson Cnty KY Metro Govt Health Sys Rev (Norton Healthcare Inc Proj.) 5% tender 10/1/2047 (e)
|
130,000
|
130,586
|
|
Louisville & Jefferson Cnty KY Metro Govt Health Sys Rev (Norton Healthcare Inc Proj.) Series 2020A, 3% 10/1/2043
|
1,950,000
|
1,630,293
|
|
Louisville & Jefferson Cnty KY Metro Govt Health Sys Rev (Norton Healthcare Inc Proj.) Series 2023B, 5% tender 10/1/2047 (e)
|
8,260,000
|
8,711,745
|
|
TOTAL HEALTH CARE
|
11,605,554
|
||
Transportation - 0.0%
|
|||
Kenton KY Airport Delta (Cincinnati/Northern Kentucky International Airport Proj.) 5% 1/1/2028
|
80,000
|
80,133
|
|
Kenton KY Airport Delta (Cincinnati/Northern Kentucky International Airport Proj.) 5% 1/1/2031
|
75,000
|
75,140
|
|
Kenton KY Airport Delta (Cincinnati/Northern Kentucky International Airport Proj.) 5% 1/1/2032
|
75,000
|
75,135
|
|
TOTAL TRANSPORTATION
|
230,408
|
||
TOTAL KENTUCKY
|
60,690,606
|
||
Louisiana - 0.6%
|
|||
Education - 0.0%
|
|||
Louisiana Pub Facs Auth Rev (Tulane Univ, LA Proj.) Series 2016 A, 5% 12/15/2028
|
100,000
|
101,018
|
|
Louisiana Pub Facs Auth Rev (Tulane Univ, LA Proj.) Series 2016 A, 5% 12/15/2029
|
70,000
|
70,663
|
|
TOTAL EDUCATION
|
171,681
|
||
Health Care - 0.2%
|
|||
Louisiana Pub Facs Rev (Ochsner Clinic Foundation Proj.) Series 2020 A, 4% 5/15/2049
|
6,440,000
|
5,744,282
|
|
Housing - 0.0%
|
|||
Louisiana Hsg Corp Single Family Mtg Rev (LA Home Ownership Proj.) 5.75% 12/1/2053
|
460,000
|
497,982
|
|
Industrial Development - 0.3%
|
|||
St John Baptist Parish LA Rev (Conocophillips Inc Proj.) 4.05% tender 6/1/2037 (e)
|
1,470,000
|
1,470,000
|
|
St John Baptist Parish LA Rev (Conocophillips Inc Proj.) Series SUB 2017D, 3% tender 6/1/2037 (c)(e)
|
10,495,000
|
10,515,553
|
|
TOTAL INDUSTRIAL DEVELOPMENT
|
11,985,553
|
||
Transportation - 0.1%
|
|||
New Orleans LA Aviation Board 5% 1/1/2027 (b)
|
25,000
|
25,253
|
|
New Orleans LA Aviation Board 5% 1/1/2027 (b)
|
20,000
|
20,202
|
|
New Orleans LA Aviation Board 5% 1/1/2028 (b)
|
35,000
|
35,280
|
|
New Orleans LA Aviation Board 5% 1/1/2028 (b)
|
10,000
|
10,080
|
|
New Orleans LA Aviation Board 5% 1/1/2031 (b)
|
30,000
|
30,251
|
|
New Orleans LA Aviation Board 5% 1/1/2032 (b)
|
20,000
|
20,161
|
|
New Orleans LA Aviation Board 5% 1/1/2033 (b)
|
50,000
|
50,386
|
|
New Orleans LA Aviation Board 5% 1/1/2033 (b)
|
35,000
|
35,270
|
|
New Orleans LA Aviation Board 5% 1/1/2034 (b)
|
1,905,000
|
2,092,036
|
|
New Orleans LA Aviation Board 5% 1/1/2034 (b)
|
60,000
|
60,442
|
|
New Orleans LA Aviation Board 5% 1/1/2034 (b)
|
10,000
|
10,073
|
|
New Orleans LA Aviation Board 5% 1/1/2035 (b)
|
20,000
|
20,142
|
|
New Orleans LA Aviation Board 5% 1/1/2036 (b)
|
45,000
|
45,301
|
|
New Orleans LA Aviation Board 5% 1/1/2037 (b)
|
295,000
|
296,814
|
|
New Orleans LA Aviation Board 5% 1/1/2037 (b)
|
80,000
|
80,492
|
|
New Orleans LA Aviation Board 5.25% 1/1/2040 (b)
|
1,095,000
|
1,190,915
|
|
TOTAL TRANSPORTATION
|
4,023,098
|
||
TOTAL LOUISIANA
|
22,422,596
|
||
Maine - 0.1%
|
|||
Education - 0.0%
|
|||
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 4% 7/1/2031
|
35,000
|
35,234
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 4% 7/1/2032
|
25,000
|
25,139
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 4% 7/1/2034
|
50,000
|
50,171
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 5% 7/1/2026
|
15,000
|
15,000
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 5% 7/1/2028
|
25,000
|
25,494
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 5% 7/1/2029
|
20,000
|
20,366
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 5% 7/1/2033
|
50,000
|
50,789
|
|
Maine Health & Higher Edl Facs Auth Rev (University of New England Proj.) Series 2017 B, 5% 7/1/2035
|
40,000
|
40,575
|
|
TOTAL EDUCATION
|
262,768
|
||
General Obligations - 0.1%
|
|||
Brunswick ME 2.25% 11/1/2035
|
380,000
|
332,440
|
|
Lewiston ME Gen. Oblig. 1.5% 2/15/2034
|
1,435,000
|
1,174,654
|
|
Lewiston ME Gen. Oblig. 1.75% 2/15/2040
|
1,270,000
|
901,712
|
|
South Portland ME Gen. Oblig. 2.5% 7/15/2032
|
1,355,000
|
1,282,439
|
|
TOTAL GENERAL OBLIGATIONS
|
3,691,245
|
||
Health Care - 0.0%
|
|||
Maine Health & Higher Edl Facs Auth Rev (Northern Light Health Proj.) Series 2016A, 4% 7/1/2041
|
120,000
|
100,835
|
|
Housing - 0.0%
|
|||
Maine Hsg Auth Mtg (ME Mortgage Proj.) Series 2022E, 5% 11/15/2052
|
230,000
|
237,685
|
|
TOTAL MAINE
|
4,292,533
|
||
Maryland - 0.9%
|
|||
Education - 0.1%
|
|||
Maryland Health & Higher Educational Facilities Authority (MD Inst College of Art Proj.) Series 2024, 5.25% 6/1/2044
|
2,790,000
|
2,802,780
|
|
Maryland Health & Higher Educational Facilities Authority (Stevenson University Proj.) Series 2021 A, 5% 6/1/2029
|
55,000
|
57,196
|
|
Maryland Health & Higher Educational Facilities Authority (Stevenson University Proj.) Series 2021 A, 5% 6/1/2033
|
130,000
|
136,473
|
|
Westminster MD Edl Facs Rev (Mcdaniel College Proj.) 5% 11/1/2027
|
130,000
|
130,689
|
|
Westminster MD Edl Facs Rev (Mcdaniel College Proj.) 5% 11/1/2028
|
140,000
|
140,719
|
|
Westminster MD Edl Facs Rev (Mcdaniel College Proj.) 5% 11/1/2029
|
145,000
|
145,694
|
|
TOTAL EDUCATION
|
3,413,551
|
||
General Obligations - 0.4%
|
|||
Anne Arundel Cnty MD Gen. Oblig. Series 2021, 3% 10/1/2037
|
1,710,000
|
1,614,140
|
|
Anne Arundel Cnty MD Gen. Oblig. Series 2021, 5% 4/1/2028
|
1,240,000
|
1,293,708
|
|
Maryland St Stad Auth Hagerstown Multi-Use Sports & Events Fac Lease Rev (State of Maryland Proj.) Series 2022 A, 5% 6/1/2047
|
1,935,000
|
2,014,644
|
|
Maryland St Stad Auth Hagerstown Multi-Use Sports & Events Fac Lease Rev (State of Maryland Proj.) Series 2022 A, 5% 6/1/2052
|
455,000
|
468,065
|
|
Prince Georges Cty MD Ctf Part (Prince Georges County MD Proj.) 5% 10/1/2027
|
720,000
|
742,153
|
|
Prince Georges Cty MD Ctf Part (Prince Georges County MD Proj.) 5% 10/1/2028
|
1,055,000
|
1,111,671
|
|
State of Maryland 4% 8/1/2028
|
2,500,000
|
2,580,204
|
|
State of Maryland Gen. Oblig. 4% 3/1/2029
|
1,260,000
|
1,308,951
|
|
TOTAL GENERAL OBLIGATIONS
|
11,133,536
|
||
Health Care - 0.3%
|
|||
Maryland Health & Higher Educational Facilities Authority (Frederick Memorial Hospital MD Proj.) Series 2023, 5% 7/1/2026
|
600,000
|
600,000
|
|
Maryland Health & Higher Educational Facilities Authority (Greater Baltimore Med Ctr, MD Proj.) Series 2021 A, 3% 7/1/2046
|
3,970,000
|
3,201,252
|
|
Maryland Health & Higher Educational Facilities Authority (Greater Baltimore Med Ctr, MD Proj.) Series 2021 A, 3% 7/1/2051
|
1,385,000
|
1,030,046
|
|
Maryland Health & Higher Educational Facilities Authority (Lifebridge Health Proj.) Series 2024, 5% 7/1/2049
|
1,000,000
|
1,035,015
|
|
Maryland Health & Higher Educational Facilities Authority (Lifebridge Health Proj.) Series 2024, 5.25% 7/1/2054
|
3,555,000
|
3,733,761
|
|
Maryland St Hlth & HI Ed Facs (Mercy Medical Center, MD Proj.) 4% 7/1/2042
|
85,000
|
82,946
|
|
TOTAL HEALTH CARE
|
9,683,020
|
||
Housing - 0.0%
|
|||
Maryland Community Development Administration (Residential Revenue Bonds Proj.) 3.5% 3/1/2050
|
610,000
|
609,045
|
|
Maryland Community Development Administration (Residential Revenue Bonds Proj.) Series 2019 B, 4% 9/1/2049
|
265,000
|
265,932
|
|
TOTAL HOUSING
|
874,977
|
||
Special Tax - 0.0%
|
|||
Maryland St Stad Auth Rev (Baltimore City MD Stadium Auth Proj.) Series 2018 A, 5% 5/1/2033
|
1,000,000
|
1,037,651
|
|
State of Maryland Built to Learn Revenue Series 2021, 4% 6/1/2046
|
260,000
|
254,185
|
|
TOTAL SPECIAL TAX
|
1,291,836
|
||
Transportation - 0.1%
|
|||
Maryland St Dept Transn Spl Transn Proj Rev (Bwi Airport Proj.) 4% 8/1/2051 (b)
|
530,000
|
481,260
|
|
Maryland St Dept Transn Spl Transn Proj Rev (Bwi Airport Proj.) 5% 8/1/2046 (b)
|
1,175,000
|
1,206,049
|
|
Maryland St Econ Dev Corp Econ (Ports America Chesapeake LLC Proj.) Series 2017A, 5% 6/1/2030
|
65,000
|
67,261
|
|
Maryland St Econ Dev Corp Econ (Ports America Chesapeake LLC Proj.) Series 2017A, 5% 6/1/2035
|
100,000
|
102,761
|
|
Maryland Trans Auth Psngr Fac Chrg Rev (Bwi Passenger Facilities Chrge Proj.) Series 2012B, 2.625% 6/1/2027 (b)
|
1,590,000
|
1,572,830
|
|
TOTAL TRANSPORTATION
|
3,430,161
|
||
Water & Sewer - 0.0%
|
|||
Baltimore MD Proj Rev (Baltimore Wtr Util Rev Proj.) Series 2020 A, 4% 7/1/2045
|
585,000
|
560,221
|
|
Baltimore MD Proj Rev (Baltimore Wtr Util Rev Proj.) Series 2020 A, 5% 7/1/2050
|
645,000
|
659,825
|
|
TOTAL WATER & SEWER
|
1,220,046
|
||
TOTAL MARYLAND
|
31,047,127
|
||
Massachusetts - 1.5%
|
|||
Education - 0.2%
|
|||
Massachusetts Development Finance Agency (Boston College,Ma Proj.) Series 2021 V, 5% 7/1/2055
|
1,595,000
|
1,749,694
|
|
Massachusetts Development Finance Agency (Northeastern University Proj.) Series 2022, 5% 10/1/2038
|
2,500,000
|
2,721,014
|
|
Massachusetts Development Finance Agency (Simmons College, MA Proj.) 4% 10/1/2050
|
930,000
|
648,538
|
|
Massachusetts Development Finance Agency (Simmons College, MA Proj.) 5% 10/1/2045
|
700,000
|
613,680
|
|
Massachusetts Development Finance Agency (Suffolk Univ, MA Proj.) 4% 7/1/2045
|
930,000
|
832,590
|
|
Massachusetts Ed Ln Auth Ed Ln (Mefa Issue L Proj.) Series 2019 B, 5% 7/1/2027 (b)
|
200,000
|
203,377
|
|
Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2029
|
50,000
|
50,264
|
|
Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2030
|
75,000
|
75,356
|
|
Massachusetts St Dev Fin Agy Rev (Berklee College of Music Inc Proj.) 5% 10/1/2031
|
80,000
|
80,368
|
|
Massachusetts St Dev Fin Agy Rev (Lesley College Proj.) 5% 7/1/2039
|
85,000
|
85,005
|
|
Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2027
|
50,000
|
50,161
|
|
Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2028
|
55,000
|
55,162
|
|
Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2029
|
55,000
|
55,148
|
|
Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2031
|
60,000
|
60,138
|
|
Massachusetts St Dev Fin Agy Rev (Wentworth Inst of Tech, MA Proj.) Series 2017, 5% 10/1/2032
|
65,000
|
65,136
|
|
TOTAL EDUCATION
|
7,345,631
|
||
Electric Utilities - 0.1%
|
|||
Massachusetts St Dev Fin Agy Rv (Tufts Med Enfra, LLC Proj.) Series 2026 A, 5.25% 10/1/2035
|
1,000,000
|
1,126,909
|
|
Massachusetts St Dev Fin Agy Rv (Tufts Med Enfra, LLC Proj.) Series 2026 A, 5.5% 10/1/2041
|
1,500,000
|
1,670,681
|
|
Massachusetts St Dev Fin Agy Rv (Tufts Med Enfra, LLC Proj.) Series 2026 A, 5.5% 10/1/2042
|
670,000
|
743,333
|
|
TOTAL ELECTRIC UTILITIES
|
3,540,923
|
||
General Obligations - 0.2%
|
|||
Massachusetts St Gen. Oblig. Series 2020 D, 5% 7/1/2045
|
4,525,000
|
4,756,410
|
|
Massachusetts St Gen. Oblig. Series 2024 H, 5% 12/1/2036
|
2,200,000
|
2,509,569
|
|
TOTAL GENERAL OBLIGATIONS
|
7,265,979
|
||
Health Care - 0.3%
|
|||
Massachusetts Dev Fin Agy Sr Living Rev (Care Communities LLC Proj.) Series 2025 A 1, 6.5% 7/15/2060 (d)
|
9,720,000
|
10,023,094
|
|
Massachusetts Development Finance Agency (Tufts Medicine Proj.) Series 2019 A, 5% 7/1/2026
|
795,000
|
795,000
|
|
Massachusetts Development Finance Agency (University of Mass Hlth Cr Inc Proj.) 4% 7/1/2044
|
50,000
|
45,738
|
|
Massachusetts St Dev Fin Agy Rev (Mass General Brigham Inc Proj.) 5% 7/1/2034
|
215,000
|
221,262
|
|
Massachusetts St Dev Fin Agy Rev (University of Mass Hlth Cr Inc Proj.) 5% 7/1/2031
|
85,000
|
85,076
|
|
TOTAL HEALTH CARE
|
11,170,170
|
||
Special Tax - 0.4%
|
|||
Mass Bay Tran Auth Sls Tax Series 2016, 0% 7/1/2032 (h)
|
2,230,000
|
1,840,476
|
|
Mass Bay Tran Auth Sls Tax Series 2021 A 1, 5% 7/1/2034
|
1,100,000
|
1,207,400
|
|
Massachusetts St Transn Fd Rev Series 2021 B, 5% 6/1/2037
|
1,500,000
|
1,553,785
|
|
Massachusetts St Transn Fd Rev Series 2022B, 5% 6/1/2052
|
10,000,000
|
10,409,531
|
|
TOTAL SPECIAL TAX
|
15,011,192
|
||
Transportation - 0.2%
|
|||
Massachusetts St Port Auth Rev 5% 7/1/2041 (b)
|
2,040,000
|
2,147,467
|
|
Massachusetts St Port Auth Rev 5% 7/1/2046 (b)
|
390,000
|
402,269
|
|
Massachusetts St Port Auth Rev 5% 7/1/2051 (b)
|
2,645,000
|
2,685,413
|
|
Massachusetts St Port Auth Rev Series 2016A, 5% 7/1/2033
|
105,000
|
105,201
|
|
Massachusetts St Port Auth Rev Series 2016A, 5% 7/1/2034
|
55,000
|
55,102
|
|
Massachusetts St Port Auth Rev Series 2016A, 5% 7/1/2038
|
80,000
|
80,127
|
|
Massachusetts St Port Auth Rev Series 2019 A, 5% 7/1/2040 (b)
|
145,000
|
150,070
|
|
Massachusetts St Port Auth Rev Series 2021 E, 5% 7/1/2037 (b)
|
1,205,000
|
1,284,628
|
|
TOTAL TRANSPORTATION
|
6,910,277
|
||
Water & Sewer - 0.1%
|
|||
Massachusetts Clean Water Trust/The Series 25B, 5% 2/1/2038
|
1,200,000
|
1,334,118
|
|
Massachusetts Clean Water Trust/The Series 25B, 5% 2/1/2039
|
1,210,000
|
1,339,816
|
|
Massachusetts Clean Water Trust/The Series 25B, 5% 2/1/2041
|
1,000,000
|
1,096,593
|
|
Massachusetts Clean Water Trust/The Series 25B, 5% 2/1/2043
|
1,000,000
|
1,088,842
|
|
TOTAL WATER & SEWER
|
4,859,369
|
||
TOTAL MASSACHUSETTS
|
56,103,541
|
||
Michigan - 1.4%
|
|||
Education - 0.0%
|
|||
Michigan Finance Authority (Calvin University Proj.) 4% 9/1/2039
|
175,000
|
170,632
|
|
Michigan Finance Authority (Calvin University Proj.) 4% 9/1/2040
|
175,000
|
170,051
|
|
Michigan Finance Authority (Calvin University Proj.) 4% 9/1/2041
|
145,000
|
140,498
|
|
Oakland Univ Mich Rev Series 2019, 5% 3/1/2040
|
300,000
|
309,263
|
|
Oakland Univ Mich Rev Series 2019, 5% 3/1/2041
|
315,000
|
324,488
|
|
University MI Univ Revs Series 2020 A, 4% 4/1/2045
|
440,000
|
435,456
|
|
TOTAL EDUCATION
|
1,550,388
|
||
Electric Utilities - 0.5%
|
|||
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2035 (Build America Mutual Assurance Co Insured)
|
1,825,000
|
2,061,159
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2037 (Build America Mutual Assurance Co Insured)
|
1,000,000
|
1,112,739
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2038 (Build America Mutual Assurance Co Insured)
|
1,000,000
|
1,112,440
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2039 (Build America Mutual Assurance Co Insured)
|
1,900,000
|
2,105,947
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2041 (Build America Mutual Assurance Co Insured)
|
1,325,000
|
1,458,674
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2042 (Build America Mutual Assurance Co Insured)
|
1,500,000
|
1,644,623
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2043 (Build America Mutual Assurance Co Insured)
|
1,750,000
|
1,910,310
|
|
Michigan Finance Authority (Public Lighting Auth of Detroit Proj.) 5% 7/1/2044 (Build America Mutual Assurance Co Insured)
|
1,750,000
|
1,900,419
|
|
TOTAL ELECTRIC UTILITIES
|
13,306,311
|
||
General Obligations - 0.1%
|
|||
Detroit MI Gen. Oblig. Series 2021A, 5% 4/1/2046
|
160,000
|
164,156
|
|
Grand Rapids MI Gen. Oblig. Series 2025, 5% 4/1/2039
|
1,250,000
|
1,397,647
|
|
Grand Rapids MI Gen. Oblig. Series 2025, 5% 4/1/2041
|
1,000,000
|
1,104,665
|
|
Grand Rapids MI Gen. Oblig. Series 2025, 5% 4/1/2045
|
1,250,000
|
1,348,475
|
|
Portage MI Pub Schs 5% 11/1/2030
|
145,000
|
145,103
|
|
Portage MI Pub Schs 5% 11/1/2036
|
15,000
|
15,011
|
|
West Bloomfield Mich Sch Dist Series 2025 II, 5% 5/1/2037 (State of Michigan Guaranteed)
|
1,075,000
|
1,219,177
|
|
TOTAL GENERAL OBLIGATIONS
|
5,394,234
|
||
Health Care - 0.0%
|
|||
Grand Traverse Cnty MI Hosp (Munson Healthcare Proj.) 3% 7/1/2051
|
605,000
|
445,645
|
|
Michigan Fin Auth Rev (Trinity Health Proj.) Series MI 2019 A, 3% 12/1/2049
|
815,000
|
603,659
|
|
Michigan St Hosp Fin Auth Rev (Trinity Health Proj.) Series 2008C, 5% 12/1/2032
|
70,000
|
71,984
|
|
TOTAL HEALTH CARE
|
1,121,288
|
||
Housing - 0.1%
|
|||
Michigan Hsg Dev Auth Rent Hsg Rev (MI Single Family Mortgage Proj.) 3.5% 12/1/2050
|
675,000
|
675,142
|
|
Michigan Hsg Dev Auth Rent Hsg Rev (Rental Hsg Rev Bonds 11/15/1990 Proj.) Series 2021 A, 2.45% 10/1/2046
|
1,280,000
|
922,037
|
|
Michigan Hsg Dev Rental Hsg Series 2019 A 1, 3.6% 10/1/2060
|
4,335,000
|
3,553,837
|
|
TOTAL HOUSING
|
5,151,016
|
||
Tobacco Bonds - 0.0%
|
|||
Michigan Fin Auth Rev (Michigan Tobacco Settlement Fin Auth Tobacco Settlement Asset Backed Rev Proj.) 4% 6/1/2049
|
1,725,000
|
1,492,253
|
|
Transportation - 0.1%
|
|||
Wayne Cnty MI Arpt Auth Rev 4% 12/1/2034 (Assured Guaranty Inc Insured)
|
60,000
|
60,609
|
|
Wayne Cnty MI Arpt Auth Rev 4% 12/1/2035 (Assured Guaranty Inc Insured)
|
60,000
|
60,543
|
|
Wayne Cnty MI Arpt Auth Rev 5% 12/1/2029 (b)
|
30,000
|
30,736
|
|
Wayne Cnty MI Arpt Auth Rev 5% 12/1/2030 (b)
|
35,000
|
35,833
|
|
Wayne Cnty MI Arpt Auth Rev 5% 12/1/2031 (b)
|
40,000
|
40,916
|
|
Wayne Cnty MI Arpt Auth Rev 5% 12/1/2032 (b)
|
30,000
|
30,660
|
|
Wayne Cnty MI Arpt Auth Rev 5% 12/1/2037
|
20,000
|
20,436
|
|
Wayne Cnty MI Arpt Auth Rev Series 2018 B, 5% 12/1/2048 (b)
|
295,000
|
296,990
|
|
Wayne Cnty MI Arpt Auth Rev Series 2018D, 5% 12/1/2029 (b)
|
235,000
|
245,468
|
|
Wayne Cnty MI Arpt Auth Rev Series 2025 B, 5.5% 12/1/2042 (b)
|
1,000,000
|
1,128,678
|
|
Wayne Cnty MI Arpt Auth Rev Series 2025 B, 5.5% 12/1/2045 (b)
|
1,250,000
|
1,381,788
|
|
Wayne Cnty MI Arpt Auth Rev Series A, 5% 12/1/2034
|
35,000
|
36,013
|
|
Wayne Cnty MI Arpt Auth Rev Series A, 5% 12/1/2035
|
30,000
|
30,834
|
|
Wayne Cnty MI Arpt Auth Rev Series B, 5% 12/1/2032 (b)
|
25,000
|
25,578
|
|
Wayne Cnty MI Arpt Auth Rev Series B, 5% 12/1/2034 (b)
|
30,000
|
30,616
|
|
Wayne Cnty MI Arpt Auth Rev Series B, 5% 12/1/2035 (b)
|
30,000
|
30,591
|
|
Wayne Cnty MI Arpt Auth Rev Series B, 5% 12/1/2037 (b)
|
45,000
|
45,789
|
|
Wayne Cnty MI Arpt Auth Rev Series B, 5% 12/1/2042 (b)
|
50,000
|
50,614
|
|
Wayne Cnty MI Arpt Auth Rev Series JRA, 4% 12/1/2033 (Assured Guaranty Inc Insured)
|
75,000
|
75,840
|
|
Wayne Cnty MI Arpt Auth Rev Series JRA, 5% 12/1/2031
|
20,000
|
20,567
|
|
Wayne Cnty MI Arpt Auth Rev Series JRA, 5% 12/1/2032
|
20,000
|
20,549
|
|
TOTAL TRANSPORTATION
|
3,699,648
|
||
Water & Sewer - 0.6%
|
|||
Great Lakes Sewer Auth MI Series 2025 B, 5% 7/1/2035
|
8,305,000
|
9,453,178
|
|
Great Lakes Wtr Auth Mich Wtr Supply Sys Rev Series 2023B, 5.25% 7/1/2053
|
2,750,000
|
2,919,005
|
|
Michigan Fin Auth Rev (MI St Clean Wtr Revolving Fnd Proj.) Series 2024A, 5% 10/1/2036
|
3,940,000
|
4,490,967
|
|
Michigan Fin Auth Rev (MI St Clean Wtr Revolving Fnd Proj.) Series 2024A, 5% 10/1/2038
|
1,850,000
|
2,085,658
|
|
TOTAL WATER & SEWER
|
18,948,808
|
||
TOTAL MICHIGAN
|
50,663,946
|
||
Minnesota - 0.8%
|
|||
Education - 0.1%
|
|||
Minnesota Higher Ed Facs Auth Rev (St Catherine University Proj.) Series 2018A, 5% 10/1/2030
|
40,000
|
41,193
|
|
Minnesota Higher Ed Facs Auth Rev (St Catherine University Proj.) Series 2018A, 5% 10/1/2045
|
85,000
|
85,215
|
|
Minnesota St Office of Higher Ed Rev Series 2023, 5% 11/1/2027 (b)
|
1,125,000
|
1,145,655
|
|
Minnesota St Office of Higher Ed Rev Series 2023, 5% 11/1/2028 (b)
|
1,400,000
|
1,441,433
|
|
Minnesota St Office of Higher Ed Rev Series 2023, 5% 11/1/2029 (b)
|
2,000,000
|
2,075,737
|
|
TOTAL EDUCATION
|
4,789,233
|
||
General Obligations - 0.5%
|
|||
Hennepin Cnty Minn Gen. Oblig. Series 2024 A, 5% 12/1/2038
|
3,060,000
|
3,458,981
|
|
Minnesota St Gen. Oblig. Series 2023A, 5% 8/1/2040
|
4,000,000
|
4,430,804
|
|
Minnetonka Independent School District No 276 Series 2026A, 0% 2/1/2046 (Minnesota St Guaranteed) (h)
|
2,200,000
|
932,359
|
|
Minnetonka Independent School District No 276 Series 2026A, 0% 2/1/2047 (Minnesota St Guaranteed) (h)
|
3,400,000
|
1,358,162
|
|
Sauk Rapids MN ISD No 47 Series 2020A, 2.5% 2/1/2037 (Minnesota St Guaranteed)
|
2,785,000
|
2,431,982
|
|
Sauk Rapids MN ISD No 47 Series 2020A, 2.5% 2/1/2038 (Minnesota St Guaranteed)
|
1,000,000
|
857,461
|
|
St Cloud MN Indpt Sch Dist 742 Series 2025 A, 0% 2/1/2039 (Minnesota St Guaranteed) (h)
|
2,145,000
|
1,261,545
|
|
St Cloud MN Indpt Sch Dist 742 Series 2025 A, 0% 2/1/2045 (Minnesota St Guaranteed) (h)
|
2,000,000
|
814,355
|
|
TOTAL GENERAL OBLIGATIONS
|
15,545,649
|
||
Housing - 0.2%
|
|||
Minneapolis MN Multifamily Rev Series 2019, 2.46% 1/1/2038 (Fannie Mae Guaranteed)
|
1,054,435
|
885,797
|
|
Minnesota Housing Finance Agency (MN Residential Hsg 1995 Proj.) 6% 1/1/2053
|
4,840,000
|
5,123,436
|
|
Minnesota Housing Finance Agency (MN Residential Hsg 1995 Proj.) Series 2023 F, 5.75% 7/1/2053
|
255,000
|
269,665
|
|
Minnesota Housing Finance Agency (MN Residential Hsg 1995 Proj.) Series 2023 R, 6.25% 7/1/2054
|
330,000
|
355,199
|
|
Minnesota St Hsg Fin Agy Homeownership Fin (MN Sf Mbs Hmeownrshp 12/11/09 Proj.) Series 2021 D, 2.05% 12/1/2051
|
1,466,541
|
1,215,110
|
|
TOTAL HOUSING
|
7,849,207
|
||
TOTAL MINNESOTA
|
28,184,089
|
||
Mississippi - 0.1%
|
|||
Education - 0.0%
|
|||
Jackson St Univ Edl Bldg Corp MS Rev Series 2021 A, 1.4% 3/1/2034 (Build America Mutual Assurance Co Insured) (e)
|
1,410,000
|
1,216,936
|
|
General Obligations - 0.0%
|
|||
Mississippi Dev Bank Spl Obl (Lamar Cnty Miss Sch Dist Proj.) 5.25% 6/1/2043
|
1,000,000
|
1,096,088
|
|
Housing - 0.1%
|
|||
Mississippi Home Corp Single Family Mtg Rev (Sf Mortgage 7/15/2009 Proj.) Series 2020 B, 1.9% 12/1/2035
|
1,650,000
|
1,383,098
|
|
Mississippi Home Corp Single Family Mtg Rev (Sf Mortgage 7/15/2009 Proj.) Series 2021 B, 5% 6/1/2027
|
210,000
|
214,517
|
|
Mississippi Home Corp Single Family Mtg Rev Series 2020 A, 2.25% 12/1/2035
|
1,400,000
|
1,209,842
|
|
TOTAL HOUSING
|
2,807,457
|
||
TOTAL MISSISSIPPI
|
5,120,481
|
||
Missouri - 0.4%
|
|||
Health Care - 0.0%
|
|||
Cape Girardeau Cnty MO Indl Dev Auth Health Care Facs Rev (Mercy Health Proj.) Series 2021, 4% 3/1/2046
|
650,000
|
625,672
|
|
Cape Girardeau Cnty MO Indl Dev Auth Health Care Facs Rev (Mercy Health Proj.) Series A, 5% 3/1/2030
|
35,000
|
35,466
|
|
Cape Girardeau Cnty MO Indl Dev Auth Health Care Facs Rev (Mercy Health Proj.) Series A, 5% 3/1/2031
|
80,000
|
81,004
|
|
Cape Girardeau Cnty MO Indl Dev Auth Health Care Facs Rev (Mercy Health Proj.) Series A, 5% 3/1/2036
|
155,000
|
156,396
|
|
Missouri Hlth & Edl Facs Rev (Mercy Health Proj.) 3.125% 2/1/2027
|
50,000
|
50,004
|
|
Missouri Hlth & Edl Facs Rev (Mercy Health Proj.) 3.25% 2/1/2028
|
50,000
|
50,009
|
|
TOTAL HEALTH CARE
|
998,551
|
||
Housing - 0.3%
|
|||
Missouri St Hsg Dev Com Sf Mtg (MO Hsg First Place Loan Prog 5/1/15 Proj.) Series 2019B, 4% 5/1/2050
|
20,000
|
20,153
|
|
Missouri St Hsg Dev Com Sf Mtg (MO Hsg First Place Loan Prog 5/1/15 Proj.) Series 2021 A, 3% 5/1/2052
|
425,000
|
418,784
|
|
Missouri St Hsg Dev Com Sf Mtg (MO Hsg First Place Loan Prog 5/1/15 Proj.) Series 2021C, 3.25% 11/1/2052
|
250,000
|
247,622
|
|
Missouri St Hsg Dev Com Sf Mtg (MO Hsg First Place Loan Prog 5/1/15 Proj.) Series 2023 E, 6.5% 5/1/2054
|
790,000
|
881,494
|
|
Missouri St Hsg Dev Commn Single Family Mtg Rev (MO Hsg First Place Loan Prog 5/1/15 Proj.) 4.8% 11/1/2056 (c)
|
6,125,000
|
6,129,142
|
|
Missouri St Hsg Dev Commn Single Family Mtg Rev (MO Hsg First Place Loan Prog 5/1/15 Proj.) Series 2025F, 5.05% 11/1/2055
|
2,475,000
|
2,547,314
|
|
TOTAL HOUSING
|
10,244,509
|
||
Transportation - 0.1%
|
|||
Kansas City MO Indl Dev Auth Arpt Spl Oblig (Kansas City MO Arpt Rev Proj.) 4% 3/1/2045 (b)
|
2,515,000
|
2,379,627
|
|
Kansas City MO Indl Dev Auth Arpt Spl Oblig (Kansas City MO Arpt Rev Proj.) Series 2019 B, 5% 3/1/2038 (b)
|
145,000
|
149,350
|
|
TOTAL TRANSPORTATION
|
2,528,977
|
||
TOTAL MISSOURI
|
13,772,037
|
||
Montana - 0.1%
|
|||
General Obligations - 0.0%
|
|||
Missoula Cnty Mont Sch Dist No7 Lolo 3% 7/1/2046
|
335,000
|
265,337
|
|
Health Care - 0.1%
|
|||
Montana Fac Fin Auth Health Facs Rev (Bozeman Health Proj.) Series 2021 A, 3% 6/1/2050
|
2,510,000
|
1,844,202
|
|
Montana Facility Fin Auth Rev (Benefis Health System Proj.) Series 2025 B, 5% tender 2/15/2065 (e)
|
680,000
|
723,380
|
|
TOTAL HEALTH CARE
|
2,567,582
|
||
Housing - 0.0%
|
|||
Montana St Brd Hsg Single Family Mtg (MT Single Family Proj.) 6% 6/1/2053
|
1,490,000
|
1,581,749
|
|
Montana St Brd Hsg Single Family Mtg (MT Single Family Proj.) Series 2019B, 4% 6/1/2050
|
20,000
|
20,142
|
|
TOTAL HOUSING
|
1,601,891
|
||
TOTAL MONTANA
|
4,434,810
|
||
Nebraska - 0.5%
|
|||
Education - 0.0%
|
|||
Douglas Cnty Neb Edl Facs Rev (Creighton University Proj.) Series 2017, 4% 7/1/2034
|
50,000
|
50,151
|
|
Douglas Cnty Neb Edl Facs Rev (Creighton University Proj.) Series 2017, 5% 7/1/2036
|
35,000
|
35,522
|
|
Douglas Cnty Neb Edl Facs Rev (Creighton University Proj.) Series 2021 A, 3% 7/1/2051
|
440,000
|
324,520
|
|
TOTAL EDUCATION
|
410,193
|
||
Escrowed/Pre-Refunded - 0.0%
|
|||
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2026 (Escrowed to Maturity) (b)
|
35,000
|
35,282
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2035 (Pre-refunded to 12/15/2026 at 100) (b)
|
45,000
|
45,363
|
|
TOTAL ESCROWED/PRE-REFUNDED
|
80,645
|
||
General Obligations - 0.5%
|
|||
Central Plains Energy Proj NE Gas Proj Rev Series 2023 A 1, 5% tender 5/1/2054 (Bank of Montreal Guaranteed) (e)
|
5,025,000
|
5,269,668
|
|
Central Plains Energy Proj NE Gas Proj Rev Series 2025A SUB A 1, 5% tender 8/1/2055 (Royal Bank of Canada Guaranteed) (e)
|
10,215,000
|
10,919,591
|
|
TOTAL GENERAL OBLIGATIONS
|
16,189,259
|
||
Housing - 0.0%
|
|||
Nebraska Invt Fin Auth Sfh Rev (NE Single Family Hsg Proj.) Series 2019 B, 4% 9/1/2049 (b)
|
35,000
|
35,084
|
|
Nebraska Invt Fin Auth Sfh Rev (NE Single Family Hsg Proj.) Series 2019 E, 3.75% 9/1/2049 (b)
|
30,000
|
29,975
|
|
Nebraska Invt Fin Auth Sfh Rev (NE Single Family Hsg Proj.) Series 2020 A, 3.5% 9/1/2050
|
775,000
|
775,787
|
|
TOTAL HOUSING
|
840,846
|
||
Transportation - 0.0%
|
|||
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2026 (b)
|
40,000
|
40,355
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2027 (b)
|
30,000
|
30,268
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2030 (b)
|
40,000
|
40,350
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2031 (b)
|
20,000
|
20,169
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2033 (b)
|
20,000
|
20,157
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2035 (b)
|
55,000
|
55,392
|
|
Omaha NE Arpt Auth Arpt Rev Series A, 5% 12/15/2036 (b)
|
15,000
|
15,101
|
|
TOTAL TRANSPORTATION
|
221,792
|
||
TOTAL NEBRASKA
|
17,742,735
|
||
Nevada - 0.3%
|
|||
General Obligations - 0.3%
|
|||
Clark Cnty NV School Dist Series 2024 B, 3% 6/15/2041
|
4,790,000
|
4,220,164
|
|
Clark Cnty NV School Dist Series 2024 B, 3% 6/15/2043
|
4,280,000
|
3,672,693
|
|
Nevada St Gen. Oblig. Series 2024A, 3% 5/1/2043
|
2,850,000
|
2,526,163
|
|
TOTAL GENERAL OBLIGATIONS
|
10,419,020
|
||
Housing - 0.0%
|
|||
Nevada Hsg Div Single Family Mtg Rev (NV Single Fam Mort Rev 9/1/2008 Proj.) 3% 10/1/2051
|
1,460,000
|
1,438,434
|
|
Nevada Hsg Div Single Family Mtg Rev (NV Single Fam Mort Rev 9/1/2008 Proj.) Series 2019B, 4% 10/1/2049
|
25,000
|
25,165
|
|
TOTAL HOUSING
|
1,463,599
|
||
Transportation - 0.0%
|
|||
Clark Cnty NV Arpt Rev Series 2019 A, 5% 7/1/2026
|
570,000
|
569,999
|
|
TOTAL NEVADA
|
12,452,618
|
||
New Hampshire - 0.2%
|
|||
Health Care - 0.0%
|
|||
National Fin Auth NH Hosp Rev (St Lukes Hospital & Health Ntw Proj.) Series 2021 B, 3% 8/15/2051 (Assured Guaranty Inc Insured)
|
780,000
|
578,322
|
|
National Fin Auth NH Hosp Rev (St Lukes Hospital & Health Ntw Proj.) Series 2021 B, 5% 8/15/2026
|
190,000
|
190,417
|
|
New Hampshire Health and Education Facilities Authority Act (Dartmouth-Hitchcock Oblgtd Grp Proj.) Series 2018 A 1, 5% 8/1/2028
|
60,000
|
62,099
|
|
New Hampshire Health and Education Facilities Authority Act (Dartmouth-Hitchcock Oblgtd Grp Proj.) Series 2018 A 1, 5% 8/1/2029
|
55,000
|
56,788
|
|
New Hampshire Health and Education Facilities Authority Act (Dartmouth-Hitchcock Oblgtd Grp Proj.) Series 2018 A 1, 5% 8/1/2030
|
50,000
|
51,581
|
|
New Hampshire Health and Education Facilities Authority Act (Mass General Brigham Inc Proj.) 5% 7/1/2033
|
175,000
|
180,266
|
|
New Hampshire Health and Education Facilities Authority Act (Mass General Brigham Inc Proj.) 5% 7/1/2034
|
270,000
|
277,864
|
|
TOTAL HEALTH CARE
|
1,397,337
|
||
Housing - 0.2%
|
|||
National Fin Auth NH Hosp Rev (Lihtc 2020-1 Us Proj.) Series 1 Class A, 4.125% 1/20/2034
|
389,214
|
395,563
|
|
National Fin Auth NH Hosp Rev (Lihtc 2023-2 Us Proj.) Series 2 Class A, 3.875% 1/20/2038
|
3,455,201
|
3,351,058
|
|
New Hampshire Business Finance Authority (Lihtc 2022-2 Us Proj.) Series 2 Class A, 4% 10/20/2036
|
2,304,307
|
2,291,427
|
|
New Hampshire St Hsg Fin Auth Multi-Family Hsg (NH Mhsg Rev 2017 Proj.) Series 2023 4, 3.7% 1/1/2027
|
1,335,000
|
1,335,638
|
|
TOTAL HOUSING
|
7,373,686
|
||
TOTAL NEW HAMPSHIRE
|
8,771,023
|
||
New Jersey - 4.6%
|
|||
Education - 0.7%
|
|||
Atlantic Cnty NJ Impt Auth Lse (Stockton University Proj.) Series 2016 A, 5% 7/1/2028 (Assured Guaranty Inc Insured)
|
55,000
|
55,027
|
|
Atlantic Cnty NJ Impt Auth Lse (Stockton University Proj.) Series 2016 A, 5% 7/1/2032 (Assured Guaranty Inc Insured)
|
65,000
|
65,005
|
|
Atlantic Cnty NJ Impt Auth Lse (Stockton University Proj.) Series 2016 A, 5% 7/1/2033 (Assured Guaranty Inc Insured)
|
65,000
|
64,999
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2010-1 Proj.) 5% 12/1/2026 (b)
|
1,970,000
|
1,986,021
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2018 Proj.) Series 2018 B, 5% 12/1/2026 (b)
|
305,000
|
307,480
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2018 Proj.) Series 2018 B, 5% 12/1/2027 (b)
|
750,000
|
770,267
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2018 Proj.) Series 2018 B, 5% 12/1/2028 (b)
|
1,000,000
|
1,036,179
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2019 Proj.) 5% 12/1/2026 (b)
|
2,100,000
|
2,117,690
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2019 Proj.) Series 2020 A, 5% 12/1/2027 (b)
|
165,000
|
169,598
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2019 Proj.) Series 2020B, 5% 12/1/2028 (b)
|
295,000
|
308,153
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2019 Proj.) Series 2022A, 5% 12/1/2026 (b)
|
205,000
|
206,727
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2021 Proj.) Series 2023A, 5% 12/1/2031 (b)
|
2,375,000
|
2,561,513
|
|
Higher Ed Student Assistance Auth NJ Student Ln Rev (NJ Stud Loan 2021 Proj.) Series 2023B, 5% 12/1/2031 (b)
|
7,590,000
|
8,189,954
|
|
New Jersey Educational Facilities Authority (Stockton University Proj.) Series 2016A, 5% 7/1/2031
|
105,000
|
105,095
|
|
New Jersey Educational Facilities Authority (Stockton University Proj.) Series 2016A, 5% 7/1/2032
|
120,000
|
120,103
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2033 (Build America Mutual Assurance Co Insured)
|
600,000
|
681,233
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2034 (Build America Mutual Assurance Co Insured)
|
500,000
|
574,189
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2035 (Build America Mutual Assurance Co Insured)
|
450,000
|
521,197
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2036 (Build America Mutual Assurance Co Insured)
|
965,000
|
1,113,819
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2037 (Build America Mutual Assurance Co Insured)
|
1,375,000
|
1,581,710
|
|
New Jersey Institute of Technology/NJ Series 2025A, 5% 7/1/2038 (Build America Mutual Assurance Co Insured)
|
1,400,000
|
1,602,930
|
|
TOTAL EDUCATION
|
24,138,889
|
||
Electric Utilities - 0.2%
|
|||
New Jersey Eda Wtr Facs Rev (New Jersey American Wtr Co Inc Proj.) 3.75% tender 11/1/2034 (b)(e)
|
6,160,000
|
6,223,617
|
|
General Obligations - 2.4%
|
|||
New Jersey Econom Dev Auth Rev (New Jersey St Proj.) Series 2019 LLL, 5% 6/15/2044
|
335,000
|
348,890
|
|
New Jersey Economic Dev Auth Rev (New Jersey St Proj.) 4% 11/1/2044
|
1,015,000
|
995,082
|
|
New Jersey Economic Dev Auth Rev (New Jersey St Proj.) 4% 6/15/2046
|
850,000
|
817,963
|
|
New Jersey Economic Dev Auth Rev (New Jersey St Proj.) 4% 6/15/2050
|
4,215,000
|
3,941,001
|
|
New Jersey Economic Dev Auth Rev (New Jersey St Proj.) 5% 11/1/2031
|
665,000
|
710,584
|
|
New Jersey Economic Dev Auth Rev (New Jersey St Proj.) 5% 11/1/2036
|
745,000
|
785,928
|
|
New Jersey St Gen. Oblig. 2% 6/1/2036
|
525,000
|
434,146
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2027 (h)
|
690,000
|
661,933
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2028 (h)
|
9,800,000
|
9,119,563
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2030 (National Public Finance Guarantee Corporation Insured) (h)
|
2,420,000
|
2,108,555
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2033 (Assured Guaranty Inc Insured) (h)
|
1,650,000
|
1,296,046
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2036 (h)
|
5,000,000
|
3,418,074
|
|
New Jersey Trans Trust Fund Auth 0% 12/15/2036 (Ambac Assurance Corp Insured) (h)
|
3,000,000
|
2,050,844
|
|
New Jersey Trans Trust Fund Auth 4% 6/15/2034
|
170,000
|
174,724
|
|
New Jersey Trans Trust Fund Auth 4% 6/15/2036
|
280,000
|
284,484
|
|
New Jersey Trans Trust Fund Auth 4% 6/15/2045
|
2,510,000
|
2,432,810
|
|
New Jersey Trans Trust Fund Auth 4% 6/15/2050
|
3,210,000
|
3,010,342
|
|
New Jersey Trans Trust Fund Auth 5% 6/15/2032
|
360,000
|
394,904
|
|
New Jersey Trans Trust Fund Auth 5% 6/15/2033
|
1,280,000
|
1,399,453
|
|
New Jersey Trans Trust Fund Auth 5% 6/15/2038
|
315,000
|
335,586
|
|
New Jersey Trans Trust Fund Auth 5% 6/15/2042
|
5,500,000
|
6,003,377
|
|
New Jersey Trans Trust Fund Auth 5% 6/15/2045
|
1,670,000
|
1,787,848
|
|
New Jersey Trans Trust Fund Auth 5.25% 6/15/2050
|
25,000,000
|
26,494,886
|
|
New Jersey Trans Trust Fund Auth 5.25% 6/15/2050
|
3,365,000
|
3,571,521
|
|
New Jersey Trans Trust Fund Auth 5.25% 6/15/2055
|
7,095,000
|
7,494,011
|
|
New Jersey Trans Trust Fund Auth Series 2018 A, 5% 12/15/2034
|
115,000
|
120,228
|
|
New Jersey Trans Trust Fund Auth Series 2019 BB, 5% 6/15/2033
|
1,265,000
|
1,325,637
|
|
New Jersey Trans Trust Fund Auth Series 2022 A, 4% 6/15/2040
|
220,000
|
219,415
|
|
New Jersey Trans Trust Fund Auth Series 2022 A, 4% 6/15/2041
|
945,000
|
934,383
|
|
New Jersey Trans Trust Fund Auth Series 2022 BB, 4% 6/15/2046
|
1,750,000
|
1,686,318
|
|
New Jersey Trans Trust Fund Auth Series 2022 BB, 4% 6/15/2050
|
1,205,000
|
1,130,050
|
|
New Jersey Trans Trust Fund Auth Series 2022AA, 5% 6/15/2029
|
295,000
|
314,285
|
|
New Jersey Trans Trust Fund Auth Series 2022AA, 5% 6/15/2030
|
1,625,000
|
1,761,222
|
|
New Jersey Trans Trust Fund Auth Series 2022AA, 5% 6/15/2033
|
380,000
|
422,015
|
|
TOTAL GENERAL OBLIGATIONS
|
87,986,108
|
||
Health Care - 0.0%
|
|||
New Jersey Econom Dev Auth Rev (Black Horse EHT Urban Renewal LLC Proj.) Series 2019 A, 5% (d)
|
100,000
|
77,739
|
|
New Jersey Economic Dev Auth Rev (White Horse HMT Urban Renewal LLC Proj.) 5% (d)
|
97,395
|
68,851
|
|
New Jersey Health Care (Atlanticare Regional Med Ctr Proj.) 3% 7/1/2039
|
590,000
|
536,225
|
|
New Jersey Health Care (St Joseph Hosp & Med Ctr, NJ Proj.) Series 2016, 4% 7/1/2048
|
1,610,000
|
1,450,558
|
|
New Jersey Health Care (Univ of Penn Health Systems Proj.) 5% 7/1/2028
|
20,000
|
20,067
|
|
New Jersey Health Care (Univ of Penn Health Systems Proj.) 5% 7/1/2030
|
50,000
|
50,166
|
|
New Jersey Health Care (Univ of Penn Health Systems Proj.) Series 2016A, 5% 7/1/2027
|
40,000
|
40,073
|
|
TOTAL HEALTH CARE
|
2,243,679
|
||
Housing - 0.2%
|
|||
NJ Hsg & Mtg Fin Agy Multi Fam Rev (NJ Multi-Family 12/16/04 Proj.) Series 2023 C, 5% 11/1/2027 (b)
|
1,795,000
|
1,831,178
|
|
NJ Hsg & Mtg Fin Agy Multi Fam Rev (NJ Multi-Family 12/16/04 Proj.) Series 2023 C, 5% 5/1/2027 (b)
|
1,765,000
|
1,787,783
|
|
NJ Hsg & Mtg Fin Agy Multi Fam Rev (NJ Multi-Family 12/16/04 Proj.) Series 2023 C, 5% 5/1/2028 (b)
|
1,835,000
|
1,881,963
|
|
TOTAL HOUSING
|
5,500,924
|
||
Tobacco Bonds - 0.2%
|
|||
Tobacco Settlement Fin Corp NJ Series 2018 A, 5.25% 6/1/2046
|
3,225,000
|
3,235,563
|
|
Tobacco Settlement Fin Corp NJ Series 2018B, 5% 6/1/2046
|
5,255,000
|
5,175,121
|
|
TOTAL TOBACCO BONDS
|
8,410,684
|
||
Transportation - 0.9%
|
|||
New Jersey Trans Trust Fund Auth (New Jersey St Grant Anticipati Proj.) Series 2016 A 1, 5% 6/15/2027
|
135,000
|
135,776
|
|
New Jersey Trans Trust Fund Auth (New Jersey St Grant Anticipati Proj.) Series 2016 A 1, 5% 6/15/2029
|
115,000
|
115,171
|
|
New Jersey Turnpike Authority 5% 1/1/2028
|
145,000
|
147,914
|
|
New Jersey Turnpike Authority 5% 1/1/2030
|
8,725,000
|
9,403,618
|
|
New Jersey Turnpike Authority 5% 1/1/2031 (c)
|
2,050,000
|
2,207,523
|
|
New Jersey Turnpike Authority Series 2024 C, 5% 1/1/2042
|
1,915,000
|
2,102,878
|
|
New Jersey Turnpike Authority Series 2024 C, 5% 1/1/2043
|
2,015,000
|
2,210,206
|
|
New Jersey Turnpike Authority Series 2024 C, 5% 1/1/2044
|
2,685,000
|
2,932,960
|
|
New Jersey Turnpike Authority Series 2024 C, 5% 1/1/2045
|
2,395,000
|
2,594,925
|
|
New Jersey Turnpike Authority Series 2025 C, 5% 1/1/2034
|
1,075,000
|
1,225,237
|
|
New Jersey Turnpike Authority Series 2025A, 5.25% 1/1/2050
|
8,870,000
|
9,610,096
|
|
South Jersey Trans Auth NJ Trans Sys Rev Series 2022 A, 5% 11/1/2039
|
750,000
|
810,895
|
|
TOTAL TRANSPORTATION
|
33,497,199
|
||
TOTAL NEW JERSEY
|
168,001,100
|
||
New Jersey,New York - 0.6%
|
|||
Transportation - 0.6%
|
|||
Port Auth NY & NJ 5% 1/15/2042
|
1,295,000
|
1,455,457
|
|
Port Auth NY & NJ 5% 1/15/2043
|
2,750,000
|
3,074,001
|
|
Port Auth NY & NJ 5% 1/15/2047 (b)
|
10,480,000
|
10,868,559
|
|
Port Auth NY & NJ 5% 10/15/2032 (b)
|
3,135,000
|
3,468,056
|
|
Port Auth NY & NJ Series 227, 2% 10/1/2034 (b)
|
2,390,000
|
2,051,890
|
|
TOTAL NEW JERSEY,NEW YORK
|
20,917,963
|
||
New Mexico - 0.6%
|
|||
Education - 0.0%
|
|||
New Mexico Edl Assistnce Fndtn Series 2021 1A, 5% 9/1/2026 (b)
|
945,000
|
947,218
|
|
New Mexico Edl Assistnce Fndtn Series 2021 1A, 5% 9/1/2027 (b)
|
445,000
|
453,354
|
|
TOTAL EDUCATION
|
1,400,572
|
||
General Obligations - 0.2%
|
|||
New Mexico Mun Energy Acquisition Auth Gas Supply Rev 5% tender 6/1/2054 (Royal Bank of Canada Guaranteed) (e)
|
8,235,000
|
8,757,024
|
|
Health Care - 0.0%
|
|||
Santa Fe New Mexico Retirement Fac Rev (El Castillo Retirement Res Proj.) Series 2019A, 5% 5/15/2034
|
15,000
|
15,289
|
|
Santa Fe New Mexico Retirement Fac Rev (El Castillo Retirement Res Proj.) Series 2019A, 5% 5/15/2049
|
30,000
|
28,634
|
|
TOTAL HEALTH CARE
|
43,923
|
||
Housing - 0.4%
|
|||
New Mexico Mtg Fin Auth (NM Sf Mortgage 2005 General Indenture Sf Mbs Open Proj.) Series 2023 D, 6.5% 9/1/2054
|
6,120,000
|
6,704,154
|
|
New Mexico Mtg Fin Auth (NM SF Mortgage Proj.) Series 2019 D, 3.75% 1/1/2050
|
45,000
|
45,039
|
|
New Mexico Mtg Fin Auth (NM SF Mortgage Proj.) Series 2023 C, 5.75% 3/1/2054
|
855,000
|
915,913
|
|
New Mexico Mtg Fin Auth Series 2026A, 4.6% 9/1/2046
|
750,000
|
753,776
|
|
New Mexico Mtg Fin Auth Series 2026A, 4.75% 9/1/2051
|
1,345,000
|
1,349,145
|
|
New Mexico Mtg Fin Auth Series 2026A, 4.8% 9/1/2056
|
1,040,000
|
1,040,699
|
|
TOTAL HOUSING
|
10,808,726
|
||
TOTAL NEW MEXICO
|
21,010,245
|
||
New York - 8.8%
|
|||
Education - 0.2%
|
|||
New York St Dorm Auth Revs Non St Supportd Debt (Fordham University Proj.) Series 2017, 4% 7/1/2033
|
65,000
|
65,378
|
|
New York St Dorm Auth Revs Non St Supportd Debt (Fordham University Proj.) Series 2017, 4% 7/1/2034
|
65,000
|
65,317
|
|
New York St Dorm Auth Revs Non St Supported Debt (Teachers College, Columbia Uni Versity Proj.) 4% 7/1/2038
|
140,000
|
140,955
|
|
New York St Dorm Auth Revs Non St Supported Debt (Teachers College, Columbia Uni Versity Proj.) 4% 7/1/2040
|
235,000
|
234,608
|
|
New York St Dorm Auth Revs Non St Supported Debt (Teachers College, Columbia Uni Versity Proj.) 5% 7/1/2039
|
145,000
|
154,155
|
|
New York St Dorm Auth Revs Non St Supported Debt (Teachers College, Columbia Uni Versity Proj.) 5% 7/1/2041
|
260,000
|
273,827
|
|
New York St Dorm Auth Revs Non St Supported Debt (Wagner College, NY Proj.) 5% 7/1/2057
|
3,730,000
|
2,937,134
|
|
New York St Dorm Auth Revs Non St Supported Debt (Yeshiva University Proj.) 5% 7/15/2037
|
120,000
|
125,736
|
|
New York St Dorm Auth Revs Non St Supported Debt (Yeshiva University Proj.) 5% 7/15/2042
|
1,455,000
|
1,493,308
|
|
New York St Dorm Auth Revs Non St Supported Debt (Yeshiva University Proj.) 5% 7/15/2050
|
880,000
|
881,594
|
|
TOTAL EDUCATION
|
6,372,012
|
||
Electric Utilities - 0.0%
|
|||
Long Island Pwr Auth NY Elec 1.5% tender 9/1/2051 (e)
|
630,000
|
627,880
|
|
General Obligations - 1.1%
|
|||
City of New York NY Gen. Oblig. 5% 8/1/2042
|
3,550,000
|
3,876,011
|
|
City of New York NY Gen. Oblig. 5.25% 2/1/2048
|
1,240,000
|
1,340,614
|
|
City of New York NY Gen. Oblig. 5.25% 2/1/2049
|
6,500,000
|
7,003,807
|
|
City of New York NY Gen. Oblig. 5.25% 2/1/2050
|
4,250,000
|
4,553,472
|
|
City of New York NY Gen. Oblig. Series A, 5% 8/1/2026
|
295,000
|
295,549
|
|
City of New York NY Gen. Oblig. Series E, 5% 8/1/2028
|
220,000
|
220,457
|
|
City of New York NY Gen. Oblig. Series FISCAL 2025 SUB C1, 5.25% 9/1/2045
|
3,970,000
|
4,327,535
|
|
City of New York NY Gen. Oblig. Series FISCAL 2025G SUB G 1, 5% 2/1/2036
|
1,415,000
|
1,606,566
|
|
City of New York NY Gen. Oblig. Series FISCAL 2025G SUB G 1, 5.25% 2/1/2048
|
3,770,000
|
4,051,012
|
|
City of New York NY Series FISCAL 2025 E, 5% 8/1/2041
|
5,435,000
|
5,965,797
|
|
New York Energy Finance Development Corp Series 2025, 5% tender 7/1/2056 (Athene Annuity and Life Co Guaranteed) (e)
|
6,795,000
|
7,020,642
|
|
New York NY City Edl Constr Fd (City of New York NY Proj.) Series 2021 B, 5% 4/1/2046
|
760,000
|
784,951
|
|
TOTAL GENERAL OBLIGATIONS
|
41,046,413
|
||
Health Care - 0.0%
|
|||
Suffolk Cnty NY Economic Dev Corp Rev (St Johnland Assisted Living Proj.) Series 2021, 5.375% 11/1/2054 (d)
|
260,000
|
215,452
|
|
Housing - 0.5%
|
|||
New York St Hsg Fin Agy (New York Mhsg 8/22/2007 Proj.) 1.1% tender 11/1/2061 (e)
|
685,000
|
670,999
|
|
New York St Hsg Fin Agy (New York Mhsg 8/22/2007 Proj.) Series 2023 C2, 3.8% tender 11/1/2062 (e)
|
6,565,000
|
6,567,649
|
|
New York St Hsg Fin Agy (New York Mhsg 8/22/2007 Proj.) Series 2023 E 2, 3.8% tender 11/1/2063 (e)
|
1,335,000
|
1,335,741
|
|
NY City Hsg Dev Corp Multifamily Hsg Rev (New York Mhsg 7/27/1993 Proj.) 3.4% tender 11/1/2062 (e)
|
4,100,000
|
4,102,024
|
|
NY City Hsg Dev Corp Multifamily Hsg Rev (New York Mhsg 7/27/1993 Proj.) 3.7% tender 5/1/2063 (e)
|
2,045,000
|
2,046,028
|
|
NY City Hsg Dev Corp Multifamily Hsg Rev (New York Mhsg 7/27/1993 Proj.) 3.73% tender 5/1/2063 (e)
|
2,280,000
|
2,280,937
|
|
NY City Hsg Dev Corp Multifamily Hsg Rev (New York Mhsg 7/27/1993 Proj.) Series 2019 J, 3.05% 11/1/2049
|
650,000
|
494,414
|
|
NY City Hsg Dev Corp Multifamily Hsg Rev (New York Mhsg 7/27/1993 Proj.) Series 2023 D, 4.3% tender 11/1/2063 (e)
|
1,635,000
|
1,656,013
|
|
State of New York Mortgage Agency (NY Homeowner Mortgage Proj.) Series 221, 3.5% 10/1/2032 (b)
|
25,000
|
24,938
|
|
State of New York Mortgage Agency (NY Homeowner Mortgage Proj.) Series 226, 1.8% 4/1/2028 (b)
|
1,000,000
|
963,766
|
|
TOTAL HOUSING
|
20,142,509
|
||
Industrial Development - 0.0%
|
|||
MTA Hudson Rail Yards Trust Series 2016 A, 5% 11/15/2056
|
1,300,000
|
1,300,135
|
|
Other - 0.1%
|
|||
New York City Trust Cultural Resources Rev (American Museum of Natural History/The Proj.) Series 2024 A, 5% 7/15/2038
|
1,400,000
|
1,598,656
|
|
New York City Trust Cultural Resources Rev (Whitney Museum of American Art Proj.) 5% 7/1/2031
|
1,000,000
|
1,103,708
|
|
TOTAL OTHER
|
2,702,364
|
||
Special Tax - 4.3%
|
|||
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) 5% 11/1/2038
|
5,065,000
|
5,661,850
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series 2025 I I 1, 5% 5/1/2043
|
1,190,000
|
1,306,911
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series 2025 I I 1, 5% 5/1/2044
|
10,195,000
|
11,136,845
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series 2025 I I 1, 5% 5/1/2045
|
2,710,000
|
2,933,772
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series 2025 J J 1, 5% 11/1/2033
|
9,280,000
|
10,488,884
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2024D SUB D 1, 5% 11/1/2030
|
7,000,000
|
7,633,308
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2024D SUB D 1, 5% 11/1/2032
|
5,005,000
|
5,603,366
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5% 2/1/2045
|
2,455,000
|
2,672,144
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5% 2/1/2046
|
2,280,000
|
2,455,775
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5% 2/1/2050
|
3,475,000
|
3,663,312
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5.25% 2/1/2052
|
2,455,000
|
2,628,895
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5.5% 2/1/2048
|
14,140,000
|
15,649,589
|
|
New York City Transitional Finance Authority (New York NY City Transitional Fin Auth Rev Proj.) Series FISCAL 2026 SUB F 1, 5.5% 2/1/2050
|
2,565,000
|
2,816,519
|
|
New York St Dorm Auth Sales Tax Rev St Supported (New York State Sales Tax Rev Proj.) Series 2024 B, 5% 3/15/2036
|
2,360,000
|
2,728,944
|
|
New York St Dorm Auth Sales Tax Rev St Supported (New York State Sales Tax Rev Proj.) Series 2024 B, 5% 3/15/2038
|
2,505,000
|
2,849,986
|
|
New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 3% 3/15/2050
|
675,000
|
509,501
|
|
New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) Series 2018A, 5.25% 3/15/2038
|
585,000
|
611,877
|
|
New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) Series 2019 D, 3% 2/15/2049
|
4,140,000
|
3,156,606
|
|
New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) Series 2021 A, 4% 3/15/2039
|
9,000,000
|
9,029,760
|
|
New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) Series 2022 A, 5% 3/15/2041
|
295,000
|
317,403
|
|
New York State Dormitory Authority (New York State Pit Proj.) Series 2025C, 5% 3/15/2039
|
4,000,000
|
4,530,070
|
|
New York State Dormitory Authority (New York State Pit Proj.) Series 2025C, 5% 3/15/2040
|
2,125,000
|
2,392,600
|
|
New York State Dormitory Authority (New York State Pit Proj.) Series 2025C, 5% 3/15/2041
|
2,000,000
|
2,237,562
|
|
New York State Dormitory Authority (New York State Pit Proj.) Series 2025C, 5% 3/15/2042
|
3,125,000
|
3,479,076
|
|
New York State Dormitory Authority (New York State Pit Proj.) Series 2026 A, 5% 3/15/2047
|
10,160,000
|
10,875,202
|
|
New York State Dormitory Authority 5% 3/15/2032
|
6,845,000
|
7,661,502
|
|
New York State Urban Development Corp (New York State Pit Proj.) Series 2020 A, 3% 3/15/2050
|
7,910,000
|
5,928,646
|
|
New York State Urban Development Corp (New York State Pit Proj.) Series 2020 E, 3% 3/15/2048
|
8,915,000
|
6,813,233
|
|
New York State Urban Development Corp (New York State Pit Proj.) Series 2020 E, 3% 3/15/2050
|
955,000
|
715,785
|
|
New York State Urban Development Corp (New York State Pit Proj.) Series 2022A, 5% 3/15/2040
|
12,000,000
|
13,040,939
|
|
New York Urban Dev Corp Sales Tax Rev (New York State Sales Tax Rev Proj.) Series 2019 A, 3% 3/15/2049
|
1,000,000
|
757,883
|
|
New York Urban Dev Corp Sales Tax Rev (New York State Sales Tax Rev Proj.) Series 2019 A, 5% 3/15/2037
|
1,315,000
|
1,390,742
|
|
TOTAL SPECIAL TAX
|
153,678,487
|
||
Transportation - 2.2%
|
|||
Metropolitan Transn Auth NY Rv 4% 11/15/2046
|
3,440,000
|
3,240,437
|
|
Metropolitan Transn Auth NY Rv Series 2017 C 2, 0% 11/15/2029 (h)
|
7,995,000
|
7,214,754
|
|
Metropolitan Transn Auth NY Rv Series 2017 D, 5% 11/15/2030
|
2,120,000
|
2,204,240
|
|
Metropolitan Transn Auth NY Rv Series 2024A, 5% 11/15/2033
|
22,875,000
|
25,940,104
|
|
Metropolitan Transn Auth NY Rv Series 2024A, 5.25% 11/15/2049
|
2,915,000
|
3,063,481
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2037
|
925,000
|
1,072,854
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2038
|
2,900,000
|
3,341,671
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2039
|
1,750,000
|
2,005,425
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2044
|
1,600,000
|
1,777,553
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2045
|
1,500,000
|
1,645,611
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2046
|
2,500,000
|
2,706,860
|
|
New York St Twy Auth Gen Rev Series 2026A, 5% 1/1/2047
|
3,605,000
|
3,853,626
|
|
New York St Twy Auth Gen Rev Series 2026A, 5.25% 1/1/2056
|
3,250,000
|
3,460,718
|
|
New York Transportation Development Corp (Delta Air Lines Inc Proj.) Series 2018, 5% 1/1/2032 (b)
|
2,200,000
|
2,252,403
|
|
New York Transportation Development Corp (Delta Air Lines Inc Proj.) Series 2020, 5% 10/1/2040 (b)
|
1,705,000
|
1,755,337
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2032 (b)
|
415,000
|
449,606
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2033 (b)
|
640,000
|
690,721
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2034 (b)
|
700,000
|
752,364
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2035 (b)
|
350,000
|
374,534
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2036 (b)
|
240,000
|
255,548
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2037 (b)
|
635,000
|
672,934
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2038 (b)
|
1,550,000
|
1,636,115
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2039 (b)
|
1,185,000
|
1,246,134
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2040 (b)
|
1,000,000
|
1,047,519
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2041 (b)
|
910,000
|
949,390
|
|
New York Transportation Development Corp (Jfk International Air Terminal Proj.) Series 2022, 5% 12/1/2042 (b)
|
455,000
|
473,008
|
|
New York Transportation Development Corp (Jfk Intl Terminal 6 Proj.) 5.5% 12/31/2054 (b)
|
1,630,000
|
1,680,882
|
|
New York Transportation Development Corp (Laguardia Gateway Prtnrs Terminal B Proj.) Series 2016 A, 5% 7/1/2041 (b)
|
215,000
|
215,086
|
|
TOTAL TRANSPORTATION
|
75,978,915
|
||
Water & Sewer - 0.4%
|
|||
New York NY Cty Muni Wtr Fin Auth Series FISCAL 2022 EE, 5% 6/15/2045
|
3,785,000
|
4,035,296
|
|
New York NY Cty Muni Wtr Fin Auth Series FISCAL 2024 SUB BB2, 5.25% 6/15/2047
|
10,515,000
|
11,314,811
|
|
TOTAL WATER & SEWER
|
15,350,107
|
||
TOTAL NEW YORK
|
317,414,274
|
||
Non-state Specific - 0.3%
|
|||
Housing - 0.3%
|
|||
Federal Home Ln Mtg Corp Multifamily Var Rate Ctfs Series ML 34, 4.773% 12/25/2042 (e)
|
10,391,469
|
10,903,109
|
|
North Carolina - 1.0%
|
|||
Health Care - 0.0%
|
|||
North Carolina Med Care Commn Health Care Facs Rev (Unc Rex Healthcare Proj.) Series 2020 A, 3% 7/1/2045
|
565,000
|
468,447
|
|
North Carolina Med Care Retirement Fac Rev (Penick Village Proj.) 5.5% 9/1/2044
|
1,380,000
|
1,464,850
|
|
Unc Health Nash Series 2025, 5.75% 2/1/2050
|
1,350,000
|
1,461,255
|
|
TOTAL HEALTH CARE
|
3,394,552
|
||
Housing - 0.3%
|
|||
NC Hsg Fin Agy Homeownership Rev (NC Homeownership Proj.) Series 45, 3% 7/1/2051
|
4,080,000
|
4,044,793
|
|
NC Hsg Fin Agy Homeownership Rev (NC Homeownership Proj.) Series 52 A, 6.25% 1/1/2055
|
750,000
|
805,022
|
|
North Carolina Housing Finance Agency (NC Homeownership Proj.) Series 61, 6.5% 7/1/2057 (c)
|
3,665,000
|
4,235,048
|
|
TOTAL HOUSING
|
9,084,863
|
||
Transportation - 0.7%
|
|||
Charlotte NC Arpt Rev Series 2025B, 5.25% 7/1/2042 (b)
|
1,855,000
|
2,044,004
|
|
Charlotte NC Arpt Rev Series 2025B, 5.25% 7/1/2043 (b)
|
1,955,000
|
2,147,958
|
|
Charlotte NC Arpt Rev Series 2025B, 5.25% 7/1/2044 (b)
|
1,255,000
|
1,367,839
|
|
Charlotte NC Arpt Rev Series A, 5% 7/1/2030
|
80,000
|
81,884
|
|
Charlotte NC Arpt Rev Series A, 5% 7/1/2033
|
75,000
|
76,621
|
|
Charlotte NC Arpt Rev Series A, 5% 7/1/2037
|
180,000
|
183,351
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2026 (b)
|
5,000
|
5,000
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2027 (b)
|
10,000
|
10,221
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2028 (b)
|
10,000
|
10,217
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2029 (b)
|
10,000
|
10,199
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2030 (b)
|
15,000
|
15,292
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2031 (b)
|
25,000
|
25,471
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2032 (b)
|
25,000
|
25,455
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2033 (b)
|
25,000
|
25,439
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2034 (b)
|
30,000
|
30,504
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2035 (b)
|
20,000
|
20,321
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2036 (b)
|
15,000
|
15,227
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2037 (b)
|
20,000
|
20,283
|
|
Charlotte NC Arpt Rev Series B, 5% 7/1/2042 (b)
|
60,000
|
60,584
|
|
Charlotte NC Arpt Rev Series C, 4% 7/1/2032
|
75,000
|
75,588
|
|
North Carolina Tpk Auth Triangle Expwy Sys Rev Series 2024B, 5% 1/1/2054 (Assured Guaranty Inc Insured)
|
16,075,000
|
16,494,684
|
|
TOTAL TRANSPORTATION
|
22,746,142
|
||
Water & Sewer - 0.0%
|
|||
Charlotte NC Wtr & Swr Sys Rev Series 2020, 2% 7/1/2041
|
500,000
|
385,361
|
|
TOTAL NORTH CAROLINA
|
35,610,918
|
||
North Dakota - 0.2%
|
|||
Education - 0.0%
|
|||
University North Dakota Ctfs Partn (University ND Univ Revs Proj.) Series 2021 A, 3% 6/1/2061 (Assured Guaranty Inc Insured)
|
1,345,000
|
933,689
|
|
Health Care - 0.1%
|
|||
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 4% 12/1/2035
|
530,000
|
518,231
|
|
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 4% 12/1/2036
|
545,000
|
529,173
|
|
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 4% 12/1/2037
|
405,000
|
390,366
|
|
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 4% 12/1/2038
|
365,000
|
348,850
|
|
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 5% 12/1/2033
|
550,000
|
575,876
|
|
Grand Forks ND Health Care Sys Rev (Altru Health System Proj.) 5% 12/1/2034
|
660,000
|
689,908
|
|
TOTAL HEALTH CARE
|
3,052,404
|
||
Housing - 0.1%
|
|||
North Dakota St Hsg Fin Agy (ND Single Family Hsg Proj.) 3% 1/1/2052
|
140,000
|
138,371
|
|
North Dakota St Hsg Fin Agy (ND Single Family Hsg Proj.) 5% 1/1/2053
|
650,000
|
672,132
|
|
North Dakota St Hsg Fin Agy (ND Single Family Hsg Proj.) Series 2019 C, 3.2% 7/1/2039
|
2,765,000
|
2,540,369
|
|
North Dakota St Hsg Fin Agy (ND Single Family Hsg Proj.) Series 2021 B, 3% 7/1/2052
|
475,000
|
466,441
|
|
North Dakota St Hsg Fin Agy (ND Single Family Hsg Proj.) Series 2023 F, 6.25% 1/1/2054
|
265,000
|
285,269
|
|
TOTAL HOUSING
|
4,102,582
|
||
TOTAL NORTH DAKOTA
|
8,088,675
|
||
Ohio - 2.4%
|
|||
Education - 0.7%
|
|||
Ohio St Higher Ed Fac Comm (Xavier Univ, OH Proj.) 5% 5/1/2036
|
1,160,000
|
1,230,667
|
|
Ohio St Higher Ed Fac Comm (Xavier Univ, OH Proj.) 5% 5/1/2037
|
495,000
|
521,898
|
|
Ohio St Higher Ed Fac Comm (Xavier Univ, OH Proj.) 5% 5/1/2043
|
1,710,000
|
1,753,612
|
|
Ohio St Univ Gen Rcpts Series 2023C, 5.25% 12/1/2046
|
10,000,000
|
10,794,130
|
|
Youngstown St Univ Ohio Gen Rcpts Series 2025, 5% 12/15/2050 (Build America Mutual Assurance Co Insured)
|
9,040,000
|
9,336,093
|
|
TOTAL EDUCATION
|
23,636,400
|
||
Electric Utilities - 0.2%
|
|||
American Mun Pwr Rev Series 2023A, 5% 2/15/2029
|
3,195,000
|
3,385,338
|
|
American Mun Pwr Rev Series 2023A, 5% 2/15/2030
|
1,275,000
|
1,371,634
|
|
American Mun Pwr Rev Series 2023A, 5% 2/15/2031
|
1,055,000
|
1,152,931
|
|
American Mun Pwr Rev Series 2023A, 5% 2/15/2032
|
1,400,000
|
1,550,986
|
|
TOTAL ELECTRIC UTILITIES
|
7,460,889
|
||
Escrowed/Pre-Refunded - 0.0%
|
|||
Akron Bath Copley Hsp Dist OH 5.25% 11/15/2046 (Pre-refunded to 11/15/2026 at 100)
|
715,000
|
721,477
|
|
General Obligations - 0.4%
|
|||
Dublin OH City Sch Dist Series 2022, 3% 12/1/2042
|
1,115,000
|
970,725
|
|
Firelands Ohio Loc Sch Dist Series 2019 A, 3% 11/1/2047
|
1,235,000
|
955,673
|
|
State of Ohio Gen. Oblig. 5% 3/1/2042
|
8,000,000
|
8,903,832
|
|
State of Ohio Gen. Oblig. Series 2021 A, 5% 3/1/2029
|
260,000
|
276,823
|
|
State of Ohio Gen. Oblig. Series 2021 A, 5% 3/1/2030
|
355,000
|
385,034
|
|
State of Ohio Gen. Oblig. Series 2021 B, 5% 2/1/2029
|
475,000
|
504,904
|
|
State of Ohio Gen. Oblig. Series 2021 B, 5% 2/1/2030
|
395,000
|
427,751
|
|
State of Ohio Gen. Oblig. Series 2021 C, 5% 3/15/2029
|
595,000
|
633,982
|
|
State of Ohio Gen. Oblig. Series 2021 C, 5% 3/15/2030
|
595,000
|
645,807
|
|
State of Ohio Gen. Oblig. Series 2021A, 5% 3/1/2029
|
195,000
|
207,618
|
|
State of Ohio Gen. Oblig. Series 2021A, 5% 3/1/2030
|
240,000
|
260,305
|
|
TOTAL GENERAL OBLIGATIONS
|
14,172,454
|
||
Health Care - 0.3%
|
|||
Allen Cnty OH Hosp Facs Rev (Mercy Health/OH Proj.) 4% 12/1/2040
|
1,175,000
|
1,152,852
|
|
Allen Cnty OH Hosp Facs Rev (Mercy Health/OH Proj.) 5% 8/1/2026
|
100,000
|
100,154
|
|
Hamilton Cnty OH Hosp Facs Rev (Uc Health Proj.) 5.5% 8/1/2043
|
2,810,000
|
3,016,003
|
|
Hamilton Cnty Ohio Health Care Rev (Life Enriching Communities Proj.) Series 2025, 5.5% 1/1/2055
|
3,000,000
|
3,088,406
|
|
Middleburg Heights OH Hosp Rev (Southwest General Hosp Ctr Proj.) Series 2021A, 4% 8/1/2041
|
645,000
|
604,822
|
|
Montgomery Cnty OH Hosp Rev (Kettering Med Ctr Inc, OH Proj.) Series 2021, 5% 8/1/2030
|
410,000
|
442,330
|
|
Ohio St Hosp Rev (Cleveland Clinic Foundation Proj.) Series 2019 C, 2.75% tender 1/1/2052 (e)
|
635,000
|
632,757
|
|
Scioto Cnty OH Hsp Facs Rev (Southern OH Medical Center Proj.) 5% 2/15/2029
|
110,000
|
110,113
|
|
Washington Cnty OH Hosp Rev (Memorial Hospital, OH Proj.) Series 2022, 6% 12/1/2028
|
260,000
|
269,304
|
|
Washington Cnty OH Hosp Rev (Memorial Hospital, OH Proj.) Series 2022, 6% 12/1/2029
|
270,000
|
282,749
|
|
Washington Cnty OH Hosp Rev (Memorial Hospital, OH Proj.) Series 2022, 6% 12/1/2030
|
290,000
|
306,695
|
|
Washington Cnty OH Hosp Rev (Memorial Hospital, OH Proj.) Series 2022, 6% 12/1/2031
|
310,000
|
330,438
|
|
TOTAL HEALTH CARE
|
10,336,623
|
||
Housing - 0.0%
|
|||
Ohio St Hsg Fin Agy Residential Mtg Rev (OH Residential Mortgage Proj.) Series 2019B, 4.5% 3/1/2050
|
15,000
|
15,149
|
|
Ohio St Hsg Fin Agy Residential Mtg Rev (OH Residential Mortgage Proj.) Series 2023 B, 6% 3/1/2055
|
725,000
|
789,284
|
|
TOTAL HOUSING
|
804,433
|
||
Special Tax - 0.0%
|
|||
Franklin Cnty Ohio Convention Facs Auth Hotel Proj Rev (Franklin Cnty OH Proj.) Series 2019, 5% 12/1/2046
|
325,000
|
331,664
|
|
Tobacco Bonds - 0.3%
|
|||
Buckeye OH Tobacco Settlement Fing Auth Series 2020A 2 CL 1, 3% 6/1/2048
|
12,205,000
|
8,774,500
|
|
Buckeye OH Tobacco Settlement Fing Auth Series 2020A 2 CL 1, 4% 6/1/2048
|
260,000
|
228,635
|
|
Buckeye OH Tobacco Settlement Fing Auth Series 2020A 2 CL 1, 5% 6/1/2032
|
685,000
|
737,723
|
|
Buckeye OH Tobacco Settlement Fing Auth Series 2020A 2 CL 1, 5% 6/1/2033
|
2,275,000
|
2,443,120
|
|
TOTAL TOBACCO BONDS
|
12,183,978
|
||
Transportation - 0.5%
|
|||
Columbus OH Regl Arpt Au Rev 5% 1/1/2032 (b)
|
2,235,000
|
2,424,083
|
|
Columbus OH Regl Arpt Au Rev 5.25% 1/1/2043 (b)
|
9,200,000
|
9,982,476
|
|
Columbus OH Regl Arpt Au Rev 5.25% 1/1/2045 (b)
|
4,845,000
|
5,178,246
|
|
Ohio St Mjr New St Infst Proj Rev Series 2021 1A, 5% 12/15/2029
|
585,000
|
632,172
|
|
Ohio St Mjr New St Infst Proj Rev Series 2021 1A, 5% 12/15/2030
|
530,000
|
582,456
|
|
Ohio St Tpk Commn Tpk Rev Series 2013 A 2, 0% 2/15/2042 (h)
|
130,000
|
70,076
|
|
Ohio St Tpk Commn Tpk Rev Series 2022A, 5% 2/15/2039
|
195,000
|
214,334
|
|
TOTAL TRANSPORTATION
|
19,083,843
|
||
TOTAL OHIO
|
88,731,761
|
||
Oklahoma - 0.2%
|
|||
Education - 0.0%
|
|||
Oklahoma Dev Fin Auth Rev (Oklahoma City University Proj.) Series 2019, 5% 8/1/2044
|
180,000
|
176,259
|
|
General Obligations - 0.2%
|
|||
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2040
|
850,000
|
951,977
|
|
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2041
|
925,000
|
1,028,748
|
|
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2042
|
1,000,000
|
1,106,820
|
|
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2043
|
1,000,000
|
1,100,357
|
|
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2044
|
1,215,000
|
1,328,067
|
|
Oklahoma Cap Imp Auth St Hwy Cap Impt Rev (Oklahoma St Proj.) Series 2025A, 5% 7/1/2045
|
1,000,000
|
1,084,454
|
|
TOTAL GENERAL OBLIGATIONS
|
6,600,423
|
||
Housing - 0.0%
|
|||
Oklahoma Hsg Fin Agy Single Family Mtg Rev (OK Sf Mtge Rev Bonds 10/1/18 Proj.) 6% 3/1/2054
|
135,000
|
147,349
|
|
Oklahoma Hsg Fin Agy Single Family Mtg Rev (OK Sf Mtge Rev Bonds 10/1/18 Proj.) Series 2023D, 6.5% 9/1/2054
|
190,000
|
211,273
|
|
Oklahoma Hsg Fin Agy Single Family Mtg Rev Series 2026A, 4.625% 9/1/2046
|
1,350,000
|
1,351,012
|
|
TOTAL HOUSING
|
1,709,634
|
||
Special Tax - 0.0%
|
|||
Oklahoma Cty OK Pub Ppty Auth Hotel Tax Rev 5% 10/1/2029
|
70,000
|
70,118
|
|
Oklahoma Cty OK Pub Ppty Auth Hotel Tax Rev 5% 10/1/2039
|
100,000
|
100,060
|
|
TOTAL SPECIAL TAX
|
170,178
|
||
Transportation - 0.0%
|
|||
Oklahoma City Okla Airp Trust Series 33, 5% 7/1/2047 (b)
|
115,000
|
115,644
|
|
TOTAL OKLAHOMA
|
8,772,138
|
||
Oregon - 1.6%
|
|||
Education - 0.2%
|
|||
University Oregon Gen Rev Series 2021 A, 3.5% 4/1/2052
|
10,000,000
|
8,204,255
|
|
General Obligations - 0.7%
|
|||
Oregon St 5.25% 6/1/2043
|
1,000,000
|
1,132,450
|
|
Oregon St Gen. Oblig. 5.25% 6/1/2045
|
2,000,000
|
2,229,328
|
|
Oregon St Gen. Oblig. Series 2022 A, 5% 5/1/2040
|
3,330,000
|
3,609,094
|
|
Oregon St Gen. Oblig. Series 2022 D, 5% 12/1/2052
|
405,000
|
421,013
|
|
Oregon St Gen. Oblig. Series 2025 A, 5.25% 5/1/2042
|
1,150,000
|
1,309,741
|
|
Oregon St Gen. Oblig. Series 2025 A, 5.25% 5/1/2044
|
1,500,000
|
1,684,594
|
|
Oregon St Series 2025 A, 5.25% 5/1/2045
|
1,700,000
|
1,893,492
|
|
Oregon St Series 2025 C, 5.25% 6/1/2042
|
1,000,000
|
1,137,377
|
|
Redmond or Gen. Oblig. Series 2025 A, 5.5% 6/1/2052 (b)
|
3,000,000
|
3,175,476
|
|
Washington Cnty OR Sch Dist 48j Beaverton 0% 6/15/2041 (Oregon St Guaranteed) (h)
|
4,250,000
|
2,192,672
|
|
Washington Cnty OR Sch Dist 48j Beaverton 0% 6/15/2042 (Oregon St Guaranteed) (h)
|
4,155,000
|
2,028,000
|
|
Washington Cnty OR Sch Dist 48j Beaverton Series 2025A, 0% 6/15/2037 (Oregon St Guaranteed) (h)
|
5,500,000
|
3,589,872
|
|
Washington Cnty OR Sch Dist 48j Beaverton Series 2025A, 0% 6/15/2038 (Oregon St Guaranteed) (h)
|
1,625,000
|
1,002,257
|
|
TOTAL GENERAL OBLIGATIONS
|
25,405,366
|
||
Health Care - 0.0%
|
|||
Oregon St Facs Auth Rev (Legacy Health System, or Proj.) 5% 6/1/2030
|
340,000
|
364,724
|
|
Salem OR Hosp Fac Auth Rev (Salem Health Proj.) Series 2019 A, 3% 5/15/2049
|
1,380,000
|
1,038,674
|
|
TOTAL HEALTH CARE
|
1,403,398
|
||
Housing - 0.0%
|
|||
Oregon St Hsg & Cmnty Svcs Dpt (OR Single Family Hsg Proj.) Series 2019A, 2.65% 7/1/2039
|
440,000
|
384,847
|
|
Oregon St Hsg & Cmnty Svcs Dpt (OR Single Family Hsg Proj.) Series 2019A, 4% 7/1/2050
|
195,000
|
195,778
|
|
TOTAL HOUSING
|
580,625
|
||
Special Tax - 0.1%
|
|||
Oregon St Dept Admin Lottery 5% 4/1/2040
|
2,000,000
|
2,238,905
|
|
Oregon St Dept Admin Lottery 5% 4/1/2041
|
1,100,000
|
1,226,674
|
|
TOTAL SPECIAL TAX
|
3,465,579
|
||
Transportation - 0.6%
|
|||
Port of Portland Arpt Rev 5% 7/1/2041 (b)
|
1,760,000
|
1,864,499
|
|
Port of Portland Arpt Rev 5% 7/1/2045 (b)
|
785,000
|
807,137
|
|
Port of Portland Arpt Rev 5% 7/1/2052 (b)
|
1,480,000
|
1,507,690
|
|
Port of Portland Arpt Rev Series 28, 5% 7/1/2032 (b)
|
2,560,000
|
2,816,006
|
|
Port of Portland Arpt Rev Series TWENTY NINE, 5% 7/1/2034 (b)
|
4,270,000
|
4,721,036
|
|
Port of Portland Arpt Rev Series TWENTY NINE, 5% 7/1/2035 (b)
|
3,650,000
|
4,017,634
|
|
Port of Portland Arpt Rev Series TWENTY NINE, 5% 7/1/2037 (b)
|
2,910,000
|
3,161,032
|
|
TOTAL TRANSPORTATION
|
18,895,034
|
||
TOTAL OREGON
|
57,954,257
|
||
Pennsylvania - 4.0%
|
|||
Education - 0.0%
|
|||
Allegheny Cnty PA Ida Rev (Pittsburgh Tech College Proj.) 3.5% (i)(j)
|
220,000
|
55,285
|
|
Allegheny Cnty PA Ida Rev (Pittsburgh Tech College Proj.) 4% (i)(j)
|
335,000
|
84,186
|
|
Allegheny Cnty PA Ida Rev (Pittsburgh Tech College Proj.) 4.25% (i)(j)
|
375,000
|
94,238
|
|
Pennsylvania Higher Ed Assistance Agy Ed Ln Rev Series 2024 1A, 5% 6/1/2029 (b)
|
1,140,000
|
1,190,014
|
|
Pennsylvania Higher Educational Facilities Authority (Drexel University, PA Proj.) Series 2026, 5.25% 5/1/2040
|
2,495,000
|
2,705,269
|
|
Pennsylvania St Higher Edl Rev (Drexel University, PA Proj.) Series 2017, 5% 5/1/2035
|
65,000
|
65,882
|
|
Pennsylvania St Higher Edl Rev (Drexel University, PA Proj.) Series 2017, 5% 5/1/2037
|
80,000
|
80,901
|
|
TOTAL EDUCATION
|
4,275,775
|
||
Escrowed/Pre-Refunded - 0.0%
|
|||
Doylestown PA Hosp Auth Hosp 5% 7/1/2049 (Pre-refunded to 7/1/2029 at 100)
|
30,000
|
31,772
|
|
General Obligations - 1.3%
|
|||
Bethel Park PA Sch Dist Series 2024, 5% 8/1/2050
|
7,770,000
|
8,100,632
|
|
Coatesville PA Area Sch Dist Series 2025, 5.25% 11/15/2040 (Assured Guaranty Inc Insured)
|
4,650,000
|
5,109,802
|
|
Coatesville PA Area Sch Dist Series 2025, 5.25% 11/15/2041 (Assured Guaranty Inc Insured)
|
850,000
|
934,963
|
|
Commonwealth Fing Auth PA Rev (Pennsylvania St Proj.) Series 2020 A, 5% 6/1/2028
|
275,000
|
286,804
|
|
Lancaster PA Sch Dist 5% 6/1/2042 (Build America Mutual Assurance Co Insured)
|
2,500,000
|
2,720,071
|
|
Lancaster PA Sch Dist 5% 6/1/2043 (Build America Mutual Assurance Co Insured)
|
1,810,000
|
1,962,250
|
|
Lancaster PA Sch Dist 5% 6/1/2044 (Build America Mutual Assurance Co Insured)
|
2,000,000
|
2,153,400
|
|
Pennsylvania St Gen. Oblig. 5% 9/1/2031
|
2,500,000
|
2,777,302
|
|
Pennsylvania St Gen. Oblig. Series 2018, 3.2% 3/1/2029
|
2,795,000
|
2,802,799
|
|
Pennsylvania St Gen. Oblig. Series 2018, 3.35% 3/1/2030
|
4,160,000
|
4,177,386
|
|
Pennsylvania St Gen. Oblig. Series 2025 A, 5% 8/15/2029
|
2,000,000
|
2,147,283
|
|
Pennsylvania St Gen. Oblig. Series 2025 A, 5% 8/15/2030
|
1,000,000
|
1,093,271
|
|
Philadelphia PA Gen. Oblig. Series 2025 A, 5.25% 8/1/2044
|
1,875,000
|
2,089,595
|
|
Philadelphia PA Gen. Oblig. Series 2025 A, 5.25% 8/1/2045
|
4,740,000
|
5,233,592
|
|
Philadelphia PA Sch Dist 4% 9/1/2035
|
385,000
|
390,199
|
|
Philadelphia PA Sch Dist 5% 9/1/2027
|
490,000
|
491,850
|
|
Philadelphia PA Sch Dist 5% 9/1/2028
|
710,000
|
712,681
|
|
Philadelphia PA Sch Dist 5% 9/1/2028
|
410,000
|
411,548
|
|
Philadelphia PA Sch Dist 5% 9/1/2030
|
400,000
|
425,561
|
|
Philadelphia PA Sch Dist 5% 9/1/2031
|
320,000
|
339,890
|
|
Philadelphia PA Sch Dist 5% 9/1/2034 (Assured Guaranty Inc Insured)
|
185,000
|
195,571
|
|
Philadelphia PA Sch Dist 5% 9/1/2037
|
55,000
|
56,922
|
|
Philadelphia PA Sch Dist Series B, 5% 9/1/2043
|
130,000
|
133,574
|
|
Philadelphia PA Sch Dist Series F, 5% 9/1/2030
|
345,000
|
346,302
|
|
TOTAL GENERAL OBLIGATIONS
|
45,093,248
|
||
Health Care - 0.5%
|
|||
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 4% 7/15/2033
|
125,000
|
121,723
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 4% 7/15/2035
|
130,000
|
124,400
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 4% 7/15/2037
|
255,000
|
238,119
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2026
|
65,000
|
65,014
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2027
|
105,000
|
105,874
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2028
|
80,000
|
81,220
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2029
|
85,000
|
86,184
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2030
|
110,000
|
111,457
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2031
|
75,000
|
75,798
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2032
|
80,000
|
80,800
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2034
|
85,000
|
85,685
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) 5% 7/15/2036
|
255,000
|
256,404
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) Series 2020, 4% 7/15/2050
|
1,135,000
|
928,337
|
|
Dubois PA Hosp Auth Hosp Rev (Penn Highlands Healthcare Proj.) Series 2021, 4% 7/15/2051
|
1,135,000
|
920,368
|
|
Geisinger Auth PA Hlth Sys Rev (Kaiser Permanente Hlth System Proj.) Series 2020 B, 5% tender 4/1/2043 (e)
|
1,890,000
|
1,895,039
|
|
Lancaster Cnty PA Hosp Aut Rev (Masonic Villages of The Grand Lodge of Pennsylvania Proj.) Series 2025 A, 5% 11/1/2033
|
1,615,000
|
1,779,229
|
|
Lancaster Cnty PA Hosp Aut Rev (Masonic Villages of The Grand Lodge of Pennsylvania Proj.) Series 2025 A, 5% 11/1/2034
|
1,265,000
|
1,402,544
|
|
Lehigh Cnty PA Gen Purp Auth Hosp Rev (Thomas Jefferson Univ-Abiington Proj.) Series 2019 A, 4% 7/1/2049
|
6,500,000
|
5,719,151
|
|
Monroe Cnty PA Hosp Auth Rev (Thomas Jefferson Univ-Abiington Proj.) 5% 7/1/2026
|
50,000
|
49,999
|
|
Monroe Cnty PA Hosp Auth Rev (Thomas Jefferson Univ-Abiington Proj.) 5% 7/1/2027
|
50,000
|
50,079
|
|
Monroe Cnty PA Hosp Auth Rev (Thomas Jefferson Univ-Abiington Proj.) 5% 7/1/2028
|
50,000
|
50,086
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp & Med Ctr Proj.) 5% 10/1/2028
|
75,000
|
74,202
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp & Med Ctr Proj.) 5% 10/1/2029
|
130,000
|
127,758
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp & Med Ctr Proj.) 5% 10/1/2036
|
415,000
|
385,532
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp & Med Ctr Proj.) 5% 10/1/2040
|
205,000
|
181,309
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp&Med Ctr, PA Proj.) 5% 10/1/2027
|
25,000
|
24,738
|
|
Montgomery Cnty PA Higher Ed & Health Auth Rev (Holy Redeemer Hosp&Med Ctr, PA Proj.) 5% 10/1/2031
|
230,000
|
222,773
|
|
Northampton Cnty PA Gen Purp Auth Hosp Rev (St Lukes Hospital & Health Ntw Proj.) Series 2016 A, 5% 8/15/2036
|
40,000
|
40,067
|
|
Northampton Cnty PA Gen Purp Auth Hosp Rev (St Lukes Hospital & Health Ntw Proj.) Series 2018A, 4% 8/15/2048
|
645,000
|
561,224
|
|
Pennslyvania Dev Fing Auth Rev (Presbyterian Homes, PA Proj.) Series 2023B 2, 5% 7/1/2038
|
555,000
|
584,051
|
|
Southcentral PA Gen Auth Rev (Wellspan Health Group Proj.) Series 2019A, 4% 6/1/2044
|
140,000
|
136,953
|
|
Southcentral PA Gen Auth Rev (Wellspan Health Group Proj.) Series 2019A, 4% 6/1/2049
|
335,000
|
301,757
|
|
TOTAL HEALTH CARE
|
16,867,874
|
||
Housing - 0.1%
|
|||
Pennsylvania Hsg Fin Agy Single Family Mtg Rev (PA Single Family Mortgage Proj.) 5% 10/1/2043
|
710,000
|
751,402
|
|
Pennsylvania Hsg Fin Agy Single Family Mtg Rev (PA Single Family Mortgage Proj.) 5% 4/1/2027 (b)
|
395,000
|
401,525
|
|
Pennsylvania Hsg Fin Agy Single Family Mtg Rev (PA Single Family Mortgage Proj.) Series 2020 132A, 3.5% 4/1/2051
|
20,000
|
19,987
|
|
Pennsylvania Hsg Fin Agy Single Family Mtg Rev (PA Single Family Mortgage Proj.) Series 2023 142A, 4.5% 10/1/2038
|
985,000
|
1,014,736
|
|
Pennsylvania Hsg Fin Agy Single Family Mtg Rev (PA Single Family Mortgage Proj.) Series 2023 142A, 5% 10/1/2050
|
2,425,000
|
2,455,552
|
|
TOTAL HOUSING
|
4,643,202
|
||
Transportation - 1.8%
|
|||
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2021 A, 4% 1/1/2046 (Assured Guaranty Inc Insured) (b)
|
4,145,000
|
3,912,237
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2021 A, 5% 1/1/2032 (b)
|
3,940,000
|
4,206,911
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2021 A, 5% 1/1/2033 (b)
|
4,640,000
|
4,941,389
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2021 A, 5% 1/1/2056 (b)
|
1,655,000
|
1,668,499
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5% 1/1/2028 (Assured Guaranty Inc Insured) (b)
|
1,000,000
|
1,029,494
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.25% 1/1/2038 (Assured Guaranty Inc Insured) (b)
|
1,000,000
|
1,094,147
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.25% 1/1/2039 (Assured Guaranty Inc Insured) (b)
|
1,400,000
|
1,522,365
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.25% 1/1/2040 (Assured Guaranty Inc Insured) (b)
|
1,600,000
|
1,733,270
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.5% 1/1/2041 (Assured Guaranty Inc Insured) (b)
|
1,000,000
|
1,095,822
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.5% 1/1/2042 (Assured Guaranty Inc Insured) (b)
|
1,000,000
|
1,091,872
|
|
Allegheny County Airport Authority (Pittsburgh Intl Airport Proj.) Series 2023A, 5.5% 1/1/2043 (Assured Guaranty Inc Insured) (b)
|
1,500,000
|
1,632,415
|
|
Pennsylvania Turnpike Commission 5% 12/1/2027
|
220,000
|
227,966
|
|
Pennsylvania Turnpike Commission 5% 12/1/2028
|
215,000
|
227,253
|
|
Pennsylvania Turnpike Commission 5% 12/1/2044
|
4,500,000
|
4,929,989
|
|
Pennsylvania Turnpike Commission 5% 12/1/2047
|
1,635,000
|
1,754,623
|
|
Pennsylvania Turnpike Commission Series 2024 A, 5% 12/1/2040
|
1,650,000
|
1,811,609
|
|
Pennsylvania Turnpike Commission Series FIRST 2023, 5% 12/1/2036
|
620,000
|
688,278
|
|
Pennsylvania Turnpike Commission Series FIRST 2023, 5% 12/1/2038
|
2,500,000
|
2,747,893
|
|
Pennsylvania Turnpike Commission Series FIRST 2023, 5% 12/1/2039
|
3,000,000
|
3,291,095
|
|
Pennsylvania Turnpike Commission Series FIRST 2023, 5% 12/1/2040
|
2,375,000
|
2,592,854
|
|
Pennsylvania Turnpike Commission Series THIRD 2025 SUB 2, 5% tender 12/1/2045 (e)
|
2,710,000
|
3,006,185
|
|
Philadelphia PA Airport Rev 5% 7/1/2026
|
50,000
|
50,000
|
|
Philadelphia PA Airport Rev 5% 7/1/2027 (b)
|
125,000
|
127,732
|
|
Philadelphia PA Airport Rev 5% 7/1/2027
|
40,000
|
40,985
|
|
Philadelphia PA Airport Rev 5% 7/1/2028 (b)
|
150,000
|
153,185
|
|
Philadelphia PA Airport Rev 5% 7/1/2029 (b)
|
115,000
|
117,325
|
|
Philadelphia PA Airport Rev 5% 7/1/2032 (b)
|
805,000
|
819,888
|
|
Philadelphia PA Airport Rev 5% 7/1/2034 (b)
|
205,000
|
208,506
|
|
Philadelphia PA Airport Rev Series 2021, 4% 7/1/2046 (Assured Guaranty Inc Insured) (b)
|
1,620,000
|
1,527,569
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2026 (b)
|
3,765,000
|
3,765,000
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2027 (b)
|
5,190,000
|
5,303,442
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2028 (b)
|
550,000
|
572,489
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2034 (b)
|
1,100,000
|
1,181,988
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2035 (b)
|
590,000
|
631,879
|
|
Philadelphia PA Airport Rev Series 2021, 5% 7/1/2051 (b)
|
1,000,000
|
1,013,099
|
|
Philadelphia PA Airport Rev Series 2025B, 5% 7/1/2037 (b)
|
1,800,000
|
1,985,700
|
|
Philadelphia PA Airport Rev Series 2025B, 5% 7/1/2038 (b)
|
335,000
|
367,576
|
|
TOTAL TRANSPORTATION
|
63,072,529
|
||
Water & Sewer - 0.3%
|
|||
Capital Region Wtr PA Wtr Rev 5% 7/15/2027
|
50,000
|
51,146
|
|
Capital Region Wtr PA Wtr Rev 5% 7/15/2029
|
80,000
|
83,790
|
|
Capital Region Wtr PA Wtr Rev 5% 7/15/2032
|
50,000
|
52,111
|
|
Philadelphia PA Wtr & Wastewtr Series 2024 C, 5.25% 9/1/2049 (Assured Guaranty Inc Insured)
|
5,450,000
|
5,832,830
|
|
Philadelphia PA Wtr & Wastewtr Series 2024 C, 5.25% 9/1/2054 (Assured Guaranty Inc Insured)
|
4,000,000
|
4,223,402
|
|
Pittsburgh PA Wtr & Swr Auth Series 2019 A, 5% 9/1/2038 (Assured Guaranty Inc Insured)
|
200,000
|
210,120
|
|
TOTAL WATER & SEWER
|
10,453,399
|
||
TOTAL PENNSYLVANIA
|
144,437,799
|
||
Puerto Rico - 0.6%
|
|||
General Obligations - 0.3%
|
|||
Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 0% 7/1/2033 (h)
|
8,240,022
|
6,037,577
|
|
Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 4% 7/1/2033
|
1,927,686
|
1,952,609
|
|
Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 4% 7/1/2035
|
695,000
|
701,070
|
|
Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 4% 7/1/2037
|
850,000
|
852,891
|
|
Puerto Rico Comwlth Gen. Oblig. Series 2022 A 1, 5.625% 7/1/2029
|
1,000,434
|
1,058,911
|
|
TOTAL GENERAL OBLIGATIONS
|
10,603,058
|
||
Special Tax - 0.2%
|
|||
Puerto Rico Sales Tax Fing Corp Sales Tax Rev Series A 1, 0% 7/1/2031 (h)
|
8,088,000
|
6,914,155
|
|
Puerto Rico Sales Tax Fing Corp Sales Tax Rev Series A 1, 0% 7/1/2046 (h)
|
4,500,000
|
1,673,836
|
|
Puerto Rico Sales Tax Fing Corp Sales Tax Rev Series A 1, 5% 7/1/2058
|
10,000
|
9,983
|
|
TOTAL SPECIAL TAX
|
8,597,974
|
||
Water & Sewer - 0.1%
|
|||
Puerto Rico Comwlth Aqueduct & Swr Auth Rev Series 2021 B, 5% 7/1/2033 (d)
|
400,000
|
420,858
|
|
Puerto Rico Comwlth Aqueduct & Swr Auth Rev Series 2021 B, 5% 7/1/2037 (d)
|
945,000
|
986,741
|
|
Puerto Rico Comwlth Aqueduct & Swr Auth Rev Series 2022 A, 4% 7/1/2042 (d)
|
1,125,000
|
1,094,274
|
|
TOTAL WATER & SEWER
|
2,501,873
|
||
TOTAL PUERTO RICO
|
21,702,905
|
||
Rhode Island - 0.6%
|
|||
Education - 0.6%
|
|||
Rhode Island Health & Edl Bldg Corp Higher Ed Fac Rev (Bryant University Proj.) Series 2024, 5% 6/1/2040
|
1,000,000
|
1,079,851
|
|
Rhode Island Health & Edl Bldg Corp Higher Ed Fac Rev (Bryant University Proj.) Series 2024, 5% 6/1/2045
|
2,550,000
|
2,686,603
|
|
Rhode Island Health & Edl Bldg Corp Higher Ed Fac Rev (Bryant University Proj.) Series 2024, 5% 6/1/2048
|
3,005,000
|
3,097,192
|
|
Rhode Island St Student Ln 3.5% 12/1/2034 (b)
|
65,000
|
64,909
|
|
Rhode Island St Student Ln 5% 12/1/2028 (b)
|
500,000
|
521,108
|
|
Rhode Island St Student Ln Series 2023 A, 5% 12/1/2028 (b)
|
2,940,000
|
3,064,112
|
|
Rhode Island St Student Ln Series 2023 A, 5% 12/1/2029 (b)
|
4,380,000
|
4,622,626
|
|
Rhode Island St Student Ln Series 2023 A, 5% 12/1/2030 (b)
|
1,605,000
|
1,709,758
|
|
Rhode Island St Student Ln Series 2024 A, 5% 12/1/2029 (b)
|
1,825,000
|
1,926,094
|
|
TOTAL EDUCATION
|
18,772,253
|
||
Health Care - 0.0%
|
|||
Rhode Island Health & Edl Bldg Corp Rev (Care New England Health System Proj.) 5% 9/1/2031
|
420,000
|
420,179
|
|
Housing - 0.0%
|
|||
Rhode Island Housing & Mortgage Finance Corp (RI Homeownership Proj.) Series 72 A, 3.5% 10/1/2050
|
305,000
|
305,072
|
|
Rhode Island Hsg & Mtg Fin Cp (RI Homeownership Proj.) 3% 4/1/2049
|
270,000
|
268,188
|
|
Rhode Island Hsg & Mtg Fin Cp (RI Homeownership Proj.) Series 68 C, 3.15% 10/1/2031 (b)
|
500,000
|
494,207
|
|
Rhode Island Hsg & Mtg Fin Cp (RI Homeownership Proj.) Series 70, 4% 10/1/2049
|
30,000
|
30,156
|
|
TOTAL HOUSING
|
1,097,623
|
||
TOTAL RHODE ISLAND
|
20,290,055
|
||
South Carolina - 0.9%
|
|||
Electric Utilities - 0.7%
|
|||
South Carolina St Svc Auth Rev 5% 12/1/2029
|
105,000
|
105,131
|
|
South Carolina St Svc Auth Rev 5% 12/1/2041
|
2,250,000
|
2,478,952
|
|
South Carolina St Svc Auth Rev 5% 12/1/2042
|
1,750,000
|
1,918,992
|
|
South Carolina St Svc Auth Rev 5% 12/1/2043
|
1,750,000
|
1,909,270
|
|
South Carolina St Svc Auth Rev 5% 12/1/2044
|
2,000,000
|
2,162,979
|
|
South Carolina St Svc Auth Rev 5% 12/1/2045
|
3,000,000
|
3,216,837
|
|
South Carolina St Svc Auth Rev 5% 12/1/2046
|
2,750,000
|
2,924,007
|
|
South Carolina St Svc Auth Rev Series 2024 A, 5.25% 12/1/2049
|
1,060,000
|
1,124,856
|
|
South Carolina St Svc Auth Rev Series 2024 A, 5.5% 12/1/2054
|
1,465,000
|
1,565,189
|
|
South Carolina St Svc Auth Rev Series 2024B, 4.125% 12/1/2044
|
365,000
|
362,504
|
|
South Carolina St Svc Auth Rev Series 2024B, 5% 12/1/2039
|
3,360,000
|
3,727,823
|
|
South Carolina St Svc Auth Rev Series 2024B, 5% 12/1/2046
|
540,000
|
572,564
|
|
South Carolina St Svc Auth Rev Series 2024B, 5.25% 12/1/2054
|
3,995,000
|
4,198,921
|
|
South Carolina St Svc Auth Rev Series B, 5% 12/1/2031
|
55,000
|
55,519
|
|
TOTAL ELECTRIC UTILITIES
|
26,323,544
|
||
General Obligations - 0.1%
|
|||
Lexington County School District No 1/SC Series 2019 B, 3% 2/1/2036
|
4,345,000
|
4,168,573
|
|
Health Care - 0.1%
|
|||
Ctsc Jobs-Eco Dev Aut (Beaufort Mem Hosp Proj.) Series 2024, 5.25% 11/15/2039
|
850,000
|
891,979
|
|
South Carolina Jobs-Economic Dev Auth Hosp Rev (St Joseph Candler Health Proj.) 5% 7/1/2033
|
365,000
|
381,792
|
|
Spartanburg Cnty SC Regl Health Svcs Hosp Rev 4% 4/15/2048
|
660,000
|
588,269
|
|
TOTAL HEALTH CARE
|
1,862,040
|
||
Housing - 0.0%
|
|||
South Carolina Hsg Fin Dev Aut (SC Mortgage Proj.) Series 2019 A, 4% 1/1/2050
|
50,000
|
50,424
|
|
South Carolina Hsg Fin Dev Aut (SC Mortgage Proj.) Series 2023 B, 6% 1/1/2054
|
445,000
|
484,233
|
|
TOTAL HOUSING
|
534,657
|
||
TOTAL SOUTH CAROLINA
|
32,888,814
|
||
South Dakota - 0.1%
|
|||
Health Care - 0.1%
|
|||
South Dakota St Hlth & Edl Fac (Avera Health SD Proj.) 5% 7/1/2026
|
15,000
|
14,999
|
|
South Dakota St Hlth & Edl Fac (Avera Health SD Proj.) 5% 7/1/2028
|
15,000
|
15,356
|
|
South Dakota St Hlth & Edl Fac (Avera Health SD Proj.) 5% 7/1/2029
|
30,000
|
30,672
|
|
South Dakota St Hlth & Edl Fac (Avera Health SD Proj.) 5% 7/1/2031
|
35,000
|
35,745
|
|
South Dakota St Hlth & Edl Fac (Regional Health Inc Proj.) Series 2020 A, 3% 9/1/2045
|
730,000
|
614,026
|
|
South Dakota St Hlth & Edl Fac (Sanford Health, Sd Proj.) 5% tender 11/1/2051 (e)
|
3,230,000
|
3,519,840
|
|
TOTAL HEALTH CARE
|
4,230,638
|
||
Housing - 0.0%
|
|||
South Dakota Housing Development Authority (SD Mortgage Proj.) Series 2023G, 6.25% 5/1/2055
|
370,000
|
397,813
|
|
TOTAL SOUTH DAKOTA
|
4,628,451
|
||
Tennessee - 3.0%
|
|||
Education - 0.1%
|
|||
Metro Gov Nashville & Davidson Cnty Tenn Hlth & Edl Facs Brd Rev (Lipscomb University Proj.) Series 2019 A, 5.25% 10/1/2058
|
4,700,000
|
4,560,108
|
|
Electric Utilities - 0.3%
|
|||
Metro Gov Nashville & Davidson Cnty Elec Rev Series 2024 A, 5% 5/15/2028
|
1,000,000
|
1,047,359
|
|
Metro Gov Nashville & Davidson Cnty Elec Rev Series 2024 A, 5% 5/15/2040
|
1,750,000
|
1,945,831
|
|
Metro Gov Nashville & Davidson Cnty Elec Rev Series 2024 A, 5% 5/15/2044
|
1,585,000
|
1,725,670
|
|
Metro Gov Nashville & Davidson Cnty Elec Rev Series 2024 B, 5% 5/15/2031
|
4,365,000
|
4,829,415
|
|
Metro Gov Nashville & Davidson Cnty Elec Rev Series 2024 B, 5% 5/15/2033
|
1,755,000
|
1,996,395
|
|
TOTAL ELECTRIC UTILITIES
|
11,544,670
|
||
General Obligations - 0.9%
|
|||
Tennessee Engy Acq Crp Gas Rev Series 2025A, 5% 12/1/2035 (Pacific Life Insurance Co Guaranteed)
|
17,400,000
|
18,398,328
|
|
Tennessee Engy Acq Crp Gas Rev Series 2026A, 5% 11/1/2034 (Massachusetts Mutual Life Insurance Co Guaranteed)
|
14,220,000
|
15,194,952
|
|
TOTAL GENERAL OBLIGATIONS
|
33,593,280
|
||
Health Care - 0.1%
|
|||
Chatanooga TN Health Ed & Hsg Fac Brd Rev (CommonSpirit Health Proj.) Series 2019A 1, 4% 8/1/2044
|
610,000
|
584,355
|
|
Jackson TN Hosp Rev (West Tennessee Healthcare Proj.) Series 2018 A, 5% 4/1/2041
|
560,000
|
567,841
|
|
Shelby County Health Educational & Housing Facilities Board (Baptist Memorial Hlth Car Corp Proj.) Series 2025 B, 5% tender 9/1/2044 (e)
|
1,600,000
|
1,703,637
|
|
TOTAL HEALTH CARE
|
2,855,833
|
||
Housing - 0.1%
|
|||
Tennessee Housing Development Agency (TN Residential Finance 1/29/13 Proj.) 3% 7/1/2051
|
405,000
|
401,061
|
|
Tennessee Housing Development Agency (TN Residential Finance 1/29/13 Proj.) Series 2021 3A, 2.55% 7/1/2046
|
1,000,000
|
778,743
|
|
Tennessee Housing Development Agency (TN Residential Finance 1/29/13 Proj.) Series 2021 3A, 3% 1/1/2052
|
195,000
|
192,631
|
|
Tennessee Housing Development Agency (TN Residential Finance 1/29/13 Proj.) Series ISSUE 2021 2, 2.5% 7/1/2051
|
1,125,000
|
811,850
|
|
Tennessee Housing Development Agency Series 2019 3, 2.6% 7/1/2039
|
140,000
|
116,498
|
|
Tennessee Housing Development Agency Series 2019 3, 2.8% 7/1/2044
|
165,000
|
137,697
|
|
Tennessee Housing Development Agency Series 2019 4, 2.9% 7/1/2039
|
375,000
|
334,906
|
|
Tennessee Hsg Dev Agy Residential Fin Prog Rev (TN Residential Finance 1/29/13 Proj.) Series 2025 2A, 6% 1/1/2056
|
1,165,000
|
1,297,769
|
|
TOTAL HOUSING
|
4,071,155
|
||
Transportation - 1.4%
|
|||
Memphis-Shelby Cnty TN Arpt Auth Series 2018, 5% 7/1/2037 (b)
|
235,000
|
239,677
|
|
Metro Nashville Arpt Auth Rev 5% 7/1/2052 (b)
|
3,250,000
|
3,298,905
|
|
Metro Nashville Arpt Auth Rev 5.5% 7/1/2039 (b)
|
2,000,000
|
2,201,327
|
|
Metro Nashville Arpt Auth Rev 5.5% 7/1/2040 (b)
|
2,000,000
|
2,193,730
|
|
Metro Nashville Arpt Auth Rev 5.5% 7/1/2042 (b)
|
3,500,000
|
3,811,288
|
|
Metro Nashville Arpt Auth Rev Series 2019 B, 5% 7/1/2038 (b)
|
965,000
|
1,008,737
|
|
Metro Nashville Arpt Auth Rev Series 2019 B, 5% 7/1/2054 (b)
|
125,000
|
126,204
|
|
Metro Nashville Arpt Auth Rev Series 2026 B, 5.25% 7/1/2051 (b)
|
35,000,000
|
36,672,020
|
|
TOTAL TRANSPORTATION
|
49,551,888
|
||
Water & Sewer - 0.1%
|
|||
Crossville Tenn Wtr & Swr Rev Series 2020 C, 2% 6/1/2039
|
1,145,000
|
891,066
|
|
Crossville Tenn Wtr & Swr Rev Series 2020 C, 2.125% 6/1/2047
|
2,510,000
|
1,630,410
|
|
TOTAL WATER & SEWER
|
2,521,476
|
||
TOTAL TENNESSEE
|
108,698,410
|
||
Texas - 9.2%
|
|||
Education - 0.4%
|
|||
Board of Regents of the University of Texas System Series 2020 C, 5% 8/15/2031
|
880,000
|
975,710
|
|
Board of Regents of the University of Texas System Series 2026A, 5% 8/15/2043
|
6,400,000
|
7,144,784
|
|
Newark Higher Ed Fin Corp Tex Rev (Abilene Christian Univ, TX Proj.) 5% 4/1/2027
|
35,000
|
35,046
|
|
Southwest Hrg Ed Auth TX Rev (Southern Methodist Univ, TX Proj.) 5% 10/1/2029
|
20,000
|
20,526
|
|
Southwest Hrg Ed Auth TX Rev (Southern Methodist Univ, TX Proj.) 5% 10/1/2039
|
65,000
|
66,357
|
|
Southwest Hrg Ed Auth TX Rev (Southern Methodist Univ, TX Proj.) 5% 10/1/2040
|
50,000
|
50,996
|
|
Texas A&M Univ Perm Univ Fund 5% 7/1/2038
|
1,785,000
|
1,950,100
|
|
University North Tex Univ Rev 5% 4/15/2030
|
1,050,000
|
1,136,019
|
|
University North Tex Univ Rev 5% 4/15/2032
|
1,515,000
|
1,687,295
|
|
University North Tex Univ Rev Series 2017 A, 5% 4/15/2032
|
105,000
|
106,653
|
|
TOTAL EDUCATION
|
13,173,486
|
||
Electric Utilities - 1.3%
|
|||
Garland Tex Elec Util Sys Rev Series 2026, 5% 3/1/2051 (Assured Guaranty Inc Insured)
|
1,750,000
|
1,831,526
|
|
Garland Tex Elec Util Sys Rev Series 2026, 5% 3/1/2056 (Assured Guaranty Inc Insured)
|
3,000,000
|
3,100,090
|
|
Lower Colorado River Authority (Lcra Transmission Services Corp Proj.) 5% 5/15/2027
|
440,000
|
449,212
|
|
Lower Colorado River Authority Series 2019, 3.875% 5/15/2049
|
5,000,000
|
4,434,554
|
|
New Braunfels TX Util Rev Series 2020, 3% 7/1/2045
|
1,000,000
|
795,340
|
|
San Antonio TX Elec & Gas Rev 5.25% 2/1/2049
|
1,795,000
|
1,913,078
|
|
San Antonio TX Elec & Gas Rev Series 2021 A, 5% 2/1/2046
|
2,010,000
|
2,093,483
|
|
San Antonio TX Elec & Gas Rev Series 2024 B, 5.25% 2/1/2049
|
11,710,000
|
12,480,305
|
|
San Antonio TX Elec & Gas Rev Series 2024D, 5% 2/1/2049
|
3,500,000
|
3,666,945
|
|
San Antonio TX Elec & Gas Rev Series 2026A, 3.15% tender 2/1/2055 (e)
|
2,590,000
|
2,582,062
|
|
San Antonio TX Elec & Gas Rev Series 2026A, 5% 2/1/2040
|
11,000,000
|
12,300,809
|
|
TOTAL ELECTRIC UTILITIES
|
45,647,404
|
||
General Obligations - 4.5%
|
|||
Aldine TX Indpt Sch Dist Series 2024A, 5% 2/15/2037 (Permanent Sch Fund of Texas Guaranteed)
|
2,810,000
|
3,142,393
|
|
Bell Cnty TX Gen. Oblig. 2% 2/15/2035
|
1,500,000
|
1,290,152
|
|
Birdville TX Indpt Sch Dist 2.375% 2/15/2036 (Permanent Sch Fund of Texas Guaranteed)
|
1,785,000
|
1,586,794
|
|
Caddo Mills TX Indpt Sch Dist 3% 8/15/2046 (Permanent Sch Fund of Texas Guaranteed)
|
500,000
|
402,247
|
|
Calvert Independent School District 3% 8/15/2041 (Permanent Sch Fund of Texas Guaranteed)
|
735,000
|
648,753
|
|
Chambers Cnty TX Gen. Oblig. Series 2021, 2.5% 3/1/2051
|
2,500,000
|
1,582,364
|
|
City of Coppell TX Gen. Oblig. Series 2020, 1.5% 2/1/2036
|
1,485,000
|
1,165,276
|
|
City of Waco TX Gen. Oblig. Series 2020, 2.375% 2/1/2040
|
1,460,000
|
1,177,247
|
|
Comal Tex Indpt Sch Dist 3% 2/15/2038 (Permanent Sch Fund of Texas Guaranteed)
|
1,925,000
|
1,810,554
|
|
Conroe TX Isd Series 2024, 5% 2/15/2036 (Permanent Sch Fund of Texas Guaranteed)
|
1,715,000
|
1,939,670
|
|
Conroe TX Isd Series 2024, 5% 2/15/2037 (Permanent Sch Fund of Texas Guaranteed)
|
3,050,000
|
3,430,513
|
|
Conroe TX Isd Series 2024, 5% 2/15/2038 (Permanent Sch Fund of Texas Guaranteed)
|
1,355,000
|
1,516,076
|
|
Conroe TX Isd Series 2026, 5% 2/15/2040 (Permanent Sch Fund of Texas Guaranteed)
|
3,000,000
|
3,351,111
|
|
Conroe TX Isd Series 2026, 5% 2/15/2042 (Permanent Sch Fund of Texas Guaranteed)
|
1,480,000
|
1,634,361
|
|
Conroe TX Isd Series 2026, 5% 2/15/2044 (Permanent Sch Fund of Texas Guaranteed)
|
6,250,000
|
6,820,508
|
|
Conroe TX Isd Series 2026, 5% 2/15/2045 (Permanent Sch Fund of Texas Guaranteed)
|
2,665,000
|
2,887,407
|
|
Corpus Christi TX Gen. Oblig. 5% 3/1/2039
|
2,110,000
|
2,268,301
|
|
Corpus Christi TX Gen. Oblig. 5% 3/1/2040
|
2,215,000
|
2,371,385
|
|
Dallas TX Gen. Oblig. Series 2024A, 5% 2/15/2029
|
2,710,000
|
2,871,612
|
|
Dallas TX Gen. Oblig. Series 2024A, 5% 2/15/2030
|
3,435,000
|
3,701,760
|
|
Dallas TX Gen. Oblig. Series 2024A, 5% 2/15/2031
|
1,445,000
|
1,580,277
|
|
Dallas TX Gen. Oblig. Series 2024A, 5% 2/15/2032
|
2,855,000
|
3,164,238
|
|
Dallas TX Gen. Oblig. Series 2024A, 5% 2/15/2033
|
1,445,000
|
1,619,231
|
|
Dallas TX ISD 5% 2/15/2030 (Permanent Sch Fund of Texas Guaranteed)
|
2,545,000
|
2,755,522
|
|
Dallas TX ISD 5% 2/15/2043 (Permanent Sch Fund of Texas Guaranteed)
|
3,250,000
|
3,549,733
|
|
Dallas TX ISD 5% 2/15/2044 (Permanent Sch Fund of Texas Guaranteed)
|
3,500,000
|
3,804,370
|
|
Deer Pk Tex Gen. Oblig. Series 2021, 3% 3/15/2040
|
1,125,000
|
998,527
|
|
Denton Cnty TX Gen. Oblig. Series 2025, 5% 7/15/2040
|
1,125,000
|
1,244,465
|
|
Denton Cnty TX Gen. Oblig. Series 2025, 5% 7/15/2041
|
1,255,000
|
1,384,347
|
|
Denton Cnty TX Gen. Oblig. Series 2025, 5% 7/15/2043
|
1,625,000
|
1,781,248
|
|
Denton TX Gen. Oblig. Series 2020, 2% 2/15/2038
|
1,530,000
|
1,207,902
|
|
Denton TX Gen. Oblig. Series 2023, 5% 2/15/2041
|
2,185,000
|
2,358,480
|
|
El Paso Independent School District Series 2020, 5% 8/15/2026 (Permanent Sch Fund of Texas Guaranteed)
|
380,000
|
380,999
|
|
El Paso Tex Gen. Oblig. Series 2020 A, 4% 8/15/2045
|
1,500,000
|
1,439,995
|
|
Forney TX Indpt Sch Dis Series 2020, 3% 2/15/2045 (Permanent Sch Fund of Texas Guaranteed)
|
7,620,000
|
6,358,914
|
|
Fort Bend Cnty Mud 162 Gen. Oblig. Series 2020, 2.25% 9/1/2043 (Build America Mutual Assurance Co Insured)
|
650,000
|
464,571
|
|
Fort Bend Cnty TX Levee Impt Dist No 17 Gen. Oblig. Series 2020B, 2% 9/1/2036 (Assured Guaranty Inc Insured)
|
270,000
|
223,552
|
|
Fort Bend Cnty TX Levee Impt Dist No 17 Gen. Oblig. Series 2020B, 2% 9/1/2037 (Assured Guaranty Inc Insured)
|
380,000
|
306,478
|
|
Fort Bend TX Indpt Sch Dist Series 2021 B, 0.72% tender 8/1/2051 (Permanent Sch Fund of Texas Guaranteed) (e)
|
495,000
|
494,115
|
|
Fort Worth Tex Indpt Sch Dist Series 2019 A, 2.375% 2/15/2033 (Permanent Sch Fund of Texas Guaranteed)
|
380,000
|
354,961
|
|
Haltom City Tex Gen. Oblig. Series 2021, 2.5% 2/1/2039 (Build America Mutual Assurance Co Insured)
|
1,255,000
|
1,047,463
|
|
Harris Cnty TX Flood Ctl Dist (Harris Cnty TX Proj.) Gen. Oblig. Series 2021 A, 5% 10/1/2028
|
500,000
|
526,545
|
|
Harris Cnty TX Flood Ctl Dist (Harris Cnty TX Proj.) Gen. Oblig. Series 2021 A, 5% 10/1/2029
|
500,000
|
537,178
|
|
Harris Cnty TX Gen. Oblig. 0% 8/15/2028 (National Public Finance Guarantee Corporation Insured) (h)
|
255,000
|
239,375
|
|
Harris Cnty TX Mun Util Dist No 495 Gen. Oblig. Series 2019, 3% 9/1/2047 (Assured Guaranty Inc Insured)
|
630,000
|
472,007
|
|
Harris County Municipal Utility District No 82 Gen. Oblig. Series 2019, 3% 4/1/2045 (Build America Mutual Assurance Co Insured)
|
250,000
|
199,489
|
|
Harris County Municipal Utility District No 82 Gen. Oblig. Series 2019, 3% 4/1/2046 (Build America Mutual Assurance Co Insured)
|
255,000
|
198,397
|
|
Hays County Tex Gen. Oblig. Series 2019, 4% 2/15/2044
|
2,000,000
|
1,982,753
|
|
Horizon City Tex Gen. Oblig. Series 2019, 4% 8/15/2043 (Assured Guaranty Inc Insured)
|
805,000
|
798,076
|
|
Houston TX Gen. Oblig. 5.25% 3/1/2049
|
10,570,000
|
11,315,717
|
|
Houston TX Gen. Oblig. Series 2023, 5% 3/1/2034
|
3,000,000
|
3,341,537
|
|
Houston TX Gen. Oblig. Series 2023, 5% 3/1/2035
|
275,000
|
304,982
|
|
Houston TX Gen. Oblig. Series 2023, 5% 3/1/2036
|
1,000,000
|
1,103,807
|
|
Houston TX Gen. Oblig. Series 2023, 5% 3/1/2037
|
900,000
|
988,296
|
|
Houston TX Gen. Oblig. Series 2023, 5% 3/1/2038
|
1,450,000
|
1,584,905
|
|
Houston TX Gen. Oblig. Series 2023, 5.25% 3/1/2039
|
2,000,000
|
2,209,143
|
|
Houston TX Gen. Oblig. Series 2023, 5.25% 3/1/2040
|
1,800,000
|
1,980,076
|
|
Houston TX Gen. Oblig. Series 2023, 5.25% 3/1/2041
|
1,000,000
|
1,096,917
|
|
Houston TX Gen. Oblig. Series 2023, 5.25% 3/1/2042
|
2,750,000
|
3,009,184
|
|
Houston TX Gen. Oblig. Series 2023, 5.25% 3/1/2043
|
3,350,000
|
3,655,979
|
|
Katy TX Ind Sch Dist Series 2023, 5% 2/15/2040 (Permanent Sch Fund of Texas Guaranteed)
|
1,170,000
|
1,259,402
|
|
Leander Independent School District Series 2025 A, 0% 8/15/2031 (Permanent Sch Fund of Texas Guaranteed) (h)
|
700,000
|
597,082
|
|
Leander Independent School District Series 2025 A, 0% 8/15/2032 (Permanent Sch Fund of Texas Guaranteed) (h)
|
700,000
|
575,540
|
|
Leander Independent School District Series 2025 A, 0% 8/15/2035 (Permanent Sch Fund of Texas Guaranteed) (h)
|
1,185,000
|
861,070
|
|
Leander Independent School District Series 2025 A, 5% 8/15/2040 (Permanent Sch Fund of Texas Guaranteed)
|
2,035,000
|
2,272,373
|
|
Leander Independent School District Series 2025 B, 5% 8/15/2030
|
1,445,000
|
1,578,033
|
|
Leander Independent School District Series 2025 B, 5% 8/15/2031
|
2,090,000
|
2,316,302
|
|
Leander Independent School District Series 2025 B, 5% 8/15/2032
|
2,145,000
|
2,399,519
|
|
Luling Tex Indpt Sch Dist Series 2020, 2.75% 2/15/2045 (Permanent Sch Fund of Texas Guaranteed)
|
1,815,000
|
1,453,658
|
|
Mansfield TX Gen. Oblig. 2.5% 2/15/2038
|
1,150,000
|
995,131
|
|
Nederland Tex Indpt Sch Dist Series 2019, 3% 8/15/2044 (Permanent Sch Fund of Texas Guaranteed)
|
1,000,000
|
840,183
|
|
New Braunfels TX Isd 2.5% 2/1/2035 (Permanent Sch Fund of Texas Guaranteed)
|
1,850,000
|
1,695,739
|
|
Northside TX Indpt Sch Dist Series 2023 B, 3% tender 8/1/2053 (Permanent Sch Fund of Texas Guaranteed) (e)
|
5,050,000
|
5,049,995
|
|
Northside TX Indpt Sch Dist Series 2024B, 3.45% tender 8/1/2054 (Permanent Sch Fund of Texas Guaranteed) (e)
|
4,285,000
|
4,312,220
|
|
Pasadena TX Indpt Sch Dist Series 2021, 3% 2/15/2041 (Permanent Sch Fund of Texas Guaranteed)
|
1,790,000
|
1,585,330
|
|
Peaster Tex Indpt Sch Dist Series 2021, 3% 8/15/2046 (Permanent Sch Fund of Texas Guaranteed)
|
1,400,000
|
1,128,179
|
|
Pharr San Juan Alamo TX Isd Series 2019, 3% 2/1/2040 (Permanent Sch Fund of Texas Guaranteed)
|
3,530,000
|
3,186,108
|
|
Pilot Point Tex Indpt Sch Dist Series 2022, 3% 2/15/2042 (Permanent Sch Fund of Texas Guaranteed)
|
785,000
|
683,062
|
|
Prosper Tex Indpt Sch Dist Series 2019 B, 4% tender 2/15/2050 (Permanent Sch Fund of Texas Guaranteed) (e)
|
1,010,000
|
1,011,338
|
|
Tarrant Cnty Tex Hosp Dist Gen. Oblig. Series 2023, 5% 8/15/2033
|
1,000,000
|
1,110,687
|
|
Texas Municipal Gas Acquisition & Supply Corp V Series 2026, 5% 4/1/2036 (Citigroup Inc Guaranteed)
|
10,775,000
|
11,396,487
|
|
Waco TX Indpt Sch Dist Series 2022, 3% 8/15/2040 (Permanent Sch Fund of Texas Guaranteed)
|
1,000,000
|
895,398
|
|
Weatherford TX Indpt Sch Dist Series 2002, 0% 2/15/2033 (Permanent Sch Fund of Texas Guaranteed) (h)
|
250,000
|
201,856
|
|
Weatherford TX Indpt Sch Dist Series 2002, 0% 2/15/2033 (Permanent Sch Fund of Texas Guaranteed) (Escrowed to Maturity) (h)
|
100,000
|
81,286
|
|
TOTAL GENERAL OBLIGATIONS
|
165,148,213
|
||
Health Care - 0.1%
|
|||
Harris Cnty TX Cultural Ed Facs Fin Corp Med Facs Rev (Baylor College of Medicine Proj.) Series 2024A, 5% 5/15/2029
|
1,825,000
|
1,916,928
|
|
Harris Cnty TX Cultural Ed Facs Fin Corp Rev (Texas Childrens Hospital, TX Proj.) Series 2015 1, 5% 10/1/2029
|
70,000
|
70,086
|
|
Harris Cnty TX Cultural Ed Facs Fin Corp Rev (Texas Childrens Hospital, TX Proj.) Series 2021 A, 3% 10/1/2051
|
1,000,000
|
733,228
|
|
Irving TX Hosp Auth Hosp Rev Series 2017A, 5% 10/15/2028
|
25,000
|
25,029
|
|
Irving TX Hosp Auth Hosp Rev Series 2017A, 5% 10/15/2030
|
95,000
|
95,093
|
|
Irving TX Hosp Auth Hosp Rev Series 2017A, 5% 10/15/2032
|
50,000
|
50,039
|
|
Irving TX Hosp Auth Hosp Rev Series 2017A, 5% 10/15/2037
|
55,000
|
55,020
|
|
New Hope Cultural Ed Facs Fin Corp Tex Cap Impt Rev (Childrens Med Ctr of Dallas Proj.) Series 2017A, 5% 8/15/2027
|
40,000
|
41,093
|
|
New Hope Cultural Ed Facs Fin Corp Tex Cap Impt Rev (Childrens Med Ctr of Dallas Proj.) Series 2017A, 5% 8/15/2029
|
100,000
|
102,340
|
|
TOTAL HEALTH CARE
|
3,088,856
|
||
Housing - 0.5%
|
|||
Houston Tex Fin Corp Multifamilty Hsg Rev 5% tender 8/1/2041 (e)
|
1,035,000
|
1,038,236
|
|
Texas Dept Hsg & Cmnty Affrs Res Mtg Rev (TX Residential Mortgage Proj.) Series 2023B, 6% 1/1/2054
|
1,955,000
|
2,135,046
|
|
Texas Dept Hsg & Cmnty Affrs Res Mtg Rev 5.15% 7/1/2055
|
3,715,000
|
3,816,729
|
|
Texas Dept Hsg & Cmnty Affrs Res Mtg Rev Series 2026B, 4.8% 7/1/2056
|
4,590,000
|
4,593,496
|
|
Texas St Dept Hsg & Cmnty Affairs Multifamily Hsg Rev Series 2019, 2.95% 7/1/2036
|
1,015,082
|
921,670
|
|
Texas St Dept Hsg & Cmnty Sfr (TX Single Family Mortgage Proj.) 3.5% 3/1/2051
|
195,000
|
194,515
|
|
Texas St Dept Hsg & Cmnty Sfr (TX Single Family Mortgage Proj.) Series 2018 A, 4.25% 9/1/2048
|
3,195,000
|
3,067,619
|
|
Texas St Dept Hsg & Cmnty Sfr (TX Single Family Mortgage Proj.) Series 2019 A, 4% 3/1/2050
|
115,000
|
116,100
|
|
Texas St Dept Hsg & Cmnty Sfr Series 2023 C, 6% 3/1/2054
|
1,630,000
|
1,780,390
|
|
TOTAL HOUSING
|
17,663,801
|
||
Transportation - 1.6%
|
|||
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2028 (b)
|
50,000
|
50,364
|
|
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2030 (b)
|
80,000
|
80,547
|
|
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2032 (b)
|
60,000
|
60,377
|
|
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2035 (b)
|
65,000
|
65,354
|
|
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2036 (b)
|
105,000
|
105,517
|
|
Austin Tex Airport Sys Series 2017 B, 5% 11/15/2037 (b)
|
70,000
|
70,309
|
|
City of Houston TX Airport System Revenue (United Airlines Inc Proj.) Series 2026, 5.5% 7/15/2035 (b)
|
2,885,000
|
3,118,001
|
|
City of Houston TX Airport System Revenue Series 2018 C, 5% 7/1/2029 (b)
|
100,000
|
103,808
|
|
City of Houston TX Airport System Revenue Series 2018 C, 5% 7/1/2030 (b)
|
105,000
|
108,905
|
|
City of Houston TX Airport System Revenue Series 2018 C, 5% 7/1/2031 (b)
|
75,000
|
77,694
|
|
City of Houston TX Airport System Revenue Series 2018 C, 5% 7/1/2032 (b)
|
90,000
|
93,119
|
|
City of Houston TX Airport System Revenue Series 2020 A, 4% 7/1/2047 (b)
|
6,675,000
|
6,187,567
|
|
City of Houston TX Airport System Revenue Series 2026, 5.5% 7/15/2036 (b)
|
1,320,000
|
1,432,328
|
|
Dallas Fort Worth International Airport Series 2022B, 5% 11/1/2037
|
3,000,000
|
3,289,266
|
|
Dallas Fort Worth International Airport Series 2025 A 1, 5.25% 11/1/2041 (b)
|
7,190,000
|
7,873,902
|
|
Dallas Fort Worth International Airport Series 2025 A 1, 5.25% 11/1/2042 (b)
|
8,500,000
|
9,267,013
|
|
Dallas Fort Worth International Airport Series 2025 A 1, 5.5% 11/1/2050 (b)
|
6,000,000
|
6,342,456
|
|
Love Field TX Arpt Mod Rev Series 2015, 5% 11/1/2026 (b)
|
50,000
|
50,067
|
|
Love Field TX Arpt Mod Rev Series 2015, 5% 11/1/2027 (b)
|
110,000
|
110,177
|
|
Love Field TX Arpt Mod Rev Series 2015, 5% 11/1/2028 (b)
|
165,000
|
165,429
|
|
Love Field TX Arpt Mod Rev Series 2015, 5% 11/1/2029 (b)
|
100,000
|
100,256
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2026 (b)
|
50,000
|
50,316
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2027 (b)
|
50,000
|
50,337
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2028 (b)
|
90,000
|
90,589
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2029 (b)
|
65,000
|
65,409
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2030 (b)
|
50,000
|
50,306
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2031 (b)
|
115,000
|
115,663
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2032 (b)
|
130,000
|
130,722
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2033 (b)
|
50,000
|
50,266
|
|
Love Field TX Arpt Mod Rev Series 2017, 5% 11/1/2034 (b)
|
50,000
|
50,254
|
|
North TX Twy Auth Rev 0% 1/1/2035 (Assured Guaranty Inc Insured) (h)
|
7,375,000
|
5,531,312
|
|
North TX Twy Auth Rev 3% 1/1/2046
|
9,330,000
|
7,426,222
|
|
North TX Twy Auth Rev 5% 1/1/2033
|
60,000
|
60,618
|
|
North TX Twy Auth Rev 5% 1/1/2034
|
150,000
|
170,198
|
|
North TX Twy Auth Rev 5% 1/1/2034
|
75,000
|
75,745
|
|
North TX Twy Auth Rev 5% 1/1/2035
|
110,000
|
111,046
|
|
North TX Twy Auth Rev 5% 1/1/2037
|
65,000
|
65,560
|
|
North TX Twy Auth Rev Series A, 5% 1/1/2035
|
1,000,000
|
1,143,582
|
|
North TX Twy Auth Rev Series A, 5% 1/1/2039
|
1,650,000
|
1,687,733
|
|
Texas Private Activity Bd Surface Transn Corp Rev (Lbj Infrastructure Group LLC Proj.) 4% 6/30/2036
|
210,000
|
210,419
|
|
Texas Private Activity Bd Surface Transn Corp Rev (Lbj Infrastructure Group LLC Proj.) 4% 6/30/2040
|
440,000
|
429,504
|
|
TOTAL TRANSPORTATION
|
56,318,257
|
||
Water & Sewer - 0.8%
|
|||
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2037
|
1,000,000
|
1,097,939
|
|
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2038
|
1,250,000
|
1,365,743
|
|
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2039
|
1,750,000
|
1,902,832
|
|
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2040
|
2,000,000
|
2,165,482
|
|
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2041
|
2,000,000
|
2,161,604
|
|
Austin TX Wtr & Wastewtr Sys Series 2022, 5% 11/15/2042
|
3,000,000
|
3,236,114
|
|
Austin TX Wtr & Wastewtr Sys Series 2024, 5% 11/15/2049
|
3,185,000
|
3,352,140
|
|
City of El Paso TX Water & Sewer Revenue Series 2022, 5% 3/1/2036
|
1,000,000
|
1,071,873
|
|
City of El Paso TX Water & Sewer Revenue Series 2023, 5.25% 3/1/2049
|
3,470,000
|
3,668,650
|
|
Houston TX Util Sys Rev 4% 11/15/2043
|
1,030,000
|
1,008,054
|
|
Houston TX Util Sys Rev 5% 11/15/2045
|
1,030,000
|
1,077,360
|
|
San Antonio TX Wtr Rev Series 2025A, 5% 5/15/2038
|
2,330,000
|
2,624,621
|
|
Texas Wtr Dev Brd 3% 10/15/2038
|
1,000,000
|
918,816
|
|
Texas Wtr Dev Brd Series 2022, 4.45% 10/15/2036
|
3,000,000
|
3,206,808
|
|
Tyler Tex Wtr & Swr Sys Rev 3% 9/1/2044
|
1,545,000
|
1,267,051
|
|
TOTAL WATER & SEWER
|
30,125,087
|
||
TOTAL TEXAS
|
331,165,104
|
||
Utah - 0.7%
|
|||
Housing - 0.0%
|
|||
Utah Hsg Corp Series 2021E(G2), 2% 4/21/2051
|
314,709
|
240,746
|
|
Special Tax - 0.5%
|
|||
Deseret Public Infrastructure District No 2 6.5% 12/1/2055 (d)
|
2,391,000
|
2,472,679
|
|
Mida Mountain Village Public Infrastructure District (Mida Mtn Villaige East Pid Proj.) Series 2025 1, 5.5% 6/1/2055 (d)
|
2,375,000
|
2,422,555
|
|
Mida Mountain Village Public Infrastructure District (Mida Mtn Villaige East Pid Proj.) Series 2025 1, 5.75% 6/1/2060 (d)
|
940,000
|
977,936
|
|
Mida Mountain Village Public Infrastructure District (Mida Mtn Villaige East Pid Proj.) Series 2025 2, 0% 6/1/2043 (d)(f)
|
1,000,000
|
791,290
|
|
Mida Mountain Village Public Infrastructure District Series 2024 1, 5.125% 6/15/2054 (d)
|
1,000,000
|
1,010,877
|
|
Pine View Public Infrastructure District No 2 6.25% 12/1/2055 (d)
|
2,600,000
|
2,659,787
|
|
Point Phase 1 Public Infrastructure District No 1 Series 2025 A 2, 0% 3/1/2055 (f)
|
1,204,000
|
1,010,693
|
|
Point Phase 1 Public Infrastructure District No 1 Series 2025A1, 6.125% 3/1/2055
|
3,223,000
|
3,380,837
|
|
Utah City West Public Infrastructure District No 1 5.5% 12/1/2046 (d)
|
689,000
|
707,600
|
|
Utah City West Public Infrastructure District No 1 5.875% 12/1/2055 (d)
|
1,188,000
|
1,219,933
|
|
TOTAL SPECIAL TAX
|
16,654,187
|
||
Transportation - 0.2%
|
|||
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2027 (b)
|
215,000
|
219,507
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2029 (b)
|
190,000
|
193,747
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2030 (b)
|
140,000
|
142,698
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2031 (b)
|
265,000
|
269,939
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2033 (b)
|
205,000
|
208,557
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2035 (b)
|
205,000
|
208,254
|
|
Salt Lake City UT Arpt Rev Series 2017A, 5% 7/1/2036 (b)
|
275,000
|
279,129
|
|
Salt Lake City UT Arpt Rev Series 2018A, 5% 7/1/2033 (b)
|
485,000
|
501,377
|
|
Salt Lake City UT Arpt Rev Series 2023A, 5.25% 7/1/2037 (b)
|
815,000
|
901,534
|
|
Salt Lake City UT Arpt Rev Series 2023A, 5.25% 7/1/2042 (b)
|
2,500,000
|
2,708,690
|
|
Salt Lake City UT Arpt Rev Series 2023A, 5.25% 7/1/2043 (b)
|
2,715,000
|
2,931,269
|
|
TOTAL TRANSPORTATION
|
8,564,701
|
||
TOTAL UTAH
|
25,459,634
|
||
Vermont - 0.0%
|
|||
Education - 0.0%
|
|||
Vermont Edl & Hlth Bldgs Fin Agy (Champlain College Proj.) 5% 10/15/2041
|
230,000
|
197,773
|
|
Vermont Edl & Hlth Bldgs Fin Agy (Champlain College Proj.) 5% 10/15/2046
|
290,000
|
232,275
|
|
Vermont St Stud Assit Corp 5% 6/15/2028 (b)
|
295,000
|
302,324
|
|
Vermont St Stud Assit Corp Series 2019 A, 5% 6/15/2027 (b)
|
295,000
|
298,917
|
|
Vermont St Stud Assit Corp Series 2019 A, 5% 6/15/2029 (b)
|
500,000
|
513,801
|
|
TOTAL EDUCATION
|
1,545,090
|
||
Housing - 0.0%
|
|||
Vermont Hsg Fin Agy (Vermont Hsg Purp Bond Prog 7/1/07 Proj.) Series 2021A, 3% 11/1/2051
|
239,000
|
234,501
|
|
TOTAL VERMONT
|
1,779,591
|
||
Virginia - 0.3%
|
|||
General Obligations - 0.2%
|
|||
Arlington Cnty VA Gen. Oblig. Series 2021, 5% 6/15/2028
|
1,340,000
|
1,407,816
|
|
Blacksburg VA Gen. Oblig. 2% 3/1/2039
|
605,000
|
476,816
|
|
Culpeper County Economic Development Authority (Culpeper Cnty VA Proj.) 5% 6/1/2041
|
1,000,000
|
1,116,919
|
|
Virginia Comwlth Transn Brd Trust 5% 5/15/2032 (Virginia St Proj.) 5% 5/15/2032
|
45,000
|
46,310
|
|
Virginia St Pub Sch Auth Spl Oblig Stafford Cnty (County of Stafford VA Proj.) Series 2023, 5% 8/1/2039
|
1,235,000
|
1,366,854
|
|
TOTAL GENERAL OBLIGATIONS
|
4,414,715
|
||
Health Care - 0.0%
|
|||
Lynchburg Economic Development Authority (Centra Health Proj.) Series 2021, 3% 1/1/2051
|
2,250,000
|
1,642,741
|
|
Housing - 0.0%
|
|||
Fairfax Cnty VA Redev & Hsg Auth Multi-Family Hsg Rev 5% tender 1/1/2045 (e)
|
740,000
|
754,812
|
|
Transportation - 0.0%
|
|||
Virginia Small Business Fing Auth Rev (Elizabeth River Crossings Opco LLC Proj.) Series 2022, 4% 1/1/2035 (b)
|
955,000
|
958,411
|
|
Virginia Small Business Fing Auth Rev (Elizabeth River Crossings Opco LLC Proj.) Series 2022, 4% 7/1/2035 (b)
|
720,000
|
721,250
|
|
TOTAL TRANSPORTATION
|
1,679,661
|
||
Water & Sewer - 0.1%
|
|||
Chesapeake VA Wtr & Swr Sys 2% 7/1/2035
|
1,345,000
|
1,148,153
|
|
Chesapeake VA Wtr & Swr Sys 2% 7/1/2036
|
1,370,000
|
1,141,508
|
|
TOTAL WATER & SEWER
|
2,289,661
|
||
TOTAL VIRGINIA
|
10,781,590
|
||
Washington - 3.0%
|
|||
Education - 0.2%
|
|||
Washington St Higher Ed Facs (Gonzaga University Proj.) Series 2019 A, 3% 4/1/2049
|
1,280,000
|
949,422
|
|
Washington St Higher Ed Facs (Whitman College Proj.) Series 2024, 4% 1/1/2043
|
865,000
|
853,023
|
|
Washington St Higher Ed Facs (Whitworth University Proj.) 5% 10/1/2027
|
110,000
|
110,269
|
|
Washington St Higher Ed Facs (Whitworth University Proj.) 5% 10/1/2028
|
110,000
|
110,056
|
|
Washington St Higher Ed Facs (Whitworth University Proj.) Series 2019, 4% 10/1/2049
|
1,280,000
|
1,030,797
|
|
Washington St Hsg Fin Commn Nonprofit Rev (Seattle Academy Arts Sciences Proj.) Series 2023, 5.625% 7/1/2038 (d)
|
1,215,000
|
1,312,825
|
|
Washington St Hsg Fin Commn Nonprofit Rev (Seattle Academy Arts Sciences Proj.) Series 2023, 5.875% 7/1/2043 (d)
|
1,350,000
|
1,446,673
|
|
Washington St Hsg Fin Commn Nonprofit Rev (Seattle Academy Arts Sciences Proj.) Series 2023, 6.125% 7/1/2053 (d)
|
3,000,000
|
3,189,765
|
|
TOTAL EDUCATION
|
9,002,830
|
||
Electric Utilities - 0.6%
|
|||
Energy Norwthwest WA Elec Rev 5% 7/1/2031 (Bonneville Power Administration Guaranteed)
|
4,385,000
|
4,859,639
|
|
Energy Norwthwest WA Elec Rev 5% 7/1/2031 (Bonneville Power Administration Guaranteed)
|
4,000,000
|
4,434,942
|
|
Energy Norwthwest WA Elec Rev 5% 7/1/2041 (Bonneville Power Administration Guaranteed)
|
6,205,000
|
6,912,594
|
|
Energy Norwthwest WA Elec Rev 5% 7/1/2043 (Bonneville Power Administration Guaranteed)
|
4,100,000
|
4,525,677
|
|
TOTAL ELECTRIC UTILITIES
|
20,732,852
|
||
General Obligations - 1.0%
|
|||
City of Olympia WA Gen. Oblig. 2% 12/1/2030
|
1,265,000
|
1,193,542
|
|
State of Washington Gen. Oblig. Series 2017D, 5% 2/1/2033
|
180,000
|
182,366
|
|
State of Washington Gen. Oblig. Series 2022C, 5% 2/1/2041
|
3,225,000
|
3,475,827
|
|
State of Washington Gen. Oblig. Series 2023A, 5% 8/1/2041
|
2,985,000
|
3,237,386
|
|
State of Washington Gen. Oblig. Series 2024 C, 5% 2/1/2030
|
12,740,000
|
13,793,142
|
|
State of Washington Gen. Oblig. Series 2024 C, 5% 2/1/2031
|
6,630,000
|
7,305,327
|
|
State of Washington Gen. Oblig. Series 2024 D, 5% 6/1/2032
|
3,875,000
|
4,354,305
|
|
State of Washington Gen. Oblig. Series 2024 D, 5% 6/1/2042
|
1,360,000
|
1,492,893
|
|
State of Washington Gen. Oblig. Series R 2017A, 5% 8/1/2030
|
105,000
|
105,196
|
|
State of Washington Gen. Oblig. Series R 2022 D, 4% 7/1/2036
|
850,000
|
874,236
|
|
State of Washington Gen. Oblig. Series R 2022 D, 4% 7/1/2037
|
590,000
|
603,109
|
|
TOTAL GENERAL OBLIGATIONS
|
36,617,329
|
||
Health Care - 0.5%
|
|||
WA St Hsg Fin Commission (Horizon House Proj.) Series 2025A, 4.875% 1/1/2036
|
565,000
|
571,350
|
|
WA St Hsg Fin Commission (Horizon House Proj.) Series 2025A, 6% 1/1/2046
|
1,560,000
|
1,636,560
|
|
WA St Hsg Fin Commission (Horizon House Proj.) Series 2025A, 6.25% 1/1/2056
|
3,900,000
|
4,046,781
|
|
WA St Hsg Fin Commission (Horizon House Proj.) Series 2025A, 6.25% 1/1/2061
|
3,590,000
|
3,712,922
|
|
Washington St Health Care Facs Auth Rev (CommonSpirit Health Proj.) Series 2017, 4% 8/15/2042
|
3,025,000
|
2,921,751
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2027
|
80,000
|
81,192
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2028
|
95,000
|
97,424
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2029
|
35,000
|
35,847
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2030
|
45,000
|
46,058
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2031
|
55,000
|
56,242
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2032
|
100,000
|
102,163
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2033
|
145,000
|
147,997
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2034
|
35,000
|
35,684
|
|
Washington St Health Care Facs Auth Rev (Overlake Hospital Med Ctr, WA Proj.) 5% 7/1/2042
|
485,000
|
489,903
|
|
Washington St Health Care Facs Auth Rev (Seattle Children's Hospital Proj.) Series B, 5% 10/1/2038
|
2,050,000
|
2,180,202
|
|
TOTAL HEALTH CARE
|
16,162,076
|
||
Housing - 0.2%
|
|||
King Cnty Wash Hsg Auth Hsg Rev (King Cnty WA Mhsg Rev 2019 Proj.) Series 2021, 4% 6/1/2028
|
105,000
|
106,657
|
|
Seattle Wash Hsg Auth Rev Series 2020 A, 3% 6/1/2052
|
3,325,000
|
2,495,145
|
|
Seattle Wash Hsg Auth Rev Series 2021, 3% 6/1/2046
|
1,010,000
|
828,437
|
|
Seattle Wash Hsg Auth Rev Series 2023, 4.375% 12/1/2030
|
1,080,000
|
1,094,273
|
|
Seattle Wash Hsg Auth Rev Series 2023, 5% 6/1/2027
|
725,000
|
727,378
|
|
Washington St Hsg Fin Commn Multifamily Hsg Rev Series 2023, 5% tender 12/1/2043 (e)
|
1,600,000
|
1,608,461
|
|
TOTAL HOUSING
|
6,860,351
|
||
Special Tax - 0.2%
|
|||
Washington St Convention Ctr Pub Facs Dist Series 2021 B, 3% 7/1/2058 (Assured Guaranty Inc Insured)
|
1,940,000
|
1,363,167
|
|
Washington St Convention Ctr Pub Facs Dist Series 2021, 3% 7/1/2043
|
690,000
|
575,505
|
|
Washington St Convention Ctr Pub Facs Dist Series 2021, 4% 7/1/2031
|
4,190,000
|
4,286,701
|
|
TOTAL SPECIAL TAX
|
6,225,373
|
||
Transportation - 0.0%
|
|||
Port Seattle WA Rev Series 2019, 4% 4/1/2044 (b)
|
185,000
|
175,546
|
|
Port Seattle WA Rev Series 2019, 5% 4/1/2035 (b)
|
2,200,000
|
2,293,537
|
|
Port Seattle WA Rev Series 2021C, 5% 8/1/2026 (b)
|
640,000
|
641,093
|
|
Port Seattle WA Rev Series 2021C, 5% 8/1/2027 (b)
|
395,000
|
405,054
|
|
Port Seattle WA Rev Series 2021C, 5% 8/1/2028 (b)
|
1,105,000
|
1,154,067
|
|
TOTAL TRANSPORTATION
|
4,669,297
|
||
Water & Sewer - 0.3%
|
|||
Seattle WA Wtr Sys Rev Series 2025, 5% 5/1/2032
|
2,020,000
|
2,271,841
|
|
Seattle WA Wtr Sys Rev Series 2025, 5% 5/1/2034
|
4,050,000
|
4,674,120
|
|
Seattle Wash Drain & Wstwtr Rv Series 2025, 5% 5/1/2037
|
1,000,000
|
1,146,692
|
|
Seattle Wash Drain & Wstwtr Rv Series 2025, 5% 5/1/2043
|
900,000
|
998,375
|
|
Seattle Wash Drain & Wstwtr Rv Series 2025, 5% 5/1/2045
|
900,000
|
982,802
|
|
TOTAL WATER & SEWER
|
10,073,830
|
||
TOTAL WASHINGTON
|
110,343,938
|
||
West Virginia - 0.9%
|
|||
Electric Utilities - 0.2%
|
|||
West Virginia Economic Dev Auth Sold Waste Disp Facs Rev (Appalachian Power Co Proj.) Series 2009A, 3.7% tender 12/1/2042 (e)
|
4,550,000
|
4,616,936
|
|
West Virginia Economic Dev Auth Sold Waste Disp Facs Rev (Appalachian Power Co Proj.) Series 2009B, 3.7% tender 12/1/2042 (e)
|
1,900,000
|
1,927,951
|
|
TOTAL ELECTRIC UTILITIES
|
6,544,887
|
||
Health Care - 0.7%
|
|||
West Virginia St Hosp Fin Auth Hosp Rev (Cabell-Huntington Hsp, WV Proj.) Series 2018 A, 5% 1/1/2031
|
80,000
|
81,029
|
|
West Virginia St Hosp Fin Auth Hosp Rev (Cabell-Huntington Hsp, WV Proj.) Series 2018 A, 5% 1/1/2032
|
70,000
|
70,793
|
|
West Virginia St Hosp Fin Auth Hosp Rev (Cabell-Huntington Hsp, WV Proj.) Series 2018 A, 5% 1/1/2043
|
725,000
|
712,507
|
|
West Virginia St Hosp Fin Auth Hosp Rev (Vandalia Health Proj.) Series 2023B, 6% 9/1/2048
|
3,440,000
|
3,735,393
|
|
West Virginia St Hosp Fin Auth Hosp Rev (Vandalia Health Proj.) Series 2023B, 6% 9/1/2053
|
14,145,000
|
15,170,124
|
|
West Virginia St Hosp Fin Auth Hosp Rev (West Virginia United Health Sy Stem Proj.) Series 2023 A, 5% 6/1/2039
|
1,125,000
|
1,218,874
|
|
West Virginia St Hosp Fin Auth Hosp Rev (West Virginia United Health Sy Stem Proj.) Series 2023 A, 5% 6/1/2040
|
1,030,000
|
1,108,335
|
|
West Virginia St Hosp Fin Auth Hosp Rev (West Virginia United Health Sy Stem Proj.) Series 2023 A, 5% 6/1/2041
|
1,030,000
|
1,104,015
|
|
West Virginia St Hosp Fin Auth Hosp Rev (West Virginia United Health Sy Stem Proj.) Series 2023 A, 5% 6/1/2043
|
1,830,000
|
1,941,275
|
|
TOTAL HEALTH CARE
|
25,142,345
|
||
Transportation - 0.0%
|
|||
West Virginia Parkways Authority Series 2021, 5% 6/1/2027
|
295,000
|
301,545
|
|
West Virginia Parkways Authority Series 2021, 5% 6/1/2028
|
440,000
|
460,282
|
|
TOTAL TRANSPORTATION
|
761,827
|
||
TOTAL WEST VIRGINIA
|
32,449,059
|
||
Wisconsin - 1.4%
|
|||
Education - 0.0%
|
|||
Public Fin Auth WI Revenue (Roseman Univ of Hlth Sciences Proj.) Series 2020, 5% 4/1/2040 (d)
|
100,000
|
100,714
|
|
Public Fin Auth Wis Edl Fac Rev (Queens University of Charlotte Proj.) 5.25% 3/1/2042
|
360,000
|
376,520
|
|
Public Fin Auth Wis Edl Fac Rev (Queens University of Charlotte Proj.) 5.25% 3/1/2047
|
780,000
|
803,292
|
|
Wisconsin Health & Educational Facilities Authority (Marquette University, WI Proj.) Series 2019, 5% 10/1/2030
|
120,000
|
127,562
|
|
Wisconsin Health & Educational Facilities Authority (Marquette University, WI Proj.) Series 2019, 5% 10/1/2032
|
250,000
|
264,748
|
|
TOTAL EDUCATION
|
1,672,836
|
||
Electric Utilities - 0.0%
|
|||
Wisconsin Health & Educational Facilities Authority (Milwaukee Reg Med Center Thermal Proj.) 5% 4/1/2034
|
585,000
|
607,224
|
|
General Obligations - 0.3%
|
|||
Howard Suamico WI Scd 2% 3/1/2037
|
585,000
|
473,225
|
|
Madison WI Gen. Oblig. 3% 10/1/2036
|
1,385,000
|
1,333,306
|
|
Madison WI Met Sch Dist Series 2025A, 5% 3/1/2038
|
2,475,000
|
2,765,627
|
|
Madison WI Met Sch Dist Series 2025A, 5% 3/1/2042
|
1,865,000
|
2,043,208
|
|
Madison WI Met Sch Dist Series 2025A, 5% 3/1/2043
|
2,250,000
|
2,457,860
|
|
Madison WI Met Sch Dist Series 2025A, 5% 3/1/2044
|
1,975,000
|
2,143,103
|
|
Oshkosh WI Gen. Oblig. Series 2021 A, 2% 6/1/2036
|
190,000
|
153,050
|
|
TOTAL GENERAL OBLIGATIONS
|
11,369,379
|
||
Health Care - 0.9%
|
|||
Public Fin Auth WI Hosp Rev (Renown Regional Medical Center Proj.) 3% 6/1/2045
|
2,645,000
|
2,094,176
|
|
Public Fin Auth WI Hosp Rev (Renown Regional Medical Center Proj.) 4% 6/1/2045
|
900,000
|
848,412
|
|
Public Fin Auth WI Hosp Rev (Renown Regional Medical Center Proj.) 5% 6/1/2034
|
1,750,000
|
1,846,381
|
|
Public Fin Auth WI Hosp Rev (WakeMed Proj.) 5% 10/1/2044
|
155,000
|
157,867
|
|
Public Fin Auth WI Revenue (Bayhealth Medical Center Inc Proj.) Series 2021 A, 3% 7/1/2050
|
655,000
|
483,008
|
|
Public Fin Auth WI Revenue (Prime Healthcare Foundation Inc Proj.) Series 2018A, 5% 12/1/2027
|
430,000
|
434,089
|
|
Public Finance Authority (Blue Ridge Healthcare Proj.) Series 2020 A, 3% 1/1/2050
|
1,290,000
|
986,053
|
|
Wisconsin Health & Educational Facilities Authority (Ascension Health Credit Group Proj.) Series 2016 A, 5% 11/15/2036
|
255,000
|
255,587
|
|
Wisconsin Health & Educational Facilities Authority (Medical College of WI Inc Proj.) Series 2016, 4% 12/1/2046
|
1,610,000
|
1,502,426
|
|
Wisconsin Health & Educational Facilities Authority (Prohealth Care Inc Proj.) Series 2015, 3.15% 8/15/2027
|
1,000,000
|
998,116
|
|
Wisconsin Health & Educational Facilities Authority (Sanford Health, SD Proj.) 5% 2/15/2028
|
120,000
|
120,195
|
|
Wisconsin Health & Educational Facilities Authority (St Camillus Health System Proj.) Series 2019A, 5% 11/1/2026
|
105,000
|
105,345
|
|
Wisconsin St Health & Edl Facs Auth Rev (Advocate Health Care Network Proj.) 5% tender 8/15/2054 (e)
|
1,235,000
|
1,309,367
|
|
Wisconsin St Health & Edl Facs Auth Rev (Advocate Health Care Network Proj.) Series 2018C 4, 5% tender 8/15/2054 (e)
|
850,000
|
898,194
|
|
Wisconsin St Health & Edl Facs Auth Rev (Aspirus Wausau Hospital Inc Proj.) Series 2021, 3% 8/15/2051
|
6,800,000
|
5,025,614
|
|
Wisconsin St Health & Edl Facs Auth Rev (Gundersen Clinic - LA Crosse Proj.) Series 2021 A, 3% 10/15/2038
|
865,000
|
774,301
|
|
Wisconsin St Health & Edl Facs Auth Rev (Gundersen Clinic - LA Crosse Proj.) Series 2021 A, 3% 10/15/2039
|
450,000
|
396,259
|
|
Wisconsin St Health & Edl Facs Auth Rev (Hospital Sisters Svcs Inc Proj.) Series 2025A, 5% 8/15/2034
|
3,750,000
|
4,186,945
|
|
Wisconsin St Health & Edl Facs Auth Rev (Hospital Sisters Svcs Inc Proj.) Series 2025A, 5% 8/15/2035
|
2,000,000
|
2,241,553
|
|
Wisconsin St Health & Edl Facs Auth Rev (Hospital Sisters Svcs Inc Proj.) Series 2025A, 5% 8/15/2038
|
2,905,000
|
3,195,160
|
|
Wisconsin St Health & Edl Facs Auth Rev (Sanford Health, SD Proj.) Series 2024 A, 4.5% 2/15/2054 (Build America Mutual Assurance Co Insured)
|
795,000
|
773,543
|
|
Wisconsin St Health & Edl Facs Auth Rev (Sanford Health, SD Proj.) Series 2024 A, 5.5% 2/15/2054
|
850,000
|
891,168
|
|
TOTAL HEALTH CARE
|
29,523,759
|
||
Housing - 0.0%
|
|||
Wisconsin Hsg & Eda Hsg Rev (Wi Mhsg Rev 2007 Proj.) Series 2023 E, 3.875% tender 11/1/2054 (e)
|
345,000
|
345,193
|
|
Industrial Development - 0.1%
|
|||
Public Fin Auth WI Revenue (Mclemore Hotel Proj.) Series 2021 A, 4.5% 6/1/2056 (d)
|
3,635,000
|
2,954,193
|
|
Public Fin Auth WI Revenue (Mclemore Hotel Proj.) Series 2021 B, 6.5% 6/1/2056 (d)
|
625,000
|
437,500
|
|
TOTAL INDUSTRIAL DEVELOPMENT
|
3,391,693
|
||
Transportation - 0.1%
|
|||
Public Finance Authority (Sr 400 Toll Road Proj.) Series 2025, 6.5% 6/30/2060 (b)
|
2,340,000
|
2,618,967
|
|
TOTAL WISCONSIN
|
49,529,051
|
||
|
TOTAL MUNICIPAL SECURITIES
(Cost $3,456,950,585)
|
3,519,011,269
|
||
Money Market Funds - 3.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Municipal Cash Central Fund (k)(l)
(Cost $140,083,013)
|
2.87
|
140,055,002
|
140,083,013
|
|
|
TOTAL INVESTMENT IN SECURITIES - 100.7%
(Cost $3,597,033,598)
|
3,659,094,282
|
NET OTHER ASSETS (LIABILITIES) - (0.7)%
|
(26,754,958)
|
NET ASSETS - 100.0%
|
3,632,339,324
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals.
|
(c)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(d)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $60,483,266 or 1.7% of net assets.
|
(e)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(f)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(g)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(h)
|
Zero coupon bond which is issued at a discount.
|
(i)
|
Level 3 security.
|
(j)
|
Non-income producing - Security is in default.
|
(k)
|
Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Central Fund.
|
(l)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Municipal Cash Central Fund
|
281,058,208
|
501,258,914
|
642,234,109
|
2,297,688
|
-
|
-
|
140,083,013
|
140,055,002
|
4.6%
|
Total
|
281,058,208
|
501,258,914
|
642,234,109
|
2,297,688
|
-
|
-
|
140,083,013
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Municipal Securities
|
||||
Education
|
200,270,883
|
-
|
200,037,174
|
233,709
|
Electric Utilities
|
196,938,764
|
-
|
196,938,764
|
-
|
Escrowed/Pre-Refunded
|
939,768
|
-
|
939,768
|
-
|
General Obligations
|
1,386,408,677
|
-
|
1,386,408,677
|
-
|
Health Care
|
298,541,372
|
-
|
298,005,122
|
536,250
|
Housing
|
164,039,557
|
-
|
164,039,557
|
-
|
Industrial Development
|
60,423,737
|
-
|
60,423,737
|
-
|
Other
|
11,052,011
|
-
|
11,052,011
|
-
|
Special Tax
|
314,410,008
|
-
|
314,410,008
|
-
|
Tobacco Bonds
|
25,979,169
|
-
|
25,979,169
|
-
|
Transportation
|
694,498,081
|
-
|
694,498,081
|
-
|
Water & Sewer
|
165,509,242
|
-
|
165,509,242
|
-
|
Money Market Funds
|
140,083,013
|
140,083,013
|
-
|
-
|
Total Investments in Securities:
|
3,659,094,282
|
140,083,013
|
3,518,241,310
|
769,959
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $3,456,950,585)
|
$
|
3,519,011,269
|
||
Fidelity Central Funds (cost $140,083,013)
|
140,083,013
|
|||
Total Investment in Securities (cost $3,597,033,598)
|
$
|
3,659,094,282
|
||
Cash
|
99,999
|
|||
Receivable for investments sold
|
4,619,821
|
|||
Receivable for fund shares sold
|
18,364,488
|
|||
Interest receivable
|
41,469,813
|
|||
Distributions receivable from Fidelity Central Funds
|
270,258
|
|||
Other receivables
|
166
|
|||
Total assets
|
3,723,918,827
|
|||
Liabilities
|
||||
Payable for investments purchased on a delayed delivery basis
|
$
|
78,779,278
|
||
Payable for fund shares redeemed
|
2,278,468
|
|||
Distributions payable
|
9,481,502
|
|||
Accrued management fee
|
971,138
|
|||
Other payables and accrued expenses
|
69,117
|
|||
Total liabilities
|
91,579,503
|
|||
Net Assets
|
$
|
3,632,339,324
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
3,577,745,921
|
||
Total accumulated earnings (loss)
|
54,593,403
|
|||
Net Assets
|
$
|
3,632,339,324
|
||
Net Asset Value, offering price and redemption price per share ($3,632,339,324 ÷ 364,290,233 shares)
|
$
|
9.97
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
62,900,421
|
||
Income from Fidelity Central Funds
|
2,297,688
|
|||
Total income
|
65,198,109
|
|||
Expenses
|
||||
Management fee
|
$
|
5,666,351
|
||
Custodian fees and expenses
|
12,929
|
|||
Independent trustees' fees and expenses
|
3,291
|
|||
Registration fees
|
55,061
|
|||
Audit fees
|
35,929
|
|||
Legal
|
1,680
|
|||
Miscellaneous
|
5,114
|
|||
Total expenses before reductions
|
5,780,355
|
|||
Expense reductions
|
(984)
|
|||
Total expenses after reductions
|
5,779,371
|
|||
Net Investment income (loss)
|
59,418,738
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(1,002,597)
|
|||
Total net realized gain (loss)
|
(1,002,597)
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
19,866,206
|
|||
Net gain (loss)
|
18,863,609
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
78,282,347
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
59,418,738
|
$
|
92,873,994
|
Net realized gain (loss)
|
(1,002,597)
|
(4,751,136)
|
||
Change in net unrealized appreciation (depreciation)
|
19,866,206
|
39,442,768
|
||
Net increase (decrease) in net assets resulting from operations
|
78,282,347
|
127,565,626
|
||
Distributions to shareholders
|
(57,572,389)
|
(90,135,279)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
698,193,400
|
2,239,436,148
|
||
Reinvestment of distributions
|
3,282,091
|
3,503,678
|
||
Cost of shares redeemed
|
(355,216,948)
|
(1,266,282,515)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
346,258,543
|
976,657,311
|
||
Total increase (decrease) in net assets
|
366,968,501
|
1,014,087,658
|
||
Net Assets
|
||||
Beginning of period
|
3,265,370,823
|
2,251,283,165
|
||
End of period
|
$
|
3,632,339,324
|
$
|
3,265,370,823
|
Other Information
|
||||
Shares
|
||||
Sold
|
70,629,202
|
231,439,705
|
||
Issued in reinvestment of distributions
|
330,091
|
357,893
|
||
Redeemed
|
(35,820,978)
|
(131,241,970)
|
||
Net increase (decrease)
|
35,138,315
|
100,555,628
|
||
Fidelity® SAI Municipal Income Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023
|
2022
|
2021
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
9.92
|
$
|
9.85
|
$
|
9.99
|
$
|
9.58
|
$
|
10.88
|
$
|
10.85
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) A,B
|
.173
|
.339
|
.329
|
.310
|
.218
|
.203
|
||||||
Net realized and unrealized gain (loss)
|
.045
|
.060
|
(.150)
|
.399
|
(1.297)
|
.048
|
||||||
Total from investment operations
|
.218
|
.399
|
.179
|
.709
|
(1.079)
|
.251
|
||||||
Distributions from net investment income
|
(.168)
|
(.328)
|
(.318)
|
(.299)
|
(.221)
|
(.207)
|
||||||
Distributions from net realized gain
|
-
|
(.001)
|
(.001)
|
-
|
-
|
(.014)
|
||||||
Total distributions
|
(.168)
|
(.329)
|
(.319)
|
(.299)
|
(.221)
|
(.221)
|
||||||
Net asset value, end of period
|
$
|
9.97
|
$
|
9.92
|
$
|
9.85
|
$
|
9.99
|
$
|
9.58
|
$
|
10.88
|
Total Return C,D
|
2.21 % |
4.15%
|
1.83%
|
7.55%
|
(9.94)%
|
2.33%
|
||||||
Ratios to Average Net Assets B,E,F
|
||||||||||||
Expenses before reductions
|
.34% G
|
.35%
|
.35%
|
.37%
|
.38%
|
.36%
|
||||||
Expenses net of fee waivers, if any
|
.34 % G |
.35%
|
.34%
|
.36%
|
.36%
|
.36%
|
||||||
Expenses net of all reductions, if any
|
.34% G
|
.35%
|
.34%
|
.36%
|
.36%
|
.36%
|
||||||
Net investment income (loss)
|
3.51% G
|
3.48%
|
3.32%
|
3.22%
|
2.16%
|
1.87%
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
3,632,339
|
$
|
3,265,371
|
$
|
2,251,283
|
$
|
1,922,929
|
$
|
1,106,405
|
$
|
2,513,106
|
Portfolio turnover rate H
|
11 % G |
16%
|
10%
|
14%
|
26% I
|
4%
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$92,383,459
|
Gross unrealized depreciation
|
(21,804,241)
|
Net unrealized appreciation (depreciation)
|
$70,579,218
|
Tax cost
|
$3,588,515,064
|
Short-term
|
$(3,044,056)
|
Long-term
|
(12,040,977)
|
Total capital loss carryforward
|
$(15,085,033)
|
Purchases ($)
|
Sales ($)
|
|
Fidelity SAI Municipal Income Fund
|
735,784,866
|
176,481,316
|
Purchases ($)
|
Sales ($)
|
Realized Gain (Loss) ($)
|
|
Fidelity SAI Municipal Income Fund
|
56,140,419
|
55,408,847
|
(44,783)
|
Amount ($)
|
|
Fidelity SAI Municipal Income Fund
|
2,022
|
 |
Contents
Foreign Government and Government Agency Obligations - 65.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 3.0%
|
|||
Australian Commonwealth 1% 12/21/2030 (d)
|
AUD
|
2,000
|
1,195
|
Australian Commonwealth 1.25% 5/21/2032
|
AUD
|
20,000
|
11,560
|
Australian Commonwealth 1.5% 6/21/2031
|
AUD
|
3,940,000
|
2,378,038
|
Australian Commonwealth 1.75% 11/21/2032 (d)
|
AUD
|
490,000
|
287,648
|
Australian Commonwealth 1.75% 6/21/2051 (d)
|
AUD
|
809,000
|
287,449
|
Australian Commonwealth 2.25% 5/21/2028 (d)
|
AUD
|
3,740,000
|
2,488,351
|
Australian Commonwealth 2.75% 11/21/2029 (d)
|
AUD
|
3,840,000
|
2,524,550
|
Australian Commonwealth 2.75% 5/21/2041 (d)
|
AUD
|
244,000
|
129,673
|
Australian Commonwealth 2.75% 6/21/2035 (d)
|
AUD
|
2,920,000
|
1,736,325
|
Australian Commonwealth 3% 11/21/2033 (d)
|
AUD
|
3,690,000
|
2,303,561
|
Australian Commonwealth 3% 3/21/2047 (d)
|
AUD
|
1,898,000
|
951,972
|
Australian Commonwealth 3.25% 4/21/2029 (d)
|
AUD
|
2,470,000
|
1,660,050
|
Australian Commonwealth 3.5% 12/21/2034 (d)
|
AUD
|
2,630,000
|
1,673,972
|
Australian Commonwealth 3.75% 5/21/2034 (d)
|
AUD
|
1,910,000
|
1,246,880
|
Australian Commonwealth 4.25% 10/21/2036 (d)
|
AUD
|
440,000
|
292,114
|
Australian Commonwealth 4.25% 12/21/2035 (d)
|
AUD
|
2,890,000
|
1,930,120
|
Australian Commonwealth 4.25% 3/21/2036 (d)
|
AUD
|
10,000
|
6,668
|
Australian Commonwealth 4.25% 6/21/2034 (d)
|
AUD
|
520,000
|
351,061
|
Australian Commonwealth 4.5% 4/21/2033 (d)
|
AUD
|
4,580,000
|
3,163,765
|
Australian Commonwealth 4.75% 10/21/2037 (d)
|
AUD
|
900,000
|
620,423
|
Australian Commonwealth 4.75% 6/21/2054 (d)
|
AUD
|
290,000
|
185,657
|
New South Wales Treasury Corp 1.25% 11/20/2030
|
AUD
|
670,000
|
401,326
|
New South Wales Treasury Corp 1.75% 3/20/2034 (d)
|
AUD
|
840,000
|
458,024
|
New South Wales Treasury Corp 2% 3/20/2031
|
AUD
|
1,106,000
|
678,659
|
New South Wales Treasury Corp 2.25% 5/7/2041
|
AUD
|
880,000
|
398,772
|
New South Wales Treasury Corp 3% 4/20/2029 (d)
|
AUD
|
2,690,000
|
1,785,579
|
New South Wales Treasury Corp 3% 5/20/2027 (d)
|
AUD
|
620,000
|
423,350
|
New South Wales Treasury Corp 4.25% 2/20/2036 (d)
|
AUD
|
470,000
|
299,831
|
New South Wales Treasury Corp 4.75% 2/20/2037 (d)
|
AUD
|
1,910,000
|
1,252,421
|
Queensland Treasury Corp 1.5% 8/20/2032 (d)(f)
|
AUD
|
2,840,000
|
1,615,098
|
Queensland Treasury Corp 1.75% 7/20/2034 (d)(f)
|
AUD
|
450,000
|
242,024
|
Queensland Treasury Corp 1.75% 8/21/2031 (d)(f)
|
AUD
|
2,631,000
|
1,573,365
|
Queensland Treasury Corp 2% 8/22/2033
|
AUD
|
1,000,000
|
567,180
|
Queensland Treasury Corp 2.25% 11/20/2041 (d)(f)
|
AUD
|
70,000
|
31,055
|
Queensland Treasury Corp 3.25% 5/21/2035 (d)
|
EUR
|
230,000
|
261,904
|
Queensland Treasury Corp 3.25% 7/21/2028 (d)(f)
|
AUD
|
154,000
|
103,842
|
Queensland Treasury Corp 3.5% 8/21/2030 (d)(f)
|
AUD
|
58,000
|
38,405
|
Queensland Treasury Corp 5% 7/21/2037 (d)(f)
|
AUD
|
600,000
|
399,234
|
South Australian Government Financing Authority 1.75% 5/24/2032 (d)
|
AUD
|
490,000
|
285,416
|
South Australian Government Financing Authority 1.75% 5/24/2034 (d)
|
AUD
|
540,000
|
292,564
|
South Australian Government Financing Authority 2% 5/23/2036 (d)
|
AUD
|
150,000
|
77,372
|
South Australian Government Financing Authority 4.5% 5/24/2033 (d)
|
AUD
|
720,000
|
484,554
|
Treasury Corp of Victoria 1.25% 11/19/2027
|
AUD
|
952,000
|
629,925
|
Treasury Corp of Victoria 1.5% 11/20/2030
|
AUD
|
1,347,000
|
814,828
|
Treasury Corp of Victoria 1.5% 9/10/2031
|
AUD
|
1,000,000
|
587,971
|
Treasury Corp of Victoria 2% 11/20/2037
|
AUD
|
260,000
|
126,110
|
Treasury Corp of Victoria 2% 9/17/2035
|
AUD
|
1,550,000
|
814,108
|
Treasury Corp of Victoria 2.25% 11/20/2034
|
AUD
|
350,000
|
193,582
|
Treasury Corp of Victoria 2.25% 11/20/2042
|
AUD
|
330,000
|
141,266
|
Treasury Corp of Victoria 2.25% 9/15/2033 (d)
|
AUD
|
310,000
|
178,180
|
Treasury Corp of Victoria 2.5% 10/22/2029
|
AUD
|
424,000
|
274,554
|
Treasury Corp of Victoria 3.625% 9/29/2040 (d)
|
EUR
|
120,000
|
136,428
|
Treasury Corp of Victoria 4.75% 9/15/2036
|
AUD
|
50,000
|
32,870
|
Treasury Corp of Victoria 5% 11/20/2040
|
AUD
|
300,000
|
191,180
|
Treasury Corp of Victoria 5.25% 9/15/2038
|
AUD
|
1,250,000
|
837,727
|
Western Australian Treasury Corp 4.25% 7/20/2033
|
AUD
|
150,000
|
99,803
|
Western Australian Treasury Corp 4.75% 10/24/2035 (d)
|
AUD
|
530,000
|
356,154
|
Western Australian Treasury Corp 5.75% 10/24/2039
|
AUD
|
260,000
|
183,739
|
TOTAL AUSTRALIA
|
41,499,432
|
||
AUSTRIA - 1.3%
|
|||
Austrian Republic 0% 10/20/2028 (d)(f)
|
EUR
|
600,000
|
646,277
|
Austrian Republic 0% 10/20/2040 (d)(f)
|
EUR
|
788,000
|
554,560
|
Austrian Republic 0% 2/20/2030 (d)(f)
|
EUR
|
1,972,000
|
2,047,940
|
Austrian Republic 0% 2/20/2031 (d)(f)
|
EUR
|
2,910,000
|
2,935,031
|
Austrian Republic 0.5% 2/20/2029 (d)(f)
|
EUR
|
1,557,000
|
1,684,163
|
Austrian Republic 0.7% 4/20/2071 (d)(f)
|
EUR
|
80,000
|
32,344
|
Austrian Republic 0.75% 2/20/2028 (d)(f)
|
EUR
|
1,335,000
|
1,481,494
|
Austrian Republic 0.75% 3/20/2051 (d)(f)
|
EUR
|
930,000
|
563,901
|
Austrian Republic 0.85% 6/30/2120 (d)(f)
|
EUR
|
1,560,000
|
549,389
|
Austrian Republic 0.9% 2/20/2032 (d)(f)
|
EUR
|
394,000
|
405,894
|
Austrian Republic 1.5% 11/2/2086 (d)(f)
|
EUR
|
420,000
|
228,879
|
Austrian Republic 1.5% 2/20/2047 (d)(f)
|
EUR
|
293,000
|
232,956
|
Austrian Republic 2.4% 5/23/2034 (d)(f)
|
EUR
|
40,000
|
43,866
|
Austrian Republic 2.8% 9/20/2032 (d)(f)
|
EUR
|
1,010,000
|
1,150,893
|
Austrian Republic 2.9% 2/20/2033 (d)(f)
|
EUR
|
140,000
|
160,089
|
Austrian Republic 2.9% 2/20/2034 (d)(f)
|
EUR
|
620,000
|
705,493
|
Austrian Republic 2.95% 2/20/2035 (d)(f)
|
EUR
|
1,620,000
|
1,838,402
|
Austrian Republic 3.15% 10/20/2053 (d)(f)
|
EUR
|
130,000
|
135,027
|
Austrian Republic 3.15% 6/20/2044 (d)(f)
|
EUR
|
720,000
|
781,999
|
Austrian Republic 3.2% 2/20/2036 (d)(f)
|
EUR
|
850,000
|
977,752
|
Austrian Republic 3.2% 7/15/2039 (d)
|
EUR
|
190,000
|
213,899
|
Austrian Republic 3.75% 3/20/2056 (d)(f)
|
EUR
|
120,000
|
138,119
|
Austrian Republic 4.15% 3/15/2037 (d)(f)
|
EUR
|
20,000
|
24,832
|
TOTAL AUSTRIA
|
17,533,199
|
||
BELGIUM - 1.9%
|
|||
Kingdom of Belgium 0% 10/22/2027 (d)(f)
|
EUR
|
2,060,000
|
2,277,507
|
Kingdom of Belgium 0.1% 6/22/2030 (d)(f)
|
EUR
|
1,015,000
|
1,044,808
|
Kingdom of Belgium 0.35% 6/22/2032 (d)(f)
|
EUR
|
2,699,000
|
2,646,040
|
Kingdom of Belgium 0.4% 6/22/2040 (d)(f)
|
EUR
|
1,212,000
|
881,132
|
Kingdom of Belgium 0.65% 6/22/2071 (d)(f)
|
EUR
|
1,750,000
|
603,575
|
Kingdom of Belgium 0.8% 6/22/2027 (d)(f)
|
EUR
|
39,000
|
43,829
|
Kingdom of Belgium 0.8% 6/22/2028 (d)(f)
|
EUR
|
2,110,000
|
2,328,890
|
Kingdom of Belgium 1.25% 4/22/2033 (d)(f)
|
EUR
|
1,461,000
|
1,489,664
|
Kingdom of Belgium 1.4% 6/22/2053 (d)(f)
|
EUR
|
932,000
|
581,374
|
Kingdom of Belgium 1.6% 6/22/2047 (d)(f)
|
EUR
|
38,000
|
28,228
|
Kingdom of Belgium 1.7% 6/22/2050 (d)(f)
|
EUR
|
23,000
|
16,442
|
Kingdom of Belgium 2.15% 6/22/2066 (d)(f)
|
EUR
|
90,000
|
60,716
|
Kingdom of Belgium 2.25% 6/22/2057 (d)(f)
|
EUR
|
124,000
|
91,960
|
Kingdom of Belgium 2.6% 10/22/2030 (d)(f)
|
EUR
|
640,000
|
724,895
|
Kingdom of Belgium 2.85% 10/22/2034 (d)(f)
|
EUR
|
1,020,000
|
1,132,929
|
Kingdom of Belgium 3% 6/22/2033 (d)(f)
|
EUR
|
600,000
|
682,130
|
Kingdom of Belgium 3.1% 6/22/2035 (d)(f)
|
EUR
|
2,530,000
|
2,840,998
|
Kingdom of Belgium 3.1% 8/22/2031 (d)(f)
|
EUR
|
580,000
|
668,750
|
Kingdom of Belgium 3.3% 6/22/2054 (d)(f)
|
EUR
|
360,000
|
346,670
|
Kingdom of Belgium 3.4% 6/22/2036 (d)(f)
|
EUR
|
1,220,000
|
1,390,307
|
Kingdom of Belgium 3.75% 6/22/2045 (d)
|
EUR
|
1,870,000
|
2,059,101
|
Kingdom of Belgium 4% 3/28/2032 (d)
|
EUR
|
30,000
|
36,182
|
Kingdom of Belgium 4.25% 3/28/2041 (d)(f)
|
EUR
|
545,000
|
653,264
|
Kingdom of Belgium 4.35% 6/22/2056 (d)(f)
|
EUR
|
650,000
|
746,468
|
Kingdom of Belgium 5.5% 3/28/2028 (d)
|
EUR
|
40,000
|
47,924
|
Ministeries Van de Vlaamse Gemeenschap 1.875% 6/2/2042
|
EUR
|
400,000
|
344,359
|
Ministeries Van de Vlaamse Gemeenschap 3.125% 6/22/2034 (d)
|
EUR
|
300,000
|
337,590
|
Ministeries Van de Vlaamse Gemeenschap 3.25% 4/5/2033 (d)
|
EUR
|
300,000
|
343,865
|
Region Wallonne Belgium 1.05% 6/22/2040 (d)
|
EUR
|
100,000
|
77,026
|
Region Wallonne Belgium 1.25% 5/3/2034 (d)
|
EUR
|
400,000
|
386,862
|
Region Wallonne Belgium 3.125% 6/22/2032 (d)
|
EUR
|
500,000
|
564,359
|
Region Wallonne Belgium 3.25% 6/22/2033 (d)
|
EUR
|
500,000
|
564,503
|
TOTAL BELGIUM
|
26,042,347
|
||
BULGARIA - 0.1%
|
|||
Bulgarian Republic 4.5% 1/27/2033 (d)
|
EUR
|
370,000
|
450,400
|
Bulgarian Republic 4.625% 9/23/2034 (d)
|
EUR
|
190,000
|
233,240
|
TOTAL BULGARIA
|
683,640
|
||
CANADA - 5.4%
|
|||
Canada Housing Trust No 1 1.6% 12/15/2031 (f)
|
CAD
|
320,000
|
207,936
|
Canada Housing Trust No 1 1.75% 6/15/2030 (f)
|
CAD
|
730,000
|
490,481
|
Canada Housing Trust No 1 2.1% 9/15/2029 (f)
|
CAD
|
70,000
|
48,092
|
Canada Housing Trust No 1 3.6% 12/15/2027 (f)
|
CAD
|
1,910,000
|
1,364,238
|
Canada Housing Trust No 1 3.6% 9/15/2035
|
CAD
|
1,560,000
|
1,106,217
|
Canada Housing Trust No 1 4.25% 3/15/2034 (f)
|
CAD
|
780,000
|
581,614
|
Canadian Government 0.5% 12/1/2030
|
CAD
|
491,000
|
311,134
|
Canadian Government 1.25% 6/1/2030
|
CAD
|
16,000
|
10,577
|
Canadian Government 1.75% 12/1/2053
|
CAD
|
70,000
|
32,336
|
Canadian Government 2% 6/1/2032
|
CAD
|
5,230,000
|
3,469,206
|
Canadian Government 2.75% 12/1/2055
|
CAD
|
1,610,000
|
928,945
|
Canadian Government 2.75% 12/1/2064
|
CAD
|
2,380,000
|
1,330,196
|
Canadian Government 2.75% 3/1/2030
|
CAD
|
300,000
|
210,206
|
Canadian Government 2.75% 3/1/2031
|
CAD
|
8,960,000
|
6,247,930
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
430,000
|
295,407
|
Canadian Government 2.75% 9/1/2030
|
CAD
|
8,810,000
|
6,157,403
|
Canadian Government 3% 6/1/2034
|
CAD
|
3,210,000
|
2,226,468
|
Canadian Government 3.25% 12/1/2033
|
CAD
|
1,640,000
|
1,160,165
|
Canadian Government 3.25% 12/1/2034
|
CAD
|
2,240,000
|
1,577,555
|
Canadian Government 3.25% 6/1/2035
|
CAD
|
3,410,000
|
2,394,714
|
Canadian Government 3.25% 6/1/2036
|
CAD
|
2,740,000
|
1,911,551
|
Canadian Government 3.5% 12/1/2045
|
CAD
|
2,250,000
|
1,553,763
|
Canadian Government 3.5% 12/1/2057
|
CAD
|
2,530,000
|
1,694,174
|
Canadian Government 3.5% 9/1/2029
|
CAD
|
1,200,000
|
861,534
|
City of Montreal 2.3% 9/1/2029
|
CAD
|
140,000
|
96,489
|
City of Montreal 2.4% 12/1/2041
|
CAD
|
260,000
|
141,188
|
City of Montreal 3.9% 9/1/2034
|
CAD
|
120,000
|
85,390
|
City of Montreal 4.4% 12/1/2043
|
CAD
|
50,000
|
34,372
|
City of Ottawa Ontario 4.6% 7/14/2042
|
CAD
|
70,000
|
49,996
|
City of Toronto Canada Principal Strip 2.15% 8/25/2040
|
CAD
|
470,000
|
254,968
|
City of Toronto Canada Principal Strip 2.8% 11/22/2049
|
CAD
|
180,000
|
92,770
|
Export Development Canada 4% 9/4/2030
|
AUD
|
480,000
|
323,131
|
Province of Alberta 2.05% 6/1/2030
|
CAD
|
1,100,000
|
746,149
|
Province of Alberta 3.05% 12/1/2048
|
CAD
|
724,000
|
404,317
|
Province of Alberta 3.1% 6/1/2050
|
CAD
|
231,000
|
128,891
|
Province of Alberta 3.375% 4/2/2035 (d)
|
EUR
|
310,000
|
357,710
|
Province of Alberta 3.75% 6/1/2036
|
CAD
|
740,000
|
520,314
|
Province of Alberta 4.45% 12/1/2054
|
CAD
|
280,000
|
194,647
|
Province of Alberta 5.2% 5/15/2034
|
AUD
|
200,000
|
138,704
|
Province of British Columbia 2.2% 6/18/2030
|
CAD
|
2,280,000
|
1,555,066
|
Province of British Columbia 2.75% 6/18/2052
|
CAD
|
140,000
|
71,327
|
Province of British Columbia 2.95% 6/18/2050
|
CAD
|
924,000
|
497,077
|
Province of British Columbia 3.5% 5/29/2040 (d)
|
EUR
|
340,000
|
380,732
|
Province of British Columbia 3.55% 6/18/2033
|
CAD
|
970,000
|
688,599
|
Province of British Columbia 3.625% 5/29/2036 (d)
|
EUR
|
170,000
|
197,943
|
Province of British Columbia 4.45% 12/18/2055
|
CAD
|
650,000
|
448,838
|
Province of British Columbia 4.6% 6/18/2057
|
CAD
|
70,000
|
49,510
|
Province of British Columbia 4.7% 6/18/2037
|
CAD
|
1,120,000
|
840,634
|
Province of British Columbia 4.95% 7/16/2032 (d)
|
AUD
|
360,000
|
248,471
|
Province of Manitoba 2.05% 9/5/2052
|
CAD
|
240,000
|
103,740
|
Province of Manitoba 3% 6/2/2028
|
CAD
|
320,000
|
226,350
|
Province of Manitoba 3.2% 3/5/2050
|
CAD
|
256,000
|
144,062
|
Province of Manitoba 3.35% 2/4/2036 (d)
|
EUR
|
130,000
|
148,347
|
Province of Manitoba 3.4% 9/5/2048
|
CAD
|
470,000
|
276,052
|
Province of Manitoba 3.7% 6/2/2035
|
CAD
|
690,000
|
485,654
|
Province of Manitoba 4.05% 9/5/2045
|
CAD
|
80,000
|
52,909
|
Province of Manitoba 4.85% 8/28/2034
|
AUD
|
140,000
|
93,497
|
Province of New Brunswick 2.55% 8/14/2031
|
CAD
|
690,000
|
471,054
|
Province of New Brunswick 3.05% 8/14/2050
|
CAD
|
227,000
|
123,542
|
Province of New Brunswick 3.55% 6/3/2043
|
CAD
|
100,000
|
62,830
|
Province of New Brunswick 3.95% 6/3/2035
|
CAD
|
730,000
|
523,418
|
Province of New Brunswick 4.8% 9/26/2039
|
CAD
|
90,000
|
67,453
|
Province of Newfoundland 1.75% 6/2/2030
|
CAD
|
290,000
|
194,002
|
Province of Newfoundland 2.65% 10/17/2050
|
CAD
|
217,000
|
108,202
|
Province of Newfoundland 3.3% 10/17/2046
|
CAD
|
50,000
|
29,078
|
Province of Newfoundland 3.7% 10/17/2048
|
CAD
|
170,000
|
103,784
|
Province of Newfoundland 4.6% 10/17/2055
|
CAD
|
130,000
|
90,503
|
Province of Nova Scotia 3.15% 12/1/2051
|
CAD
|
160,000
|
88,239
|
Province of Nova Scotia 3.45% 6/1/2045
|
CAD
|
150,000
|
90,959
|
Province of Nova Scotia 3.85% 6/1/2035
|
CAD
|
910,000
|
647,784
|
Province of Nova Scotia 4.05% 6/1/2033
|
CAD
|
370,000
|
270,378
|
Province of Ontario 0.375% 4/8/2027 (d)
|
EUR
|
283,000
|
318,070
|
Province of Ontario 1.05% 9/8/2027
|
CAD
|
2,770,000
|
1,917,994
|
Province of Ontario 1.9% 12/2/2051
|
CAD
|
210,000
|
90,106
|
Province of Ontario 2.05% 6/2/2030
|
CAD
|
59,000
|
40,028
|
Province of Ontario 2.15% 6/2/2031
|
CAD
|
170,000
|
114,230
|
Province of Ontario 2.65% 12/2/2050
|
CAD
|
49,000
|
25,091
|
Province of Ontario 2.7% 6/2/2029
|
CAD
|
1,703,000
|
1,191,752
|
Province of Ontario 2.8% 6/2/2048
|
CAD
|
1,868,000
|
1,005,124
|
Province of Ontario 2.9% 12/2/2046
|
CAD
|
480,000
|
267,047
|
Province of Ontario 2.9% 6/2/2049
|
CAD
|
1,735,000
|
941,954
|
Province of Ontario 2.95% 9/8/2030
|
CAD
|
1,620,000
|
1,134,645
|
Province of Ontario 3.1% 1/31/2034 (d)
|
EUR
|
280,000
|
318,771
|
Province of Ontario 3.125% 3/5/2036 (d)
|
EUR
|
210,000
|
236,126
|
Province of Ontario 3.65% 6/2/2033
|
CAD
|
1,500,000
|
1,072,057
|
Province of Ontario 3.75% 12/2/2053
|
CAD
|
210,000
|
130,300
|
Province of Ontario 4.1% 3/4/2033
|
CAD
|
840,000
|
617,232
|
Province of Ontario 4.45% 12/2/2056
|
CAD
|
240,000
|
167,794
|
Province of Ontario 4.6% 12/2/2055
|
CAD
|
2,250,000
|
1,611,370
|
Province of Ontario 4.6% 6/2/2039
|
CAD
|
230,000
|
170,707
|
Province of Ontario 4.7% 6/2/2037
|
CAD
|
3,050,000
|
2,301,179
|
Province of Ontario 5.35% 5/8/2034
|
AUD
|
220,000
|
153,857
|
Province of Quebec 0% 10/29/2030 (d)
|
EUR
|
1,050,000
|
1,059,882
|
Province of Quebec 0.5% 1/25/2032 (d)
|
EUR
|
330,000
|
328,999
|
Province of Quebec 1.5% 9/1/2031
|
CAD
|
1,966,000
|
1,273,775
|
Province of Quebec 1.9% 9/1/2030
|
CAD
|
131,000
|
88,044
|
Province of Quebec 2.3% 9/1/2029
|
CAD
|
1,179,000
|
813,960
|
Province of Quebec 2.85% 12/1/2053
|
CAD
|
2,270,000
|
1,169,548
|
Province of Quebec 3.1% 12/1/2051
|
CAD
|
230,000
|
126,233
|
Province of Quebec 3.5% 12/1/2045
|
CAD
|
880,000
|
538,623
|
Province of Quebec 3.5% 12/1/2048
|
CAD
|
270,000
|
161,417
|
Province of Quebec 3.6% 9/1/2033
|
CAD
|
300,000
|
213,039
|
Province of Quebec 3.65% 5/20/2032
|
CAD
|
410,000
|
294,382
|
Province of Quebec 3.875% 4/23/2041 (d)
|
EUR
|
130,000
|
151,117
|
Province of Quebec 4.4% 12/1/2055
|
CAD
|
260,000
|
177,931
|
Province of Quebec 5% 12/1/2038
|
CAD
|
2,490,000
|
1,907,707
|
Province of Quebec 5% 12/1/2041
|
CAD
|
420,000
|
318,397
|
Province of Quebec 5.1% 6/4/2035
|
AUD
|
200,000
|
136,267
|
Province of Saskatchewan 3.1% 6/2/2050
|
CAD
|
573,000
|
321,349
|
Province of Saskatchewan 3.25% 9/24/2035 (d)
|
EUR
|
150,000
|
170,589
|
Province of Saskatchewan 3.3% 6/2/2048
|
CAD
|
150,000
|
87,972
|
Province of Saskatchewan 3.8% 6/2/2035
|
CAD
|
570,000
|
406,016
|
Province of Saskatchewan 3.9% 6/2/2033
|
CAD
|
70,000
|
50,791
|
Province of Saskatchewan 4.75% 6/1/2040
|
CAD
|
120,000
|
89,851
|
TOTAL CANADA
|
72,832,235
|
||
CHILE - 0.0%
|
|||
Chilean Republic 1.25% 1/29/2040
|
EUR
|
114,000
|
95,291
|
Chilean Republic 1.875% 5/27/2030
|
EUR
|
100,000
|
108,742
|
TOTAL CHILE
|
204,033
|
||
CHINA - 0.1%
|
|||
Peoples Republic of China 0.5% 11/12/2031 (d)
|
EUR
|
820,000
|
828,707
|
Peoples Republic of China 0.625% 11/25/2035 (d)
|
EUR
|
150,000
|
138,269
|
TOTAL CHINA
|
966,976
|
||
CYPRUS - 0.1%
|
|||
Republic of Cyprus 0.625% 1/21/2030 (d)
|
EUR
|
980,000
|
1,041,858
|
Republic of Cyprus 1.25% 1/21/2040 (d)
|
EUR
|
130,000
|
114,098
|
Republic of Cyprus 2.25% 4/16/2050 (d)
|
EUR
|
59,000
|
51,268
|
TOTAL CYPRUS
|
1,207,224
|
||
DENMARK - 0.4%
|
|||
Danish Kingdom 0% 11/15/2031
|
DKK
|
10,720,000
|
1,440,575
|
Danish Kingdom 0% 11/15/2031
|
DKK
|
610,000
|
81,985
|
Danish Kingdom 0.25% 11/15/2052
|
DKK
|
3,891,000
|
296,148
|
Danish Kingdom 0.5% 11/15/2029
|
DKK
|
16,594,000
|
2,387,115
|
Danish Kingdom 2.25% 11/15/2033
|
DKK
|
3,120,000
|
466,523
|
Danish Kingdom 2.25% 11/15/2035
|
DKK
|
4,640,000
|
680,965
|
Danish Kingdom 4.5% 11/15/2039
|
DKK
|
3,960,000
|
712,374
|
TOTAL DENMARK
|
6,065,685
|
||
ESTONIA - 0.1%
|
|||
Republic of Estonia 0.125% 6/10/2030 (d)
|
EUR
|
1,160,000
|
1,191,324
|
FINLAND - 0.6%
|
|||
Finnish Government 0% 9/15/2030 (d)(f)
|
EUR
|
740,000
|
755,330
|
Finnish Government 0.125% 4/15/2036 (d)(f)
|
EUR
|
452,000
|
384,526
|
Finnish Government 0.125% 4/15/2052 (d)(f)
|
EUR
|
294,000
|
135,115
|
Finnish Government 0.125% 9/15/2031 (d)(f)
|
EUR
|
740,000
|
737,023
|
Finnish Government 0.25% 9/15/2040 (d)(f)
|
EUR
|
433,000
|
315,127
|
Finnish Government 0.5% 4/15/2043 (d)(f)
|
EUR
|
1,243,000
|
867,105
|
Finnish Government 0.5% 9/15/2028 (d)(f)
|
EUR
|
1,080,000
|
1,179,876
|
Finnish Government 1.125% 4/15/2034 (d)(f)
|
EUR
|
166,000
|
165,138
|
Finnish Government 1.5% 9/15/2032 (d)(f)
|
EUR
|
1,180,000
|
1,242,259
|
Finnish Government 2.625% 4/15/2032 (d)(f)
|
EUR
|
370,000
|
417,748
|
Finnish Government 2.625% 7/4/2042 (d)(f)
|
EUR
|
20,000
|
20,252
|
Finnish Government 2.875% 4/15/2029 (d)(f)
|
EUR
|
440,000
|
506,156
|
Finnish Government 2.95% 4/15/2055 (d)(f)
|
EUR
|
200,000
|
194,906
|
Finnish Government 3% 9/15/2033 (d)(f)
|
EUR
|
200,000
|
229,231
|
Finnish Government 3% 9/15/2035 (d)(f)
|
EUR
|
870,000
|
983,885
|
TOTAL FINLAND
|
8,133,677
|
||
FRANCE - 8.4%
|
|||
Action Logement Services 0.375% 10/5/2031 (d)
|
EUR
|
700,000
|
690,654
|
Action Logement Services 0.5% 10/30/2034 (d)
|
EUR
|
100,000
|
89,074
|
Action Logement Services 3.125% 9/28/2037 (d)
|
EUR
|
100,000
|
106,555
|
Agence France Locale-Societe Territoriale SA 3% 3/20/2030 (d)
|
EUR
|
200,000
|
228,215
|
Agence France Locale-Societe Territoriale SA 3% 8/20/2032 (d)
|
EUR
|
200,000
|
224,471
|
Agence France Locale-Societe Territoriale SA 3.125% 3/20/2034 (d)
|
EUR
|
100,000
|
111,309
|
Caisse d'Amortissement de la Dette Sociale 0% 11/25/2030 (d)
|
EUR
|
900,000
|
904,489
|
Caisse d'Amortissement de la Dette Sociale 0% 2/25/2028 (d)
|
EUR
|
600,000
|
655,784
|
Caisse d'Amortissement de la Dette Sociale 0% 5/25/2031 (d)
|
EUR
|
300,000
|
296,208
|
Caisse d'Amortissement de la Dette Sociale 0.6% 11/25/2029 (d)
|
EUR
|
1,400,000
|
1,483,904
|
Caisse d'Amortissement de la Dette Sociale 1.75% 11/25/2027 (d)
|
EUR
|
500,000
|
563,916
|
Caisse d'Amortissement de la Dette Sociale 3% 11/25/2031 (d)
|
EUR
|
200,000
|
227,394
|
Caisse d'Amortissement de la Dette Sociale 3.25% 5/25/2033 (d)
|
EUR
|
400,000
|
455,425
|
Caisse d'Amortissement de la Dette Sociale 4.25% 7/15/2031 (d)
|
GBP
|
200,000
|
260,276
|
French Government 0% 11/25/2029 (d)(f)
|
EUR
|
1,147,000
|
1,193,133
|
French Government 0% 11/25/2030 (d)(f)
|
EUR
|
1,209,000
|
1,217,820
|
French Government 0% 11/25/2031 (d)(f)
|
EUR
|
1,617,000
|
1,571,991
|
French Government 0% 5/25/2032 (d)(f)
|
EUR
|
2,183,000
|
2,082,072
|
French Government 0.5% 5/25/2029 (d)(f)
|
EUR
|
1,326,000
|
1,421,195
|
French Government 0.5% 5/25/2040 (d)(f)
|
EUR
|
3,197,000
|
2,319,199
|
French Government 0.5% 5/25/2072 (d)(f)
|
EUR
|
3,920,000
|
1,145,350
|
French Government 0.5% 6/25/2044 (d)(f)
|
EUR
|
690,000
|
430,033
|
French Government 0.75% 2/25/2028 (d)(f)
|
EUR
|
7,210,000
|
7,985,037
|
French Government 0.75% 5/25/2028 (d)(f)
|
EUR
|
473,000
|
521,327
|
French Government 0.75% 5/25/2052 (d)(f)
|
EUR
|
2,316,000
|
1,180,058
|
French Government 0.75% 5/25/2053 (d)(f)
|
EUR
|
2,348,000
|
1,159,431
|
French Government 1.25% 5/25/2034 (d)(f)
|
EUR
|
137,000
|
133,790
|
French Government 1.25% 5/25/2036 (d)(f)
|
EUR
|
1,858,000
|
1,712,266
|
French Government 1.25% 5/25/2038 (d)(f)
|
EUR
|
390,000
|
337,933
|
French Government 1.5% 5/25/2031 (d)(f)
|
EUR
|
1,913,000
|
2,041,816
|
French Government 1.5% 5/25/2050 (d)(f)
|
EUR
|
494,000
|
329,728
|
French Government 1.75% 5/25/2066 (d)(f)
|
EUR
|
2,063,000
|
1,189,114
|
French Government 1.75% 6/25/2039 (d)(f)
|
EUR
|
655,000
|
589,344
|
French Government 2% 11/25/2032 (d)(f)
|
EUR
|
10,500,000
|
11,191,585
|
French Government 2% 5/25/2048 (d)(f)
|
EUR
|
124,000
|
96,481
|
French Government 2.4% 9/24/2029 (d)(f)
|
EUR
|
1,440,000
|
1,625,690
|
French Government 2.5% 5/25/2030 (d)(f)
|
EUR
|
840,000
|
947,598
|
French Government 2.5% 5/25/2043 (d)(f)
|
EUR
|
9,170,000
|
8,467,423
|
French Government 2.5% 9/24/2027 (d)(f)
|
EUR
|
5,340,000
|
6,091,185
|
French Government 2.7% 2/25/2031 (d)(f)
|
EUR
|
7,720,000
|
8,725,448
|
French Government 2.75% 2/25/2029 (d)(f)
|
EUR
|
5,170,000
|
5,907,833
|
French Government 2.75% 2/25/2030 (d)(f)
|
EUR
|
3,520,000
|
4,009,729
|
French Government 3% 11/25/2034 (d)(f)
|
EUR
|
3,680,000
|
4,076,060
|
French Government 3% 5/25/2033 (d)(f)
|
EUR
|
870,000
|
979,250
|
French Government 3% 5/25/2054 (d)(f)
|
EUR
|
610,000
|
540,903
|
French Government 3.2% 5/25/2035 (d)(f)
|
EUR
|
1,430,000
|
1,599,178
|
French Government 3.25% 2/25/2032 (d)(f)
|
EUR
|
1,430,000
|
1,647,966
|
French Government 3.25% 5/25/2055 (d)(f)
|
EUR
|
1,090,000
|
1,009,878
|
French Government 3.5% 11/25/2033 (d)(f)
|
EUR
|
2,300,000
|
2,660,801
|
French Government 3.5% 11/25/2035 (d)(f)
|
EUR
|
9,930,000
|
11,307,997
|
French Government 3.7% 11/25/2036 (d)(f)
|
EUR
|
1,600,000
|
1,834,824
|
French Government 3.75% 5/25/2056 (d)(f)
|
EUR
|
150,000
|
152,016
|
French Government 4% 4/25/2060 (d)(f)
|
EUR
|
490,000
|
514,192
|
French Government 4.1% 5/25/2046 (d)(f)
|
EUR
|
1,860,000
|
2,098,635
|
French Government 4.4% 5/25/2057 (d)(f)
|
EUR
|
1,330,000
|
1,504,944
|
French Government 4.75% 4/25/2035 (d)(f)
|
EUR
|
100,000
|
125,325
|
Region of Ile de France 3.625% 5/25/2036 (d)
|
EUR
|
200,000
|
227,230
|
Societe Des Grands Projets EPIC 0% 11/25/2030 (d)
|
EUR
|
1,600,000
|
1,603,927
|
Societe Des Grands Projets EPIC 1% 2/18/2070 (d)
|
EUR
|
200,000
|
78,216
|
Societe Des Grands Projets EPIC 1.7% 5/25/2050 (d)
|
EUR
|
500,000
|
346,339
|
Ville de Paris 1.375% 11/20/2034 (d)
|
EUR
|
100,000
|
95,828
|
Ville de Paris 3.75% 5/25/2040 (d)
|
EUR
|
100,000
|
110,022
|
TOTAL FRANCE
|
114,434,814
|
||
GERMANY - 5.9%
|
|||
Free State of Saxony 0.01% 12/17/2035 (d)
|
EUR
|
490,000
|
418,225
|
Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH 0.01% 2/4/2031 (d)
|
EUR
|
50,000
|
50,016
|
German Federal Republic 0.25% 2/15/2029 (d)
|
EUR
|
6,000
|
6,470
|
German Federal Republic 0.5% 2/15/2028 (d)
|
EUR
|
7,000
|
7,747
|
German Federal Republic 1.7% 8/15/2032 (d)
|
EUR
|
6,950,000
|
7,523,338
|
German Federal Republic 1.8% 8/15/2053 (d)
|
EUR
|
390,000
|
319,461
|
German Federal Republic 2.1% 4/12/2029 (d)
|
EUR
|
680,000
|
768,301
|
German Federal Republic 2.2% 10/10/2030 (d)
|
EUR
|
3,230,000
|
3,634,899
|
German Federal Republic 2.2% 3/11/2027 (d)
|
EUR
|
10,000
|
11,406
|
German Federal Republic 2.3% 2/15/2033 (d)
|
EUR
|
2,660,000
|
2,967,603
|
German Federal Republic 2.5% 10/11/2029 (d)
|
EUR
|
800,000
|
912,906
|
German Federal Republic 2.5% 4/16/2031 (d)
|
EUR
|
2,530,000
|
2,877,862
|
German Federal Republic 2.5% 7/4/2044 (d)
|
EUR
|
2,370,000
|
2,417,013
|
German Federal Republic 2.5% 8/15/2046 (d)
|
EUR
|
4,960,000
|
4,978,119
|
German Federal Republic 2.5% 8/15/2054 (d)
|
EUR
|
2,680,000
|
2,560,818
|
German Federal Republic 2.6% 8/15/2035 (d)
|
EUR
|
11,900,000
|
13,344,595
|
German Federal Republic 2.9% 2/15/2036 (d)
|
EUR
|
10,600,000
|
12,151,165
|
German Federal Republic 2.9% 8/15/2056 (d)
|
EUR
|
4,950,000
|
5,108,880
|
German Federal Republic 3.25% 7/4/2042 (d)(g)
|
EUR
|
520,000
|
595,144
|
German Federal Republic 3.4% 5/15/2047 (d)
|
EUR
|
6,460,000
|
7,437,086
|
German Federal Republic 4% 1/4/2037 (d)
|
EUR
|
40,000
|
50,130
|
German Federal Republic 4.75% 7/4/2040 (d)
|
EUR
|
20,000
|
26,989
|
Land Berlin 0.125% 11/24/2045 (d)
|
EUR
|
270,000
|
162,158
|
Land Berlin 2.75% 2/14/2033
|
EUR
|
340,000
|
383,673
|
State of Brandenburg 0.05% 7/1/2031 (d)
|
EUR
|
110,000
|
109,376
|
State of Bremen 0.15% 10/24/2031
|
EUR
|
50,000
|
49,538
|
State of Bremen 0.4% 8/20/2049 (d)
|
EUR
|
29,000
|
16,269
|
State of Hesse 0.01% 6/18/2031 (d)
|
EUR
|
540,000
|
536,221
|
State of Hesse 0.125% 10/10/2031
|
EUR
|
210,000
|
208,058
|
State of Hesse 2.75% 1/10/2034 (d)
|
EUR
|
520,000
|
583,226
|
State of Hesse 3.05% 1/10/2036 (d)
|
EUR
|
250,000
|
283,706
|
State of Lower Saxony 0.01% 1/10/2031 (d)
|
EUR
|
130,000
|
130,944
|
State of Lower Saxony 0.01% 11/25/2027 (d)
|
EUR
|
430,000
|
473,402
|
State of Lower Saxony 0.05% 3/9/2035 (d)
|
EUR
|
510,000
|
449,474
|
State of Lower Saxony 0.125% 1/9/2032 (d)
|
EUR
|
200,000
|
196,653
|
State of Lower Saxony 0.75% 3/21/2031
|
EUR
|
170,000
|
176,638
|
State of Lower Saxony 1.125% 9/12/2033 (d)
|
EUR
|
70,000
|
70,432
|
State of Lower Saxony 3.125% 1/10/2036 (d)
|
EUR
|
350,000
|
399,651
|
State of North Rhine-Westphalia Germany 0% 10/12/2035 (d)
|
EUR
|
80,000
|
68,794
|
State of North Rhine-Westphalia Germany 0.2% 1/27/2051 (d)
|
EUR
|
50,000
|
25,222
|
State of North Rhine-Westphalia Germany 0.2% 3/31/2027 (d)
|
EUR
|
1,513,000
|
1,698,496
|
State of North Rhine-Westphalia Germany 0.2% 4/9/2030 (d)
|
EUR
|
725,000
|
752,509
|
State of North Rhine-Westphalia Germany 0.5% 11/25/2039 (d)
|
EUR
|
72,000
|
57,179
|
State of North Rhine-Westphalia Germany 0.625% 7/21/2031 (d)
|
EUR
|
24,000
|
24,582
|
State of North Rhine-Westphalia Germany 0.8% 7/30/2049 (d)
|
EUR
|
434,000
|
278,548
|
State of North Rhine-Westphalia Germany 1.25% 5/12/2036 (d)
|
EUR
|
226,000
|
216,568
|
State of North Rhine-Westphalia Germany 1.375% 1/15/2120 (d)
|
EUR
|
70,000
|
33,208
|
State of North Rhine-Westphalia Germany 1.5% 6/12/2040 (d)
|
EUR
|
160,000
|
143,869
|
State of North Rhine-Westphalia Germany 1.55% 6/16/2048 (d)
|
EUR
|
178,000
|
140,954
|
State of North Rhine-Westphalia Germany 1.65% 2/22/2038 (d)
|
EUR
|
607,000
|
584,296
|
State of North Rhine-Westphalia Germany 1.95% 9/26/2078 (d)
|
EUR
|
270,000
|
187,021
|
State of North Rhine-Westphalia Germany 2% 6/15/2032 (d)
|
EUR
|
590,000
|
641,151
|
State of North Rhine-Westphalia Germany 2.15% 3/21/2119 (d)
|
EUR
|
70,000
|
49,280
|
State of North Rhine-Westphalia Germany 3% 3/20/2054 (d)
|
EUR
|
510,000
|
515,771
|
State of North Rhine-Westphalia Germany 3.3% 5/6/2036 (d)
|
EUR
|
590,000
|
682,972
|
State of North Rhine-Westphalia Germany 4.25% 10/15/2029 (d)
|
GBP
|
700,000
|
927,039
|
State of Rhineland-Palatinate 0.01% 1/21/2031 (d)
|
EUR
|
340,000
|
341,935
|
State of Rhineland-Palatinate 0.375% 4/1/2041 (d)
|
EUR
|
180,000
|
132,905
|
State of Rhineland-Palatinate 0.75% 2/23/2032
|
EUR
|
130,000
|
131,857
|
State of Saxony-Anhalt 3.15% 2/6/2054
|
EUR
|
50,000
|
51,619
|
State of Schleswig-Holstein Germany 0.05% 7/8/2031 (d)
|
EUR
|
410,000
|
407,316
|
State of Schleswig-Holstein Germany 2.875% 4/10/2035 (d)
|
EUR
|
230,000
|
258,769
|
TOTAL GERMANY
|
80,749,452
|
||
GREECE - 0.3%
|
|||
Greek Government 0.75% 6/18/2031 (d)(f)
|
EUR
|
300,000
|
308,723
|
Greek Government 1.875% 1/24/2052 (d)(f)
|
EUR
|
320,000
|
234,037
|
Greek Government 1.875% 2/4/2035 (d)(f)
|
EUR
|
170,000
|
172,329
|
Greek Government 3.375% 6/15/2034 (d)(f)
|
EUR
|
200,000
|
229,520
|
Greek Government 3.375% 6/16/2036 (d)(f)
|
EUR
|
240,000
|
270,282
|
Greek Government 3.9% 1/30/2033 (d)
|
EUR
|
1,280,000
|
1,526,514
|
Greek Government 4.2% 1/30/2042 (d)
|
EUR
|
960,000
|
1,135,630
|
TOTAL GREECE
|
3,877,035
|
||
HONG KONG - 0.0%
|
|||
Hong Kong Government 1.59% 3/4/2036
|
HKD
|
1,050,000
|
114,526
|
Hong Kong Government 3.3% 5/26/2042
|
HKD
|
2,200,000
|
265,178
|
TOTAL HONG KONG
|
379,704
|
||
HUNGARY - 0.0%
|
|||
Hungary Government 1.625% 4/28/2032 (d)
|
EUR
|
246,000
|
254,664
|
Hungary Government 1.75% 10/10/2027 (d)
|
EUR
|
150,000
|
168,648
|
Hungary Government 1.75% 6/5/2035 (d)
|
EUR
|
130,000
|
125,083
|
TOTAL HUNGARY
|
548,395
|
||
INDONESIA - 0.0%
|
|||
Indonesia Government 1.45% 9/18/2026
|
EUR
|
430,000
|
489,598
|
IRELAND - 0.5%
|
|||
Republic of Ireland 0% 10/18/2031 (d)
|
EUR
|
430,000
|
426,927
|
Republic of Ireland 0.2% 10/18/2030 (d)
|
EUR
|
86,000
|
88,687
|
Republic of Ireland 0.35% 10/18/2032 (d)
|
EUR
|
290,000
|
285,273
|
Republic of Ireland 0.4% 5/15/2035 (d)
|
EUR
|
355,000
|
325,619
|
Republic of Ireland 0.55% 4/22/2041 (d)
|
EUR
|
130,000
|
100,792
|
Republic of Ireland 1.1% 5/15/2029 (d)
|
EUR
|
1,129,000
|
1,238,099
|
Republic of Ireland 1.3% 5/15/2033 (d)
|
EUR
|
570,000
|
591,240
|
Republic of Ireland 1.35% 3/18/2031 (d)
|
EUR
|
930,000
|
1,002,689
|
Republic of Ireland 1.5% 5/15/2050 (d)
|
EUR
|
460,000
|
356,578
|
Republic of Ireland 1.7% 5/15/2037 (d)
|
EUR
|
380,000
|
377,961
|
Republic of Ireland 2% 2/18/2045 (d)
|
EUR
|
750,000
|
690,030
|
Republic of Ireland 2.6% 10/18/2034 (d)
|
EUR
|
160,000
|
178,704
|
Republic of Ireland 3.1% 6/18/2036 (d)
|
EUR
|
480,000
|
551,166
|
Republic of Ireland 3.15% 10/18/2055 (d)
|
EUR
|
120,000
|
125,728
|
TOTAL IRELAND
|
6,339,493
|
||
ISRAEL - 0.0%
|
|||
Israel Government 1.5% 1/16/2029 (d)
|
EUR
|
335,000
|
365,489
|
ITALY - 7.2%
|
|||
Cassa Depositi e Prestiti SpA 1% 2/11/2030 (d)
|
EUR
|
100,000
|
106,252
|
Italian Republic 0.45% 2/15/2029 (d)
|
EUR
|
190,000
|
204,739
|
Italian Republic 0.5% 7/15/2028 (d)
|
EUR
|
1,040,000
|
1,137,972
|
Italian Republic 0.9% 4/1/2031 (d)
|
EUR
|
82,000
|
85,205
|
Italian Republic 0.95% 6/1/2032 (d)
|
EUR
|
1,241,000
|
1,254,685
|
Italian Republic 0.95% 8/1/2030 (d)
|
EUR
|
142,000
|
150,247
|
Italian Republic 0.95% 9/15/2027 (d)
|
EUR
|
1,948,000
|
2,182,841
|
Italian Republic 1.35% 4/1/2030 (d)
|
EUR
|
1,900,000
|
2,057,052
|
Italian Republic 1.45% 3/1/2036 (d)(f)
|
EUR
|
1,347,000
|
1,276,452
|
Italian Republic 1.5% 4/30/2045 (d)(f)
|
EUR
|
4,960,000
|
3,725,074
|
Italian Republic 1.65% 3/1/2032 (d)(f)
|
EUR
|
575,000
|
609,222
|
Italian Republic 1.8% 3/1/2041 (d)(f)
|
EUR
|
2,541,000
|
2,211,377
|
Italian Republic 2.05% 8/1/2027 (d)
|
EUR
|
213,000
|
242,047
|
Italian Republic 2.15% 3/1/2072 (d)(f)
|
EUR
|
2,820,000
|
1,927,437
|
Italian Republic 2.15% 9/1/2052 (d)(f)
|
EUR
|
172,000
|
130,293
|
Italian Republic 2.25% 9/1/2036 (d)(f)
|
EUR
|
639,000
|
647,878
|
Italian Republic 2.4% 3/15/2029 (d)
|
EUR
|
2,020,000
|
2,286,199
|
Italian Republic 2.45% 9/1/2033 (d)(f)
|
EUR
|
897,000
|
973,427
|
Italian Republic 2.5% 12/1/2032 (d)
|
EUR
|
260,000
|
285,794
|
Italian Republic 2.65% 12/1/2027 (d)
|
EUR
|
640,000
|
731,356
|
Italian Republic 2.65% 6/15/2028 (d)
|
EUR
|
6,030,000
|
6,884,235
|
Italian Republic 2.7% 10/1/2030 (d)(f)
|
EUR
|
1,300,000
|
1,471,358
|
Italian Republic 2.7% 3/1/2047 (d)(f)
|
EUR
|
116,000
|
105,414
|
Italian Republic 2.8% 12/1/2028 (d)
|
EUR
|
640,000
|
733,428
|
Italian Republic 2.8% 6/15/2029 (d)
|
EUR
|
1,740,000
|
1,989,571
|
Italian Republic 2.85% 2/1/2031 (d)
|
EUR
|
6,460,000
|
7,340,968
|
Italian Republic 2.95% 7/1/2030 (d)
|
EUR
|
4,590,000
|
5,253,366
|
Italian Republic 2.95% 9/1/2038 (d)(f)
|
EUR
|
433,000
|
455,937
|
Italian Republic 3% 8/1/2029 (d)
|
EUR
|
1,708,000
|
1,965,589
|
Italian Republic 3.1% 3/1/2040 (d)(f)
|
EUR
|
1,208,000
|
1,267,661
|
Italian Republic 3.15% 11/15/2031 (d)(f)
|
EUR
|
1,190,000
|
1,365,900
|
Italian Republic 3.15% 3/15/2033 (d)(f)
|
EUR
|
1,190,000
|
1,352,964
|
Italian Republic 3.25% 11/15/2032 (d)(f)
|
EUR
|
980,000
|
1,123,515
|
Italian Republic 3.25% 7/15/2032 (d)(f)
|
EUR
|
5,450,000
|
6,261,382
|
Italian Republic 3.35% 3/1/2035 (d)(f)
|
EUR
|
1,808,000
|
2,053,984
|
Italian Republic 3.45% 2/1/2036 (d)
|
EUR
|
5,940,000
|
6,729,938
|
Italian Republic 3.45% 3/1/2048 (d)(f)
|
EUR
|
1,000
|
1,019
|
Italian Republic 3.45% 7/15/2031 (d)
|
EUR
|
1,860,000
|
2,168,134
|
Italian Republic 3.5% 2/15/2031 (d)(f)
|
EUR
|
330,000
|
385,525
|
Italian Republic 3.6% 10/1/2035 (d)
|
EUR
|
1,730,000
|
1,988,874
|
Italian Republic 3.65% 8/1/2035 (d)(f)
|
EUR
|
6,070,000
|
7,013,677
|
Italian Republic 3.7% 6/15/2030 (d)
|
EUR
|
1,220,000
|
1,435,359
|
Italian Republic 3.85% 12/15/2029 (d)
|
EUR
|
1,770,000
|
2,088,899
|
Italian Republic 3.85% 2/1/2035 (d)
|
EUR
|
970,000
|
1,140,975
|
Italian Republic 3.85% 7/1/2034 (d)
|
EUR
|
1,280,000
|
1,509,980
|
Italian Republic 3.85% 9/1/2049 (d)(f)
|
EUR
|
679,000
|
732,005
|
Italian Republic 4% 11/15/2030 (d)
|
EUR
|
2,510,000
|
2,990,447
|
Italian Republic 4.1% 2/1/2029 (d)
|
EUR
|
130,000
|
153,476
|
Italian Republic 4.1% 4/30/2046 (d)(f)
|
EUR
|
860,000
|
973,016
|
Italian Republic 4.15% 10/1/2039 (d)(f)
|
EUR
|
50,000
|
58,833
|
Italian Republic 4.2% 3/1/2034 (d)
|
EUR
|
590,000
|
712,964
|
Italian Republic 4.3% 10/1/2054 (d)(f)
|
EUR
|
270,000
|
305,312
|
Italian Republic 4.4% 5/1/2033 (d)
|
EUR
|
760,000
|
930,451
|
Italian Republic 4.45% 9/1/2043 (d)(f)
|
EUR
|
2,760,000
|
3,296,982
|
Italian Republic 4.5% 10/1/2053 (d)(f)
|
EUR
|
390,000
|
456,362
|
Italian Republic 4.65% 10/1/2055 (d)(f)
|
EUR
|
1,360,000
|
1,618,238
|
Italian Republic 5% 8/1/2034 (d)(f)
|
EUR
|
20,000
|
25,458
|
Italian Republic 5% 8/1/2039 (d)(f)
|
EUR
|
20,000
|
25,604
|
Italian Republic 6.5% 11/1/2027 (d)
|
EUR
|
50,000
|
60,004
|
TOTAL ITALY
|
98,652,353
|
||
JAPAN - 11.5%
|
|||
Japan Government 0.1% 12/20/2027
|
JPY
|
439,850,000
|
2,659,362
|
Japan Government 0.1% 12/20/2028
|
JPY
|
135,350,000
|
805,241
|
Japan Government 0.1% 12/20/2029
|
JPY
|
277,200,000
|
1,616,675
|
Japan Government 0.1% 12/20/2030
|
JPY
|
83,550,000
|
475,551
|
Japan Government 0.1% 12/20/2031
|
JPY
|
453,900,000
|
2,518,413
|
Japan Government 0.1% 3/20/2027
|
JPY
|
4,100,000
|
25,039
|
Japan Government 0.1% 3/20/2028
|
JPY
|
53,650,000
|
323,104
|
Japan Government 0.1% 3/20/2029
|
JPY
|
299,800,000
|
1,776,268
|
Japan Government 0.1% 3/20/2030
|
JPY
|
15,400,000
|
89,314
|
Japan Government 0.1% 3/20/2031
|
JPY
|
407,600,000
|
2,305,818
|
Japan Government 0.1% 6/20/2028
|
JPY
|
780,800,000
|
4,683,888
|
Japan Government 0.1% 6/20/2028
|
JPY
|
302,750,000
|
1,816,035
|
Japan Government 0.1% 6/20/2029
|
JPY
|
110,000,000
|
648,688
|
Japan Government 0.1% 6/20/2030
|
JPY
|
393,950,000
|
2,270,734
|
Japan Government 0.1% 9/20/2027
|
JPY
|
510,700,000
|
3,099,441
|
Japan Government 0.1% 9/20/2027
|
JPY
|
177,000,000
|
1,074,181
|
Japan Government 0.1% 9/20/2028
|
JPY
|
1,221,050,000
|
7,294,984
|
Japan Government 0.1% 9/20/2030
|
JPY
|
362,600,000
|
2,077,276
|
Japan Government 0.2% 12/20/2027
|
JPY
|
169,000,000
|
1,023,292
|
Japan Government 0.2% 12/20/2028
|
JPY
|
46,550,000
|
277,568
|
Japan Government 0.2% 3/20/2032
|
JPY
|
68,000,000
|
377,002
|
Japan Government 0.2% 6/20/2032
|
JPY
|
227,950,000
|
1,255,166
|
Japan Government 0.2% 9/20/2032
|
JPY
|
1,110,350,000
|
6,071,944
|
Japan Government 0.3% 12/20/2039
|
JPY
|
900,000
|
3,825
|
Japan Government 0.3% 6/20/2039
|
JPY
|
144,250,000
|
625,386
|
Japan Government 0.3% 6/20/2046
|
JPY
|
17,900,000
|
58,556
|
Japan Government 0.3% 9/20/2039
|
JPY
|
56,150,000
|
240,948
|
Japan Government 0.4% 3/20/2029
|
JPY
|
182,000,000
|
1,086,728
|
Japan Government 0.4% 3/20/2036
|
JPY
|
192,500,000
|
957,569
|
Japan Government 0.4% 3/20/2040
|
JPY
|
51,800,000
|
221,434
|
Japan Government 0.4% 3/20/2050
|
JPY
|
17,400,000
|
50,551
|
Japan Government 0.4% 3/20/2056
|
JPY
|
333,750,000
|
817,302
|
Japan Government 0.4% 6/20/2033
|
JPY
|
168,000,000
|
911,795
|
Japan Government 0.4% 6/20/2040
|
JPY
|
10,450,000
|
44,233
|
Japan Government 0.4% 9/20/2040
|
JPY
|
73,150,000
|
306,673
|
Japan Government 0.4% 9/20/2049
|
JPY
|
5,450,000
|
16,147
|
Japan Government 0.5% 12/20/2038
|
JPY
|
15,550,000
|
70,762
|
Japan Government 0.5% 3/20/2033
|
JPY
|
52,850,000
|
291,175
|
Japan Government 0.5% 3/20/2049
|
JPY
|
10,450,000
|
32,523
|
Japan Government 0.5% 9/20/2036
|
JPY
|
93,750,000
|
463,189
|
Japan Government 0.6% 12/20/2033
|
JPY
|
301,400,000
|
1,636,137
|
Japan Government 0.6% 12/20/2037
|
JPY
|
6,700,000
|
32,058
|
Japan Government 0.6% 6/20/2037
|
JPY
|
136,750,000
|
666,050
|
Japan Government 0.6% 6/20/2050
|
JPY
|
27,350,000
|
83,831
|
Japan Government 0.7% 12/20/2048
|
JPY
|
10,800,000
|
35,901
|
Japan Government 0.7% 3/20/2037
|
JPY
|
22,050,000
|
109,535
|
Japan Government 0.7% 6/20/2048
|
JPY
|
13,100,000
|
44,232
|
Japan Government 0.7% 9/20/2038
|
JPY
|
863,100,000
|
4,071,611
|
Japan Government 0.8% 3/20/2034
|
JPY
|
190,550,000
|
1,043,498
|
Japan Government 0.8% 3/20/2042
|
JPY
|
149,000,000
|
634,699
|
Japan Government 0.8% 9/20/2033
|
JPY
|
83,150,000
|
461,497
|
Japan Government 0.8% 9/20/2047
|
JPY
|
10,200,000
|
36,246
|
Japan Government 0.9% 3/20/2057
|
JPY
|
146,150,000
|
429,025
|
Japan Government 0.9% 6/20/2042
|
JPY
|
345,000,000
|
1,483,249
|
Japan Government 0.9% 9/20/2034
|
JPY
|
598,400,000
|
3,261,049
|
Japan Government 0.9% 9/20/2048
|
JPY
|
249,150,000
|
880,771
|
Japan Government 1% 10/1/2027
|
JPY
|
172,950,000
|
1,060,622
|
Japan Government 1% 12/20/2035
|
JPY
|
647,550,000
|
3,444,427
|
Japan Government 1% 3/20/2052
|
JPY
|
170,000,000
|
556,971
|
Japan Government 1.1% 3/20/2043
|
JPY
|
45,600,000
|
198,607
|
Japan Government 1.1% 6/20/2030
|
JPY
|
725,150,000
|
4,348,090
|
Japan Government 1.1% 6/20/2034
|
JPY
|
27,100,000
|
151,061
|
Japan Government 1.1% 6/20/2043
|
JPY
|
110,150,000
|
476,335
|
Japan Government 1.1% 9/20/2042
|
JPY
|
219,650,000
|
970,367
|
Japan Government 1.2% 12/20/2034
|
JPY
|
163,750,000
|
908,891
|
Japan Government 1.2% 3/20/2035
|
JPY
|
19,650,000
|
108,472
|
Japan Government 1.2% 6/20/2053
|
JPY
|
19,800,000
|
67,266
|
Japan Government 1.3% 12/20/2043
|
JPY
|
398,750,000
|
1,762,451
|
Japan Government 1.3% 3/20/2063
|
JPY
|
47,600,000
|
149,699
|
Japan Government 1.3% 6/20/2052
|
JPY
|
232,000,000
|
825,181
|
Japan Government 1.3% 9/20/2030
|
JPY
|
220,300,000
|
1,327,193
|
Japan Government 1.4% 12/20/2042
|
JPY
|
193,650,000
|
894,402
|
Japan Government 1.4% 12/20/2045
|
JPY
|
232,050,000
|
992,294
|
Japan Government 1.4% 3/20/2035
|
JPY
|
138,300,000
|
776,554
|
Japan Government 1.4% 3/20/2053
|
JPY
|
110,700,000
|
399,955
|
Japan Government 1.4% 3/20/2055
|
JPY
|
5,500,000
|
19,408
|
Japan Government 1.4% 9/20/2052
|
JPY
|
52,050,000
|
189,547
|
Japan Government 1.5% 6/20/2035
|
JPY
|
1,986,450,000
|
11,194,344
|
Japan Government 1.5% 9/20/2043
|
JPY
|
51,950,000
|
239,354
|
Japan Government 1.6% 12/20/2030
|
JPY
|
184,800,000
|
1,124,246
|
Japan Government 1.6% 12/20/2052
|
JPY
|
170,150,000
|
651,299
|
Japan Government 1.6% 12/20/2053
|
JPY
|
171,100,000
|
646,138
|
Japan Government 1.6% 3/20/2033
|
JPY
|
4,300,000
|
25,499
|
Japan Government 1.6% 3/20/2044
|
JPY
|
163,650,000
|
756,970
|
Japan Government 1.6% 6/20/2030
|
JPY
|
4,600,000
|
28,134
|
Japan Government 1.7% 9/20/2035
|
JPY
|
786,650,000
|
4,487,478
|
Japan Government 1.8% 3/20/2031
|
JPY
|
54,000,000
|
330,749
|
Japan Government 1.8% 9/20/2044
|
JPY
|
438,650,000
|
2,078,256
|
Japan Government 1.8% 9/20/2053
|
JPY
|
32,000,000
|
127,752
|
Japan Government 1.9% 3/20/2053
|
JPY
|
42,450,000
|
175,061
|
Japan Government 1.9% 6/20/2044
|
JPY
|
66,600,000
|
322,537
|
Japan Government 2% 12/20/2044
|
JPY
|
184,950,000
|
902,450
|
Japan Government 2% 3/20/2031
|
JPY
|
588,000,000
|
3,632,476
|
Japan Government 2% 3/20/2042
|
JPY
|
110,000,000
|
567,410
|
Japan Government 2.1% 12/20/2035
|
JPY
|
862,000,000
|
5,071,006
|
Japan Government 2.1% 9/20/2054
|
JPY
|
106,900,000
|
455,746
|
Japan Government 2.2% 3/20/2064
|
JPY
|
454,450,000
|
1,893,656
|
Japan Government 2.2% 6/20/2054
|
JPY
|
19,550,000
|
85,509
|
Japan Government 2.3% 12/20/2054
|
JPY
|
64,800,000
|
289,584
|
Japan Government 2.3% 5/20/2032
|
JPY
|
1,000,000
|
6,230
|
Japan Government 2.4% 3/20/2036
|
JPY
|
916,500,000
|
5,512,754
|
Japan Government 2.4% 3/20/2045
|
JPY
|
107,500,000
|
557,840
|
Japan Government 2.4% 3/20/2055
|
JPY
|
62,950,000
|
288,115
|
Japan Government 2.5% 6/20/2045
|
JPY
|
1,681,250,000
|
8,837,277
|
Japan Government 2.7% 9/20/2045
|
JPY
|
627,050,000
|
3,388,565
|
Japan Government 3.1% 3/20/2065
|
JPY
|
1,341,550,000
|
7,058,701
|
Japan Government 3.2% 12/20/2045
|
JPY
|
386,350,000
|
2,244,701
|
Japan Government 3.2% 9/20/2055
|
JPY
|
24,000,000
|
129,973
|
Japan Government 3.4% 12/20/2055
|
JPY
|
182,000,000
|
1,023,933
|
Japan Government 3.4% 3/20/2046
|
JPY
|
547,050,000
|
3,264,939
|
Japan Government 3.7% 3/20/2056
|
JPY
|
332,000,000
|
1,974,726
|
TOTAL JAPAN
|
154,674,370
|
||
LATVIA - 0.1%
|
|||
Latvia Government International Bond 0% 3/17/2031 (d)
|
EUR
|
300,000
|
296,871
|
Latvia Government International Bond 1.125% 5/30/2028 (d)
|
EUR
|
330,000
|
364,494
|
Latvia Government International Bond 1.375% 5/16/2036 (d)
|
EUR
|
470,000
|
438,512
|
TOTAL LATVIA
|
1,099,877
|
||
LITHUANIA - 0.1%
|
|||
Lithuania Government 0.5% 6/19/2029 (d)
|
EUR
|
982,000
|
1,045,836
|
Lithuania Government 2.1% 5/26/2047 (d)
|
EUR
|
230,000
|
182,949
|
Lithuania Government 2.125% 10/22/2035 (d)
|
EUR
|
57,000
|
57,810
|
Lithuania Government 2.875% 1/28/2030 (d)
|
EUR
|
130,000
|
148,034
|
Lithuania Government 3.875% 6/14/2033 (d)
|
EUR
|
90,000
|
106,082
|
TOTAL LITHUANIA
|
1,540,711
|
||
LUXEMBOURG - 0.1%
|
|||
State of the Grand-Duchy of Luxembourg 0% 3/24/2031 (d)
|
EUR
|
230,000
|
230,675
|
State of the Grand-Duchy of Luxembourg 0% 9/14/2032 (d)
|
EUR
|
210,000
|
201,707
|
State of the Grand-Duchy of Luxembourg 1.375% 5/25/2029 (d)
|
EUR
|
1,040,000
|
1,143,614
|
State of the Grand-Duchy of Luxembourg 1.75% 5/25/2042 (d)
|
EUR
|
110,000
|
98,793
|
TOTAL LUXEMBOURG
|
1,674,789
|
||
MEXICO - 0.0%
|
|||
United Mexican States 1.125% 1/17/2030
|
EUR
|
100,000
|
104,188
|
United Mexican States 2.125% 10/25/2051
|
EUR
|
100,000
|
62,059
|
United Mexican States 2.25% 8/12/2036
|
EUR
|
130,000
|
118,520
|
United Mexican States 2.875% 4/8/2039
|
EUR
|
185,000
|
168,048
|
TOTAL MEXICO
|
452,815
|
||
MULTI-NATIONAL - 2.7%
|
|||
European Financial Stability Facility 0% 10/13/2027 (d)
|
EUR
|
85,000
|
93,945
|
European Financial Stability Facility 0.05% 1/18/2052 (d)
|
EUR
|
225,000
|
105,002
|
European Financial Stability Facility 0.05% 10/17/2029 (d)
|
EUR
|
23,000
|
24,105
|
European Financial Stability Facility 0.7% 1/20/2050 (d)
|
EUR
|
176,000
|
108,031
|
European Financial Stability Facility 0.75% 5/3/2027 (d)
|
EUR
|
43,000
|
48,414
|
European Financial Stability Facility 0.875% 4/10/2035 (d)
|
EUR
|
610,000
|
577,585
|
European Financial Stability Facility 1.25% 5/24/2033 (d)
|
EUR
|
1,849,000
|
1,889,112
|
European Financial Stability Facility 1.45% 9/5/2040 (d)
|
EUR
|
1,985,000
|
1,762,227
|
European Financial Stability Facility 2.875% 2/13/2034 (d)
|
EUR
|
1,400,000
|
1,582,938
|
European Financial Stability Facility 3.375% 8/30/2038 (d)
|
EUR
|
50,000
|
57,480
|
European Stability Mechanism 0.01% 3/4/2030 (d)
|
EUR
|
35,000
|
36,315
|
European Stability Mechanism 0.5% 3/5/2029 (d)
|
EUR
|
2,229,000
|
2,409,746
|
European Stability Mechanism 0.75% 3/15/2027 (d)
|
EUR
|
184,000
|
207,736
|
European Stability Mechanism 0.75% 9/5/2028 (d)
|
EUR
|
48,000
|
52,680
|
European Stability Mechanism 0.875% 7/18/2042 (d)
|
EUR
|
266,000
|
210,235
|
European Stability Mechanism 1.125% 5/3/2032 (d)
|
EUR
|
47,000
|
49,018
|
European Stability Mechanism 1.2% 5/23/2033 (d)
|
EUR
|
37,000
|
37,935
|
European Stability Mechanism 1.625% 11/17/2036 (d)
|
EUR
|
218,000
|
215,423
|
European Stability Mechanism 1.85% 12/1/2055 (d)
|
EUR
|
186,000
|
145,760
|
European Stability Mechanism 2.125% 11/17/2028 (d)
|
EUR
|
2,440,000
|
2,755,272
|
European Stability Mechanism 3% 2/25/2036 (d)
|
EUR
|
190,000
|
215,522
|
European Union 0% 10/4/2030 (d)
|
EUR
|
2,889,000
|
2,944,698
|
European Union 0% 7/4/2035 (d)
|
EUR
|
3,297,000
|
2,850,652
|
European Union 0.1% 10/4/2040 (d)
|
EUR
|
946,000
|
679,823
|
European Union 0.25% 4/22/2036 (d)
|
EUR
|
380,000
|
327,475
|
European Union 0.3% 11/4/2050 (d)
|
EUR
|
982,000
|
512,728
|
European Union 0.45% 5/2/2046 (d)
|
EUR
|
170,000
|
105,923
|
European Union 0.45% 7/4/2041 (d)
|
EUR
|
162,000
|
117,662
|
European Union 0.7% 7/6/2051 (d)
|
EUR
|
1,070,000
|
602,660
|
European Union 0.875% 3/11/2037 (d)
|
EUR
|
100,000
|
89,355
|
European Union 1.125% 4/4/2036 (d)
|
EUR
|
94,000
|
88,704
|
European Union 1.25% 2/4/2043 (d)
|
EUR
|
172,000
|
137,224
|
European Union 1.25% 4/4/2033 (d)
|
EUR
|
1,418,000
|
1,447,389
|
European Union 1.875% 5/25/2037 (d)
|
EUR
|
5,000,000
|
4,959,222
|
European Union 2% 10/4/2027 (d)
|
EUR
|
860,000
|
975,708
|
European Union 2.5% 10/4/2052 (d)
|
EUR
|
380,000
|
329,645
|
European Union 3% 3/4/2053 (d)
|
EUR
|
1,120,000
|
1,071,110
|
European Union 3.375% 10/5/2054 (d)
|
EUR
|
660,000
|
673,798
|
European Union 3.75% 10/12/2045 (d)
|
EUR
|
550,000
|
620,177
|
European Union 4% 10/12/2046 (d)
|
EUR
|
3,200,000
|
3,718,181
|
European Union 4% 10/12/2055 (d)
|
EUR
|
1,870,000
|
2,128,355
|
TOTAL MULTI-NATIONAL
|
36,964,970
|
||
NETHERLANDS - 1.5%
|
|||
Dutch Government 0% 1/15/2029 (d)(f)
|
EUR
|
480,000
|
514,629
|
Dutch Government 0% 1/15/2052 (d)(f)
|
EUR
|
185,000
|
88,748
|
Dutch Government 0% 7/15/2030 (d)(f)
|
EUR
|
3,028,000
|
3,117,910
|
Dutch Government 0.25% 7/15/2029 (d)(f)
|
EUR
|
1,336,000
|
1,424,481
|
Dutch Government 0.5% 1/15/2040 (d)(f)
|
EUR
|
1,722,000
|
1,384,449
|
Dutch Government 0.5% 7/15/2032 (d)(f)
|
EUR
|
501,000
|
501,778
|
Dutch Government 0.75% 7/15/2028 (d)(f)
|
EUR
|
3,780,000
|
4,169,149
|
Dutch Government 2% 1/15/2054 (d)(f)
|
EUR
|
580,000
|
494,561
|
Dutch Government 2.5% 1/15/2031 (d)(f)
|
EUR
|
560,000
|
635,597
|
Dutch Government 2.5% 1/15/2033 (d)(f)
|
EUR
|
80,000
|
89,981
|
Dutch Government 2.5% 7/15/2033 (d)(f)
|
EUR
|
740,000
|
829,278
|
Dutch Government 2.5% 7/15/2034 (d)(f)
|
EUR
|
190,000
|
211,536
|
Dutch Government 2.5% 7/15/2035 (d)(f)
|
EUR
|
1,720,000
|
1,900,886
|
Dutch Government 2.75% 1/15/2047 (d)(f)
|
EUR
|
1,390,000
|
1,437,155
|
Dutch Government 2.75% 7/15/2036 (d)(f)
|
EUR
|
970,000
|
1,086,511
|
Dutch Government 3.25% 1/15/2044 (d)(f)
|
EUR
|
710,000
|
801,251
|
Dutch Government 3.5% 1/15/2056 (d)(f)
|
EUR
|
910,000
|
1,049,690
|
Dutch Government 3.75% 1/15/2042 (d)(f)
|
EUR
|
530,000
|
639,278
|
Dutch Government 4% 1/15/2037 (d)(f)
|
EUR
|
30,000
|
37,248
|
TOTAL NETHERLANDS
|
20,414,116
|
||
NEW ZEALAND - 0.5%
|
|||
New Zealand Government 0.25% 5/15/2028
|
NZD
|
5,230,000
|
2,806,384
|
New Zealand Government 1.5% 5/15/2031
|
NZD
|
2,712,000
|
1,380,985
|
New Zealand Government 1.75% 5/15/2041
|
NZD
|
1,452,000
|
562,330
|
New Zealand Government 2% 5/15/2032
|
NZD
|
380,000
|
193,518
|
New Zealand Government 2.75% 4/15/2037 (d)
|
NZD
|
410,000
|
198,869
|
New Zealand Government 4.5% 5/15/2030
|
NZD
|
390,000
|
227,955
|
New Zealand Government 4.5% 5/15/2035
|
NZD
|
1,870,000
|
1,079,591
|
New Zealand Government 5% 5/15/2054
|
NZD
|
290,000
|
164,327
|
New Zealand Local Government Funding Agency Bond 5% 3/8/2034
|
AUD
|
180,000
|
123,404
|
New Zealand Local Government Funding Agency Bond 5.1% 11/28/2030
|
AUD
|
50,000
|
34,849
|
TOTAL NEW ZEALAND
|
6,772,212
|
||
NORWAY - 0.2%
|
|||
Kingdom of Norway 1.25% 9/17/2031 (d)(f)
|
NOK
|
3,200,000
|
278,208
|
Kingdom of Norway 1.375% 8/19/2030 (d)(f)
|
NOK
|
5,110,000
|
459,094
|
Kingdom of Norway 2.125% 5/18/2032 (d)(f)
|
NOK
|
6,630,000
|
596,702
|
Kingdom of Norway 3% 8/15/2033 (d)(f)
|
NOK
|
6,860,000
|
642,320
|
Kingdom of Norway 3.5% 10/6/2042 (d)(f)
|
NOK
|
2,430,000
|
224,038
|
Kingdom of Norway 3.75% 6/12/2035 (d)(f)
|
NOK
|
5,300,000
|
517,496
|
TOTAL NORWAY
|
2,717,858
|
||
POLAND - 0.1%
|
|||
Bank Gospodarstwa Krajowego 4% 3/13/2032 (d)
|
EUR
|
330,000
|
389,086
|
Republic of Poland 1% 3/7/2029 (d)
|
EUR
|
309,000
|
337,560
|
Republic of Poland 2% 3/8/2049 (d)
|
EUR
|
17,000
|
13,227
|
Republic of Poland 3.875% 2/14/2033 (d)
|
EUR
|
220,000
|
260,354
|
Republic of Poland 4.125% 1/11/2044 (d)
|
EUR
|
100,000
|
114,026
|
TOTAL POLAND
|
1,114,253
|
||
PORTUGAL - 0.6%
|
|||
Portugal Obrigacoes do Tesouro 0.3% 10/17/2031 (d)(f)
|
EUR
|
720,000
|
724,087
|
Portugal Obrigacoes do Tesouro 0.475% 10/18/2030 (d)(f)
|
EUR
|
1,028,000
|
1,070,368
|
Portugal Obrigacoes do Tesouro 0.7% 10/15/2027 (d)(f)
|
EUR
|
350,000
|
390,803
|
Portugal Obrigacoes do Tesouro 0.9% 10/12/2035 (d)(f)
|
EUR
|
734,000
|
688,044
|
Portugal Obrigacoes do Tesouro 1% 4/12/2052 (d)(f)
|
EUR
|
220,000
|
135,707
|
Portugal Obrigacoes do Tesouro 1.15% 4/11/2042 (d)(f)
|
EUR
|
120,000
|
96,839
|
Portugal Obrigacoes do Tesouro 1.65% 7/16/2032 (d)(f)
|
EUR
|
253,000
|
269,954
|
Portugal Obrigacoes do Tesouro 1.95% 6/15/2029 (d)(f)
|
EUR
|
458,000
|
513,969
|
Portugal Obrigacoes do Tesouro 2.25% 4/18/2034 (d)(f)
|
EUR
|
260,000
|
281,176
|
Portugal Obrigacoes do Tesouro 2.875% 10/20/2034 (d)(f)
|
EUR
|
390,000
|
439,246
|
Portugal Obrigacoes do Tesouro 3% 6/15/2035 (d)(f)
|
EUR
|
890,000
|
1,005,723
|
Portugal Obrigacoes do Tesouro 3.25% 6/13/2036 (d)(f)
|
EUR
|
610,000
|
697,328
|
Portugal Obrigacoes do Tesouro 3.625% 6/12/2054 (d)(f)
|
EUR
|
270,000
|
293,957
|
Portugal Obrigacoes do Tesouro 3.875% 2/15/2030 (d)(f)
|
EUR
|
760,000
|
905,370
|
Portugal Obrigacoes do Tesouro 4.1% 2/15/2045 (d)(f)
|
EUR
|
730,000
|
874,929
|
Republic of Portugal 2.125% 10/17/2028 (d)(f)
|
EUR
|
250,000
|
283,102
|
TOTAL PORTUGAL
|
8,670,602
|
||
ROMANIA - 0.1%
|
|||
Romanian Republic 1.375% 12/2/2029 (d)
|
EUR
|
567,000
|
594,497
|
Romanian Republic 2.125% 3/7/2028 (d)
|
EUR
|
470,000
|
525,900
|
Romanian Republic 2.875% 4/13/2042 (d)
|
EUR
|
60,000
|
46,258
|
Romanian Republic 2.875% 5/26/2028 (d)
|
EUR
|
32,000
|
36,121
|
Romanian Republic 3.375% 1/28/2050 (d)
|
EUR
|
54,000
|
40,379
|
TOTAL ROMANIA
|
1,243,155
|
||
RUSSIA - 0.0%
|
|||
Ministry of Finance of the Russian Federation 7.6% (h)(i)
|
RUB
|
4,237,000
|
0
|
SAUDI ARABIA - 0.0%
|
|||
Kingdom of Saudi Arabia 2% 7/9/2039 (d)
|
EUR
|
163,000
|
146,078
|
SINGAPORE - 0.6%
|
|||
Republic of Singapore 1.625% 7/1/2031
|
SGD
|
520,000
|
399,319
|
Republic of Singapore 1.875% 10/1/2051
|
SGD
|
330,000
|
244,614
|
Republic of Singapore 2.25% 8/1/2036
|
SGD
|
1,438,000
|
1,131,549
|
Republic of Singapore 2.375% 7/1/2039
|
SGD
|
325,000
|
258,744
|
Republic of Singapore 2.625% 5/1/2028
|
SGD
|
1,016,000
|
800,235
|
Republic of Singapore 2.625% 8/1/2032
|
SGD
|
1,740,000
|
1,402,086
|
Republic of Singapore 2.75% 3/1/2035
|
SGD
|
140,000
|
114,651
|
Republic of Singapore 2.75% 3/1/2046
|
SGD
|
470,000
|
400,856
|
Republic of Singapore 2.75% 4/1/2042
|
SGD
|
260,000
|
218,953
|
Republic of Singapore 2.875% 9/1/2030
|
SGD
|
1,550,000
|
1,254,473
|
Republic of Singapore 3% 8/1/2072 (d)
|
SGD
|
770,000
|
727,296
|
Republic of Singapore Treasury Bills 3% 4/1/2029
|
SGD
|
700,000
|
560,919
|
TOTAL SINGAPORE
|
7,513,695
|
||
SLOVAKIA - 0.3%
|
|||
Slovak Republic 0.375% 4/21/2036 (d)
|
EUR
|
660,000
|
556,349
|
Slovak Republic 0.75% 4/9/2030 (d)
|
EUR
|
350,000
|
370,367
|
Slovak Republic 1% 10/13/2051 (d)
|
EUR
|
160,000
|
92,568
|
Slovak Republic 1% 10/9/2030 (d)
|
EUR
|
110,000
|
115,890
|
Slovak Republic 1% 5/14/2032 (d)
|
EUR
|
120,000
|
122,441
|
Slovak Republic 1.625% 1/21/2031 (d)
|
EUR
|
918,000
|
990,102
|
Slovak Republic 1.875% 3/9/2037 (d)
|
EUR
|
515,000
|
498,114
|
Slovak Republic 2.25% 6/12/2068 (d)
|
EUR
|
240,000
|
173,406
|
Slovak Republic 3.75% 3/6/2034 (d)
|
EUR
|
180,000
|
211,915
|
Slovak Republic 4% 2/23/2043 (d)
|
EUR
|
340,000
|
387,149
|
TOTAL SLOVAKIA
|
3,518,301
|
||
SLOVENIA - 0.1%
|
|||
Republic of Slovenia 0% 2/12/2031 (d)
|
EUR
|
300,000
|
302,632
|
Republic of Slovenia 0.125% 7/1/2031 (d)
|
EUR
|
288,000
|
289,482
|
Republic of Slovenia 0.6875% 3/3/2081 (d)
|
EUR
|
610,000
|
192,201
|
Republic of Slovenia 1.1875% 3/14/2029 (d)
|
EUR
|
560,000
|
616,301
|
Republic of Slovenia 1.75% 11/3/2040 (d)
|
EUR
|
89,000
|
81,066
|
Republic of Slovenia 2.25% 3/3/2032 (d)
|
EUR
|
230,000
|
254,986
|
Republic of Slovenia 3.625% 3/11/2033 (d)
|
EUR
|
110,000
|
131,285
|
TOTAL SLOVENIA
|
1,867,953
|
||
SPAIN - 4.7%
|
|||
Autonomous Community of Madrid Spain 0.827% 7/30/2027 (d)
|
EUR
|
50,000
|
56,049
|
Autonomous Community of Madrid Spain 1.571% 4/30/2029 (d)
|
EUR
|
606,000
|
671,015
|
Basque Government 1.45% 4/30/2028 (d)
|
EUR
|
370,000
|
413,873
|
Basque Government 3.25% 4/30/2036 (d)
|
EUR
|
160,000
|
181,497
|
Junta de Andalucia 0.5% 4/30/2031 (d)
|
EUR
|
180,000
|
183,372
|
Junta de Andalucia 3.25% 10/31/2033 (d)
|
EUR
|
300,000
|
343,875
|
Spanish Kingdom 0% 1/31/2028
|
EUR
|
1,320,000
|
1,449,520
|
Spanish Kingdom 0.1% 4/30/2031 (d)(f)
|
EUR
|
1,410,000
|
1,418,507
|
Spanish Kingdom 0.5% 10/31/2031 (d)(f)
|
EUR
|
976,000
|
988,343
|
Spanish Kingdom 0.5% 4/30/2030 (d)(f)
|
EUR
|
143,000
|
150,500
|
Spanish Kingdom 0.6% 10/31/2029 (d)(f)
|
EUR
|
574,000
|
613,243
|
Spanish Kingdom 0.7% 4/30/2032 (d)(f)
|
EUR
|
140,000
|
141,434
|
Spanish Kingdom 0.85% 7/30/2037 (d)(f)
|
EUR
|
1,098,000
|
958,977
|
Spanish Kingdom 1% 10/31/2050 (d)(f)
|
EUR
|
1,856,000
|
1,153,673
|
Spanish Kingdom 1% 7/30/2042 (d)(f)
|
EUR
|
111,000
|
85,347
|
Spanish Kingdom 1.2% 10/31/2040 (d)(f)
|
EUR
|
2,179,000
|
1,819,342
|
Spanish Kingdom 1.25% 10/31/2030 (d)(f)
|
EUR
|
3,826,000
|
4,109,441
|
Spanish Kingdom 1.4% 4/30/2028 (d)(f)
|
EUR
|
100,000
|
111,907
|
Spanish Kingdom 1.45% 10/31/2027 (d)(f)
|
EUR
|
100,000
|
112,622
|
Spanish Kingdom 1.45% 10/31/2071 (d)(f)
|
EUR
|
2,110,000
|
1,144,481
|
Spanish Kingdom 1.45% 4/30/2029 (d)(f)
|
EUR
|
2,176,000
|
2,407,994
|
Spanish Kingdom 1.85% 7/30/2035 (d)(f)
|
EUR
|
480,000
|
490,424
|
Spanish Kingdom 1.9% 10/31/2052 (d)(f)
|
EUR
|
960,000
|
728,149
|
Spanish Kingdom 1.95% 7/30/2030 (d)(f)
|
EUR
|
26,000
|
28,848
|
Spanish Kingdom 2.35% 7/30/2033 (d)(f)
|
EUR
|
292,000
|
319,500
|
Spanish Kingdom 2.4% 5/31/2028
|
EUR
|
1,100,000
|
1,252,289
|
Spanish Kingdom 2.55% 10/31/2032 (d)(f)
|
EUR
|
2,490,000
|
2,781,686
|
Spanish Kingdom 2.6% 5/31/2031
|
EUR
|
240,000
|
271,598
|
Spanish Kingdom 2.7% 1/31/2030
|
EUR
|
5,210,000
|
5,947,610
|
Spanish Kingdom 2.7% 10/31/2048 (d)(f)
|
EUR
|
189,000
|
177,945
|
Spanish Kingdom 3% 1/31/2033
|
EUR
|
2,400,000
|
2,743,758
|
Spanish Kingdom 3.1% 7/30/2031
|
EUR
|
1,100,000
|
1,273,542
|
Spanish Kingdom 3.15% 4/30/2033 (d)(f)
|
EUR
|
510,000
|
587,880
|
Spanish Kingdom 3.15% 4/30/2035 (d)(f)
|
EUR
|
530,000
|
602,932
|
Spanish Kingdom 3.2% 10/31/2035 (d)(f)
|
EUR
|
4,240,000
|
4,823,836
|
Spanish Kingdom 3.25% 4/30/2034 (d)(f)
|
EUR
|
1,110,000
|
1,279,577
|
Spanish Kingdom 3.3% 4/30/2036 (d)(f)
|
EUR
|
1,900,000
|
2,171,208
|
Spanish Kingdom 3.4% 10/31/2036 (d)(f)
|
EUR
|
150,000
|
172,194
|
Spanish Kingdom 3.45% 10/31/2034 (d)(f)
|
EUR
|
1,460,000
|
1,703,198
|
Spanish Kingdom 3.45% 7/30/2043 (d)(f)
|
EUR
|
7,400,000
|
8,109,941
|
Spanish Kingdom 3.5% 1/31/2041 (d)(f)
|
EUR
|
210,000
|
235,294
|
Spanish Kingdom 3.5% 5/31/2029
|
EUR
|
2,220,000
|
2,596,491
|
Spanish Kingdom 3.55% 10/31/2033 (d)(f)
|
EUR
|
3,750,000
|
4,421,468
|
Spanish Kingdom 4% 10/31/2054 (d)(f)
|
EUR
|
230,000
|
262,470
|
Spanish Kingdom 5.15% 10/31/2028 (d)(f)
|
EUR
|
1,660,000
|
2,004,461
|
TOTAL SPAIN
|
63,501,311
|
||
SWEDEN - 0.6%
|
|||
Sweden Kingdom 0.125% 5/12/2031 (d)
|
SEK
|
22,930,000
|
2,128,939
|
Sweden Kingdom 0.5% 11/24/2045 (d)
|
SEK
|
1,040,000
|
70,382
|
Sweden Kingdom 0.75% 11/12/2029 (d)
|
SEK
|
26,050,000
|
2,560,302
|
Sweden Kingdom 0.75% 5/12/2028 (d)
|
SEK
|
16,670,000
|
1,676,325
|
Sweden Kingdom 1.375% 6/23/2071 (d)
|
SEK
|
2,480,000
|
154,242
|
Sweden Kingdom 1.75% 11/11/2033 (d)
|
SEK
|
2,500,000
|
245,426
|
Sweden Kingdom 2.25% 6/1/2032 (d)
|
SEK
|
5,270,000
|
539,582
|
Sweden Kingdom 2.5% 10/15/2036 (d)
|
SEK
|
6,850,000
|
696,886
|
Sweden Kingdom 3.5% 3/30/2039 (d)
|
SEK
|
760,000
|
84,860
|
TOTAL SWEDEN
|
8,156,944
|
||
SWITZERLAND - 0.6%
|
|||
Swiss Confederation 0% 6/22/2029 (d)
|
CHF
|
1,062,000
|
1,311,135
|
Swiss Confederation 0% 6/26/2034 (d)
|
CHF
|
974,000
|
1,185,612
|
Swiss Confederation 0% 7/24/2039 (d)
|
CHF
|
273,000
|
319,552
|
Swiss Confederation 0.25% 6/23/2035 (d)
|
CHF
|
2,660,000
|
3,288,305
|
Swiss Confederation 0.5% 5/24/2055 (d)
|
CHF
|
490,000
|
605,696
|
Swiss Confederation 1.25% 6/28/2043 (d)
|
CHF
|
260,000
|
360,679
|
Swiss Confederation 1.5% 4/30/2042 (d)
|
CHF
|
200,000
|
285,502
|
Swiss Confederation 2% 6/25/2064 (d)
|
CHF
|
290,000
|
551,140
|
Swiss Confederation 2.25% 6/22/2031 (d)
|
CHF
|
230,000
|
314,847
|
Swiss Confederation 3.5% 4/8/2033 (d)
|
CHF
|
5,000
|
7,568
|
TOTAL SWITZERLAND
|
8,230,036
|
||
UNITED KINGDOM - 6.0%
|
|||
United Kingdom of Great Britain and Northern Ireland 0.375% 10/22/2030 (d)
|
GBP
|
447,000
|
504,692
|
United Kingdom of Great Britain and Northern Ireland 0.625% 10/22/2050 (d)
|
GBP
|
85,000
|
39,820
|
United Kingdom of Great Britain and Northern Ireland 0.625% 7/31/2035 (d)
|
GBP
|
1,562,000
|
1,451,453
|
United Kingdom of Great Britain and Northern Ireland 0.875% 1/31/2046 (d)
|
GBP
|
505,000
|
305,231
|
United Kingdom of Great Britain and Northern Ireland 1.125% 10/22/2073 (d)
|
GBP
|
14,280,000
|
5,555,686
|
United Kingdom of Great Britain and Northern Ireland 1.25% 10/22/2041 (d)
|
GBP
|
4,399,076
|
3,432,074
|
United Kingdom of Great Britain and Northern Ireland 1.25% 7/22/2027 (d)
|
GBP
|
42,000
|
54,115
|
United Kingdom of Great Britain and Northern Ireland 1.25% 7/31/2051 (d)
|
GBP
|
1,370,000
|
770,768
|
United Kingdom of Great Britain and Northern Ireland 1.5% 7/22/2047 (d)
|
GBP
|
195,000
|
131,448
|
United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2054 (d)
|
GBP
|
359,000
|
212,999
|
United Kingdom of Great Britain and Northern Ireland 1.75% 1/22/2049 (d)
|
GBP
|
742,000
|
513,496
|
United Kingdom of Great Britain and Northern Ireland 1.75% 7/22/2057 (d)
|
GBP
|
1,184,000
|
701,314
|
United Kingdom of Great Britain and Northern Ireland 1.75% 9/7/2037 (d)
|
GBP
|
7,000
|
6,785
|
United Kingdom of Great Britain and Northern Ireland 3.25% 1/22/2044 (d)
|
GBP
|
400,000
|
404,615
|
United Kingdom of Great Britain and Northern Ireland 3.25% 1/31/2033 (d)
|
GBP
|
1,480,000
|
1,827,036
|
United Kingdom of Great Britain and Northern Ireland 3.5% 1/22/2045 (d)
|
GBP
|
8,850,000
|
9,174,198
|
United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (d)
|
GBP
|
1,670,000
|
1,668,728
|
United Kingdom of Great Britain and Northern Ireland 4% 10/22/2063 (d)
|
GBP
|
430,000
|
439,444
|
United Kingdom of Great Britain and Northern Ireland 4.125% 3/7/2031 (d)
|
GBP
|
2,720,000
|
3,580,292
|
United Kingdom of Great Britain and Northern Ireland 4.125% 7/22/2029 (d)
|
GBP
|
2,100,000
|
2,778,754
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2040 (d)
|
GBP
|
19,000
|
22,926
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2046 (d)
|
GBP
|
2,520,000
|
2,871,507
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2055 (d)
|
GBP
|
30,000
|
32,683
|
United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (d)
|
GBP
|
160,000
|
211,120
|
United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (d)
|
GBP
|
3,250,000
|
4,200,640
|
United Kingdom of Great Britain and Northern Ireland 4.25% 9/7/2039 (d)
|
GBP
|
13,000
|
15,900
|
United Kingdom of Great Britain and Northern Ireland 4.375% 1/31/2040 (d)
|
GBP
|
190,000
|
234,103
|
United Kingdom of Great Britain and Northern Ireland 4.375% 3/7/2030 (d)
|
GBP
|
8,390,000
|
11,178,038
|
United Kingdom of Great Britain and Northern Ireland 4.375% 7/31/2054 (d)
|
GBP
|
390,000
|
434,395
|
United Kingdom of Great Britain and Northern Ireland 4.5% 12/7/2042 (d)
|
GBP
|
550,000
|
668,959
|
United Kingdom of Great Britain and Northern Ireland 4.5% 3/7/2035 (d)
|
GBP
|
12,230,000
|
15,990,987
|
United Kingdom of Great Britain and Northern Ireland 4.5% 6/7/2028 (d)
|
GBP
|
3,180,000
|
4,244,104
|
United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (d)
|
GBP
|
560,000
|
744,706
|
United Kingdom of Great Britain and Northern Ireland 4.75% 10/22/2035 (d)
|
GBP
|
5,610,000
|
7,433,583
|
United Kingdom of Great Britain and Northern Ireland 5.375% 1/31/2056 (d)
|
GBP
|
240,000
|
313,382
|
TOTAL UNITED KINGDOM
|
82,149,981
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $969,444,049)
|
894,620,132
|
||
Non-Convertible Corporate Bonds - 32.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 1.0%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
NBN Co Ltd 4.125% 3/15/2029 (d)
|
EUR
|
530,000
|
622,148
|
NBN Co Ltd 5.85% 3/19/2036 (d)
|
AUD
|
180,000
|
126,261
|
Telstra Group Ltd 1.375% 3/26/2029 (d)
|
EUR
|
370,000
|
404,810
|
Telstra Group Ltd 4.9% 3/8/2028
|
AUD
|
220,000
|
152,113
|
TOTAL COMMUNICATION SERVICES
|
1,305,332
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Woolworths Group Ltd 5.91% 11/29/2034 (d)
|
AUD
|
150,000
|
104,421
|
Financials - 0.6%
|
|||
Banks - 0.6%
|
|||
Australia & New Zealand Banking Group Ltd 3.7057% 7/31/2035 (b)(d)
|
EUR
|
180,000
|
205,591
|
Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(d)
|
GBP
|
140,000
|
183,869
|
Australia & New Zealand Banking Group Ltd 5.35% 11/4/2027
|
AUD
|
300,000
|
208,795
|
Australia & New Zealand Banking Group Ltd 5.906% 8/12/2032 (b)
|
AUD
|
620,000
|
431,493
|
Australia & New Zealand Banking Group Ltd 6.124% 7/25/2039 (b)
|
AUD
|
160,000
|
111,851
|
Commonwealth Bank of Australia 0.125% 10/15/2029 (d)
|
EUR
|
120,000
|
125,547
|
Commonwealth Bank of Australia 1.625% 2/10/2031 (d)
|
EUR
|
170,000
|
183,240
|
Commonwealth Bank of Australia 2.907% 11/11/2030 (d)
|
EUR
|
290,000
|
330,791
|
Commonwealth Bank of Australia 4.266% 6/4/2034 (b)
|
EUR
|
180,000
|
210,134
|
Commonwealth Bank of Australia 4.4% 8/18/2027
|
AUD
|
260,000
|
179,016
|
Commonwealth Bank of Australia 5.252% 9/12/2035 (b)(d)
|
AUD
|
180,000
|
122,868
|
Commonwealth Bank of Australia 6.4% 3/5/2046
|
AUD
|
200,000
|
140,446
|
Commonwealth Bank of Australia 6.86% 11/9/2032 (b)(d)
|
AUD
|
540,000
|
380,845
|
National Australia Bank Ltd 1.375% 8/30/2028 (d)
|
EUR
|
520,000
|
575,190
|
National Australia Bank Ltd 2.125% 5/24/2028 (d)
|
EUR
|
160,000
|
180,131
|
National Australia Bank Ltd 2.347% 8/30/2029 (d)
|
EUR
|
130,000
|
146,342
|
National Australia Bank Ltd 2.845% 3/3/2032 (d)
|
EUR
|
110,000
|
124,369
|
National Australia Bank Ltd 2.848% 3/4/2033 (d)
|
EUR
|
100,000
|
112,593
|
National Australia Bank Ltd 4.95% 5/10/2027
|
AUD
|
530,000
|
367,059
|
National Australia Bank Ltd 5.74% 2/9/2034 (b)(d)
|
AUD
|
560,000
|
390,054
|
National Australia Bank Ltd 5.774% 7/30/2040 (b)(d)
|
AUD
|
100,000
|
67,746
|
National Australia Bank Ltd 6.163% 3/9/2033 (b)(d)
|
AUD
|
420,000
|
294,134
|
Westpac Banking Corp 0.375% 9/22/2036 (d)
|
EUR
|
100,000
|
84,782
|
Westpac Banking Corp 1.25% 1/14/2033 (d)
|
EUR
|
210,000
|
213,672
|
Westpac Banking Corp 5.3% 11/11/2027 (d)
|
AUD
|
1,700,000
|
1,182,503
|
Westpac Banking Corp 5.754% 4/3/2034 (b)(d)
|
AUD
|
900,000
|
627,022
|
Westpac Banking Corp 5.815% 6/4/2040 (b)(d)
|
AUD
|
90,000
|
61,184
|
Westpac Banking Corp 7.199% 11/15/2038 (b)
|
AUD
|
100,000
|
74,627
|
7,315,894
|
|||
Capital Markets - 0.0%
|
|||
Macquarie Bank Ltd 5.603% 2/20/2035 (b)
|
AUD
|
200,000
|
137,770
|
Macquarie Group Ltd 0.943% 1/19/2029 (d)
|
EUR
|
410,000
|
443,643
|
581,413
|
|||
Financial Services - 0.0%
|
|||
Australian Capital Territory 2.5% 10/22/2032 (d)
|
AUD
|
440,000
|
263,582
|
Australian Capital Territory 5.25% 10/23/2036 (d)
|
AUD
|
110,000
|
74,569
|
338,151
|
|||
TOTAL FINANCIALS
|
8,235,458
|
||
Industrials - 0.1%
|
|||
Passenger Airlines - 0.0%
|
|||
Australia Pacific Airports Melbourne Pty Ltd 3.763% 11/25/2031
|
AUD
|
220,000
|
139,761
|
Transportation Infrastructure - 0.1%
|
|||
Sydney Airport Finance Co Pty Ltd 1.75% 4/26/2028 (d)
|
EUR
|
310,000
|
346,593
|
Sydney Airport Finance Co Pty Ltd 5.9% 4/19/2034 (d)
|
AUD
|
160,000
|
111,274
|
Transurban Finance Co Pty Ltd 3% 4/8/2030 (d)
|
EUR
|
190,000
|
214,272
|
Transurban Finance Co Pty Ltd 3.713% 3/12/2032 (d)
|
EUR
|
100,000
|
115,433
|
Transurban Finance Co Pty Ltd 4.225% 4/26/2033 (d)
|
EUR
|
100,000
|
118,241
|
905,813
|
|||
TOTAL INDUSTRIALS
|
1,045,574
|
||
Materials - 0.2%
|
|||
Containers & Packaging - 0.2%
|
|||
Amcor UK Finance PLC 1.125% 6/23/2027
|
EUR
|
1,384,000
|
1,553,658
|
Metals & Mining - 0.0%
|
|||
BHP Billiton Finance Ltd 3.18% 9/4/2031 (d)
|
EUR
|
200,000
|
226,212
|
Glencore Capital Finance DAC 0.75% 3/1/2029 (d)
|
EUR
|
240,000
|
257,303
|
Glencore Finance Canada Ltd 4.045% 10/10/2032
|
CAD
|
150,000
|
105,414
|
588,929
|
|||
TOTAL MATERIALS
|
2,142,587
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
AusNet Services Holdings Pty Ltd 1.625% 3/11/2081 (b)(d)
|
EUR
|
100,000
|
113,867
|
AusNet Services Holdings Pty Ltd 6.134% 5/31/2033
|
AUD
|
190,000
|
134,820
|
248,687
|
|||
Gas Utilities - 0.0%
|
|||
APA Infrastructure Ltd 2% 7/15/2030 (d)
|
EUR
|
110,000
|
119,235
|
TOTAL UTILITIES
|
367,922
|
||
TOTAL AUSTRALIA
|
13,201,294
|
||
AUSTRIA - 0.2%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
OMV AG 2.375% 4/9/2032 (d)
|
EUR
|
76,000
|
83,526
|
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.01% 11/19/2035 (d)
|
EUR
|
100,000
|
84,228
|
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.1% 5/12/2031 (d)
|
EUR
|
300,000
|
298,584
|
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.375% 6/9/2036 (d)
|
EUR
|
100,000
|
85,416
|
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 3% 5/17/2027 (d)
|
EUR
|
100,000
|
114,568
|
Erste Group Bank AG 0.01% 9/11/2029 (d)
|
EUR
|
400,000
|
418,117
|
Erste Group Bank AG 0.25% 9/14/2029 (d)
|
EUR
|
400,000
|
418,317
|
Erste Group Bank AG 3% 4/20/2032 (d)
|
EUR
|
300,000
|
343,022
|
Erste Group Bank AG 4% 1/15/2035 (b)(d)
|
EUR
|
100,000
|
115,222
|
Raiffeisen Bank International AG 3.625% 11/13/2033 (b)(d)
|
EUR
|
100,000
|
113,780
|
Raiffeisen Bank International AG 6% 9/15/2028 (b)(d)
|
EUR
|
300,000
|
353,876
|
Raiffeisenlandesbank Niederoesterreich-Wien AG 2.375% 8/31/2032 (d)
|
EUR
|
100,000
|
109,659
|
TOTAL FINANCIALS
|
2,454,789
|
||
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
Autobahnen- und Schnell- strassen-Finanzierungs AG 0.1% 7/16/2035 (d)
|
EUR
|
710,000
|
617,618
|
TOTAL AUSTRIA
|
3,155,933
|
||
BELGIUM - 0.4%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Communaute Francaise de Belgique 0.25% 1/23/2030
|
EUR
|
400,000
|
414,119
|
Communaute Francaise de Belgique 1.625% 5/3/2032 (d)
|
EUR
|
100,000
|
104,340
|
Communaute Francaise de Belgique 3.75% 6/22/2033 (d)
|
EUR
|
100,000
|
116,631
|
TOTAL CONSUMER DISCRETIONARY
|
635,090
|
||
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Anheuser-Busch InBev Finance Inc 4.32% 5/15/2047
|
CAD
|
110,000
|
70,571
|
Anheuser-Busch InBev SA/NV 1.5% 4/18/2030 (d)
|
EUR
|
49,000
|
53,110
|
Anheuser-Busch InBev SA/NV 1.65% 3/28/2031 (d)
|
EUR
|
300,000
|
320,629
|
Anheuser-Busch InBev SA/NV 2% 3/17/2028 (d)
|
EUR
|
23,000
|
25,936
|
Anheuser-Busch InBev SA/NV 2.85% 5/25/2037 (d)
|
GBP
|
200,000
|
210,845
|
Anheuser-Busch InBev SA/NV 3.7% 4/2/2040 (d)
|
EUR
|
331,000
|
365,527
|
Anheuser-Busch InBev SA/NV 3.95% 3/22/2044 (d)
|
EUR
|
130,000
|
142,385
|
TOTAL CONSUMER STAPLES
|
1,189,003
|
||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Argenta Spaarbank NV 0.75% 3/3/2029 (d)
|
EUR
|
100,000
|
107,906
|
Argenta Spaarbank NV 2.875% 2/3/2032 (d)
|
EUR
|
100,000
|
113,128
|
Belfius Bank SA 3.375% 2/20/2031 (d)
|
EUR
|
300,000
|
341,430
|
Belfius Bank SA 5.25% 4/19/2033 (b)(d)
|
EUR
|
200,000
|
234,574
|
Dexia SA 1% 10/18/2027 (d)
|
EUR
|
100,000
|
111,751
|
Dexia SA 3.25% 5/7/2031 (d)
|
EUR
|
100,000
|
115,280
|
Dexia SA 4.125% 10/22/2030 (d)
|
GBP
|
200,000
|
260,394
|
KBC Group NV 0.125% 1/14/2029 (b)(d)
|
EUR
|
200,000
|
218,732
|
KBC Group NV 0.625% 12/7/2031 (b)(d)
|
EUR
|
300,000
|
341,018
|
KBC Group NV 3% 8/25/2030 (d)
|
EUR
|
300,000
|
340,518
|
KBC Group NV 3.375% 11/24/2033 (b)(d)
|
EUR
|
100,000
|
112,594
|
KBC Group NV 4.375% 4/19/2030 (b)(d)
|
EUR
|
200,000
|
235,750
|
KBC Group NV 4.75% 4/17/2035 (b)(d)
|
EUR
|
100,000
|
118,320
|
TOTAL FINANCIALS
|
2,651,395
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Elia Transmission Belgium SA 0.875% 4/28/2030 (d)
|
EUR
|
100,000
|
104,890
|
FLUVIUS System Operator CV 0.25% 6/14/2028 (d)
|
EUR
|
500,000
|
541,873
|
FLUVIUS System Operator CV 3.875% 5/9/2033 (d)
|
EUR
|
200,000
|
232,644
|
TOTAL UTILITIES
|
879,407
|
||
TOTAL BELGIUM
|
5,354,895
|
||
CANADA - 3.1%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Bell Canada 4.45% 2/27/2047 (d)
|
CAD
|
29,000
|
18,709
|
Bell Canada 4.75% 9/29/2044
|
CAD
|
120,000
|
80,960
|
Bell Canada 5.15% 8/24/2034
|
CAD
|
590,000
|
438,108
|
TELUS Corp 2.05% 10/7/2030
|
CAD
|
740,000
|
494,565
|
TELUS Corp 5.95% 9/8/2053
|
CAD
|
170,000
|
131,330
|
1,163,672
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
Rogers Communications Inc 2.9% 12/9/2030
|
CAD
|
968,000
|
664,199
|
Rogers Communications Inc 5.7% 9/21/2028
|
CAD
|
880,000
|
649,087
|
Rogers Communications Inc 5.9% 9/21/2033
|
CAD
|
350,000
|
271,607
|
1,584,893
|
|||
TOTAL COMMUNICATION SERVICES
|
2,748,565
|
||
Consumer Staples - 0.2%
|
|||
Consumer Staples Distribution & Retail - 0.2%
|
|||
Alimentation Couche-Tard Inc 3.647% 5/12/2031 (d)
|
EUR
|
130,000
|
150,655
|
Loblaw Cos Ltd 3.564% 12/12/2029
|
CAD
|
200,000
|
141,232
|
Loblaw Cos Ltd 5.008% 9/13/2032
|
CAD
|
340,000
|
253,677
|
Metro Inc/CN 3.39% 12/6/2027
|
CAD
|
2,260,000
|
1,597,672
|
TOTAL CONSUMER STAPLES
|
2,143,236
|
||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Enbridge Inc 4.13% 8/9/2046
|
CAD
|
406,000
|
246,967
|
Enbridge Inc 5.15% 12/17/2055 (b)
|
CAD
|
570,000
|
403,322
|
Enbridge Inc 7.2% 6/18/2032
|
CAD
|
300,000
|
244,110
|
Inter Pipeline Ltd/AB 4.232% 6/1/2027
|
CAD
|
1,253,683
|
889,985
|
Inter Pipeline Ltd/AB 4.637% 5/30/2044
|
CAD
|
50,000
|
32,197
|
Keyera Corp 3.959% 5/29/2030
|
CAD
|
761,000
|
541,309
|
North West Redwater Partnership / NWR Financing Co Ltd 4.35% 1/10/2039
|
CAD
|
591,000
|
405,660
|
Pembina Pipeline Corp 4.74% 1/21/2047
|
CAD
|
402,000
|
264,854
|
Suncor Energy Inc 3.95% 3/4/2051
|
CAD
|
50,000
|
29,245
|
TransCanada PipeLines Ltd 3% 9/18/2029 (d)
|
CAD
|
30,000
|
20,886
|
TransCanada PipeLines Ltd 4.18% 7/3/2048 (d)
|
CAD
|
33,000
|
20,093
|
TransCanada PipeLines Ltd 4.35% 6/6/2046
|
CAD
|
456,000
|
287,995
|
TOTAL ENERGY
|
3,386,623
|
||
Financials - 2.1%
|
|||
Banks - 1.2%
|
|||
Bank of Montreal 3.19% 3/1/2028
|
CAD
|
585,000
|
413,553
|
Bank of Montreal 3.625% 3/24/2032 (b)(d)
|
EUR
|
230,000
|
265,285
|
Bank of Montreal 3.75% 7/10/2030 (b)(d)
|
EUR
|
190,000
|
220,182
|
Bank of Montreal 5.039% 5/29/2028
|
CAD
|
320,000
|
232,577
|
Bank of Montreal 6.034% 9/7/2033 (b)
|
CAD
|
60,000
|
44,508
|
Bank of Nova Scotia/The 0.25% 11/1/2028 (d)
|
EUR
|
660,000
|
710,472
|
Bank of Nova Scotia/The 2.516% 6/18/2029 (d)
|
EUR
|
270,000
|
305,548
|
Bank of Nova Scotia/The 2.973% 1/22/2033 (d)
|
EUR
|
130,000
|
147,721
|
Bank of Nova Scotia/The 3.1% 2/2/2028
|
CAD
|
85,000
|
59,999
|
Bank of Nova Scotia/The 3.934% 5/3/2032 (b)
|
CAD
|
860,000
|
610,280
|
Bank of Nova Scotia/The 4.442% 11/15/2035 (b)
|
CAD
|
260,000
|
187,402
|
Bank of Nova Scotia/The 5.679% 8/2/2033 (b)
|
CAD
|
160,000
|
117,698
|
Canadian Imperial Bank of Commerce 0.01% 4/30/2029 (d)
|
EUR
|
3,019,000
|
3,185,070
|
Canadian Imperial Bank of Commerce 3.807% 7/9/2029 (d)
|
EUR
|
850,000
|
990,356
|
Canadian Imperial Bank of Commerce 5.33% 1/20/2033 (b)
|
CAD
|
240,000
|
174,150
|
Federation des Caisses Desjardins du Quebec 4.123% 8/25/2032
|
CAD
|
190,000
|
136,136
|
Federation des Caisses Desjardins du Quebec 5.279% 5/15/2034 (b)
|
CAD
|
50,000
|
36,771
|
Federation des Caisses Desjardins du Quebec 5.467% 11/17/2028
|
CAD
|
80,000
|
59,005
|
National Bank of Canada 3.542% 1/13/2031 (b)
|
CAD
|
420,000
|
295,704
|
National Bank of Canada 5.426% 8/16/2032 (b)
|
CAD
|
240,000
|
173,012
|
Royal Bank of Canada 0.01% 1/27/2031 (d)
|
EUR
|
380,000
|
379,064
|
Royal Bank of Canada 2.125% 4/26/2029 (d)
|
EUR
|
110,000
|
122,649
|
Royal Bank of Canada 2.14% 11/3/2031 (b)
|
CAD
|
2,730,000
|
1,919,845
|
Royal Bank of Canada 3.125% 9/27/2031 (b)(d)
|
EUR
|
320,000
|
363,147
|
Royal Bank of Canada 4.464% 10/17/2035 (b)
|
CAD
|
180,000
|
130,070
|
Royal Bank of Canada 4.612% 7/26/2027
|
CAD
|
530,000
|
379,829
|
Royal Bank of Canada 4.632% 5/1/2028
|
CAD
|
880,000
|
635,530
|
Royal Bank of Canada 5.01% 2/1/2033 (b)
|
CAD
|
250,000
|
180,650
|
Toronto Dominion Bank 1.952% 4/8/2030 (d)
|
EUR
|
220,000
|
239,666
|
Toronto Dominion Bank 2.776% 9/3/2027 (d)
|
EUR
|
840,000
|
959,732
|
Toronto Dominion Bank 2.973% 9/9/2032 (d)
|
EUR
|
310,000
|
352,492
|
Toronto Dominion Bank 3.06% 1/26/2032 (b)(d)
|
CAD
|
340,000
|
239,826
|
Toronto Dominion Bank 3.191% 2/16/2029 (d)
|
EUR
|
130,000
|
149,783
|
Toronto Dominion Bank 3.631% 12/13/2029 (d)
|
EUR
|
520,000
|
602,284
|
Toronto Dominion Bank 3.687% 1/9/2032 (b)
|
CAD
|
740,000
|
522,015
|
Toronto Dominion Bank 4.002% 10/31/2030 (b)
|
CAD
|
210,000
|
150,122
|
Toronto Dominion Bank 4.423% 10/31/2035 (b)
|
CAD
|
100,000
|
71,910
|
Toronto Dominion Bank 4.68% 1/8/2029
|
CAD
|
350,000
|
254,571
|
Toronto Dominion Bank 5.177% 4/9/2034 (b)(d)
|
CAD
|
270,000
|
197,943
|
16,216,557
|
|||
Capital Markets - 0.5%
|
|||
Brookfield Finance II Inc 5.399% 12/11/2055
|
CAD
|
60,000
|
42,975
|
CDP Financial Inc 2.75% 2/13/2032 (d)
|
EUR
|
300,000
|
337,693
|
CDP Financial Inc 5.15% 5/22/2031
|
AUD
|
280,000
|
196,347
|
CPPIB Capital Inc 0.25% 4/6/2027 (d)
|
EUR
|
300,000
|
336,951
|
CPPIB Capital Inc 1.125% 12/14/2029 (d)
|
GBP
|
430,000
|
511,699
|
CPPIB Capital Inc 1.25% 12/7/2027 (d)
|
GBP
|
544,000
|
691,653
|
CPPIB Capital Inc 1.5% 3/4/2033 (d)
|
EUR
|
290,000
|
299,938
|
CPPIB Capital Inc 3% 6/15/2028 (d)
|
CAD
|
1,310,000
|
926,629
|
CPPIB Capital Inc 3.25% 8/27/2035 (d)
|
EUR
|
340,000
|
388,148
|
CPPIB Capital Inc 4.2% 5/2/2028 (d)
|
AUD
|
90,000
|
61,892
|
CPPIB Capital Inc 4.4% 1/15/2029 (d)
|
AUD
|
1,010,000
|
695,756
|
CPPIB Capital Inc 5.3% 3/10/2036
|
AUD
|
240,000
|
165,890
|
IGM Financial Inc 4.206% 3/21/2050 (d)
|
CAD
|
50,000
|
31,515
|
IGM Financial Inc 7.11% 3/7/2033
|
CAD
|
160,000
|
132,885
|
Ontario Teachers' Finance Trust 0.95% 11/24/2051 (d)
|
EUR
|
110,000
|
64,891
|
Ontario Teachers' Finance Trust 2.85% 12/4/2031 (d)
|
EUR
|
180,000
|
204,232
|
PSP Capital Inc 1.5% 3/15/2028 (d)
|
CAD
|
340,000
|
234,597
|
PSP Capital Inc 2.875% 7/23/2032 (d)
|
EUR
|
280,000
|
316,530
|
PSP Capital Inc 4.1% 8/13/2030
|
AUD
|
660,000
|
445,071
|
PSP Capital Inc 4.25% 10/22/2030 (d)
|
GBP
|
330,000
|
433,530
|
Teranet Holdings LP 5.754% 12/17/2040
|
CAD
|
60,000
|
43,606
|
6,562,428
|
|||
Consumer Finance - 0.1%
|
|||
Toyota Credit Canada Inc 3.31% 8/18/2028
|
CAD
|
960,000
|
676,024
|
Toyota Credit Canada Inc 3.65% 8/19/2030
|
CAD
|
340,000
|
239,979
|
916,003
|
|||
Insurance - 0.3%
|
|||
Fairfax Financial Holdings Ltd 2.75% 3/29/2028 (d)
|
EUR
|
950,000
|
1,078,065
|
Great-West Lifeco Inc 5.998% 11/16/2039
|
CAD
|
50,000
|
39,767
|
Intact Financial Corp 2.179% 5/18/2028
|
CAD
|
2,360,000
|
1,637,914
|
Intact Financial Corp 4.653% 5/16/2034 (b)
|
CAD
|
260,000
|
188,727
|
Manulife Financial Corp 5.409% 3/10/2033 (b)
|
CAD
|
310,000
|
225,889
|
Sun Life Financial Inc 2.06% 10/1/2035 (b)
|
CAD
|
200,000
|
133,259
|
Sun Life Financial Inc 2.58% 5/10/2032 (b)(d)
|
CAD
|
460,000
|
322,936
|
Sun Life Financial Inc 2.8% 11/21/2033 (b)
|
CAD
|
480,000
|
333,430
|
3,959,987
|
|||
TOTAL FINANCIALS
|
27,654,975
|
||
Industrials - 0.1%
|
|||
Construction & Engineering - 0.1%
|
|||
Coastal Gaslink Pipeline LP 5.187% 9/30/2034
|
CAD
|
640,000
|
484,356
|
Coastal Gaslink Pipeline LP 5.857% 3/30/2049
|
CAD
|
80,000
|
62,704
|
547,060
|
|||
Electrical Equipment - 0.0%
|
|||
Brookfield Renewable Partners ULC 4.25% 1/15/2029
|
CAD
|
600,000
|
429,876
|
Brookfield Renewable Partners ULC 4.29% 11/5/2049
|
CAD
|
70,000
|
42,865
|
Brookfield Renewable Partners ULC 5.84% 11/5/2036
|
CAD
|
80,000
|
61,993
|
534,734
|
|||
Ground Transportation - 0.0%
|
|||
Canadian National Railway Co 3.6% 8/1/2047
|
CAD
|
229,000
|
134,785
|
Canadian Pacific Railway Co 6.45% 11/17/2039
|
CAD
|
90,000
|
73,659
|
208,444
|
|||
Transportation Infrastructure - 0.0%
|
|||
407 International Inc 2.84% 3/7/2050
|
CAD
|
73,000
|
36,957
|
407 International Inc 3.65% 9/8/2044 (d)
|
CAD
|
295,000
|
180,182
|
Greater Toronto Airports Authority 2.75% 10/17/2039
|
CAD
|
516,000
|
303,510
|
520,649
|
|||
TOTAL INDUSTRIALS
|
1,810,887
|
||
Real Estate - 0.0%
|
|||
Retail REITs - 0.0%
|
|||
Choice Properties Real Estate Investment Trust 4.178% 3/8/2028
|
CAD
|
128,000
|
91,358
|
Choice Properties Real Estate Investment Trust 5.03% 2/28/2031
|
CAD
|
60,000
|
44,295
|
SmartCentres Real Estate Investment Trust 2.307% 12/18/2028
|
CAD
|
100,000
|
68,653
|
TOTAL REAL ESTATE
|
204,306
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
AltaLink LP 3.717% 12/3/2046
|
CAD
|
338,000
|
205,607
|
Brookfield Infrastructure Finance ULC 3.7% 1/6/2031
|
CAD
|
300,000
|
210,598
|
Brookfield Infrastructure Finance ULC 5.98% 2/14/2033
|
CAD
|
90,000
|
69,660
|
Bruce Power LP 4.7% 12/21/2027
|
CAD
|
410,000
|
294,839
|
Bruce Power LP 4.746% 6/21/2049 (d)
|
CAD
|
70,000
|
47,226
|
FortisAlberta Inc 2.632% 6/8/2051
|
CAD
|
50,000
|
23,941
|
FortisAlberta Inc 6.22% 10/31/2034
|
CAD
|
140,000
|
112,543
|
Hydro One Inc 1.69% 1/16/2031
|
CAD
|
417,000
|
275,560
|
Hydro One Inc 3.02% 4/5/2029
|
CAD
|
30,000
|
21,061
|
Hydro One Inc 4.46% 1/27/2053
|
CAD
|
230,000
|
152,284
|
Hydro One Inc 5% 10/19/2046
|
CAD
|
280,000
|
202,461
|
Hydro One Inc 5.36% 5/20/2036
|
CAD
|
50,000
|
38,403
|
Hydro-Quebec 2.1% 2/15/2060
|
CAD
|
70,000
|
28,541
|
Hydro-Quebec 4% 2/15/2055
|
CAD
|
220,000
|
140,353
|
Hydro-Quebec 4% 2/15/2063
|
CAD
|
1,050,000
|
664,294
|
Hydro-Quebec 5% 2/15/2050
|
CAD
|
370,000
|
275,659
|
Nova Scotia Power Inc 5.61% 6/15/2040
|
CAD
|
70,000
|
52,705
|
Nova Scotia Power Inc 5.67% 11/14/2035
|
CAD
|
90,000
|
68,870
|
Ontario Power Generation Inc 3.215% 4/8/2030
|
CAD
|
100,000
|
69,773
|
Ontario Power Generation Inc 3.838% 6/22/2048
|
CAD
|
120,000
|
72,026
|
Ontario Power Generation Inc 4.248% 1/18/2049
|
CAD
|
50,000
|
31,864
|
Toronto Hydro Corp 2.43% 12/11/2029
|
CAD
|
80,000
|
55,120
|
3,113,388
|
|||
Gas Utilities - 0.0%
|
|||
Enbridge Gas Inc 3.65% 4/1/2050
|
CAD
|
290,000
|
169,176
|
Enbridge Gas Inc 4.16% 9/12/2035
|
CAD
|
240,000
|
169,452
|
FortisBC Energy Inc 2.82% 8/9/2049
|
CAD
|
70,000
|
35,351
|
FortisBC Energy Inc 6.95% 9/21/2029
|
CAD
|
380,000
|
294,668
|
668,647
|
|||
Multi-Utilities - 0.0%
|
|||
CU Inc 3.548% 11/22/2047
|
CAD
|
280,000
|
163,974
|
CU Inc 4.094% 10/19/2054
|
CAD
|
240,000
|
148,779
|
EPCOR Utilities Inc 3.554% 11/27/2047
|
CAD
|
571,000
|
334,214
|
646,967
|
|||
TOTAL UTILITIES
|
4,429,002
|
||
TOTAL CANADA
|
42,377,594
|
||
DENMARK - 0.3%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Carlsberg Breweries A/S 3.5% 2/28/2035 (d)
|
EUR
|
160,000
|
180,662
|
Financials - 0.3%
|
|||
Banks - 0.1%
|
|||
Danske Bank A/S 0.75% 6/9/2029 (b)(d)
|
EUR
|
270,000
|
295,129
|
Danske Bank A/S 3.375% 12/2/2033 (b)(d)
|
EUR
|
100,000
|
113,130
|
Danske Bank A/S 4.5% 11/9/2028 (b)(d)
|
EUR
|
110,000
|
128,204
|
Danske Bank A/S 4.625% 5/14/2034 (b)(d)
|
EUR
|
100,000
|
117,446
|
Jyske Bank A/S 0.25% 2/17/2028 (b)(d)
|
EUR
|
100,000
|
112,460
|
Jyske Bank A/S 2.875% 5/5/2029 (b)(d)
|
EUR
|
200,000
|
228,058
|
994,427
|
|||
Financial Services - 0.2%
|
|||
Kommunekredit 0% 11/17/2029
|
EUR
|
240,000
|
250,307
|
Kommunekredit 0% 8/27/2030 (d)
|
EUR
|
130,000
|
132,605
|
Kommunekredit 0.125% 9/26/2040 (d)
|
EUR
|
100,000
|
72,298
|
Kommunekredit 2.375% 9/15/2032 (d)
|
EUR
|
370,000
|
411,228
|
Kommunekredit 3.125% 11/24/2038 (d)
|
EUR
|
150,000
|
167,492
|
Nykredit Realkredit A/S 3.5% 1/12/2033 (d)
|
EUR
|
120,000
|
135,620
|
1,169,550
|
|||
TOTAL FINANCIALS
|
2,163,977
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Novo Nordisk Finance Netherlands BV 3.375% 5/21/2034 (d)
|
EUR
|
240,000
|
272,784
|
Novo Nordisk Finance Netherlands BV 4% 11/20/2045 (d)
|
EUR
|
130,000
|
145,541
|
TOTAL HEALTH CARE
|
418,325
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
DSV Finance BV 3.375% 11/6/2032 (d)
|
EUR
|
200,000
|
227,600
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Orsted AS 2.5% 5/16/2033 (d)
|
GBP
|
104,000
|
113,418
|
Orsted AS 5.125% 9/13/2034 (d)
|
GBP
|
290,000
|
365,752
|
TOTAL UTILITIES
|
479,170
|
||
TOTAL DENMARK
|
3,469,734
|
||
FINLAND - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.3%
|
|||
Nordea Bank Abp 0.5% 3/19/2031 (d)
|
EUR
|
120,000
|
121,503
|
Nordea Bank Abp 0.625% 8/18/2031 (b)(d)
|
EUR
|
220,000
|
250,710
|
Nordea Bank Abp 2.5% 5/23/2029 (d)
|
EUR
|
244,000
|
274,740
|
Nordea Bank Abp 2.75% 5/2/2030 (d)
|
EUR
|
260,000
|
293,816
|
Nordea Bank Abp 3.25% 4/29/2031 (d)
|
EUR
|
290,000
|
332,089
|
Nordea Kiinnitysluottopankki Oyj 2.5% 9/14/2032 (d)
|
EUR
|
110,000
|
122,595
|
Nordea Kiinnitysluottopankki Oyj 3% 8/28/2035 (d)
|
EUR
|
900,000
|
1,014,143
|
OP Mortgage Bank 0.01% 11/19/2030 (d)
|
EUR
|
180,000
|
181,388
|
OP Mortgage Bank 0.05% 4/21/2028 (d)
|
EUR
|
550,000
|
598,770
|
OP Mortgage Bank 2.625% 7/9/2030 (d)
|
EUR
|
100,000
|
113,174
|
3,302,928
|
|||
Capital Markets - 0.0%
|
|||
Finnvera Oyj 2.875% 8/30/2029 (d)
|
EUR
|
470,000
|
538,361
|
Financial Services - 0.1%
|
|||
Kuntarahoitus Oyj 0.25% 2/25/2032 (d)
|
EUR
|
140,000
|
138,192
|
Kuntarahoitus Oyj 1.25% 2/23/2033 (d)
|
EUR
|
210,000
|
215,590
|
Kuntarahoitus Oyj 2.75% 2/2/2034 (d)
|
EUR
|
330,000
|
369,651
|
Kuntarahoitus Oyj 5.125% 7/22/2027 (d)
|
GBP
|
120,000
|
160,628
|
OP Corporate Bank plc 0.1% 11/16/2027 (d)
|
EUR
|
130,000
|
143,137
|
1,027,198
|
|||
TOTAL FINLAND
|
4,868,487
|
||
FRANCE - 6.1%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
Ile-de-France Mobilites 0.4% 5/28/2031 (d)
|
EUR
|
300,000
|
300,110
|
Ile-de-France Mobilites 0.95% 2/16/2032 (d)
|
EUR
|
600,000
|
604,634
|
Ile-de-France Mobilites 3.05% 2/3/2033 (d)
|
EUR
|
100,000
|
112,080
|
Ile-de-France Mobilites 3.7% 6/14/2038 (d)
|
EUR
|
100,000
|
111,103
|
Orange SA 0.75% 6/29/2034 (d)
|
EUR
|
600,000
|
552,772
|
Orange SA 3.25% 1/15/2032 (d)
|
GBP
|
200,000
|
242,941
|
Orange SA 3.5% 11/13/2034 (d)
|
EUR
|
100,000
|
113,038
|
Orange SA 4.125% 11/13/2045 (d)
|
EUR
|
200,000
|
221,558
|
Orange SA 8.125% 1/28/2033
|
EUR
|
70,000
|
101,944
|
2,360,180
|
|||
Media - 0.0%
|
|||
Publicis Groupe SA 2.875% 6/12/2029 (d)
|
EUR
|
200,000
|
227,017
|
TOTAL COMMUNICATION SERVICES
|
2,587,197
|
||
Consumer Discretionary - 0.2%
|
|||
Automobile Components - 0.0%
|
|||
Cie Generale des Etablissements Michelin SCA 0.25% 11/2/2032 (d)
|
EUR
|
200,000
|
188,887
|
Automobiles - 0.1%
|
|||
RCI Banque SA 3.375% 6/6/2030 (d)
|
EUR
|
320,000
|
362,338
|
RCI Banque SA 4.125% 4/4/2031 (d)
|
EUR
|
110,000
|
127,984
|
RCI Banque SA 4.875% 10/2/2029 (d)
|
EUR
|
270,000
|
320,652
|
810,974
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Accor SA 3.875% 3/11/2031 (d)
|
EUR
|
100,000
|
115,438
|
Textiles, Apparel & Luxury Goods - 0.1%
|
|||
Kering SA 3.625% 3/11/2036 (d)
|
EUR
|
200,000
|
222,956
|
Kering SA 5% 11/23/2032 (d)
|
GBP
|
100,000
|
131,105
|
LVMH Moet Hennessy Louis Vuitton SE 0.375% 2/11/2031 (d)
|
EUR
|
500,000
|
506,968
|
LVMH Moet Hennessy Louis Vuitton SE 3.375% 2/5/2030 (d)
|
EUR
|
500,000
|
578,371
|
1,439,400
|
|||
TOTAL CONSUMER DISCRETIONARY
|
2,554,699
|
||
Consumer Staples - 0.1%
|
|||
Beverages - 0.0%
|
|||
Pernod Ricard SA 3.25% 2/4/2033 (d)
|
EUR
|
100,000
|
111,990
|
Pernod Ricard SA 3.625% 5/7/2034 (d)
|
EUR
|
200,000
|
226,874
|
338,864
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Carrefour SA 2.875% 12/8/2028 (d)
|
EUR
|
300,000
|
340,865
|
Carrefour SA 3.75% 10/10/2030 (d)
|
EUR
|
200,000
|
232,168
|
573,033
|
|||
Food Products - 0.0%
|
|||
Danone SA 3.071% 9/7/2032 (d)
|
EUR
|
200,000
|
225,316
|
Danone SA 3.379% 4/1/2030 (d)
|
EUR
|
300,000
|
345,190
|
570,506
|
|||
Personal Care Products - 0.0%
|
|||
L'Oreal SA 3.375% 1/19/2036 (d)
|
EUR
|
100,000
|
113,294
|
TOTAL CONSUMER STAPLES
|
1,595,697
|
||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
TotalEnergies Capital International SA 0.696% 5/31/2028 (d)
|
EUR
|
1,100,000
|
1,206,884
|
TotalEnergies Capital International SA 1.491% 4/8/2027 (d)
|
EUR
|
100,000
|
113,177
|
TotalEnergies Capital International SA 3.852% 3/3/2045 (d)
|
EUR
|
300,000
|
319,951
|
TOTAL ENERGY
|
1,640,012
|
||
Financials - 3.8%
|
|||
Banks - 2.7%
|
|||
Agence Francaise de Developpement EPIC 0.125% 9/29/2031 (d)
|
EUR
|
200,000
|
194,345
|
Arkea Public Sector SCF SA 0.875% 3/31/2028 (d)
|
EUR
|
200,000
|
220,839
|
Arkea Public Sector SCF SA 3.004% 1/27/2032 (d)
|
EUR
|
200,000
|
227,704
|
Banque Federative du Credit Mutuel SA 0.625% 11/19/2027 (d)
|
EUR
|
100,000
|
110,815
|
Banque Federative du Credit Mutuel SA 0.75% 1/17/2030 (d)
|
EUR
|
200,000
|
209,383
|
Banque Federative du Credit Mutuel SA 0.875% 12/7/2027 (d)
|
GBP
|
600,000
|
755,111
|
Banque Federative du Credit Mutuel SA 1.125% 1/19/2032 (d)
|
EUR
|
100,000
|
100,761
|
Banque Federative du Credit Mutuel SA 1.125% 11/19/2031 (d)
|
EUR
|
300,000
|
301,356
|
Banque Federative du Credit Mutuel SA 1.25% 5/26/2027 (d)
|
EUR
|
100,000
|
112,808
|
Banque Federative du Credit Mutuel SA 1.25% 6/3/2030 (d)
|
EUR
|
300,000
|
316,176
|
Banque Federative du Credit Mutuel SA 1.625% 11/15/2027 (d)
|
EUR
|
800,000
|
896,809
|
Banque Federative du Credit Mutuel SA 2.5% 5/25/2028 (d)
|
EUR
|
300,000
|
338,444
|
Banque Federative du Credit Mutuel SA 2.625% 11/6/2029 (d)
|
EUR
|
100,000
|
111,894
|
Banque Federative du Credit Mutuel SA 3.75% 5/14/2036 (b)(d)
|
EUR
|
100,000
|
113,200
|
Banque Federative du Credit Mutuel SA 3.875% 6/16/2032 (b)(d)
|
EUR
|
200,000
|
229,432
|
Banque Federative du Credit Mutuel SA 4% 1/26/2033 (d)
|
EUR
|
100,000
|
116,468
|
Banque Federative du Credit Mutuel SA 4.125% 6/14/2033 (d)
|
EUR
|
200,000
|
236,157
|
Banque Federative du Credit Mutuel SA 4.375% 5/2/2030 (d)
|
EUR
|
100,000
|
118,249
|
Banque Federative du Credit Mutuel SA 4.75% 11/10/2031 (d)
|
EUR
|
500,000
|
604,479
|
Banque Federative du Credit Mutuel SA 5.1264% 5/24/2027 (d)
|
AUD
|
820,000
|
567,193
|
BNP Paribas SA 0.5% 1/19/2030 (b)(d)
|
EUR
|
300,000
|
320,128
|
BNP Paribas SA 0.5% 2/19/2028 (b)(d)
|
EUR
|
400,000
|
450,464
|
BNP Paribas SA 0.5% 5/30/2028 (b)(d)
|
EUR
|
1,900,000
|
2,125,706
|
BNP Paribas SA 0.625% 12/3/2032 (d)
|
EUR
|
100,000
|
95,225
|
BNP Paribas SA 0.875% 7/11/2030 (b)(d)
|
EUR
|
100,000
|
106,336
|
BNP Paribas SA 1.25% 7/13/2031 (d)
|
GBP
|
100,000
|
110,395
|
BNP Paribas SA 1.625% 7/2/2031 (d)
|
EUR
|
100,000
|
103,877
|
BNP Paribas SA 1.875% 12/14/2027 (d)
|
GBP
|
200,000
|
255,101
|
BNP Paribas SA 2% 9/13/2036 (d)
|
GBP
|
100,000
|
95,651
|
BNP Paribas SA 2.5% 3/31/2032 (b)(d)
|
EUR
|
100,000
|
113,540
|
BNP Paribas SA 2.538% 7/13/2029 (b)
|
CAD
|
1,200,000
|
830,511
|
BNP Paribas SA 2.75% 7/25/2028 (b)(d)
|
EUR
|
1,200,000
|
1,367,973
|
BNP Paribas SA 2.875% 2/24/2029 (d)
|
GBP
|
700,000
|
883,333
|
BNP Paribas SA 4.159% 8/28/2034 (b)(d)
|
EUR
|
200,000
|
231,812
|
BNP Paribas SA 4.487% 9/3/2035 (b)
|
CAD
|
480,000
|
342,408
|
BNP Paribas SA 4.75% 11/13/2032 (b)(d)
|
EUR
|
300,000
|
361,933
|
BNP Paribas SA 6.3175% 11/15/2035 (b)(d)
|
GBP
|
200,000
|
273,060
|
BPCE SA 0.25% 1/14/2031 (d)
|
EUR
|
200,000
|
200,048
|
BPCE SA 0.5% 1/14/2028 (b)(d)
|
EUR
|
2,000,000
|
2,258,414
|
BPCE SA 0.5% 9/15/2027 (b)(d)
|
EUR
|
600,000
|
682,554
|
BPCE SA 0.75% 3/3/2031 (d)
|
EUR
|
700,000
|
708,445
|
BPCE SA 1% 1/14/2032 (d)
|
EUR
|
200,000
|
199,909
|
BPCE SA 1.625% 1/31/2028 (d)
|
EUR
|
100,000
|
111,857
|
BPCE SA 2.25% 3/2/2032 (b)(d)
|
EUR
|
100,000
|
113,528
|
BPCE SA 2.5% 11/30/2032 (b)(d)
|
GBP
|
100,000
|
128,009
|
BPCE SA 3.625% 10/1/2033 (b)(d)
|
EUR
|
100,000
|
113,205
|
BPCE SA 3.875% 2/26/2036 (b)(d)
|
EUR
|
100,000
|
113,511
|
BPCE SA 4% 1/20/2034 (b)(d)
|
EUR
|
100,000
|
115,248
|
BPCE SA 4.125% 3/8/2033 (b)(d)
|
EUR
|
200,000
|
232,821
|
BPCE SA 4.625% 3/2/2030 (b)(d)
|
EUR
|
200,000
|
236,279
|
BPCE SA 4.875% 2/26/2036 (b)(d)
|
EUR
|
200,000
|
237,924
|
BPCE SA 5.125% 1/25/2035 (b)(d)
|
EUR
|
100,000
|
119,163
|
BPCE SA 5.75% 6/1/2033 (b)(d)
|
EUR
|
300,000
|
357,576
|
Caisse des Depots et Consignations 3% 2/25/2031 (d)
|
EUR
|
200,000
|
228,376
|
Caisse des Depots et Consignations 3% 5/25/2029 (d)
|
EUR
|
500,000
|
573,580
|
Cie de Financement Foncier SA 0.01% 10/29/2035 (d)
|
EUR
|
700,000
|
585,185
|
Cie de Financement Foncier SA 0.01% 4/16/2029 (d)
|
EUR
|
1,000,000
|
1,056,222
|
Credit Agricole Home Loan SFH SA 0.05% 12/6/2029 (d)
|
EUR
|
200,000
|
207,656
|
Credit Agricole Home Loan SFH SA 1.5% 9/28/2038 (d)
|
EUR
|
300,000
|
272,312
|
Credit Agricole Home Loan SFH SA 3% 12/11/2032 (d)
|
EUR
|
200,000
|
226,895
|
Credit Agricole Home Loan SFH SA 3% 7/9/2032 (d)
|
EUR
|
700,000
|
796,597
|
Credit Agricole SA 0.375% 4/20/2028 (d)
|
EUR
|
100,000
|
109,056
|
Credit Agricole SA 0.5% 9/21/2029 (b)(d)
|
EUR
|
100,000
|
107,689
|
Credit Agricole SA 1.125% 7/12/2032 (d)
|
EUR
|
400,000
|
399,459
|
Credit Agricole SA 1.874% 12/9/2031 (b)(d)
|
GBP
|
200,000
|
261,911
|
Credit Agricole SA 2.625% 3/17/2027 (d)
|
EUR
|
107,000
|
122,049
|
Credit Agricole SA 3.75% 1/23/2031 (b)(d)
|
EUR
|
300,000
|
347,053
|
Credit Agricole SA 3.875% 11/28/2034 (d)
|
EUR
|
100,000
|
117,109
|
Credit Agricole SA 4% 1/18/2033 (d)
|
EUR
|
100,000
|
118,566
|
Credit Agricole SA 4.875% 10/23/2029 (d)
|
GBP
|
100,000
|
132,925
|
Credit Agricole SA 5.35% 2/13/2031
|
AUD
|
340,000
|
235,385
|
Credit Agricole SA 5.5% 7/31/2032 (b)(d)
|
GBP
|
500,000
|
672,157
|
Credit Agricole SA 5.5% 8/28/2033 (b)(d)
|
EUR
|
200,000
|
238,076
|
Credit Agricole SA 5.75% 11/29/2027 (b)(d)
|
GBP
|
500,000
|
666,422
|
Credit Agricole SA 6.447% 2/13/2041 (b)
|
AUD
|
200,000
|
137,278
|
Credit Agricole SA/London 1% 7/3/2029 (d)
|
EUR
|
700,000
|
754,722
|
Credit Mutuel Arkea SA 0.375% 10/3/2028 (d)
|
EUR
|
300,000
|
324,048
|
Credit Mutuel Arkea SA 0.875% 10/25/2031 (d)
|
EUR
|
200,000
|
201,059
|
Credit Mutuel Arkea SA 0.875% 3/11/2033 (d)
|
EUR
|
100,000
|
95,878
|
Credit Mutuel Arkea SA 3.307% 5/6/2032 (d)
|
EUR
|
100,000
|
113,552
|
HSBC Continental Europe SA 0.1% 9/3/2027 (d)
|
EUR
|
200,000
|
221,526
|
HSBC Continental Europe SA 1.375% 9/4/2028 (d)
|
EUR
|
700,000
|
775,433
|
La Banque Postale Home Loan SFH SA 2.75% 6/12/2032 (d)
|
EUR
|
400,000
|
449,125
|
La Banque Postale SA 0.75% 8/2/2032 (b)(d)
|
EUR
|
100,000
|
111,541
|
La Banque Postale SA 1% 2/9/2028 (b)(d)
|
EUR
|
400,000
|
451,802
|
La Banque Postale SA 3.5% 12/2/2032 (b)(d)
|
EUR
|
100,000
|
113,454
|
La Banque Postale SA 3.5% 6/13/2030 (d)
|
EUR
|
200,000
|
231,559
|
La Banque Postale SA 5.625% 9/21/2028 (b)(d)
|
GBP
|
100,000
|
133,717
|
SFIL SA 0.05% 6/4/2029 (d)
|
EUR
|
400,000
|
420,583
|
SFIL SA 0.25% 12/1/2031 (d)
|
EUR
|
200,000
|
195,091
|
SFIL SA 3.125% 9/17/2029 (d)
|
EUR
|
500,000
|
573,733
|
Societe Generale SA 0.875% 9/22/2028 (b)(d)
|
EUR
|
500,000
|
557,058
|
Societe Generale SA 0.875% 9/24/2029 (d)
|
EUR
|
100,000
|
105,916
|
Societe Generale SA 1.25% 12/7/2027 (d)
|
GBP
|
300,000
|
379,485
|
Societe Generale SA 1.25% 6/12/2030 (d)
|
EUR
|
200,000
|
211,203
|
Societe Generale SA 1.75% 3/22/2029 (d)
|
EUR
|
200,000
|
220,002
|
Societe Generale SA 3.875% 11/20/2035 (b)(d)
|
EUR
|
100,000
|
113,744
|
Societe Generale SA 4.25% 11/16/2032 (d)
|
EUR
|
100,000
|
120,455
|
Societe Generale SA 4.25% 12/6/2030 (b)(d)
|
EUR
|
200,000
|
234,294
|
Societe Generale SA 4.875% 11/21/2031 (b)(d)
|
EUR
|
400,000
|
481,272
|
Societe Generale SA 5.25% 9/6/2032 (b)(d)
|
EUR
|
200,000
|
233,525
|
Societe Generale SA 5.637% 9/9/2032 (b)(d)
|
GBP
|
200,000
|
268,333
|
Societe Generale SFH SA 0.01% 2/11/2030 (d)
|
EUR
|
100,000
|
102,849
|
Societe Generale SFH SA 0.125% 7/18/2029 (d)
|
EUR
|
600,000
|
630,943
|
Societe Generale SFH SA 1.75% 5/5/2034 (d)
|
EUR
|
100,000
|
102,628
|
36,418,055
|
|||
Capital Markets - 0.2%
|
|||
Bpifrance SACA 0.05% 9/26/2029 (d)
|
EUR
|
600,000
|
624,677
|
Bpifrance SACA 0.25% 3/29/2030 (d)
|
EUR
|
100,000
|
103,251
|
Bpifrance SACA 2% 9/2/2030 (d)
|
EUR
|
500,000
|
548,010
|
Bpifrance SACA 2.125% 11/29/2027 (d)
|
EUR
|
200,000
|
226,530
|
Bpifrance SACA 3.125% 7/1/2033 (d)
|
EUR
|
500,000
|
561,626
|
2,064,094
|
|||
Financial Services - 0.7%
|
|||
Arkea Home Loans SFH SA 3.072% 2/7/2034 (d)
|
EUR
|
100,000
|
112,816
|
Arkea Home Loans SFH SA 3.25% 8/1/2033 (d)
|
EUR
|
100,000
|
114,479
|
BPCE SFH SA 0.01% 10/16/2028 (d)
|
EUR
|
500,000
|
536,068
|
BPCE SFH SA 0.01% 3/18/2031 (d)
|
EUR
|
200,000
|
198,443
|
BPCE SFH SA 0.5% 1/23/2035 (d)
|
EUR
|
100,000
|
90,488
|
BPCE SFH SA 1.125% 4/12/2030 (d)
|
EUR
|
200,000
|
213,854
|
BPCE SFH SA 3.25% 6/26/2035 (d)
|
EUR
|
200,000
|
226,606
|
BPCE SFH SA 3.375% 1/16/2036 (d)
|
EUR
|
100,000
|
114,168
|
BPCE SFH SA 3.375% 6/27/2033 (d)
|
EUR
|
400,000
|
462,334
|
Caisse de Refinancement de l'Habitat SA 0.01% 10/8/2029 (d)
|
EUR
|
600,000
|
624,799
|
Caisse de Refinancement de l'Habitat SA 0.25% 2/7/2035 (d)
|
EUR
|
100,000
|
88,139
|
Caisse de Refinancement de l'Habitat SA 2.75% 4/12/2028 (d)
|
EUR
|
100,000
|
114,130
|
Caisse de Refinancement de l'Habitat SA 2.875% 3/25/2031 (d)
|
EUR
|
300,000
|
341,053
|
Caisse de Refinancement de l'Habitat SA 3% 4/25/2033 (d)
|
EUR
|
100,000
|
113,074
|
Caisse de Refinancement de l'Habitat SA 3.125% 6/3/2036 (d)
|
EUR
|
100,000
|
111,639
|
Caisse Francaise de Financement Local SA 0.125% 2/15/2036 (d)
|
EUR
|
900,000
|
754,668
|
Caisse Francaise de Financement Local SA 0.125% 6/30/2031 (d)
|
EUR
|
1,200,000
|
1,186,381
|
Caisse Francaise de Financement Local SA 1.5% 6/28/2038 (d)
|
EUR
|
100,000
|
90,943
|
Credit Mutuel Home Loan SFH SA 0.01% 5/6/2031 (d)
|
EUR
|
100,000
|
98,887
|
Credit Mutuel Home Loan SFH SA 3% 7/29/2032 (d)
|
EUR
|
100,000
|
113,614
|
Credit Mutuel Home Loan SFH SA 3.125% 11/17/2032 (d)
|
EUR
|
200,000
|
228,494
|
Edenred SE 3.625% 6/13/2031 (d)
|
EUR
|
100,000
|
115,261
|
UNEDIC ASSEO 0% 11/25/2028 (d)
|
EUR
|
200,000
|
213,898
|
UNEDIC ASSEO 0.25% 11/25/2029 (d)
|
EUR
|
600,000
|
627,942
|
UNEDIC ASSEO 0.25% 7/16/2035 (d)
|
EUR
|
400,000
|
342,958
|
UNEDIC ASSEO 0.875% 5/25/2028 (d)
|
EUR
|
400,000
|
441,253
|
UNEDIC ASSEO 1.25% 10/21/2027 (d)
|
EUR
|
100,000
|
112,142
|
UNEDIC ASSEO 1.25% 5/25/2033 (d)
|
EUR
|
1,000,000
|
1,001,558
|
UNEDIC ASSEO 1.5% 4/20/2032 (d)
|
EUR
|
100,000
|
104,357
|
UNEDIC ASSEO 1.75% 11/25/2032 (d)
|
EUR
|
500,000
|
523,547
|
9,417,993
|
|||
Insurance - 0.2%
|
|||
AXA SA 1.375% 10/7/2041 (b)(d)
|
EUR
|
340,000
|
349,541
|
AXA SA 1.875% 7/10/2042 (b)(d)
|
EUR
|
253,000
|
260,522
|
AXA SA 3.375% 7/6/2047 (b)(d)
|
EUR
|
100,000
|
114,447
|
CNP Assurances SA 1.25% 1/27/2029 (d)
|
EUR
|
300,000
|
325,570
|
CNP Assurances SA 2.5% 6/30/2051 (b)(d)
|
EUR
|
100,000
|
107,758
|
Credit Agricole Assurances SA 1.5% 10/6/2031 (d)
|
EUR
|
100,000
|
102,839
|
Credit Agricole Assurances SA 2% 7/17/2030 (d)
|
EUR
|
200,000
|
215,120
|
Credit Agricole Assurances SA 5.875% 10/25/2033 (d)
|
EUR
|
100,000
|
127,454
|
Groupe des Assurances du Credit Mutuel SADIR 3.75% 4/30/2029 (d)
|
EUR
|
400,000
|
462,697
|
Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal 0.625% 6/21/2027 (d)
|
EUR
|
700,000
|
779,786
|
2,845,734
|
|||
TOTAL FINANCIALS
|
50,745,876
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
EssilorLuxottica SA 0.5% 6/5/2028 (d)
|
EUR
|
600,000
|
656,425
|
Industrials - 0.8%
|
|||
Aerospace & Defense - 0.0%
|
|||
Airbus SE 2.375% 6/9/2040 (d)
|
EUR
|
166,000
|
159,695
|
Building Products - 0.0%
|
|||
Cie de Saint-Gobain SA 3.375% 4/8/2030 (d)
|
EUR
|
200,000
|
229,887
|
Cie de Saint-Gobain SA 3.625% 4/8/2034 (d)
|
EUR
|
100,000
|
114,607
|
Cie de Saint-Gobain SA 3.875% 11/29/2030 (d)
|
EUR
|
200,000
|
234,376
|
578,870
|
|||
Construction & Engineering - 0.1%
|
|||
Bouygues SA 0.5% 2/11/2030 (d)
|
EUR
|
100,000
|
104,442
|
Bouygues SA 2.25% 6/29/2029 (d)
|
EUR
|
500,000
|
558,638
|
Bouygues SA 3.25% 6/30/2037 (d)
|
EUR
|
100,000
|
110,227
|
Bouygues SA 4.625% 6/7/2032 (d)
|
EUR
|
100,000
|
121,616
|
894,923
|
|||
Electrical Equipment - 0.0%
|
|||
Legrand SA 0.375% 10/6/2031 (d)
|
EUR
|
200,000
|
197,820
|
Ground Transportation - 0.4%
|
|||
Ayvens SA 4% 7/5/2027 (d)
|
EUR
|
200,000
|
231,164
|
SNCF Reseau 0.75% 5/25/2036 (d)
|
EUR
|
300,000
|
257,590
|
SNCF Reseau 0.875% 1/22/2029 (d)
|
EUR
|
1,000,000
|
1,084,766
|
SNCF Reseau 1.125% 5/19/2027 (d)
|
EUR
|
1,100,000
|
1,239,191
|
SNCF Reseau 1.875% 3/30/2034 (d)
|
EUR
|
200,000
|
202,403
|
Societe Nationale SNCF SACA 0.625% 4/17/2030 (d)
|
EUR
|
500,000
|
522,342
|
Societe Nationale SNCF SACA 0.875% 2/28/2051 (d)
|
EUR
|
100,000
|
52,665
|
Societe Nationale SNCF SACA 3.125% 11/2/2027 (d)
|
EUR
|
500,000
|
574,288
|
Societe Nationale SNCF SACA 3.125% 5/25/2034 (d)
|
EUR
|
300,000
|
332,902
|
4,497,311
|
|||
Professional Services - 0.1%
|
|||
Teleperformance SE 5.25% 11/22/2028 (d)
|
EUR
|
1,100,000
|
1,305,160
|
Transportation Infrastructure - 0.2%
|
|||
Aeroports de Paris SA 1% 1/5/2029 (d)
|
EUR
|
600,000
|
651,885
|
Aeroports de Paris SA 2.75% 4/2/2030 (d)
|
EUR
|
300,000
|
338,006
|
APRR SA 1.875% 1/6/2031 (d)
|
EUR
|
200,000
|
216,142
|
Autoroutes du Sud de la France SA 2.75% 9/2/2032 (d)
|
EUR
|
300,000
|
329,659
|
Autoroutes du Sud de la France SA 3.25% 1/19/2033 (d)
|
EUR
|
200,000
|
225,023
|
La Poste SA 1.375% 4/21/2032 (d)
|
EUR
|
400,000
|
407,583
|
La Poste SA 3.75% 6/12/2030 (d)
|
EUR
|
100,000
|
116,589
|
2,284,887
|
|||
TOTAL INDUSTRIALS
|
9,918,666
|
||
Information Technology - 0.1%
|
|||
IT Services - 0.1%
|
|||
Capgemini SE 1.125% 6/23/2030 (d)
|
EUR
|
100,000
|
104,957
|
Capgemini SE 2% 4/15/2029 (d)
|
EUR
|
500,000
|
555,389
|
Capgemini SE 3.125% 9/25/2031 (d)
|
EUR
|
200,000
|
223,365
|
TOTAL INFORMATION TECHNOLOGY
|
883,711
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Air Liquide Finance SA 3.5% 11/5/2037 (d)
|
EUR
|
100,000
|
112,243
|
Air Liquide Finance SA 3.5% 3/21/2035 (d)
|
EUR
|
100,000
|
114,591
|
Arkema SA 0.75% 12/3/2029 (d)
|
EUR
|
100,000
|
105,722
|
Arkema SA 3.5% 9/9/2033 (d)
|
EUR
|
100,000
|
112,485
|
TOTAL MATERIALS
|
445,041
|
||
Real Estate - 0.2%
|
|||
Diversified REITs - 0.0%
|
|||
Covivio SA/France 1.625% 6/23/2030 (d)
|
EUR
|
200,000
|
214,737
|
ICADE 1.625% 2/28/2028 (d)
|
EUR
|
300,000
|
333,559
|
548,296
|
|||
Office REITs - 0.1%
|
|||
Gecina SA 1.375% 1/26/2028 (d)
|
EUR
|
200,000
|
222,741
|
Gecina SA 3.375% 8/4/2035 (d)
|
EUR
|
100,000
|
111,153
|
Westfield America Management Ltd 2.625% 3/30/2029 (d)
|
GBP
|
360,000
|
448,750
|
782,644
|
|||
Retail REITs - 0.1%
|
|||
Klepierre SA 0.875% 2/17/2031 (d)
|
EUR
|
100,000
|
102,302
|
Klepierre SA 3.875% 9/23/2033 (d)
|
EUR
|
100,000
|
115,945
|
Unibail-Rodamco-Westfield SE 0.75% 10/25/2028 (d)
|
EUR
|
500,000
|
542,271
|
Unibail-Rodamco-Westfield SE 1.5% 5/29/2029 (d)
|
EUR
|
120,000
|
130,675
|
Unibail-Rodamco-Westfield SE 1.75% 7/1/2049 (d)
|
EUR
|
100,000
|
67,850
|
Unibail-Rodamco-Westfield SE 3.5% 9/11/2029 (d)
|
EUR
|
400,000
|
460,231
|
1,419,274
|
|||
TOTAL REAL ESTATE
|
2,750,214
|
||
Utilities - 0.6%
|
|||
Electric Utilities - 0.2%
|
|||
Coentreprise de Transport d'Electricite SA 1.5% 7/29/2028 (d)
|
EUR
|
100,000
|
110,718
|
Electricite de France SA 1% 11/29/2033 (d)
|
EUR
|
100,000
|
94,933
|
Electricite de France SA 2% 12/9/2049 (d)
|
EUR
|
400,000
|
279,690
|
Electricite de France SA 4.625% 1/25/2043 (d)
|
EUR
|
100,000
|
114,948
|
Electricite de France SA 5.5% 1/25/2035 (d)
|
GBP
|
400,000
|
519,790
|
Electricite de France SA 6.5% 11/8/2064 (d)
|
GBP
|
100,000
|
126,509
|
RTE Reseau de Transport d'Electricite SADIR 0% 9/9/2027 (d)
|
EUR
|
1,200,000
|
1,325,339
|
RTE Reseau de Transport d'Electricite SADIR 0.625% 7/8/2032 (d)
|
EUR
|
500,000
|
485,913
|
RTE Reseau de Transport d'Electricite SADIR 2.125% 9/27/2038 (d)
|
EUR
|
100,000
|
94,349
|
RTE Reseau de Transport d'Electricite SADIR 2.625% 7/8/2029 (d)
|
EUR
|
100,000
|
112,922
|
RTE Reseau de Transport d'Electricite SADIR 3.5% 4/30/2033 (d)
|
EUR
|
100,000
|
114,144
|
3,379,255
|
|||
Multi-Utilities - 0.4%
|
|||
Engie SA 0.375% 10/26/2029 (d)
|
EUR
|
700,000
|
733,715
|
Engie SA 1.25% 10/24/2041 (d)
|
EUR
|
300,000
|
226,371
|
Engie SA 1.75% 3/27/2028 (d)
|
EUR
|
1,000,000
|
1,121,728
|
Engie SA 1.875% 9/19/2033 (d)
|
EUR
|
100,000
|
102,109
|
Engie SA 3.25% 1/11/2032 (d)
|
EUR
|
200,000
|
227,214
|
Engie SA 3.875% 3/6/2036 (d)
|
EUR
|
100,000
|
115,281
|
Engie SA 4.25% 1/11/2043 (d)
|
EUR
|
100,000
|
112,118
|
Engie SA 5.625% 4/3/2053 (d)
|
GBP
|
100,000
|
117,144
|
Veolia Environnement SA 0.664% 1/15/2031 (d)
|
EUR
|
100,000
|
101,557
|
Veolia Environnement SA 1.25% 4/15/2028 (d)
|
EUR
|
100,000
|
110,813
|
Veolia Environnement SA 1.25% 5/14/2035 (d)
|
EUR
|
100,000
|
92,887
|
Veolia Environnement SA 1.5% 4/3/2029 (d)
|
EUR
|
1,100,000
|
1,205,249
|
Veolia Environnement SA 1.625% 9/17/2030 (d)
|
EUR
|
200,000
|
213,757
|
Veolia Environnement SA 3.324% 6/17/2032 (d)
|
EUR
|
100,000
|
113,540
|
4,593,483
|
|||
Water Utilities - 0.0%
|
|||
Suez SACA 1.875% 5/24/2027 (d)
|
EUR
|
100,000
|
113,147
|
Suez SACA 2.375% 5/24/2030 (d)
|
EUR
|
200,000
|
220,494
|
Suez SACA 2.875% 5/24/2034 (d)
|
EUR
|
100,000
|
106,559
|
Suez SACA 4.625% 11/3/2028 (d)
|
EUR
|
100,000
|
117,516
|
557,716
|
|||
TOTAL UTILITIES
|
8,530,454
|
||
TOTAL FRANCE
|
82,307,992
|
||
GERMANY - 4.0%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Deutsche Telekom AG 1.375% 7/5/2034 (d)
|
EUR
|
240,000
|
236,607
|
Deutsche Telekom AG 1.75% 12/9/2049 (d)
|
EUR
|
50,000
|
36,142
|
Deutsche Telekom AG 1.75% 3/25/2031 (d)
|
EUR
|
420,000
|
455,829
|
Deutsche Telekom AG 3.125% 2/6/2034 (d)
|
GBP
|
60,000
|
70,227
|
Deutsche Telekom AG 3.25% 3/20/2036 (d)
|
EUR
|
180,000
|
200,381
|
999,186
|
|||
Media - 0.0%
|
|||
Bertelsmann SE & Co KGaA 3.5% 5/29/2029 (d)
|
EUR
|
500,000
|
577,488
|
TOTAL COMMUNICATION SERVICES
|
1,576,674
|
||
Consumer Discretionary - 0.4%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch GmbH 4% 6/2/2035 (d)
|
EUR
|
200,000
|
231,866
|
Robert Bosch GmbH 4.375% 6/2/2043 (d)
|
EUR
|
100,000
|
113,188
|
345,054
|
|||
Automobiles - 0.4%
|
|||
BMW Canada Inc 3.7% 9/5/2029
|
CAD
|
360,000
|
254,608
|
BMW Finance NV 1.5% 2/6/2029 (d)
|
EUR
|
86,000
|
94,626
|
BMW Finance NV 3.25% 5/20/2031 (d)
|
EUR
|
490,000
|
557,666
|
BMW Finance NV 3.25% 7/22/2030 (d)
|
EUR
|
350,000
|
402,722
|
BMW Finance NV 3.75% 11/20/2034 (d)
|
EUR
|
200,000
|
228,788
|
BMW US Capital LLC 3.375% 2/2/2034 (d)
|
EUR
|
100,000
|
111,545
|
Mercedes-Benz Finance Canada Inc 4.7% 10/10/2030 (d)
|
GBP
|
200,000
|
264,712
|
Mercedes-Benz Finance Canada Inc 5.12% 6/27/2028
|
CAD
|
1,140,000
|
831,595
|
Mercedes-Benz Group AG 1.125% 8/8/2034 (d)
|
EUR
|
267,000
|
252,825
|
Mercedes-Benz Group AG 1.5% 7/3/2029 (d)
|
EUR
|
44,000
|
48,017
|
Mercedes-Benz Group AG 2.375% 5/22/2030 (d)
|
EUR
|
100,000
|
111,135
|
Mercedes-Benz International Finance BV 3.25% 9/15/2027 (d)
|
EUR
|
410,000
|
470,519
|
Volkswagen Financial Services NV 5.25% 7/14/2031 (d)
|
GBP
|
600,000
|
793,478
|
Volkswagen International Finance NV 1.625% 1/16/2030 (d)
|
EUR
|
45,000
|
48,214
|
Volkswagen International Finance NV 3.25% 11/18/2030 (d)
|
EUR
|
200,000
|
225,904
|
Volkswagen International Finance NV 4.125% 11/16/2038 (d)
|
EUR
|
200,000
|
221,649
|
4,918,003
|
|||
TOTAL CONSUMER DISCRETIONARY
|
5,263,057
|
||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vier Gas Transport GmbH 1.5% 9/25/2028 (d)
|
EUR
|
100,000
|
110,643
|
Vier Gas Transport GmbH 3.375% 11/11/2031 (d)
|
EUR
|
100,000
|
113,704
|
TOTAL ENERGY
|
224,347
|
||
Financials - 2.7%
|
|||
Banks - 0.7%
|
|||
Commerzbank AG 0.01% 3/11/2030
|
EUR
|
183,000
|
188,606
|
Commerzbank AG 1.25% 1/9/2034
|
EUR
|
58,000
|
58,362
|
Commerzbank AG 1.375% 12/29/2031 (b)(d)
|
EUR
|
300,000
|
341,176
|
Commerzbank AG 1.5% 8/28/2028 (d)
|
EUR
|
100,000
|
111,673
|
Commerzbank AG 1.875% 2/28/2028 (d)
|
EUR
|
700,000
|
786,671
|
Commerzbank AG 2.75% 1/9/2031 (d)
|
EUR
|
860,000
|
976,320
|
Commerzbank AG 3.125% 11/26/2030 (b)(d)
|
EUR
|
500,000
|
566,969
|
Commerzbank AG 3.125% 6/6/2030 (b)(d)
|
EUR
|
200,000
|
227,266
|
Commerzbank AG 4.125% 6/30/2037 (b)(d)
|
EUR
|
100,000
|
114,941
|
Commerzbank AG 4.625% 3/21/2028 (b)(d)
|
EUR
|
300,000
|
347,059
|
Deutsche Kreditbank AG 3.5% 2/4/2041 (d)
|
EUR
|
160,000
|
183,451
|
Hamburg Commercial Bank AG 4.875% 3/30/2027 (d)
|
EUR
|
270,000
|
312,776
|
ING-DiBa AG 3.125% 2/16/2036 (d)
|
EUR
|
100,000
|
113,642
|
Investitionsbank Berlin 0.01% 7/15/2027
|
EUR
|
500,000
|
555,775
|
Investitionsbank Berlin 3.375% 5/29/2036
|
EUR
|
200,000
|
231,996
|
Landesbank Baden-Wuerttemberg 0.25% 5/19/2033 (d)
|
EUR
|
1,020,000
|
967,118
|
Landesbank Baden-Wuerttemberg 0.375% 5/7/2029 (d)
|
EUR
|
100,000
|
105,929
|
Landesbank Baden-Wuerttemberg 3% 4/26/2027 (d)
|
EUR
|
200,000
|
229,171
|
Landesbank Hessen-Thueringen Girozentrale 0.5% 1/19/2037 (d)
|
EUR
|
100,000
|
86,106
|
Landesbank Hessen-Thueringen Girozentrale 2.375% 5/21/2029 (d)
|
EUR
|
400,000
|
451,973
|
Lloyds Bank GmbH 2.875% 9/9/2032 (d)
|
EUR
|
300,000
|
339,529
|
Muenchener Hypothekenbank eG 1.875% 8/25/2032 (d)
|
EUR
|
60,000
|
64,552
|
NRW Bank 0.5% 6/17/2041 (d)
|
EUR
|
50,000
|
36,840
|
NRW Bank 0.875% 4/12/2034
|
EUR
|
387,000
|
376,448
|
NRW Bank 1.25% 5/13/2049
|
EUR
|
110,000
|
76,864
|
NRW Bank 1.625% 8/3/2032 (d)
|
EUR
|
740,000
|
784,874
|
UniCredit Bank GmbH 0.01% 1/21/2036 (d)
|
EUR
|
180,000
|
150,049
|
UniCredit Bank GmbH 0.25% 1/15/2032 (d)
|
EUR
|
39,000
|
38,373
|
UniCredit Bank GmbH 0.375% 1/17/2033 (d)
|
EUR
|
200,000
|
192,248
|
UniCredit Bank GmbH 0.85% 5/22/2034 (d)
|
EUR
|
102,000
|
97,534
|
9,114,291
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG 1.375% 2/17/2032 (b)(d)
|
EUR
|
200,000
|
207,853
|
Deutsche Bank AG 1.875% 2/23/2028 (b)(d)
|
EUR
|
200,000
|
227,019
|
Deutsche Bank AG 3.25% 5/24/2028 (b)(d)
|
EUR
|
100,000
|
114,547
|
Deutsche Bank AG 3.375% 2/13/2031 (b)(d)
|
EUR
|
200,000
|
227,744
|
Deutsche Bank AG 4% 6/24/2032 (b)(d)
|
EUR
|
100,000
|
114,664
|
Deutsche Bank AG 4.125% 4/4/2030 (b)(d)
|
EUR
|
200,000
|
233,279
|
Deutsche Bank AG 6.125% 12/12/2030 (b)(d)
|
GBP
|
300,000
|
411,154
|
Deutsche Boerse AG 0.125% 2/22/2031 (d)
|
EUR
|
100,000
|
100,087
|
Deutsche Boerse AG 1.5% 4/4/2032 (d)
|
EUR
|
100,000
|
104,211
|
1,740,558
|
|||
Consumer Finance - 0.1%
|
|||
Grenke Finance PLC 5.75% 7/6/2029 (d)
|
EUR
|
100,000
|
120,325
|
Volkswagen Financial Services AG 0.375% 2/12/2030 (d)
|
EUR
|
70,000
|
71,822
|
Volkswagen Financial Services AG 0.875% 1/31/2028 (d)
|
EUR
|
630,000
|
695,160
|
Volkswagen Financial Services AG 3.375% 4/6/2028 (d)
|
EUR
|
32,000
|
36,726
|
924,033
|
|||
Financial Services - 1.7%
|
|||
Aareal Bank AG 0.01% 2/1/2028 (d)
|
EUR
|
100,000
|
109,289
|
Aareal Bank AG 3% 8/5/2031 (d)
|
EUR
|
280,000
|
319,015
|
Bausparkasse Schwaebisch Hall AG 0.2% 10/28/2031
|
EUR
|
100,000
|
98,955
|
DZ HYP AG 2.75% 2/27/2032
|
EUR
|
1,040,000
|
1,176,952
|
Free and Hanseatic City of Hamburg 0.25% 2/18/2041 (d)
|
EUR
|
190,000
|
137,831
|
Free and Hanseatic City of Hamburg 1.2% 6/3/2033 (d)
|
EUR
|
390,000
|
395,913
|
Free and Hanseatic City of Hamburg 2.875% 6/26/2035
|
EUR
|
160,000
|
179,610
|
KfW 0% 9/15/2028 (d)
|
EUR
|
442,000
|
477,032
|
KfW 0% 9/17/2030 (d)
|
EUR
|
261,000
|
266,394
|
KfW 0.01% 5/5/2027 (d)
|
EUR
|
38,000
|
42,526
|
KfW 0.05% 9/29/2034 (d)
|
EUR
|
1,284,000
|
1,157,034
|
KfW 0.375% 5/20/2036 (d)
|
EUR
|
1,800,000
|
1,588,003
|
KfW 0.625% 1/7/2028
|
EUR
|
1,834,000
|
2,036,449
|
KfW 0.75% 12/7/2027 (d)
|
GBP
|
320,000
|
404,573
|
KfW 0.75% 6/28/2028
|
EUR
|
72,000
|
79,334
|
KfW 0.875% 7/4/2039 (d)
|
EUR
|
110,000
|
93,945
|
KfW 1.375% 2/2/2028 (d)
|
SEK
|
310,000
|
31,480
|
KfW 2.375% 4/11/2028 (d)
|
EUR
|
2,010,000
|
2,287,977
|
KfW 2.625% 1/10/2034 (d)
|
EUR
|
420,000
|
469,661
|
KfW 2.75% 2/14/2033 (d)
|
EUR
|
2,470,000
|
2,800,782
|
KfW 2.875% 12/28/2029 (d)
|
EUR
|
740,000
|
850,606
|
KfW 3.75% 1/9/2029 (d)
|
GBP
|
2,020,000
|
2,645,972
|
KfW 4.2% 2/8/2029
|
AUD
|
700,000
|
479,818
|
KfW 4.45% 1/16/2030
|
AUD
|
690,000
|
475,147
|
Landwirtschaftliche Rentenbank 0.05% 1/31/2031 (d)
|
EUR
|
480,000
|
484,119
|
Landwirtschaftliche Rentenbank 0.05% 12/18/2029 (d)
|
EUR
|
42,000
|
43,801
|
Landwirtschaftliche Rentenbank 0.875% 12/15/2026 (d)
|
GBP
|
19,000
|
24,850
|
Landwirtschaftliche Rentenbank 2.125% 12/15/2028 (d)
|
GBP
|
740,000
|
932,677
|
Landwirtschaftliche Rentenbank 2.6% 3/23/2027 (d)
|
AUD
|
60,000
|
40,921
|
Landwirtschaftliche Rentenbank 2.625% 7/8/2032 (d)
|
EUR
|
830,000
|
935,933
|
Landwirtschaftliche Rentenbank 3% 11/14/2034 (d)
|
EUR
|
340,000
|
388,997
|
Landwirtschaftliche Rentenbank 4% 1/19/2028
|
AUD
|
350,000
|
239,747
|
Volkswagen Leasing GmbH 0.625% 7/19/2029 (d)
|
EUR
|
50,000
|
52,635
|
Volkswagen Leasing GmbH 4% 4/11/2031 (d)
|
EUR
|
290,000
|
336,935
|
22,084,913
|
|||
Insurance - 0.1%
|
|||
Allianz Finance II BV 1.5% 1/15/2030 (d)
|
EUR
|
200,000
|
218,136
|
Allianz SE 1.301% 9/25/2049 (b)(d)
|
EUR
|
400,000
|
427,400
|
Allianz SE 4.252% 7/5/2052 (b)(d)
|
EUR
|
200,000
|
233,159
|
Hannover Rueck SE 1.75% 10/8/2040 (b)(d)
|
EUR
|
200,000
|
212,402
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1% 5/26/2042 (b)(d)
|
EUR
|
200,000
|
197,292
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1.25% 5/26/2041 (b)(d)
|
EUR
|
200,000
|
206,237
|
1,494,626
|
|||
TOTAL FINANCIALS
|
35,358,421
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Sartorius Finance BV 4.5% 9/14/2032 (d)
|
EUR
|
100,000
|
119,199
|
Pharmaceuticals - 0.0%
|
|||
Bayer AG 1.375% 7/6/2032 (d)
|
EUR
|
300,000
|
302,601
|
Bayer AG 4.625% 5/26/2033 (d)
|
EUR
|
120,000
|
144,833
|
447,434
|
|||
TOTAL HEALTH CARE
|
566,633
|
||
Industrials - 0.3%
|
|||
Air Freight & Logistics - 0.0%
|
|||
Deutsche Post AG 3.375% 7/3/2033 (d)
|
EUR
|
100,000
|
115,426
|
Deutsche Post AG 3.5% 3/25/2036 (d)
|
EUR
|
150,000
|
170,189
|
Deutsche Post AG 3.75% 11/25/2037 (d)
|
EUR
|
70,000
|
79,680
|
365,295
|
|||
Electrical Equipment - 0.1%
|
|||
Eurogrid GmbH 0.741% 4/21/2033 (d)
|
EUR
|
100,000
|
94,730
|
Eurogrid GmbH 3.598% 2/1/2029 (d)
|
EUR
|
600,000
|
694,163
|
Eurogrid GmbH 3.732% 10/18/2035 (d)
|
EUR
|
100,000
|
113,450
|
902,343
|
|||
Ground Transportation - 0.0%
|
|||
Deutsche Bahn AG 0.625% 12/8/2050 (d)
|
EUR
|
144,000
|
77,774
|
Deutsche Bahn AG 0.625% 4/15/2036 (d)
|
EUR
|
260,000
|
228,271
|
Deutsche Bahn AG 0.875% 6/23/2039 (d)
|
EUR
|
198,000
|
161,296
|
Deutsche Bahn AG 1.5% 12/8/2032 (d)
|
EUR
|
110,000
|
113,867
|
581,208
|
|||
Industrial Conglomerates - 0.2%
|
|||
Siemens Financieringsmaatschappij NV 0.125% 9/5/2029 (d)
|
EUR
|
24,000
|
25,331
|
Siemens Financieringsmaatschappij NV 1.25% 2/28/2031 (d)
|
EUR
|
690,000
|
734,528
|
Siemens Financieringsmaatschappij NV 1.75% 2/28/2039 (d)
|
EUR
|
23,000
|
21,167
|
Siemens Financieringsmaatschappij NV 3% 11/22/2028 (d)
|
EUR
|
500,000
|
573,923
|
Siemens Financieringsmaatschappij NV 3% 9/8/2033 (d)
|
EUR
|
100,000
|
112,679
|
Siemens Financieringsmaatschappij NV 3.125% 5/22/2032 (d)
|
EUR
|
200,000
|
228,154
|
Siemens Financieringsmaatschappij NV 3.125% 5/27/2033 (d)
|
EUR
|
200,000
|
227,300
|
Siemens Financieringsmaatschappij NV 3.625% 2/24/2043 (d)
|
EUR
|
100,000
|
108,436
|
Siemens Financieringsmaatschappij NV 4% 5/27/2045 (d)
|
EUR
|
100,000
|
113,002
|
2,144,520
|
|||
Machinery - 0.0%
|
|||
Traton Finance Luxembourg SA 1.25% 3/24/2033 (d)
|
EUR
|
100,000
|
97,068
|
Traton Finance Luxembourg SA 2.875% 8/26/2028 (d)
|
EUR
|
400,000
|
453,351
|
550,419
|
|||
TOTAL INDUSTRIALS
|
4,543,785
|
||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Infineon Technologies AG 3% 2/16/2031 (d)
|
EUR
|
300,000
|
338,171
|
Materials - 0.1%
|
|||
Chemicals - 0.0%
|
|||
BASF SE 4.25% 3/8/2032 (d)
|
EUR
|
200,000
|
238,779
|
Construction Materials - 0.1%
|
|||
Heidelberg Materials Finance Luxembourg SA 3% 7/10/2030 (d)
|
EUR
|
450,000
|
509,566
|
Heidelberg Materials Finance Luxembourg SA 4.875% 11/21/2033 (d)
|
EUR
|
100,000
|
122,750
|
632,316
|
|||
TOTAL MATERIALS
|
871,095
|
||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Aroundtown SA 0.375% 4/15/2027 (d)
|
EUR
|
200,000
|
223,784
|
Aroundtown SA 1.45% 7/9/2028 (d)
|
EUR
|
100,000
|
110,103
|
Aroundtown SA 3.625% 4/10/2031 (d)
|
GBP
|
120,000
|
145,553
|
LEG Immobilien SE 0.75% 6/30/2031 (d)
|
EUR
|
100,000
|
99,649
|
LEG Immobilien SE 0.875% 1/17/2029 (d)
|
EUR
|
200,000
|
215,309
|
LEG Immobilien SE 0.875% 11/28/2027 (d)
|
EUR
|
100,000
|
110,953
|
LEG Immobilien SE 1% 11/19/2032 (d)
|
EUR
|
100,000
|
96,478
|
Vonovia SE 0.625% 10/7/2027 (d)
|
EUR
|
200,000
|
222,080
|
Vonovia SE 0.75% 9/1/2032 (d)
|
EUR
|
100,000
|
95,873
|
Vonovia SE 1% 1/28/2041 (d)
|
EUR
|
100,000
|
70,878
|
Vonovia SE 1% 6/16/2033 (d)
|
EUR
|
400,000
|
377,945
|
Vonovia SE 1.5% 6/14/2041 (d)
|
EUR
|
100,000
|
76,796
|
Vonovia SE 4.5% 11/12/2040 (d)
|
EUR
|
100,000
|
113,106
|
TOTAL REAL ESTATE
|
1,958,507
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.2%
|
|||
Amprion GmbH 0.625% 9/23/2033 (d)
|
EUR
|
200,000
|
185,451
|
Amprion GmbH 3.45% 9/22/2027 (d)
|
EUR
|
100,000
|
114,812
|
Amprion GmbH 3.971% 9/22/2032 (d)
|
EUR
|
600,000
|
703,295
|
Amprion GmbH 4.125% 9/7/2034 (d)
|
EUR
|
100,000
|
117,476
|
E.ON International Finance BV 1.5% 7/31/2029 (d)
|
EUR
|
115,000
|
125,692
|
E.ON International Finance BV 3.5% 9/3/2035 (d)
|
EUR
|
300,000
|
337,836
|
E.ON International Finance BV 5.75% 2/14/2033 (d)
|
EUR
|
130,000
|
168,061
|
EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(d)
|
EUR
|
100,000
|
109,182
|
EnBW International Finance BV 0.5% 3/1/2033 (d)
|
EUR
|
391,000
|
372,238
|
EnBW International Finance BV 3.75% 11/20/2035 (d)
|
EUR
|
120,000
|
137,322
|
EnBW International Finance BV 4% 7/22/2036 (d)
|
EUR
|
120,000
|
139,864
|
2,511,229
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
RWE AG 2.75% 5/24/2030 (d)
|
EUR
|
120,000
|
135,799
|
Multi-Utilities - 0.1%
|
|||
E.ON SE 0.35% 2/28/2030 (d)
|
EUR
|
750,000
|
778,161
|
E.ON SE 0.75% 2/20/2028 (d)
|
EUR
|
99,000
|
109,460
|
E.ON SE 0.875% 10/18/2034 (d)
|
EUR
|
117,000
|
108,833
|
E.ON SE 0.875% 8/20/2031 (d)
|
EUR
|
200,000
|
202,774
|
E.ON SE 3.5% 1/12/2028 (d)
|
EUR
|
140,000
|
161,436
|
E.ON SE 4.125% 3/25/2044 (d)
|
EUR
|
110,000
|
125,369
|
E.ON SE 5.461% 10/21/2035 (d)
|
AUD
|
260,000
|
173,277
|
1,659,310
|
|||
TOTAL UTILITIES
|
4,306,338
|
||
TOTAL GERMANY
|
55,007,028
|
||
GREECE - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Eurobank SA 3.25% 3/12/2030 (b)(d)
|
EUR
|
260,000
|
295,649
|
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Hongkong & Shanghai Banking Corp Ltd/The/Sydney 5.1% 3/3/2028 (d)
|
AUD
|
250,000
|
173,378
|
IRELAND - 0.1%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
AIB Group PLC 4.625% 5/20/2035 (b)(d)
|
EUR
|
110,000
|
129,442
|
AIB Group PLC 4.625% 7/23/2029 (b)(d)
|
EUR
|
250,000
|
293,772
|
Bank of Ireland Group PLC 3.625% 5/19/2032 (b)(d)
|
EUR
|
170,000
|
195,961
|
TOTAL FINANCIALS
|
619,175
|
||
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Smurfit Kappa Treasury ULC 1% 9/22/2033 (d)
|
EUR
|
100,000
|
95,448
|
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
ESB Finance DAC 1.125% 6/11/2030 (d)
|
EUR
|
135,000
|
142,425
|
ESB Finance DAC 1.875% 7/21/2035 (d)
|
GBP
|
130,000
|
129,619
|
ESB Finance DAC 2.125% 11/5/2033 (d)
|
EUR
|
130,000
|
134,272
|
ESB Finance DAC 4% 10/3/2028 (d)
|
EUR
|
250,000
|
290,992
|
TOTAL UTILITIES
|
697,308
|
||
TOTAL IRELAND
|
1,411,931
|
||
ITALY - 1.0%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Eni SpA 3.5% 5/26/2031 (d)
|
EUR
|
220,000
|
253,285
|
Eni SpA 3.625% 5/19/2027 (d)(e)
|
EUR
|
100,000
|
115,561
|
Eni SpA 4.25% 5/19/2033 (d)
|
EUR
|
290,000
|
344,231
|
TOTAL ENERGY
|
713,077
|
||
Financials - 0.5%
|
|||
Banks - 0.4%
|
|||
Credit Agricole Italia SpA 0.375% 1/20/2032 (d)
|
EUR
|
300,000
|
295,731
|
Credit Agricole Italia SpA 3.5% 1/15/2030 (d)
|
EUR
|
500,000
|
581,797
|
Iccrea Banca SpA 3.5% 6/5/2034 (d)
|
EUR
|
120,000
|
139,024
|
Iccrea Banca SpA 4% 11/8/2027 (d)
|
EUR
|
140,000
|
162,419
|
Intesa Sanpaolo SpA 0.75% 3/16/2028 (d)
|
EUR
|
360,000
|
397,102
|
Intesa Sanpaolo SpA 2.5% 1/15/2030 (d)
|
GBP
|
100,000
|
122,836
|
Intesa Sanpaolo SpA 2.925% 10/14/2030 (d)
|
EUR
|
230,000
|
257,801
|
Intesa Sanpaolo SpA 4.875% 5/19/2030 (d)
|
EUR
|
200,000
|
242,202
|
Intesa Sanpaolo SpA 5.125% 8/29/2031 (d)
|
EUR
|
100,000
|
123,615
|
Intesa Sanpaolo SpA 6.625% 5/31/2033 (d)
|
GBP
|
140,000
|
199,616
|
Mediobanca Banca di Credito Finanziario SpA 1.25% 11/24/2029 (d)
|
EUR
|
110,000
|
119,125
|
Mediobanca Banca di Credito Finanziario SpA 2.375% 6/30/2027 (d)
|
EUR
|
160,000
|
182,170
|
Mediobanca Banca di Credito Finanziario SpA 2.625% 8/5/2030 (d)
|
EUR
|
210,000
|
236,781
|
Mediobanca Banca di Credito Finanziario SpA 4.625% 2/7/2029 (b)(d)
|
EUR
|
200,000
|
233,415
|
Mediobanca Banca di Credito Finanziario SpA 4.75% 3/14/2028 (b)(d)
|
EUR
|
100,000
|
115,584
|
UniCredit SpA 0.85% 1/19/2031 (d)
|
EUR
|
340,000
|
349,974
|
UniCredit SpA 2.2% 7/22/2027 (b)(d)
|
EUR
|
490,000
|
559,784
|
UniCredit SpA 3.2% 9/22/2031 (b)(d)
|
EUR
|
330,000
|
372,786
|
UniCredit SpA 4.3% 1/23/2031 (b)(d)
|
EUR
|
510,000
|
601,469
|
UniCredit SpA 4.45% 2/16/2029 (b)(d)
|
EUR
|
320,000
|
373,025
|
UniCredit SpA 5.375% 4/16/2034 (b)(d)
|
EUR
|
340,000
|
405,503
|
6,071,759
|
|||
Insurance - 0.1%
|
|||
Generali 1.713% 6/30/2032 (d)
|
EUR
|
100,000
|
102,738
|
Generali 2.124% 10/1/2030 (d)
|
EUR
|
480,000
|
522,648
|
Generali 2.429% 7/14/2031 (d)
|
EUR
|
290,000
|
316,449
|
Generali 5.5% 10/27/2047 (b)(d)
|
EUR
|
100,000
|
117,136
|
1,058,971
|
|||
TOTAL FINANCIALS
|
7,130,730
|
||
Industrials - 0.1%
|
|||
Transportation Infrastructure - 0.1%
|
|||
Aeroporti di Roma SpA 1.625% 2/2/2029 (d)
|
EUR
|
510,000
|
560,729
|
Autostrade per l'Italia SpA 1.875% 9/26/2029 (d)
|
EUR
|
460,000
|
502,547
|
Autostrade per l'Italia SpA 2% 12/4/2028 (d)
|
EUR
|
200,000
|
222,247
|
Autostrade per l'Italia SpA 2.25% 1/25/2032 (d)
|
EUR
|
100,000
|
106,393
|
TOTAL INDUSTRIALS
|
1,391,916
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.2%
|
|||
ENEL Finance International NV 0.375% 6/17/2027 (d)
|
EUR
|
220,000
|
245,619
|
ENEL Finance International NV 0.75% 6/17/2030 (b)(d)
|
EUR
|
110,000
|
114,225
|
ENEL Finance International NV 0.875% 1/17/2031 (d)
|
EUR
|
400,000
|
410,892
|
ENEL Finance International NV 0.875% 9/28/2034 (d)
|
EUR
|
100,000
|
91,687
|
ENEL Finance International NV 2.875% 4/11/2029 (d)
|
GBP
|
636,000
|
801,205
|
ENEL Finance International NV 4% 2/20/2031 (d)
|
EUR
|
410,000
|
481,475
|
Enel SpA 3.5% 5/26/2030 (d)
|
EUR
|
380,000
|
438,672
|
Terna - Rete Elettrica Nazionale 0.375% 6/23/2029 (d)
|
EUR
|
120,000
|
126,681
|
Terna - Rete Elettrica Nazionale 1.375% 7/26/2027 (d)
|
EUR
|
150,000
|
168,674
|
Terna - Rete Elettrica Nazionale 3.125% 2/17/2032 (d)
|
EUR
|
160,000
|
180,581
|
3,059,711
|
|||
Gas Utilities - 0.1%
|
|||
Italgas SpA 1% 12/11/2031 (d)
|
EUR
|
210,000
|
211,677
|
Snam SpA 0.75% 6/20/2029 (d)
|
EUR
|
420,000
|
448,318
|
Snam SpA 3.25% 7/1/2032 (d)
|
EUR
|
110,000
|
124,318
|
Snam SpA 3.875% 2/19/2034 (d)
|
EUR
|
100,000
|
115,803
|
900,116
|
|||
Multi-Utilities - 0.0%
|
|||
A2A SpA 0.625% 7/15/2031 (d)
|
EUR
|
140,000
|
139,890
|
A2A SpA 3.25% 5/24/2032 (d)
|
EUR
|
130,000
|
146,944
|
ACEA SpA 1.5% 6/8/2027 (d)
|
EUR
|
217,000
|
244,943
|
Hera SpA 0.875% 7/5/2027 (d)
|
EUR
|
190,000
|
212,903
|
744,680
|
|||
TOTAL UTILITIES
|
4,704,507
|
||
TOTAL ITALY
|
13,940,230
|
||
JAPAN - 0.4%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
NTT Finance Corp 0.342% 3/3/2030 (d)
|
EUR
|
580,000
|
595,881
|
NTT Finance Corp 3.678% 7/16/2033 (d)
|
EUR
|
210,000
|
239,674
|
NTT Finance Corp 4.091% 7/16/2037 (d)
|
EUR
|
180,000
|
206,956
|
TOTAL COMMUNICATION SERVICES
|
1,042,511
|
||
Consumer Staples - 0.0%
|
|||
Tobacco - 0.0%
|
|||
JT International Financial Services BV 1% 11/26/2029 (d)
|
EUR
|
350,000
|
371,825
|
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
Development Bank of Japan Inc 2.5% 9/4/2029 (d)
|
EUR
|
200,000
|
225,486
|
Development Bank of Japan Inc 3.125% 4/13/2028 (d)
|
EUR
|
140,000
|
160,725
|
Japan Bank for International Cooperation 4.625% 1/28/2030
|
GBP
|
350,000
|
466,181
|
Mitsubishi UFJ Financial Group Inc 3.556% 9/5/2032 (b)(d)
|
EUR
|
220,000
|
252,569
|
Mizuho Financial Group Inc 0.797% 4/15/2030 (d)
|
EUR
|
470,000
|
490,964
|
Mizuho Financial Group Inc 1.412% 7/13/2033
|
JPY
|
12,000,000
|
66,730
|
Mizuho Financial Group Inc 3.295% 5/13/2033 (b)(d)
|
EUR
|
160,000
|
180,472
|
Mizuho Financial Group Inc 4.416% 5/20/2033 (d)
|
EUR
|
100,000
|
119,660
|
Mizuho Financial Group Inc 5.628% 6/13/2028 (d)
|
GBP
|
380,000
|
512,911
|
Sumitomo Mitsui Financial Group Inc 0.632% 10/23/2029 (d)
|
EUR
|
210,000
|
221,041
|
Sumitomo Mitsui Financial Group Inc 3.318% 10/7/2031 (d)
|
EUR
|
210,000
|
240,415
|
Sumitomo Mitsui Financial Group Inc 3.573% 5/28/2032 (d)
|
EUR
|
120,000
|
137,408
|
3,074,562
|
|||
Consumer Finance - 0.0%
|
|||
Toyota Motor Finance Netherlands BV 3.125% 7/11/2029 (d)
|
EUR
|
280,000
|
319,945
|
Toyota Motor Finance Netherlands BV 3.5% 1/13/2028 (d)
|
EUR
|
300,000
|
345,691
|
665,636
|
|||
TOTAL FINANCIALS
|
3,740,198
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Takeda Pharmaceutical Co Ltd 2% 7/9/2040
|
EUR
|
157,000
|
138,487
|
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
East Japan Railway Co 1.104% 9/15/2039 (d)
|
EUR
|
160,000
|
130,052
|
East Japan Railway Co 1.162% 9/15/2028 (d)
|
GBP
|
210,000
|
259,286
|
East Japan Railway Co 3.533% 9/4/2036 (d)
|
EUR
|
130,000
|
146,115
|
East Japan Railway Co 3.727% 9/2/2037 (d)
|
EUR
|
120,000
|
135,725
|
TOTAL INDUSTRIALS
|
671,178
|
||
TOTAL JAPAN
|
5,964,199
|
||
LUXEMBOURG - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
SES SA 0.875% 11/4/2027 (d)
|
EUR
|
330,000
|
364,201
|
Real Estate - 0.2%
|
|||
Industrial REITs - 0.1%
|
|||
Prologis International Funding II SA 1.75% 3/15/2028 (d)
|
EUR
|
514,000
|
574,712
|
Prologis International Funding II SA 2.375% 11/14/2030 (d)
|
EUR
|
230,000
|
251,662
|
Prologis International Funding II SA 3.125% 6/1/2031 (d)
|
EUR
|
120,000
|
135,049
|
961,423
|
|||
Real Estate Management & Development - 0.1%
|
|||
Blackstone Property Partners Europe Holdings Sarl 1.25% 4/26/2027 (d)
|
EUR
|
313,000
|
352,460
|
CBRE Open-Ended Funds SCA SICAV-SIF 0.5% 1/27/2028 (d)
|
EUR
|
200,000
|
219,291
|
Logicor Financing Sarl 1.625% 7/15/2027 (d)
|
EUR
|
290,000
|
326,520
|
Logicor Financing Sarl 4.25% 7/18/2029 (d)
|
EUR
|
340,000
|
396,752
|
P3 Group Sarl 1.625% 1/26/2029 (d)
|
EUR
|
220,000
|
240,910
|
1,535,933
|
|||
TOTAL REAL ESTATE
|
2,497,356
|
||
TOTAL LUXEMBOURG
|
2,861,557
|
||
MEXICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
America Movil SAB de CV 0.75% 6/26/2027
|
EUR
|
100,000
|
111,890
|
America Movil SAB de CV 2.125% 3/10/2028
|
EUR
|
200,000
|
225,383
|
TOTAL COMMUNICATION SERVICES
|
337,273
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petroleos Mexicanos 4.75% 2/26/2029 (d)
|
EUR
|
100,000
|
115,974
|
TOTAL MEXICO
|
453,247
|
||
MULTI-NATIONAL - 1.9%
|
|||
Financials - 1.9%
|
|||
Banks - 1.6%
|
|||
African Development Bank 0.875% 5/24/2028
|
EUR
|
87,000
|
96,080
|
Asian Development Bank 1.95% 7/22/2032
|
EUR
|
610,000
|
661,592
|
Asian Development Bank 3.3% 8/8/2028 (d)
|
AUD
|
55,000
|
37,039
|
Asian Development Bank 3.875% 7/22/2027
|
GBP
|
310,000
|
410,040
|
Council Of Europe Development Bank 0% 4/9/2027 (d)
|
EUR
|
33,000
|
36,987
|
Council Of Europe Development Bank 1% 4/13/2029 (d)
|
EUR
|
210,000
|
228,833
|
Council Of Europe Development Bank 2.75% 6/19/2035 (d)
|
EUR
|
480,000
|
534,134
|
European Investment Bank 0% 6/17/2027
|
EUR
|
215,000
|
239,810
|
European Investment Bank 0% 9/9/2030 (d)
|
EUR
|
309,000
|
315,798
|
European Investment Bank 0.01% 5/15/2041 (d)
|
EUR
|
330,000
|
227,767
|
European Investment Bank 0.05% 10/13/2034 (d)
|
EUR
|
1,677,000
|
1,513,118
|
European Investment Bank 0.05% 11/15/2029 (d)
|
EUR
|
2,750,000
|
2,880,424
|
European Investment Bank 0.125% 6/20/2029 (d)
|
EUR
|
578,000
|
613,488
|
European Investment Bank 0.2% 3/17/2036
|
EUR
|
1,350,000
|
1,172,146
|
European Investment Bank 0.25% 1/20/2032 (d)
|
EUR
|
530,000
|
527,008
|
European Investment Bank 0.75% 7/15/2027
|
AUD
|
340,000
|
226,124
|
European Investment Bank 1% 4/14/2032 (d)
|
EUR
|
736,000
|
760,511
|
European Investment Bank 1.125% 4/13/2033 (d)
|
EUR
|
265,000
|
270,526
|
European Investment Bank 1.3% 1/27/2031
|
AUD
|
260,000
|
154,815
|
European Investment Bank 2.875% 6/18/2035 (d)
|
EUR
|
2,410,000
|
2,718,419
|
European Investment Bank 3.625% 1/12/2032 (d)
|
GBP
|
550,000
|
701,001
|
European Investment Bank 4.25% 10/22/2030 (d)
|
GBP
|
1,110,000
|
1,465,912
|
European Investment Bank 4.25% 3/19/2029
|
AUD
|
1,060,000
|
726,890
|
Inter-American Development Bank 3.15% 6/26/2029
|
AUD
|
120,000
|
79,660
|
Inter-American Development Bank 3.875% 2/15/2029
|
GBP
|
130,000
|
170,736
|
International Development Association 0% 7/15/2031 (d)
|
EUR
|
110,000
|
109,082
|
International Development Association 0.35% 4/22/2036 (d)
|
EUR
|
400,000
|
349,709
|
International Development Association 0.7% 1/17/2042 (d)
|
EUR
|
297,000
|
226,099
|
International Development Association 2.5% 5/28/2030 (d)
|
EUR
|
480,000
|
542,524
|
International Development Association 2.75% 9/3/2032 (d)
|
EUR
|
1,110,000
|
1,257,111
|
International Development Association 3.625% 10/28/2050 (d)
|
EUR
|
60,000
|
67,052
|
International Development Association 4% 8/29/2030 (d)
|
AUD
|
500,000
|
336,873
|
International Development Association 4.75% 10/14/2031 (d)
|
GBP
|
230,000
|
309,512
|
Nordic Investment Bank 3.125% 5/30/2033 (d)
|
EUR
|
340,000
|
393,553
|
20,360,373
|
|||
Financial Services - 0.3%
|
|||
International Bank for Reconstruction & Development 0.01% 4/24/2028
|
EUR
|
687,000
|
748,938
|
International Bank for Reconstruction & Development 1% 12/21/2029
|
GBP
|
248,000
|
294,560
|
International Bank for Reconstruction & Development 1.1% 11/18/2030
|
AUD
|
960,000
|
571,312
|
International Bank for Reconstruction & Development 1.2% 8/8/2034
|
EUR
|
403,000
|
402,076
|
International Bank for Reconstruction & Development 1.25% 12/13/2028
|
GBP
|
100,000
|
123,456
|
International Bank for Reconstruction & Development 3% 7/23/2035
|
EUR
|
660,000
|
749,501
|
International Bank for Reconstruction & Development 3.1% 4/14/2038
|
EUR
|
260,000
|
291,800
|
International Bank for Reconstruction & Development 3.3% 8/14/2028
|
AUD
|
210,000
|
141,482
|
International Bank for Reconstruction & Development 3.45% 9/13/2038
|
EUR
|
140,000
|
162,467
|
International Finance Corp 3.15% 6/26/2029 (d)
|
AUD
|
90,000
|
59,792
|
International Finance Corp 4.5% 10/2/2028
|
GBP
|
370,000
|
492,812
|
International Finance Corp 4.5% 5/20/2030 (d)
|
AUD
|
860,000
|
591,009
|
4,629,205
|
|||
TOTAL FINANCIALS
|
24,989,578
|
||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
EUROFIMA 0.15% 10/10/2034 (d)
|
EUR
|
421,000
|
377,177
|
TOTAL MULTI-NATIONAL
|
25,366,755
|
||
NETHERLANDS - 1.8%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 7/3/2031 (d)
|
EUR
|
300,000
|
351,666
|
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Heineken NV 1.25% 5/7/2033 (d)
|
EUR
|
220,000
|
218,539
|
Heineken NV 1.75% 5/7/2040 (d)
|
EUR
|
160,000
|
139,729
|
Heineken NV 3.872% 10/3/2037 (d)
|
EUR
|
220,000
|
251,677
|
609,945
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Koninklijke Ahold Delhaize NV 0.375% 3/18/2030 (d)
|
EUR
|
120,000
|
124,546
|
Food Products - 0.0%
|
|||
JDE Peet's NV 0.5% 1/16/2029 (d)
|
EUR
|
130,000
|
138,014
|
Magnum Icc Finance BV 4% 11/26/2037 (d)
|
EUR
|
100,000
|
112,591
|
250,605
|
|||
TOTAL CONSUMER STAPLES
|
985,096
|
||
Financials - 1.5%
|
|||
Banks - 1.5%
|
|||
ABN AMRO Bank NV 0.375% 1/14/2035 (d)
|
EUR
|
300,000
|
272,852
|
ABN AMRO Bank NV 0.5% 9/23/2029 (d)
|
EUR
|
300,000
|
315,101
|
ABN AMRO Bank NV 1.375% 1/12/2037 (d)
|
EUR
|
400,000
|
379,888
|
ABN AMRO Bank NV 2.625% 8/30/2027 (d)
|
EUR
|
100,000
|
114,130
|
ABN AMRO Bank NV 3.875% 1/15/2032 (d)
|
EUR
|
100,000
|
116,471
|
ABN AMRO Bank NV 4.375% 10/20/2028 (d)
|
EUR
|
400,000
|
470,126
|
ABN AMRO Bank NV 4.5% 11/21/2034 (d)
|
EUR
|
100,000
|
121,387
|
ABN AMRO Bank NV 4.625% 11/8/2030 (d)
|
GBP
|
400,000
|
522,338
|
ABN AMRO Bank NV 5.125% 2/22/2033 (b)(d)
|
EUR
|
200,000
|
233,802
|
Achmea Bank NV 2.5% 6/25/2030 (d)
|
EUR
|
100,000
|
112,537
|
Achmea Bank NV 2.75% 5/19/2032 (d)
|
EUR
|
100,000
|
112,841
|
Achmea Bank NV 2.75% 9/15/2032 (d)
|
EUR
|
100,000
|
112,549
|
BNG Bank NV 0% 1/20/2031 (d)
|
EUR
|
120,000
|
120,618
|
BNG Bank NV 0.75% 1/24/2029 (d)
|
EUR
|
2,384,000
|
2,593,090
|
BNG Bank NV 1.0825% 1/28/2041 (d)
|
CHF
|
50,000
|
62,531
|
BNG Bank NV 3% 1/11/2033 (d)
|
EUR
|
1,290,000
|
1,476,054
|
BNG Bank NV 3.25% 4/10/2036 (d)
|
EUR
|
590,000
|
677,594
|
BNG Bank NV 3.3% 7/17/2028 (d)
|
AUD
|
1,267,000
|
852,146
|
BNG Bank NV 4.25% 2/15/2029 (d)
|
GBP
|
570,000
|
754,685
|
Cooperatieve Rabobank UA 0.125% 12/1/2031 (d)
|
EUR
|
100,000
|
98,522
|
Cooperatieve Rabobank UA 0.625% 2/25/2033 (d)
|
EUR
|
100,000
|
96,022
|
Cooperatieve Rabobank UA 1.125% 5/7/2031 (d)
|
EUR
|
100,000
|
103,303
|
Cooperatieve Rabobank UA 1.875% 7/12/2028 (b)(d)
|
GBP
|
200,000
|
257,944
|
Cooperatieve Rabobank UA 3.064% 2/1/2034 (d)
|
EUR
|
400,000
|
457,218
|
Cooperatieve Rabobank UA 3.202% 5/6/2036 (d)
|
EUR
|
400,000
|
457,651
|
Cooperatieve Rabobank UA 4% 1/10/2030 (d)
|
EUR
|
500,000
|
587,006
|
ING Bank NV 0.75% 2/18/2029 (d)
|
EUR
|
100,000
|
108,436
|
ING Bank NV 2.5% 9/2/2030 (d)
|
EUR
|
400,000
|
450,044
|
ING Bank NV 2.625% 1/10/2028 (d)
|
EUR
|
100,000
|
114,032
|
ING Bank NV 3% 5/21/2034 (d)
|
EUR
|
300,000
|
340,620
|
ING Bank NV 3% 9/2/2035 (d)
|
EUR
|
100,000
|
112,620
|
ING Groep NV 0.25% 2/1/2030 (b)(d)
|
EUR
|
200,000
|
212,059
|
ING Groep NV 0.25% 2/18/2029 (b)(d)
|
EUR
|
500,000
|
545,762
|
ING Groep NV 1% 11/16/2032 (b)(d)
|
EUR
|
500,000
|
555,823
|
ING Groep NV 3% 8/17/2031 (b)(d)
|
EUR
|
500,000
|
563,069
|
ING Groep NV 3.5% 9/3/2030 (b)(d)
|
EUR
|
300,000
|
345,084
|
ING Groep NV 3.875% 8/20/2037 (b)(d)
|
EUR
|
100,000
|
113,547
|
ING Groep NV 4.375% 8/15/2034 (b)(d)
|
EUR
|
300,000
|
349,501
|
ING Groep NV 4.75% 5/23/2034 (b)(d)
|
EUR
|
200,000
|
243,526
|
ING Groep NV 4.875% 11/14/2027 (b)(d)
|
EUR
|
200,000
|
230,342
|
ING Groep NV 4.875% 9/17/2032 (b)(d)
|
GBP
|
400,000
|
526,170
|
ING Groep NV 5% 2/20/2035 (b)(d)
|
EUR
|
100,000
|
119,038
|
Nationale-Nederlanden Bank NV/The Netherlands 1% 9/25/2028 (d)
|
EUR
|
700,000
|
768,545
|
Nationale-Nederlanden Bank NV/The Netherlands 3.25% 5/28/2027 (d)
|
EUR
|
200,000
|
229,673
|
Nederlandse Waterschapsbank NV 0.75% 10/4/2041 (d)
|
EUR
|
748,000
|
572,060
|
Nederlandse Waterschapsbank NV 1.5% 4/27/2038 (d)
|
EUR
|
230,000
|
215,474
|
Nederlandse Waterschapsbank NV 3.3% 5/2/2029 (d)
|
AUD
|
40,000
|
26,632
|
Nederlandse Waterschapsbank NV 4.8% 8/5/2031
|
AUD
|
300,000
|
207,477
|
18,427,940
|
|||
Financial Services - 0.0%
|
|||
EXOR NV 1.75% 1/18/2028 (d)
|
EUR
|
170,000
|
190,884
|
EXOR NV 3.75% 2/14/2033 (d)
|
EUR
|
110,000
|
126,220
|
317,104
|
|||
Insurance - 0.0%
|
|||
ASR Nederland NV 3.375% 5/2/2049 (b)(d)
|
EUR
|
100,000
|
113,694
|
NN Group NV 4.625% 1/13/2048 (b)(d)
|
EUR
|
180,000
|
208,661
|
322,355
|
|||
TOTAL FINANCIALS
|
19,067,399
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Koninklijke Philips NV 2.125% 11/5/2029 (d)
|
EUR
|
110,000
|
121,942
|
Koninklijke Philips NV 3.25% 5/23/2030 (d)
|
EUR
|
220,000
|
251,094
|
TOTAL HEALTH CARE
|
373,036
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Royal Schiphol Group NV 2% 4/6/2029 (d)
|
EUR
|
117,000
|
130,454
|
Royal Schiphol Group NV 3.625% 11/20/2035 (d)
|
EUR
|
100,000
|
113,976
|
TOTAL INDUSTRIALS
|
244,430
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Akzo Nobel NV 4% 5/24/2033 (d)
|
EUR
|
120,000
|
138,028
|
DSM BV 3.625% 7/2/2034 (d)
|
EUR
|
120,000
|
137,037
|
TOTAL MATERIALS
|
275,065
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CTP NV 1.25% 6/21/2029 (d)
|
EUR
|
220,000
|
237,421
|
CTP NV 3.625% 3/10/2031 (d)
|
EUR
|
120,000
|
136,632
|
TOTAL REAL ESTATE
|
374,053
|
||
Utilities - 0.2%
|
|||
Electric Utilities - 0.2%
|
|||
Alliander NV 3% 5/6/2033 (d)
|
EUR
|
370,000
|
412,718
|
Enexis Holding NV 0.75% 7/2/2031 (d)
|
EUR
|
220,000
|
222,534
|
Enexis Holding NV 3.375% 11/13/2035 (d)
|
EUR
|
100,000
|
112,051
|
Tennet Netherlands BV 0.875% 6/16/2035 (d)
|
EUR
|
574,000
|
543,005
|
Tennet Netherlands BV 3.25% 4/1/2036 (d)
|
EUR
|
400,000
|
460,696
|
1,751,004
|
|||
Gas Utilities - 0.0%
|
|||
Nederlandse Gasunie NV 0.375% 10/3/2031 (d)
|
EUR
|
150,000
|
147,701
|
Nederlandse Gasunie NV 3.5% 4/23/2035 (d)
|
EUR
|
140,000
|
158,886
|
306,587
|
|||
Multi-Utilities - 0.0%
|
|||
Stedin Holding NV 3.625% 5/28/2033 (d)
|
EUR
|
230,000
|
265,420
|
TOTAL UTILITIES
|
2,323,011
|
||
TOTAL NETHERLANDS
|
23,993,756
|
||
NEW ZEALAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Westpac Securities NZ Ltd/London 0.01% 6/8/2028 (d)
|
EUR
|
998,000
|
1,080,795
|
NORWAY - 0.4%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Telenor ASA 1.125% 5/31/2029 (d)
|
EUR
|
807,000
|
874,896
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Equinor ASA 1.375% 5/22/2032 (d)
|
EUR
|
241,000
|
247,294
|
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
DNB Bank ASA 3.125% 9/21/2027 (b)(d)
|
EUR
|
170,000
|
194,458
|
DNB Bank ASA 4% 8/17/2027 (b)(d)
|
GBP
|
100,000
|
132,562
|
DNB Bank ASA 4.625% 11/1/2029 (b)(d)
|
EUR
|
200,000
|
236,230
|
SpareBank 1 Boligkreditt AS 0.01% 9/22/2027 (d)
|
EUR
|
1,151,000
|
1,273,472
|
SpareBank 1 Boligkreditt AS 2.375% 2/13/2030 (d)
|
EUR
|
380,000
|
427,112
|
2,263,834
|
|||
Capital Markets - 0.0%
|
|||
Kommunalbanken AS 0.05% 10/24/2029 (d)
|
EUR
|
500,000
|
521,451
|
Kommunalbanken AS 2.5% 8/3/2032
|
AUD
|
100,000
|
59,904
|
581,355
|
|||
Financial Services - 0.0%
|
|||
Eika Boligkreditt AS 3.25% 3/20/2035 (d)
|
EUR
|
150,000
|
172,393
|
TOTAL FINANCIALS
|
3,017,582
|
||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Statkraft AS 3.5% 6/9/2033 (d)
|
EUR
|
140,000
|
160,709
|
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
DNB Boligkreditt AS 0.01% 1/21/2031 (d)
|
EUR
|
200,000
|
201,098
|
DNB Boligkreditt AS 2.625% 1/28/2030 (d)
|
EUR
|
460,000
|
521,394
|
TOTAL REAL ESTATE
|
722,492
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Statnett SF 1.25% 4/26/2030 (d)
|
EUR
|
310,000
|
329,867
|
TOTAL NORWAY
|
5,352,840
|
||
PORTUGAL - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Banco Santander Totta SA 3.25% 2/15/2031 (d)
|
EUR
|
100,000
|
115,610
|
Banco Santander Totta SA 3.375% 4/19/2028 (d)
|
EUR
|
400,000
|
461,943
|
TOTAL FINANCIALS
|
577,553
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
EDP Finance BV 1.875% 9/21/2029 (d)
|
EUR
|
100,000
|
109,921
|
EDP Servicios Financieros Espana SA 4.375% 4/4/2032 (d)
|
EUR
|
120,000
|
143,333
|
TOTAL UTILITIES
|
253,254
|
||
TOTAL PORTUGAL
|
830,807
|
||
SOUTH AFRICA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Anglo American Capital PLC 3.75% 6/15/2029 (d)
|
EUR
|
260,000
|
301,571
|
SPAIN - 1.1%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Telefonica Emisiones SA 0.664% 2/3/2030 (d)
|
EUR
|
800,000
|
836,918
|
Telefonica Emisiones SA 1.93% 10/17/2031 (d)
|
EUR
|
300,000
|
318,620
|
Telefonica Emisiones SA 4.055% 1/24/2036 (d)
|
EUR
|
200,000
|
227,609
|
TOTAL COMMUNICATION SERVICES
|
1,383,147
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Repsol Europe Finance Sarl 3.625% 9/5/2034 (d)
|
EUR
|
100,000
|
113,958
|
Financials - 0.8%
|
|||
Banks - 0.8%
|
|||
Banco Bilbao Vizcaya Argentaria SA 3.375% 9/20/2027 (d)
|
EUR
|
1,100,000
|
1,265,025
|
Banco Bilbao Vizcaya Argentaria SA 3.5% 3/26/2031 (d)
|
EUR
|
200,000
|
232,441
|
Banco Bilbao Vizcaya Argentaria SA 3.625% 6/7/2030 (d)
|
EUR
|
400,000
|
465,604
|
Banco Bilbao Vizcaya Argentaria SA 4% 2/25/2037 (b)(d)
|
EUR
|
100,000
|
114,736
|
Banco Bilbao Vizcaya Argentaria SA 4.375% 10/14/2029 (d)
|
EUR
|
300,000
|
357,971
|
Banco Bilbao Vizcaya Argentaria SA 5.75% 9/15/2033 (b)(d)
|
EUR
|
300,000
|
358,023
|
Banco de Sabadell SA 3.5% 5/27/2031 (b)(d)
|
EUR
|
200,000
|
230,070
|
Banco Santander SA 0.125% 6/4/2030 (d)
|
EUR
|
200,000
|
205,199
|
Banco Santander SA 0.2% 2/11/2028 (d)
|
EUR
|
300,000
|
328,470
|
Banco Santander SA 2.125% 2/8/2028 (d)
|
EUR
|
800,000
|
899,748
|
Banco Santander SA 2.25% 10/4/2032 (b)(d)
|
GBP
|
300,000
|
386,553
|
Banco Santander SA 2.875% 7/14/2033 (d)
|
EUR
|
500,000
|
563,728
|
Banco Santander SA 3.25% 4/2/2029 (b)(d)
|
EUR
|
300,000
|
343,660
|
Banco Santander SA 3.25% 5/27/2032 (d)
|
EUR
|
200,000
|
227,504
|
Banco Santander SA 3.5% 1/9/2030 (b)(d)
|
EUR
|
300,000
|
345,932
|
Banco Santander SA 3.75% 1/9/2034 (d)
|
EUR
|
200,000
|
232,338
|
Banco Santander SA 3.875% 4/22/2029 (d)
|
EUR
|
400,000
|
465,983
|
Banco Santander SA 5.125% 1/25/2030 (d)
|
GBP
|
100,000
|
133,764
|
Banco Santander SA 5.625% 1/27/2031 (b)(d)
|
GBP
|
400,000
|
539,731
|
Banco Santander SA 5.75% 8/23/2033 (b)(d)
|
EUR
|
100,000
|
118,971
|
Bankinter SA 4.375% 5/3/2030 (b)(d)
|
EUR
|
200,000
|
235,813
|
CaixaBank SA 0.5% 2/9/2029 (b)(d)
|
EUR
|
400,000
|
439,297
|
CaixaBank SA 0.75% 5/26/2028 (b)(d)
|
EUR
|
300,000
|
336,313
|
CaixaBank SA 1.625% 7/14/2032 (d)
|
EUR
|
200,000
|
211,488
|
CaixaBank SA 3.375% 6/26/2035 (d)
|
EUR
|
100,000
|
112,680
|
CaixaBank SA 3.625% 9/19/2032 (b)(d)
|
EUR
|
100,000
|
115,144
|
CaixaBank SA 3.75% 1/27/2036 (b)(d)
|
EUR
|
100,000
|
113,886
|
CaixaBank SA 4.125% 3/24/2036
|
EUR
|
50,000
|
61,211
|
CaixaBank SA 5% 7/19/2029 (b)(d)
|
EUR
|
100,000
|
118,462
|
CaixaBank SA 5.125% 7/19/2034 (b)(d)
|
EUR
|
100,000
|
124,824
|
CaixaBank SA 5.375% 11/14/2030 (b)(d)
|
EUR
|
200,000
|
244,043
|
CaixaBank SA 6.25% 2/23/2033 (b)(d)
|
EUR
|
600,000
|
712,218
|
TOTAL FINANCIALS
|
10,640,830
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Abertis Infraestructuras SA 1.875% 3/26/2032 (d)
|
EUR
|
100,000
|
104,890
|
Abertis Infraestructuras SA 2.375% 9/27/2027 (d)
|
EUR
|
400,000
|
453,820
|
TOTAL INDUSTRIALS
|
558,710
|
||
Information Technology - 0.1%
|
|||
Communications Equipment - 0.1%
|
|||
Cellnex Finance Co SA 1% 9/15/2027 (d)
|
EUR
|
400,000
|
447,211
|
Cellnex Finance Co SA 3% 1/19/2031 (d)
|
EUR
|
300,000
|
336,342
|
Cellnex Finance Co SA 3.5% 5/22/2032 (d)
|
EUR
|
100,000
|
113,461
|
Cellnex Finance Co SA 3.625% 1/24/2029 (d)
|
EUR
|
200,000
|
230,838
|
TOTAL INFORMATION TECHNOLOGY
|
1,127,852
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.0%
|
|||
Iberdrola Finanzas SA 3.375% 11/22/2032 (d)
|
EUR
|
200,000
|
229,264
|
Iberdrola Finanzas SA 3.5% 5/16/2035 (d)
|
EUR
|
100,000
|
113,784
|
343,048
|
|||
Gas Utilities - 0.1%
|
|||
Naturgy Finance Iberia SA 1.5% 1/29/2028 (d)
|
EUR
|
600,000
|
670,960
|
TOTAL UTILITIES
|
1,014,008
|
||
TOTAL SPAIN
|
14,838,505
|
||
SWEDEN - 1.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telia Co AB 0.125% 11/27/2030 (d)
|
EUR
|
310,000
|
310,790
|
Financials - 1.0%
|
|||
Banks - 0.7%
|
|||
Lansforsakringar Hypotek AB 2.75% 3/25/2030 (d)
|
EUR
|
490,000
|
557,879
|
Lansforsakringar Hypotek AB 3.75% 9/30/2030 (d)
|
SEK
|
6,000,000
|
645,060
|
Skandinaviska Enskilda Banken AB 0.625% 11/12/2029 (d)
|
EUR
|
200,000
|
210,222
|
Skandinaviska Enskilda Banken AB 0.75% 11/15/2027 (d)
|
EUR
|
100,000
|
111,283
|
Skandinaviska Enskilda Banken AB 2.375% 5/8/2030 (d)
|
EUR
|
630,000
|
707,125
|
Skandinaviska Enskilda Banken AB 3% 11/6/2028 (d)
|
SEK
|
4,000,000
|
417,627
|
Skandinaviska Enskilda Banken AB 3% 2/10/2032 (d)
|
EUR
|
450,000
|
509,724
|
Skandinaviska Enskilda Banken AB 3.25% 5/4/2028 (d)
|
EUR
|
250,000
|
288,234
|
Skandinaviska Enskilda Banken AB 3.75% 2/7/2028 (d)
|
EUR
|
160,000
|
185,052
|
Stadshypotek AB 0.01% 11/24/2028 (d)
|
EUR
|
1,850,000
|
1,980,256
|
Stadshypotek AB 2% 9/1/2028 (d)
|
SEK
|
10,000,000
|
1,022,283
|
Svenska Handelsbanken AB 0.5% 2/18/2030 (d)
|
EUR
|
200,000
|
207,821
|
Svenska Handelsbanken AB 1.375% 2/23/2029 (d)
|
EUR
|
110,000
|
120,547
|
Svenska Handelsbanken AB 3.125% 2/16/2033 (d)
|
EUR
|
300,000
|
339,448
|
Svenska Handelsbanken AB 3.25% 6/1/2033 (b)(d)
|
EUR
|
170,000
|
193,525
|
Svenska Handelsbanken AB 3.25% 8/27/2031 (d)
|
EUR
|
100,000
|
114,175
|
Sveriges Sakerstallda Obligationer AB 0.01% 3/14/2030 (d)
|
EUR
|
620,000
|
638,468
|
Sveriges Sakerstallda Obligationer AB 3.5% 6/14/2028 (d)
|
SEK
|
8,000,000
|
842,570
|
Sveriges Sakerstallda Obligationer AB 4% 5/23/2030 (d)
|
SEK
|
2,000,000
|
214,765
|
Swedbank AB 2.1% 5/25/2027 (d)
|
EUR
|
108,000
|
122,834
|
Swedbank AB 3.25% 9/24/2029 (d)
|
EUR
|
230,000
|
263,509
|
9,692,407
|
|||
Financial Services - 0.3%
|
|||
Danske Hypotek AB 3% 12/18/2030 (d)
|
SEK
|
2,000,000
|
208,611
|
Danske Hypotek AB 3.25% 12/19/2029 (d)
|
SEK
|
2,000,000
|
210,764
|
Danske Hypotek AB 3.5% 12/15/2027 (d)
|
SEK
|
8,000,000
|
839,014
|
Danske Hypotek AB 3.5% 12/20/2028 (d)
|
SEK
|
2,000,000
|
211,326
|
Investor AB 0.375% 10/29/2035 (d)
|
EUR
|
110,000
|
94,260
|
Investor AB 1.5% 9/12/2030 (d)
|
EUR
|
220,000
|
235,049
|
Svensk Exportkredit AB 3.25% 5/27/2033 (d)
|
EUR
|
250,000
|
289,458
|
Swedbank Hypotek AB 3% 10/29/2030 (d)
|
SEK
|
2,800,000
|
292,442
|
Swedbank Hypotek AB 3% 12/27/2029 (d)
|
SEK
|
3,400,000
|
355,374
|
Swedbank Hypotek AB 3% 3/28/2029 (d)
|
SEK
|
2,400,000
|
250,814
|
Swedbank Hypotek AB 3.125% 7/5/2028 (d)
|
EUR
|
390,000
|
449,095
|
3,436,207
|
|||
TOTAL FINANCIALS
|
13,128,614
|
||
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Akelius Residential Property Financing BV 1% 1/17/2028 (d)
|
EUR
|
100,000
|
110,423
|
Balder Finland Oyj 1% 1/20/2029 (d)
|
EUR
|
130,000
|
139,651
|
Fastighets AB Balder 1.25% 1/28/2028 (d)
|
EUR
|
108,000
|
119,776
|
Heimstaden Bostad AB 3.875% 11/5/2029 (d)
|
EUR
|
140,000
|
160,924
|
Heimstaden Bostad Treasury BV 1.375% 7/24/2028 (d)
|
EUR
|
135,000
|
148,052
|
TOTAL REAL ESTATE
|
678,826
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Vattenfall AB 0.125% 2/12/2029 (d)
|
EUR
|
108,000
|
114,709
|
TOTAL SWEDEN
|
14,232,939
|
||
SWITZERLAND - 1.2%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Swisscom Finance BV 0.375% 11/14/2028 (d)
|
EUR
|
590,000
|
635,322
|
Swisscom Finance BV 3.5% 8/29/2028 (d)
|
EUR
|
680,000
|
785,791
|
Swisscom Finance BV 3.625% 11/29/2036 (d)
|
EUR
|
110,000
|
125,422
|
TOTAL COMMUNICATION SERVICES
|
1,546,535
|
||
Financials - 1.1%
|
|||
Banks - 0.7%
|
|||
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 2/15/2036 (d)
|
CHF
|
640,000
|
730,772
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 3/13/2028 (d)
|
CHF
|
600,000
|
738,533
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 7/25/2031 (d)
|
CHF
|
340,000
|
408,463
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.1% 12/3/2031 (d)
|
CHF
|
795,000
|
957,522
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.125% 3/23/2032 (d)
|
CHF
|
1,000,000
|
1,202,933
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.5% 11/24/2028 (d)
|
CHF
|
40,000
|
49,621
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 1.15% 1/24/2046 (d)
|
CHF
|
180,000
|
223,809
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 1.3% 12/27/2028 (d)
|
CHF
|
1,380,000
|
1,745,982
|
UBS AG/Australia 5.808% 11/24/2028 (d)
|
AUD
|
90,000
|
63,416
|
UBS AG/London 0.25% 9/1/2028 (d)
|
EUR
|
1,090,000
|
1,175,650
|
UBS AG/London 0.5% 3/31/2031 (d)
|
EUR
|
440,000
|
444,940
|
UBS Switzerland AG 1.0225% 1/15/2036 (d)
|
CHF
|
90,000
|
112,309
|
7,853,950
|
|||
Capital Markets - 0.1%
|
|||
UBS Group AG 0.65% 1/14/2028 (b)(d)
|
EUR
|
100,000
|
112,921
|
UBS Group AG 2.125% 11/15/2029 (b)(d)
|
GBP
|
130,000
|
162,043
|
UBS Group AG 2.875% 4/2/2032 (b)(d)
|
EUR
|
590,000
|
656,831
|
UBS Group AG 3.25% 2/12/2034 (b)(d)
|
EUR
|
250,000
|
278,696
|
1,210,491
|
|||
Financial Services - 0.3%
|
|||
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 10/26/2029 (d)
|
CHF
|
50,000
|
60,922
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 5/20/2041 (d)
|
CHF
|
1,120,000
|
1,186,974
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 8/26/2049 (d)
|
CHF
|
520,000
|
492,706
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 12/19/2031 (d)
|
CHF
|
1,270,000
|
1,531,184
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 3/19/2031 (d)
|
CHF
|
460,000
|
557,493
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 1.625% 5/3/2038 (d)
|
CHF
|
80,000
|
106,467
|
3,935,746
|
|||
Insurance - 0.0%
|
|||
Argentum Netherlands BV for Zurich Insurance Co Ltd 2.75% 2/19/2049 (b)(d)
|
EUR
|
120,000
|
134,866
|
Zurich Finance Ireland Designated Activity Co 1.625% 6/17/2039 (d)
|
EUR
|
100,000
|
90,072
|
224,938
|
|||
TOTAL FINANCIALS
|
13,225,125
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Lonza Finance International NV 3.875% 4/24/2036 (d)
|
EUR
|
100,000
|
114,354
|
Industrials - 0.0%
|
|||
Building Products - 0.0%
|
|||
ABB Finance BV 0% 1/19/2030 (d)
|
EUR
|
130,000
|
133,635
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Firmenich Productions Participations SAS 1.75% 4/30/2030 (d)
|
EUR
|
290,000
|
314,256
|
Construction Materials - 0.0%
|
|||
Holcim Finance Luxembourg SA 0.5% 4/23/2031 (d)
|
EUR
|
130,000
|
129,549
|
Holcim Sterling Finance Netherlands BV 3% 5/12/2032 (d)
|
GBP
|
180,000
|
212,158
|
341,707
|
|||
TOTAL MATERIALS
|
655,963
|
||
TOTAL SWITZERLAND
|
15,675,612
|
||
UNITED KINGDOM - 2.5%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
British Telecommunications Ltd 3.125% 11/21/2031 (d)
|
GBP
|
250,000
|
303,048
|
British Telecommunications Ltd 3.625% 11/21/2047 (d)
|
GBP
|
110,000
|
99,330
|
British Telecommunications Ltd 3.75% 1/3/2035 (d)
|
EUR
|
100,000
|
113,749
|
British Telecommunications Ltd 3.75% 5/13/2031 (d)
|
EUR
|
270,000
|
313,924
|
830,051
|
|||
Media - 0.0%
|
|||
Informa PLC 1.25% 4/22/2028 (d)
|
EUR
|
250,000
|
276,436
|
WPP Finance SA 4.125% 5/30/2028 (d)
|
EUR
|
170,000
|
196,960
|
473,396
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
CK Hutchison Group Telecom Finance SA 1.125% 10/17/2028 (d)
|
EUR
|
100,000
|
109,896
|
Vodafone Group PLC 6.375% 7/3/2050 (d)
|
GBP
|
110,000
|
142,250
|
Vodafone International Financing DAC 2.75% 4/27/2030 (d)
|
EUR
|
480,000
|
538,941
|
Vodafone International Financing DAC 3.75% 12/2/2034 (d)
|
EUR
|
330,000
|
378,579
|
1,169,666
|
|||
TOTAL COMMUNICATION SERVICES
|
2,473,113
|
||
Consumer Discretionary - 0.0%
|
|||
Diversified Consumer Services - 0.0%
|
|||
WPP Finance 2013 3.625% 6/9/2031 (d)
|
EUR
|
110,000
|
123,694
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
Compass Group Finance Netherlands BV 3% 3/8/2030 (d)
|
EUR
|
220,000
|
250,230
|
Household Durables - 0.0%
|
|||
Clarion Funding PLC 1.25% 11/13/2032 (d)
|
GBP
|
120,000
|
125,429
|
Clarion Funding PLC 1.875% 1/22/2035 (d)
|
GBP
|
160,000
|
159,633
|
285,062
|
|||
TOTAL CONSUMER DISCRETIONARY
|
658,986
|
||
Consumer Staples - 0.3%
|
|||
Beverages - 0.1%
|
|||
CCEP Finance Ireland DAC 0.875% 5/6/2033 (d)
|
EUR
|
210,000
|
202,885
|
Coca-Cola Europacific Partners PLC 0.7% 9/12/2031 (d)
|
EUR
|
170,000
|
170,560
|
Diageo Capital BV 1.5% 6/8/2029 (d)
|
EUR
|
240,000
|
262,673
|
Diageo Finance PLC 2.75% 6/8/2038 (d)
|
GBP
|
150,000
|
149,728
|
Diageo Finance PLC 3.125% 2/28/2031 (d)
|
EUR
|
270,000
|
307,344
|
1,093,190
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Tesco Corporate Treasury Services PLC 1.875% 11/2/2028 (d)
|
GBP
|
380,000
|
473,808
|
Household Products - 0.0%
|
|||
Reckitt Benckiser Treasury Services Nederland BV 0.75% 5/19/2030 (d)
|
EUR
|
400,000
|
417,651
|
Personal Care Products - 0.0%
|
|||
Unilever Finance Netherlands BV 3.5% 2/15/2037 (d)
|
EUR
|
390,000
|
438,660
|
Tobacco - 0.2%
|
|||
BAT International Finance PLC 2.25% 6/26/2028 (d)
|
GBP
|
240,000
|
303,197
|
BAT International Finance PLC 4.125% 4/12/2032 (d)
|
EUR
|
160,000
|
186,862
|
BAT Netherlands Finance BV 3.125% 4/7/2028 (d)
|
EUR
|
100,000
|
114,569
|
BAT Netherlands Finance BV 5.375% 2/16/2031 (d)
|
EUR
|
260,000
|
319,579
|
Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (d)
|
EUR
|
450,000
|
549,849
|
1,474,056
|
|||
TOTAL CONSUMER STAPLES
|
3,897,365
|
||
Financials - 1.3%
|
|||
Banks - 0.9%
|
|||
Barclays PLC 0.577% 8/9/2029 (b)(d)
|
EUR
|
810,000
|
877,083
|
Barclays PLC 1.106% 5/12/2032 (b)(d)
|
EUR
|
110,000
|
112,240
|
Barclays PLC 3.25% 1/17/2033
|
GBP
|
399,000
|
465,507
|
Barclays PLC 3.543% 8/14/2031 (b)(d)
|
EUR
|
240,000
|
274,956
|
Barclays PLC 4.506% 1/31/2033 (b)(d)
|
EUR
|
170,000
|
202,320
|
Barclays PLC 4.973% 5/31/2036 (b)(d)
|
EUR
|
130,000
|
154,767
|
Barclays PLC 5.746% 7/31/2032 (b)(d)
|
GBP
|
130,000
|
175,567
|
Barclays PLC 6.174% 7/29/2036 (b)(d)
|
GBP
|
120,000
|
161,591
|
HSBC Holdings PLC 3% 5/29/2030 (b)
|
GBP
|
130,000
|
163,417
|
HSBC Holdings PLC 3% 7/22/2028 (b)
|
GBP
|
110,000
|
143,453
|
HSBC Holdings PLC 3.313% 5/13/2030 (b)(d)
|
EUR
|
230,000
|
263,078
|
HSBC Holdings PLC 3.445% 9/25/2030 (b)(d)
|
EUR
|
200,000
|
229,578
|
HSBC Holdings PLC 3.608% 12/1/2033 (b)(d)
|
EUR
|
170,000
|
193,356
|
HSBC Holdings PLC 3.755% 5/20/2029 (b)(d)
|
EUR
|
210,000
|
242,790
|
HSBC Holdings PLC 3.911% 5/13/2034 (b)(d)
|
EUR
|
130,000
|
150,229
|
HSBC Holdings PLC 4.768% 8/28/2031 (b)(d)
|
AUD
|
270,000
|
181,898
|
HSBC Holdings PLC 4.856% 5/23/2033 (b)(d)
|
EUR
|
220,000
|
267,707
|
HSBC Holdings PLC 6.364% 11/16/2032 (b)(d)
|
EUR
|
600,000
|
712,934
|
HSBC Holdings PLC 8.201% 11/16/2034 (b)(d)
|
GBP
|
470,000
|
672,301
|
Lloyds Bank PLC 0.125% 9/23/2029 (d)
|
EUR
|
100,000
|
104,744
|
Lloyds Banking Group PLC 1.985% 12/15/2031 (b)
|
GBP
|
934,000
|
1,231,516
|
Lloyds Banking Group PLC 2% 4/12/2028 (b)(d)
|
GBP
|
140,000
|
182,043
|
Lloyds Banking Group PLC 3.5% 11/6/2030 (b)(d)
|
EUR
|
550,000
|
633,419
|
Lloyds Banking Group PLC 4% 5/9/2035 (b)(d)
|
EUR
|
200,000
|
230,669
|
Lloyds Banking Group PLC 5.189% 5/28/2031 (b)(d)
|
AUD
|
370,000
|
253,746
|
Lloyds Banking Group PLC 5.25% 10/16/2031 (b)(d)
|
GBP
|
140,000
|
186,927
|
Lloyds Banking Group PLC 5.802% 3/17/2029 (b)
|
AUD
|
100,000
|
69,812
|
Lloyds Banking Group PLC 6.625% 6/2/2033 (b)(d)
|
GBP
|
160,000
|
217,097
|
NatWest Group PLC 1.043% 9/14/2032 (b)(d)
|
EUR
|
710,000
|
793,245
|
NatWest Group PLC 3.575% 9/12/2032 (b)(d)
|
EUR
|
470,000
|
541,267
|
NatWest Group PLC 3.632% 9/3/2034 (b)(d)
|
EUR
|
110,000
|
125,162
|
NatWest Group PLC 4.771% 2/16/2029 (b)(d)
|
EUR
|
120,000
|
140,773
|
NatWest Markets PLC 5.899% 8/23/2028 (d)
|
AUD
|
490,000
|
343,852
|
NatWest Markets PLC 6.375% 11/8/2027 (d)
|
GBP
|
280,000
|
379,451
|
Santander UK Group Holdings PLC 7.098% 11/16/2027 (b)(d)
|
GBP
|
110,000
|
147,199
|
Santander UK PLC 3% 3/12/2029 (d)
|
EUR
|
390,000
|
446,749
|
Santander UK PLC 3.346% 3/25/2030 (d)
|
EUR
|
340,000
|
390,173
|
Standard Chartered PLC 0.8% 11/17/2029 (b)(d)
|
EUR
|
110,000
|
118,964
|
Standard Chartered PLC 0.85% 1/27/2028 (b)(d)
|
EUR
|
107,000
|
120,922
|
Standard Chartered PLC 3.717% 1/14/2034 (b)(d)
|
EUR
|
170,000
|
193,389
|
Standard Chartered PLC 4.196% 3/4/2032 (b)(d)
|
EUR
|
120,000
|
140,764
|
12,636,655
|
|||
Capital Markets - 0.0%
|
|||
London Stock Exchange Group PLC 1.75% 9/19/2029 (d)
|
EUR
|
110,000
|
120,654
|
Consumer Finance - 0.1%
|
|||
Motability Operations Group PLC 1.5% 1/20/2041 (d)
|
GBP
|
340,000
|
252,424
|
Motability Operations Group PLC 2.375% 7/3/2039 (d)
|
GBP
|
150,000
|
134,848
|
Motability Operations Group PLC 3.5% 7/17/2031 (d)
|
EUR
|
330,000
|
376,885
|
Motability Operations Group PLC 4.25% 6/17/2035 (d)
|
EUR
|
130,000
|
151,110
|
915,267
|
|||
Financial Services - 0.2%
|
|||
LCR Finance PLC 5.1% 3/7/2051
|
GBP
|
93,000
|
113,785
|
M&G PLC 5.625% 10/20/2051 (b)(d)
|
GBP
|
214,000
|
281,878
|
Nationwide Building Society 2.875% 9/16/2032 (d)
|
EUR
|
120,000
|
135,257
|
Nationwide Building Society 3% 3/3/2030 (d)
|
EUR
|
320,000
|
363,088
|
Nationwide Building Society 3.125% 8/18/2032 (d)
|
EUR
|
120,000
|
135,004
|
Nationwide Building Society 3.25% 3/24/2036 (d)
|
EUR
|
100,000
|
113,572
|
Nationwide Building Society 5.35% 3/15/2028
|
AUD
|
1,180,000
|
818,092
|
Nationwide Building Society 5.532% 1/13/2033 (b)(d)
|
GBP
|
100,000
|
134,100
|
Nationwide Building Society 6.178% 12/7/2027 (b)(d)
|
GBP
|
110,000
|
146,908
|
2,241,684
|
|||
Insurance - 0.1%
|
|||
Aviva PLC 6.875% 11/27/2053 (b)(d)
|
GBP
|
220,000
|
309,304
|
Legal & General Group PLC 5.125% 11/14/2048 (b)(d)
|
GBP
|
340,000
|
448,929
|
Pension Insurance Corp PLC 5.625% 9/20/2030 (d)
|
GBP
|
100,000
|
131,957
|
Standard Life PLC 5.867% 6/13/2029 (d)
|
GBP
|
100,000
|
134,313
|
Swiss RE Subordinated Finance PLC 3.89% 3/26/2033 (b)(d)
|
EUR
|
220,000
|
252,019
|
1,276,522
|
|||
TOTAL FINANCIALS
|
17,190,782
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Astrazeneca Finance LLC 3.278% 8/5/2033 (d)
|
EUR
|
130,000
|
148,111
|
GlaxoSmithKline Capital PLC 1.625% 5/12/2035 (d)
|
GBP
|
140,000
|
138,519
|
GSK Capital BV 3.25% 11/19/2036 (d)
|
EUR
|
110,000
|
121,704
|
TOTAL HEALTH CARE
|
408,334
|
||
Industrials - 0.2%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
AA Bond Co Ltd 7.375% 7/31/2050 (d)
|
GBP
|
120,000
|
166,477
|
AA Bond Co Ltd 8.45% 7/31/2050 (d)
|
GBP
|
130,000
|
180,082
|
346,559
|
|||
Transportation Infrastructure - 0.2%
|
|||
Gatwick Funding Ltd 2.5% 4/15/2032 (d)
|
GBP
|
220,000
|
267,633
|
Gatwick Funding Ltd 3.875% 6/24/2035 (d)
|
EUR
|
120,000
|
136,037
|
Heathrow Funding Ltd 1.125% 10/8/2032 (d)
|
EUR
|
330,000
|
343,118
|
Heathrow Funding Ltd 2.625% 3/16/2028 (d)
|
GBP
|
440,000
|
559,249
|
Heathrow Funding Ltd 3.661% 1/13/2033 (d)
|
CAD
|
215,000
|
150,586
|
Heathrow Funding Ltd 4.5% 7/11/2035 (d)
|
EUR
|
160,000
|
190,281
|
Heathrow Funding Ltd 4.9% 8/6/2039
|
CAD
|
90,000
|
64,967
|
Manchester Airport Group Funding PLC 2.875% 9/30/2044 (d)
|
GBP
|
130,000
|
109,961
|
1,821,832
|
|||
TOTAL INDUSTRIALS
|
2,168,391
|
||
Real Estate - 0.0%
|
|||
Industrial REITs - 0.0%
|
|||
Segro PLC 2.375% 10/11/2029 (d)
|
GBP
|
250,000
|
308,522
|
Real Estate Management & Development - 0.0%
|
|||
Land Securities Capital Markets PLC 4.75% 9/18/2033 (d)
|
GBP
|
140,000
|
183,619
|
London & Quadrant Housing Trust 2.125% 3/31/2032 (d)
|
GBP
|
112,000
|
125,383
|
London & Quadrant Housing Trust 2.25% 7/20/2029 (d)
|
GBP
|
160,000
|
195,388
|
Places for People Homes Ltd 3.625% 11/22/2028 (d)
|
GBP
|
190,000
|
243,773
|
748,163
|
|||
TOTAL REAL ESTATE
|
1,056,685
|
||
Utilities - 0.5%
|
|||
Electric Utilities - 0.1%
|
|||
National Grid Electricity Distribution South West PLC 2.375% 5/16/2029 (d)
|
GBP
|
250,000
|
312,113
|
National Grid Electricity Transmission PLC 0.823% 7/7/2032 (d)
|
EUR
|
140,000
|
136,800
|
National Grid Electricity Transmission PLC 5.221% 9/16/2031 (d)
|
CAD
|
200,000
|
149,617
|
Northern Powergrid Yorkshire PLC 2.25% 10/9/2059 (d)
|
GBP
|
100,000
|
58,925
|
Scottish Hydro Electric Transmission PLC 3.375% 11/2/2033 (d)
|
EUR
|
100,000
|
112,340
|
South Eastern Power Networks PLC 1.75% 9/30/2034 (d)
|
GBP
|
100,000
|
101,188
|
SSE PLC 3.5% 3/18/2032 (d)
|
EUR
|
130,000
|
148,931
|
1,019,914
|
|||
Gas Utilities - 0.0%
|
|||
Southern Gas Networks PLC 3.1% 9/15/2036 (d)
|
GBP
|
100,000
|
104,402
|
Multi-Utilities - 0.1%
|
|||
Cadent Finance PLC 0.625% 3/19/2030 (d)
|
EUR
|
280,000
|
290,147
|
Cadent Finance PLC 3.125% 3/21/2040 (d)
|
GBP
|
100,000
|
95,354
|
Cadent Finance PLC 4.25% 7/5/2029 (d)
|
EUR
|
270,000
|
318,294
|
National Grid PLC 0.163% 1/20/2028 (d)
|
EUR
|
220,000
|
240,663
|
National Grid PLC 0.25% 9/1/2028 (d)
|
EUR
|
130,000
|
140,101
|
National Grid PLC 0.553% 9/18/2029 (d)
|
EUR
|
350,000
|
368,237
|
National Grid PLC 3.875% 1/16/2029 (d)
|
EUR
|
220,000
|
255,617
|
1,708,413
|
|||
Water Utilities - 0.3%
|
|||
Anglian Water Osprey Financing PLC 2% 7/31/2028 (d)
|
GBP
|
200,000
|
245,501
|
Anglian Water Services Financing PLC 5.375% 11/10/2033 (d)
|
GBP
|
120,000
|
155,025
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (d)
|
GBP
|
250,000
|
336,740
|
DWR Cymru Financing UK PLC 2.5% 3/31/2036 (d)
|
GBP
|
110,000
|
108,685
|
Northumbrian Water Finance PLC 5.5% 10/2/2037 (d)
|
GBP
|
100,000
|
124,751
|
Severn Trent Utilities Finance PLC 2.625% 2/22/2033 (d)
|
GBP
|
210,000
|
236,119
|
Severn Trent Utilities Finance PLC 4% 3/5/2034 (d)
|
EUR
|
110,000
|
127,321
|
Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (d)
|
GBP
|
100,000
|
124,303
|
Severn Trent Utilities Finance PLC 5.25% 4/4/2036 (d)
|
GBP
|
110,000
|
139,983
|
SW Finance I PLC 2.375% 5/28/2028 (d)
|
GBP
|
710,000
|
885,892
|
SW Finance I PLC 6.875% 8/7/2032 (d)
|
GBP
|
100,000
|
133,529
|
United Utilities Water Finance PLC 0.875% 10/28/2029 (d)
|
GBP
|
200,000
|
233,987
|
United Utilities Water Finance PLC 1.75% 2/10/2038 (d)
|
GBP
|
210,000
|
180,612
|
United Utilities Water Finance PLC 3.75% 5/23/2034 (d)
|
EUR
|
100,000
|
114,140
|
Wessex Water Services Finance PLC 1.25% 1/12/2036 (d)
|
GBP
|
110,000
|
95,687
|
Yorkshire Water Finance PLC 1.75% 10/27/2032 (d)
|
GBP
|
220,000
|
231,346
|
Yorkshire Water Finance PLC 5.25% 4/28/2030 (d)
|
GBP
|
110,000
|
145,179
|
3,618,800
|
|||
TOTAL UTILITIES
|
6,451,529
|
||
TOTAL UNITED KINGDOM
|
34,305,185
|
||
UNITED STATES - 5.1%
|
|||
Communication Services - 0.8%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
AT&T Inc 2.05% 5/19/2032
|
EUR
|
370,000
|
390,628
|
AT&T Inc 2.6% 5/19/2038
|
EUR
|
210,000
|
207,121
|
AT&T Inc 4.875% 6/1/2044
|
GBP
|
290,000
|
320,101
|
AT&T Inc 7% 4/30/2040
|
GBP
|
300,000
|
423,902
|
Comcast Corp 1.875% 2/20/2036
|
GBP
|
405,000
|
387,194
|
Verizon Communications Inc 1.125% 9/19/2035
|
EUR
|
220,000
|
200,041
|
Verizon Communications Inc 1.3% 5/18/2033
|
EUR
|
120,000
|
117,922
|
Verizon Communications Inc 3.375% 10/27/2036
|
GBP
|
486,000
|
524,445
|
Verizon Communications Inc 3.625% 5/16/2050
|
CAD
|
160,000
|
87,180
|
Verizon Communications Inc 3.75% 2/28/2036
|
EUR
|
160,000
|
181,510
|
Verizon Communications Inc 4.2462% 8/15/2056 (b)
|
EUR
|
340,000
|
385,667
|
3,225,711
|
|||
Entertainment - 0.0%
|
|||
Netflix Inc 3.625% 6/15/2030 (d)
|
EUR
|
100,000
|
115,938
|
Interactive Media & Services - 0.5%
|
|||
Alphabet Inc 2.875% 11/6/2031
|
EUR
|
1,720,000
|
1,937,544
|
Alphabet Inc 3% 5/6/2033
|
EUR
|
2,550,000
|
2,855,205
|
Alphabet Inc 3.375% 5/6/2037
|
EUR
|
340,000
|
376,425
|
Alphabet Inc 4.375% 11/6/2064
|
EUR
|
190,000
|
204,220
|
5,373,394
|
|||
Media - 0.0%
|
|||
Omnicom Finance Holdings PLC 1.4% 7/8/2031
|
EUR
|
180,000
|
185,993
|
Time Warner Cable LLC 5.75% 6/2/2031
|
GBP
|
110,000
|
145,897
|
331,890
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
T-Mobile USA Inc 3.15% 2/11/2032
|
EUR
|
350,000
|
394,486
|
T-Mobile USA Inc 3.55% 5/8/2029
|
EUR
|
1,060,000
|
1,226,618
|
1,621,104
|
|||
TOTAL COMMUNICATION SERVICES
|
10,668,037
|
||
Consumer Discretionary - 0.7%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch Finance LLC 2.75% 5/28/2028 (d)
|
EUR
|
500,000
|
568,392
|
Automobiles - 0.4%
|
|||
American Honda Finance Corp 1.5% 10/19/2027
|
GBP
|
670,000
|
853,117
|
American Honda Finance Corp 3.95% 3/19/2032
|
EUR
|
150,000
|
172,429
|
Ford Credit Canada Co Cie Credit Ford Du Canada 4.222% 1/10/2028
|
CAD
|
300,000
|
213,134
|
General Motors Financial Co Inc 1.55% 7/30/2027 (d)
|
GBP
|
910,000
|
1,168,127
|
General Motors Financial Co Inc 3.9% 1/12/2028 (d)
|
EUR
|
100,000
|
115,645
|
General Motors Financial Co Inc 4% 7/10/2030 (d)
|
EUR
|
170,000
|
197,896
|
Stellantis NV 2.75% 4/1/2032 (d)
|
EUR
|
200,000
|
208,994
|
Stellantis NV 3.375% 11/19/2028 (d)
|
EUR
|
350,000
|
397,581
|
Stellantis NV 3.875% 6/6/2031 (d)
|
EUR
|
120,000
|
134,461
|
Stellantis NV 4% 3/19/2034 (d)
|
EUR
|
100,000
|
108,080
|
3,569,464
|
|||
Broadline Retail - 0.2%
|
|||
Amazon.com Inc 3.35% 3/16/2032
|
EUR
|
1,970,000
|
2,253,571
|
Hotels, Restaurants & Leisure - 0.1%
|
|||
Booking Holdings Inc 4.125% 5/12/2033
|
EUR
|
430,000
|
504,394
|
Booking Holdings Inc 4.5% 11/15/2031
|
EUR
|
150,000
|
180,021
|
Booking Holdings Inc 4.5% 5/9/2046
|
EUR
|
110,000
|
122,575
|
Booking Holdings Inc 4.75% 11/15/2034
|
EUR
|
210,000
|
255,533
|
McDonald's Corp 1.6% 3/15/2031 (d)
|
EUR
|
200,000
|
211,926
|
McDonald's Corp 3% 5/31/2034 (d)
|
EUR
|
130,000
|
142,118
|
McDonald's Corp 3.75% 5/31/2038 (d)
|
GBP
|
120,000
|
132,267
|
McDonald's Corp 4.107% 8/21/2032
|
CAD
|
370,000
|
263,812
|
1,812,646
|
|||
Textiles, Apparel & Luxury Goods - 0.0%
|
|||
VF Corp 0.25% 2/25/2028
|
EUR
|
606,000
|
654,057
|
TOTAL CONSUMER DISCRETIONARY
|
8,858,130
|
||
Consumer Staples - 0.5%
|
|||
Beverages - 0.2%
|
|||
Coca-Cola Co/The 0.375% 3/15/2033
|
EUR
|
906,000
|
856,885
|
Maple Parent Holdings Corp 3.881% 3/26/2030 (d)
|
EUR
|
290,000
|
333,872
|
PepsiCo Inc 0.4% 10/9/2032
|
EUR
|
440,000
|
421,250
|
PepsiCo Inc 1.125% 3/18/2031
|
EUR
|
560,000
|
584,289
|
2,196,296
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Mondelez International Holdings Netherlands BV 0.25% 9/9/2029 (d)
|
EUR
|
310,000
|
324,012
|
Mondelez International Holdings Netherlands BV 0.875% 10/1/2031 (d)
|
EUR
|
110,000
|
110,850
|
Nestle Finance International Ltd 0.25% 6/14/2029 (d)
|
EUR
|
120,000
|
128,050
|
Nestle Finance International Ltd 1.25% 11/2/2029 (d)
|
EUR
|
30,000
|
32,650
|
Nestle Finance International Ltd 3% 1/23/2031 (d)
|
EUR
|
200,000
|
229,433
|
Nestle Finance International Ltd 3.25% 1/23/2037 (d)
|
EUR
|
290,000
|
322,010
|
Nestle Holdings Inc 1.375% 6/23/2033 (d)
|
GBP
|
120,000
|
127,733
|
1,274,738
|
|||
Food Products - 0.1%
|
|||
General Mills Inc 3.907% 4/13/2029
|
EUR
|
210,000
|
244,572
|
Kraft Heinz Foods Co 3.5% 3/15/2029
|
EUR
|
450,000
|
518,617
|
Mondelez International Inc 4.625% 7/3/2031
|
CAD
|
210,000
|
153,304
|
916,493
|
|||
Household Products - 0.0%
|
|||
Procter & Gamble Co/The 1.8% 5/3/2029
|
GBP
|
381,000
|
472,494
|
Procter & Gamble Co/The 3.25% 8/2/2031
|
EUR
|
240,000
|
277,177
|
749,671
|
|||
Personal Care Products - 0.0%
|
|||
Haleon Netherlands Capital BV 1.75% 3/29/2030 (d)
|
EUR
|
190,000
|
206,348
|
Tobacco - 0.1%
|
|||
Altria Group Inc 2.2% 6/15/2027
|
EUR
|
398,000
|
451,572
|
Altria Group Inc 3.125% 6/15/2031
|
EUR
|
174,000
|
196,401
|
Philip Morris International Inc 1.45% 8/1/2039
|
EUR
|
100,000
|
82,978
|
Philip Morris International Inc 2% 5/9/2036
|
EUR
|
210,000
|
205,270
|
936,221
|
|||
TOTAL CONSUMER STAPLES
|
6,279,767
|
||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.812% 3/11/2034
|
EUR
|
260,000
|
299,031
|
Schlumberger Finance BV 2% 5/6/2032 (d)
|
EUR
|
230,000
|
245,269
|
544,300
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
BP Capital Markets BV 0.933% 12/4/2040 (d)
|
EUR
|
290,000
|
216,862
|
BP Capital Markets BV 1.467% 9/21/2041 (d)
|
EUR
|
100,000
|
78,956
|
BP Capital Markets PLC 1.637% 6/26/2029 (d)
|
EUR
|
100,000
|
109,631
|
Exxon Mobil Corp 0.835% 6/26/2032
|
EUR
|
160,000
|
158,910
|
Shell International Finance BV 0.5% 11/8/2031 (d)
|
EUR
|
310,000
|
308,331
|
Shell International Finance BV 1.25% 11/11/2032 (d)
|
EUR
|
130,000
|
131,347
|
1,004,037
|
|||
TOTAL ENERGY
|
1,548,337
|
||
Financials - 1.6%
|
|||
Banks - 0.5%
|
|||
Bank of America Corp 0.654% 10/26/2031 (b)(d)
|
EUR
|
200,000
|
204,053
|
Bank of America Corp 0.694% 3/22/2031 (b)(d)
|
EUR
|
486,000
|
504,784
|
Bank of America Corp 1.667% 6/2/2029 (b)(d)
|
GBP
|
100,000
|
125,304
|
Bank of America Corp 2.824% 4/27/2033 (b)(d)
|
EUR
|
160,000
|
176,277
|
Bank of America Corp 3.485% 3/10/2034 (b)(d)
|
EUR
|
160,000
|
181,561
|
Citigroup Inc 2.928% 10/22/2030 (b)
|
EUR
|
250,000
|
282,536
|
Citigroup Inc 4.112% 9/22/2033 (b)(d)
|
EUR
|
220,000
|
259,767
|
Citigroup Inc 4.113% 4/29/2036 (b)
|
EUR
|
110,000
|
128,640
|
Citigroup Inc 4.55% 6/3/2035 (b)
|
CAD
|
220,000
|
157,659
|
Citigroup Inc 5.07% 4/29/2028 (b)
|
CAD
|
1,560,000
|
1,117,734
|
John Deere Bank SA 3.3% 10/15/2029 (d)
|
EUR
|
200,000
|
230,375
|
JPMorgan Chase & Co 0.389% 2/24/2028 (b)(d)
|
EUR
|
792,000
|
891,219
|
JPMorgan Chase & Co 0.597% 2/17/2033 (b)(d)
|
EUR
|
160,000
|
156,452
|
JPMorgan Chase & Co 1.001% 7/25/2031 (b)(d)
|
EUR
|
100,000
|
104,403
|
JPMorgan Chase & Co 1.638% 5/18/2028 (b)(d)
|
EUR
|
210,000
|
237,418
|
JPMorgan Chase & Co 3.588% 1/23/2036 (b)(d)
|
EUR
|
380,000
|
429,240
|
Wells Fargo & Co 2.125% 9/24/2031 (d)
|
GBP
|
350,000
|
403,858
|
Wells Fargo & Co 5.083% 4/26/2028 (b)
|
CAD
|
1,570,000
|
1,124,743
|
6,716,023
|
|||
Capital Markets - 0.4%
|
|||
Athene Global Funding 2.47% 6/9/2028 (d)
|
CAD
|
510,000
|
351,766
|
Athene Global Funding 3.41% 2/25/2030 (d)
|
EUR
|
300,000
|
339,530
|
BMS Ireland Capital Funding DAC 4.581% 11/10/2055
|
EUR
|
150,000
|
169,725
|
GA Global Funding Trust 4.858% 7/22/2033 (d)
|
CAD
|
170,000
|
121,518
|
Goldman Sachs Group Inc/The 0.75% 3/23/2032 (d)
|
EUR
|
170,000
|
167,644
|
Goldman Sachs Group Inc/The 1% 3/18/2033 (d)
|
EUR
|
70,000
|
68,070
|
Goldman Sachs Group Inc/The 1.25% 2/7/2029 (d)
|
EUR
|
50,000
|
54,565
|
Goldman Sachs Group Inc/The 1.875% 12/16/2030 (d)
|
GBP
|
100,000
|
117,248
|
Goldman Sachs Group Inc/The 2% 11/1/2028 (d)
|
EUR
|
51,000
|
57,152
|
Goldman Sachs Group Inc/The 3.125% 7/25/2029 (d)
|
GBP
|
27,000
|
34,150
|
Goldman Sachs Group Inc/The 3.5% 1/23/2033 (b)(d)
|
EUR
|
180,000
|
204,983
|
Goldman Sachs Group Inc/The 3.625% 10/29/2029 (b)(d)
|
GBP
|
450,000
|
581,447
|
Goldman Sachs Group Inc/The 3.984% 12/18/2036 (b)(d)
|
EUR
|
350,000
|
400,562
|
Goldman Sachs Group Inc/The 5.77% 9/22/2036 (b)(d)
|
GBP
|
140,000
|
186,860
|
Morgan Stanley 0.495% 10/26/2029 (b)
|
EUR
|
100,000
|
107,442
|
Morgan Stanley 0.497% 2/7/2031 (b)
|
EUR
|
380,000
|
392,066
|
Morgan Stanley 1.102% 4/29/2033 (b)
|
EUR
|
493,000
|
490,822
|
Morgan Stanley 3.749% 11/7/2036 (b)
|
EUR
|
240,000
|
270,387
|
Morgan Stanley 3.79% 3/21/2030 (b)
|
EUR
|
350,000
|
405,349
|
Morgan Stanley 4.656% 3/2/2029 (b)
|
EUR
|
330,000
|
386,488
|
Morgan Stanley 5.789% 11/18/2033 (b)
|
GBP
|
170,000
|
230,957
|
Nasdaq Inc 0.875% 2/13/2030
|
EUR
|
100,000
|
104,931
|
5,243,662
|
|||
Consumer Finance - 0.1%
|
|||
Ford Motor Credit Co LLC 4.066% 8/21/2030
|
EUR
|
250,000
|
287,211
|
Ford Motor Credit Co LLC 4.165% 11/21/2028
|
EUR
|
160,000
|
185,480
|
Ford Motor Credit Co LLC 4.867% 8/3/2027
|
EUR
|
320,000
|
371,973
|
Ford Motor Credit Co LLC 5.625% 10/9/2028
|
GBP
|
280,000
|
373,723
|
Ford Motor Credit Co LLC 6.125% 5/15/2028
|
EUR
|
130,000
|
155,804
|
John Deere Financial Ltd 4.45% 6/21/2030
|
AUD
|
290,000
|
195,300
|
1,569,491
|
|||
Financial Services - 0.4%
|
|||
Berkshire Hathaway Inc 2.15% 3/15/2028
|
EUR
|
797,000
|
899,714
|
CRH SMW Finance DAC 4% 7/11/2031 (d)
|
EUR
|
120,000
|
141,309
|
DH Europe Finance II Sarl 0.75% 9/18/2031
|
EUR
|
456,000
|
458,903
|
DH Europe Finance II Sarl 1.35% 9/18/2039
|
EUR
|
192,000
|
163,101
|
Fidelity National Information Services Inc 1.5% 5/21/2027
|
EUR
|
758,000
|
855,060
|
Fiserv Inc 1.625% 7/1/2030
|
EUR
|
320,000
|
338,560
|
Nestle Capital Corp 4.55% 3/13/2030 (d)
|
AUD
|
1,740,000
|
1,188,113
|
Upjohn Finance BV 1.362% 6/23/2027 (d)
|
EUR
|
460,000
|
518,148
|
Visa Inc 2.375% 6/15/2034
|
EUR
|
210,000
|
224,224
|
4,787,132
|
|||
Insurance - 0.2%
|
|||
Berkshire Hathaway Fin Corp 2% 3/18/2034
|
EUR
|
160,000
|
165,220
|
Berkshire Hathaway Fin Corp 2.375% 6/19/2039
|
GBP
|
270,000
|
251,070
|
Chubb INA Holdings LLC 1.55% 3/15/2028
|
EUR
|
639,000
|
713,117
|
MassMutual Global Funding II 4.127% 7/15/2032 (d)
|
CAD
|
220,000
|
156,543
|
Metropolitan Life Global Funding I 0.5% 5/25/2029 (d)
|
EUR
|
100,000
|
106,186
|
Metropolitan Life Global Funding I 1.625% 10/12/2028 (d)
|
GBP
|
110,000
|
136,419
|
Metropolitan Life Global Funding I 2.45% 1/12/2029 (d)
|
CAD
|
230,000
|
158,876
|
Metropolitan Life Global Funding I 3.625% 3/26/2034 (d)
|
EUR
|
110,000
|
125,531
|
Metropolitan Life Global Funding I 4.75% 8/27/2031 (d)
|
GBP
|
320,000
|
422,035
|
New York Life Global Funding 0.125% 7/23/2030 (d)
|
CHF
|
215,000
|
257,639
|
New York Life Global Funding 3.45% 1/30/2031 (d)
|
EUR
|
220,000
|
252,624
|
New York Life Global Funding 3.625% 1/9/2030 (d)
|
EUR
|
190,000
|
220,095
|
2,965,355
|
|||
TOTAL FINANCIALS
|
21,281,663
|
||
Health Care - 0.5%
|
|||
Health Care Equipment & Supplies - 0.1%
|
|||
American Medical Systems Europe BV 3.25% 3/8/2034
|
EUR
|
170,000
|
189,311
|
Becton Dickinson & Co 3.828% 6/7/2032
|
EUR
|
110,000
|
127,690
|
Becton Dickinson Euro Finance Sarl 4.029% 6/7/2036
|
EUR
|
130,000
|
150,235
|
Medtronic Global Holdings SCA 1.625% 10/15/2050
|
EUR
|
170,000
|
113,482
|
Medtronic Global Holdings SCA 1.75% 7/2/2049
|
EUR
|
227,000
|
159,964
|
Medtronic Global Holdings SCA 3.375% 10/15/2034
|
EUR
|
120,000
|
135,567
|
Medtronic Inc 4.2% 10/15/2045
|
EUR
|
100,000
|
111,970
|
Stryker Corp 1% 12/3/2031
|
EUR
|
200,000
|
202,384
|
Thermo Fisher Scientific Finance I BV 1.625% 10/18/2041
|
EUR
|
150,000
|
124,099
|
Thermo Fisher Scientific Finance I BV 2% 10/18/2051
|
EUR
|
170,000
|
123,768
|
1,438,470
|
|||
Health Care Providers & Services - 0.0%
|
|||
McKesson Corp 3.125% 2/17/2029
|
GBP
|
573,000
|
732,350
|
Life Sciences Tools & Services - 0.0%
|
|||
Thermo Fisher Scientific Inc 1.875% 10/1/2049
|
EUR
|
106,000
|
77,348
|
Pharmaceuticals - 0.4%
|
|||
Eli Lilly & Co 1.7% 11/1/2049
|
EUR
|
140,000
|
103,590
|
Johnson & Johnson 3.2% 6/1/2032
|
EUR
|
260,000
|
298,577
|
Johnson & Johnson 3.35% 2/26/2037
|
EUR
|
110,000
|
123,521
|
Johnson & Johnson 3.6% 2/26/2045
|
EUR
|
160,000
|
173,871
|
MSD Netherlands Capital BV 3.25% 5/30/2032
|
EUR
|
360,000
|
411,004
|
MSD Netherlands Capital BV 3.7% 5/30/2044
|
EUR
|
100,000
|
107,829
|
Novartis Finance SA 1.375% 8/14/2030 (d)
|
EUR
|
340,000
|
366,447
|
Novartis Finance SA 3.1% 1/13/2032 (d)
|
EUR
|
450,000
|
513,456
|
Pfizer Inc 2.735% 6/15/2043 (d)
|
GBP
|
110,000
|
95,997
|
Pfizer Netherlands International Finance BV 3.25% 5/19/2032
|
EUR
|
220,000
|
250,705
|
Roche Finance Europe BV 3.227% 5/3/2030 (d)
|
EUR
|
380,000
|
438,792
|
Roche Finance Europe BV 3.564% 5/3/2044 (d)
|
EUR
|
130,000
|
142,522
|
Sanofi SA 0.875% 3/21/2029 (d)
|
EUR
|
700,000
|
761,228
|
Sanofi SA 3% 5/5/2029 (d)
|
EUR
|
1,100,000
|
1,260,142
|
5,047,681
|
|||
TOTAL HEALTH CARE
|
7,295,849
|
||
Industrials - 0.3%
|
|||
Aerospace & Defense - 0.0%
|
|||
GE Aerospace 2.125% 5/17/2037
|
EUR
|
230,000
|
225,676
|
Air Freight & Logistics - 0.0%
|
|||
FedEx Corp 0.95% 5/4/2033
|
EUR
|
371,000
|
349,462
|
Building Products - 0.0%
|
|||
Carrier Global Corp 4.125% 5/29/2028
|
EUR
|
260,000
|
302,869
|
Johnson Controls International PLC / Tyco Fire & Security Finance SCA 3.125% 12/11/2033
|
EUR
|
100,000
|
111,101
|
413,970
|
|||
Electrical Equipment - 0.3%
|
|||
Eaton Capital ULC 3.601% 5/21/2031 (d)
|
EUR
|
370,000
|
429,230
|
Schneider Electric SE 3% 1/10/2031 (d)
|
EUR
|
300,000
|
341,592
|
Schneider Electric SE 3.25% 11/9/2027 (d)
|
EUR
|
1,100,000
|
1,262,365
|
Schneider Electric SE 3.624% 9/2/2037 (d)
|
EUR
|
100,000
|
113,906
|
2,147,093
|
|||
Industrial Conglomerates - 0.0%
|
|||
Honeywell International Inc 0.75% 3/10/2032
|
EUR
|
150,000
|
148,834
|
Machinery - 0.0%
|
|||
CNH Industrial NV 3.75% 6/11/2031 (d)
|
EUR
|
140,000
|
161,516
|
Illinois Tool Works Inc 1% 6/5/2031
|
EUR
|
100,000
|
103,071
|
264,587
|
|||
Marine Transportation - 0.0%
|
|||
AP Moller - Maersk A/S 3.75% 3/5/2032 (d)
|
EUR
|
120,000
|
139,192
|
TOTAL INDUSTRIALS
|
3,688,814
|
||
Information Technology - 0.1%
|
|||
IT Services - 0.1%
|
|||
IBM Corporation 1.2% 2/11/2040
|
EUR
|
272,000
|
217,456
|
IBM Corporation 3% 2/3/2031
|
EUR
|
450,000
|
507,489
|
IBM Corporation 4% 2/6/2043
|
EUR
|
100,000
|
109,192
|
IBM Corporation 4.875% 2/6/2038
|
GBP
|
140,000
|
169,207
|
1,003,344
|
|||
Technology Hardware, Storage & Peripherals - 0.0%
|
|||
Apple Inc 0.5% 11/15/2031
|
EUR
|
911,000
|
916,042
|
TOTAL INFORMATION TECHNOLOGY
|
1,919,386
|
||
Materials - 0.2%
|
|||
Chemicals - 0.2%
|
|||
Air Products and Chemicals Inc 0.5% 5/5/2028
|
EUR
|
1,223,000
|
1,336,708
|
Dow Chemical Co/The 1.875% 3/15/2040
|
EUR
|
232,000
|
192,304
|
Linde PLC 0.375% 9/30/2033 (d)
|
EUR
|
200,000
|
185,369
|
Linde PLC 1% 9/30/2051 (d)
|
EUR
|
100,000
|
57,538
|
Linde PLC 1.625% 3/31/2035 (d)
|
EUR
|
300,000
|
293,169
|
TOTAL MATERIALS
|
2,065,088
|
||
Real Estate - 0.4%
|
|||
Diversified REITs - 0.1%
|
|||
Digital Dutch Finco BV 1.5% 3/15/2030 (d)
|
EUR
|
100,000
|
107,330
|
Digital Intrepid Holding BV 0.625% 7/15/2031 (d)
|
EUR
|
280,000
|
275,945
|
Equinix Canada Financing Ltd 4% 11/15/2032
|
CAD
|
210,000
|
146,201
|
Equinix Europe 2 Financing Corp LLC 3.25% 3/15/2031
|
EUR
|
210,000
|
237,002
|
WPC Eurobond BV 0.95% 6/1/2030
|
EUR
|
200,000
|
207,811
|
974,289
|
|||
Industrial REITs - 0.3%
|
|||
Prologis Euro Finance LLC 1.875% 1/5/2029
|
EUR
|
900,000
|
998,943
|
Prologis Euro Finance LLC 4% 5/5/2034
|
EUR
|
140,000
|
162,828
|
Prologis LP 2.25% 6/30/2029
|
GBP
|
619,000
|
769,829
|
Prologis LP 4.2% 2/15/2033
|
CAD
|
470,000
|
333,906
|
2,265,506
|
|||
Real Estate Management & Development - 0.0%
|
|||
Digital Euro Finco LLC 1.125% 4/9/2028 (d)
|
EUR
|
440,000
|
486,261
|
Digital Euro Finco LLC 4.25% 11/20/2037 (d)
|
EUR
|
120,000
|
135,051
|
621,312
|
|||
Retail REITs - 0.0%
|
|||
Realty Income Corp 1.75% 7/13/2033
|
GBP
|
413,000
|
435,260
|
Specialized REITs - 0.0%
|
|||
American Tower Corp 1% 1/15/2032
|
EUR
|
140,000
|
140,332
|
American Tower Corp 3.625% 5/30/2032
|
EUR
|
100,000
|
115,085
|
Public Storage Operating Co 0.875% 1/24/2032
|
EUR
|
245,000
|
243,066
|
498,483
|
|||
TOTAL REAL ESTATE
|
4,794,850
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Duke Energy Corp 3.1% 6/15/2028
|
EUR
|
220,000
|
251,225
|
NextEra Energy Capital Holdings Inc 4.496% 5/15/2056 (b)
|
EUR
|
120,000
|
135,223
|
NextEra Energy Capital Holdings Inc 4.67% 6/12/2035
|
CAD
|
100,000
|
72,173
|
NextEra Energy Capital Holdings Inc 4.75% 2/26/2056 (b)
|
EUR
|
100,000
|
113,008
|
571,629
|
|||
Gas Utilities - 0.0%
|
|||
National Grid North America Inc 3.247% 11/25/2029 (d)
|
EUR
|
470,000
|
537,830
|
National Grid North America Inc 3.631% 9/3/2031 (d)
|
EUR
|
130,000
|
149,936
|
687,766
|
|||
TOTAL UTILITIES
|
1,259,395
|
||
TOTAL UNITED STATES
|
69,659,316
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $445,247,644)
|
440,481,229
|
||
Preferred Securities - 0.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
FRANCE - 0.2%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
TotalEnergies SE 2% (b)(c)(d)
|
EUR
|
1,020,000
|
1,159,009
|
TotalEnergies SE 2.125% (b)(c)(d)
|
EUR
|
160,000
|
164,822
|
TotalEnergies SE 4.12% (b)(c)(d)
|
EUR
|
250,000
|
292,886
|
TOTAL ENERGY
|
1,616,717
|
||
Utilities - 0.1%
|
|||
Multi-Utilities - 0.1%
|
|||
Engie SA 1.5% (b)(c)(d)
|
EUR
|
1,200,000
|
1,325,751
|
Veolia Environnement SA 1.625% (b)(c)(d)
|
EUR
|
100,000
|
115,458
|
TOTAL UTILITIES
|
1,441,209
|
||
TOTAL FRANCE
|
3,057,926
|
||
GERMANY - 0.2%
|
|||
Consumer Discretionary - 0.2%
|
|||
Automobiles - 0.2%
|
|||
Volkswagen International Finance NV 3.748% (b)(c)(d)
|
EUR
|
500,000
|
579,537
|
Volkswagen International Finance NV 3.875% (b)(c)(d)
|
EUR
|
1,100,000
|
1,259,104
|
Volkswagen International Finance NV 4.625% (b)(c)(d)
|
EUR
|
300,000
|
344,706
|
TOTAL GERMANY
|
2,183,347
|
||
ITALY - 0.2%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Eni SpA 2% (b)(c)(d)
|
EUR
|
700,000
|
793,658
|
Eni SpA 3.375% (b)(c)(d)
|
EUR
|
220,000
|
253,687
|
TOTAL ENERGY
|
1,047,345
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Enel SpA 1.375% (b)(c)(d)
|
EUR
|
600,000
|
677,057
|
Enel SpA 4.125% (b)(c)(d)
|
EUR
|
210,000
|
241,616
|
Enel SpA 6.375% (b)(c)(d)
|
EUR
|
100,000
|
126,591
|
TOTAL UTILITIES
|
1,045,264
|
||
TOTAL ITALY
|
2,092,609
|
||
SPAIN - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Repsol International Finance BV 4.247% (b)(c)(d)
|
EUR
|
200,000
|
236,776
|
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Iberdrola Finanzas SA 1.575% (b)(c)(d)
|
EUR
|
1,200,000
|
1,352,159
|
Iberdrola International BV 1.825% (b)(c)(d)
|
EUR
|
100,000
|
108,573
|
TOTAL UTILITIES
|
1,460,732
|
||
TOTAL SPAIN
|
1,697,508
|
||
UNITED KINGDOM - 0.0%
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
SSE PLC 4% (b)(c)(d)
|
EUR
|
140,000
|
164,469
|
UNITED STATES - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
BP Capital Markets PLC 4.25% (b)(c)(d)
|
GBP
|
210,000
|
276,741
|
|
TOTAL PREFERRED SECURITIES
(Cost $9,233,130)
|
9,472,600
|
||
Money Market Funds - 0.7%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (j)
(Cost $9,292,975)
|
3.69
|
9,291,148
|
9,293,006
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.5%
(Cost $1,433,217,798)
|
1,353,866,967
|
NET OTHER ASSETS (LIABILITIES) - 0.5%
|
7,056,715
|
NET ASSETS - 100.0%
|
1,360,923,682
|
Futures Contracts
|
||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value and Unrealized
Appreciation/
(Depreciation) ($)
|
|
LONG
|
||||
Eurex Euro-Bobl Contracts (Germany)
|
19
|
9/2026
|
2,504,831
|
12,634
|
ICE Long GILT Futures (United Kingdom)
|
6
|
9/2026
|
709,996
|
15,232
|
TOTAL LONG
|
27,866
|
|||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
AUD
|
3,623,832
|
USD
|
2,507,909
|
BNP Paribas SA
|
7/2026
|
1,051
|
AUD
|
164,000
|
USD
|
115,760
|
Bank of America NA
|
7/2026
|
(2,215)
|
AUD
|
398,000
|
USD
|
274,582
|
JPMorgan Chase Bank NA
|
7/2026
|
974
|
AUD
|
82,540,000
|
USD
|
56,837,044
|
Royal Bank of Canada
|
7/2026
|
309,525
|
CAD
|
8,727,000
|
USD
|
6,290,559
|
JPMorgan Chase Bank NA
|
7/2026
|
(137,201)
|
CAD
|
138,461,128
|
USD
|
97,503,717
|
JPMorgan Chase Bank NA
|
7/2026
|
124,436
|
CAD
|
7,592,406
|
USD
|
5,345,635
|
Royal Bank of Canada
|
7/2026
|
7,727
|
CHF
|
425,727
|
USD
|
527,327
|
Bank of America NA
|
7/2026
|
(437)
|
CHF
|
2,333,000
|
USD
|
2,917,126
|
Bank of America NA
|
7/2026
|
(29,750)
|
CHF
|
566,000
|
USD
|
720,465
|
JPMorgan Chase Bank NA
|
7/2026
|
(19,970)
|
CHF
|
14,588,308
|
USD
|
18,063,778
|
State Street Bank & Trust Co
|
7/2026
|
(8,942)
|
DKK
|
1,758,500
|
USD
|
268,841
|
Citibank NA
|
7/2026
|
(25)
|
DKK
|
10,712,000
|
USD
|
1,669,809
|
Royal Bank of Canada
|
7/2026
|
(32,302)
|
DKK
|
38,261,000
|
USD
|
5,848,875
|
State Street Bank & Trust Co
|
7/2026
|
(45)
|
EUR
|
711,076,000
|
USD
|
812,404,330
|
Bank of America NA
|
7/2026
|
71,107
|
EUR
|
998,000
|
USD
|
1,151,884
|
Bank of America NA
|
7/2026
|
(11,569)
|
EUR
|
1,714,000
|
USD
|
1,952,277
|
HSBC Bank USA NA
|
7/2026
|
6,139
|
EUR
|
7,796,000
|
USD
|
9,033,882
|
JPMorgan Chase Bank NA
|
7/2026
|
(126,173)
|
EUR
|
30,705,000
|
USD
|
35,075,550
|
Royal Bank of Canada
|
7/2026
|
7,983
|
EUR
|
1,433,000
|
USD
|
1,664,391
|
Royal Bank of Canada
|
7/2026
|
(27,045)
|
GBP
|
3,950,000
|
USD
|
5,243,159
|
BNP Paribas SA
|
7/2026
|
(3,681)
|
GBP
|
299,000
|
USD
|
394,747
|
Brown Brothers Harriman & Co.
|
7/2026
|
1,862
|
GBP
|
97,652,000
|
USD
|
129,476,787
|
Goldman Sachs Bank USA
|
7/2026
|
53,708
|
HKD
|
3,040,000
|
USD
|
387,610
|
Bank of America NA
|
7/2026
|
4
|
JPY
|
24,204,650,000
|
USD
|
149,448,321
|
Goldman Sachs Bank USA
|
7/2026
|
(583,657)
|
JPY
|
58,900,000
|
USD
|
364,301
|
JPMorgan Chase Bank NA
|
7/2026
|
(2,051)
|
JPY
|
1,059,580,120
|
USD
|
6,520,557
|
JPMorgan Chase Bank NA
|
7/2026
|
(3,874)
|
NOK
|
2,789,002
|
USD
|
281,630
|
Brown Brothers Harriman & Co.
|
7/2026
|
130
|
NOK
|
199,000
|
USD
|
20,930
|
JPMorgan Chase Bank NA
|
7/2026
|
(826)
|
NOK
|
24,244,000
|
USD
|
2,443,213
|
State Street Bank & Trust Co
|
7/2026
|
6,047
|
NZD
|
10,865,946
|
USD
|
6,141,704
|
JPMorgan Chase Bank NA
|
7/2026
|
29,610
|
NZD
|
611,316
|
USD
|
347,393
|
State Street Bank & Trust Co
|
7/2026
|
(196)
|
SEK
|
2,793,483
|
USD
|
288,404
|
Bank of America NA
|
7/2026
|
(307)
|
SEK
|
280,000
|
USD
|
29,749
|
HSBC Bank USA NA
|
7/2026
|
(873)
|
SEK
|
130,867,900
|
USD
|
13,461,698
|
State Street Bank & Trust Co
|
7/2026
|
34,916
|
SGD
|
9,388,916
|
USD
|
7,259,770
|
Bank of America NA
|
7/2026
|
(2,637)
|
SGD
|
465,163
|
USD
|
359,572
|
Bank of America NA
|
7/2026
|
(25)
|
SGD
|
697,000
|
USD
|
540,707
|
Brown Brothers Harriman & Co.
|
7/2026
|
(1,963)
|
USD
|
55,850,632
|
AUD
|
78,117,000
|
BNP Paribas SA
|
7/2026
|
1,766,327
|
USD
|
1,475,887
|
AUD
|
2,056,000
|
Goldman Sachs Bank USA
|
7/2026
|
52,416
|
USD
|
1,611,266
|
AUD
|
2,289,000
|
Goldman Sachs Bank USA
|
7/2026
|
26,477
|
USD
|
456,485
|
AUD
|
640,000
|
State Street Bank & Trust Co
|
7/2026
|
13,381
|
USD
|
3,008,020
|
AUD
|
4,349,000
|
BNP Paribas SA
|
8/2026
|
(1,084)
|
USD
|
57,020,058
|
AUD
|
82,858,000
|
Royal Bank of Canada
|
8/2026
|
(309,972)
|
USD
|
521,557
|
CAD
|
727,000
|
Canadian Imperial Bank of Commerce
|
7/2026
|
8,953
|
USD
|
747,983
|
CAD
|
1,034,000
|
Canadian Imperial Bank of Commerce
|
7/2026
|
18,916
|
USD
|
95,101,808
|
CAD
|
131,154,000
|
JPMorgan Chase Bank NA
|
7/2026
|
2,625,869
|
USD
|
3,288,788
|
CAD
|
4,531,000
|
JPMorgan Chase Bank NA
|
7/2026
|
94,006
|
USD
|
7,196,707
|
CAD
|
9,989,000
|
Royal Bank of Canada
|
7/2026
|
153,520
|
USD
|
97,650,449
|
CAD
|
138,474,000
|
JPMorgan Chase Bank NA
|
8/2026
|
(138,603)
|
USD
|
5,825,395
|
CAD
|
8,262,000
|
Royal Bank of Canada
|
8/2026
|
(9,153)
|
USD
|
226,072
|
CHF
|
176,000
|
Brown Brothers Harriman & Co.
|
7/2026
|
8,250
|
USD
|
4,045,426
|
CHF
|
3,217,000
|
Brown Brothers Harriman & Co.
|
7/2026
|
63,991
|
USD
|
64,269
|
CHF
|
51,000
|
Brown Brothers Harriman & Co.
|
7/2026
|
1,151
|
USD
|
17,968,949
|
CHF
|
14,054,000
|
Royal Bank of Canada
|
7/2026
|
575,384
|
USD
|
688,688
|
CHF
|
554,000
|
Bank of America NA
|
8/2026
|
417
|
USD
|
18,088,729
|
CHF
|
14,556,000
|
State Street Bank & Trust Co
|
8/2026
|
4,833
|
USD
|
7,334,511
|
DKK
|
46,968,000
|
JPMorgan Chase Bank NA
|
7/2026
|
154,671
|
USD
|
313,333
|
DKK
|
2,005,000
|
JPMorgan Chase Bank NA
|
7/2026
|
6,835
|
USD
|
292,815
|
DKK
|
1,912,000
|
Citibank NA
|
8/2026
|
(4)
|
USD
|
5,853,455
|
DKK
|
38,224,000
|
State Street Bank & Trust Co
|
8/2026
|
(459)
|
USD
|
2,685,722
|
EUR
|
2,313,000
|
Bank of America NA
|
7/2026
|
42,888
|
USD
|
807,327,894
|
EUR
|
691,611,000
|
Bank of America NA
|
7/2026
|
17,093,167
|
USD
|
6,158,397
|
EUR
|
5,268,000
|
Citibank NA
|
7/2026
|
139,181
|
USD
|
3,220,067
|
EUR
|
2,764,000
|
HSBC Bank USA NA
|
7/2026
|
61,921
|
USD
|
887,982
|
EUR
|
767,000
|
JPMorgan Chase Bank NA
|
7/2026
|
11,607
|
USD
|
2,682,620
|
EUR
|
2,317,000
|
State Street Bank & Trust Co
|
7/2026
|
35,216
|
USD
|
21,416,021
|
EUR
|
18,343,000
|
State Street Bank & Trust Co
|
7/2026
|
457,309
|
USD
|
815,000,259
|
EUR
|
712,396,000
|
Bank of America NA
|
8/2026
|
(144,041)
|
USD
|
38,825,337
|
EUR
|
33,942,000
|
Royal Bank of Canada
|
8/2026
|
(12,090)
|
USD
|
118,713,785
|
GBP
|
88,327,000
|
BNP Paribas SA
|
7/2026
|
1,552,436
|
USD
|
2,026,862
|
GBP
|
1,504,000
|
Goldman Sachs Bank USA
|
7/2026
|
31,882
|
USD
|
7,011,901
|
GBP
|
5,230,000
|
HSBC Bank USA NA
|
7/2026
|
74,568
|
USD
|
3,906,174
|
GBP
|
2,903,000
|
JPMorgan Chase Bank NA
|
7/2026
|
55,489
|
USD
|
6,383,247
|
GBP
|
4,809,000
|
BNP Paribas SA
|
8/2026
|
4,487
|
USD
|
129,942,382
|
GBP
|
98,006,000
|
Goldman Sachs Bank USA
|
8/2026
|
(54,859)
|
USD
|
120,733
|
HKD
|
945,000
|
Bank of America NA
|
7/2026
|
241
|
USD
|
267,620
|
HKD
|
2,095,000
|
Brown Brothers Harriman & Co.
|
7/2026
|
497
|
USD
|
386,026
|
HKD
|
3,024,000
|
Bank of America NA
|
8/2026
|
(41)
|
USD
|
149,708,226
|
JPY
|
23,776,900,000
|
BNP Paribas SA
|
7/2026
|
3,474,332
|
USD
|
3,063,122
|
JPY
|
486,650,000
|
Royal Bank of Canada
|
7/2026
|
70,102
|
USD
|
150,065,341
|
JPY
|
24,241,300,000
|
Goldman Sachs Bank USA
|
8/2026
|
563,765
|
USD
|
7,322,147
|
JPY
|
1,186,750,000
|
JPMorgan Chase Bank NA
|
8/2026
|
3,191
|
USD
|
2,636,128
|
NOK
|
24,443,000
|
Royal Bank of Canada
|
7/2026
|
166,764
|
USD
|
309,163
|
NOK
|
3,063,000
|
Brown Brothers Harriman & Co.
|
8/2026
|
(131)
|
USD
|
2,462,625
|
NOK
|
24,447,000
|
State Street Bank & Trust Co
|
8/2026
|
(5,970)
|
USD
|
6,440,137
|
NZD
|
10,866,000
|
Royal Bank of Canada
|
7/2026
|
268,792
|
USD
|
6,223,339
|
NZD
|
10,998,000
|
JPMorgan Chase Bank NA
|
8/2026
|
(30,362)
|
USD
|
414,728
|
NZD
|
729,000
|
State Street Bank & Trust Co
|
8/2026
|
203
|
USD
|
1,633,443
|
SEK
|
15,426,000
|
Bank of America NA
|
7/2026
|
42,535
|
USD
|
12,512,819
|
SEK
|
115,756,000
|
JPMorgan Chase Bank NA
|
7/2026
|
574,719
|
USD
|
368,609
|
SEK
|
3,564,000
|
Bank of America NA
|
8/2026
|
350
|
USD
|
13,489,548
|
SEK
|
130,905,000
|
State Street Bank & Trust Co
|
8/2026
|
(36,534)
|
USD
|
7,225,426
|
SGD
|
9,204,000
|
Bank of America NA
|
7/2026
|
111,223
|
USD
|
697,366
|
SGD
|
890,000
|
Brown Brothers Harriman & Co.
|
7/2026
|
9,444
|
USD
|
330,057
|
SGD
|
426,000
|
Bank of America NA
|
8/2026
|
(21)
|
USD
|
7,285,071
|
SGD
|
9,400,000
|
Bank of America NA
|
8/2026
|
1,657
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
29,339,494
|
|||||
Unrealized Appreciation
|
31,078,582
|
|||||
Unrealized Depreciation
|
(1,739,088)
|
|||||
AUD
|
-
|
Australian Dollar
|
CAD
|
-
|
Canadian Dollar
|
CHF
|
-
|
Swiss Franc
|
DKK
|
-
|
Danish Krone
|
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
British Pound Sterling
|
HKD
|
-
|
Hong Kong Dollar
|
JPY
|
-
|
Japanese Yen
|
NOK
|
-
|
Norwegian Krone
|
NZD
|
-
|
New Zealand Dollar
|
RUB
|
-
|
Russian Ruble
|
SEK
|
-
|
Swedish Krona
|
SGD
|
-
|
Singapore Dollar
|
USD
|
-
|
United States Dollar
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
Security is perpetual in nature with no stated maturity date.
|
(d)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $977,498,966 or 71.8% of net assets.
|
(e)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(f)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $280,090,110 or 20.6% of net assets.
|
(g)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $68,670.
|
(h)
|
Level 3 security.
|
(i)
|
Non-income producing - Security is in default.
|
(j)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
4,449,160
|
147,347,214
|
142,503,399
|
134,499
|
(265)
|
296
|
9,293,006
|
9,291,148
|
0.0%
|
Total
|
4,449,160
|
147,347,214
|
142,503,399
|
134,499
|
(265)
|
296
|
9,293,006
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Foreign Government and Government Agency Obligations
|
894,620,132
|
-
|
894,620,132
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
27,569,937
|
-
|
27,569,937
|
-
|
Consumer Discretionary
|
17,969,962
|
-
|
17,969,962
|
-
|
Consumer Staples
|
16,747,072
|
-
|
16,747,072
|
-
|
Energy
|
8,073,148
|
-
|
8,073,148
|
-
|
Financials
|
270,292,429
|
-
|
270,292,429
|
-
|
Health Care
|
9,971,443
|
-
|
9,971,443
|
-
|
Industrials
|
27,398,381
|
-
|
27,398,381
|
-
|
Information Technology
|
4,429,829
|
-
|
4,429,829
|
-
|
Materials
|
6,851,858
|
-
|
6,851,858
|
-
|
Real Estate
|
15,037,289
|
-
|
15,037,289
|
-
|
Utilities
|
36,139,881
|
-
|
36,139,881
|
-
|
Preferred Securities
|
||||
Consumer Discretionary
|
2,183,347
|
-
|
2,183,347
|
-
|
Energy
|
3,177,579
|
-
|
3,177,579
|
-
|
Utilities
|
4,111,674
|
-
|
4,111,674
|
-
|
Money Market Funds
|
9,293,006
|
9,293,006
|
-
|
-
|
Total Investments in Securities:
|
1,353,866,967
|
9,293,006
|
1,344,573,961
|
-
|
Derivative Instruments:
|
||||
Assets
|
||||
Futures Contracts
|
27,866
|
27,866
|
-
|
-
|
Forward Foreign Currency Contracts
|
31,078,582
|
-
|
31,078,582
|
-
|
Total Assets
|
31,106,448
|
27,866
|
31,078,582
|
-
|
Liabilities
|
||||
Forward Foreign Currency Contracts
|
(1,739,088)
|
-
|
(1,739,088)
|
-
|
Total Liabilities
|
(1,739,088)
|
-
|
(1,739,088)
|
-
|
Total Derivative Instruments:
|
29,367,360
|
27,866
|
29,339,494
|
-
|
Primary Risk Exposure / Derivative Type
|
Value
|
|
Asset ($)
|
Liability ($)
|
|
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts (a)
|
31,078,582
|
(1,739,088)
|
Total Foreign Exchange Risk
|
31,078,582
|
(1,739,088)
|
Interest Rate Risk
|
||
Futures Contracts (b)
|
27,866
|
-
|
Total Interest Rate Risk
|
27,866
|
-
|
Total Value of Derivatives
|
31,106,448
|
(1,739,088)
|
|
Counterparty
|
Value of
Derivative
Assets ($)
|
Value of
Derivative
Liabilities ($)
|
Collateral
Received(a) ($)
|
Collateral
Pledged(a) ($)
|
Net(b) ($)
|
|||||
Bank of America NA
|
17,363,589
|
(191,043)
|
(17,172,546)
|
-
|
-
|
|||||
BNP Paribas SA
|
6,798,633
|
(4,765)
|
(6,793,868)
|
-
|
-
|
|||||
Brown Brothers Harriman & Co
|
85,325
|
(2,094)
|
-
|
-
|
83,231
|
|||||
Canadian Imperial Bank of Commerce
|
27,869
|
-
|
-
|
-
|
27,869
|
|||||
Citibank NA
|
139,181
|
(29)
|
-
|
-
|
139,152
|
|||||
Goldman Sachs Bank USA
|
728,248
|
(638,516)
|
-
|
-
|
89,732
|
|||||
HSBC Bank
|
142,628
|
(873)
|
-
|
-
|
141,755
|
|||||
JPMorgan Chase Bank NA
|
3,681,407
|
(459,060)
|
(3,222,347)
|
-
|
-
|
|||||
Royal Bank of Canada
|
1,559,797
|
(390,562)
|
(1,169,235)
|
-
|
-
|
|||||
State Street Bank & Trust Co
|
551,905
|
(52,146)
|
(499,759)
|
-
|
-
|
|||||
Total
|
$
|
31,078,582
|
$
|
(1,739,088)
|
$
|
(28,857,755)
|
$
|
-
|
$
|
481,739
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $1,423,924,823)
|
$
|
1,344,573,961
|
||
Fidelity Central Funds (cost $9,292,975)
|
9,293,006
|
|||
Total Investment in Securities (cost $1,433,217,798)
|
$
|
1,353,866,967
|
||
Foreign currency held at value (cost $598,087)
|
596,945
|
|||
Receivable for investments sold
|
1,198,986
|
|||
Unrealized appreciation on forward foreign currency contracts
|
31,078,582
|
|||
Receivable for fund shares sold
|
23,180,171
|
|||
Interest receivable
|
11,660,205
|
|||
Distributions receivable from Fidelity Central Funds
|
17,859
|
|||
Total assets
|
1,421,599,715
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
57,121,135
|
||
Unrealized depreciation on forward foreign currency contracts
|
1,739,088
|
|||
Payable for fund shares redeemed
|
1,745,160
|
|||
Accrued management fee
|
66,366
|
|||
Payable for variation margin on futures contracts
|
4,284
|
|||
Total liabilities
|
60,676,033
|
|||
Net Assets
|
$
|
1,360,923,682
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
1,411,383,123
|
||
Total accumulated earnings (loss)
|
(50,459,441)
|
|||
Net Assets
|
$
|
1,360,923,682
|
||
Net Asset Value, offering price and redemption price per share ($1,360,923,682 ÷ 147,347,912 shares)
|
$
|
9.24
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Dividends
|
$
|
118,105
|
||
Interest
|
16,882,339
|
|||
Income from Fidelity Central Funds
|
134,499
|
|||
Income before foreign taxes withheld
|
$
|
17,134,943
|
||
Less foreign taxes withheld
|
(21,649)
|
|||
Total income
|
17,113,294
|
|||
Expenses
|
||||
Management fee
|
$
|
376,001
|
||
Independent trustees' fees and expenses
|
1,207
|
|||
Total expenses before reductions
|
377,208
|
|||
Expense reductions
|
(5)
|
|||
Total expenses after reductions
|
377,203
|
|||
Net Investment income (loss)
|
16,736,091
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(1,047,149)
|
|||
Fidelity Central Funds
|
(265)
|
|||
Forward foreign currency contracts
|
(1,359,064)
|
|||
Foreign currency transactions
|
450,890
|
|||
Futures contracts
|
(61,477)
|
|||
Total net realized gain (loss)
|
(2,017,065)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(39,935,162)
|
|||
Fidelity Central Funds
|
296
|
|||
Forward foreign currency contracts
|
44,956,079
|
|||
Assets and liabilities in foreign currencies
|
(317,977)
|
|||
Futures contracts
|
32,098
|
|||
Total change in net unrealized appreciation (depreciation)
|
4,735,334
|
|||
Net gain (loss)
|
2,718,269
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
19,454,360
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
16,736,091
|
$
|
24,550,631
|
Net realized gain (loss)
|
(2,017,065)
|
(29,898,816)
|
||
Change in net unrealized appreciation (depreciation)
|
4,735,334
|
31,268,175
|
||
Net increase (decrease) in net assets resulting from operations
|
19,454,360
|
25,919,990
|
||
Distributions to shareholders
|
(10,071,858)
|
(43,608,599)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
296,110,764
|
484,338,334
|
||
Reinvestment of distributions
|
9,376,272
|
40,709,720
|
||
Cost of shares redeemed
|
(127,768,095)
|
(250,616,509)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
177,718,941
|
274,431,545
|
||
Total increase (decrease) in net assets
|
187,101,443
|
256,742,936
|
||
Net Assets
|
||||
Beginning of period
|
1,173,822,239
|
917,079,303
|
||
End of period
|
$
|
1,360,923,682
|
$
|
1,173,822,239
|
Other Information
|
||||
Shares
|
||||
Sold
|
32,272,557
|
51,867,046
|
||
Issued in reinvestment of distributions
|
1,031,493
|
4,418,366
|
||
Redeemed
|
(13,944,302)
|
(26,888,121)
|
||
Net increase (decrease)
|
19,359,748
|
29,397,291
|
||
Fidelity® International Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023
|
2022
|
2021
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
9.17
|
$
|
9.30
|
$
|
9.20
|
$
|
8.81
|
$
|
9.98
|
$
|
10.22
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) A,B
|
.122
|
.230
|
.207
|
.171
|
.113
|
.079
|
||||||
Net realized and unrealized gain (loss)
|
.023
|
.015
|
.213
|
.481
|
(1.193)
|
(.257)
|
||||||
Total from investment operations
|
.145
|
.245
|
.420
|
.652
|
(1.080)
|
(.178)
|
||||||
Distributions from net investment income
|
(.075)
|
(.375)
|
(.320)
|
(.262)
|
(.090)
|
(.062)
|
||||||
Total distributions
|
(.075)
|
(.375)
|
(.320)
|
(.262)
|
(.090)
|
(.062)
|
||||||
Net asset value, end of period
|
$
|
9.24
|
$
|
9.17
|
$
|
9.30
|
$
|
9.20
|
$
|
8.81
|
$
|
9.98
|
Total Return C,D
|
1.59 % |
2.66%
|
4.64%
|
7.48%
|
(10.84)%
|
(1.74)%
|
||||||
Ratios to Average Net Assets B,E,F
|
||||||||||||
Expenses before reductions
|
.06% G
|
.06%
|
.06%
|
.06%
|
.06%
|
.06%
|
||||||
Expenses net of fee waivers, if any
|
.06 % G |
.06%
|
.06%
|
.06%
|
.06%
|
.06%
|
||||||
Expenses net of all reductions, if any
|
.06% G
|
.06%
|
.06%
|
.06%
|
.06%
|
.06%
|
||||||
Net investment income (loss)
|
2.69% G
|
2.47%
|
2.24%
|
1.91%
|
1.23%
|
.79%
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
1,360,924
|
$
|
1,173,822
|
$
|
917,079
|
$
|
749,689
|
$
|
626,063
|
$
|
598,137
|
Portfolio turnover rate H
|
33 % G |
64%
|
19%
|
22%
|
22%
|
18%
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$59,283,120
|
Gross unrealized depreciation
|
(97,674,978)
|
Net unrealized appreciation (depreciation)
|
$(38,391,858)
|
Tax cost
|
$1,421,626,185
|
Short-term
|
$(5,555,597)
|
Long-term
|
(11,833,513)
|
Total capital loss carryforward
|
$(17,389,110)
|
Foreign Exchange Risk
|
Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.
|
Interest Rate Risk
|
Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
|
Primary Risk Exposure / Derivative Type
|
Net Realized Gain (Loss)($)
|
Change in Net Unrealized Appreciation (Depreciation)($)
|
Fidelity International Bond Index Fund
|
||
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts
|
(1,359,064)
|
44,956,079
|
Total Foreign Exchange Risk
|
(1,359,064)
|
44,956,079
|
Interest Rate Risk
|
||
Futures Contracts
|
(61,477)
|
32,098
|
Total Interest Rate Risk
|
(61,477)
|
32,098
|
Totals
|
(1,420,541)
|
44,988,177
|
Average Contracts Amount ($)
|
|
Fidelity International Bond Index Fund
|
3,846,327,821
|
Purchases ($)
|
Sales ($)
|
|
Fidelity International Bond Index Fund
|
426,059,308
|
204,200,210
|
Fidelity Multi-Asset Index Fund
|
|
Fidelity International Bond Index Fund
|
23%
|
Fund
|
% of shares held
|
Fidelity International Bond Index Fund
|
36
|
 |
Contents
U.S. Treasury Obligations - 99.4%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2051
|
-0.34 to 2.60
|
121,202,888
|
64,162,652
|
|
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2052
|
-0.13 to 2.65
|
155,898,347
|
80,774,071
|
|
US Treasury Bonds Inflation-Indexed 0.25% 2/15/2050
|
-0.56 to 2.63
|
164,102,536
|
92,527,890
|
|
US Treasury Bonds Inflation-Indexed 0.625% 2/15/2043
|
-0.43 to 2.47
|
146,082,979
|
106,567,475
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2042
|
-0.53 to 2.77
|
171,035,080
|
130,585,958
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2045
|
-0.50 to 2.49
|
200,298,946
|
142,314,110
|
|
US Treasury Bonds Inflation-Indexed 0.875% 2/15/2047
|
-0.38 to 2.37
|
157,662,817
|
110,876,015
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2046
|
-0.48 to 2.46
|
82,647,986
|
60,707,669
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2048
|
-0.42 to 2.65
|
89,318,735
|
63,586,864
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2049
|
-0.40 to 2.72
|
48,400,646
|
34,001,554
|
|
US Treasury Bonds Inflation-Indexed 1.375% 2/15/2044
|
-0.55 to 2.57
|
201,580,192
|
164,646,784
|
|
US Treasury Bonds Inflation-Indexed 1.5% 2/15/2053
|
1.57 to 2.74
|
174,147,582
|
132,400,229
|
|
US Treasury Bonds Inflation-Indexed 1.75% 1/15/2028
|
-1.54 to 2.43
|
137,192,313
|
136,245,565
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2040
|
-0.56 to 1.55
|
77,831,337
|
75,092,169
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2041
|
-0.59 to 2.33
|
86,283,149
|
82,426,827
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2054
|
2.05 to 2.85
|
87,756,920
|
76,695,054
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.19 to 2.64
|
165,510,511
|
152,383,520
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056
|
2.43
|
72,237,468
|
66,591,893
|
|
US Treasury Bonds Inflation-Indexed 2.5% 1/15/2029
|
-1.47 to 1.74
|
156,730,589
|
158,718,439
|
|
US Treasury Bonds Inflation-Indexed 3.375% 4/15/2032
|
-1.11 to 2.55
|
77,573,063
|
83,523,315
|
|
US Treasury Bonds Inflation-Indexed 3.625% 4/15/2028
|
-1.54 to 3.04
|
169,851,231
|
174,145,616
|
|
US Treasury Bonds Inflation-Indexed 3.875% 4/15/2029
|
-1.34 to 2.51
|
138,888,864
|
145,855,013
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2030
|
-1.27 to 2.48
|
348,264,616
|
327,044,636
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2031
|
-1.09 to 1.84
|
393,142,832
|
363,110,602
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2032
|
-0.73 to 1.99
|
355,505,490
|
321,847,176
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2030
|
-1.20 to 2.17
|
376,804,265
|
352,057,873
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2031
|
-1.17 to 2.15
|
373,245,553
|
342,671,463
|
|
US Treasury Notes Inflation-Indexed 0.25% 7/15/2029
|
-1.35 to 1.95
|
317,759,127
|
303,066,871
|
|
US Treasury Notes Inflation-Indexed 0.375% 7/15/2027
|
-1.65 to 2.12
|
318,598,750
|
313,210,118
|
|
US Treasury Notes Inflation-Indexed 0.5% 1/15/2028
|
-1.66 to 1.69
|
326,483,894
|
318,139,976
|
|
US Treasury Notes Inflation-Indexed 0.625% 7/15/2032
|
0.09 to 1.86
|
434,557,069
|
402,467,118
|
|
US Treasury Notes Inflation-Indexed 0.75% 7/15/2028
|
-1.56 to 1.77
|
281,461,927
|
275,196,514
|
|
US Treasury Notes Inflation-Indexed 0.875% 1/15/2029
|
-1.44 to 1.81
|
209,602,081
|
203,902,358
|
|
US Treasury Notes Inflation-Indexed 1.125% 1/15/2033
|
1.15 to 2.03
|
392,465,090
|
371,237,289
|
|
US Treasury Notes Inflation-Indexed 1.125% 10/15/2030
|
1.15 to 1.42
|
331,405,707
|
321,798,894
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2028
|
1.00 to 2.29
|
318,906,656
|
313,746,862
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2031
|
1.34 to 1.93
|
404,569,440
|
391,978,207
|
|
US Treasury Notes Inflation-Indexed 1.375% 7/15/2033
|
1.57 to 2.23
|
432,208,167
|
414,599,301
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2027
|
0.93 to 2.49
|
317,703,080
|
316,137,844
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2029
|
0.99 to 1.99
|
351,772,405
|
349,323,697
|
|
US Treasury Notes Inflation-Indexed 1.625% 4/15/2030
|
1.18 to 1.73
|
387,180,115
|
382,474,668
|
|
US Treasury Notes Inflation-Indexed 1.75% 1/15/2034
|
1.62 to 2.13
|
368,911,908
|
360,449,342
|
|
US Treasury Notes Inflation-Indexed 1.875% 1/15/2036
|
1.92 to 2.19
|
470,009,968
|
456,447,340
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2034
|
1.60 to 2.06
|
454,224,230
|
447,689,573
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2035
|
1.76 to 1.97
|
468,471,621
|
458,101,638
|
|
US Treasury Notes Inflation-Indexed 2.125% 1/15/2035
|
1.70 to 2.12
|
492,586,032
|
491,438,900
|
|
US Treasury Notes Inflation-Indexed 2.125% 4/15/2029
|
1.30 to 2.29
|
336,273,864
|
337,218,843
|
|
US Treasury Notes Inflation-Indexed 2.375% 10/15/2028
|
1.27 to 2.43
|
339,592,396
|
343,228,804
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $12,198,695,820)
|
11,613,414,589
|
|||
Money Market Funds - 0.2%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $20,203,427)
|
3.69
|
20,199,387
|
20,203,427
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.6%
(Cost $12,218,899,247)
|
11,633,618,016
|
NET OTHER ASSETS (LIABILITIES) - 0.4%
|
51,079,207
|
NET ASSETS - 100.0%
|
11,684,697,223
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
59,173,987
|
609,519,003
|
648,486,508
|
869,563
|
(5,717)
|
2,662
|
20,203,427
|
20,199,387
|
0.0%
|
Fidelity Securities Lending Cash Central Fund
|
-
|
130,634,113
|
130,634,113
|
7,387
|
-
|
-
|
-
|
-
|
0.0%
|
Total
|
59,173,987
|
740,153,116
|
779,120,621
|
876,950
|
(5,717)
|
2,662
|
20,203,427
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
11,613,414,589
|
-
|
11,613,414,589
|
-
|
Money Market Funds
|
20,203,427
|
20,203,427
|
-
|
-
|
Total Investments in Securities:
|
11,633,618,016
|
20,203,427
|
11,613,414,589
|
-
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $12,198,695,820)
|
$
|
11,613,414,589
|
||
Fidelity Central Funds (cost $20,203,427)
|
20,203,427
|
|||
Total Investment in Securities (cost $12,218,899,247)
|
$
|
11,633,618,016
|
||
Receivable for investments sold
|
144,967,294
|
|||
Receivable for fund shares sold
|
33,167,266
|
|||
Interest receivable
|
55,373,952
|
|||
Distributions receivable from Fidelity Central Funds
|
103,749
|
|||
Total assets
|
11,867,230,277
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
159,395,315
|
||
Payable for fund shares redeemed
|
22,652,942
|
|||
Accrued management fee
|
484,797
|
|||
Total liabilities
|
182,533,054
|
|||
Net Assets
|
$
|
11,684,697,223
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
12,752,883,094
|
||
Total accumulated earnings (loss)
|
(1,068,185,871)
|
|||
Net Assets
|
$
|
11,684,697,223
|
||
Net Asset Value, offering price and redemption price per share ($11,684,697,223 ÷ 1,266,214,305 shares)
|
$
|
9.23
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
355,859,746
|
||
Income from Fidelity Central Funds (including $7,387 from security lending)
|
876,950
|
|||
Total income
|
356,736,696
|
|||
Expenses
|
||||
Management fee
|
$
|
2,840,968
|
||
Independent trustees' fees and expenses
|
11,144
|
|||
Total expenses
|
2,852,112
|
|||
Net Investment income (loss)
|
353,884,584
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(22,620,131)
|
|||
Fidelity Central Funds
|
(5,717)
|
|||
Total net realized gain (loss)
|
(22,625,848)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(192,295,263)
|
|||
Fidelity Central Funds
|
2,662
|
|||
Total change in net unrealized appreciation (depreciation)
|
(192,292,601)
|
|||
Net gain (loss)
|
(214,918,449)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
138,966,135
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
353,884,584
|
$
|
455,369,181
|
Net realized gain (loss)
|
(22,625,848)
|
(85,630,077)
|
||
Change in net unrealized appreciation (depreciation)
|
(192,292,601)
|
272,033,952
|
||
Net increase (decrease) in net assets resulting from operations
|
138,966,135
|
641,773,056
|
||
Distributions to shareholders
|
(1,234,402)
|
(435,504,954)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
2,130,588,783
|
4,404,791,219
|
||
Reinvestment of distributions
|
1,097,163
|
388,208,100
|
||
Cost of shares redeemed
|
(1,581,832,440)
|
(2,971,275,745)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
549,853,506
|
1,821,723,574
|
||
Total increase (decrease) in net assets
|
687,585,239
|
2,027,991,676
|
||
Net Assets
|
||||
Beginning of period
|
10,997,111,984
|
8,969,120,308
|
||
End of period
|
$
|
11,684,697,223
|
$
|
10,997,111,984
|
Other Information
|
||||
Shares
|
||||
Sold
|
231,456,103
|
478,371,613
|
||
Issued in reinvestment of distributions
|
119,906
|
42,310,123
|
||
Redeemed
|
(171,870,797)
|
(323,132,525)
|
||
Net increase (decrease)
|
59,705,212
|
197,549,211
|
||
Fidelity® Inflation-Protected Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023
|
2022
|
2021
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
9.11
|
$
|
8.89
|
$
|
9.04
|
$
|
9.02
|
$
|
11.16
|
$
|
11.04
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) A,B
|
.287
|
.414
|
.333
|
.346
|
.748
|
.593
|
||||||
Net realized and unrealized gain (loss)
|
(.166)
|
.187
|
(.150)
|
(.005)
|
(2.088)
|
.058
|
||||||
Total from investment operations
|
.121
|
.601
|
.183
|
.341
|
(1.340)
|
.651
|
||||||
Distributions from net investment income
|
(.001)
|
(.381)
|
(.321)
|
(.321)
|
(.800)
|
(.531)
|
||||||
Distributions from tax return of capital
|
-
|
-
|
(.012)
|
-
|
-
|
-
|
||||||
Total distributions
|
(.001)
|
(.381)
|
(.333)
|
(.321)
|
(.800)
|
(.531)
|
||||||
Net asset value, end of period
|
$
|
9.23
|
$
|
9.11
|
$
|
8.89
|
$
|
9.04
|
$
|
9.02
|
$
|
11.16
|
Total Return C,D
|
1.33 % |
6.79%
|
2.01%
|
3.78%
|
(12.05)%
|
5.93%
|
||||||
Ratios to Average Net Assets B,E,F
|
||||||||||||
Expenses before reductions
|
.05% G
|
.05%
|
.05%
|
.05%
|
.05%
|
.05%
|
||||||
Expenses net of fee waivers, if any
|
.05 % G |
.05%
|
.05%
|
.05%
|
.05%
|
.05%
|
||||||
Expenses net of all reductions, if any
|
.05% G
|
.05%
|
.05%
|
.05%
|
.05%
|
.05%
|
||||||
Net investment income (loss)
|
6.28% G
|
4.50%
|
3.66%
|
3.78%
|
7.22%
|
5.27%
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
11,684,697
|
$
|
10,997,112
|
$
|
8,969,120
|
$
|
9,776,898
|
$
|
9,256,051
|
$
|
11,771,837
|
Portfolio turnover rate H
|
23 % G |
19%
|
23% I
|
31%
|
28%
|
22%
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$8,153,039
|
Gross unrealized depreciation
|
(585,052,026)
|
Net unrealized appreciation (depreciation)
|
$(576,898,987)
|
Tax cost
|
$12,210,517,003
|
Short-term
|
$(180,291,525)
|
Long-term
|
(597,826,139)
|
Total capital loss carryforward
|
$(778,117,664)
|
Total Security Lending Fees Paid to NFS ($)
|
Security Lending Income From Securities Loaned to NFS ($)
|
Value of Securities Loaned to NFS at Period End ($)
|
|
Fidelity Inflation-Protected Bond Index Fund
|
788
|
-
|
-
|
 |
Contents
U.S. Treasury Obligations - 97.6%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bonds Inflation-Indexed 1.75% 1/15/2028
|
1.24 to 1.92
|
188,687,894
|
187,385,781
|
|
US Treasury Bonds Inflation-Indexed 2.375% 1/15/2027
|
-1.27 to 2.18
|
239,678,390
|
239,014,484
|
|
US Treasury Bonds Inflation-Indexed 2.5% 1/15/2029
|
1.71 to 1.89
|
168,604,570
|
170,743,021
|
|
US Treasury Bonds Inflation-Indexed 3.625% 4/15/2028
|
1.10 to 1.91
|
188,396,670
|
193,159,942
|
|
US Treasury Bonds Inflation-Indexed 3.875% 4/15/2029
|
1.12 to 2.29
|
245,318,325
|
257,622,581
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2030
|
1.04 to 1.82
|
517,359,689
|
485,836,640
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2031
|
1.14 to 1.30
|
495,980,733
|
458,092,704
|
|
US Treasury Notes Inflation-Indexed 0.125% 10/15/2026
|
-1.83 to 1.97
|
436,896,638
|
434,434,685
|
|
US Treasury Notes Inflation-Indexed 0.125% 4/15/2027
|
-0.44 to 1.89
|
591,032,417
|
579,371,830
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2026
|
-1.91 to 2.32
|
326,680,686
|
327,155,108
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2030
|
1.07 to 1.36
|
508,507,605
|
475,111,676
|
|
US Treasury Notes Inflation-Indexed 0.25% 7/15/2029
|
0.88 to 1.80
|
387,708,798
|
369,782,273
|
|
US Treasury Notes Inflation-Indexed 0.375% 1/15/2027
|
-1.74 to 2.40
|
352,915,494
|
348,203,447
|
|
US Treasury Notes Inflation-Indexed 0.375% 7/15/2027
|
-0.17 to 1.69
|
433,126,229
|
425,800,532
|
|
US Treasury Notes Inflation-Indexed 0.5% 1/15/2028
|
0.86 to 1.85
|
436,956,629
|
425,789,368
|
|
US Treasury Notes Inflation-Indexed 0.75% 7/15/2028
|
0.92 to 1.76
|
473,362,992
|
462,825,813
|
|
US Treasury Notes Inflation-Indexed 0.875% 1/15/2029
|
0.96 to 1.89
|
324,840,144
|
316,006,747
|
|
US Treasury Notes Inflation-Indexed 1.125% 10/15/2030
|
1.17 to 1.47
|
668,370,876
|
648,996,092
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2028
|
1.01 to 2.17
|
510,715,000
|
502,451,817
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2031
|
1.34 to 1.93
|
638,116,344
|
618,256,535
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2027
|
0.99 to 2.23
|
589,867,740
|
586,961,623
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2029
|
0.99 to 1.99
|
604,065,320
|
599,860,387
|
|
US Treasury Notes Inflation-Indexed 1.625% 4/15/2030
|
1.15 to 1.57
|
587,831,685
|
580,687,695
|
|
US Treasury Notes Inflation-Indexed 2.125% 4/15/2029
|
1.05 to 2.29
|
599,178,517
|
600,862,297
|
|
US Treasury Notes Inflation-Indexed 2.375% 10/15/2028
|
0.79 to 2.43
|
572,007,486
|
578,132,630
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $10,997,808,400)
|
10,872,545,708
|
|||
Money Market Funds - 1.6%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $183,810,479)
|
3.69
|
183,773,725
|
183,810,479
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.2%
(Cost $11,181,618,879)
|
11,056,356,187
|
NET OTHER ASSETS (LIABILITIES) - 0.8%
|
92,156,920
|
NET ASSETS - 100.0%
|
11,148,513,107
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
77,451,190
|
1,069,230,381
|
962,870,805
|
4,340,737
|
(287)
|
-
|
183,810,479
|
183,773,725
|
0.3%
|
Total
|
77,451,190
|
1,069,230,381
|
962,870,805
|
4,340,737
|
(287)
|
-
|
183,810,479
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
10,872,545,708
|
-
|
10,872,545,708
|
-
|
Money Market Funds
|
183,810,479
|
183,810,479
|
-
|
-
|
Total Investments in Securities:
|
11,056,356,187
|
183,810,479
|
10,872,545,708
|
-
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $10,997,808,400)
|
$
|
10,872,545,708
|
||
Fidelity Central Funds (cost $183,810,479)
|
183,810,479
|
|||
Total Investment in Securities (cost $11,181,618,879)
|
$
|
11,056,356,187
|
||
Receivable for fund shares sold
|
413,326,108
|
|||
Interest receivable
|
31,937,653
|
|||
Distributions receivable from Fidelity Central Funds
|
660,840
|
|||
Total assets
|
11,502,280,788
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
328,999,019
|
||
Payable for fund shares redeemed
|
24,765,453
|
|||
Other payables and accrued expenses
|
3,209
|
|||
Total liabilities
|
353,767,681
|
|||
Net Assets
|
$
|
11,148,513,107
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
11,103,528,316
|
||
Total accumulated earnings (loss)
|
44,984,791
|
|||
Net Assets
|
$
|
11,148,513,107
|
||
Net Asset Value, offering price and redemption price per share ($11,148,513,107 ÷ 1,114,966,765 shares)
|
$
|
10.00
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
299,485,841
|
||
Income from Fidelity Central Funds
|
4,340,737
|
|||
Total income
|
303,826,578
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
18,517
|
||
Independent trustees' fees and expenses
|
9,286
|
|||
Total expenses
|
27,803
|
|||
Net Investment income (loss)
|
303,798,775
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Fidelity Central Funds
|
(287)
|
|||
Total net realized gain (loss)
|
(287)
|
|||
Change in net unrealized appreciation (depreciation) on investment securities
|
(155,361,043)
|
|||
Net gain (loss)
|
(155,361,330)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
148,437,445
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
303,798,775
|
$
|
351,590,024
|
Net realized gain (loss)
|
(287)
|
(20,288,078)
|
||
Change in net unrealized appreciation (depreciation)
|
(155,361,043)
|
132,752,407
|
||
Net increase (decrease) in net assets resulting from operations
|
148,437,445
|
464,054,353
|
||
Distributions to shareholders
|
(5,835,432)
|
(326,890,790)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
2,704,511,299
|
3,724,187,506
|
||
Reinvestment of distributions
|
5,835,432
|
326,890,790
|
||
Cost of shares redeemed
|
(673,022,789)
|
(4,366,847,671)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
2,037,323,942
|
(315,769,375)
|
||
Total increase (decrease) in net assets
|
2,179,925,955
|
(178,605,812)
|
||
Net Assets
|
||||
Beginning of period
|
8,968,587,152
|
9,147,192,964
|
||
End of period
|
$
|
11,148,513,107
|
$
|
8,968,587,152
|
Other Information
|
||||
Shares
|
||||
Sold
|
270,930,619
|
372,854,225
|
||
Issued in reinvestment of distributions
|
587,657
|
33,017,774
|
||
Redeemed
|
(67,674,799)
|
(442,004,282)
|
||
Net increase (decrease)
|
203,843,477
|
(36,132,283)
|
||
Fidelity® Series 0-5 Year Inflation-Protected Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023
|
2022
|
2021 A
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
9.84
|
$
|
9.66
|
$
|
9.47
|
$
|
9.28
|
$
|
10.05
|
$
|
10.00
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) B,C
|
.308
|
.439
|
.314
|
.265
|
.531
|
.127
|
||||||
Net realized and unrealized gain (loss)
|
(.142)
|
.137
|
.145
|
.166
|
(.814)
|
.005
|
||||||
Total from investment operations
|
.166
|
.576
|
.459
|
.431
|
(.283)
|
.132
|
||||||
Distributions from net investment income
|
(.006)
|
(.396)
|
(.251)
|
(.241)
|
(.477)
|
(.071)
|
||||||
Distributions from tax return of capital
|
-
|
-
|
(.018)
|
-
|
(.010)
|
(.011)
|
||||||
Total distributions
|
(.006)
|
(.396)
|
(.269)
|
(.241)
|
(.487)
|
(.082)
|
||||||
Net asset value, end of period
|
$
|
10.00
|
$
|
9.84
|
$
|
9.66
|
$
|
9.47
|
$
|
9.28
|
$
|
10.05
|
Total Return D,E
|
1.69 % |
5.99%
|
4.86%
|
4.65%
|
(2.84)%
|
1.33%
|
||||||
Ratios to Average Net Assets C,F,G
|
||||||||||||
Expenses before reductions H
|
-% I
|
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Expenses net of fee waivers, if any H
|
- % I |
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Expenses net of all reductions, if any H
|
-% I
|
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Net investment income (loss)
|
6.25% I
|
4.41%
|
3.26%
|
2.81%
|
5.38%
|
3.33% I
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
11,148,513
|
$
|
8,968,587
|
$
|
9,147,193
|
$
|
7,140,243
|
$
|
6,507,450
|
$
|
4,199,988
|
Portfolio turnover rate J
|
15 % I |
38%
|
28%
|
31%
|
21% K
|
33% K
|
U.S. Treasury Obligations - 99.4%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2051
|
-0.53 to 2.72
|
366,412,878
|
193,972,458
|
|
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2052
|
-0.15 to 2.59
|
288,667,190
|
149,564,280
|
|
US Treasury Bonds Inflation-Indexed 0.25% 2/15/2050
|
-0.56 to 2.62
|
301,327,701
|
169,901,191
|
|
US Treasury Bonds Inflation-Indexed 0.625% 2/15/2043
|
-0.58 to 2.64
|
294,033,616
|
214,497,405
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2042
|
-0.62 to 2.61
|
390,564,369
|
298,197,437
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2045
|
-0.53 to 2.04
|
361,665,823
|
256,966,652
|
|
US Treasury Bonds Inflation-Indexed 0.875% 2/15/2047
|
-0.53 to 2.59
|
240,971,239
|
169,462,471
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2046
|
-0.53 to 1.89
|
306,828,933
|
225,375,962
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2048
|
-0.53 to 2.70
|
256,637,917
|
182,702,993
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2049
|
-0.54 to 2.71
|
295,210,006
|
207,385,643
|
|
US Treasury Bonds Inflation-Indexed 1.375% 2/15/2044
|
-0.55 to 2.51
|
485,709,372
|
396,717,979
|
|
US Treasury Bonds Inflation-Indexed 1.5% 2/15/2053
|
1.43 to 2.56
|
260,138,304
|
197,776,911
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2040
|
-0.74 to 2.24
|
149,976,038
|
144,697,834
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2041
|
-0.70 to 2.36
|
303,924,061
|
290,340,538
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2054
|
2.00 to 2.65
|
396,929,580
|
346,896,128
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.19 to 2.76
|
311,122,021
|
286,446,270
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056
|
2.43 to 2.72
|
192,667,500
|
177,609,957
|
|
US Treasury Bonds Inflation-Indexed 3.375% 4/15/2032
|
-1.11 to 1.74
|
73,891,079
|
79,558,904
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2031
|
-1.15 to 2.11
|
107,332
|
99,133
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2032
|
-0.71 to 2.47
|
979,012,291
|
886,322,011
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2031
|
-1.13 to 2.09
|
834,633,487
|
766,265,198
|
|
US Treasury Notes Inflation-Indexed 0.625% 7/15/2032
|
0.09 to 2.03
|
981,932,406
|
909,421,417
|
|
US Treasury Notes Inflation-Indexed 1.125% 1/15/2033
|
1.15 to 2.03
|
1,037,373,642
|
981,263,781
|
|
US Treasury Notes Inflation-Indexed 1.375% 7/15/2033
|
1.57 to 2.49
|
905,059,354
|
868,185,760
|
|
US Treasury Notes Inflation-Indexed 1.75% 1/15/2034
|
1.69 to 2.25
|
1,002,126,500
|
979,138,462
|
|
US Treasury Notes Inflation-Indexed 1.875% 1/15/2036
|
1.91 to 2.03
|
1,102,360,928
|
1,070,551,154
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2034
|
1.55 to 2.24
|
1,081,050,366
|
1,065,497,930
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2035
|
1.77 to 1.97
|
1,173,201,456
|
1,147,231,732
|
|
US Treasury Notes Inflation-Indexed 2.125% 1/15/2035
|
1.77 to 2.12
|
1,020,417,080
|
1,018,040,738
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $14,811,107,973)
|
13,680,088,329
|
|||
Money Market Funds - 0.0%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $227,323)
|
3.69
|
227,300
|
227,345
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.4%
(Cost $14,811,335,296)
|
13,680,315,674
|
NET OTHER ASSETS (LIABILITIES) - 0.6%
|
80,355,226
|
NET ASSETS - 100.0%
|
13,760,670,900
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
6,908,685
|
299,019,128
|
305,700,554
|
317,444
|
(63)
|
149
|
227,345
|
227,300
|
0.0%
|
Total
|
6,908,685
|
299,019,128
|
305,700,554
|
317,444
|
(63)
|
149
|
227,345
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
13,680,088,329
|
-
|
13,680,088,329
|
-
|
Money Market Funds
|
227,345
|
227,345
|
-
|
-
|
Total Investments in Securities:
|
13,680,315,674
|
227,345
|
13,680,088,329
|
-
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $14,811,107,973)
|
$
|
13,680,088,329
|
||
Fidelity Central Funds (cost $227,323)
|
227,345
|
|||
Total Investment in Securities (cost $14,811,335,296)
|
$
|
13,680,315,674
|
||
Receivable for investments sold
|
13,944,213
|
|||
Receivable for fund shares sold
|
82,071,898
|
|||
Interest receivable
|
85,426,100
|
|||
Distributions receivable from Fidelity Central Funds
|
5,692
|
|||
Total assets
|
13,861,763,577
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
10,574,963
|
||
Payable for fund shares redeemed
|
90,513,463
|
|||
Other payables and accrued expenses
|
4,251
|
|||
Total liabilities
|
101,092,677
|
|||
Net Assets
|
$
|
13,760,670,900
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
15,971,994,825
|
||
Total accumulated earnings (loss)
|
(2,211,323,925)
|
|||
Net Assets
|
$
|
13,760,670,900
|
||
Net Asset Value, offering price and redemption price per share ($13,760,670,900 ÷ 1,797,239,889 shares)
|
$
|
7.66
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
445,653,813
|
||
Income from Fidelity Central Funds
|
317,444
|
|||
Total income
|
445,971,257
|
|||
Expenses
|
||||
Custodian fees and expenses
|
$
|
27,309
|
||
Independent trustees' fees and expenses
|
12,894
|
|||
Total expenses
|
40,203
|
|||
Net Investment income (loss)
|
445,931,054
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(159,053,303)
|
|||
Fidelity Central Funds
|
(63)
|
|||
Total net realized gain (loss)
|
(159,053,366)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(155,155,128)
|
|||
Fidelity Central Funds
|
149
|
|||
Total change in net unrealized appreciation (depreciation)
|
(155,154,979)
|
|||
Net gain (loss)
|
(314,208,345)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
131,722,709
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
445,931,054
|
$
|
564,772,502
|
Net realized gain (loss)
|
(159,053,366)
|
(434,638,765)
|
||
Change in net unrealized appreciation (depreciation)
|
(155,154,979)
|
701,829,428
|
||
Net increase (decrease) in net assets resulting from operations
|
131,722,709
|
831,963,165
|
||
Distributions to shareholders
|
(6,749,493)
|
(528,472,547)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
1,932,477,385
|
3,089,898,968
|
||
Reinvestment of distributions
|
6,749,493
|
528,472,547
|
||
Cost of shares redeemed
|
(1,090,062,165)
|
(1,977,808,698)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
849,164,713
|
1,640,562,817
|
||
Total increase (decrease) in net assets
|
974,137,929
|
1,944,053,435
|
||
Net Assets
|
||||
Beginning of period
|
12,786,532,971
|
10,842,479,536
|
||
End of period
|
$
|
13,760,670,900
|
$
|
12,786,532,971
|
Other Information
|
||||
Shares
|
||||
Sold
|
252,355,965
|
403,839,077
|
||
Issued in reinvestment of distributions
|
891,611
|
69,134,195
|
||
Redeemed
|
(142,759,652)
|
(257,977,799)
|
||
Net increase (decrease)
|
110,487,924
|
214,995,473
|
||
Fidelity® Series 5+ Year Inflation-Protected Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023
|
2022
|
2021 A
|
|||||||
Selected Per-Share Data
|
||||||||||||
Net asset value, beginning of period
|
$
|
7.58
|
$
|
7.37
|
$
|
7.66
|
$
|
7.70
|
$
|
10.13
|
$
|
10.00
|
Income from Investment Operations
|
||||||||||||
Net investment income (loss) B,C
|
.258
|
.366
|
.287
|
.290
|
.579
|
.158
|
||||||
Net realized and unrealized gain (loss)
|
(.174)
|
.176
|
(.313)
|
(.077)
|
(2.494)
|
.061
|
||||||
Total from investment operations
|
.084
|
.542
|
(.026)
|
.213
|
(1.915)
|
.219
|
||||||
Distributions from net investment income
|
(.004)
|
(.332)
|
(.249)
|
(.253)
|
(.514)
|
(.089)
|
||||||
Distributions from net realized gain
|
-
|
-
|
-
|
-
|
(.001)
|
-
|
||||||
Distributions from tax return of capital
|
-
|
-
|
(.015)
|
-
|
-
|
-
|
||||||
Total distributions
|
(.004)
|
(.332)
|
(.264)
|
(.253)
|
(.515)
|
(.089)
|
||||||
Net asset value, end of period
|
$
|
7.66
|
$
|
7.58
|
$
|
7.37
|
$
|
7.66
|
$
|
7.70
|
$
|
10.13
|
Total Return D,E
|
1.11 % |
7.38%
|
(.42)%
|
2.81%
|
(19.04)%
|
2.21%
|
||||||
Ratios to Average Net Assets C,F,G
|
||||||||||||
Expenses before reductions H
|
-% I
|
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Expenses net of fee waivers, if any H
|
- % I |
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Expenses net of all reductions, if any H
|
-% I
|
-%
|
-%
|
-%
|
-%
|
-% I
|
||||||
Net investment income (loss)
|
6.80% I
|
4.79%
|
3.76%
|
3.73%
|
6.57%
|
4.16% I
|
||||||
Supplemental Data
|
||||||||||||
Net assets, end of period (000 omitted)
|
$
|
13,760,671
|
$
|
12,786,533
|
$
|
10,842,480
|
$
|
9,884,495
|
$
|
8,584,288
|
$
|
7,218,254
|
Portfolio turnover rate J
|
24 % I |
25%
|
26%
|
31%
|
31% K
|
31% K
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Tax cost ($)
|
Gross unrealized appreciation ($)
|
Gross unrealized depreciation ($)
|
Net unrealized appreciation (depreciation)($)
|
|
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
|
11,179,357,575
|
7,858,837
|
(130,860,225)
|
(123,001,388)
|
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
|
14,850,431,368
|
7,088,299
|
(1,177,203,993)
|
(1,170,115,694)
|
Short-term ($)
|
Long-term ($)
|
Total capital loss carryforward ($)
|
|
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
|
(73,902,450)
|
(127,803,382)
|
(201,705,832)
|
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
|
(207,386,663)
|
(1,199,345,493)
|
(1,406,732,156)
|
 |
Contents
Foreign Government and Government Agency Obligations - 11.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.6%
|
|||
Australian Commonwealth 1.25% 5/21/2032
|
AUD
|
11,215,000
|
6,482,287
|
Australian Commonwealth 1.75% 11/21/2032 (d)
|
AUD
|
3,500,000
|
2,054,628
|
Australian Commonwealth 2.75% 6/21/2035 (d)
|
AUD
|
3,010,000
|
1,789,841
|
Australian Commonwealth 3.5% 12/21/2034 (d)
|
AUD
|
2,500,000
|
1,591,228
|
Australian Commonwealth 3.75% 5/21/2034 (d)
|
AUD
|
3,900,000
|
2,545,986
|
TOTAL AUSTRALIA
|
14,463,970
|
||
CANADA - 3.6%
|
|||
Canadian Government 1.5% 12/1/2031
|
CAD
|
26,810,000
|
17,434,581
|
Canadian Government 1.5% 6/1/2031
|
CAD
|
22,775,000
|
14,948,718
|
Canadian Government 2% 6/1/2032
|
CAD
|
30,590,000
|
20,291,206
|
Canadian Government 2.5% 12/1/2032
|
CAD
|
28,290,000
|
19,207,612
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
165,000
|
113,354
|
Canadian Government 3% 6/1/2034
|
CAD
|
8,675,000
|
6,017,011
|
Canadian Government 3.25% 12/1/2033
|
CAD
|
6,200,000
|
4,385,989
|
Canadian Government 3.25% 12/1/2035
|
CAD
|
1,625,000
|
1,137,299
|
TOTAL CANADA
|
83,535,770
|
||
JAPAN - 3.1%
|
|||
Japan Government 0.1% 9/20/2028
|
JPY
|
1,748,550,000
|
10,446,456
|
Japan Government 0.9% 9/1/2027
|
JPY
|
2,110,000,000
|
12,930,182
|
Japan Government 1.3% 3/1/2028
|
JPY
|
2,984,500,000
|
18,347,714
|
Japan Government Treasury Bills 0% 10/13/2026 (i)
|
JPY
|
1,681,600,000
|
10,314,952
|
Japan Government Treasury Bills 0% 11/10/2026 (i)
|
JPY
|
2,976,350,000
|
18,242,255
|
TOTAL JAPAN
|
70,281,559
|
||
MULTI-NATIONAL - 3.1%
|
|||
European Union 3.375% 12/12/2035 (d)
|
EUR
|
26,549,000
|
30,768,980
|
European Union 3.75% 10/12/2045 (d)
|
EUR
|
17,760,000
|
20,026,080
|
European Union 4% 4/4/2044 (d)
|
EUR
|
17,165,000
|
20,137,315
|
TOTAL MULTI-NATIONAL
|
70,932,375
|
||
ROMANIA - 1.0%
|
|||
Romanian Republic 2.124% 7/16/2031 (d)
|
EUR
|
2,485,000
|
2,526,690
|
Romanian Republic 4.625% 3/4/2033 (h)
|
EUR
|
6,355,000
|
7,039,974
|
Romanian Republic 5.875% 7/11/2032 (d)
|
EUR
|
7,260,000
|
8,675,863
|
Romanian Republic 6.375% 9/18/2033 (d)
|
EUR
|
4,210,000
|
5,124,522
|
TOTAL ROMANIA
|
23,367,049
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $267,357,404)
|
262,580,723
|
||
Non-Convertible Corporate Bonds - 59.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 2.5%
|
|||
Financials - 2.2%
|
|||
Banks - 1.5%
|
|||
Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(d)
|
GBP
|
8,265,000
|
10,854,816
|
Commonwealth Bank of Australia 3.788% 8/26/2037 (b)(d)
|
EUR
|
7,240,000
|
8,220,506
|
Commonwealth Bank of Australia 4.454% 5/21/2037 (b)(d)
|
EUR
|
6,250,000
|
7,312,740
|
National Australia Bank Ltd 3.612% 1/22/2036 (b)(d)
|
EUR
|
6,450,000
|
7,307,532
|
33,695,594
|
|||
Financial Services - 0.5%
|
|||
Cimic Finance Ltd 1.5% 5/28/2029 (d)
|
EUR
|
2,404,000
|
2,589,669
|
Cimic Finance Ltd 6% 4/22/2036 (h)
|
8,992,000
|
8,864,334
|
|
11,454,003
|
|||
Insurance - 0.2%
|
|||
QBE Insurance Group Ltd 2.5% 9/13/2038 (b)(d)
|
GBP
|
3,914,000
|
4,947,976
|
TOTAL FINANCIALS
|
50,097,573
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
AusNet Services Holdings Pty Ltd 6.134% 5/31/2033
|
AUD
|
10,380,000
|
7,365,395
|
TOTAL AUSTRALIA
|
57,462,968
|
||
AUSTRIA - 0.5%
|
|||
Materials - 0.2%
|
|||
Containers & Packaging - 0.2%
|
|||
Mondi Finance PLC 3.375% 5/23/2031 (d)
|
EUR
|
3,795,000
|
4,277,318
|
Real Estate - 0.3%
|
|||
Real Estate Management & Development - 0.3%
|
|||
Supernova Invest GmbH 4.375% 6/23/2031 (d)
|
EUR
|
3,880,000
|
4,423,877
|
Supernova Invest GmbH 5% 6/24/2030 (d)
|
EUR
|
2,080,000
|
2,435,873
|
TOTAL REAL ESTATE
|
6,859,750
|
||
TOTAL AUSTRIA
|
11,137,068
|
||
BELGIUM - 1.0%
|
|||
Consumer Staples - 0.1%
|
|||
Food Products - 0.1%
|
|||
Barry Callebaut Services NV 4.25% 8/19/2031 (d)
|
EUR
|
2,900,000
|
3,391,282
|
Energy - 0.6%
|
|||
Oil, Gas & Consumable Fuels - 0.6%
|
|||
Fluxys SA 4% 11/28/2030 (d)
|
EUR
|
11,200,000
|
12,984,513
|
Real Estate - 0.3%
|
|||
Real Estate Management & Development - 0.3%
|
|||
Shurgard Luxembourg Sarl 4% 5/27/2035 (d)
|
EUR
|
6,500,000
|
7,347,878
|
TOTAL BELGIUM
|
23,723,673
|
||
CANADA - 1.8%
|
|||
Financials - 1.8%
|
|||
Banks - 1.8%
|
|||
Bank of Nova Scotia/The 3.375% 3/5/2033 (b)(d)
|
EUR
|
15,860,000
|
18,064,753
|
Bank of Nova Scotia/The 4.338% 9/15/2031 (b)
|
2,400,000
|
2,352,472
|
|
Royal Bank of Canada 3.125% 9/27/2031 (b)(d)
|
EUR
|
8,200,000
|
9,305,649
|
Toronto Dominion Bank 3.357% 9/22/2032 (d)
|
EUR
|
10,025,000
|
11,341,051
|
TOTAL CANADA
|
41,063,925
|
||
CZECH REPUBLIC - 0.4%
|
|||
Real Estate - 0.4%
|
|||
Real Estate Management & Development - 0.4%
|
|||
CPI Property Group SA 6% 1/27/2032 (d)
|
EUR
|
9,210,000
|
10,302,356
|
DENMARK - 1.5%
|
|||
Consumer Staples - 0.6%
|
|||
Beverages - 0.2%
|
|||
Carlsberg Breweries A/S 3.25% 2/28/2032 (d)
|
EUR
|
4,125,000
|
4,678,346
|
Food Products - 0.1%
|
|||
Arla Foods amba 3.875% 5/22/2033 (d)
|
EUR
|
1,870,000
|
2,163,580
|
Tobacco - 0.3%
|
|||
Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (d)
|
EUR
|
5,250,000
|
6,176,057
|
TOTAL CONSUMER STAPLES
|
13,017,983
|
||
Financials - 0.9%
|
|||
Banks - 0.5%
|
|||
Danske Bank A/S 3.875% 1/9/2032 (b)(d)
|
EUR
|
6,491,000
|
7,573,907
|
Jyske Bank A/S 5.125% 5/1/2035 (b)(d)
|
EUR
|
3,553,000
|
4,234,792
|
11,808,699
|
|||
Financial Services - 0.4%
|
|||
Nykredit Realkredit A/S 3.75% 9/26/2033 (d)
|
EUR
|
8,350,000
|
9,517,373
|
TOTAL FINANCIALS
|
21,326,072
|
||
TOTAL DENMARK
|
34,344,055
|
||
FINLAND - 0.3%
|
|||
Real Estate - 0.3%
|
|||
Real Estate Management & Development - 0.3%
|
|||
Citycon Treasury BV 5% 3/11/2030 (d)
|
EUR
|
3,280,000
|
3,622,993
|
Citycon Treasury BV 5.375% 7/8/2031 (d)
|
EUR
|
3,645,000
|
4,004,703
|
TOTAL FINLAND
|
7,627,696
|
||
FRANCE - 5.7%
|
|||
Communication Services - 0.6%
|
|||
Diversified Telecommunication Services - 0.4%
|
|||
Orange SA 4.75% 1/13/2033 (h)
|
3,623,000
|
3,554,272
|
|
Orange SA 5% 1/13/2036 (h)
|
4,800,000
|
4,689,022
|
|
8,243,294
|
|||
Media - 0.2%
|
|||
Publicis Groupe SA 3.375% 6/12/2032 (d)
|
EUR
|
4,900,000
|
5,556,408
|
TOTAL COMMUNICATION SERVICES
|
13,799,702
|
||
Consumer Discretionary - 0.8%
|
|||
Automobile Components - 0.3%
|
|||
Valeo SE 4.625% 3/23/2032 (d)
|
EUR
|
5,700,000
|
6,504,294
|
Automobiles - 0.5%
|
|||
RCI Banque SA 4.75% 3/24/2037 (b)(d)
|
EUR
|
2,400,000
|
2,761,759
|
RCI Banque SA 5.5% 10/9/2034 (b)(d)
|
EUR
|
6,900,000
|
8,172,407
|
10,934,166
|
|||
TOTAL CONSUMER DISCRETIONARY
|
17,438,460
|
||
Consumer Staples - 0.4%
|
|||
Beverages - 0.4%
|
|||
Pernod Ricard SA 3.75% 2/4/2037 (d)
|
EUR
|
7,400,000
|
8,305,796
|
Financials - 1.9%
|
|||
Banks - 1.9%
|
|||
BNP Paribas SA 2.159% 9/15/2029 (b)(h)
|
4,560,000
|
4,310,234
|
|
BNP Paribas SA 3.945% 2/18/2037 (b)(d)
|
EUR
|
12,600,000
|
14,370,309
|
BNP Paribas SA 5.786% 1/13/2033 (b)(h)
|
6,146,000
|
6,343,538
|
|
BPCE SA 5.716% 1/18/2030 (b)(h)
|
10,945,000
|
11,163,207
|
|
BPCE SA 7.003% 10/19/2034 (b)(h)
|
1,515,000
|
1,649,495
|
|
Societe Generale SA 6.691% 1/10/2034 (b)(h)
|
5,340,000
|
5,714,862
|
|
TOTAL FINANCIALS
|
43,551,645
|
||
Real Estate - 0.1%
|
|||
Industrial REITs - 0.1%
|
|||
ARGAN SA 3.779% 10/30/2029 (d)
|
EUR
|
3,800,000
|
4,367,653
|
Utilities - 1.9%
|
|||
Electric Utilities - 0.5%
|
|||
Electricite de France SA 5.5% 1/25/2035 (d)
|
GBP
|
7,600,000
|
9,876,006
|
Electricite de France SA 6.125% 6/2/2034 (d)
|
GBP
|
2,100,000
|
2,873,079
|
12,749,085
|
|||
Multi-Utilities - 1.4%
|
|||
Engie SA 3.875% 3/6/2036 (d)
|
EUR
|
1,600,000
|
1,844,496
|
Engie SA 4.25% 9/6/2034 (d)
|
EUR
|
9,300,000
|
11,034,502
|
Engie SA 6.1% 6/24/2036
|
AUD
|
9,430,000
|
6,549,100
|
Veolia Environnement SA 3.324% 6/17/2032 (d)
|
EUR
|
10,600,000
|
12,035,262
|
31,463,360
|
|||
TOTAL UTILITIES
|
44,212,445
|
||
TOTAL FRANCE
|
131,675,701
|
||
GERMANY - 11.6%
|
|||
Consumer Discretionary - 0.9%
|
|||
Automobile Components - 0.9%
|
|||
Robert Bosch GmbH 4.375% 6/2/2043 (d)
|
EUR
|
2,600,000
|
2,942,895
|
Schaeffler AG 5.375% 4/1/2031 (d)
|
EUR
|
4,500,000
|
5,369,197
|
ZF Europe Finance BV 4.75% 1/31/2029 (d)
|
EUR
|
2,100,000
|
2,404,643
|
ZF Europe Finance BV 5.5% 2/17/2032 (d)
|
EUR
|
4,300,000
|
4,860,702
|
ZF Europe Finance BV 7% 6/12/2030 (d)
|
EUR
|
3,600,000
|
4,373,165
|
TOTAL CONSUMER DISCRETIONARY
|
19,950,602
|
||
Consumer Staples - 0.1%
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
METRO AG 5.25% 3/5/2030 (d)
|
EUR
|
2,890,000
|
3,447,262
|
Energy - 0.4%
|
|||
Energy Equipment & Services - 0.4%
|
|||
Vier Gas Transport GmbH 3.625% 9/8/2033 (d)
|
EUR
|
7,600,000
|
8,643,346
|
Financials - 5.5%
|
|||
Banks - 0.6%
|
|||
Commerzbank AG 3.625% 1/14/2032 (b)(d)
|
EUR
|
3,100,000
|
3,560,926
|
DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 3.706% 10/15/2035 (b)(d)
|
EUR
|
3,700,000
|
4,204,199
|
Volkswagen Bank GmbH 3.5% 6/19/2031 (d)
|
EUR
|
4,700,000
|
5,298,300
|
13,063,425
|
|||
Financial Services - 4.9%
|
|||
KfW 0% 11/9/2028 (d)
|
EUR
|
27,096,000
|
29,123,906
|
KfW 0.75% 1/15/2029 (d)
|
EUR
|
26,974,000
|
29,403,490
|
KfW 1.125% 3/31/2037 (d)
|
EUR
|
14,700,000
|
13,735,833
|
KfW 2.625% 4/26/2029 (d)
|
EUR
|
21,000,000
|
23,972,045
|
KfW 2.75% 1/17/2035 (d)
|
EUR
|
5,764,000
|
6,468,298
|
KfW 4% 3/15/2029
|
9,475,000
|
9,434,816
|
|
112,138,388
|
|||
TOTAL FINANCIALS
|
125,201,813
|
||
Health Care - 1.0%
|
|||
Pharmaceuticals - 1.0%
|
|||
Bayer US Finance LLC 6.375% 11/21/2030 (h)
|
8,930,000
|
9,398,145
|
|
Bayer US Finance LLC 6.5% 11/21/2033 (h)
|
12,035,000
|
12,919,095
|
|
TOTAL HEALTH CARE
|
22,317,240
|
||
Industrials - 0.3%
|
|||
Machinery - 0.3%
|
|||
KION Group AG 4.125% 3/24/2031 (d)
|
EUR
|
6,610,000
|
7,610,501
|
Information Technology - 0.3%
|
|||
Semiconductors & Semiconductor Equipment - 0.3%
|
|||
Infineon Technologies AG 3.5% 2/16/2034 (d)
|
EUR
|
6,700,000
|
7,611,172
|
Real Estate - 0.5%
|
|||
Diversified REITs - 0.2%
|
|||
Sirius Real Estate Ltd 4% 1/22/2032 (d)
|
EUR
|
5,300,000
|
6,006,983
|
Real Estate Management & Development - 0.3%
|
|||
Aroundtown SA 3.625% 4/10/2031 (d)
|
GBP
|
5,305,000
|
6,434,663
|
TOTAL REAL ESTATE
|
12,441,646
|
||
Utilities - 2.6%
|
|||
Electric Utilities - 1.9%
|
|||
Amprion GmbH 0.625% 9/23/2033 (d)
|
EUR
|
5,400,000
|
5,007,171
|
Amprion GmbH 3.625% 5/21/2031 (d)
|
EUR
|
6,500,000
|
7,513,350
|
Amprion GmbH 4.125% 9/7/2034 (d)
|
EUR
|
6,000,000
|
7,048,531
|
EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(d)
|
EUR
|
8,200,000
|
8,952,890
|
EnBW International Finance BV 3.75% 11/20/2035 (d)
|
EUR
|
6,690,000
|
7,655,720
|
EnBW International Finance BV 5.7923% 2/26/2036 (d)
|
AUD
|
8,820,000
|
5,979,144
|
42,156,806
|
|||
Independent Power and Renewable Electricity Producers - 0.7%
|
|||
RWE Finance US LLC 5.125% 9/18/2035 (h)
|
4,005,000
|
3,908,646
|
|
RWE Finance US LLC 5.875% 4/16/2034 (h)
|
11,028,000
|
11,355,462
|
|
15,264,108
|
|||
TOTAL UTILITIES
|
57,420,914
|
||
TOTAL GERMANY
|
264,644,496
|
||
HONG KONG - 0.1%
|
|||
Financials - 0.1%
|
|||
Insurance - 0.1%
|
|||
Prudential Funding Asia PLC 2.95% 11/3/2033 (b)(d)
|
2,803,000
|
2,680,950
|
|
IRELAND - 0.1%
|
|||
Materials - 0.1%
|
|||
Containers & Packaging - 0.1%
|
|||
Smurfit Kappa Treasury ULC 3.489% 11/24/2031
|
EUR
|
1,340,000
|
1,526,416
|
ITALY - 1.5%
|
|||
Consumer Staples - 0.8%
|
|||
Beverages - 0.8%
|
|||
Coca-Cola HBC Finance BV 4% 10/1/2033 (d)
|
EUR
|
5,680,000
|
6,639,618
|
Davide Campari-Milano NV 4.25% 6/17/2033 (d)
|
EUR
|
9,660,000
|
11,223,609
|
TOTAL CONSUMER STAPLES
|
17,863,227
|
||
Utilities - 0.7%
|
|||
Electric Utilities - 0.5%
|
|||
ENEL Finance International NV 4.375% 9/30/2030 (h)
|
2,695,000
|
2,647,596
|
|
ENEL Finance International NV 5.5% 6/26/2034 (h)
|
5,595,000
|
5,668,853
|
|
Enel SpA 3.375% (b)(c)(d)
|
EUR
|
2,720,000
|
3,108,389
|
11,424,838
|
|||
Gas Utilities - 0.2%
|
|||
Snam SpA 5.75% 5/28/2035 (h)
|
5,999,000
|
6,174,348
|
|
TOTAL UTILITIES
|
17,599,186
|
||
TOTAL ITALY
|
35,462,413
|
||
JAPAN - 1.0%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
NTT Finance Corp 3.678% 7/16/2033 (d)
|
EUR
|
2,950,000
|
3,366,852
|
NTT Finance Corp 4.876% 7/16/2030 (h)
|
580,000
|
578,712
|
|
TOTAL COMMUNICATION SERVICES
|
3,945,564
|
||
Financials - 0.8%
|
|||
Banks - 0.8%
|
|||
Mitsubishi UFJ Financial Group Inc 3.856% 4/22/2034 (b)(d)
|
EUR
|
7,760,000
|
8,954,893
|
Sumitomo Mitsui Financial Group Inc 3.961% 4/2/2034 (b)(d)
|
EUR
|
7,700,000
|
8,945,084
|
TOTAL FINANCIALS
|
17,899,977
|
||
TOTAL JAPAN
|
21,845,541
|
||
LUXEMBOURG - 3.0%
|
|||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind
|
EUR
|
859,900
|
138,901
|
Real Estate - 3.0%
|
|||
Diversified REITs - 0.5%
|
|||
Stoneweg Ereit Lux Finco Sarl 4.125% 2/22/2033 (d)
|
EUR
|
10,210,000
|
11,520,640
|
Industrial REITs - 0.3%
|
|||
Prologis International Funding II SA 4.375% 7/1/2036 (d)
|
EUR
|
5,560,000
|
6,558,774
|
Real Estate Management & Development - 2.2%
|
|||
Blackstone Property Partners Europe Holdings Sarl 1.625% 4/20/2030 (d)
|
EUR
|
6,835,000
|
7,256,612
|
CBRE Europe Logistics Partners SCA SICAV-SIF 3.5% 9/22/2032 (d)
|
EUR
|
6,840,000
|
7,637,074
|
CBRE Open-Ended Funds SCA SICAV-SIF 4.75% 3/27/2034 (d)
|
EUR
|
7,075,000
|
8,414,731
|
Logicor Financing Sarl 1.625% 1/17/2030 (d)
|
EUR
|
5,275,000
|
5,636,315
|
Logicor Financing Sarl 2% 1/17/2034 (d)
|
EUR
|
8,135,000
|
8,046,195
|
Logicor Financing Sarl 3.75% 7/14/2032 (d)
|
EUR
|
1,955,000
|
2,202,235
|
P3 Group Sarl 3.75% 4/2/2033 (d)
|
EUR
|
3,290,000
|
3,687,060
|
P3 Group Sarl 4% 4/19/2032 (d)
|
EUR
|
6,245,000
|
7,180,052
|
50,060,274
|
|||
TOTAL REAL ESTATE
|
68,139,688
|
||
TOTAL LUXEMBOURG
|
68,278,589
|
||
MEXICO - 0.6%
|
|||
Energy - 0.6%
|
|||
Oil, Gas & Consumable Fuels - 0.6%
|
|||
Petroleos Mexicanos 5.95% 1/28/2031
|
14,415,000
|
14,257,877
|
|
MULTI-NATIONAL - 0.8%
|
|||
Financials - 0.8%
|
|||
Banks - 0.8%
|
|||
European Investment Bank 0.01% 11/15/2035 (d)
|
EUR
|
1,965,000
|
1,691,848
|
European Investment Bank 2.875% 6/18/2035 (d)
|
EUR
|
15,780,000
|
17,799,439
|
TOTAL MULTI-NATIONAL
|
19,491,287
|
||
NETHERLANDS - 1.2%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 2/16/2036 (d)
|
EUR
|
1,900,000
|
2,181,964
|
Consumer Staples - 0.4%
|
|||
Consumer Staples Distribution & Retail - 0.4%
|
|||
REWE International Finance BV 4.875% 9/13/2030 (d)
|
EUR
|
6,900,000
|
8,316,396
|
Financials - 0.8%
|
|||
Banks - 0.8%
|
|||
Cooperatieve Rabobank UA 5.71% 1/21/2033 (b)(h)
|
5,967,000
|
6,182,588
|
|
ING Groep NV 3% 8/17/2031 (b)(d)
|
EUR
|
10,000,000
|
11,261,372
|
TOTAL FINANCIALS
|
17,443,960
|
||
TOTAL NETHERLANDS
|
27,942,320
|
||
NORWAY - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
DNB Bank ASA 3.625% 5/28/2032 (b)(d)
|
EUR
|
7,400,000
|
8,547,992
|
POLAND - 0.4%
|
|||
Real Estate - 0.4%
|
|||
Real Estate Management & Development - 0.4%
|
|||
GTC Finance DAC 6.5% 10/15/2030 (d)
|
EUR
|
8,400,000
|
8,542,077
|
SPAIN - 0.7%
|
|||
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
CaixaBank SA 4.818% 4/22/2032 (b)(h)
|
10,500,000
|
10,414,334
|
|
CaixaBank SA 6.84% 9/13/2034 (b)(h)
|
6,210,000
|
6,772,543
|
|
TOTAL SPAIN
|
17,186,877
|
||
SWEDEN - 0.7%
|
|||
Real Estate - 0.7%
|
|||
Real Estate Management & Development - 0.7%
|
|||
Akelius Residential Ab 3.95% 3/25/2031 (d)
|
EUR
|
3,840,000
|
4,390,042
|
Heimstaden Bostad AB 3.875% 11/5/2029 (d)
|
EUR
|
5,180,000
|
5,954,190
|
Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (d)
|
EUR
|
4,460,000
|
4,931,704
|
TOTAL SWEDEN
|
15,275,936
|
||
SWITZERLAND - 1.7%
|
|||
Financials - 1.5%
|
|||
Capital Markets - 1.2%
|
|||
UBS Group AG 2.875% 4/2/2032 (b)(d)
|
EUR
|
6,790,000
|
7,559,122
|
UBS Group AG 4.125% 6/9/2033 (b)(d)
|
EUR
|
11,045,000
|
12,987,993
|
UBS Group AG 4.75% 3/17/2032 (b)(d)
|
EUR
|
5,630,000
|
6,785,932
|
27,333,047
|
|||
Insurance - 0.3%
|
|||
Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (b)(d)
|
4,125,000
|
4,138,723
|
|
Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (b)(d)
|
3,810,000
|
3,438,720
|
|
7,577,443
|
|||
TOTAL FINANCIALS
|
34,910,490
|
||
Materials - 0.2%
|
|||
Containers & Packaging - 0.2%
|
|||
SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (d)
|
EUR
|
4,170,000
|
4,786,933
|
TOTAL SWITZERLAND
|
39,697,423
|
||
UNITED KINGDOM - 16.4%
|
|||
Communication Services - 0.5%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
BT Finance PLC 3.375% 11/17/2032 (d)
|
EUR
|
5,175,000
|
5,842,054
|
Media - 0.2%
|
|||
Pearson Funding PLC 6.375% 4/28/2036 (d)
|
GBP
|
3,590,000
|
4,861,750
|
TOTAL COMMUNICATION SERVICES
|
10,703,804
|
||
Consumer Discretionary - 1.5%
|
|||
Broadline Retail - 0.5%
|
|||
John Lewis PLC 4.25% 12/18/2034 (d)
|
GBP
|
6,267,000
|
7,024,998
|
Marks & Spencer PLC 5.125% 8/18/2032 (d)
|
GBP
|
3,900,000
|
5,102,032
|
12,127,030
|
|||
Hotels, Restaurants & Leisure - 0.4%
|
|||
IHG Finance LLC 3.375% 9/10/2030 (d)
|
EUR
|
4,220,000
|
4,794,542
|
Whitbread Group PLC 2.375% 5/31/2027 (d)
|
GBP
|
2,745,000
|
3,555,113
|
8,349,655
|
|||
Household Durables - 0.6%
|
|||
Berkeley Group PLC/The 2.5% 8/11/2031 (d)
|
GBP
|
12,292,000
|
13,977,356
|
TOTAL CONSUMER DISCRETIONARY
|
34,454,041
|
||
Consumer Staples - 1.6%
|
|||
Tobacco - 1.6%
|
|||
BAT International Finance PLC 4.125% 4/12/2032 (d)
|
EUR
|
12,985,000
|
15,165,019
|
Imperial Brands Finance PLC 3.875% 2/12/2034 (d)
|
EUR
|
12,135,000
|
13,655,439
|
Imperial Brands Finance PLC 4.875% 6/7/2032 (d)
|
GBP
|
6,290,000
|
8,135,592
|
TOTAL CONSUMER STAPLES
|
36,956,050
|
||
Financials - 5.3%
|
|||
Banks - 4.3%
|
|||
Barclays PLC 3.543% 8/14/2031 (b)(d)
|
EUR
|
11,070,000
|
12,682,358
|
Barclays PLC 6.174% 7/29/2036 (b)(d)
|
GBP
|
2,300,000
|
3,097,157
|
HSBC Holdings PLC 3.608% 12/1/2033 (b)(d)
|
EUR
|
9,105,000
|
10,355,911
|
HSBC Holdings PLC 4.787% 3/10/2032 (b)(d)
|
EUR
|
5,510,000
|
6,651,032
|
HSBC Holdings PLC 4.856% 5/23/2033 (b)(d)
|
EUR
|
8,235,000
|
10,020,761
|
HSBC Holdings PLC 8.201% 11/16/2034 (b)(d)
|
GBP
|
1,285,000
|
1,838,100
|
Lloyds Banking Group PLC 4.75% 9/21/2031 (b)(d)
|
EUR
|
11,495,000
|
13,830,967
|
NatWest Group PLC 2.105% 11/28/2031 (b)(d)
|
GBP
|
5,479,000
|
7,237,202
|
NatWest Group PLC 7.416% 6/6/2033 (b)(d)
|
GBP
|
13,033,000
|
17,911,087
|
Standard Chartered PLC 3.864% 3/17/2033 (b)(d)
|
EUR
|
5,215,000
|
6,013,315
|
Standard Chartered PLC 3.934% 5/28/2032 (b)(d)
|
EUR
|
6,020,000
|
6,970,310
|
Virgin Money UK PLC 7.625% 8/23/2029 (b)(d)
|
GBP
|
1,990,000
|
2,792,922
|
99,401,122
|
|||
Consumer Finance - 0.4%
|
|||
Motability Operations Group PLC 3.625% 1/22/2033 (d)
|
EUR
|
7,830,000
|
8,877,439
|
Insurance - 0.6%
|
|||
Admiral Group PLC 8.5% 1/6/2034 (d)
|
GBP
|
9,645,000
|
14,587,154
|
TOTAL FINANCIALS
|
122,865,715
|
||
Industrials - 1.2%
|
|||
Ground Transportation - 0.5%
|
|||
Mobico Group PLC 4.875% 9/26/2031 (d)
|
EUR
|
12,065,000
|
10,996,408
|
Transportation Infrastructure - 0.7%
|
|||
Heathrow Funding Ltd 6% 3/5/2032 (d)
|
GBP
|
12,690,000
|
17,034,617
|
TOTAL INDUSTRIALS
|
28,031,025
|
||
Real Estate - 0.5%
|
|||
Office REITs - 0.3%
|
|||
Great Portland Estates PLC 5.375% 9/25/2031 (d)
|
GBP
|
5,760,000
|
7,650,050
|
Retail REITs - 0.2%
|
|||
Hammerson PLC 3.875% 6/8/2031 (d)
|
EUR
|
3,960,000
|
4,541,616
|
TOTAL REAL ESTATE
|
12,191,666
|
||
Utilities - 5.8%
|
|||
Electric Utilities - 1.0%
|
|||
London Power Networks PLC 3.837% 6/11/2037 (d)
|
EUR
|
4,240,000
|
4,815,342
|
NGG Finance PLC 2.125% 9/5/2082 (b)(d)
|
EUR
|
8,306,000
|
9,362,061
|
Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (d)
|
EUR
|
7,180,000
|
8,147,238
|
22,324,641
|
|||
Multi-Utilities - 0.4%
|
|||
Cadent Finance PLC 4% 7/7/2036 (d)
|
EUR
|
7,310,000
|
8,281,661
|
Water Utilities - 4.4%
|
|||
Anglian Water Osprey Financing PLC 6.375% 8/18/2033 (d)
|
GBP
|
3,810,000
|
4,887,744
|
Anglian Water Services Financing PLC 4.25% 6/23/2036 (d)
|
EUR
|
5,420,000
|
6,189,669
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (d)
|
GBP
|
2,555,000
|
3,441,482
|
Anglian Water Services Financing PLC 6.293% 7/30/2030 (d)
|
GBP
|
9,115,000
|
12,475,521
|
Northumbrian Water Finance PLC 4.5% 2/14/2031 (d)
|
GBP
|
9,625,000
|
12,328,055
|
Northumbrian Water Finance PLC 5.625% 4/29/2033 (d)
|
GBP
|
4,625,000
|
6,101,139
|
Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (d)
|
EUR
|
4,785,000
|
5,442,953
|
South West Water Finance PLC 5.25% 9/15/2031 (d)
|
GBP
|
6,725,000
|
8,830,953
|
South West Water Finance PLC 5.75% 12/11/2032 (d)
|
GBP
|
3,735,000
|
5,001,207
|
SW Finance I PLC 6.875% 8/7/2032 (d)
|
GBP
|
8,525,000
|
11,383,356
|
SW Finance I PLC 7.375% 12/12/2041 (d)
|
GBP
|
2,816,000
|
3,651,875
|
Wessex Water Services Finance PLC 6.125% 9/19/2034 (d)
|
GBP
|
5,230,000
|
6,960,861
|
Yorkshire Water Finance PLC 5.5% 4/28/2035 (d)
|
GBP
|
3,883,000
|
4,910,954
|
Yorkshire Water Finance PLC 6% 7/22/2033 (d)
|
GBP
|
6,175,000
|
8,202,723
|
99,808,492
|
|||
TOTAL UTILITIES
|
130,414,794
|
||
TOTAL UNITED KINGDOM
|
375,617,095
|
||
UNITED STATES - 5.1%
|
|||
Communication Services - 0.1%
|
|||
Interactive Media & Services - 0.1%
|
|||
Alphabet Inc 3.375% 5/6/2037
|
EUR
|
940,000
|
1,040,704
|
Alphabet Inc 3.875% 5/6/2045
|
EUR
|
1,000,000
|
1,078,674
|
Alphabet Inc 4% 5/6/2054
|
EUR
|
700,000
|
741,256
|
TOTAL COMMUNICATION SERVICES
|
2,860,634
|
||
Consumer Discretionary - 1.3%
|
|||
Automobiles - 0.4%
|
|||
Stellantis Finance US Inc 5.75% 3/18/2030 (h)
|
9,564,000
|
9,557,947
|
|
Broadline Retail - 0.6%
|
|||
Amazon.com Inc 3.7% 3/16/2035
|
EUR
|
8,255,000
|
9,494,257
|
Amazon.com Inc 4.35% 6/12/2036
|
CAD
|
5,830,000
|
4,145,929
|
13,640,186
|
|||
Hotels, Restaurants & Leisure - 0.3%
|
|||
McDonald's Corp 3.5% 5/21/2032 (d)
|
EUR
|
5,480,000
|
6,273,048
|
TOTAL CONSUMER DISCRETIONARY
|
29,471,181
|
||
Consumer Staples - 0.7%
|
|||
Tobacco - 0.7%
|
|||
Philip Morris International Inc 3.25% 6/6/2032
|
EUR
|
13,650,000
|
15,371,945
|
Financials - 1.4%
|
|||
Banks - 0.3%
|
|||
Citigroup Inc 4.296% 7/23/2036 (b)
|
EUR
|
4,395,000
|
5,076,055
|
JPMorgan Chase & Co 3.761% 3/21/2034 (b)(d)
|
EUR
|
900,000
|
1,039,183
|
6,115,238
|
|||
Capital Markets - 0.2%
|
|||
Morgan Stanley 3.955% 3/21/2035 (b)
|
EUR
|
950,000
|
1,099,550
|
Morgan Stanley 4.099% 5/22/2036 (b)
|
EUR
|
4,120,000
|
4,798,316
|
5,897,866
|
|||
Consumer Finance - 0.9%
|
|||
Ford Motor Credit Co LLC 4.445% 2/14/2030
|
EUR
|
4,605,000
|
5,357,819
|
Ford Motor Credit Co LLC 5.875% 11/7/2029
|
4,140,000
|
4,189,799
|
|
Ford Motor Credit Co LLC 6.184% 8/29/2031
|
GBP
|
3,195,000
|
4,321,200
|
Stellantis Financial Services US Corp 5.4% 9/15/2030 (h)
|
5,822,000
|
5,704,075
|
|
19,572,893
|
|||
TOTAL FINANCIALS
|
31,585,997
|
||
Information Technology - 0.4%
|
|||
Electronic Equipment, Instruments & Components - 0.2%
|
|||
Amphenol Technologies Holding GmbH 3.625% 3/30/2031
|
EUR
|
4,180,000
|
4,839,646
|
Software - 0.2%
|
|||
Fiserv Funding ULC 3.5% 6/15/2032
|
EUR
|
4,921,000
|
5,470,196
|
TOTAL INFORMATION TECHNOLOGY
|
10,309,842
|
||
Real Estate - 0.9%
|
|||
Diversified REITs - 0.0%
|
|||
WP Carey Inc 4.25% 7/23/2032
|
EUR
|
300,000
|
351,203
|
Industrial REITs - 0.2%
|
|||
Prologis Euro Finance LLC 3.25% 9/22/2032
|
EUR
|
4,530,000
|
5,097,897
|
Retail REITs - 0.2%
|
|||
Realty Income Corp 3.375% 6/20/2031
|
EUR
|
5,060,000
|
5,736,176
|
Specialized REITs - 0.5%
|
|||
American Tower Corp 3.625% 5/30/2032
|
EUR
|
8,730,000
|
10,046,931
|
TOTAL REAL ESTATE
|
21,232,207
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
Duke Energy Corp 3.85% 6/15/2034
|
EUR
|
4,613,000
|
5,275,409
|
Southern Co/The 1.875% 9/15/2081 (b)
|
EUR
|
1,211,000
|
1,359,417
|
TOTAL UTILITIES
|
6,634,826
|
||
TOTAL UNITED STATES
|
117,466,632
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $1,344,929,589)
|
1,355,801,363
|
||
Preferred Securities - 1.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
CZECH REPUBLIC - 0.1%
|
|||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
CPI Property Group SA 3.75% (b)(c)(d)
|
EUR
|
2,040,000
|
2,230,363
|
FINLAND - 0.1%
|
|||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Citycon Oyj 7.875% (b)(c)(d)
|
EUR
|
3,097,000
|
3,246,956
|
GERMANY - 0.7%
|
|||
Consumer Discretionary - 0.5%
|
|||
Automobiles - 0.5%
|
|||
Volkswagen International Finance NV 3.748% (b)(c)(d)
|
EUR
|
100,000
|
115,907
|
Volkswagen International Finance NV 3.875% (b)(c)(d)
|
EUR
|
9,700,000
|
10,888,431
|
TOTAL CONSUMER DISCRETIONARY
|
11,004,338
|
||
Real Estate - 0.2%
|
|||
Real Estate Management & Development - 0.2%
|
|||
Aroundtown Finance Sarl 7.875% (b)(c)
|
3,940,000
|
4,165,455
|
|
TOTAL GERMANY
|
15,169,793
|
||
SWEDEN - 0.3%
|
|||
Real Estate - 0.3%
|
|||
Real Estate Management & Development - 0.3%
|
|||
Heimstaden Bostad AB 3.625% (b)(c)(d)
|
EUR
|
5,225,000
|
6,039,874
|
Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(d)(e)(f)
|
EUR
|
647,000
|
524,805
|
TOTAL SWEDEN
|
6,564,679
|
||
SWITZERLAND - 0.0%
|
|||
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(d)(e)(f)(g)
|
611,000
|
146,639
|
|
UNITED KINGDOM - 0.1%
|
|||
Industrials - 0.1%
|
|||
Ground Transportation - 0.1%
|
|||
Mobico Group PLC 7.853% (b)(c)(d)
|
GBP
|
3,430,000
|
2,734,016
|
|
TOTAL PREFERRED SECURITIES
(Cost $27,791,801)
|
30,092,446
|
||
U.S. Treasury Obligations - 21.7%
|
||||
Yield (%) (j)
|
Principal
Amount (a)
|
Value ($)
|
||
US Treasury Bonds 2% 8/15/2051
|
4.96
|
2,322,000
|
1,321,907
|
|
US Treasury Bonds 3.875% 8/15/2040
|
4.60
|
4,800,000
|
4,379,063
|
|
US Treasury Bonds 4% 11/15/2042 (k)
|
3.89 to 4.17
|
6,000,000
|
5,414,297
|
|
US Treasury Bonds 4.125% 8/15/2044
|
4.14 to 4.75
|
3,925,000
|
3,549,672
|
|
US Treasury Bonds 4.5% 11/15/2054
|
4.61
|
9,500,000
|
8,843,535
|
|
US Treasury Bonds 4.5% 2/15/2044
|
4.44 to 4.83
|
6,500,000
|
6,190,234
|
|
US Treasury Bonds 4.625% 11/15/2044
|
4.86
|
1,130,000
|
1,088,993
|
|
US Treasury Bonds 4.625% 11/15/2045
|
4.61 to 5.02
|
29,500,000
|
28,333,828
|
|
US Treasury Bonds 4.625% 2/15/2040
|
4.81
|
1,073,000
|
1,066,839
|
|
US Treasury Bonds 4.625% 2/15/2046
|
4.63 to 5.14
|
17,243,000
|
16,550,586
|
|
US Treasury Bonds 4.625% 5/15/2044
|
4.42 to 4.72
|
2,620,000
|
2,531,063
|
|
US Treasury Bonds 5% 5/15/2045
|
4.69 to 4.98
|
38,065,000
|
38,389,148
|
|
US Treasury Bonds 6.25% 5/15/2030
|
3.41 to 4.46
|
18,050,000
|
19,368,496
|
|
US Treasury Notes 1% 7/31/2028
|
4.19
|
15,000,000
|
14,062,500
|
|
US Treasury Notes 3.5% 2/15/2033
|
4.32
|
200,000
|
190,819
|
|
US Treasury Notes 3.625% 9/30/2031
|
4.01 to 4.23
|
3,192,000
|
3,102,724
|
|
US Treasury Notes 3.75% 11/30/2032
|
3.91
|
9,000,000
|
8,730,000
|
|
US Treasury Notes 3.75% 12/31/2028
|
4.03
|
700,000
|
693,054
|
|
US Treasury Notes 3.75% 2/28/2033
|
3.72
|
3,430,000
|
3,322,143
|
|
US Treasury Notes 3.75% 8/31/2031
|
3.64
|
3,300,000
|
3,227,813
|
|
US Treasury Notes 3.875% 12/31/2032
|
4.05
|
13,500,000
|
13,182,539
|
|
US Treasury Notes 3.875% 4/30/2030
|
3.92
|
18,927,000
|
18,722,204
|
|
US Treasury Notes 3.875% 8/31/2032
|
3.87
|
7,400,000
|
7,240,438
|
|
US Treasury Notes 3.875% 9/30/2032
|
3.77
|
10,000,000
|
9,778,516
|
|
US Treasury Notes 4% 1/31/2033
|
3.79
|
1,000,000
|
982,929
|
|
US Treasury Notes 4% 2/15/2034
|
4.19 to 4.50
|
3,500,000
|
3,419,336
|
|
US Treasury Notes 4% 3/31/2030
|
4.01
|
8,470,000
|
8,416,070
|
|
US Treasury Notes 4% 4/30/2032
|
4.06 to 4.29
|
28,900,000
|
28,519,559
|
|
US Treasury Notes 4% 5/31/2028
|
4.02
|
11,400,000
|
11,366,602
|
|
US Treasury Notes 4% 6/30/2032
|
4.04
|
5,225,000
|
5,152,136
|
|
US Treasury Notes 4% 7/31/2032
|
4.01
|
1,260,000
|
1,241,788
|
|
US Treasury Notes 4.125% 10/31/2031
|
4.34 to 4.41
|
48,000,000
|
47,761,875
|
|
US Treasury Notes 4.125% 2/28/2027
|
4.01
|
4,400,000
|
4,402,961
|
|
US Treasury Notes 4.125% 2/29/2032
|
4.20
|
10,550,000
|
10,485,711
|
|
US Treasury Notes 4.125% 3/31/2032
|
3.88 to 4.04
|
17,510,000
|
17,397,143
|
|
US Treasury Notes 4.125% 4/30/2033
|
4.21 to 4.36
|
16,110,000
|
15,933,797
|
|
US Treasury Notes 4.125% 5/31/2032
|
4.13 to 4.29
|
20,735,000
|
20,587,587
|
|
US Treasury Notes 4.125% 7/31/2031
|
3.59 to 3.97
|
1,200,000
|
1,194,936
|
|
US Treasury Notes 4.25% 2/28/2029
|
4.19 to 4.30
|
6,420,000
|
6,433,291
|
|
US Treasury Notes 4.25% 3/31/2033
|
4.13 to 4.15
|
12,760,000
|
12,720,125
|
|
US Treasury Notes 4.25% 5/15/2035
|
4.22 to 4.48
|
39,970,000
|
39,498,479
|
|
US Treasury Notes 4.25% 8/15/2035
|
4.29
|
2,340,000
|
2,310,202
|
|
US Treasury Notes 4.375% 11/30/2028
|
3.89 to 3.91
|
3,700,000
|
3,717,055
|
|
US Treasury Notes 4.375% 12/31/2029
|
4.39
|
3,200,000
|
3,220,625
|
|
US Treasury Notes 4.5% 11/15/2033
|
3.94 to 4.14
|
4,250,000
|
4,292,666
|
|
US Treasury Notes 4.625% 2/15/2035
|
4.40 to 4.44
|
8,740,000
|
8,879,248
|
|
US Treasury Notes 4.625% 4/30/2029
|
4.40 to 4.72
|
12,350,000
|
12,497,621
|
|
US Treasury Notes 4.75% 2/15/2045
|
4.51 to 4.86
|
8,930,000
|
8,735,005
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $503,377,432)
|
498,447,158
|
|||
Money Market Funds - 4.0%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (l)
(Cost $92,089,823)
|
3.69
|
92,071,422
|
92,089,837
|
|
|
TOTAL INVESTMENT IN SECURITIES - 97.4%
(Cost $2,235,546,049)
|
2,239,011,527
|
NET OTHER ASSETS (LIABILITIES) - 2.6%
|
59,483,742
|
NET ASSETS - 100.0%
|
2,298,495,269
|
Futures Contracts
|
||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value and Unrealized
Appreciation/
(Depreciation) ($)
|
|
LONG
|
||||
CBOT 10Y Ultra US Treasury Notes Contracts (United States)
|
448
|
9/2026
|
50,302,000
|
401,447
|
CBOT 5Y US Treasury Notes Contracts (United States)
|
499
|
9/2026
|
53,381,305
|
16,074
|
CBOT US Treasury Long Bond Contracts (United States)
|
214
|
9/2026
|
24,195,375
|
537,404
|
Eurex Euro-Bund Contracts (Germany)
|
19
|
9/2026
|
2,764,475
|
(2,404)
|
TOTAL LONG
|
952,521
|
|||
SHORT
|
||||
ASX 10Y Australian Treasury Bond Contracts (Australia)
|
(52)
|
9/2026
|
(3,953,672)
|
(16,425)
|
Eurex Euro-Bobl Contracts (Germany)
|
(103)
|
9/2026
|
(13,578,818)
|
(67,494)
|
ICE Long GILT Futures (United Kingdom)
|
(229)
|
9/2026
|
(27,098,166)
|
(570,076)
|
TOTAL SHORT
|
(653,995)
|
|||
TOTAL FUTURES CONTRACTS
|
298,526
|
|||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
AUD
|
114,000
|
USD
|
78,476
|
JPMorgan Chase Bank NA
|
7/2026
|
452
|
CAD
|
1,244,000
|
USD
|
876,224
|
JPMorgan Chase Bank NA
|
7/2026
|
913
|
EUR
|
1,231,000
|
USD
|
1,424,267
|
Goldman Sachs Bank USA
|
7/2026
|
(15,961)
|
EUR
|
4,609,000
|
USD
|
5,296,419
|
JPMorgan Chase Bank NA
|
7/2026
|
(23,564)
|
EUR
|
17,542,000
|
USD
|
20,270,200
|
JPMorgan Chase Bank NA
|
7/2026
|
(201,547)
|
GBP
|
1,219,000
|
USD
|
1,637,782
|
JPMorgan Chase Bank NA
|
7/2026
|
(20,874)
|
GBP
|
114,000
|
USD
|
153,175
|
JPMorgan Chase Bank NA
|
7/2026
|
(1,963)
|
JPY
|
3,210,100,000
|
USD
|
20,321,274
|
JPMorgan Chase Bank NA
|
7/2026
|
(530,307)
|
JPY
|
1,337,750,000
|
USD
|
8,329,784
|
State Street Bank & Trust Co
|
7/2026
|
(82,264)
|
USD
|
26,202,653
|
AUD
|
36,579,000
|
BNP Paribas SA
|
7/2026
|
891,556
|
USD
|
6,734,638
|
AUD
|
9,629,000
|
Goldman Sachs Bank USA
|
7/2026
|
71,784
|
USD
|
183,425
|
AUD
|
256,000
|
JPMorgan Chase Bank NA
|
7/2026
|
6,284
|
USD
|
1,490,707
|
AUD
|
2,160,000
|
JPMorgan Chase Bank NA
|
7/2026
|
(3,921)
|
USD
|
798,603
|
AUD
|
1,108,000
|
JPMorgan Chase Bank NA
|
7/2026
|
31,915
|
USD
|
1,504,011
|
CAD
|
2,092,000
|
JPMorgan Chase Bank NA
|
7/2026
|
26,922
|
USD
|
1,184,087
|
CAD
|
1,679,000
|
JPMorgan Chase Bank NA
|
7/2026
|
(1,397)
|
USD
|
2,486,608
|
CAD
|
3,363,000
|
Royal Bank of Canada
|
7/2026
|
112,109
|
USD
|
1,773,001
|
CAD
|
2,443,000
|
Royal Bank of Canada
|
7/2026
|
48,083
|
USD
|
83,588,592
|
CAD
|
113,549,000
|
Royal Bank of Canada
|
7/2026
|
3,415,559
|
USD
|
1,649,626
|
CAD
|
2,258,000
|
State Street Bank & Trust Co
|
7/2026
|
55,330
|
USD
|
109,389
|
EUR
|
93,000
|
BNP Paribas SA
|
7/2026
|
2,994
|
USD
|
5,443,375
|
EUR
|
4,624,000
|
BNP Paribas SA
|
7/2026
|
153,359
|
USD
|
919,325,229
|
EUR
|
777,542,000
|
BNP Paribas SA
|
7/2026
|
29,790,334
|
USD
|
7,744,283
|
EUR
|
6,564,000
|
Bank of America NA
|
7/2026
|
234,840
|
USD
|
4,672,119
|
EUR
|
4,112,000
|
Citibank NA
|
7/2026
|
(32,151)
|
USD
|
2,894,494
|
EUR
|
2,451,000
|
Goldman Sachs Bank USA
|
7/2026
|
90,465
|
USD
|
7,744,164
|
EUR
|
6,619,000
|
Goldman Sachs Bank USA
|
7/2026
|
171,799
|
USD
|
8,446,032
|
EUR
|
7,267,000
|
JPMorgan Chase Bank NA
|
7/2026
|
132,333
|
USD
|
4,460,288
|
EUR
|
3,899,000
|
JPMorgan Chase Bank NA
|
7/2026
|
(302)
|
USD
|
9,475,620
|
EUR
|
8,151,000
|
JPMorgan Chase Bank NA
|
7/2026
|
150,594
|
USD
|
30,647,984
|
EUR
|
26,347,000
|
JPMorgan Chase Bank NA
|
7/2026
|
506,107
|
USD
|
3,210,898
|
EUR
|
2,753,000
|
JPMorgan Chase Bank NA
|
7/2026
|
61,371
|
USD
|
13,511,294
|
EUR
|
11,589,000
|
JPMorgan Chase Bank NA
|
7/2026
|
253,078
|
USD
|
18,229,969
|
EUR
|
15,428,000
|
JPMorgan Chase Bank NA
|
7/2026
|
579,804
|
USD
|
32,065,690
|
EUR
|
27,287,000
|
State Street Bank & Trust Co
|
7/2026
|
848,420
|
USD
|
11,007,542
|
EUR
|
9,355,000
|
State Street Bank & Trust Co
|
7/2026
|
305,099
|
USD
|
18,377,164
|
EUR
|
15,595,000
|
State Street Bank & Trust Co
|
7/2026
|
535,945
|
USD
|
1,174,414
|
GBP
|
870,000
|
BNP Paribas SA
|
7/2026
|
20,427
|
USD
|
2,037,146
|
GBP
|
1,512,000
|
Goldman Sachs Bank USA
|
7/2026
|
31,596
|
USD
|
3,221,420
|
GBP
|
2,378,000
|
JPMorgan Chase Bank NA
|
7/2026
|
67,189
|
USD
|
237,761,931
|
GBP
|
175,867,000
|
JPMorgan Chase Bank NA
|
7/2026
|
4,488,079
|
USD
|
3,688,314
|
GBP
|
2,747,000
|
JPMorgan Chase Bank NA
|
7/2026
|
44,633
|
USD
|
2,755,642
|
GBP
|
2,078,000
|
JPMorgan Chase Bank NA
|
7/2026
|
(663)
|
USD
|
6,725,645
|
GBP
|
4,981,000
|
State Street Bank & Trust Co
|
7/2026
|
118,737
|
USD
|
1,547,783
|
GBP
|
1,152,000
|
State Street Bank & Trust Co
|
7/2026
|
19,745
|
USD
|
8,115,688
|
JPY
|
1,309,200,000
|
Goldman Sachs Bank USA
|
7/2026
|
44,184
|
USD
|
82,482,839
|
JPY
|
13,014,050,000
|
JPMorgan Chase Bank NA
|
7/2026
|
2,248,384
|
USD
|
10,629,914
|
JPY
|
1,680,850,000
|
JPMorgan Chase Bank NA
|
7/2026
|
267,108
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
44,912,617
|
|||||
Unrealized Appreciation
|
45,827,531
|
|||||
Unrealized Depreciation
|
(914,914)
|
|||||
Credit Default Swaps
|
||||||||||
Underlying Reference
|
Maturity
Date
|
Clearinghouse /
Counterparty
|
Fixed
Payment
Received/
(Paid)
|
Payment
Frequency
|
Notional
Amount
|
Value ($)
|
Upfront
Premium
Received/
(Paid) ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
Buy Protection
|
||||||||||
BMW Finance NV 0.75% 7/13/2026
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
7,200,000
|
(189,184)
|
192,082
|
2,898
|
|
Generali 4.125%
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
3,600,000
|
(29,522)
|
7,850
|
(21,672)
|
|
Deutsche Bank AG 5.625% 5/19/2031
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
3,300,000
|
9,439
|
(39,241)
|
(29,802)
|
|
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
6/2031
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
5,315,000
|
(26,712)
|
8,689
|
(18,023)
|
|
UniCredit SpA 5.375% 4/16/2034
|
6/2031
|
Goldman Sachs Bank USA
|
(1%)
|
Quarterly
|
EUR
|
3,500,000
|
(12,050)
|
(9,512)
|
(21,562)
|
|
Societe Generale SA 5.25% 9/6/2032
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
4,650,000
|
(13,559)
|
(15,159)
|
(28,718)
|
|
Allianz SE 3.099% 7/6/2047
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
4,100,000
|
(58,703)
|
47,199
|
(11,504)
|
|
Heidelberg Materials AG 3.75% 5/31/2032
|
6/2031
|
BNP Paribas SA
|
(5%)
|
Quarterly
|
EUR
|
4,650,000
|
(1,080,651)
|
1,100,450
|
19,799
|
|
Allianz SE 1.301% 9/25/2049
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
16,300,000
|
(233,380)
|
128,420
|
(104,960)
|
|
Generali 3.875% 1/29/2029
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
14,850,000
|
(121,778)
|
48,282
|
(73,496)
|
|
Deutsche Bank AG 4% 6/24/2032
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
10,750,000
|
30,747
|
(149,937)
|
(119,190)
|
|
Societe Generale SA 5.25% 9/6/2032
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
12,350,000
|
(36,012)
|
(26,684)
|
(62,696)
|
|
UniCredit SpA 4.175% 6/24/2037
|
6/2031
|
Goldman Sachs Bank USA
|
(1%)
|
Quarterly
|
EUR
|
13,250,000
|
(45,618)
|
(34,347)
|
(79,965)
|
|
Aviva PLC 4.625% 8/28/2056
|
6/2031
|
Citibank NA
|
(1%)
|
Quarterly
|
EUR
|
8,250,000
|
(56,730)
|
13,399
|
(43,331)
|
|
BMW Finance NV 1% 5/22/2028
|
6/2031
|
BNP Paribas SA
|
(1%)
|
Quarterly
|
EUR
|
25,950,000
|
(681,851)
|
676,304
|
(5,547)
|
|
Heidelberg Materials AG 3.75% 5/31/2032
|
6/2031
|
JPMorgan Chase Bank NA
|
(5%)
|
Quarterly
|
EUR
|
11,850,000
|
(2,753,917)
|
2,730,638
|
(23,279)
|
|
Intesa Sanpaolo SpA 6.184% 2/20/2034
|
6/2031
|
JPMorgan Chase Bank NA
|
(1%)
|
Quarterly
|
EUR
|
13,600,000
|
(68,351)
|
32,954
|
(35,397)
|
|
TOTAL CREDIT DEFAULT SWAPS
|
(5,367,832)
|
4,711,387
|
(656,445)
|
|||||||
AUD
|
-
|
Australian Dollar
|
CAD
|
-
|
Canadian Dollar
|
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
British Pound Sterling
|
JPY
|
-
|
Japanese Yen
|
USD
|
-
|
United States Dollar
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(c)
|
Security is perpetual in nature with no stated maturity date.
|
(d)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $1,202,880,823 or 52.3% of net assets.
|
(e)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(f)
|
Non-income producing - Security is in default.
|
(g)
|
Level 3 security.
|
(h)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $144,611,282 or 6.3% of net assets.
|
(i)
|
Zero coupon bond which is issued at a discount.
|
(j)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(k)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $3,802,641.
|
(l)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
80,924,440
|
443,720,856
|
432,555,474
|
1,778,875
|
(322)
|
337
|
92,089,837
|
92,071,422
|
0.1%
|
Total
|
80,924,440
|
443,720,856
|
432,555,474
|
1,778,875
|
(322)
|
337
|
92,089,837
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
Foreign Government and Government Agency Obligations
|
262,580,723
|
-
|
262,580,723
|
-
|
Non-Convertible Corporate Bonds
|
||||
Communication Services
|
33,491,668
|
-
|
33,491,668
|
-
|
Consumer Discretionary
|
101,314,284
|
-
|
101,314,284
|
-
|
Consumer Staples
|
106,669,941
|
-
|
106,669,941
|
-
|
Energy
|
35,885,736
|
-
|
35,885,736
|
-
|
Financials
|
553,993,174
|
-
|
553,993,174
|
-
|
Health Care
|
22,317,240
|
-
|
22,317,240
|
-
|
Industrials
|
35,641,526
|
-
|
35,641,526
|
-
|
Information Technology
|
17,921,014
|
-
|
17,921,014
|
-
|
Materials
|
10,590,667
|
-
|
10,590,667
|
-
|
Real Estate
|
174,328,553
|
-
|
174,328,553
|
-
|
Utilities
|
263,647,560
|
-
|
263,647,560
|
-
|
Preferred Securities
|
||||
Consumer Discretionary
|
11,004,338
|
-
|
11,004,338
|
-
|
Financials
|
146,639
|
-
|
-
|
146,639
|
Industrials
|
2,734,016
|
-
|
2,734,016
|
-
|
Real Estate
|
16,207,453
|
-
|
16,207,453
|
-
|
U.S. Treasury Obligations
|
498,447,158
|
-
|
498,447,158
|
-
|
Money Market Funds
|
92,089,837
|
92,089,837
|
-
|
-
|
Total Investments in Securities:
|
2,239,011,527
|
92,089,837
|
2,146,775,051
|
146,639
|
Derivative Instruments:
|
||||
Assets
|
||||
Futures Contracts
|
954,925
|
954,925
|
-
|
-
|
Forward Foreign Currency Contracts
|
45,827,531
|
-
|
45,827,531
|
-
|
Swaps
|
40,186
|
-
|
40,186
|
-
|
Total Assets
|
46,822,642
|
954,925
|
45,867,717
|
-
|
Liabilities
|
||||
Futures Contracts
|
(656,399)
|
(656,399)
|
-
|
-
|
Forward Foreign Currency Contracts
|
(914,914)
|
-
|
(914,914)
|
-
|
Swaps
|
(5,408,018)
|
-
|
(5,408,018)
|
-
|
Total Liabilities
|
(6,979,331)
|
(656,399)
|
(6,322,932)
|
-
|
Total Derivative Instruments:
|
39,843,311
|
298,526
|
39,544,785
|
-
|
Primary Risk Exposure / Derivative Type
|
Value
|
|
Asset ($)
|
Liability ($)
|
|
Credit Risk
|
||
Swaps (a)
|
40,186
|
(5,408,018)
|
Total Credit Risk
|
40,186
|
(5,408,018)
|
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts (b)
|
45,827,531
|
(914,914)
|
Total Foreign Exchange Risk
|
45,827,531
|
(914,914)
|
Interest Rate Risk
|
||
Futures Contracts (c)
|
954,925
|
(656,399)
|
Total Interest Rate Risk
|
954,925
|
(656,399)
|
Total Value of Derivatives
|
46,822,642
|
(6,979,331)
|
|
Counterparty
|
Value of
Derivative
Assets ($)
|
Value of
Derivative
Liabilities ($)
|
Collateral
Received(a) ($)
|
Collateral
Pledged(a) ($)
|
Net(b) ($)
|
|||||
Bank of America NA
|
234,840
|
-
|
(234,840)
|
-
|
-
|
|||||
BNP Paribas SA
|
30,898,856
|
(2,444,640)
|
(28,454,216)
|
-
|
-
|
|||||
Citibank NA
|
-
|
(88,881)
|
-
|
-
|
(88,881)
|
|||||
Goldman Sachs Bank USA
|
409,828
|
(73,629)
|
(336,199)
|
-
|
-
|
|||||
JPMorgan Chase Bank NA
|
8,865,166
|
(3,633,518)
|
(5,214,174)
|
-
|
17,474
|
|||||
Royal Bank of Canada
|
3,575,751
|
-
|
(3,575,751)
|
-
|
-
|
|||||
State Street Bank & Trust Co
|
1,883,276
|
(82,264)
|
(1,801,012)
|
-
|
-
|
|||||
Total
|
$
|
45,867,717
|
$
|
(6,322,932)
|
$
|
(39,616,192)
|
$
|
-
|
$
|
(71,407)
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $2,143,456,226)
|
$
|
2,146,921,690
|
||
Fidelity Central Funds (cost $92,089,823)
|
92,089,837
|
|||
Total Investment in Securities (cost $2,235,546,049)
|
$
|
2,239,011,527
|
||
Foreign currency held at value (cost $1,297,691)
|
1,300,801
|
|||
Unrealized appreciation on forward foreign currency contracts
|
45,827,531
|
|||
Interest receivable
|
28,879,648
|
|||
Distributions receivable from Fidelity Central Funds
|
316,989
|
|||
Bi-lateral OTC swaps, at value
|
40,186
|
|||
Receivable from investment adviser for expense reductions
|
173
|
|||
Total assets
|
2,315,376,855
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
9,222,854
|
||
Unrealized depreciation on forward foreign currency contracts
|
914,914
|
|||
Bi-lateral OTC swaps, at value
|
5,408,018
|
|||
Accrued management fee
|
762,510
|
|||
Payable for variation margin on futures contracts
|
421,589
|
|||
Other payables and accrued expenses
|
151,701
|
|||
Total liabilities
|
16,881,586
|
|||
Net Assets
|
$
|
2,298,495,269
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
2,254,397,804
|
||
Total accumulated earnings (loss)
|
44,097,465
|
|||
Net Assets
|
$
|
2,298,495,269
|
||
Net Asset Value, offering price and redemption price per share ($2,298,495,269 ÷ 213,113,954 shares)
|
$
|
10.79
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Dividends
|
$
|
868,346
|
||
Interest
|
40,671,290
|
|||
Income from Fidelity Central Funds
|
1,778,875
|
|||
Total income
|
43,318,511
|
|||
Expenses
|
||||
Management fee
|
$
|
4,245,331
|
||
Custodian fees and expenses
|
42,659
|
|||
Independent trustees' fees and expenses
|
2,020
|
|||
Registration fees
|
167,966
|
|||
Audit fees
|
50,347
|
|||
Legal
|
1,041
|
|||
Miscellaneous
|
3,040
|
|||
Total expenses before reductions
|
4,512,404
|
|||
Expense reductions
|
(160,556)
|
|||
Total expenses after reductions
|
4,351,848
|
|||
Net Investment income (loss)
|
38,966,663
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
5,873,701
|
|||
Fidelity Central Funds
|
(322)
|
|||
Forward foreign currency contracts
|
(7,859,458)
|
|||
Foreign currency transactions
|
(276,663)
|
|||
Futures contracts
|
(1,512,275)
|
|||
Swaps
|
(1,135,476)
|
|||
Total net realized gain (loss)
|
(4,910,493)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(57,062,694)
|
|||
Fidelity Central Funds
|
337
|
|||
Forward foreign currency contracts
|
55,775,463
|
|||
Assets and liabilities in foreign currencies
|
(642,070)
|
|||
Futures contracts
|
721,616
|
|||
Swaps
|
268,003
|
|||
Total change in net unrealized appreciation (depreciation)
|
(939,345)
|
|||
Net gain (loss)
|
(5,849,838)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
33,116,825
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
38,966,663
|
$
|
52,502,786
|
Net realized gain (loss)
|
(4,910,493)
|
(14,724,396)
|
||
Change in net unrealized appreciation (depreciation)
|
(939,345)
|
46,066,705
|
||
Net increase (decrease) in net assets resulting from operations
|
33,116,825
|
83,845,095
|
||
Distributions to shareholders
|
(17,934,279)
|
(67,168,432)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
350,000,000
|
1,125,000,000
|
||
Reinvestment of distributions
|
17,934,279
|
67,168,432
|
||
Net increase (decrease) in net assets resulting from share transactions
|
367,934,279
|
1,192,168,432
|
||
Total increase (decrease) in net assets
|
383,116,825
|
1,208,845,095
|
||
Net Assets
|
||||
Beginning of period
|
1,915,378,444
|
706,533,349
|
||
End of period
|
$
|
2,298,495,269
|
$
|
1,915,378,444
|
Other Information
|
||||
Shares
|
||||
Sold
|
32,700,944
|
105,246,747
|
||
Issued in reinvestment of distributions
|
1,686,993
|
6,269,044
|
||
Net increase (decrease)
|
34,387,937
|
111,515,791
|
||
Fidelity® SAI International Credit Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024
|
2023 A
|
|||||
Selected Per-Share Data
|
||||||||
Net asset value, beginning of period
|
$
|
10.72
|
$
|
10.51
|
$
|
10.34
|
$
|
10.00
|
Income from Investment Operations
|
||||||||
Net investment income (loss) B,C
|
.197
|
.408
|
.430
|
.369
|
||||
Net realized and unrealized gain (loss)
|
(.035)
|
.257
|
.201
|
.241
|
||||
Total from investment operations
|
.162
|
.665
|
.631
|
.610
|
||||
Distributions from net investment income
|
(.088)
|
(.401)
|
(.402)
|
(.270)
|
||||
Distributions from net realized gain
|
(.004)
|
(.054)
|
(.059)
|
-
|
||||
Total distributions
|
(.092)
|
(.455)
|
(.461)
|
(.270)
|
||||
Net asset value, end of period
|
$
|
10.79
|
$
|
10.72
|
$
|
10.51
|
$
|
10.34
|
Total Return D,E
|
1.52 % |
6.40%
|
6.19%
|
6.21%
|
||||
Ratios to Average Net Assets C,F,G
|
||||||||
Expenses before reductions
|
.43% H
|
.42%
|
.45%
|
.46% H,I
|
||||
Expenses net of fee waivers, if any
|
.41 % H |
.41%
|
.41%
|
.41% H,I
|
||||
Expenses net of all reductions, if any
|
.41% H
|
.41%
|
.41%
|
.41% H,I
|
||||
Net investment income (loss)
|
3.70% H
|
3.80%
|
4.11%
|
4.43% H,I
|
||||
Supplemental Data
|
||||||||
Net assets, end of period (000 omitted)
|
$
|
2,298,495
|
$
|
1,915,378
|
$
|
706,533
|
$
|
317,906
|
Portfolio turnover rate J
|
28 % H |
55%
|
64%
|
95% H,K
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$87,943,228
|
Gross unrealized depreciation
|
(32,103,654)
|
Net unrealized appreciation (depreciation)
|
$55,839,574
|
Tax cost
|
$2,227,726,651
|
Credit Risk
|
Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to a fund.
|
Foreign Exchange Risk
|
Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.
|
Interest Rate Risk
|
Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
|
Primary Risk Exposure / Derivative Type
|
Net Realized Gain (Loss)($)
|
Change in Net Unrealized Appreciation (Depreciation)($)
|
Fidelity SAI International Credit Fund
|
||
Credit Risk
|
||
Swaps
|
(1,135,476)
|
268,003
|
Total Credit Risk
|
(1,135,476)
|
268,003
|
Foreign Exchange Risk
|
||
Forward Foreign Currency Contracts
|
(7,859,458)
|
55,775,463
|
Total Foreign Exchange Risk
|
(7,859,458)
|
55,775,463
|
Interest Rate Risk
|
||
Futures Contracts
|
(1,512,275)
|
721,616
|
Total Interest Rate Risk
|
(1,512,275)
|
721,616
|
Totals
|
(10,507,209)
|
56,765,082
|
Average Contracts Amount ($)
|
|
Fidelity SAI International Credit Fund
|
1,421,734,282
|
Purchases ($)
|
Sales ($)
|
|
Fidelity SAI International Credit Fund
|
557,222,219
|
222,837,429
|
Amount ($)
|
|
Fidelity SAI International Credit Fund
|
1,237
|
Strategic Advisers Fidelity Core Income Fund
|
|
Fidelity SAI International Credit Fund
|
100%
|
 |
Contents
U.S. Treasury Obligations - 99.4%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2051
|
1.87 to 2.68
|
199,597,850
|
105,663,550
|
|
US Treasury Bonds Inflation-Indexed 0.125% 2/15/2052
|
1.94 to 2.71
|
244,323,818
|
126,589,087
|
|
US Treasury Bonds Inflation-Indexed 0.25% 2/15/2050
|
1.97 to 2.67
|
56,757,296
|
32,002,142
|
|
US Treasury Bonds Inflation-Indexed 0.625% 2/15/2043
|
1.82 to 2.53
|
261,129,737
|
190,494,039
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2042
|
1.87 to 2.46
|
213,180,159
|
162,763,893
|
|
US Treasury Bonds Inflation-Indexed 0.75% 2/15/2045
|
1.92 to 2.59
|
294,148,468
|
208,994,995
|
|
US Treasury Bonds Inflation-Indexed 0.875% 2/15/2047
|
1.91 to 2.55
|
162,176,251
|
114,050,077
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2046
|
1.94 to 2.62
|
94,109,395
|
69,126,452
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2048
|
1.84 to 2.80
|
270,042,682
|
192,245,973
|
|
US Treasury Bonds Inflation-Indexed 1% 2/15/2049
|
1.90 to 2.81
|
224,321,807
|
157,586,536
|
|
US Treasury Bonds Inflation-Indexed 1.375% 2/15/2044
|
1.90 to 2.59
|
270,461,656
|
220,907,826
|
|
US Treasury Bonds Inflation-Indexed 1.5% 2/15/2053
|
1.83 to 2.74
|
298,106,509
|
226,643,227
|
|
US Treasury Bonds Inflation-Indexed 1.75% 1/15/2028
|
0.97 to 1.95
|
296,200,094
|
294,156,052
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2040
|
1.79 to 2.25
|
101,245,034
|
97,681,852
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2041
|
1.76 to 2.45
|
188,689,825
|
180,256,559
|
|
US Treasury Bonds Inflation-Indexed 2.125% 2/15/2054
|
1.90 to 2.77
|
133,778,181
|
116,915,280
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055
|
2.19 to 2.67
|
209,840,272
|
193,197,393
|
|
US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056
|
2.43 to 2.81
|
134,004,100
|
123,531,277
|
|
US Treasury Bonds Inflation-Indexed 2.5% 1/15/2029
|
1.41 to 1.68
|
217,385,424
|
220,142,574
|
|
US Treasury Bonds Inflation-Indexed 3.375% 4/15/2032
|
1.50 to 2.09
|
38,029,028
|
40,946,049
|
|
US Treasury Bonds Inflation-Indexed 3.625% 4/15/2028
|
1.08 to 1.98
|
166,083,710
|
170,282,838
|
|
US Treasury Bonds Inflation-Indexed 3.875% 4/15/2029
|
1.18 to 2.08
|
284,865,624
|
299,153,426
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2030
|
1.21 to 2.10
|
458,741,425
|
430,790,024
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2031
|
1.28 to 1.99
|
667,653,391
|
616,651,267
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2032
|
1.46 to 1.99
|
538,342,391
|
487,373,565
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2030
|
1.08 to 2.00
|
521,453,962
|
487,207,789
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2031
|
1.30 to 1.93
|
508,439,184
|
466,790,823
|
|
US Treasury Notes Inflation-Indexed 0.25% 7/15/2029
|
1.01 to 1.78
|
537,794,936
|
512,928,866
|
|
US Treasury Notes Inflation-Indexed 0.375% 7/15/2027
|
0.73 to 1.66
|
388,824,420
|
382,248,023
|
|
US Treasury Notes Inflation-Indexed 0.5% 1/15/2028
|
0.88 to 1.89
|
565,102,041
|
550,659,780
|
|
US Treasury Notes Inflation-Indexed 0.625% 7/15/2032
|
1.29 to 2.16
|
643,856,185
|
596,310,500
|
|
US Treasury Notes Inflation-Indexed 0.75% 7/15/2028
|
0.70 to 1.69
|
390,064,770
|
381,381,830
|
|
US Treasury Notes Inflation-Indexed 0.875% 1/15/2029
|
1.05 to 1.84
|
372,910,287
|
362,769,715
|
|
US Treasury Notes Inflation-Indexed 1.125% 1/15/2033
|
1.47 to 1.94
|
740,996,697
|
700,917,385
|
|
US Treasury Notes Inflation-Indexed 1.125% 10/15/2030
|
1.15 to 1.50
|
696,713,837
|
676,517,445
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2028
|
1.00 to 1.93
|
440,137,962
|
433,016,690
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2031
|
1.34 to 1.96
|
620,738,248
|
601,419,289
|
|
US Treasury Notes Inflation-Indexed 1.375% 7/15/2033
|
1.49 to 2.07
|
534,365,398
|
512,594,480
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2027
|
0.47 to 1.93
|
565,513,408
|
562,727,279
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2029
|
0.99 to 1.84
|
505,394,417
|
501,876,338
|
|
US Treasury Notes Inflation-Indexed 1.625% 4/15/2030
|
1.18 to 1.63
|
490,905,888
|
484,939,848
|
|
US Treasury Notes Inflation-Indexed 1.75% 1/15/2034
|
1.57 to 2.34
|
667,248,975
|
651,942,779
|
|
US Treasury Notes Inflation-Indexed 1.875% 1/15/2036
|
1.88 to 2.20
|
717,221,273
|
696,525,105
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2034
|
1.53 to 2.23
|
695,291,244
|
685,288,498
|
|
US Treasury Notes Inflation-Indexed 1.875% 7/15/2035
|
1.72 to 1.99
|
768,938,553
|
751,917,503
|
|
US Treasury Notes Inflation-Indexed 2.125% 1/15/2035
|
1.71 to 2.14
|
632,426,437
|
630,953,646
|
|
US Treasury Notes Inflation-Indexed 2.125% 4/15/2029
|
1.45 to 1.80
|
427,690,696
|
428,892,570
|
|
US Treasury Notes Inflation-Indexed 2.375% 10/15/2028
|
0.91 to 1.76
|
591,874,118
|
598,211,997
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $18,130,671,361)
|
17,736,184,131
|
|||
Money Market Funds - 0.1%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $17,101,788)
|
3.69
|
17,098,594
|
17,102,014
|
|
|
TOTAL INVESTMENT IN SECURITIES - 99.5%
(Cost $18,147,773,149)
|
17,753,286,145
|
NET OTHER ASSETS (LIABILITIES) - 0.5%
|
91,968,796
|
NET ASSETS - 100.0%
|
17,845,254,941
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
88,182,953
|
1,127,702,177
|
1,198,783,882
|
851,778
|
(5,348)
|
6,114
|
17,102,014
|
17,098,594
|
0.0%
|
Total
|
88,182,953
|
1,127,702,177
|
1,198,783,882
|
851,778
|
(5,348)
|
6,114
|
17,102,014
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
17,736,184,131
|
-
|
17,736,184,131
|
-
|
Money Market Funds
|
17,102,014
|
17,102,014
|
-
|
-
|
Total Investments in Securities:
|
17,753,286,145
|
17,102,014
|
17,736,184,131
|
-
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $18,130,671,361)
|
$
|
17,736,184,131
|
||
Fidelity Central Funds (cost $17,101,788)
|
17,102,014
|
|||
Total Investment in Securities (cost $18,147,773,149)
|
$
|
17,753,286,145
|
||
Receivable for investments sold
|
254,717,691
|
|||
Receivable for fund shares sold
|
15,922,730
|
|||
Interest receivable
|
85,090,299
|
|||
Distributions receivable from Fidelity Central Funds
|
65,012
|
|||
Receivable from investment adviser for expense reductions
|
82,888
|
|||
Total assets
|
18,109,164,765
|
|||
Liabilities
|
||||
Payable to custodian bank
|
$
|
1
|
||
Payable for investments purchased
|
254,330,402
|
|||
Payable for fund shares redeemed
|
8,181,148
|
|||
Accrued management fee
|
755,642
|
|||
Other payables and accrued expenses
|
642,631
|
|||
Total liabilities
|
263,909,824
|
|||
Net Assets
|
$
|
17,845,254,941
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
17,658,075,120
|
||
Total accumulated earnings (loss)
|
187,179,821
|
|||
Net Assets
|
$
|
17,845,254,941
|
||
Net Asset Value, offering price and redemption price per share ($17,845,254,941 ÷ 1,750,280,235 shares)
|
$
|
10.20
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
562,013,736
|
||
Income from Fidelity Central Funds
|
851,778
|
|||
Total income
|
562,865,514
|
|||
Expenses
|
||||
Management fee
|
$
|
4,017,207
|
||
Custodian fees and expenses
|
693
|
|||
Independent trustees' fees and expenses
|
15,118
|
|||
Registration fees
|
987,806
|
|||
Audit fees
|
22,504
|
|||
Legal
|
7,536
|
|||
Miscellaneous
|
23,773
|
|||
Total expenses before reductions
|
5,074,637
|
|||
Expense reductions
|
(1,076,361)
|
|||
Total expenses after reductions
|
3,998,276
|
|||
Net Investment income (loss)
|
558,867,238
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(25,704,414)
|
|||
Fidelity Central Funds
|
(5,348)
|
|||
Total net realized gain (loss)
|
(25,709,762)
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(351,080,466)
|
|||
Fidelity Central Funds
|
6,114
|
|||
Total change in net unrealized appreciation (depreciation)
|
(351,074,352)
|
|||
Net gain (loss)
|
(376,784,114)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
182,083,124
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
Year ended
December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
558,867,238
|
$
|
623,914,167
|
Net realized gain (loss)
|
(25,709,762)
|
(21,184,129)
|
||
Change in net unrealized appreciation (depreciation)
|
(351,074,352)
|
187,205,190
|
||
Net increase (decrease) in net assets resulting from operations
|
182,083,124
|
789,935,228
|
||
Distributions to shareholders
|
(6,009,045)
|
(551,035,417)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
5,747,823,795
|
7,446,121,046
|
||
Reinvestment of distributions
|
4,987,298
|
454,567,756
|
||
Cost of shares redeemed
|
(2,178,208,156)
|
(4,174,508,294)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
3,574,602,937
|
3,726,180,508
|
||
Total increase (decrease) in net assets
|
3,750,677,016
|
3,965,080,319
|
||
Net Assets
|
||||
Beginning of period
|
14,094,577,925
|
10,129,497,606
|
||
End of period
|
$
|
17,845,254,941
|
$
|
14,094,577,925
|
Other Information
|
||||
Shares
|
||||
Sold
|
564,839,895
|
734,545,907
|
||
Issued in reinvestment of distributions
|
493,309
|
44,832,575
|
||
Redeemed
|
(214,126,348)
|
(410,963,604)
|
||
Net increase (decrease)
|
351,206,856
|
368,414,878
|
||
Fidelity® SAI Inflation-Protected Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025
|
2024 A
|
||||
Selected Per-Share Data
|
||||||
Net asset value, beginning of period
|
$
|
10.07
|
$
|
9.83
|
$
|
10.00
|
Income from Investment Operations
|
||||||
Net investment income (loss) B,C
|
.353
|
.509
|
.124
|
|||
Net realized and unrealized gain (loss)
|
(.219)
|
.153
|
(.226)
|
|||
Total from investment operations
|
.134
|
.662
|
(.102)
|
|||
Distributions from net investment income
|
(.004)
|
(.422)
|
(.057)
|
|||
Distributions from tax return of capital
|
-
|
-
|
(.011)
|
|||
Total distributions
|
(.004)
|
(.422)
|
(.068)
|
|||
Net asset value, end of period
|
$
|
10.20
|
$
|
10.07
|
$
|
9.83
|
Total Return D,E
|
1.33 % |
6.76%
|
(1.02)%
|
|||
Ratios to Average Net Assets C,F,G
|
||||||
Expenses before reductions
|
.06% H
|
.06%
|
.10% H
|
|||
Expenses net of fee waivers, if any
|
.05 % H |
.05%
|
.05% H
|
|||
Expenses net of all reductions, if any
|
.05% H
|
.05%
|
.05% H
|
|||
Net investment income (loss)
|
7.01% H
|
5.01%
|
3.36% H
|
|||
Supplemental Data
|
||||||
Net assets, end of period (000 omitted)
|
$
|
17,845,255
|
$
|
14,094,578
|
$
|
10,129,498
|
Portfolio turnover rate I
|
33 % H |
34%
|
8% J,K
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$1,707,307
|
Gross unrealized depreciation
|
(411,038,551)
|
Net unrealized appreciation (depreciation)
|
$(409,331,244)
|
Tax cost
|
$18,162,617,389
|
Short-term
|
$(18,402,845)
|
Long-term
|
(2,035,548)
|
Total capital loss carryforward
|
$(20,438,393)
|
Amount ($)
|
|
Fidelity SAI Inflation-Protected Bond Index Fund
|
9,179
|
 |
Contents
U.S. Treasury Obligations - 99.4%
|
||||
Yield (%) (a)
|
Principal
Amount (b)
|
Value ($)
|
||
US Treasury Bonds Inflation-Indexed 1.75% 1/15/2028
|
0.95 to 1.35
|
10,605,945
|
10,532,754
|
|
US Treasury Bonds Inflation-Indexed 2.375% 1/15/2027
|
0.73 to 1.56
|
15,114,898
|
15,073,030
|
|
US Treasury Bonds Inflation-Indexed 2.5% 1/15/2029
|
1.11 to 1.24
|
10,770,838
|
10,907,447
|
|
US Treasury Bonds Inflation-Indexed 3.625% 4/15/2028
|
0.96 to 1.39
|
7,175,545
|
7,356,966
|
|
US Treasury Bonds Inflation-Indexed 3.875% 4/15/2029
|
1.12 to 1.42
|
11,943,822
|
12,542,880
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2030
|
1.07 to 1.42
|
27,936,388
|
26,234,206
|
|
US Treasury Notes Inflation-Indexed 0.125% 1/15/2031
|
1.16 to 1.30
|
23,796,073
|
21,978,288
|
|
US Treasury Notes Inflation-Indexed 0.125% 10/15/2026
|
-0.10 to 1.32
|
22,701,944
|
22,574,016
|
|
US Treasury Notes Inflation-Indexed 0.125% 4/15/2027
|
0.97 to 1.54
|
22,505,467
|
22,061,453
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2026
|
0.27 to 1.16
|
19,212,768
|
19,240,670
|
|
US Treasury Notes Inflation-Indexed 0.125% 7/15/2030
|
1.12 to 1.35
|
22,130,147
|
20,676,763
|
|
US Treasury Notes Inflation-Indexed 0.25% 7/15/2029
|
1.14 to 1.26
|
17,458,613
|
16,651,377
|
|
US Treasury Notes Inflation-Indexed 0.375% 1/15/2027
|
1.22 to 2.75
|
19,510,372
|
19,249,874
|
|
US Treasury Notes Inflation-Indexed 0.375% 7/15/2027
|
0.41 to 1.14
|
19,575,427
|
19,244,337
|
|
US Treasury Notes Inflation-Indexed 0.5% 1/15/2028
|
0.91 to 1.35
|
26,733,132
|
26,049,916
|
|
US Treasury Notes Inflation-Indexed 0.75% 7/15/2028
|
0.78 to 1.21
|
17,069,194
|
16,689,229
|
|
US Treasury Notes Inflation-Indexed 0.875% 1/15/2029
|
0.99 to 1.37
|
22,676,823
|
22,060,171
|
|
US Treasury Notes Inflation-Indexed 1.125% 10/15/2030
|
1.25 to 1.43
|
32,157,370
|
31,225,189
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2028
|
1.23 to 1.42
|
22,252,741
|
21,892,700
|
|
US Treasury Notes Inflation-Indexed 1.25% 4/15/2031
|
1.34 to 1.93
|
28,619,201
|
27,728,499
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2027
|
0.77 to 1.10
|
28,689,584
|
28,548,238
|
|
US Treasury Notes Inflation-Indexed 1.625% 10/15/2029
|
0.99 to 1.34
|
24,616,395
|
24,445,039
|
|
US Treasury Notes Inflation-Indexed 1.625% 4/15/2030
|
1.31 to 1.91
|
26,981,255
|
26,653,348
|
|
US Treasury Notes Inflation-Indexed 2.125% 4/15/2029
|
1.28 to 1.41
|
23,397,975
|
23,463,727
|
|
US Treasury Notes Inflation-Indexed 2.375% 10/15/2028
|
1.10 to 1.26
|
25,728,921
|
26,004,430
|
|
|
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $527,272,853)
|
519,084,547
|
|||
Money Market Funds - 0.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (c)
(Cost $4,233,868)
|
3.69
|
4,233,021
|
4,233,868
|
|
|
TOTAL INVESTMENT IN SECURITIES - 100.2%
(Cost $531,506,721)
|
523,318,415
|
NET OTHER ASSETS (LIABILITIES) - (0.2)%
|
(1,244,353)
|
NET ASSETS - 100.0%
|
522,074,062
|
(a)
|
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
|
(b)
|
Amount is stated in United States dollars unless otherwise noted.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
22,405,442
|
70,019,007
|
88,190,567
|
160,020
|
(136)
|
122
|
4,233,868
|
4,233,021
|
0.0%
|
Total
|
22,405,442
|
70,019,007
|
88,190,567
|
160,020
|
(136)
|
122
|
4,233,868
|
||
Valuation Inputs at Reporting Date:
|
||||
Description
|
Total ($)
|
Level 1 ($)
|
Level 2 ($)
|
Level 3 ($)
|
Investments in Securities:
|
||||
U.S. Treasury Obligations
|
519,084,547
|
-
|
519,084,547
|
-
|
Money Market Funds
|
4,233,868
|
4,233,868
|
-
|
-
|
Total Investments in Securities:
|
523,318,415
|
4,233,868
|
519,084,547
|
-
|
Statement of Assets and Liabilities
|
||||
|
As of June 30, 2026 (Unaudited)
|
||||
Assets
|
||||
Investment in securities, at value - See accompanying schedule:
|
||||
Unaffiliated issuers (cost $527,272,853)
|
$
|
519,084,547
|
||
Fidelity Central Funds (cost $4,233,868)
|
4,233,868
|
|||
Total Investment in Securities (cost $531,506,721)
|
$
|
523,318,415
|
||
Cash
|
1
|
|||
Receivable for investments sold
|
9,184,973
|
|||
Receivable for fund shares sold
|
854,094
|
|||
Interest receivable
|
1,613,923
|
|||
Distributions receivable from Fidelity Central Funds
|
16,019
|
|||
Prepaid expenses
|
10,190
|
|||
Receivable from investment adviser for expense reductions
|
5,447
|
|||
Total assets
|
535,003,062
|
|||
Liabilities
|
||||
Payable for investments purchased
|
$
|
12,128,894
|
||
Payable for fund shares redeemed
|
732,593
|
|||
Accrued management fee
|
21,678
|
|||
Other payables and accrued expenses
|
45,835
|
|||
Total liabilities
|
12,929,000
|
|||
Net Assets
|
$
|
522,074,062
|
||
Net Assets consist of:
|
||||
Paid in capital
|
$
|
514,516,590
|
||
Total accumulated earnings (loss)
|
7,557,472
|
|||
Net Assets
|
$
|
522,074,062
|
||
Net Asset Value, offering price and redemption price per share ($522,074,062 ÷ 51,426,484 shares)
|
$
|
10.15
|
||
Statement of Operations
|
||||
Six months ended June 30, 2026 (Unaudited)
|
||||
Investment Income
|
||||
Interest
|
$
|
15,780,363
|
||
Income from Fidelity Central Funds
|
160,020
|
|||
Total income
|
15,940,383
|
|||
Expenses
|
||||
Management fee
|
$
|
133,391
|
||
Custodian fees and expenses
|
153
|
|||
Independent trustees' fees and expenses
|
469
|
|||
Registration fees
|
172,743
|
|||
Audit fees
|
17,719
|
|||
Legal
|
276
|
|||
Miscellaneous
|
90
|
|||
Total expenses before reductions
|
324,841
|
|||
Expense reductions
|
(190,855)
|
|||
Total expenses after reductions
|
133,986
|
|||
Net Investment income (loss)
|
15,806,397
|
|||
Realized and Unrealized Gain (Loss)
|
||||
Net realized gain (loss) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
54,727
|
|||
Fidelity Central Funds
|
(136)
|
|||
Total net realized gain (loss)
|
54,591
|
|||
Change in net unrealized appreciation (depreciation) on:
|
||||
Investment Securities:
|
||||
Unaffiliated issuers
|
(7,128,266)
|
|||
Fidelity Central Funds
|
122
|
|||
Total change in net unrealized appreciation (depreciation)
|
(7,128,144)
|
|||
Net gain (loss)
|
(7,073,553)
|
|||
Net increase (decrease) in net assets resulting from operations
|
$
|
8,732,844
|
||
Statement of Changes in Net Assets
|
||||
Six months ended
June 30, 2026
(Unaudited)
|
For the period November 4, 2025 (commencement of operations) through December 31, 2025
|
|||
Increase (Decrease) in Net Assets
|
||||
Operations
|
||||
Net investment income (loss)
|
$
|
15,806,397
|
$
|
1,248,023
|
Net realized gain (loss)
|
54,591
|
(16,999)
|
||
Change in net unrealized appreciation (depreciation)
|
(7,128,144)
|
(1,060,162)
|
||
Net increase (decrease) in net assets resulting from operations
|
8,732,844
|
170,862
|
||
Distributions to shareholders
|
(246,313)
|
(1,099,921)
|
||
Share transactions
|
||||
Proceeds from sales of shares
|
392,647,896
|
389,927,388
|
||
Reinvestment of distributions
|
221,455
|
1,055,496
|
||
Cost of shares redeemed
|
(255,649,776)
|
(13,685,869)
|
||
Net increase (decrease) in net assets resulting from share transactions
|
137,219,575
|
377,297,015
|
||
Total increase (decrease) in net assets
|
145,706,106
|
376,367,956
|
||
Net Assets
|
||||
Beginning of period
|
376,367,956
|
-
|
||
End of period
|
$
|
522,074,062
|
$
|
376,367,956
|
Other Information
|
||||
Shares
|
||||
Sold
|
39,034,165
|
38,939,481
|
||
Issued in reinvestment of distributions
|
21,982
|
105,743
|
||
Redeemed
|
(25,306,240)
|
(1,368,647)
|
||
Net increase (decrease)
|
13,749,907
|
37,676,577
|
||
Fidelity® SAI 0-5 Year Inflation-Protected Bond Index Fund |
Six months ended
June 30, 2026
(Unaudited)
|
Years ended December 31, 2025 A
|
|||
Selected Per-Share Data
|
||||
Net asset value, beginning of period
|
$
|
9.99
|
$
|
10.00
|
Income from Investment Operations
|
||||
Net investment income (loss) B,C
|
.298
|
.064
|
||
Net realized and unrealized gain (loss)
|
(.134)
|
(.041)
|
||
Total from investment operations
|
.164
|
.023
|
||
Distributions from net investment income
|
(.004)
|
(.033)
|
||
Total distributions
|
(.004)
|
(.033)
|
||
Net asset value, end of period
|
$
|
10.15
|
$
|
9.99
|
Total Return D,E
|
1.64 % |
.23%
|
||
Ratios to Average Net Assets C,F,G
|
||||
Expenses before reductions
|
.12% H
|
.17% H,I
|
||
Expenses net of fee waivers, if any
|
.05 % H |
.05% H
|
||
Expenses net of all reductions, if any
|
.05% H
|
.05% H
|
||
Net investment income (loss)
|
5.97% H
|
4.25% H
|
||
Supplemental Data
|
||||
Net assets, end of period (000 omitted)
|
$
|
522,074
|
$
|
376,368
|
Portfolio turnover rate J
|
45 % H |
1% K
|
Fidelity Central Fund
|
Investment Manager
|
Investment Objective
|
Investment Practices
|
Expense RatioA
|
Fidelity Money Market Central Funds
|
Fidelity Management & Research Company LLC (FMR)
|
Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity.
|
Short-term Investments
|
Less than .005%
|
Gross unrealized appreciation
|
$34,478
|
Gross unrealized depreciation
|
(8,206,699)
|
Net unrealized appreciation (depreciation)
|
$(8,172,221)
|
Tax cost
|
$531,490,636
|
Short-term
|
$(16,999)
|
Long-term
|
-
|
Total capital loss carryforward
|
$(16,999)
|
Amount ($)
|
|
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
|
89
|
 |
Item 8.
Changes in and Disagreements with Accountants for Open-End Management Investment Companies
See Item 7.
Item 9.
Proxy Disclosures for Open-End Management Investment Companies
See Item 7.
Item 10.
Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
See Item 7.
Item 11.
Statement Regarding Basis for Approval of Investment Advisory Contract
See Item 7.
Item 12.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 13.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 14.
Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 15.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the Fidelity Salem Street Trust’s Board of Trustees.
Item 16.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Salem Street Trust’s (the “Trust”) disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Trust’s internal control over financial reporting.
Item 17.
Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable.
Item 18.
Recovery of Erroneously Awarded Compensation
(a)
Not applicable.
(b)
Not applicable.
Item 19.
Exhibits
| (a) | (1) | Not applicable. |
| (a) | (2) | |
| (a) | (3) | Not applicable. |
| (b) |
|
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Salem Street Trust
| By: | /s/Laura M. Del Prato |
|
| Laura M. Del Prato |
|
| President and Treasurer (Principal Executive Officer) |
|
|
|
| Date: | August 21, 2026 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By: | /s/Laura M. Del Prato |
|
| Laura M. Del Prato |
|
| President and Treasurer (Principal Executive Officer) |
|
|
|
| Date: | August 21, 2026 |
| By: | /s/Stephanie Caron |
|
| Stephanie Caron |
|
| Chief Financial Officer (Principal Financial Officer) |
|
|
|
| Date: | August 21, 2026 |