Quarterly Holdings Report
for
Strategic Advisers® Tax-Sensitive Short Duration Fund
Offered exclusively to certain clients of Strategic Advisers LLC - not available for sale to the general publicAugust 31, 2020
TSS-QTLY-1020
1.9885907.102
Schedule of Investments August 31, 2020 (Unaudited)
Showing Percentage of Net Assets
Municipal Bonds - 59.2% | |||
Principal Amount | Value | ||
Alabama - 0.8% | |||
Alabama Spl. Care Facilities Fing. Auth. Birmingham Rev. Bonds Series 2006 C1, 1.85%, tender 11/1/22 (a) | 1,025,000 | 1,054,582 | |
Birmingham Arpt. Auth. Arpt. Series 2020: | |||
5% 7/1/24 (Build America Mutual Assurance Insured) | $325,000 | $375,200 | |
5% 7/1/25 (Build America Mutual Assurance Insured) | 325,000 | 386,662 | |
Black Belt Energy Gas District: | |||
(Proj. No. 4) Series 2019 A: | |||
4% 6/1/21 | 1,250,000 | 1,281,915 | |
4% 6/1/23 | 1,750,000 | 1,909,565 | |
Bonds: | |||
Series 2016 A, 4%, tender 6/1/21 (a) | 7,435,000 | 7,607,082 | |
Series 2017 A, 4%, tender 7/1/22 (a) | 4,040,000 | 4,280,420 | |
Chatom Indl. Dev. Board Gulf Opportunity Zone Series 2020, 5% 8/1/23 (FSA Insured) | 1,350,000 | 1,511,258 | |
Health Care Auth. for Baptist Health Series 2006 B, 0.45%, tender 11/15/37 (a) | 1,300,000 | 1,300,000 | |
Jefferson County Gen. Oblig. Series 2018 B, 5% 4/1/21 | 270,000 | 277,162 | |
Lower Alabama Gas District (No. 2 Proj.) Series 2020, 4% 12/1/21 | 100,000 | 104,239 | |
Mobile County Board of School Commissioners: | |||
Series 2016 A: | |||
5% 3/1/22 | 15,000 | 16,038 | |
5% 3/1/23 | 20,000 | 22,147 | |
5% 3/1/24 | 25,000 | 28,671 | |
5% 3/1/25 | 25,000 | 29,600 | |
Series 2016 B: | |||
5% 3/1/22 | 80,000 | 85,538 | |
5% 3/1/23 | 405,000 | 448,485 | |
5% 3/1/24 | 45,000 | 51,607 | |
Mobile Indl. Dev. Board Poll. Cont. Rev. Bonds Series 2009 E, 1%, tender 6/26/25 (a) | 600,000 | 601,158 | |
Montgomery Med. Clinic Facilities Series 2015: | |||
5% 3/1/21 | 10,000 | 10,171 | |
5% 3/1/22 | 70,000 | 73,597 | |
Southeast Alabama Gas Supply District Bonds Series 2018 A, 4%, tender 4/1/24 (a) | 4,000,000 | 4,419,200 | |
TOTAL ALABAMA | 25,874,297 | ||
Alaska - 0.3% | |||
Alaska Hsg. Fin. Corp. Mtg. Rev. Series 2020 A: | |||
0.3% 12/1/21 (b) | 665,000 | 664,415 | |
0.35% 6/1/22 (b) | 660,000 | 659,221 | |
0.4% 12/1/22 (b) | 750,000 | 748,680 | |
Alaska Int'l. Arpts. Revs. Series 2016 C, 5% 10/1/22 (c) | 1,105,000 | 1,193,522 | |
Alaska Muni. Bond Bank Series 1, 5% 12/1/21 | 1,000,000 | 1,055,870 | |
Anchorage Gen. Oblig.: | |||
Series B, 5% 9/1/22 | 30,000 | 32,863 | |
Series C, 5% 9/1/22 | 20,000 | 21,908 | |
Valdez Marine Term. Rev. (BP Pipelines (Alaska), Inc. Proj.): | |||
Series 2003 B, 5% 1/1/21 | 4,645,000 | 4,717,683 | |
Series 2003 C, 5% 1/1/21 | 920,000 | 934,396 | |
TOTAL ALASKA | 10,028,558 | ||
Arizona - 2.4% | |||
Arizona Ctfs. of Prtn. Series 2019 A, 5% 10/1/24 | 195,000 | 232,222 | |
Arizona Health Facilities Auth. Hosp. Sys. Rev. Series 2012 A, 5% 2/1/21 | 500,000 | 509,500 | |
Arizona Health Facilities Auth. Rev.: | |||
(Scottsdale Lincoln Hospitals Proj.) Series 2014 A: | |||
5% 12/1/21 | 25,000 | 26,349 | |
5% 12/1/22 | 15,000 | 16,443 | |
5% 12/1/23 | 20,000 | 22,748 | |
5% 12/1/24 | 35,000 | 41,040 | |
Bonds Series 2013 A3, SIFMA Municipal Swap Index + 1.850% 1.94%, tender 2/1/23 (a)(d) | 2,000,000 | 2,034,860 | |
Arizona Indl. Dev. Auth. Hosp. Rev. Series 2020 A: | |||
5% 2/1/24 | 600,000 | 691,350 | |
5% 2/1/26 | 750,000 | 921,585 | |
Chandler Indl. Dev. Auth. Indl. Dev. Rev. Bonds (Intel Corp. Proj.): | |||
Series 2005, 2.4%, tender 8/14/23 (a) | 5,100,000 | 5,364,588 | |
Series 2007, 2.7%, tender 8/14/23(a)(c) | 6,500,000 | 6,845,215 | |
Series 2019, 5%, tender 6/3/24 (a)(c) | 3,470,000 | 4,008,128 | |
Coconino County Poll. Cont. Corp. Rev. Bonds: | |||
Series 2017 A, 1.875%, tender 3/31/23 (a)(c) | 415,000 | 418,801 | |
Series 2017 B, 1.65%, tender 3/31/23 (a) | 895,000 | 903,422 | |
Glendale Gen. Oblig.: | |||
Series 2015, 5% 7/1/22 (FSA Insured) | 20,000 | 21,765 | |
Series 2017, 5% 7/1/22 | 75,000 | 80,684 | |
Glendale Trans. Excise Tax Rev. Series 2015: | |||
5% 7/1/21 (FSA Insured) | 15,000 | 15,597 | |
5% 7/1/22 (FSA Insured) | 25,000 | 27,206 | |
5% 7/1/23 (FSA Insured) | 30,000 | 34,018 | |
Maricopa County Rev.: | |||
Bonds: | |||
Series 2019 B, SIFMA Municipal Swap Index + 0.380% 0.47%, tender 10/18/22 (a)(d) | 4,185,000 | 4,163,531 | |
Series B, 5%, tender 10/18/22 (a) | 2,980,000 | 3,259,703 | |
Series 2016 A, 5% 1/1/25 | 105,000 | 124,124 | |
Phoenix Civic Impt. Board Arpt. Rev.: | |||
Series 2013, 5% 7/1/21 (c) | 2,750,000 | 2,841,885 | |
Series 2017 A, 5% 7/1/22 (c) | 715,000 | 769,590 | |
Series 2018, 5% 7/1/23 (c) | 1,100,000 | 1,227,105 | |
Series 2019 B, 5% 7/1/23 (c) | 1,000,000 | 1,113,470 | |
Phoenix Indl. Solid Waste Disp. Rev. Bonds (Republic Svc., Inc. Proj.) Series 2013, 0.48%, tender 12/1/35 (a)(c) | 23,380,000 | 23,377,655 | |
Pima County Ctfs. of Prtn. Series 2014: | |||
5% 12/1/21 | 50,000 | 52,923 | |
5% 12/1/22 | 55,000 | 60,746 | |
5% 12/1/23 | 75,000 | 86,220 | |
Pima County Swr. Sys. Rev. Series 2020 A, 5% 7/1/23 | 260,000 | 294,980 | |
Scottsdale Indl. Dev. Auth. Hosp. Rev. Series 2006 F, 0.45%, tender 9/1/45 (FSA Insured) (a) | 14,725,000 | 14,725,000 | |
Western Maricopa Ed. Ctr. District Series 2019 B, 4% 7/1/21 | 1,365,000 | 1,408,021 | |
Yavapai County Indl. Dev. Auth. Series 2019: | |||
5% 8/1/21 | 225,000 | 233,902 | |
5% 8/1/22 | 425,000 | 460,020 | |
5% 8/1/23 | 355,000 | 398,938 | |
TOTAL ARIZONA | 76,813,334 | ||
Arkansas - 0.6% | |||
Arkansas Dev. Fin. Auth. Multi-family Hsg. Rev.: | |||
(NLR Rad Family Homes Proj.) Series 2020, 1.2%, tender 9/1/22 (a) | 5,000,000 | 5,062,250 | |
Bonds: | |||
(Hsg. Alliance 2 Proj.) Series 2018 B, 2.1%, tender 12/1/20 (a) | 2,900,000 | 2,912,457 | |
Series 2018 A, 2.1%, tender 12/1/20 (a) | 8,000,000 | 8,034,365 | |
Batesville Pub. Facilities Board Series 2020: | |||
5% 6/1/22 | 590,000 | 620,131 | |
5% 6/1/23 | 790,000 | 846,967 | |
Little Rock School District Series 2017, 3% 2/1/21 | 1,120,000 | 1,132,966 | |
TOTAL ARKANSAS | 18,609,136 | ||
California - 2.3% | |||
Bay Area Toll Auth. San Francisco Bay Toll Bridge Rev. Bonds: | |||
Series 2017 G, 2%, tender 4/1/24 (a) | 1,120,000 | 1,163,019 | |
Series A, 2.95%, tender 4/1/26 (a) | 115,000 | 127,686 | |
Series B, 2.85%, tender 4/1/25 (a) | 95,000 | 103,238 | |
Burbank Glendale Pasadena Arpt. Auth. Rev. Series B, 5% 7/1/23 (c) | 1,290,000 | 1,421,877 | |
California Gen. Oblig.: | |||
Bonds: | |||
Series 2012 A, SIFMA Municipal Swap Index + 0.250% 0.34%, tender 9/3/20 (a)(d) | 5,995,000 | 5,993,965 | |
Series 2013, SIFMA Municipal Swap Index + 0.380% 0.47%, tender 12/1/22 (a)(d) | 3,270,000 | 3,268,692 | |
Series 2017, 5% 8/1/26 | 1,155,000 | 1,458,777 | |
Series 2020, 5% 3/1/22 | 3,180,000 | 3,408,578 | |
5.25% 9/1/22 | 35,000 | 38,551 | |
California Health Facilities Fing. Auth. Rev.: | |||
Bonds (Stanford Hosp. & Clinics Proj.) Series 2008 B2, 0.3%, tender 3/2/21 (a) | 4,050,000 | 4,050,000 | |
Series 2014 A: | |||
5% 10/1/20 | 480,000 | 481,759 | |
5% 10/1/21 | 325,000 | 340,922 | |
California Infrastructure and Econ. Dev. Bank Rev. Bonds: | |||
Series 2012 B, 1 month U.S. LIBOR + 0.200% 0.309%, tender 9/1/20 (a)(d) | 5,000,000 | 4,994,196 | |
Series 2018 A, 1 month U.S. LIBOR + 0.380% 0.502%, tender 9/3/20 (a)(d) | 400,000 | 398,481 | |
Series 2018 C, 1 month U.S. LIBOR + 0.380% 0.502%, tender 9/3/20 (a)(d) | 1,555,000 | 1,549,094 | |
Series 2018 D, 1 month U.S. LIBOR + 0.380% 0.5%, tender 9/2/20 (a)(d) | 5,500,000 | 5,479,112 | |
California Muni. Fin. Auth. Solid Waste Rev. Bonds (Republic Svcs., Inc. Proj.) 0.375%, tender 10/1/20 (a) | 4,100,000 | 4,100,264 | |
California Poll. Cont. Fing. Auth. Solid Waste Disp. Rev. Bonds (Republic Svcs., Inc. Proj.) Series 2010 A, 0.5%, tender 11/2/20 (a)(c)(e) | 3,000,000 | 2,999,749 | |
California Statewide Cmntys. Dev. Auth. Rev. Series 2007: | |||
0.05%, tender 7/1/40 (FSA Insured) (a) | 4,275,000 | 4,275,000 | |
0.05%, tender 7/1/41 (FSA Insured) (a) | 4,475,000 | 4,475,000 | |
Golden State Tobacco Securitization Corp. Tobacco Settlement Rev.: | |||
Series 2017 A1: | |||
5% 6/1/21 | 25,000 | 25,855 | |
5% 6/1/22 | 40,000 | 43,098 | |
5% 6/1/23 | 45,000 | 50,334 | |
5% 6/1/24 | 25,000 | 28,969 | |
Series A, 0% 6/1/24 (AMBAC Insured) | 75,000 | 72,689 | |
Long Beach Hbr. Rev. Series 2020 C, 4% 7/15/21 | 2,500,000 | 2,578,027 | |
Los Angeles Dept. Arpt. Rev.: | |||
Series 2017 B, 5% 5/15/23 (c) | 800,000 | 892,288 | |
Series F, 5% 5/15/22 (c) | 1,400,000 | 1,501,458 | |
Oakland Unified School District Alameda County Series 2013, 5.5% 8/1/23 | 20,000 | 22,337 | |
Palomar Pomerado Health Care Dis: | |||
Series 2006 A, 0.85%, tender 11/1/36 (FSA Insured) (a) | 5,125,000 | 5,125,000 | |
Series 2006 B, 0.83%, tender 11/1/36 (FSA Insured) (a) | 4,925,000 | 4,925,000 | |
Series 2006 C, 0.83%, tender 11/1/36 (FSA Insured) (a) | 2,400,000 | 2,400,000 | |
Port of Oakland Rev. Series 2012 P, 5% 5/1/21 (c) | 55,000 | 56,660 | |
San Diego County Reg'l. Arpt. Auth. Arpt. Rev. Series 2020 C, 5% 7/1/22 (c) | 1,475,000 | 1,585,374 | |
San Diego Pub. Facilities Fing. Auth. Wtr. Rev. Series 2020 A: | |||
5% 8/1/21 | 250,000 | 261,092 | |
5% 8/1/22 | 250,000 | 273,315 | |
San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. Series 2019 H, 5% 5/1/23 (c) | 2,000,000 | 2,230,320 | |
San Jose Int. Arpt. Rev. Series 2017 A, 5% 3/1/21 (c) | 2,550,000 | 2,599,178 | |
San Pablo Redev. Agcy. Series 2014 A, 5% 6/15/24 (FSA Insured) | 30,000 | 34,875 | |
TOTAL CALIFORNIA | 74,833,829 | ||
Colorado - 1.2% | |||
Colorado Ctfs. of Prtn. Series 2020 A, 5% 12/15/21 | 2,000,000 | 2,121,900 | |
Colorado Health Facilities Auth.: | |||
Bonds: | |||
(Valley View Hosp. Assoc. Proj.) Series 2018, 2.8%, tender 5/15/23 (a) | 495,000 | 517,359 | |
Series 2019 B: | |||
5%, tender 8/1/25 (a) | 300,000 | 345,942 | |
5%, tender 8/1/26 (a) | 240,000 | 282,847 | |
5%, tender 11/19/26 (a) | 1,490,000 | 1,870,323 | |
Series 2019 A: | |||
5% 11/1/20 | 2,000,000 | 2,014,912 | |
5% 1/1/21 | 320,000 | 324,867 | |
Series 2019, 4% 1/1/21 | 650,000 | 652,428 | |
Colorado Health Facilities Auth. Retirement Hsg. Rev. (Liberty Heights Proj.) Series 1991 A, 0% 7/15/22 (Escrowed to Maturity) | 620,000 | 615,728 | |
Colorado Health Facilities Auth. Rev. Bonds Series 2008 D3, 5%, tender 11/12/21 (a) | 115,000 | 120,588 | |
Colorado Hsg. & Fin. Auth.: | |||
Series 2019 F, 4.25% 11/1/49 | 200,000 | 225,136 | |
Series 2019 H, 4.25% 11/1/49 | 110,000 | 124,047 | |
Colorado Reg'l. Trans. District Ctfs. of Prtn.: | |||
Series 2013 A, 5% 6/1/23 | 250,000 | 279,955 | |
Series 2014 A, 5% 6/1/23 | 85,000 | 95,185 | |
Colorado Univ. Co. Hosp. Auth. Rev. Bonds Series 2017C-2, 5%, tender 3/1/22 (a) | 1,120,000 | 1,166,166 | |
Denver City & County Arpt. Rev.: | |||
(Sub Lien Proj.) Series 2013 A, 5% 11/15/21 (c) | 900,000 | 948,951 | |
Series 2007, 0.51%, tender 11/15/25 (a) | 1,300,000 | 1,300,000 | |
Series 2011 A: | |||
5% 11/15/20 (c) | 300,000 | 302,761 | |
5.25% 11/15/22 (c) | 1,750,000 | 1,847,528 | |
Series 2012 A: | |||
5% 11/15/22 (c) | 520,000 | 567,601 | |
5% 11/15/23 (c) | 250,000 | 272,655 | |
Series 2013 A, 5% 11/15/22 (c) | 500,000 | 545,195 | |
Series 2017 A: | |||
5% 11/15/21 (c) | 565,000 | 595,730 | |
5% 11/15/22 (c) | 3,455,000 | 3,771,271 | |
Series 2018 A: | |||
5% 12/1/20 (c) | 8,375,000 | 8,468,985 | |
5% 12/1/21 (c) | 1,000,000 | 1,056,390 | |
5% 12/1/23 (c) | 250,000 | 282,885 | |
Denver Health & Hosp. Auth. Healthcare Rev. Series 2017 A, 5% 12/1/20 (e) | 325,000 | 327,885 | |
E-470 Pub. Hwy. Auth. Rev.: | |||
Bonds Series 2019 A, 1 month U.S. LIBOR + 0.420% 0.524%, tender 9/3/20 (a)(d) | 2,250,000 | 2,236,990 | |
Series 2000 B, 0% 9/1/20 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 805,000 | 805,000 | |
Series 2015 A: | |||
2.35% 9/1/20 | 100,000 | 100,000 | |
5% 9/1/20 | 275,000 | 275,000 | |
Series 2020 A: | |||
5% 9/1/23 | 275,000 | 312,351 | |
5% 9/1/24 | 450,000 | 529,758 | |
5% 9/1/25 | 300,000 | 364,179 | |
Series B: | |||
0% 9/1/20 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 1,000,000 | 1,000,000 | |
0% 9/1/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 525,000 | 522,444 | |
Vauxmont Metropolitan District Series 2019: | |||
5% 12/15/22 | 100,000 | 109,397 | |
5% 12/15/23 | 120,000 | 136,012 | |
TOTAL COLORADO | 37,436,351 | ||
Connecticut - 1.9% | |||
City of New Haven Series A, 5% 8/1/22 | 1,000,000 | 1,063,040 | |
Connecticut Gen. Oblig.: | |||
Series 2011 B, 5% 5/15/21 | 830,000 | 857,662 | |
Series 2011 D, 5% 11/1/22 | 185,000 | 195,112 | |
Series 2012 C, 5% 6/1/21 | 510,000 | 528,071 | |
Series 2014 A: | |||
4% 3/1/21 | 500,000 | 509,311 | |
4% 3/1/22 | 450,000 | 475,133 | |
Series 2014 H, 5% 11/15/21 | 680,000 | 718,767 | |
Series 2015 A, 5% 3/15/22 | 1,035,000 | 1,110,162 | |
Series 2015 C, SIFMA Municipal Swap Index + 0.900% 0.99% 6/15/21 (a)(d) | 2,500,000 | 2,504,406 | |
Series 2015 F, 5% 11/15/20 | 275,000 | 277,651 | |
Series 2016 A, 5% 3/15/26 | 45,000 | 55,341 | |
Series 2016 B: | |||
5% 5/15/21 | 1,875,000 | 1,937,490 | |
5% 5/15/22 | 350,000 | 378,168 | |
Series 2016 E, 5% 10/15/20 | 1,080,000 | 1,086,133 | |
Series 2016 G: | |||
3% 11/1/20 | 335,000 | 336,513 | |
5% 11/1/20 | 275,000 | 277,143 | |
5% 11/1/21 | 1,200,000 | 1,266,204 | |
Series 2017 B, 3% 4/15/22 | 425,000 | 443,806 | |
Series 2018 B, 5% 4/15/22 | 810,000 | 872,006 | |
Series 2018 E, 5% 9/15/20 | 415,000 | 415,712 | |
Series 2018 F: | |||
5% 9/15/20 | 750,000 | 751,288 | |
5% 9/15/21 | 665,000 | 697,665 | |
5% 9/15/22 | 225,000 | 246,643 | |
Series 2019 A, 5% 4/15/23 | 1,000,000 | 1,121,920 | |
Series A: | |||
5% 10/15/21 | 250,000 | 263,265 | |
5% 3/15/23 | 480,000 | 536,702 | |
Series B: | |||
4% 6/15/21 | 250,000 | 257,357 | |
4% 6/15/22 | 250,000 | 266,650 | |
Series C: | |||
4% 6/1/24 | 1,050,000 | 1,187,225 | |
5% 6/15/21 | 1,000,000 | 1,037,277 | |
Series H, 5% 11/15/22 | 390,000 | 430,225 | |
Connecticut Health & Edl. Facilities Auth. Rev.: | |||
(Connecticut St Univ. Sys. Proj.) Series 2013 N, 5% 11/1/20 | 2,035,000 | 2,050,002 | |
Bonds: | |||
Series 2014 A, 1.1%, tender 2/7/23 (a) | 5,000,000 | 5,104,650 | |
Series 2014 B, 1.8%, tender 7/1/24 (a) | 345,000 | 358,700 | |
Series 2015 A, 2.05%, tender 7/12/21 (a) | 5,000,000 | 5,079,540 | |
Series 2017 B, 0.55%, tender 7/3/23 (a) | 10,000,000 | 10,039,300 | |
Series A, 5% 7/1/21 (Escrowed to Maturity) | 800,000 | 830,958 | |
Series N: | |||
5% 7/1/21 | 610,000 | 631,419 | |
5% 7/1/22 | 400,000 | 418,432 | |
5% 7/1/23 | 415,000 | 443,535 | |
Connecticut Higher Ed. Supplemental Ln. Auth. Rev.: | |||
(Chesla Ln. Prog.) Series 2017 A, 5% 11/15/22 (c) | 300,000 | 322,398 | |
(Chesla Loan Prog.) Series B: | |||
5% 11/15/22 (c) | 115,000 | 123,586 | |
5% 11/15/23 (c) | 425,000 | 468,945 | |
Series 2017 B: | |||
5% 11/15/21 (c) | 655,000 | 682,831 | |
5% 11/15/23 (c) | 125,000 | 137,925 | |
Connecticut Hsg. Fin. Auth.: | |||
(Ct Gen. Hsg. 9/27/72 Proj.) Series 2012 A, 2.4% 11/15/20 | 270,000 | 271,115 | |
Bonds: | |||
Series 2017 E-3, 1.5%, tender 10/1/20 (a) | 505,000 | 505,442 | |
Series 2019 E, 1.625%, tender 11/15/22 (a) | 3,000,000 | 3,006,150 | |
Series 2013 B2, 4% 11/15/32 | 45,000 | 46,140 | |
Series 2016 F, 1.6% 11/15/20 (c) | 565,000 | 566,129 | |
Series C: | |||
5% 5/15/23 (c) | 205,000 | 229,118 | |
5% 11/15/23 (c) | 710,000 | 806,510 | |
Connecticut Spl. Tax Oblig. Trans. Infrastructure Rev.: | |||
Series 2012 A, 5% 1/1/23 | 480,000 | 531,845 | |
Series 2012 B, 5% 1/1/21 | 325,000 | 330,096 | |
Series 2016 A, 5% 9/1/21 | 700,000 | 733,096 | |
Series A: | |||
4% 5/1/21 | 250,000 | 256,214 | |
5% 1/1/22 | 290,000 | 308,285 | |
5% 5/1/22 | 680,000 | 733,475 | |
Series B, 5% 10/1/21 | 1,070,000 | 1,124,805 | |
Hartford Gen. Oblig. Series 2012 A, 5% 4/1/21 (FSA Insured) | 2,000,000 | 2,049,135 | |
New Britain Gen. Oblig. Series 2017 A, 5% 3/1/21 (Escrowed to Maturity) | 90,000 | 92,141 | |
New Haven Gen. Oblig.: | |||
Series 2016 A, 5% 8/15/25 (FSA Insured) | 20,000 | 23,581 | |
Series B, 5% 2/1/22 | 350,000 | 367,777 | |
Univ. of Connecticut Gen. Oblig.: | |||
Series 2016 A, 5% 3/15/22 | 190,000 | 203,310 | |
Series 2019 A, 5% 11/1/25 | 225,000 | 274,304 | |
TOTAL CONNECTICUT | 61,254,937 | ||
Delaware - 0.0% | |||
Delaware Econ. Dev. Auth. Rev. Bonds (Delmarva Pwr. & Lt. Co. Proj.) Series A, 1.05%, tender 7/1/25 (a) | 565,000 | 569,746 | |
Delaware, New Jersey - 0.0% | |||
Delaware River & Bay Auth. Rev. Series 2014 C, 5% 1/1/21 | 45,000 | 45,704 | |
District Of Columbia - 0.8% | |||
District of Columbia Hsg. Fin. Agcy. Multi-family Hsg. Rev. Bonds: | |||
(Liberty Place Apts. Proj.) Series 2018, 2.13%, tender 12/1/20 (a) | 5,000,000 | 5,021,836 | |
(Park Southern Apts. Proj.) Series 2020, 0.7%, tender 6/1/23 (a) | 9,000,000 | 9,013,770 | |
Metropolitan Washington DC Arpts. Auth. Sys. Rev.: | |||
Series 2011 C: | |||
5% 10/1/21 (c) | 250,000 | 262,330 | |
5% 10/1/22 (c) | 430,000 | 450,004 | |
5% 10/1/23 (c) | 140,000 | 146,497 | |
5% 10/1/24 (c) | 115,000 | 120,274 | |
Series 2012 A: | |||
5% 10/1/22 (c) | 140,000 | 152,489 | |
5% 10/1/23 (c) | 500,000 | 543,625 | |
Series 2013 A, 5% 10/1/20 (c) | 2,415,000 | 2,423,910 | |
Series 2013 C, 3% 10/1/20 | 300,000 | 300,661 | |
Series 2014 A: | |||
5% 10/1/20 (c) | 540,000 | 541,992 | |
5% 10/1/21 (c) | 400,000 | 419,728 | |
5% 10/1/23 (c) | 10,000 | 11,300 | |
Series 2017 A, 5% 10/1/26 (c) | 145,000 | 178,637 | |
Series 2019 A: | |||
5% 10/1/20 (c) | 800,000 | 802,952 | |
5% 10/1/21 (c) | 130,000 | 136,412 | |
5% 10/1/22 (c) | 290,000 | 315,871 | |
5% 10/1/23 (c) | 50,000 | 56,498 | |
5% 10/1/25 (c) | 155,000 | 186,628 | |
Series 2020 A: | |||
5% 10/1/21 (c) | 1,200,000 | 1,259,184 | |
5% 10/1/22 (c) | 1,750,000 | 1,906,118 | |
5% 10/1/23 (c) | 925,000 | 1,045,204 | |
5% 10/1/24 (c) | 530,000 | 619,628 | |
5% 10/1/25 (c) | 530,000 | 638,147 | |
TOTAL DISTRICT OF COLUMBIA | 26,553,695 | ||
Florida - 2.9% | |||
Alachua County Health Facilities Auth. Health Facilities Rev. Series 2019 B1, 5% 12/1/20 | 550,000 | 555,630 | |
Brevard County School Board Ctfs. of Prtn.: | |||
Series 2014, 5% 7/1/21 | 20,000 | 20,791 | |
Series 2015 C: | |||
5% 7/1/21 | 15,000 | 15,593 | |
5% 7/1/22 | 80,000 | 86,951 | |
5% 7/1/23 | 65,000 | 73,213 | |
Broward County Arpt. Sys. Rev.: | |||
Series 2012 P1: | |||
5% 10/1/20 (c) | 2,000,000 | 2,007,247 | |
5% 10/1/25 (c) | 1,000,000 | 1,084,210 | |
Series 2012 P2, 5% 10/1/22 | 230,000 | 250,718 | |
Series 2012 Q, 5% 10/1/21 (c) | 320,000 | 335,498 | |
Series 2013 A, 5% 10/1/20 (c) | 300,000 | 301,087 | |
Series 2015 A, 5% 10/1/20 (c) | 1,750,000 | 1,756,341 | |
Series 2015 C: | |||
5% 10/1/20 (c) | 1,000,000 | 1,003,623 | |
5% 10/1/24 (c) | 110,000 | 128,024 | |
Series 2017, 5% 10/1/20 (c) | 1,030,000 | 1,033,732 | |
Series 2019 A, 5% 10/1/21 (c) | 2,185,000 | 2,290,820 | |
Series 2019 B: | |||
5% 10/1/20 (c) | 925,000 | 928,352 | |
5% 10/1/21 (c) | 1,665,000 | 1,745,636 | |
5% 10/1/23 (c) | 700,000 | 788,445 | |
Series 2019, 5% 10/1/20 (c) | 2,770,000 | 2,780,037 | |
Series A: | |||
5% 10/1/22 (c) | 65,000 | 70,643 | |
5% 10/1/23 (c) | 90,000 | 101,372 | |
Broward County Fin. Auth. Multi-family Hsg. Rev. Bonds Series 2019 B, 1.2%, tender 8/1/21 (a) | 4,000,000 | 4,033,195 | |
Broward County Port Facilities Rev.: | |||
Series 2011 B: | |||
4.625% 9/1/27 (Pre-Refunded to 9/1/21 @ 100) (c) | 475,000 | 494,760 | |
5% 9/1/20 (c) | 165,000 | 165,000 | |
5% 9/1/20 (Escrowed to Maturity) (c) | 335,000 | 335,000 | |
5% 9/1/21 (c) | 215,000 | 223,710 | |
5% 9/1/21 (Escrowed to Maturity) (c) | 240,000 | 250,878 | |
Series 2019 D, 5% 9/1/22 (c) | 850,000 | 918,655 | |
Broward County School Board Ctfs. of Prtn.: | |||
(Broward County School District Proj.) Series 2017 C, 5% 7/1/22 | 70,000 | 76,082 | |
Series 2015 A: | |||
5% 7/1/21 | 100,000 | 103,955 | |
5% 7/1/22 | 345,000 | 374,977 | |
5% 7/1/23 | 60,000 | 67,130 | |
5% 7/1/24 | 30,000 | 34,769 | |
Series 2015 B: | |||
5% 7/1/22 | 100,000 | 108,689 | |
5% 7/1/23 | 60,000 | 67,130 | |
5% 7/1/24 | 25,000 | 28,974 | |
Central Florida Expressway Auth. Sr. Lien Rev.: | |||
Series 2019 A, 5% 7/1/21 | 625,000 | 648,491 | |
Series 2019 B, 5% 7/1/21 | 1,000,000 | 1,037,586 | |
Citizens Property Ins. Corp. Series 2012 A1: | |||
5% 6/1/21 | 2,715,000 | 2,807,446 | |
5% 6/1/22 | 415,000 | 447,897 | |
Escambia County Poll. Cont. Rev. (Gulf Pwr. Co. Proj.) Series 2003, 2.6% 6/1/23 | 700,000 | 740,138 | |
Escambia County Solid Waste Disp. Rev. Bonds (Gulf Pwr. Co. Proj.) Series 2009 1, 1.8%, tender 11/19/20 (a) | 400,000 | 401,083 | |
Florida Dev. Fin. Corp. Edl. Facilities (Nova Southeastern Univ. Proj.) Series 2020 A: | |||
5% 4/1/23 | 350,000 | 384,626 | |
5% 4/1/24 | 360,000 | 408,726 | |
5% 4/1/25 | 200,000 | 233,478 | |
Florida Higher Edl. Facilities Fing. Auth. Series 2019: | |||
5% 10/1/20 | 225,000 | 225,435 | |
5% 10/1/21 | 450,000 | 461,669 | |
Florida Hsg. Fin. Corp. Multi-family Mtg. Rev. Series 2019 A, 2% 8/1/21 | 2,500,000 | 2,540,372 | |
Florida Hsg. Fin. Corp. Rev. Series 2017: | |||
1.95% 1/1/21 | 390,000 | 391,851 | |
2% 7/1/21 | 340,000 | 344,050 | |
2.05% 1/1/22 | 265,000 | 270,213 | |
Florida Mid-Bay Bridge Auth. Rev. Series 2015 A: | |||
5% 10/1/21 | 20,000 | 20,523 | |
5% 10/1/22 | 45,000 | 48,518 | |
5% 10/1/23 | 55,000 | 61,273 | |
5% 10/1/24 | 45,000 | 51,691 | |
5% 10/1/25 | 40,000 | 47,180 | |
5% 10/1/26 | 45,000 | 52,721 | |
Greater Orlando Aviation Auth. Arpt. Facilities Rev.: | |||
Series 2011 B, 4% 10/1/22 (c) | 500,000 | 517,670 | |
Series 2015 A, 4% 10/1/22 (c) | 430,000 | 459,674 | |
Series 2016, 5% 10/1/20 (c) | 100,000 | 100,354 | |
Series 2017 A: | |||
5% 10/1/25 (c) | 20,000 | 24,015 | |
5% 10/1/26 (c) | 45,000 | 55,260 | |
Series 2019 A: | |||
5% 10/1/20 (c) | 1,380,000 | 1,384,886 | |
5% 10/1/22 (c) | 2,415,000 | 2,631,481 | |
5% 10/1/23 (c) | 700,000 | 791,196 | |
Halifax Hosp. Med. Ctr. Rev. Series 2015, 5% 6/1/23 | 30,000 | 33,247 | |
Hillsborough County Aviation Auth. Rev. Series A: | |||
5% 10/1/21 (c) | 990,000 | 1,036,837 | |
5% 10/1/25 (c) | 520,000 | 584,012 | |
Hillsborough County School District Sales Tax Rev. Series 2015 B, 5% 10/1/22 (FSA Insured) | 45,000 | 49,319 | |
Indian River County School Board Ctfs. of Prtn. Series 2014: | |||
5% 7/1/22 | 45,000 | 48,823 | |
5% 7/1/23 | 175,000 | 195,640 | |
Jacksonville Elec. Auth. Elec. Sys. Rev.: | |||
Series 2013 B, 5% 10/1/21 | 820,000 | 859,713 | |
Series 2013 C, 5% 10/1/22 (Escrowed to Maturity) | 430,000 | 472,170 | |
Series 2013 D, 5% 10/1/20 | 670,000 | 672,428 | |
Series 2014 A: | |||
5% 10/1/20 | 770,000 | 772,790 | |
5% 10/1/21 | 1,380,000 | 1,446,833 | |
JEA Saint Johns River Pwr. Park Sys. Rev. Series 6, 5% 10/1/20 | 250,000 | 250,906 | |
Lee County Solid Waste Sys. Rev. Series 2016, 5% 10/1/20 (c) | 1,425,000 | 1,429,822 | |
Manatee County Rev. Series 2013, 5% 10/1/22 | 20,000 | 21,955 | |
Manatee County School District Series 2017, 5% 10/1/24 (FSA Insured) | 30,000 | 34,942 | |
Miami Dade County Hsg. Multifamily Hsg. Rev. Bonds Series 2020, 1.4%, tender 4/1/22 (a) | 4,000,000 | 4,034,120 | |
Miami-Dade County Aviation Rev.: | |||
Series 2012 A: | |||
5% 10/1/20 (c) | 4,150,000 | 4,165,037 | |
5% 10/1/21 (c) | 335,000 | 351,224 | |
5% 10/1/22 (c) | 250,000 | 270,728 | |
5% 10/1/24 (c) | 200,000 | 215,720 | |
Series 2014: | |||
5% 10/1/20 (c) | 1,160,000 | 1,164,203 | |
5% 10/1/22 (c) | 235,000 | 254,484 | |
Series 2015 A, 5% 10/1/21 (c) | 255,000 | 267,350 | |
Series 2017 B: | |||
2.75% 10/1/20 (c) | 1,150,000 | 1,152,088 | |
5% 10/1/20 (c) | 2,800,000 | 2,810,145 | |
Miami-Dade County Expressway Auth.: | |||
(Waste Mgmt., Inc. of Florida Proj.) Series 2013 A: | |||
5% 7/1/21 | 345,000 | 356,235 | |
5% 7/1/22 | 45,000 | 48,197 | |
5% 7/1/23 | 45,000 | 48,711 | |
Series 2014 A, 5% 7/1/21 | 250,000 | 258,141 | |
Series 2014 B: | |||
5% 7/1/22 | 35,000 | 37,486 | |
5% 7/1/23 | 70,000 | 77,589 | |
Miami-Dade County Health Facilities Auth. Hosp. Rev. Series 2010, 5.25% 8/1/21 | 45,000 | 45,166 | |
Miami-Dade County Indl. Dev. Auth. Solid Waste Disp. Rev. Bonds (Waste Mgmt. of Florida Proj.) Series 2018, 2.85%, tender 8/2/21 (a)(c) | 3,960,000 | 4,040,583 | |
Miami-Dade County School Board Ctfs. of Prtn.: | |||
Series 2014 D: | |||
5% 11/1/20 | 215,000 | 216,682 | |
5% 11/1/21 | 135,000 | 142,480 | |
5% 11/1/22 | 65,000 | 71,454 | |
5% 11/1/23 | 165,000 | 188,732 | |
Series 2015 A: | |||
5% 5/1/21 | 415,000 | 428,123 | |
5% 5/1/22 | 605,000 | 652,789 | |
5% 5/1/23 | 1,040,000 | 1,166,537 | |
Series 2015 D, 5% 2/1/22 | 410,000 | 437,527 | |
North Broward Hosp. District Rev. Series 2017 B, 5% 1/1/21 | 380,000 | 385,087 | |
Orange County Health Facilities Auth. Series B: | |||
5% 10/1/20 | 1,660,000 | 1,665,946 | |
5% 10/1/21 | 1,330,000 | 1,393,667 | |
5% 10/1/22 | 1,295,000 | 1,413,350 | |
Orlando & Orange County Expressway Auth. Rev. Series 2012, 5% 7/1/22 | 305,000 | 331,617 | |
Palm Beach County Health Facilities Auth. Hosp. Rev.: | |||
Series 2014: | |||
5% 12/1/20 (Escrowed to Maturity) | 30,000 | 30,356 | |
5% 12/1/21 (Escrowed to Maturity) | 35,000 | 37,046 | |
5% 12/1/23 (Escrowed to Maturity) | 5,000 | 5,752 | |
5% 12/1/24 (Escrowed to Maturity) | 10,000 | 11,945 | |
Series 2019, 5% 8/15/21 | 425,000 | 442,946 | |
Palm Beach County School Board Ctfs. of Prtn.: | |||
(Palm Beach County School District Proj.): | |||
Series 2018 A, 5% 8/1/21 | 2,000,000 | 2,087,039 | |
Series 2018 B, 5% 8/1/21 | 1,100,000 | 1,147,872 | |
Series 2014 B: | |||
4% 8/1/21 | 90,000 | 93,096 | |
5% 8/1/21 | 115,000 | 120,005 | |
5% 8/1/22 | 20,000 | 21,817 | |
Pasco County School Board Ctfs. of Prtn. Bonds Series 2020 B, 0.84%, tender 8/2/23 (a) | 5,000,000 | 5,000,050 | |
Pasco County School District Sales Tax Rev. Series 2013: | |||
5% 10/1/20 | 20,000 | 20,068 | |
5% 10/1/21 | 120,000 | 125,478 | |
5% 10/1/22 | 20,000 | 21,762 | |
Pinellas County Hsg. Fin. Auth. Bonds (Lutheran Apts. Proj.) Series 2019 B, 1.25%, tender 8/1/21 (a) | 1,625,000 | 1,636,692 | |
Seminole County School Board Ctfs. of Prtn. Series 2016 C: | |||
5% 7/1/25 | 20,000 | 24,280 | |
5% 7/1/26 | 25,000 | 31,257 | |
Tallahassee Health Facilities Rev. (Tallahassee Memorial Healthcare, Inc. Proj.) Series 2016 A, 5% 12/1/21 | 65,000 | 67,995 | |
Tampa Bay Wtr. Reg'l. Wtr. Supply Auth. Util. Sys. Rev. Series 2005, 5.5% 10/1/22 (FGIC Insured) | 30,000 | 33,283 | |
Tampa Hosp. Rev. (H. Lee Moffitt Cancer Ctr. Proj.) Series 2020 B: | |||
5% 7/1/23 | 90,000 | 100,427 | |
5% 7/1/24 | 75,000 | 86,615 | |
5% 7/1/25 | 100,000 | 118,817 | |
5% 7/1/26 | 175,000 | 212,641 | |
5% 7/1/27 | 150,000 | 185,978 | |
Tampa Solid Waste Sys. Rev. Series 2013, 5% 10/1/20 (Escrowed to Maturity) (c) | 585,000 | 587,168 | |
Tampa Tax Allocation (H. Lee Moffitt Cancer Ctr. Proj.): | |||
Series 2012 A, 5% 9/1/20 | 40,000 | 40,000 | |
Series 2016 A, 5% 9/1/20 | 150,000 | 150,000 | |
Volusia County Edl. Facilities Auth. Rev. (Embry-Riddle Aeronautical Univ., Inc. Proj.) Series 2020 A: | |||
4% 10/15/21 | 390,000 | 404,188 | |
4% 10/15/22 | 300,000 | 320,421 | |
5% 10/15/23 | 590,000 | 666,429 | |
5% 10/15/24 | 1,000,000 | 1,168,780 | |
5% 10/15/25 | 1,000,000 | 1,204,160 | |
5% 10/15/26 | 750,000 | 924,885 | |
5% 10/15/27 | 165,000 | 207,996 | |
TOTAL FLORIDA | 95,568,249 | ||
Georgia - 3.0% | |||
Atlanta Arpt. Rev.: | |||
Series 2014 B, 5% 1/1/22 | 20,000 | 21,244 | |
Series 2019 B, 5% 7/1/22 (c) | 445,000 | 482,037 | |
Atlanta Urban Residential Fin. Auth. Bonds: | |||
(Bethel Towers Apt. Proj.) Series 2018, 2.07%, tender 11/1/20 (a) | 10,000,000 | 10,008,473 | |
(Creekside at Adamsville Place Proj.) Series 2019, 1.95%, tender 5/1/21 (a) | 7,000,000 | 7,069,042 | |
(Herndon Square Sr. Apts. Proj.) Series 2019, 1.36%, tender 12/1/21 (a) | 3,195,000 | 3,240,209 | |
Atlanta Urban Residential Fin. Auth. Multi-family Hsg. Rev. Bonds (Parkside Proj.) Series 2019 B, 1.38%, tender 1/1/22 (a) | 4,685,000 | 4,735,598 | |
Bartow County Dev. Auth. Poll. Cont. Rev. Bonds (Georgia Pwr. Co. Plant Bowen Proj.): | |||
Series 2009 1st, 2.75%, tender 3/15/23 (a) | 1,500,000 | 1,569,840 | |
Series 2013, 1.55%, tender 8/19/22 (a) | 2,370,000 | 2,389,695 | |
Brookhaven Dev. Auth. Rev. Series 2019 A, 5% 7/1/22 | 1,000,000 | 1,084,580 | |
Burke County Indl. Dev. Auth. Poll. Cont. Rev. Bonds: | |||
(Georgia Pwr. Co. Plant Vogtle Proj.): | |||
Series 1994, 2.25%, tender 5/25/23 (a) | 1,700,000 | 1,762,441 | |
Series 1995 5, 2.05%, tender 11/19/21 (a) | 375,000 | 381,566 | |
Series 2008, 1.65%, tender 6/18/21 (a) | 940,000 | 947,808 | |
Series 2012 1st, 1.55%, tender 8/22/22 (a) | 2,000,000 | 2,016,620 | |
Series 2013 1st, 2.925%, tender 3/12/24 (a) | 990,000 | 1,055,182 | |
(Oglethorpe Pwr. Corp. Vogtle Proj.) Series 2017 E, 3.25%, tender 2/3/25 (a) | 100,000 | 108,000 | |
Series 1996, 2.35%, tender 12/11/20 (a) | 1,485,000 | 1,492,204 | |
Cobb County Kennestone Hosp. Auth. Rev.: | |||
(Wellstar Health Sys., Inc. Proj.) Series 2017 A, 5% 4/1/21 | 100,000 | 102,629 | |
(WellStar Health Sys., Inc. Proj.): | |||
Series 2020 A: | |||
5% 4/1/22 | 150,000 | 160,688 | |
5% 4/1/23 | 150,000 | 167,078 | |
Series 2020 B, 5% 4/1/22 (b) | 1,120,000 | 1,178,419 | |
DeKalb County Hsg. Auth. Multi-family Hsg. Rev. Bonds Series 2019 A, 2%, tender 2/1/21 (a) | 9,000,000 | 9,057,227 | |
Fayette County Hosp. Auth. Rev. Bonds (Piedmont Healthcare, Inc. Proj.) Series 2019 A, 5%, tender 7/1/24 (a) | 750,000 | 857,738 | |
Fulton County Dev. Auth. Hosp. R (Wellstar Health Sys., Inc. Proj.) Series 2017 A, 5% 4/1/21 | 85,000 | 87,234 | |
Fulton County Dev. Auth. Rev. Series 2019 C: | |||
5% 7/1/21 | 1,000,000 | 1,038,526 | |
5% 7/1/22 | 1,000,000 | 1,084,580 | |
5% 7/1/23 | 1,300,000 | 1,465,438 | |
Georgia Muni. Elec. Auth. Pwr. Rev.: | |||
(Combined Cycle Proj.) Series 2012 A, 5% 11/1/20 | 300,000 | 302,232 | |
Series 2008 A, 5.25% 1/1/21 | 140,000 | 142,211 | |
Series 2011 A, 5% 1/1/21 | 5,260,000 | 5,338,751 | |
Series 2011 B, 5% 1/1/21 | 450,000 | 456,737 | |
Series 2015 A, 5% 1/1/21 | 255,000 | 258,818 | |
Series 2016 A: | |||
4% 1/1/21 | 280,000 | 283,269 | |
5% 1/1/22 | 350,000 | 371,053 | |
Series 2019 A: | |||
5% 1/1/21 | 600,000 | 608,983 | |
5% 1/1/22 | 1,495,000 | 1,584,924 | |
Series C, 5% 1/1/22 | 1,200,000 | 1,272,180 | |
Series GG, 5% 1/1/21 | 255,000 | 258,818 | |
Georgia Muni. Gas Auth. Rev. (Gas Portfolio III Proj.): | |||
Series 2014 U: | |||
5% 10/1/22 | 20,000 | 21,893 | |
5% 10/1/23 | 55,000 | 62,636 | |
Series R, 5% 10/1/21 | 110,000 | 115,524 | |
Griffin-Spalding County Hosp. (Wellstar Health Sys., Inc. Proj.) Series 2017 A, 3% 4/1/21 | 35,000 | 35,515 | |
Lagrange-Troup County Hosp. Rev. (Wellstar Health Sys., Inc. Proj.) Series 2017 A, 5% 4/1/21 | 85,000 | 87,234 | |
Main Street Natural Gas, Inc.: | |||
Bonds: | |||
Series 2018 A, 4%, tender 9/1/23 (a) | 575,000 | 630,994 | |
Series 2018 E, SIFMA Municipal Swap Index + 0.570% 0.66%, tender 12/1/23 (a)(d) | 12,500,000 | 12,467,500 | |
Seroes 2018 B, 1 month U.S. LIBOR + 0.750% 0.854%, tender 9/1/23 (a)(d) | 11,500,000 | 11,479,990 | |
Series 2019 A, 5% 5/15/22 | 1,000,000 | 1,065,100 | |
Series 2019 C: | |||
5% 9/1/20 | 440,000 | 440,000 | |
5% 9/1/21 | 285,000 | 297,391 | |
Monroe County Dev. Auth. Poll. Cont. Rev.: | |||
(Georgia Pwr. Co. Plant Scherer Proj.) Series 1995, 2.25% 7/1/25 | 435,000 | 447,759 | |
Bonds: | |||
(Georgia Pwr. Co. Plant Scherer Proj.): | |||
Series 2009 1, 2.05%, tender 11/19/21 (a) | 705,000 | 717,345 | |
Series 2009, 2.35%, tender 12/11/20 (a) | 2,175,000 | 2,186,034 | |
(Oglethorpe Pwr. Corp. Scherer Proj.) Series 2013 A, 1.5%, tender 2/3/25 (a) | 1,500,000 | 1,507,185 | |
Northwest Georgia Hsg. Auth. Multifamily Hsg. Bonds (Meadow Lane Apts. Proj.) Series 2017, 1.7%, tender 9/1/20 (a) | 1,500,000 | 1,500,000 | |
Private Colleges & Univs. Auth. Rev. (The Savannah College of Arts and Design Projs.) Series 2014, 5% 4/1/21 | 75,000 | 76,732 | |
TOTAL GEORGIA | 97,580,904 | ||
Hawaii - 0.0% | |||
Hawaii Dept. of Budget & Fin. Spl. Purp. Rev. (Queens Health Sys. Proj.) Series 2015 B, SIFMA Municipal Swap Index + 0.140% 0.54%, tender 7/1/39 (a)(d) | 545,000 | 545,000 | |
State of Hawaii Dept. of Trans. Series 2013: | |||
5% 8/1/21 (c) | 10,000 | 10,358 | |
5% 8/1/21 (FSA Insured) (c) | 300,000 | 311,167 | |
5% 8/1/22 (c) | 45,000 | 48,305 | |
5% 8/1/23 (c) | 30,000 | 33,254 | |
TOTAL HAWAII | 948,084 | ||
Idaho - 0.2% | |||
Idaho Health Facilities Auth. Hosp. Rev. Bonds Series 2013 ID, 0.23%, tender 11/2/20 (a) | 6,000,000 | 5,999,500 | |
Idaho Health Facilities Auth. Rev. Series 2015 D, 5% 12/1/20 | 500,000 | 505,573 | |
Idaho Hsg. & Fin. Assoc. Single Family Mtg.: | |||
(Idaho St Garvee Proj.) Series 2017 A, 5% 7/15/21 | 230,000 | 238,905 | |
Series 2019 A, 4% 1/1/50 | 55,000 | 61,451 | |
TOTAL IDAHO | 6,805,429 | ||
Illinois - 4.7% | |||
Champaign County Cmnty. Unit Series 2017, 5% 1/1/21 | 355,000 | 360,543 | |
Chicago Board of Ed.: | |||
Series 1999, 0% 12/1/22 (Berkshire Hathaway Assurance Corp. Insured) (FGIC Insured) | 560,000 | 542,472 | |
Series 2019 A, 5% 12/1/23 | 1,000,000 | 1,086,150 | |
Chicago Gen. Oblig.: | |||
Series 2015 C, 5% 1/1/21 (Escrowed to Maturity) | 435,000 | 441,807 | |
Series 2020 A: | |||
3% 1/1/21 | 500,000 | 500,551 | |
5% 1/1/21 | 400,000 | 403,051 | |
5% 1/1/25 | 1,500,000 | 1,657,440 | |
Chicago Midway Arpt. Rev.: | |||
Series 2013 B: | |||
5% 1/1/22 | 110,000 | 116,010 | |
5% 1/1/23 | 130,000 | 142,255 | |
Series 2014 A: | |||
5% 1/1/22 (c) | 2,865,000 | 3,013,694 | |
5% 1/1/24 (c) | 1,000,000 | 1,127,040 | |
Series 2014 B: | |||
5% 1/1/21 | 10,000 | 10,136 | |
5% 1/1/23 | 225,000 | 246,211 | |
Series 2016 A, 5% 1/1/24 (c) | 1,000,000 | 1,127,040 | |
5% 1/1/21 | 250,000 | 253,406 | |
Chicago Motor Fuel Tax Rev. Series 2013: | |||
5% 1/1/21 | 10,000 | 10,031 | |
5% 1/1/22 | 5,000 | 5,062 | |
5% 1/1/23 | 10,000 | 10,458 | |
Chicago O'Hare Int'l. Arpt. Rev.: | |||
Series 2012 A: | |||
5% 1/1/21 | 30,000 | 30,427 | |
5% 1/1/23 (c) | 1,000,000 | 1,056,230 | |
5% 1/1/25 (c) | 500,000 | 528,050 | |
Series 2012 B: | |||
5% 1/1/21 (c) | 100,000 | 101,298 | |
5% 1/1/22 (c) | 1,000,000 | 1,052,040 | |
5% 1/1/22 (c) | 1,875,000 | 1,972,575 | |
Series 2013 A: | |||
5% 1/1/21 (c) | 1,800,000 | 1,823,369 | |
5% 1/1/22 (c) | 1,400,000 | 1,472,856 | |
5% 1/1/23 (c) | 1,440,000 | 1,575,749 | |
Series 2013 B: | |||
5% 1/1/21 | 725,000 | 735,316 | |
5% 1/1/22 | 135,000 | 142,618 | |
Series 2013 C, 5% 1/1/22 (c) | 700,000 | 736,428 | |
Series 2013 D, 5% 1/1/22 | 70,000 | 73,950 | |
Series 2015 B, 5% 1/1/21 | 1,190,000 | 1,206,933 | |
Series 2017 D, 5% 1/1/27 (c) | 35,000 | 42,671 | |
Series 2018 A, 5% 1/1/21 (c) | 250,000 | 253,246 | |
Chicago Park District Gen. Oblig.: | |||
Series 2015 B, 5% 1/1/21 | 770,000 | 779,246 | |
Series 2018 E, 5% 11/15/20 | 290,000 | 292,141 | |
Chicago Transit Auth. Cap. Grant Receipts Rev. Series 2017: | |||
5% 6/1/21 | 635,000 | 653,707 | |
5% 6/1/25 | 25,000 | 29,468 | |
Chicago Wastewtr. Transmission Rev. Series 2012, 5% 1/1/23 | 25,000 | 26,174 | |
Cook County Cmnty. Consolidated School District No. 59 Series 2020, 4% 3/1/22 | 480,000 | 506,808 | |
Cook County Gen. Oblig.: | |||
Series 2010 A, 5.25% 11/15/22 | 545,000 | 549,638 | |
Series 2011 A, 5.25% 11/15/22 | 20,000 | 20,969 | |
Series 2012 C: | |||
5% 11/15/20 | 155,000 | 156,346 | |
5% 11/15/21 | 120,000 | 126,154 | |
5% 11/15/22 | 590,000 | 638,870 | |
Series 2014 A: | |||
5% 11/15/20 | 20,000 | 20,174 | |
5% 11/15/21 | 35,000 | 36,795 | |
5% 11/15/22 | 275,000 | 297,778 | |
Series 2016 A, 5% 11/15/21 | 2,250,000 | 2,365,380 | |
Series 2018, 5% 11/15/20 | 615,000 | 620,342 | |
DeKalb County Cmnty. Unit Scd Series 2001, 0% 1/1/21 (AMBAC Insured) | 1,175,000 | 1,172,094 | |
Illinois Fin. Auth.: | |||
Series 2013 A: | |||
5% 6/1/23 | 345,000 | 385,534 | |
5% 6/1/23 (Escrowed to Maturity) | 55,000 | 62,099 | |
Series 2020 A: | |||
5% 8/15/21 | 1,000,000 | 1,041,737 | |
5% 8/15/22 | 750,000 | 812,288 | |
Illinois Fin. Auth. Rev.: | |||
(Bradley Univ. Proj.) Series 2017 C, 5% 8/1/26 | 35,000 | 40,086 | |
Bonds: | |||
(Ascension Health Cr. Group Proj.) Series 2012 E2, 1.75%, tender 4/1/21 (a) | 3,030,000 | 3,051,395 | |
Series 2016 B, 1 month U.S. LIBOR + 1.350% 1.459%, tender 9/1/20 (a)(d) | 1,090,000 | 1,090,276 | |
Series 2017 B, 5%, tender 12/15/22 (a) | 265,000 | 292,446 | |
Series E, 2.25%, tender 4/29/22 (a) | 770,000 | 791,060 | |
Series 2011 IL: | |||
4% 12/1/20 | 250,000 | 252,170 | |
5% 12/1/22 (Pre-Refunded to 12/1/21 @ 100) | 25,000 | 26,478 | |
Series 2012 A: | |||
5% 10/1/20 | 400,000 | 401,538 | |
5% 5/15/22 | 250,000 | 267,235 | |
5% 5/15/23 | 30,000 | 32,050 | |
Series 2012: | |||
5% 9/1/20 | 30,000 | 30,000 | |
5% 9/1/21 | 45,000 | 47,123 | |
5% 9/1/22 | 75,000 | 81,857 | |
Series 2015 A: | |||
5% 11/15/22 | 1,000,000 | 1,088,550 | |
5% 11/15/22 | 10,000 | 10,966 | |
5% 11/15/24 | 35,000 | 40,746 | |
5% 11/15/25 | 45,000 | 53,874 | |
5% 11/15/26 | 45,000 | 53,668 | |
Series 2015 B, 5% 11/15/24 | 45,000 | 52,896 | |
Series 2016 A: | |||
5% 2/15/21 | 15,000 | 15,288 | |
5% 8/15/21 (Escrowed to Maturity) | 15,000 | 15,679 | |
5% 2/15/23 | 20,000 | 22,017 | |
5% 8/15/23 (Escrowed to Maturity) | 35,000 | 39,744 | |
5% 8/15/24 (Escrowed to Maturity) | 50,000 | 58,968 | |
Series 2016 C: | |||
5% 2/15/21 | 215,000 | 219,270 | |
5% 2/15/22 | 225,000 | 239,265 | |
5% 2/15/23 | 700,000 | 772,765 | |
5% 2/15/24 | 115,000 | 131,637 | |
Series 2016: | |||
5% 5/15/21 | 740,000 | 761,197 | |
5% 12/1/21 | 5,000,000 | 5,263,250 | |
5% 7/1/22 | 65,000 | 70,648 | |
5% 5/15/25 | 10,000 | 11,813 | |
5% 5/15/26 | 20,000 | 24,206 | |
5% 5/15/27 | 25,000 | 30,075 | |
Series 2017 A, 5% 7/15/21 | 500,000 | 519,716 | |
Series 2017: | |||
5% 1/1/23 | 35,000 | 38,858 | |
5% 1/1/25 | 50,000 | 60,030 | |
Series 2019: | |||
5% 9/1/22 | 225,000 | 235,937 | |
5% 4/1/26 | 1,000,000 | 1,222,680 | |
Illinois Gen. Oblig.: | |||
Series 2006, 5% 6/1/21 | 405,000 | 415,269 | |
Series 2010: | |||
5% 1/1/21 (FSA Insured) | 35,000 | 35,104 | |
5% 1/1/23 (FSA Insured) | 250,000 | 254,200 | |
Series 2012 A, 4% 1/1/23 | 30,000 | 30,759 | |
Series 2012: | |||
5% 8/1/21 | 55,000 | 56,704 | |
5% 8/1/22 | 760,000 | 807,166 | |
5% 8/1/22 (FSA Insured) | 2,800,000 | 2,981,972 | |
Series 2013: | |||
5% 7/1/21 | 140,000 | 143,944 | |
5% 7/1/22 | 375,000 | 397,624 | |
Series 2014: | |||
5% 2/1/21 | 865,000 | 877,430 | |
5% 2/1/22 | 65,000 | 68,095 | |
5% 4/1/23 | 50,000 | 53,623 | |
5% 2/1/25 | 50,000 | 54,167 | |
Series 2016: | |||
5% 11/1/20 | 900,000 | 905,278 | |
5% 1/1/21 | 3,325,000 | 3,363,697 | |
5% 2/1/21 | 4,000,000 | 4,057,481 | |
5% 11/1/21 | 1,505,000 | 1,564,267 | |
5% 1/1/22 | 1,650,000 | 1,724,201 | |
5% 1/1/26 | 300,000 | 336,594 | |
5% 2/1/26 | 1,235,000 | 1,387,152 | |
Series 2017 A, 5% 12/1/23 | 750,000 | 812,483 | |
Series 2017 D: | |||
5% 11/1/20 | 9,000,000 | 9,051,880 | |
5% 11/1/21 | 2,180,000 | 2,260,704 | |
5% 11/1/23 | 420,000 | 450,542 | |
Series 2018 A: | |||
5% 10/1/20 | 4,200,000 | 4,212,101 | |
5% 5/1/21 | 1,650,000 | 1,687,197 | |
5% 10/1/21 | 1,500,000 | 1,554,885 | |
5% 10/1/26 | 1,340,000 | 1,517,282 | |
5.25% 5/1/22 | 1,500,000 | 1,589,760 | |
Series 2018 B, 5% 10/1/20 | 1,600,000 | 1,604,610 | |
Series 2019 A, 5% 11/1/20 | 4,000,000 | 4,023,459 | |
Series 2019 B, 5% 9/1/20 | 1,260,000 | 1,260,000 | |
Series 2020 May, 5.125% 5/1/22 | 275,000 | 290,895 | |
Series 2020, 4.875% 5/1/21 | 1,350,000 | 1,379,324 | |
Illinois Health Facilities Auth. Rev. Series 2003, 1.6% 11/15/22 | 185,000 | 187,179 | |
Illinois Hsg. Dev. Auth. Multi-family Hsg. Rev. Bonds Series 2020, 0.325%, tender 8/1/22 (a) | 12,250,000 | 12,239,220 | |
Illinois Muni. Elec. Agcy. Pwr. Supply Series 2015 A: | |||
5% 2/1/21 | 470,000 | 478,890 | |
5% 2/1/22 | 640,000 | 681,184 | |
5% 2/1/23 | 25,000 | 27,737 | |
Illinois Reg'l. Trans. Auth.: | |||
Series 2002 A, 6% 7/1/21 | 460,000 | 479,992 | |
Series 2017 A, 5% 7/1/21 | 210,000 | 217,302 | |
Illinois Sales Tax Rev. Series 2016 D, 5% 6/15/23 | 1,500,000 | 1,643,040 | |
Illinois State Univ. Revs. Series 2018 A, 5% 4/1/23 (FSA Insured) | 290,000 | 319,081 | |
Illinois Toll Hwy. Auth. Toll Hwy. Rev. Series 2014 A: | |||
5% 12/1/20 | 2,600,000 | 2,629,046 | |
5% 12/1/21 | 840,000 | 887,149 | |
5% 12/1/22 | 1,090,000 | 1,199,207 | |
Kane County School District #129, Aurora West Side Series 2014 A, 2.75% 2/1/22 | 1,000,000 | 1,026,500 | |
Kane County School District No. 131: | |||
Series 2020 A: | |||
3% 12/1/21 (FSA Insured) | 355,000 | 365,796 | |
4% 12/1/22 (FSA Insured) | 235,000 | 250,517 | |
5% 12/1/23 (FSA Insured) | 290,000 | 326,059 | |
Series 2020 B: | |||
3% 12/1/21 (FSA Insured) | 510,000 | 525,509 | |
4% 12/1/22 (FSA Insured) | 435,000 | 463,723 | |
Kendall, Kane & Will Counties Cmnty. Unit School District #308 Series 2011, 5.5% 2/1/23 | 550,000 | 611,600 | |
McHenry County Cmnty. School District #200 Series 2006 B: | |||
0% 1/15/24 | 105,000 | 101,852 | |
0% 1/15/25 | 110,000 | 105,291 | |
0% 1/15/26 | 80,000 | 75,174 | |
McHenry County Conservation District Gen. Oblig. Series 2014, 5% 2/1/23 | 50,000 | 55,551 | |
Metropolitan Pier & Exposition: | |||
(McCormick Place Expansion Proj.) Series 1996 A, 0% 6/15/23 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 105,000 | 98,961 | |
Series 1994, 0% 6/15/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 470,000 | 462,777 | |
Series 2012 B, 5% 12/15/22 | 1,655,000 | 1,765,802 | |
Northern Illinois Univ. Revs. Series 2020 B, 5% 4/1/22 (Build America Mutual Assurance Insured) | 250,000 | 265,395 | |
Railsplitter Tobacco Settlement Auth. Rev.: | |||
Series 2010, 5.25% 6/1/21 | 500,000 | 517,534 | |
Series 2017: | |||
5% 6/1/22 | 1,920,000 | 2,066,630 | |
5% 6/1/23 | 1,900,000 | 2,123,231 | |
Rockford Park District Series 2019 B, 3% 12/15/20 | 1,165,000 | 1,172,434 | |
Skokie Pk District Series 2003, 0% 12/1/22 | 1,830,000 | 1,802,696 | |
Univ. of Illinois Board of Trustees Ctfs. of Prtn.: | |||
Series 2014 A, 5% 10/1/20 | 325,000 | 326,086 | |
Series 2014 C, 5% 3/15/23 | 265,000 | 292,751 | |
Univ. of Illinois Rev.: | |||
Series 2005 A, 5.5% 4/1/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 700,000 | 719,262 | |
Series 2011 A, 5% 4/1/21 | 250,000 | 256,157 | |
Series 2011, 5% 4/1/22 | 350,000 | 358,558 | |
Series 2018 A, 5% 4/1/22 | 1,000,000 | 1,066,320 | |
Series 2019 A, 5% 4/1/22 | 485,000 | 517,165 | |
Waukegan Gen. Oblig.: | |||
Series 2018 A: | |||
3% 12/30/20 (FSA Insured) | 1,000,000 | 1,008,538 | |
4% 12/30/21 (FSA Insured) | 410,000 | 429,524 | |
4% 12/30/22 (FSA Insured) | 425,000 | 457,500 | |
Series 2018 B, 4% 12/30/22 (FSA Insured) | 400,000 | 431,268 | |
Western Illinois Univ. Board Rev. Series 2020, 4% 4/1/22 | 1,200,000 | 1,258,824 | |
Whiteside & Lee Counties Cmnty. Unit School District Series 2018 A, 4% 12/1/21 | 1,325,000 | 1,384,281 | |
Will County Cmnty. Consolidated School District Series 2013, 2.3% 1/1/21 | 2,950,000 | 2,969,964 | |
Will County Cmnty. Unit School District No. 200-U Series 2012, 4% 11/1/20 | 1,910,000 | 1,921,596 | |
TOTAL ILLINOIS | 151,688,014 | ||
Indiana - 1.3% | |||
Indiana Bond Bank Series 2020 A, 3% 1/11/21 | 5,000,000 | 5,046,428 | |
Indiana Dev. Fin. Auth. Solid Waste Disp. Rev. Bonds (Waste Mgmt., Inc. Proj.) Series 2001, 2.95%, tender 10/1/21 (a)(c) | 500,000 | 512,525 | |
Indiana Fin. Auth. Econ. Dev. Rev. Bonds (Republic Svcs., Inc. Proj.) Series A, 0.65%, tender 9/1/20 (a)(c) | 1,500,000 | 1,500,000 | |
Indiana Fin. Auth. Health Sys. Rev. Bonds Series 2019 B, 2.25%, tender 7/1/25 (a) | 710,000 | 746,586 | |
Indiana Fin. Auth. Hosp. Rev.: | |||
Bonds: | |||
Series 2011 H, 1.65%, tender 7/1/22 (a) | 3,300,000 | 3,341,448 | |
Series 2011 L: | |||
SIFMA Municipal Swap Index + 0.280% 0.37%, tender 9/3/20 (a)(d) | 3,300,000 | 3,292,337 | |
SIFMA Municipal Swap Index + 0.280% 0.37%, tender 9/3/20 (a)(d) | 3,500,000 | 3,491,873 | |
Series 2015 B, 1.65%, tender 7/2/22 (a) | 1,190,000 | 1,204,946 | |
Series 2013: | |||
5% 8/15/22 | 15,000 | 16,307 | |
5% 8/15/23 | 20,000 | 22,570 | |
Series 2016 A, 5% 12/1/20 | 300,000 | 303,450 | |
Indiana Fin. Auth. Rev.: | |||
(Butler Univ. Proj.) Series 2019: | |||
3% 2/1/22 | 210,000 | 216,602 | |
3% 2/1/23 | 225,000 | 232,508 | |
4% 2/1/24 | 200,000 | 215,146 | |
4% 2/1/25 | 275,000 | 300,471 | |
(DePauw Univ. Proj.) Series 2019: | |||
5% 7/1/21 | 565,000 | 584,839 | |
5% 7/1/22 | 600,000 | 646,152 | |
Series 2012, 5% 3/1/21 (Escrowed to Maturity) | 25,000 | 25,595 | |
Series 2016, 4% 9/1/20 | 130,000 | 130,000 | |
Indiana Fin. Auth. Wastewtr. Util. Rev. (CWA Auth. Proj.): | |||
Series 2012 A: | |||
5% 10/1/20 | 20,000 | 20,076 | |
5% 10/1/22 | 35,000 | 38,390 | |
Series 2014 A: | |||
5% 10/1/20 | 10,000 | 10,038 | |
5% 10/1/21 | 10,000 | 10,507 | |
5% 10/1/22 | 15,000 | 16,453 | |
Series 2015 A: | |||
5% 10/1/24 | 35,000 | 41,508 | |
5% 10/1/25 | 35,000 | 41,551 | |
Indiana Health Facility Fing. Auth. Rev. Bonds Series 2001 A2, 2%, tender 2/1/23 (a) | 155,000 | 160,400 | |
Indiana Univ. Student Fee Revs. Series Z1, 3% 8/1/21 | 1,895,000 | 1,944,303 | |
Indianapolis Local Pub. Impt.: | |||
(Indianapolis Arpt. Auth. Proj.) Series 2016 A1: | |||
5% 1/1/21 (c) | 960,000 | 972,786 | |
5% 1/1/23 (c) | 45,000 | 49,035 | |
5% 1/1/24 (c) | 60,000 | 67,559 | |
5% 1/1/25 (c) | 65,000 | 75,450 | |
Series 2019, 1.45% 6/1/21 | 3,000,000 | 3,000,100 | |
Indianapolis Multifamily Hsg. Rev. Bonds Series A, 1.4%, tender 9/1/21 (a) | 4,000,000 | 4,037,365 | |
Lafayette School Corp. Series 2019, 4% 1/15/21 | 425,000 | 430,162 | |
Lake Central Multi-District School Bldg. Corp. Series 2012 B: | |||
4% 1/15/21 | 25,000 | 25,339 | |
5% 7/15/21 | 20,000 | 20,812 | |
Mount Vernon Ind. Envir. Bonds (Southern Indiana Gas & Elec. Co. Proj.) Series 2015, 0.875%, tender 9/1/20 (a)(c) | 1,000,000 | 1,000,000 | |
Purdue Univ. Rev. Series 2012 AA, 5% 7/1/27 | 255,000 | 276,275 | |
Warrick County Envir. Impt. Rev. Bonds (Southern Indiana Gas and Elec. Co.) Series 2015, 2.375%, tender 9/1/20 (a)(b)(c) | 2,800,000 | 2,800,000 | |
Whiting Envir. Facilities Rev.: | |||
(BP Products North America, Inc. Proj.) Series 2009, 5.25% 1/1/21 | 1,825,000 | 1,855,063 | |
Bonds (BP Products North America, Inc. Proj.): | |||
Series 2015, 5%, tender 11/1/22 (a)(c) | 980,000 | 1,071,444 | |
Series 2016 A, 5%, tender 3/1/23 (a)(c) | 500,000 | 553,145 | |
Series 2019 A, 5%, tender 6/5/26 (a)(c) | 1,645,000 | 2,013,316 | |
TOTAL INDIANA | 42,360,860 | ||
Iowa - 0.2% | |||
Iowa Fin. Auth. Rev. Series 2018 B, 5% 2/15/22 | 540,000 | 574,641 | |
Iowa Fin. Auth. Single Family Mtg. Bonds Series 2018 B, SIFMA Municipal Swap Index + 0.300% 0.39%, tender 9/3/20(a)(d) | 3,500,000 | 3,500,060 | |
Iowa Student Ln. Liquidity Corp. Student Ln. Rev.: | |||
Series 2015 A, 5% 12/1/21 (c) | 1,000,000 | 1,037,080 | |
Series 2018 A: | |||
5% 12/1/20 (c) | 500,000 | 503,697 | |
5% 12/1/21 (c) | 500,000 | 518,540 | |
5% 12/1/22 (c) | 725,000 | 772,705 | |
Series 2019 B, 5% 12/1/23 (c) | 600,000 | 655,878 | |
TOTAL IOWA | 7,562,601 | ||
Kansas - 0.2% | |||
Desoto Unified School District # 232 Series 2015 A, 5% 9/1/22 | 35,000 | 38,362 | |
Kansas Dept. of Trans. Hwy. Rev.: | |||
Series 2004 C1, 1 month U.S. LIBOR + 0.300% 0.409% 9/1/21 (a)(d) | 5,000,000 | 4,997,573 | |
Series 2018 A, 5% 9/1/20 | 1,020,000 | 1,020,000 | |
Univ. of Kansas Hosp. Auth. Health Facilities Rev. Series 2019 B, 5% 3/1/21 | 500,000 | 511,439 | |
Wichita Health Care Facilities Series III, 4% 5/15/21 | 455,000 | 455,699 | |
Wyandotte County/Kansas City Unified Govt. Util. Sys. Rev. Series 2016 A: | |||
5% 9/1/22 | 10,000 | 10,916 | |
5% 9/1/23 | 15,000 | 17,033 | |
5% 9/1/25 | 15,000 | 18,242 | |
TOTAL KANSAS | 7,069,264 | ||
Kentucky - 1.9% | |||
Ashland Med. Ctr. Rev.: | |||
(Ashland Hosp. Corp. D/B/A King's Daughters Med. Ctr. Proj.) Series 2016 A: | |||
5% 2/1/24 | 30,000 | 33,231 | |
5% 2/1/25 | 20,000 | 22,679 | |
Series 2019: | |||
5% 2/1/21 | 385,000 | 390,484 | |
5% 2/1/22 | 500,000 | 523,630 | |
Carroll County Envir. Facilities Rev. Bonds (Kentucky Utils. Co. Proj.) Series 2008 A, 1.2%, tender 6/1/21 (a)(c) | 1,025,000 | 1,025,033 | |
Kenton County Arpt. Board Arpt. Rev. Series 2016, 5% 1/1/22 | 285,000 | 301,593 | |
Kentucky Bond Dev. Corp. (Lexington Ctr. Corp. Proj.) Series 2018 A, 5% 9/1/21 (Escrowed to Maturity) | 435,000 | 455,611 | |
Kentucky Econ. Dev. Fin. Auth. Bonds Series 2009 B, 2.7%, tender 11/10/21 (a) | 345,000 | 352,324 | |
Kentucky Econ. Dev. Fin. Auth. Hosp. Rev. Series 2017 A, 5% 6/1/21 | 230,000 | 234,895 | |
Kentucky Econ. Dev. Fin. Auth. Solid Waste Disp. Rev. Bonds (Republic Svcs., Inc. Proj.) Series A, 0.65%, tender 4/1/31 (a)(c) | 2,750,000 | 2,750,000 | |
Kentucky Higher Ed. Student Ln. Corp. Rev.: | |||
Series 2019 A1 5% 6/1/23 (c) | 250,000 | 272,428 | |
Series 2019 A1, 5% 6/1/22 (c) | 200,000 | 211,598 | |
Kentucky Hsg. Corp. Hsg. Rev. Bonds (Westminster Village Proj.) Series 2019, 2%, tender 4/1/21 (a) | 2,000,000 | 2,019,120 | |
Kentucky Hsg. Corp. Multi-family Rev. Bonds (City View Park Proj.) Series 2020, 1.16%, tender 8/1/22 (a) | 4,000,000 | 4,033,480 | |
Kentucky State Property & Buildings Commission Rev.: | |||
(Kentucky St Proj.) Series D, 5% 5/1/21 | 530,000 | 546,615 | |
(Kentucky St Proj.) Series 2005 5% 8/1/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 3,050,000 | 3,181,584 | |
Series 2002, 5.5% 8/1/21 (AMBAC Insured) | 770,000 | 806,731 | |
Series 2005, 5% 8/1/22 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 250,000 | 272,508 | |
Series 2016 B, 5% 11/1/23 | 250,000 | 283,923 | |
Series 2017: | |||
5% 4/1/21 | 600,000 | 616,451 | |
5% 4/1/22 | 400,000 | 429,752 | |
Series 2018: | |||
5% 5/1/21 | 1,145,000 | 1,180,895 | |
5% 5/1/23 | 1,415,000 | 1,577,951 | |
Series A: | |||
5% 10/1/21 | 590,000 | 620,090 | |
5% 11/1/21 | 350,000 | 369,222 | |
5% 8/1/22 | 590,000 | 615,400 | |
5% 11/1/22 | 610,000 | 670,292 | |
5% 11/1/25 | 350,000 | 420,581 | |
Series B: | |||
3% 5/1/21 | 275,000 | 279,976 | |
5% 11/1/20 | 3,200,000 | 3,224,825 | |
5% 11/1/21 | 975,000 | 1,028,547 | |
5% 8/1/22 | 995,000 | 1,084,580 | |
5% 8/1/23 | 2,120,000 | 2,386,314 | |
Series C, 5% 11/1/21 | 2,875,000 | 3,032,895 | |
Kentucky, Inc. Pub. Energy: | |||
Bonds Series 2019 A1, 4%, tender 6/1/25 (a) | 1,000,000 | 1,131,820 | |
Series 2018 B, 4% 7/1/21 | 1,350,000 | 1,387,276 | |
Series A: | |||
4% 6/1/21 | 270,000 | 276,811 | |
4% 12/1/22 | 350,000 | 375,459 | |
Louisville & Jefferson County: | |||
Bonds: | |||
Series 2020 B, 5%, tender 10/1/23 (a) | 840,000 | 922,673 | |
Series 2020 C, 5%, tender 10/1/26 (a) | 2,015,000 | 2,354,245 | |
Series 2016 A, 5% 10/1/22 | 200,000 | 217,842 | |
Louisville Reg'l. Arpt. Auth. Sys. Rev. Series 2014 A: | |||
5% 7/1/21 (c) | 1,250,000 | 1,293,253 | |
5% 7/1/23 (c) | 1,750,000 | 1,951,180 | |
5% 7/1/24 (c) | 155,000 | 178,498 | |
Louisville/Jefferson County Metropolitan Gov. Series 2012 A: | |||
5% 12/1/28 (Pre-Refunded to 6/1/22 @ 100) | 55,000 | 59,501 | |
5% 12/1/29 (Pre-Refunded to 6/1/22 @ 100) | 230,000 | 248,823 | |
Louisville/Jefferson County Metropolitan Govt. Poll. Cont. Rev. Bonds (Louisville Gas and Elec. Co. Proj.): | |||
Series 2001 B, 2.55%, tender 5/3/21 (a) | 2,000,000 | 2,024,119 | |
Series 2007 A, 1.65%, tender 6/1/21 (a) | 7,250,000 | 7,299,044 | |
Series 2007 B, 1.65%, tender 6/1/21 (a) | 2,000,000 | 2,013,529 | |
Paducah Elec. Plant Board Rev. Series 2019, 5% 10/1/22 | 2,005,000 | 2,188,237 | |
Trimble County Poll. Cont. Rev. Bonds (Louisville Gas and Elec. Co. Proj.): | |||
Series 2001 A, 2.3%, tender 9/1/21 (a) | 600,000 | 609,282 | |
Series 2001 B, 2.55%, tender 5/3/21 (a) | 2,590,000 | 2,621,234 | |
Univ. Louisville Revs. Series 2016 C, 3% 9/1/21 | 780,000 | 800,084 | |
TOTAL KENTUCKY | 63,208,148 | ||
Louisiana - 0.7% | |||
Louisiana Citizens Property Ins. Corp. Assessment Rev. Series 2015: | |||
5% 6/1/21 (FSA Insured) | 1,770,000 | 1,830,269 | |
5% 6/1/22 (FSA Insured) | 500,000 | 539,635 | |
Louisiana Gen. Oblig. Series 2016 D, 5% 9/1/24 | 155,000 | 183,962 | |
Louisiana Hsg. Corp. Multifamily Hsg. Rev. Bonds Series 2018, 0.7%, tender 6/1/21 (a) | 7,000,000 | 7,000,696 | |
Louisiana Local Govt. Envir. Facilities and Cmnty. Dev. Auth. Bonds (East Baton Rouge Sewerage Commission Proj.) Series 2020 B, 0.875%, tender 2/1/25 (a) | 4,000,000 | 3,977,120 | |
Louisiana Offshore Term. Auth. Deepwater Port Rev. Bonds Series 2010 B-1A, 2%, tender 10/1/22 (a) | 815,000 | 823,908 | |
Louisiana Stadium and Exposition District Series 2013 A: | |||
5% 7/1/21 | 35,000 | 35,822 | |
5% 7/1/22 | 20,000 | 21,021 | |
New Orleans Aviation Board Rev.: | |||
(North Term. Proj.) Series 2017 B: | |||
5% 1/1/22 (c) | 280,000 | 295,145 | |
5% 1/1/23 (c) | 1,055,000 | 1,151,121 | |
5% 1/1/24 (c) | 5,000 | 5,639 | |
5% 1/1/25 (c) | 5,000 | 5,811 | |
5% 1/1/26 (c) | 10,000 | 11,918 | |
Series 2017 D2: | |||
5% 1/1/21 (c) | 290,000 | 293,911 | |
5% 1/1/22 (c) | 345,000 | 363,661 | |
5% 1/1/23 (c) | 10,000 | 10,911 | |
5% 1/1/24 (c) | 15,000 | 16,916 | |
5% 1/1/25 (c) | 10,000 | 11,621 | |
St. John Baptist Parish Rev. Bonds (Marathon Oil Corp.) Series 2017, 2%, tender 4/1/23 (a) | 4,780,000 | 4,789,560 | |
St. Tammany Parish Hosp. Svc. (St. Tammany Parish Hosp. Proj.) Series 2011, 4.5% 7/1/21 (Escrowed to Maturity) | 600,000 | 620,988 | |
Tobacco Settlement Fing. Corp. Series 2013 A: | |||
5% 5/15/21 | 435,000 | 444,807 | |
5% 5/15/23 | 100,000 | 108,320 | |
TOTAL LOUISIANA | 22,542,762 | ||
Maine - 0.0% | |||
Maine Fin. Auth. Student Ln. Rev. Series 2019 A, 5% 12/1/23 (FSA Insured) (c) | 500,000 | 558,430 | |
Maine Health & Higher Edl. Facilities Auth. Rev.: | |||
Series 2017 B, 4% 7/1/21 | 85,000 | 86,639 | |
Series 2020 A, 4% 7/1/22 | 425,000 | 451,588 | |
Maine Tpk. Auth. Tpk. Rev. Series 2015: | |||
5% 7/1/21 | 50,000 | 51,969 | |
5% 7/1/22 | 40,000 | 43,422 | |
TOTAL MAINE | 1,192,048 | ||
Maryland - 0.9% | |||
Baltimore County Gen. Oblig. Series 2020: | |||
4% 1/1/21 | 650,000 | 655,758 | |
4% 1/1/22 | 830,000 | 858,668 | |
Baltimore Gen. Oblig. Series 2017 B, 5% 10/15/20 | 360,000 | 362,088 | |
Baltimore Proj. Rev. Series 2017 D: | |||
5% 7/1/24 | 70,000 | 82,142 | |
5% 7/1/25 | 75,000 | 91,088 | |
County Commissioners of Charles County Consolidated Series 2018, 5% 10/1/20 | 2,990,000 | 3,001,697 | |
Howard County Gen. Oblig. Series A: | |||
5% 8/15/21 | 100,000 | 104,616 | |
5% 8/15/22 | 1,000,000 | 1,094,330 | |
Maryland Cmnty. Dev. Admin Dept. Hsg. & Cmnty. Dev.: | |||
Series 2019 B: | |||
1.55% 9/1/20 | 1,020,000 | 1,020,000 | |
1.6% 3/1/21 | 1,390,000 | 1,398,069 | |
4% 9/1/49 | 270,000 | 301,142 | |
Series 2020 C, 0.625% 7/1/22 | 500,000 | 500,495 | |
Maryland Health & Higher Edl. Bonds Series 2020, 5%, tender 7/1/25 (a) | 1,000,000 | 1,179,310 | |
Maryland Health & Higher Edl. Facilities Auth. Rev.: | |||
Series 2015: | |||
5% 7/1/22 | 20,000 | 21,481 | |
5% 7/1/23 | 20,000 | 22,257 | |
5% 7/1/24 | 45,000 | 51,786 | |
5% 7/1/25 | 40,000 | 47,216 | |
Series 2019 A: | |||
5% 10/1/20 | 500,000 | 501,338 | |
5% 10/1/21 | 380,000 | 393,574 | |
Series 2020 A: | |||
3% 7/1/21 | 210,000 | 213,904 | |
4% 7/1/22 | 100,000 | 105,878 | |
Series 2020 B: | |||
5% 4/15/21 | 440,000 | 452,368 | |
5% 4/15/23 | 675,000 | 750,722 | |
Maryland Trans. Auth. Series 2012 B, 5% 3/1/21 (c) | 3,565,000 | 3,635,910 | |
Maryland Trans. Auth. Trans. Facility Projs. Rev. Series 2020, 5% 7/1/22 | 1,500,000 | 1,633,230 | |
Maryland-Nat'l. Cap. Park and Planning Commission Series 2018 A, 5% 11/1/20 | 675,000 | 680,373 | |
Montgomery County Gen. Oblig. Bonds Series 2013 MD, 0.26%, tender 9/1/20 (a) | 9,600,000 | 9,600,000 | |
TOTAL MARYLAND | 28,759,440 | ||
Massachusetts - 0.7% | |||
Massachusetts Bay Trans. Auth. Sales Tax Rev. Series B: | |||
5% 7/1/21 | 780,000 | 811,119 | |
5% 7/1/22 | 900,000 | 978,894 | |
Massachusetts Dept. of Trans. Metropolitan Hwy. Sys. Rev. Series 2019 C, 5% 1/1/21 | 2,500,000 | 2,539,204 | |
Massachusetts Dev. Fin. Agcy. Rev.: | |||
Bonds Series S3, SIFMA Municipal Swap Index + 0.500% 0.59%, tender 1/26/23 (a)(d) | 3,400,000 | 3,388,712 | |
Series 2011, 7.25% 1/1/32 (Pre-Refunded to 1/1/21 @ 100) | 1,700,000 | 1,739,338 | |
Series 2016 A, 5% 7/15/22 | 30,000 | 32,733 | |
Series 2016 I: | |||
5% 7/1/21 | 10,000 | 10,327 | |
5% 7/1/22 | 15,000 | 16,083 | |
5% 7/1/23 | 15,000 | 16,649 | |
5% 7/1/24 | 25,000 | 28,668 | |
5% 7/1/25 | 20,000 | 23,505 | |
5% 7/1/26 | 20,000 | 24,052 | |
Series 2019 A: | |||
5% 7/1/21 | 200,000 | 206,445 | |
5% 7/1/22 | 450,000 | 481,712 | |
5% 7/1/24 | 155,000 | 176,302 | |
Series C: | |||
5% 10/1/21 (FSA Insured) | 250,000 | 261,718 | |
5% 10/1/22 (FSA Insured) | 275,000 | 298,815 | |
5% 10/1/23 (FSA Insured) | 350,000 | 393,995 | |
5% 10/1/24 (FSA Insured) | 325,000 | 378,394 | |
Massachusetts Edl. Fing. Auth. Rev.: | |||
Series 2011 J, 5.125% 7/1/22 (c) | 2,080,000 | 2,143,544 | |
Series 2015 A, 5% 1/1/22 (c) | 600,000 | 628,332 | |
Series 2016 J: | |||
5% 7/1/21 (c) | 1,465,000 | 1,508,989 | |
5% 7/1/22 (c) | 1,475,000 | 1,570,329 | |
5% 7/1/23 (c) | 725,000 | 795,289 | |
Series 2016, 5% 7/1/24 (c) | 350,000 | 395,161 | |
Massachusetts Gen. Oblig. Bonds Series D2, 1.7%, tender 8/1/22 (a) | 250,000 | 256,335 | |
Massachusetts Health & Edl. Facilities Auth. Rev. (Partners Healthcare Sys., Inc. Proj.) Series 2007 G2, 0.37%, tender 9/8/20 (FSA Insured) (a) | 3,930,000 | 3,930,000 | |
Massachusetts Port Auth. Rev. Series 2017 A: | |||
5% 7/1/24 (c) | 65,000 | 75,360 | |
5% 7/1/25 (c) | 25,000 | 29,848 | |
TOTAL MASSACHUSETTS | 23,139,852 | ||
Michigan - 1.8% | |||
Clarkston Cmnty. Schools Series 2015, 5% 5/1/22 | 35,000 | 37,722 | |
Detroit Downtown Dev. Auth. Tax: | |||
Series 1, 5% 7/1/22 (FSA Insured) | 500,000 | 540,275 | |
Series A, 5% 7/1/25 (FSA Insured) | 550,000 | 635,179 | |
Detroit Swr. Disp. Rev. Series 2006 D, 3 month U.S. LIBOR + 0.600% 0.798% 7/1/32(a)(d) | 90,000 | 87,986 | |
Ferris State Univ. Rev. Series 2016, 5% 10/1/20 | 140,000 | 140,465 | |
Grand Blanc Cmnty. Schools Series 2013: | |||
5% 5/1/21 | 45,000 | 46,401 | |
5% 5/1/22 | 40,000 | 43,111 | |
Grand Rapids Pub. Schools Series 2017, 5% 5/1/23 (FSA Insured) | 30,000 | 33,693 | |
Huron Valley School District Series 2011: | |||
5% 5/1/21 | 685,000 | 705,867 | |
5% 5/1/22 | 510,000 | 525,917 | |
Kalamazoo Hosp. Fin. Auth. Hosp. Facilities Rev. Series 2016: | |||
5% 5/15/22 | 20,000 | 21,467 | |
5% 5/15/24 | 10,000 | 11,519 | |
5% 5/15/25 | 15,000 | 17,795 | |
5% 5/15/26 | 15,000 | 18,266 | |
Kent Hosp. Fin. Auth. Hosp. Facilities Rev. (Spectrum Health Sys. Proj.) Series 2011 A, 5% 11/15/20 | 165,000 | 166,467 | |
Michigan Bldg. Auth. Rev.: | |||
(Facilities Prog.) Series 2016 I, 5% 4/15/24 | 30,000 | 35,009 | |
Series I, 5% 10/15/20 | 2,000,000 | 2,011,528 | |
Michigan Fin. Auth. Rev.: | |||
(Detroit Wtr. and Sewage Dept. Wtr. Supply Sys. Rev. Rfdg. Local Proj.): | |||
Series 2014 C3, 5% 7/1/22 (FSA Insured) | 1,155,000 | 1,255,139 | |
Series 2014 D1, 5% 7/1/22 (FSA Insured) | 2,845,000 | 3,091,662 | |
(Mclaren Health Care Corp. Proj.) 5% 5/15/21 | 145,000 | 149,519 | |
Bonds: | |||
Series 2013 M1, 0.26%, tender 9/1/20 (a) | 5,060,000 | 5,060,000 | |
Series 2016 MI2, SIFMA Municipal Swap Index + 0.480% 0.57%, tender 2/1/22 (a)(d) | 5,000,000 | 4,991,950 | |
Series 2019 B, 3.5%, tender 11/15/22 (a) | 5,750,000 | 6,094,943 | |
Series 2019 MI2, 5%, tender 2/1/25 (a) | 1,605,000 | 1,901,588 | |
Series 2012, 5% 11/1/22 | 350,000 | 383,236 | |
Series 2015 A: | |||
5% 8/1/22 | 1,050,000 | 1,138,620 | |
5% 8/1/23 | 260,000 | 292,984 | |
Series 2015 MI, 5% 12/1/22 | 300,000 | 329,346 | |
Michigan Gen. Oblig. Series 2016: | |||
5% 3/15/21 | 560,000 | 573,474 | |
5% 3/15/22 | 50,000 | 53,431 | |
5% 3/15/23 | 85,000 | 94,629 | |
Michigan Hosp. Fin. Auth. Rev.: | |||
Bonds: | |||
(Ascension Health Cr. Group Proj.) Series F5, 2.4%, tender 3/15/23 (a) | 80,000 | 83,724 | |
Series 2010 F1, 4%, tender 6/1/23 (a) | 200,000 | 218,752 | |
Series 2005 A4, 5% 11/1/21 | 3,805,000 | 4,008,035 | |
Series 2008 C: | |||
5% 12/1/20 | 500,000 | 505,573 | |
5% 12/1/21 | 500,000 | 528,000 | |
Michigan State Univ. Revs. Series 2015 A, 5% 8/15/21 | 380,000 | 397,016 | |
Michigan Strategic Fund Ltd. Oblig. Rev.: | |||
Bonds: | |||
Series 2008 ET2, 1.45%, tender 9/1/21 (a) | 2,700,000 | 2,713,099 | |
Series CC, 1.45%, tender 9/1/21 (a) | 155,000 | 155,752 | |
Series 2019, 4% 11/15/22 | 730,000 | 742,454 | |
Michigan Trunk Line Fund Rev. Series 2020 A: | |||
5% 11/15/20 | 2,000,000 | 2,019,738 | |
5% 11/15/21 | 1,500,000 | 1,587,570 | |
Northern Michigan Univ. Revs. Series 2018 A, 5% 12/1/22 | 700,000 | 765,667 | |
Novi Cmnty. School District Series I, 4% 5/1/23 | 550,000 | 604,208 | |
Oakland Univ. Rev. Series 2016, 5% 3/1/22 | 385,000 | 411,831 | |
Portage Pub. Schools Series 2016: | |||
5% 5/1/23 | 45,000 | 50,195 | |
5% 11/1/23 | 30,000 | 34,091 | |
5% 5/1/24 | 40,000 | 46,283 | |
5% 11/1/24 | 45,000 | 52,972 | |
5% 5/1/25 | 25,000 | 29,903 | |
5% 11/1/25 | 25,000 | 30,351 | |
5% 11/1/28 | 20,000 | 24,492 | |
Royal Oak Hosp. Fin. Auth. Hosp. Rev. Series 2014 D: | |||
5% 9/1/21 | 35,000 | 36,547 | |
5% 9/1/23 | 10,000 | 11,304 | |
Saginaw Hosp. Fin. Auth. Hosp. Rev. Series 2020 J: | |||
5% 7/1/21 | 285,000 | 295,493 | |
5% 7/1/22 | 455,000 | 491,737 | |
5% 7/1/23 | 250,000 | 280,835 | |
Spring Lake Pub. Schools Series 2014, 5% 5/1/21 | 90,000 | 92,803 | |
Wayne County Arpt. Auth. Rev.: | |||
Series 2011 A: | |||
4.125% 12/1/22 (FSA Insured) (c) | 530,000 | 550,988 | |
5% 12/1/21(c) | 8,505,000 | 8,982,386 | |
Series 2012 B: | |||
5% 12/1/20 (c) | 300,000 | 303,351 | |
5% 12/1/22 (c) | 485,000 | 529,130 | |
Series 2017 A, 5% 12/1/20 | 155,000 | 156,771 | |
Series 2017 B: | |||
5% 12/1/20 (c) | 355,000 | 358,966 | |
5% 12/1/21 (c) | 300,000 | 316,839 | |
Zeeland Pub. Schools Series 2015, 5% 5/1/21 | 445,000 | 458,707 | |
TOTAL MICHIGAN | 58,364,751 | ||
Minnesota - 0.8% | |||
Apple Valley Sr. Living Series 2016 B: | |||
4% 1/1/21 | 150,000 | 148,843 | |
4% 1/1/22 | 155,000 | 150,373 | |
Maple Grove Health Care Sys. Rev. Series 2017: | |||
4% 5/1/21 | 110,000 | 112,007 | |
4% 5/1/22 | 110,000 | 114,931 | |
5% 5/1/23 | 110,000 | 120,490 | |
Minneapolis & Saint Paul Metropolitan Arpts. Commission Arpt. Rev.: | |||
Series 2014 A: | |||
5% 1/1/22 | 20,000 | 21,137 | |
5% 1/1/23 | 20,000 | 21,929 | |
Series 2014 B: | |||
5% 1/1/21 (c) | 50,000 | 50,658 | |
5% 1/1/22 (c) | 45,000 | 47,372 | |
5% 1/1/23 (c) | 20,000 | 21,803 | |
Series 2019 B: | |||
5% 1/1/21 (c) | 8,000,000 | 8,105,206 | |
5% 1/1/22 (c) | 3,000,000 | 3,158,160 | |
Minneapolis Multi-family Rev. Bonds Series 2019, 1.55%, tender 11/1/21 (a) | 4,050,000 | 4,101,071 | |
Minnesota Gen. Oblig. Series 2011 B, 5% 10/1/20 | 285,000 | 286,113 | |
Minnesota Hsg. Fin. Agcy. Bonds Series 2018 D, SIFMA Municipal Swap Index + 0.430% 0.52%, tender 7/3/23 (a)(d) | 3,000,000 | 2,996,460 | |
Minnesota Rural Wtr. Fin. Auth. Series 2020, 1% 8/1/21 | 2,000,000 | 2,005,453 | |
Moorhead Edl. Facilities Rev. (The Concordia College Corp. Proj.) Series 2016, 5% 12/1/25 | 65,000 | 71,984 | |
Northern Muni. Pwr. Agcy. Elec. Sys. Rev. Series 2017: | |||
5% 1/1/22 | 25,000 | 26,549 | |
5% 1/1/23 | 25,000 | 27,688 | |
5% 1/1/24 | 35,000 | 40,278 | |
Rochester Health Care Facilities Rev. Bonds (Mayo Foundation Proj.) Series C, 4.5%, tender 11/15/21 (a) | 1,255,000 | 1,303,368 | |
Roseville Independent School District #623 Series 2018A, 5% 2/1/21 | 1,715,000 | 1,748,674 | |
Southern Minnesota Muni. Pwr. Agcy. Pwr. Supply Sys. Rev. (Cap. Appreciation) Series 1994 A, 0% 1/1/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 370,000 | 369,499 | |
Western Minnesota Muni. Pwr. Agcy. Pwr. Supply Rev. Series 2014 A: | |||
5% 1/1/22 | 20,000 | 21,272 | |
5% 1/1/23 | 35,000 | 38,824 | |
5% 1/1/24 | 20,000 | 23,088 | |
TOTAL MINNESOTA | 25,133,230 | ||
Mississippi - 0.1% | |||
Mississippi Dev. Bank Spl. Obl (Jackson Mississippi Sales Tax Rev. Infrastructure Proj.) Series 2020, 5% 9/1/24 | 740,000 | 859,984 | |
Mississippi Hosp. Equip. & Facilities Auth.: | |||
(Forrest County Gen. Hosp. Rfdg. Proj.) Series 2019 B, 5% 1/1/22 | 350,000 | 370,136 | |
Bonds Series 2020 A2, 1.98%, tender 9/1/20 (a) | 2,800,000 | 2,800,000 | |
Series I, 5% 10/1/22 | 420,000 | 458,384 | |
TOTAL MISSISSIPPI | 4,488,504 | ||
Missouri - 0.5% | |||
Cape Girardeau County Indl. Dev. Auth. (Southeast Hosp. Proj.) Series 2017 A: | |||
5% 3/1/21 | 10,000 | 10,149 | |
5% 3/1/22 | 15,000 | 15,657 | |
5% 3/1/23 | 20,000 | 21,385 | |
5% 3/1/24 | 15,000 | 16,449 | |
5% 3/1/25 | 15,000 | 16,773 | |
5% 3/1/26 | 20,000 | 22,687 | |
Missouri Health & Edl. Facilities Rev. Series 2019 A, 5% 2/15/21 | 775,000 | 790,572 | |
Missouri Hsg. Dev. Commission Single Family Mtg. Rev. Series 2019, 4% 5/1/50 | 65,000 | 72,747 | |
Missouri State Pub. Util. Commn Rev.: | |||
Series 2019, 1.5% 3/1/21 | 4,000,000 | 4,002,231 | |
Series 2020, 0.5% 3/1/22 (b) | 5,000,000 | 5,004,000 | |
Saint Louis Arpt. Rev.: | |||
Series 2017 A, 5% 7/1/23 (FSA Insured) | 1,080,000 | 1,203,185 | |
Series 2017 B: | |||
5% 7/1/21 (FSA Insured) (c) | 400,000 | 414,181 | |
5% 7/1/22 (FSA Insured) (c) | 500,000 | 538,460 | |
Series 2019 B: | |||
5% 7/1/21 (c) | 350,000 | 361,813 | |
5% 7/1/22 (c) | 365,000 | 391,689 | |
5% 7/1/23 (c) | 385,000 | 425,490 | |
5% 7/1/24 (c) | 400,000 | 455,776 | |
5% 7/1/25 (c) | 420,000 | 491,455 | |
Series 2019 C, 5% 7/1/25 | 660,000 | 779,744 | |
Saint Louis Muni. Fin. Corp. Leasehold Rev. Series 2017 B, 4% 6/1/21 (FSA Insured) | 320,000 | 328,707 | |
TOTAL MISSOURI | 15,363,150 | ||
Montana - 0.1% | |||
Montana Board Hsg. Single Family: | |||
Series 2019 B, 4% 6/1/50 | 30,000 | 34,241 | |
Series A1, 3.5% 6/1/50 | 480,000 | 531,202 | |
Montana Board of Invt.: | |||
(Intercap Revolving Prog.) Series 2017, 1%, tender 3/1/21 (a) | 1,425,000 | 1,428,109 | |
Series 2007, 1%, tender 3/1/21 (a) | 1,520,000 | 1,523,316 | |
Montana Facility Fin. Auth. Rev. Series 2016, 5% 2/15/21 | 550,000 | 560,797 | |
TOTAL MONTANA | 4,077,665 | ||
Nebraska - 0.2% | |||
Central Plains Energy Proj. Gas Supply: | |||
Bonds Series 2019, 4%, tender 8/1/25 (a) | 1,170,000 | 1,351,128 | |
Series 2019: | |||
4% 2/1/21 | 1,150,000 | 1,167,052 | |
4% 8/1/21 | 1,500,000 | 1,549,066 | |
4% 2/1/22 | 1,465,000 | 1,538,323 | |
4% 8/1/23 | 580,000 | 638,626 | |
Douglas County Hosp. Auth. #2 Health Facilities Rev. Series 2020: | |||
5% 11/15/21 | 100,000 | 105,327 | |
5% 11/15/22 | 130,000 | 142,562 | |
Nebraska Invt. Fin. Auth. Single Family Hsg. Rev. Series 2019 B, 4% 9/1/49 (c) | 165,000 | 182,195 | |
TOTAL NEBRASKA | 6,674,279 | ||
Nevada - 1.7% | |||
Clark County Arpt. Rev.: | |||
(Sub Lien Proj.) Series 2017 A-1: | |||
5% 7/1/21 (c) | 2,045,000 | 2,119,419 | |
5% 7/1/22 (c) | 85,000 | 91,701 | |
Series 2017 C, 5% 7/1/21 (c) | 11,325,000 | 11,727,474 | |
Series 2018 A, 5% 7/1/21 | 1,000,000 | 1,036,391 | |
Series 2019 D: | |||
5% 7/1/21 | 5,800,000 | 6,016,016 | |
5% 7/1/22 | 10,000,000 | 10,817,000 | |
Clark County McCarran Int'l. Arpt. Passenger Facility Charge Rev.: | |||
(Clark County Arpt. Rev. Proj.) Series 2017 B, 5% 7/1/21 (c) | 800,000 | 829,113 | |
Series 2019 E, 5% 7/1/22 | 275,000 | 297,468 | |
Clark County School District: | |||
Series 2012 A, 5% 6/15/21 | 560,000 | 579,516 | |
Series 2016 A: | |||
5% 6/15/21 | 35,000 | 36,220 | |
5% 6/15/23 | 30,000 | 33,511 | |
Series 2017 A, 5% 6/15/22 | 2,000,000 | 2,157,580 | |
Series 2017 C, 5% 6/15/22 | 300,000 | 323,637 | |
Series 2020 A: | |||
3% 6/15/22 | 500,000 | 521,650 | |
3% 6/15/23 (FSA Insured) | 450,000 | 479,183 | |
Nevada Dept. of Bus. & Industry Bonds (Republic Svcs., Inc. Proj.) Series 2001, 0.875%, tender 12/1/20 (a)(c)(e) | 3,100,000 | 3,102,325 | |
Nevada Gen. Oblig. Series 2013 D1, 5% 3/1/24 | 60,000 | 66,950 | |
Nevada Hsg. Division Bonds Series 2020, 1.19%, tender 4/1/21 (a) | 5,000,000 | 5,021,133 | |
Washoe County Gas & Wtr. Facilities Bonds (Sierra Pacific Pwr. Co. Proj.) Series 2016 B, 3%, tender 6/1/22 (a) | 115,000 | 118,831 | |
Washoe County Gas Facilities Rev. Bonds: | |||
Series 2016 F, 2.05%, tender 4/15/22 (a)(c) | 7,900,000 | 8,012,417 | |
Series 2016, 2.05%, tender 4/15/22 (a)(c) | 1,210,000 | 1,227,218 | |
TOTAL NEVADA | 54,614,753 | ||
New Hampshire - 0.5% | |||
Nat'l. Fin. Auth. Solid Bonds: | |||
(Waste Managment, Inc. Proj.) Series 2020 A1, 0.4%, tender 9/1/20 (a)(c) | 10,000,000 | 10,000,000 | |
(Waste Mgmt., Inc. Proj.) Series 2019 A2, 2.15%, tender 7/1/24 (a)(c) | 555,000 | 569,691 | |
New Hampshire Bus. Fin. Auth. Wtr. Facility (Pennichuck Wtr. Works, Inc. Proj.) Series 2014 A, 5% 1/1/24 (c) | 260,000 | 289,325 | |
New Hampshire Health & Ed. Facilities Auth. Rev.: | |||
(Southern NH Med. Ctr. Proj.) Series 2016, 3% 10/1/21 | 225,000 | 230,191 | |
(Wentworth-Douglas Hosp. Proj.) Series 2011 A, 6% 1/1/34 (Pre-Refunded to 1/1/21 @ 100) | 2,710,000 | 2,761,626 | |
Series 2012, 4% 7/1/21 | 35,000 | 35,813 | |
Series 2016: | |||
3% 10/1/20 | 280,000 | 280,484 | |
5% 10/1/21 | 25,000 | 26,141 | |
5% 10/1/23 | 425,000 | 479,115 | |
TOTAL NEW HAMPSHIRE | 14,672,386 | ||
New Jersey - 3.2% | |||
Camden County Impt. Auth. Health Care Redev. Rev. Series 2014 A: | |||
5% 2/15/21 | 55,000 | 55,963 | |
5% 2/15/22 | 55,000 | 58,070 | |
5% 2/15/23 | 70,000 | 76,523 | |
Garden State Preservation Trust Open Space & Farmland Preservation: | |||
Series 2005 C: | |||
5.25% 11/1/20 (FSA Insured) | 1,700,000 | 1,713,827 | |
5.25% 11/1/21 (FSA Insured) | 1,000,000 | 1,057,590 | |
Series B, 0% 11/1/22 (FSA Insured) | 680,000 | 668,250 | |
Hudson County Impt. Auth. Rev. Series 2020 C1A, 1.5% 9/2/21 | 1,750,000 | 1,771,246 | |
Monmouth County Impt. Auth. Rev.: | |||
Series 1, 2% 2/15/21 | 1,750,000 | 1,763,773 | |
Series 2020 A, 2% 7/12/21 | 1,250,000 | 1,268,318 | |
New Jersey Econ. Dev. Auth. Motor Vehicle Rev. Series A, 5% 7/1/23 (Build America Mutual Assurance Insured) | 250,000 | 276,693 | |
New Jersey Econ. Dev. Auth. Rev.: | |||
(New Jersey Gen. Oblig. Proj.) Series 2017 B, 5% 11/1/24 | 115,000 | 131,618 | |
(New Jersey Transit Corp. Proj.) Series 2017 B, 5% 11/1/22 | 1,800,000 | 1,949,382 | |
(Provident Montclair Proj.) Series 2017: | |||
4% 6/1/22 (FSA Insured) | 20,000 | 20,986 | |
5% 6/1/23 (FSA Insured) | 25,000 | 27,684 | |
5% 6/1/24 (FSA Insured) | 20,000 | 22,890 | |
(The Goethals Bridge Replacement Proj.) Series 2013, 5% 1/1/24 (c) | 350,000 | 392,175 | |
Series 2011 EE, 5% 9/1/20 | 30,000 | 30,000 | |
Series 2012 II: | |||
5% 3/1/22 | 135,000 | 143,006 | |
5% 3/1/23 | 625,000 | 659,381 | |
Series 2013, 5% 3/1/23 | 3,895,000 | 4,250,107 | |
Series 2015 XX: | |||
5% 6/15/21 | 500,000 | 515,815 | |
5% 6/15/23 | 75,000 | 82,595 | |
Series 2016 BBB, 5% 6/15/21 | 1,090,000 | 1,124,476 | |
Series 2017 B, 5% 11/1/20 | 4,180,000 | 4,207,662 | |
Series 2017 DDD, 5% 6/15/22 | 220,000 | 235,536 | |
New Jersey Econ. Dev. Auth. Wtr. Facilities Rev.: | |||
(New Jersey-American Wtr. Co., Inc. Proj.) Series 2020 C, 1.15% 6/1/23 (c) | 2,500,000 | 2,535,625 | |
Bonds (New Jersey-American Wtr. Co., Inc.) Series 2020, 1.2%, tender 6/1/23 (a)(c) | 2,000,000 | 2,028,480 | |
New Jersey Edl. Facility: | |||
Series 2014, 5% 6/15/21 | 240,000 | 247,591 | |
Series 2016 A: | |||
5% 7/1/21 | 50,000 | 51,565 | |
5% 7/1/22 | 140,000 | 149,575 | |
5% 7/1/23 | 75,000 | 82,800 | |
5% 7/1/24 | 175,000 | 199,262 | |
Series 2016 E, 5% 7/1/22 | 625,000 | 672,481 | |
New Jersey Health Care Facilities Fing. Auth. Rev.: | |||
Series 2016 A: | |||
5% 7/1/21 | 5,000 | 5,165 | |
5% 7/1/22 | 5,000 | 5,359 | |
5% 7/1/23 | 15,000 | 16,631 | |
5% 7/1/24 | 25,000 | 29,295 | |
5% 7/1/24 | 20,000 | 22,878 | |
5% 7/1/24 | 10,000 | 11,439 | |
5% 7/1/25 | 10,000 | 11,753 | |
5% 7/1/26 | 5,000 | 6,004 | |
5% 7/1/27 | 5,000 | 5,987 | |
Series 2016, 5% 7/1/21 | 220,000 | 226,272 | |
New Jersey Higher Ed. Student Assistance Auth. Student Ln. Rev.: | |||
Series 2011 1, 5% 12/1/20 (c) | 4,320,000 | 4,361,827 | |
Series 2012 1A, 5% 12/1/20 (c) | 2,000,000 | 2,019,364 | |
Series 2013: | |||
4% 12/1/20 (c) | 1,055,000 | 1,062,620 | |
5% 12/1/21 (c) | 1,500,000 | 1,571,985 | |
Series 2015 1A: | |||
5% 12/1/21 (c) | 4,650,000 | 4,873,154 | |
5% 12/1/22 (c) | 200,000 | 216,426 | |
Series 2015 A, 5% 12/1/20 (c) | 1,700,000 | 1,716,460 | |
Series 2017 1A: | |||
5% 12/1/22 (c) | 215,000 | 232,658 | |
5% 12/1/23 (c) | 45,000 | 50,107 | |
Series 2017 1B: | |||
5% 12/1/20 (c) | 1,665,000 | 1,681,121 | |
5% 12/1/21 (c) | 190,000 | 199,118 | |
Series 2018 B: | |||
5% 12/1/20 (c) | 4,475,000 | 4,518,327 | |
5% 12/1/21 (c) | 835,000 | 875,072 | |
Series 2019 A: | |||
5% 12/1/20 | 1,150,000 | 1,160,902 | |
5% 12/1/22 | 245,000 | 265,805 | |
5% 12/1/23 | 80,000 | 89,675 | |
5% 12/1/24 | 45,000 | 51,990 | |
Series 2020: | |||
5% 12/1/22 (c) | 160,000 | 173,141 | |
5% 12/1/23 (c) | 545,000 | 606,847 | |
New Jersey Hsg. & Mtg. Fin. Agcy. Bonds Series 2020 A, 0.75%, tender 6/1/22 (a) | 2,000,000 | 2,009,420 | |
New Jersey Hsg. & Mtg. Fin. Agcy. Multi-family Rev. Series 2017 B, 1.75% 11/1/20 | 1,800,000 | 1,803,943 | |
New Jersey Hsg. & Mtg. Fin. Agcy. Rev.: | |||
Series 2018 B: | |||
2.25% 10/1/20 (c) | 4,435,000 | 4,440,655 | |
2.5% 4/1/21 (c) | 4,225,000 | 4,266,258 | |
Series 2019 D: | |||
4% 10/1/22 (c) | 1,340,000 | 1,420,708 | |
4% 4/1/23 (c) | 115,000 | 123,369 | |
4% 10/1/23 (c) | 125,000 | 135,765 | |
4% 4/1/25 (c) | 150,000 | 168,519 | |
New Jersey Sports & Exposition Auth. Contract Rev. Series 2018 A, 5% 9/1/20 | 1,000,000 | 1,000,000 | |
New Jersey Tobacco Settlement Fing. Corp. Series 2018 A: | |||
5% 6/1/21 | 2,185,000 | 2,257,203 | |
5% 6/1/22 | 2,480,000 | 2,669,894 | |
New Jersey Tpk. Auth. Tpk. Rev.: | |||
Bonds Series 2017 C5, 1 month U.S. LIBOR + 0.460% 0.569%, tender 1/1/21 (a)(d) | 5,905,000 | 5,903,095 | |
Series 2017 C1, 1 month U.S. LIBOR + 0.340% 0.449% 1/1/21 (Escrowed to Maturity) (a)(d) | 195,000 | 194,878 | |
New Jersey Trans. Trust Fund Auth.: | |||
Series 2006 A: | |||
5.25% 12/15/20 | 275,000 | 278,374 | |
5.25% 12/15/20 (FSA Insured) | 2,220,000 | 2,250,547 | |
Series 2006, 5.25% 12/15/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 165,000 | 174,177 | |
Series 2011 B: | |||
5% 6/15/21 | 1,250,000 | 1,289,537 | |
5.25% 6/15/22 (Pre-Refunded to 6/15/21 @ 100) | 345,000 | 358,762 | |
Series 2013 AA, 5% 6/15/23 | 500,000 | 550,635 | |
Series 2016 A: | |||
5% 6/15/21 | 1,700,000 | 1,749,682 | |
5% 6/15/22 | 2,720,000 | 2,899,058 | |
5% 6/15/27 | 90,000 | 105,957 | |
Series 2016 A-2, 5% 6/15/23 | 630,000 | 693,617 | |
Series 2018 A: | |||
5% 6/15/21 | 3,995,000 | 4,111,753 | |
5% 6/15/22 | 4,175,000 | 4,449,840 | |
Series A: | |||
5% 12/15/24 | 210,000 | 241,122 | |
5% 12/15/25 | 200,000 | 233,342 | |
New Jersey Transit Corp. Ctfs. of Prtn. Series 2014 A, 5% 9/15/21 | 580,000 | 606,010 | |
Newark Gen. Oblig. Series 2020: | |||
5% 10/1/21 | 250,000 | 261,440 | |
5% 10/1/21 | 100,000 | 104,487 | |
5% 10/1/22 | 900,000 | 977,940 | |
5% 10/1/22 | 650,000 | 705,582 | |
Rutgers State Univ. Rev. Series Q: | |||
5% 5/1/21 | 125,000 | 128,765 | |
5% 5/1/22 | 80,000 | 86,013 | |
5% 5/1/23 | 65,000 | 72,577 | |
Union County Gen. Oblig. Series 2020, 0.5% 3/1/22 | 1,700,000 | 1,706,341 | |
TOTAL NEW JERSEY | 104,967,592 | ||
New Mexico - 0.2% | |||
New Mexico Mtg. Fin. Auth. Series 2019 C, 4% 1/1/50 | 515,000 | 574,730 | |
New Mexico Muni. Energy Acquisition Auth. Gas Supply Rev.: | |||
Bonds Series 2019 A, 5%, tender 5/1/25 (a) | 1,000,000 | 1,193,050 | |
Series 2019 A: | |||
4% 5/1/22 | 140,000 | 148,233 | |
4% 5/1/23 | 580,000 | 633,760 | |
4% 11/1/23 | 245,000 | 271,808 | |
4% 11/1/24 | 250,000 | 285,260 | |
4% 5/1/25 | 960,000 | 1,106,534 | |
New Mexico Severance Tax Rev. Series 2015 B, 5% 7/1/21 | 1,495,000 | 1,554,005 | |
TOTAL NEW MEXICO | 5,767,380 | ||
New York - 3.2% | |||
Albany County Arpt. Auth. Arpt. Rev. Series 2020 B, 5% 12/15/21 (c) | 500,000 | 525,555 | |
Dorm. Auth. New York Univ. Rev.: | |||
Series 2016 A: | |||
5% 7/1/22 | 10,000 | 10,750 | |
5% 7/1/24 | 40,000 | 45,289 | |
Series 2017, 4% 12/1/20 (e) | 200,000 | 201,334 | |
Long Island Pwr. Auth. Elec. Sys. Rev. Bonds: | |||
Series 2019 B, 1.65%, tender 9/1/24 (a) | 800,000 | 824,808 | |
Series 2020 B, 0.85%, tender 9/1/25 (a) | 11,000,000 | 11,046,750 | |
New York City Gen. Oblig.: | |||
Bonds Series D, 5%, tender 2/1/24 (a) | 500,000 | 560,275 | |
Series 2006, 0.45%, tender 6/1/36 (FSA Insured) (a) | 1,000,000 | 1,000,000 | |
Series 2007 C-4, 0.51%, tender 1/1/32 (FSA Insured) (a) | 225,000 | 225,000 | |
Series 2007, 0.5%, tender 9/4/20 (FSA Insured) (a) | 4,200,000 | 4,200,000 | |
Series 2008 A-3, 0.51%, tender 8/1/26 (FSA Insured) (a) | 3,775,000 | 3,775,000 | |
Series 2008 C-4, 0.45%, tender 10/1/27 (a) | 225,000 | 225,000 | |
Series 2013 D, 5% 8/1/23 | 1,390,000 | 1,545,750 | |
Series 2016 E, 5% 8/1/24 | 700,000 | 819,203 | |
Series A, 5% 8/1/22 | 300,000 | 327,129 | |
Series C, 5% 8/1/23 | 5,000,000 | 5,652,950 | |
Series J4, 5% 8/1/24 | 1,200,000 | 1,404,348 | |
New York City Hsg. Dev. Corp.: | |||
Bonds Series 2017 G-2, 2%, tender 12/31/21 (a) | 2,630,000 | 2,631,525 | |
Series 2017 A2A, 1.9% 5/1/21 | 615,000 | 615,343 | |
New York City Hsg. Dev. Corp. Multifamily Hsg. Bonds: | |||
Series 2020 G, 0.2%, tender 2/22/21 (a) | 23,000,000 | 22,990,864 | |
Series A3, 1.125%, tender 11/1/24 (a) | 2,000,000 | 2,013,640 | |
New York City Transitional Fin. Auth. Rev.: | |||
Series 1, 5% 11/1/22 | 400,000 | 440,360 | |
Series 2011 C, 5.5% 11/1/27 | 265,000 | 267,335 | |
Series 2016 C, 5% 11/1/20 | 200,000 | 201,572 | |
New York Dorm. Auth. Personal Income Tax Rev. Series 2012 A, 5% 12/15/23 | 600,000 | 664,032 | |
New York Dorm. Auth. Rev. Bonds Series 2019 B1, 5%, tender 5/1/22 (a) | 675,000 | 705,834 | |
New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev. Bonds Series 2008 A, SIFMA Municipal Swap Index + 0.450% 0.54%, tender 6/1/22 (a)(d) | 1,395,000 | 1,342,269 | |
New York Metropolitan Trans. Auth. Rev.: | |||
Bonds: | |||
Series 2011 B, 1 month U.S. LIBOR + 0.550% 0.654%, tender 11/1/22 (a)(d) | 1,745,000 | 1,656,267 | |
Series 2018 A, 5%, tender 11/15/20 (a) | 3,000,000 | 3,008,316 | |
Series 2005 B, 5.25% 11/15/21 (Nat'l. Pub. Fin. Guarantee Corp. Insured) | 275,000 | 283,561 | |
Series 2008 B2, 5% 11/15/21 | 110,000 | 113,061 | |
Series 2012 B, 5% 11/15/22 | 45,000 | 47,153 | |
Series 2012 E, 5% 11/15/21 | 55,000 | 56,531 | |
Series 2012 F: | |||
5% 11/15/21 | 765,000 | 786,290 | |
5% 11/15/22 | 1,000,000 | 1,047,740 | |
Series 2014 C, 5% 11/15/21 | 60,000 | 61,670 | |
Series 2016 B, 5% 11/15/21 | 50,000 | 51,392 | |
Series 2020 A: | |||
4% 2/1/22 | 4,800,000 | 4,884,864 | |
5% 2/1/23 | 4,200,000 | 4,413,444 | |
New York St Mtg. Agcy. Homeowner: | |||
Series 186, 3.4% 4/1/22 (c) | 1,160,000 | 1,206,574 | |
Series 198, 1.65% 10/1/21 (c) | 2,245,000 | 2,269,830 | |
Series 2014 189, 2.5% 10/1/21 (c) | 1,640,000 | 1,671,521 | |
New York State Energy Research & Dev. Auth. Poll. Cont. Rev. Series 1999, 1.45%, tender 9/4/20 (AMBAC Insured) (a) | 300,000 | 300,000 | |
New York State Envir. Facilities Corp. Solid Waste Disp. Rev. Bonds (Waste Mgmt., Inc. Proj.) Series 2012, 0.45%, tender 11/2/20 (a)(c) | 6,250,000 | 6,248,957 | |
New York State Hsg. Fin. Agcy. Rev. Bonds Series 2019 F, 1.875%, tender 11/1/21 (a) | 2,500,000 | 2,501,800 | |
New York State Mtg. Agcy. Homeowner Mtg. Series 221, 3.5% 10/1/32 (c) | 75,000 | 81,732 | |
New York Thruway Auth. Personal Income Tax Rev. Series 2010 A, 5% 3/15/21 | 390,000 | 390,680 | |
New York Trans. Dev. Corp. (Delta Air Lines, Inc. Laguardia Arpt. Terminals C&D Redev. Proj.) Series 2018, 5% 1/1/22 (c) | 1,500,000 | 1,546,935 | |
Niagara Frontier Trans. Auth. Arpt. Rev. Series 2019 A: | |||
5% 4/1/22 (c) | 700,000 | 747,110 | |
5% 4/1/23 (c) | 2,575,000 | 2,825,599 | |
5% 4/1/24 (c) | 1,720,000 | 1,947,625 | |
Onondaga County Ind. Dev. Agcy. Swr. Facilities Rev. (Bristol-Meyers Squibb Co. Proj.) Series 1994, 5.75% 3/1/24 (c) | 570,000 | 664,124 | |
Yonkers Gen. Oblig. Series 2017 C, 5% 10/1/22 (Build America Mutual Assurance Insured) | 55,000 | 59,835 | |
TOTAL NEW YORK | 103,134,526 | ||
New York And New Jersey - 0.6% | |||
Port Auth. of New York & New Jersey: | |||
Series 188, 5% 5/1/21 (c) | 11,465,000 | 11,809,566 | |
Series 2018, 5% 9/15/22 (c) | 4,000,000 | 4,365,040 | |
Series 202, 5% 10/15/22 (c) | 4,000,000 | 4,378,440 | |
TOTAL NEW YORK AND NEW JERSEY | 20,553,046 | ||
North Carolina - 0.7% | |||
Durham Hsg. Auth. MultiFamily Hsg. Rev. Bonds Series 2017, 1.3%, tender 10/1/20 | 1,000,000 | 1,000,780 | |
New Hanover County Hosp. Rev. Series 2017, 5% 10/1/26 | 290,000 | 358,237 | |
North Carolina Cap. Facilities Fin. Agcy. Rev. Bonds (Republic Svcs., Inc. Proj.) Series 2010 B, 0.65%, tender 9/1/20 (a)(c) | 12,100,000 | 12,100,000 | |
North Carolina Eastern Muni. Pwr. Agcy. Pwr. Sys. Rev. Series 1993 B, 6% 1/1/22 (Escrowed to Maturity) | 1,750,000 | 1,881,373 | |
North Carolina Grant Anticipation Rev. Series 2017: | |||
5% 3/1/22 | 80,000 | 85,626 | |
5% 3/1/23 | 80,000 | 89,266 | |
North Carolina Hsg. Fin. Agcy. Home Ownership Rev. Series 43, 4% 7/1/50 | 2,800,000 | 3,157,840 | |
North Carolina Med. Care Commission Health Care Facilities Rev. Bonds Series 2019 B, 2.2%, tender 12/1/22 (a) | 1,420,000 | 1,440,050 | |
North Carolina Muni. Pwr. Agcy. #1 Catawba Elec. Rev. Series 2015 E: | |||
5% 1/1/22 | 110,000 | 116,936 | |
5% 1/1/23 | 35,000 | 38,445 | |
Raleigh Durham Arpt. Auth. Arpt. Rev.: | |||
Series 2015 B, 5% 5/1/22 (c) | 550,000 | 587,059 | |
Series 2017 A: | |||
5% 5/1/22 (c) | 400,000 | 426,952 | |
5% 5/1/23 (c) | 235,000 | 260,150 | |
TOTAL NORTH CAROLINA | 21,542,714 | ||
North Dakota - 0.1% | |||
North Dakota Hsg. Fin. Agcy. Bonds (Home Mtg. Fin. Prog.) Series 2019 B, SIFMA Municipal Swap Index + 0.400% 0.49%, tender 2/1/22 (a)(d) | 4,000,000 | 4,000,480 | |
Ohio - 1.4% | |||
Akron Bath Copley Hosp. District Rev.: | |||
Series 2012, 5% 11/15/20 | 325,000 | 327,931 | |
Series 2016, 5% 11/15/24 | 45,000 | 52,692 | |
Allen County Hosp. Facilities Rev.: | |||
Bonds (Mercy Health) Series 2017 B, 5%, tender 5/5/22 (a) | 125,000 | 133,565 | |
Series 2010 B, 4.125% 9/1/20 | 500,000 | 500,000 | |
Series 2017 A: | |||
5% 8/1/21 | 780,000 | 812,328 | |
5% 8/1/22 | 300,000 | 325,620 | |
Series 2020 A: | |||
5% 12/1/20 | 1,405,000 | 1,421,158 | |
5% 12/1/21 | 1,000,000 | 1,056,520 | |
5% 12/1/22 | 1,550,000 | 1,705,295 | |
5% 12/1/23 | 1,000,000 | 1,143,310 | |
American Muni. Pwr., Inc. Rev. Bonds: | |||
(Combined Hydroelectric Proj.) Series 2018, 2.25%, tender 8/15/21 (a) | 3,000,000 | 3,017,297 | |
Series 2019 A, 2.3%, tender 2/15/22 (a) | 1,800,000 | 1,824,444 | |
Cleveland Arpt. Sys. Rev.: | |||
Series 2016 A: | |||
5% 1/1/24 (FSA Insured) | 25,000 | 28,202 | |
5% 1/1/25 (FSA Insured) | 370,000 | 429,822 | |
5% 1/1/26 (FSA Insured) | 10,000 | 11,608 | |
Series 2019 B: | |||
5% 1/1/21 (c) | 1,700,000 | 1,722,013 | |
5% 1/1/22 (c) | 650,000 | 683,384 | |
Cleveland Pub. Pwr. Sys. Rev. Series 2016, 5% 11/15/21 (FSA Insured) | 1,180,000 | 1,245,797 | |
Cuyahoga Metropolitan Hsg. Auth. Bonds (Riverside Park Phase II Proj.) Series 2019, 2%, tender 4/1/21 (a) | 3,000,000 | 3,026,750 | |
Fairfield County Hosp. Facilities Rev. (Fairfield Med. Ctr. Proj.) Series 2013: | |||
5% 6/15/22 | 45,000 | 47,913 | |
5% 6/15/23 | 40,000 | 43,981 | |
Franklin County Hosp. Facilities Rev.: | |||
Bonds (Ohio Health Corp.) Series 2018 B, SIFMA Municipal Swap Index + 0.430% 0.52%, tender 11/15/21 (a)(d) | 3,800,000 | 3,793,502 | |
Series 2016 C, 5% 11/1/23 | 60,000 | 68,243 | |
Franklin County Rev. Bonds Series 2013 OH, 0.23%, tender 11/2/20 (a) | 3,500,000 | 3,499,708 | |
Hamilton County Convention Facilities Auth. Rev. Series 2014, 5% 12/1/21 | 45,000 | 46,710 | |
Hamilton County HealthCare Facilities Rev. Series 2012: | |||
5% 6/1/21 | 400,000 | 412,639 | |
5.25% 6/1/26 | 115,000 | 123,065 | |
Lucas County Hosp. Rev. Series 2011 D, 4% 11/15/20 | 2,200,000 | 2,210,859 | |
Miami County Hosp. Facilities Rev. (Kettering Health Network Obligated Group Proj.) Series 2019: | |||
5% 8/1/24 | 620,000 | 721,916 | |
5% 8/1/25 | 310,000 | 372,508 | |
5% 8/1/26 | 535,000 | 658,162 | |
Miami Univ.: | |||
Series 2017, 5% 9/1/20 | 300,000 | 300,000 | |
Series 2020 A: | |||
5% 9/1/21 | 300,000 | 314,339 | |
5% 9/1/22 | 340,000 | 372,225 | |
Ohio Higher Edl. Facility Commission Rev.: | |||
(Case Western Reserve Univ. Proj.) Series 2016, 5% 12/1/22 | 585,000 | 640,569 | |
(Xavier Univ. 2020 Proj.) Series 2020, 5% 5/1/24 | 490,000 | 565,421 | |
Ohio Hosp. Facilities Rev.: | |||
Series 2011 A, 5% 1/1/24 | 490,000 | 497,512 | |
Series 2017 A: | |||
5% 1/1/21 | 60,000 | 60,927 | |
5% 1/1/22 | 35,000 | 37,173 | |
5% 1/1/23 | 45,000 | 49,716 | |
5% 1/1/24 | 40,000 | 45,932 | |
5% 1/1/25 | 45,000 | 53,556 | |
Ohio Hsg. Fin. Agcy. Multi-family Hsg. Rev. Bonds (Brandt Meadows Apts. Proj.) Series 2019, 2%, tender 9/1/20 (a) | 7,400,000 | 7,400,000 | |
Ohio Hsg. Fin. Agcy. Residential Mtg. Rev. (Mtg. Backed Securities Prog.) Series 2019 B, 4.5% 3/1/50 | 45,000 | 51,238 | |
Ohio Spl. Oblig. Series 2020 A, 5% 2/1/22 | 185,000 | 197,504 | |
Ross County Hosp. Facilities Rev. (Adena Health Sys. Obligated Group Proj.) Series 2019, 5% 12/1/20 | 375,000 | 378,934 | |
Scioto County Hosp. Facilities Rev.: | |||
Series 2016: | |||
5% 2/15/21 | 15,000 | 15,281 | |
5% 2/15/22 | 25,000 | 26,491 | |
5% 2/15/23 | 45,000 | 48,851 | |
5% 2/15/24 | 35,000 | 39,147 | |
5% 2/15/25 | 35,000 | 40,223 | |
5% 2/15/26 | 405,000 | 476,082 | |
Series 2019, 5% 2/15/29 | 1,000,000 | 1,142,260 | |
Univ. of Akron Gen. Receipts Series 2019 A: | |||
5% 1/1/24 | 300,000 | 341,178 | |
5% 1/1/25 | 400,000 | 470,232 | |
TOTAL OHIO | 45,031,733 | ||
Oklahoma - 0.3% | |||
Beckham Independent School District#6 Elk City Series 2019, 2% 7/1/21 | 1,405,000 | 1,420,446 | |
Canadian Cny Edl. Facilities Auth. (Yukon Pub. Schools Proj.) Series 2019, 5% 12/1/20 | 2,050,000 | 2,067,629 | |
Oklahoma County Fin. Auth. Edl. Facilities: | |||
(Jones Pub. Schools Proj.) Series 2020: | |||
4% 9/1/21 | 200,000 | 205,434 | |
4% 9/1/22 | 305,000 | 320,936 | |
(Midwest City- Del City School Dis Proj.) Series 2018, 5% 10/1/21 | 240,000 | 252,024 | |
Oklahoma County Independent School District No. 9 Series 2018, 2.5% 6/1/21 | 1,535,000 | 1,556,241 | |
Oklahoma Dev. Fin. Auth. Rev.: | |||
(Oklahoma City Univ. Proj.) Series 2019, 5% 8/1/23 | 560,000 | 606,469 | |
Series 2004 A, 2.375% 12/1/21 (a) | 30,000 | 30,623 | |
Oklahoma Hsg. Fin. Agcy. Collateralized Bonds Series 2019, 1.6%, tender 7/1/22 | 185,000 | 186,919 | |
Tulsa County Indl. Auth. Edl. Facilities Lease Rev. Series 2018, 5% 9/1/20 | 1,500,000 | 1,500,000 | |
TOTAL OKLAHOMA | 8,146,721 | ||
Oregon - 0.3% | |||
Oregon Bus. Dev. Commission Bonds Series 250, 5%, tender 3/1/22 (a)(c) | 2,970,000 | 3,153,457 | |
Oregon Bus. Dev. Commission Recovery Zone Facility Bonds (Intel Corp. Proj.) Series 232, 2.4%, tender 8/14/23 (a) | 770,000 | 809,948 | |
Oregon Facilities Auth. Rev.: | |||
(Legacy Health Proj.) Series 2011 A, 5.25% 5/1/21 | 255,000 | 262,929 | |
Series 2011 C, 5% 10/1/20 | 110,000 | 110,394 | |
Port of Portland Arpt. Rev. Series 26 C: | |||
5% 7/1/21 (c) | 1,815,000 | 1,875,182 | |
5% 7/1/22 (c) | 1,300,000 | 1,395,303 | |
5% 7/1/23 (c) | 2,000,000 | 2,228,720 | |
TOTAL OREGON | 9,835,933 | ||
Pennsylvania - 2.8% | |||
Albert Gallatin Area School District Series 2020 A, 4% 9/1/21 | 400,000 | 412,080 | |
Berks County Muni. Auth. Rev.: | |||
(Tower Health Proj.) Series 2020 A: | |||
5% 2/1/21 | 400,000 | 404,645 | |
5% 2/1/22 | 500,000 | 518,630 | |
Bonds (Tower Health Proj.) Series 2020 B1, 5%, tender 2/1/25 (a) | 255,000 | 276,787 | |
Bethlehem Area School District Auth. Bonds (School District Rfdg. Proj.) Series 2018 A, 1 month U.S. LIBOR + 0.480% 0.599%, tender 11/1/21 (a)(d) | 3,990,000 | 3,958,838 | |
Butler Area School District Series 2018, 5% 10/1/22 | 1,250,000 | 1,366,688 | |
Chester County Health & Ed. Auth. Rev. Series 2017: | |||
5% 11/1/20 | 155,000 | 154,603 | |
5% 11/1/21 | 160,000 | 157,302 | |
Chester County Health & Ed. Facilities Auth. Health Sys. Rev. Series C, 3% 9/1/23 | 245,000 | 261,655 | |
Coatesville Area School District Series 2017, 5% 8/1/23 (FSA Insured) | 350,000 | 393,103 | |
Commonwealth Fing. Auth. Rev.: | |||
Series 2019 B, 5% 6/1/24 | 265,000 | 307,853 | |
Series 2020 A, 5% 6/1/23 | 350,000 | 391,937 | |
Commonwealth Fing. Auth. Tobacco Series 2018, 5% 6/1/21 | 1,000,000 | 1,032,593 | |
Cumberland County Muni. Auth. Rev. Bonds Series 2014 T1, 3.75%, tender 5/1/44 (a) | 1,000,000 | 1,007,700 | |
Delaware Valley Reg'l. Fin. Auth. Local Govt. Rev. Bonds SIFMA Municipal Swap Index + 0.420% 0.51%, tender 9/1/22 (a)(d) | 5,000,000 | 4,966,200 | |
Easton Area School District Series 2013 A, 5% 4/1/23 | 705,000 | 741,265 | |
Geisinger Auth. Health Sys. Rev. Series 2020 A, 5% 4/1/22 | 6,075,000 | 6,512,825 | |
Hollidaysburg Area School District Series 2020, 4% 7/15/22 | 500,000 | 534,560 | |
Lehigh County Gen. Purp. Hosp. Rev. Series 2019 A, 5% 7/1/21 | 1,000,000 | 1,036,817 | |
Lehigh County Indl. Dev. Auth. Poll. Cont. Rev. Bonds: | |||
(PPL Elec. Utils. Corp. Proj.) Series 2016 A, 1.8%, tender 9/1/22 (a) | 1,075,000 | 1,088,201 | |
Series B, 1.8%, tender 8/15/22 (a) | 985,000 | 997,864 | |
Montgomery County Higher Ed. & Health Auth. Rev.: | |||
Bonds Series 2017, 3%, tender 5/1/21 (a) | 1,225,000 | 1,237,730 | |
Series 2014 A: | |||
5% 10/1/20 | 30,000 | 30,076 | |
5% 10/1/23 | 5,000 | 5,453 | |
Series 2017: | |||
2% 12/1/20 | 145,000 | 144,810 | |
3% 12/1/21 | 155,000 | 155,809 | |
Series 2019: | |||
5% 9/1/23 | 500,000 | 562,485 | |
5% 9/1/26 | 1,250,000 | 1,532,650 | |
Montgomery County Indl. Dev. Auth. Poll. Cont. Rev. Bonds (Exelon Generation Co. LLC Proj.) Series 2015 A, 2.6%, tender 9/1/20 (a) | 1,090,000 | 1,090,000 | |
Montgomery County Indl. Dev. Auth. Rev. (Meadowood Sr. Living Proj.) Series 2018 A, 3% 12/1/20 | 250,000 | 250,283 | |
New Kensington-Arnold School District Series 2019 A: | |||
4% 5/15/21 | 940,000 | 963,855 | |
4% 5/15/22 | 975,000 | 1,032,437 | |
Northeastern Hosp. & Ed. Auth. Series 2016 A, 5% 3/1/21 | 110,000 | 110,969 | |
Octorara Area School District Chester and Lancaster Counties Series 2020, 4% 4/1/23 | 700,000 | 763,483 | |
Pennsylvania Econ. Dev. Fing. Auth. Series 2020 A: | |||
5% 4/15/21 | 350,000 | 359,838 | |
5% 4/15/22 | 500,000 | 535,735 | |
Pennsylvania Econ. Dev. Fing. Auth. Indl. Dev. Rev. (The Pennsylvania Rapid Bridge Replacement Proj.) Series 2015, 5% 12/31/20 (c) | 980,000 | 992,591 | |
Pennsylvania Econ. Dev. Fing. Auth. Solid Waste Disp. Rev. Bonds: | |||
(Republic Svcs., Inc. Proj.) Series 2019 A, 0.6%, tender 4/1/34 (a)(c) | 2,100,000 | 2,100,074 | |
(Waste Mgmt., Inc. Proj.) Series 2013, 0.45%, tender 11/2/20 (a)(c) | 1,000,000 | 999,833 | |
(Waste Mgmt., Inc. Proj.): | |||
Series 2009, 2.8%, tender 12/1/21 (a) | 600,000 | 618,354 | |
Series 2010 B, 0.4%, tender 10/1/20 (a) | 900,000 | 900,058 | |
Series 2017 A, 0.7%, tender 8/2/21 (a)(c) | 500,000 | 500,365 | |
0.65%, tender 10/1/20 (a)(c) | 3,000,000 | 3,000,192 | |
Pennsylvania Gen. Oblig. Series 2016: | |||
5% 9/15/21 | 300,000 | 314,736 | |
5% 1/15/22 | 290,000 | 308,612 | |
Pennsylvania Higher Edl. Facilities Auth. Rev.: | |||
Bonds: | |||
Series 2014 T3 and T4, 2.875%, tender 5/1/30 (a) | 1,000,000 | 1,000,049 | |
3%, tender 5/1/33 (a) | 1,565,000 | 1,609,164 | |
Series 2014: | |||
5% 12/1/21 | 5,000 | 5,299 | |
5% 12/1/22 | 20,000 | 22,028 | |
Pennsylvania Hsg. Fin. Agcy.: | |||
Bonds: | |||
Series 2018 127C, 0.689%, tender 10/1/23 (a)(d) | 4,000,000 | 3,993,520 | |
Series 2019, 1.4%, tender 1/1/23 (a) | 4,500,000 | 4,585,005 | |
Series 2018 127A: | |||
2.15% 10/1/20 (c) | 855,000 | 855,917 | |
2.25% 4/1/21 (c) | 1,900,000 | 1,915,809 | |
Pennsylvania Hsg. Fin. Agcy. Multifamily Hsg. Dev. Rev. Bonds Series 2018, 2.45%, tender 7/1/21 (a) | 2,000,000 | 2,032,949 | |
Pennsylvania Hsg. Fin. Agcy. Single Family Mtg. Rev. Series 114A, 2.9% 10/1/21 (c) | 585,000 | 598,116 | |
Pennsylvania Indl. Dev. Auth. Rev. Series 2012, 5% 7/1/21 | 335,000 | 348,050 | |
Pennsylvania Pub. School Bldg. Auth. School Rev. (The School District of Harrisburg Proj.) Series 2016 A, 5% 12/1/21 (FSA Insured) | 110,000 | 116,502 | |
Pennsylvania Tpk. Commission Tpk. Rev.: | |||
Series 2018 A1, SIFMA Municipal Swap Index + 0.430% 0.52% 12/1/21 (a)(d) | 3,500,000 | 3,498,670 | |
Series 2018 B, SIFMA Municipal Swap Index + 0.500% 0.59% 12/1/21 (a)(d) | 3,460,000 | 3,460,346 | |
Philadelphia Arpt. Rev.: | |||
Series 2010 D, 5% 6/15/21 (c) | 490,000 | 491,695 | |
Series 2011 A, 5% 6/15/21 (c) | 1,725,000 | 1,783,169 | |
Series 2015 A, 5% 6/15/24 (c) | 1,050,000 | 1,202,355 | |
Series 2017 A, 5% 7/1/24 | 10,000 | 11,512 | |
Series 2017 B: | |||
5% 7/1/21 (c) | 2,800,000 | 2,901,417 | |
5% 7/1/22 (c) | 620,000 | 669,228 | |
5% 7/1/24 (c) | 345,000 | 395,618 | |
Philadelphia Auth. for Indl. Dev. Series 2020 C, 4% 11/1/24 | 535,000 | 603,384 | |
Philadelphia Auth. Indl. Dev. Lease Rev. Series 2019: | |||
5% 10/1/20 | 1,300,000 | 1,303,778 | |
5% 10/1/21 | 500,000 | 519,395 | |
Philadelphia Gas Works Rev.: | |||
Series 15, 5% 8/1/21 | 25,000 | 25,919 | |
Series 2015 13, 5% 8/1/21 | 850,000 | 881,243 | |
Series 2016 14, 5% 10/1/20 | 1,145,000 | 1,148,743 | |
Series 2017 15, 5% 8/1/22 | 480,000 | 514,877 | |
Philadelphia Gen. Oblig. Series 2019 B, 5% 2/1/21 | 1,500,000 | 1,527,106 | |
Philadelphia School District Series 2019 A: | |||
5% 9/1/20 | 600,000 | 600,000 | |
5% 9/1/21 | 115,000 | 119,929 | |
5% 9/1/23 | 185,000 | 208,826 | |
Philadelphia Wtr. & Wastewtr. Rev. Series 2013 A, 5% 1/1/21 | 250,000 | 253,751 | |
Phoenixville Area School District Gen. Oblig. Series 2016 B, 4% 8/15/21 | 500,000 | 517,197 | |
Pittsburgh Wtr. & Swr. Auth. Wtr. & Swr. Sys. Rev.: | |||
Bonds Series 2017 C, 1 month U.S. LIBOR + 0.640% 0.765%, tender 9/1/20 (FSA Insured) (a)(d) | 3,270,000 | 3,270,000 | |
Series 2019 A: | |||
5% 9/1/23 | 270,000 | 307,106 | |
5% 9/1/26 (FSA Insured) | 625,000 | 784,900 | |
Quakertown Gen. Auth. Health Facilities Series 2017 A, 3.125% 7/1/21 | 705,000 | 690,885 | |
Reading School District Series 2017: | |||
5% 3/1/21 (FSA Insured) | 50,000 | 51,124 | |
5% 3/1/25 (FSA Insured) | 5,000 | 5,937 | |
5% 3/1/26 (FSA Insured) | 5,000 | 6,080 | |
5% 3/1/27 (FSA Insured) | 5,000 | 6,160 | |
5% 3/1/28 (FSA Insured) | 5,000 | 6,265 | |
Southeastern Pennsylvania Trans. Auth. Rev. Series 2020: | |||
5% 6/1/21 | 500,000 | 517,256 | |
5% 6/1/22 | 1,000,000 | 1,080,010 | |
5% 6/1/23 | 750,000 | 841,613 | |
TOTAL PENNSYLVANIA | 92,320,476 | ||
Rhode Island - 0.1% | |||
Rhode Is Comm Corp. Spl. Facilities Rev. Series 2018, 5% 7/1/21 | 685,000 | 707,597 | |
Rhode Island Health & Edl. Bldg. Corp. Higher Ed. Facilities Rev. Series 2016: | |||
5% 5/15/22 | 45,000 | 47,811 | |
5% 5/15/23 | 25,000 | 27,375 | |
5% 5/15/24 | 50,000 | 56,211 | |
5% 5/15/25 | 120,000 | 137,822 | |
Rhode Island Health & Edl. Bldg. Corp. Pub. Schools Rev. Series 2015, 5% 5/15/25 (FSA Insured) | 130,000 | 155,483 | |
Rhode Island Health and Edl. Bldg. Corp. Higher Ed. Facility Rev. Series 2015, 5% 11/1/20 | 300,000 | 301,684 | |
Rhode Island Hsg. & Mtg. Fin. Corp. Series 2019 70, 4% 10/1/49 | 105,000 | 116,894 | |
Rhode Island Student Ln. Auth. Student Ln. Rev.: | |||
Series 2019 A, 5% 12/1/28 (c) | 490,000 | 585,383 | |
Series A, 5% 12/1/20 (c) | 250,000 | 251,968 | |
Tobacco Settlement Fing. Corp. Series 2015 A: | |||
5% 6/1/21 | 555,000 | 573,131 | |
5% 6/1/26 | 75,000 | 86,486 | |
5% 6/1/27 | 20,000 | 23,010 | |
TOTAL RHODE ISLAND | 3,070,855 | ||
South Carolina - 0.5% | |||
Charleston County Arpt. District Series 2013 A, 5.25% 7/1/22 (c) | 1,235,000 | 1,342,704 | |
Lancaster County School District ( South Carolina Gen. Oblig. Proj.) Series 2017, 5% 3/1/22 | 45,000 | 48,221 | |
Laurens County Wtr. & Swr. Cmnty. Wtrwks. Series 2020, 1.375% 2/1/22 | 3,000,000 | 3,022,230 | |
Richland County School District #2 Gen. Oblig. (South Carolina Gen. Oblig. Proj.) Series 2015 A, 5% 2/1/23 | 55,000 | 61,304 | |
Scago Edl. Facilities Corp. for Colleton School District (School District of Colleton County Proj.) Series 2015: | |||
5% 12/1/23 | 95,000 | 106,715 | |
5% 12/1/26 | 25,000 | 29,024 | |
South Carolina Assoc. of Governmental Organizations Ctfs. of Prtn. Series 2020 C, 2% 3/1/21 (b) | 10,000,000 | 10,083,755 | |
South Carolina Hsg. Fin.& Dev. Auth. Mtg. Rev. Series 2019 A, 4% 1/1/50 | 140,000 | 158,488 | |
South Carolina Ports Auth. Ports Rev. Series 2019 B, 5% 7/1/22 (c) | 310,000 | 335,327 | |
South Carolina Pub. Svc. Auth. Rev.: | |||
Series 2011 B, 5% 12/1/21 | 400,000 | 421,832 | |
Series 2012 B, 5% 12/1/20 | 20,000 | 20,217 | |
Series 2012 C, 5% 12/1/20 | 400,000 | 404,347 | |
Series 2014 C: | |||
5% 12/1/22 | 25,000 | 27,434 | |
5% 12/1/23 | 110,000 | 125,305 | |
Series 2015 A, 5% 12/1/21 | 225,000 | 237,281 | |
Series A, 5% 12/1/23 | 1,015,000 | 1,156,227 | |
TOTAL SOUTH CAROLINA | 17,580,411 | ||
South Dakota - 0.0% | |||
South Dakota Health & Edl. Facilities Auth. Rev. Series 2014 B: | |||
4% 11/1/20 | 15,000 | 15,085 | |
4% 11/1/21 | 10,000 | 10,400 | |
5% 11/1/22 | 10,000 | 10,950 | |
TOTAL SOUTH DAKOTA | 36,435 | ||
Tennessee - 0.5% | |||
Greeneville Health & Edl. Facilities Board Series 2018 A, 5% 7/1/22 | 1,000,000 | 1,067,260 | |
Lewisburg Indl. Dev. Board Bonds (Waste Mgmt. Tennessee Proj.) Series 2012, 0.45%, tender 11/2/20 (a)(c) | 7,000,000 | 6,998,832 | |
Metropolitan Nashville Arpt. Auth. Rev. Series 2019 B, 5% 7/1/25 (c) | 770,000 | 915,692 | |
Nashville and Davidson County Metropolitan Govt. Health & Edl. Facilities Board Rev. Bonds Series 2001 B, 1.55%, tender 11/3/20 (a) | 3,410,000 | 3,417,036 | |
Tennergy Corp. Gas Rev. Bonds Series 2019 A, 5%, tender 10/1/24 (a) | 2,050,000 | 2,398,808 | |
Tennessee Energy Acquisition Corp.: | |||
Series 2006 A, 5.25% 9/1/21 | 1,235,000 | 1,292,265 | |
Series 2018, 5% 11/1/22 | 1,500,000 | 1,641,420 | |
TOTAL TENNESSEE | 17,731,313 | ||
Texas - 6.2% | |||
Alamito Pub. Facilities Corp. Bonds: | |||
(Cramer Three Apts. Proj.) Series 2018, 2.5%, tender 5/1/21 (a) | 5,000,000 | 5,067,452 | |
Series 2019, 1.51%, tender 5/1/22 (a) | 6,000,000 | 6,062,640 | |
Aledo Independent School District Series 2015, 0% 2/15/24 | 25,000 | 24,532 | |
Atascosa County Indl. Dev. Corp. Poll. Cont. Rev. Series 2020: | |||
5% 12/15/21 | 975,000 | 1,027,670 | |
5% 12/15/23 | 450,000 | 509,715 | |
5% 12/15/24 | 550,000 | 642,642 | |
Austin Affordable Pfc, Inc. Multifamily Hsg. Rev. Bonds Series 2019, 1.46%, tender 6/1/22 (a) | 700,000 | 713,286 | |
Austin Arpt. Sys. Rev.: | |||
Series 2019 B, 5% 11/15/22 (c) | 600,000 | 657,420 | |
Series 2019: | |||
5% 11/15/20 (c) | 3,415,000 | 3,447,071 | |
5% 11/15/21 (c) | 1,500,000 | 1,583,265 | |
5% 11/15/22 (c) | 385,000 | 421,845 | |
Austin-Bergstrom Landhost Ente Series 2017: | |||
5% 10/1/20 | 235,000 | 235,844 | |
5% 10/1/21 | 280,000 | 293,342 | |
Burleson Independent School District Bonds Series 2018, 2.5%, tender 8/1/22 (a) | 5,000,000 | 5,201,950 | |
Cap. Area Hsg. Fin. Corp. Multi-family Hsg. Rev. Bonds Series 2019, 2.1%, tender 9/1/22 (a) | 2,800,000 | 2,837,912 | |
Central Reg'l. Mobility Auth.: | |||
Bonds Series 2015 B, 5%, tender 1/6/21 (a) | 1,000,000 | 1,000,845 | |
Series 2016: | |||
5% 1/1/21 | 10,000 | 10,150 | |
5% 1/1/22 | 35,000 | 37,081 | |
5% 1/1/23 | 55,000 | 60,629 | |
5% 1/1/24 | 75,000 | 85,774 | |
5% 1/1/26 | 65,000 | 79,003 | |
Series 2020 B: | |||
5% 1/1/21 (b) | 150,000 | 152,251 | |
5% 1/1/22 (b) | 155,000 | 164,216 | |
5% 1/1/23 (b) | 220,000 | 242,515 | |
5% 1/1/25 (b) | 125,000 | 147,708 | |
5% 1/1/26 (b) | 125,000 | 151,929 | |
Coastal Bend Health Facilities Dev. Corp. Series 2005 B2, 0.45%, tender 7/1/31 (FSA Insured) (a) | 3,825,000 | 3,825,000 | |
Cypress-Fairbanks Independent School District Bonds: | |||
Series 2015 B2, 2.125%, tender 8/16/21 (a) | 4,000,000 | 4,066,897 | |
Series 2017 A-2, 1.25%, tender 8/15/22 (a) | 3,000,000 | 3,050,730 | |
Series 2017 A1, 2.125%, tender 8/16/21 (a) | 8,180,000 | 8,312,068 | |
Dallas Fort Worth Int'l. Arpt. Rev.: | |||
Series 2011 D, 5% 11/1/23 | 400,000 | 403,184 | |
Series 2012 B, 5% 11/1/20 | 300,000 | 302,322 | |
Series 2013 F: | |||
5% 11/1/21 | 65,000 | 68,562 | |
5% 11/1/22 | 210,000 | 230,756 | |
Series 2014 D, 5% 11/1/21 (c) | 2,515,000 | 2,650,106 | |
Series 2020 A, 5% 11/1/23 | 2,250,000 | 2,570,558 | |
Series 2020 B: | |||
5% 11/1/21 | 3,580,000 | 3,776,184 | |
5% 11/1/22 | 3,000,000 | 3,296,520 | |
Dallas Independent School District Bonds: | |||
Series 2016 B5, 5%, tender 2/15/21 (a) | 175,000 | 178,735 | |
Series 2016, 5%, tender 2/15/22 (a) | 5,000 | 5,344 | |
Series B6: | |||
5%, tender 2/15/22 (a) | 100,000 | 106,884 | |
5%, tender 2/15/22 (a) | 100,000 | 106,823 | |
Denton Independent School District Series 2016, 0% 8/15/25 | 35,000 | 34,162 | |
El Paso Independent School District Bonds Series 2020, 2.5%, tender 7/31/21 (a) | 2,500,000 | 2,548,534 | |
Fort Bend Independent School District Bonds: | |||
Series 2019 A, 1.95%, tender 8/1/22 (a) | 5,455,000 | 5,609,704 | |
Series 2020 B, 0.875%, tender 8/1/25 (a) | 2,700,000 | 2,719,332 | |
Series D, 1.5%, tender 8/1/21 (a) | 70,000 | 70,676 | |
Fort Worth Gen. Oblig. Series 2015 A, 5% 3/1/23 | 35,000 | 39,101 | |
Fort Worth Independent School District Series 2015, 5% 2/15/22 | 35,000 | 37,441 | |
Harlandale Independent School District Bonds Series 2015, 3%, tender 9/24/20 (a) | 6,000,000 | 6,010,405 | |
Harris County Cultural Ed. Facilities Fin. Corp. Med. Facilities Rev. Series 2016, 5% 11/15/21 | 475,000 | 497,947 | |
Harris County Cultural Ed. Facilities Fin. Corp. Rev.: | |||
Bonds: | |||
Series 2019 B, 5%, tender 12/1/22 (a) | 5,000,000 | 5,514,500 | |
Series 2019 C, SIFMA Municipal Swap Index + 0.420% 0.51%, tender 12/1/22 (a)(d) | 3,250,000 | 3,230,045 | |
Series 2020 C, 5%, tender 12/1/22 (a) | 6,180,000 | 6,832,917 | |
Series 2013 A, 5% 12/1/21 | 450,000 | 474,854 | |
Series 2013 B, SIFMA Municipal Swap Index + 0.900% 0.99% 6/1/22 (a)(d) | 600,000 | 602,328 | |
Series 2014 A, 5% 12/1/26 | 120,000 | 139,823 | |
Series 2015, 5% 10/1/20 | 570,000 | 572,136 | |
Series 2019 A: | |||
5% 12/1/20 | 1,000,000 | 1,010,995 | |
5% 12/1/21 | 1,860,000 | 1,962,728 | |
Series 2020, 5% 6/1/22 | 1,000,000 | 1,077,080 | |
Harris County Flood Cont. District Series 2019 A, 4% 10/1/20 | 5,000,000 | 5,015,454 | |
Harris County Gen. Oblig.: | |||
Series 2012 B, 1.45% 8/15/21 (a) | 4,075,000 | 4,093,888 | |
Series 2019 A, 4% 10/1/20 | 5,000,000 | 5,015,659 | |
Harris County Health Facilities Dev. Corp. Rev.: | |||
Series 2005 A4, 0.45%, tender 7/1/31 (FSA Insured) (a) | 925,000 | 925,000 | |
Series A3, 0.45%, tender 7/1/31 (FSA Insured) (a) | 3,000,000 | 3,000,000 | |
Houston Arpt. Sys. Rev.: | |||
(Houston TX Arpt. Sys. Rev. Subord Proj.) Series 2011 A, 5% 7/1/21 (c) | 675,000 | 700,890 | |
Series 2011 A, 5% 7/1/22 (c) | 410,000 | 425,691 | |
Series 2012 A: | |||
5% 7/1/21 (c) | 300,000 | 311,507 | |
5% 7/1/23 (c) | 235,000 | 252,362 | |
Series 2012 B, 5% 7/1/21 | 250,000 | 259,781 | |
Series 2018 A: | |||
5% 7/1/21 (c) | 275,000 | 285,548 | |
5% 7/1/22 (c) | 700,000 | 758,933 | |
Series 2018 C, 5% 7/1/21 (c) | 635,000 | 659,355 | |
Houston Convention and Entertainment Facilities Dept. Hotel Occupancy Tax and Spl. Rev. Series 2019, 5% 9/1/20 | 2,485,000 | 2,485,000 | |
Houston Independent School District Bonds: | |||
Series 2012: | |||
2.4%, tender 6/1/21 (a) | 2,985,000 | 3,030,166 | |
4%, tender 6/1/29 | 1,000,000 | 1,093,760 | |
Series 2013 B, 2.4%, tender 6/1/21 (a) | 3,100,000 | 3,146,906 | |
Houston Util. Sys. Rev. Bonds Series 2018 C, 1 month U.S. LIBOR + 0.360% 0.479%, tender 9/3/20 (a)(d) | 8,245,000 | 8,222,475 | |
Irving Hosp. Auth. Hosp. Rev. Series 2017 A: | |||
5% 10/15/20 | 130,000 | 130,691 | |
5% 10/15/21 | 65,000 | 68,223 | |
Katy Independent School District Bonds Series 2015 C, 1 month U.S. LIBOR + 0.280% 0.388%, tender 9/15/20 (a)(d) | 4,800,000 | 4,782,635 | |
Leander Independent School District Series 2013 A: | |||
0% 8/15/21 | 550,000 | 548,588 | |
0% 8/15/23 | 1,000,000 | 987,910 | |
Love Field Arpt. Modernization Rev. Series 2015, 5% 11/1/23 (c) | 375,000 | 420,113 | |
Lower Colorado River Auth. Rev.: | |||
(LCRA Transmission Corp. Proj.) Series 2011 B, 5% 5/15/23 | 465,000 | 479,992 | |
(LCRA Transmission Svcs. Corp. Proj.): | |||
Series 2019 A, 5% 5/15/21 | 1,335,000 | 1,379,300 | |
Series 2020: | |||
5% 5/15/21 | 1,265,000 | 1,306,977 | |
5% 5/15/22 | 1,000,000 | 1,080,120 | |
5% 5/15/23 | 215,000 | 241,159 | |
Mansfield Independent School District Series 2016, 5% 2/15/24 | 95,000 | 110,191 | |
Matagorda County Navigation District No. 1 Poll. Cont. Rev. Bonds Series 1996, 1.75%, tender 9/1/20 (a)(c) | 2,555,000 | 2,555,000 | |
New Caney Independent School District Bonds Series 2018, 3%, tender 8/15/21 (a) | 1,090,000 | 1,117,239 | |
Newark Higher Ed. Fin. Corp. (Abilene Christian Univ. Proj.) Series 2016 A, 5% 4/1/26 | 55,000 | 64,115 | |
North East Texas Independent School District Bonds Series 2013 B, 1.42%, tender 8/1/21 (a) | 285,000 | 286,106 | |
North Harris County Reg'l. Wtr. Auth. Series 2013, 4% 12/15/22 | 35,000 | 37,913 | |
North Texas Tollway Auth. Rev.: | |||
Series 2017 B, 5% 1/1/21 | 325,000 | 330,031 | |
Series 2019 A, 5% 1/1/21 | 1,700,000 | 1,726,313 | |
Northside Independent School District Bonds Series 2016, 2%, tender 6/1/21 (a) | 2,705,000 | 2,737,864 | |
Prosper Independent School District Bonds Series 2019 B, 2%, tender 8/15/23 (a) | 1,000,000 | 1,039,640 | |
Sam Rayburn Muni. Pwr. Agcy. Series 2012, 5% 10/1/20 | 20,000 | 20,072 | |
San Antonio Arpt. Sys. Rev. Series 2019 A: | |||
5% 7/1/21 (c) | 640,000 | 664,547 | |
5% 7/1/21 (c) | 1,330,000 | 1,381,012 | |
5% 7/1/22 (c) | 275,000 | 298,152 | |
5% 7/1/22 (c) | 265,000 | 287,310 | |
5% 7/1/23 (c) | 195,000 | 216,142 | |
5% 7/1/25 (c) | 400,000 | 469,072 | |
5% 7/1/26 (c) | 500,000 | 604,405 | |
San Antonio Elec. & Gas Sys. Rev. Bonds: | |||
Series 2015 B, 2%, tender 12/1/21 (a) | 3,550,000 | 3,591,535 | |
Series 2015 D, 3%, tender 12/1/20 (a) | 4,000,000 | 4,025,456 | |
San Antonio Hsg. Trust Fin. Corp. Bonds Series 2019, 1.4%, tender 1/1/22 (a) | 5,000,000 | 5,055,300 | |
San Antonio Pub. Facilities Corp. and Rfdg. Lease (Convention Ctr. Proj.) Series 2012: | |||
5% 9/15/21 | 20,000 | 20,940 | |
5% 9/15/22 | 75,000 | 81,780 | |
San Antonio Wtr. Sys. Rev. Bonds Series 2013 F, 2%, tender 11/1/21 (a) | 1,000,000 | 1,017,620 | |
Tarrant County Cultural Ed. Facilities Fin. Corp. Hosp. Rev.: | |||
(Scott & White Healthcare Proj.) Series 2013 A: | |||
5% 8/15/21 | 15,000 | 15,633 | |
5% 8/15/23 | 20,000 | 22,507 | |
Series 2013, 5% 9/1/20 | 20,000 | 20,000 | |
Tarrant County Cultural Ed. Facilities Fin. Corp. Retirement Facility Rev. (MRC Crestview Proj.) Series 2010, 8.125% 11/15/44 (Pre-Refunded to 11/15/20 @ 100) | 250,000 | 253,783 | |
Tarrant County Cultural Ed. Facilities Fin. Corp. Rev.: | |||
Series 2016 A, 5% 2/15/26 | 35,000 | 42,778 | |
Series 2017 A, 5% 2/15/24 | 45,000 | 51,726 | |
Texas Dept. of Hsg. & Cmnty. Affairs Multi-family Hsg. Rev. Bonds: | |||
Series 2018, 1.17%, tender 2/1/21 (a) | 3,800,000 | 3,802,012 | |
Series 2019, 2.11%, tender 2/1/21 | 2,880,000 | 2,899,621 | |
Series 2020, 1.6%, tender 11/1/20 (a) | 2,000,000 | 2,001,117 | |
Texas Gen. Oblig. Bonds: | |||
Series 2019 C2, 1.85%, tender 8/1/22 (a) | 265,000 | 265,241 | |
Series 2019 E2, 2.25%, tender 8/1/22 (a) | 420,000 | 420,668 | |
Texas State Univ. Sys. Fing. Rev. Series 2019 A, 4% 3/15/21 | 2,000,000 | 2,040,810 | |
Texas Wtr. Dev. Board Rev. Series 2019 A: | |||
5% 10/15/20 | 1,340,000 | 1,347,773 | |
5% 4/15/21 | 850,000 | 875,514 | |
Tomball Independent School District Bonds Series 2014 B2, 2.125%, tender 8/15/21 (a) | 1,000,000 | 1,016,724 | |
Travis County Health Facilities Dev. Corp. Rev. (Longhorn Village Proj.) Series 2012 A, 7% 1/1/32 (Pre-Refunded to 1/1/21 @ 100) | 1,740,000 | 1,778,541 | |
Trinity River Auth. Reg'l. Wastewtr. Sys. Rev. Series 2016, 5% 8/1/23 | 35,000 | 39,767 | |
Univ. of Texas Board of Regents Sys. Rev. Series 2017 C, 5% 8/15/21 | 1,945,000 | 2,034,970 | |
TOTAL TEXAS | 200,569,091 | ||
Utah - 0.0% | |||
Intermountain Pwr. Agcy. Pwr. Supply Rev. Series 2018 A, 5% 7/1/21 | 500,000 | 519,049 | |
Salt Lake City Arpt. Rev. Series 2018 A, 5% 7/1/23 (c) | 250,000 | 278,963 | |
TOTAL UTAH | 798,012 | ||
Vermont - 0.0% | |||
Vermont Student Assistant Corp. Ed. Ln. Rev. Series 2020 A, 5% 6/15/27 (c) | 625,000 | 739,800 | |
Virginia - 2.1% | |||
Arlington County IDA Hosp. Facilities Series 2020: | |||
5% 7/1/23 | 340,000 | 381,936 | |
5% 7/1/24 | 425,000 | 494,840 | |
Charles City County Solid Wt Rev. Bonds Series 2002, 3%, tender 4/1/27 (a)(c) | 5,750,000 | 5,829,166 | |
Charles City County Econ. Dev. Auth. Solid Waste Disp. Rev. Bonds (Waste Mgmt., Inc. Proj.) Series 2003 A, 2.4%, tender 5/2/22 (a)(c) | 1,750,000 | 1,794,205 | |
Chesapeake Bay Bridge and Tunnel District Gen. Resolution Rev. Series 2019, 5% 11/1/23 | 2,000,000 | 2,245,920 | |
Chesapeake Trans. Sys. Toll Road Rev. Series 2012 A, 5% 7/15/21 | 10,000 | 10,381 | |
Fairfax County Indl. Dev. Auth. Bonds (Inova Health Sys. Proj.) Series 2018 B, 5%, tender 5/15/23 (a) | 350,000 | 392,886 | |
Fredericksburg Econ. Dev. Auth. Rev. Series 2014, 5% 6/15/24 | 50,000 | 57,356 | |
Halifax County Indl. Dev. Auth. Bonds: | |||
(Virginia Elec. and Pwr. Co. Proj.) 0.45%, tender 4/1/22 (a)(b) | 6,185,000 | 6,183,083 | |
2.15%, tender 9/1/20 (a) | 2,935,000 | 2,935,000 | |
Hampton Roads Trans. Accountability Commission Series 2019 A, 5% 7/1/22 | 14,500,000 | 15,745,840 | |
King George County Indl. Dev. Auth. Solid Waste Disp. Fac. Rev. (King George Landfill, Inc. Proj.) Series 2003 A, 2.5% 6/1/23 (a)(c) | 735,000 | 759,931 | |
Louisa Indl. Dev. Auth. Poll. Cont. Rev. Bonds: | |||
(Virginia Elec. and Pwr. Co. Proj.): | |||
Series 2008 A, 1.9%, tender 6/1/23 (a) | 2,500,000 | 2,575,500 | |
Series 2008 B, 0.75%, tender 9/2/25 (a)(b) | 4,000,000 | 3,985,040 | |
Series 2008 C, 1.8%, tender 4/1/22 (a) | 1,600,000 | 1,633,472 | |
Series 2008 B, 2.15%, tender 9/1/20 (a) | 2,110,000 | 2,110,000 | |
Russell County Poll. Cont. (Appalachian Pwr. Co. Proj.) Series K 4.625% 11/1/21 | 250,000 | 250,773 | |
Spotsylvania County Econ. Dev. Bonds (Palmers Creek Apt. Proj.) Series 2019, 1.45%, tender 2/1/22 (a) | 5,000,000 | 5,062,200 | |
Stafford County Econ. Dev. Auth. Hosp. Facilities Rev. Series 2016: | |||
5% 6/15/24 | 25,000 | 28,678 | |
5% 6/15/25 | 20,000 | 23,528 | |
5% 6/15/26 | 35,000 | 42,158 | |
Staunton Redev. & Hsg. Auth. M Bonds Series 2019, 1.95%, tender 11/1/20 (a) | 5,500,000 | 5,514,302 | |
Sussex County Indl. Dev. Auth. Solid Waste Disp. Rev. Bonds Series 2003 A, 2.4%, tender 5/2/22 (a)(c) | 805,000 | 825,334 | |
Virginia Pub. Bldg. Auth. Pub. Facilities Rev.: | |||
Series 2020 A, 5% 8/1/22 | 1,940,000 | 2,120,924 | |
Series 2020 B, 5% 8/1/21 | 2,625,000 | 2,741,967 | |
Virginia Resources Auth. Moral Oblig. (Virginia Pooled Fing. Prog.) Series 2018 C, 5% 11/1/20 | 1,115,000 | 1,123,800 | |
Wise County Indl. Dev. Auth. Waste & Sewage Rev. Bonds: | |||
(Virginia Elec. and Pwr. Co. Proj.) Series 2010 A, 1.2%, tender 5/31/24 (a) | 1,890,000 | 1,916,422 | |
Series 2009 A, 2.15%, tender 9/1/20 (a) | 2,605,000 | 2,605,000 | |
York County Econ. Dev. Auth. Poll. Cont. Rev. Bonds (Virginia Elec. and Pwr. Co. Proj.) Series 2009 A, 1.9%, tender 6/1/23 (a) | 300,000 | 309,789 | |
TOTAL VIRGINIA | 69,699,431 | ||
Washington - 2.3% | |||
Central Puget Sound Reg'l. Trans. Auth. Sales & Use Tax Rev. Bonds Series 2015 S2A, SIFMA Municipal Swap Index + 0.300% 0.39%, tender 11/1/21 (a)(d) | 20,000,000 | 19,994,000 | |
Grant County Pub. Util. District #2 Series 2012 A, 5% 1/1/21 (Escrowed to Maturity) | 40,000 | 40,639 | |
King County Hsg. Auth. Rev.: | |||
Series 2018, 3.5% 5/1/21 | 500,000 | 510,062 | |
Series 2019: | |||
3% 11/1/23 | 1,175,000 | 1,266,744 | |
4% 11/1/24 | 135,000 | 154,460 | |
Series 2020: | |||
3% 6/1/21 | 400,000 | 407,265 | |
3% 6/1/22 | 250,000 | 260,328 | |
3% 6/1/23 | 400,000 | 425,032 | |
3% 6/1/25 | 275,000 | 301,197 | |
King County Swr. Rev. Bonds: | |||
Series 2012, 2.6%, tender 12/1/21 (a) | 3,600,000 | 3,634,596 | |
Series 2020 B, 0.875%, tender 1/1/26 (a) | 2,000,000 | 2,014,820 | |
Port of Seattle Gen. Oblig. Series 2011: | |||
5.25% 12/1/20 (c) | 375,000 | 379,601 | |
5.25% 12/1/21 (c) | 300,000 | 311,004 | |
Port of Seattle Rev.: | |||
Series 2012 A, 5% 8/1/22 | 325,000 | 354,260 | |
Series 2012 B, 5% 8/1/23 (c) | 1,345,000 | 1,453,380 | |
Series 2015 B, 5% 3/1/21 | 255,000 | 260,989 | |
Series 2015 C, 5% 4/1/21 (c) | 540,000 | 554,484 | |
Series 2016 B: | |||
5% 10/1/21 (c) | 60,000 | 62,906 | |
5% 10/1/22 (c) | 55,000 | 59,608 | |
5% 10/1/23 (c) | 65,000 | 72,749 | |
Series 2017 C, 5% 5/1/22 (c) | 5,540,000 | 5,964,087 | |
Series 2018 A, 5% 5/1/22 (c) | 11,475,000 | 12,353,411 | |
Series 2019: | |||
5% 4/1/21 (c) | 1,000,000 | 1,026,823 | |
5% 4/1/22 (c) | 215,000 | 230,637 | |
5% 4/1/23 (c) | 615,000 | 679,329 | |
Port of Seattle Spl. Facility Rev. Series 2013, 5% 6/1/22 (c) | 500,000 | 540,185 | |
Seattle Muni. Lt. & Pwr. Rev. Bonds Series 2018 B2, SIFMA Municipal Swap Index + 0.290% 0.38%, tender 11/1/21 (a)(d) | 10,000,000 | 9,991,000 | |
Tacoma Elec. Sys. Rev.: | |||
Series 2013 A: | |||
4% 1/1/21 | 5,000 | 5,063 | |
5% 1/1/21 | 40,000 | 40,637 | |
Series 2017: | |||
5% 1/1/22 | 15,000 | 15,967 | |
5% 1/1/25 | 15,000 | 17,988 | |
5% 1/1/26 | 10,000 | 12,384 | |
Tobacco Settlement Auth. Rev. Series 2018, 5% 6/1/22 | 215,000 | 230,478 | |
Washington Gen. Oblig. Series R 2020 C: | |||
5% 7/1/21 | 1,000,000 | 1,040,240 | |
5% 7/1/22 | 2,500,000 | 2,721,075 | |
Washington Health Care Facilities Auth. Rev.: | |||
(Providence Health Systems Proj.) Series 2012 A, 5% 10/1/24 | 250,000 | 271,940 | |
(Virginia Mason Med. Ctr. Proj.) Series 2017: | |||
5% 8/15/25 | 205,000 | 231,183 | |
5% 8/15/26 | 115,000 | 131,570 | |
5% 8/15/27 | 50,000 | 58,010 | |
Bonds: | |||
Series 2012 B, 5%, tender 10/1/21 (a) | 450,000 | 471,794 | |
Series 2019 B, 5%, tender 8/1/24 (a) | 1,095,000 | 1,232,620 | |
Series 2012 A, 5% 10/1/22 | 445,000 | 484,698 | |
Washington Hsg. Fin. Commission Multi-family Hsg. Rev. (Columbia Park Apts. Proj.) Series 2019, 1.39%, tender 7/1/21 (a) | 5,000,000 | 5,038,494 | |
TOTAL WASHINGTON | 75,307,737 | ||
West Virginia - 0.5% | |||
Harrison County Commission Solid Waste Disp. Rev. Bonds (Monongahela Pwr. Co. Proj.) Series 2018 A, 3%, tender 10/15/21 (a)(c) | 6,900,000 | 7,050,627 | |
Mason Co. Poll. Cont. Rev. (Appalachian Pwr. Co. Proj.) Series 2003 L, 2.75% 10/1/22 | 3,245,000 | 3,377,721 | |
West Virginia Econ. Dev. Auth. Solid Waste Disp. Facilities Rev. Bonds (Appalachian Pwr. Co. Amos Proj.) Series 2011 A, 1.7%, tender 9/1/20 (a)(c) | 2,125,000 | 2,125,000 | |
West Virginia Hosp. Fin. Auth. Hosp. Rev. Series 2016 A: | |||
5% 6/1/22 | 2,195,000 | 2,360,196 | |
5% 6/1/24 | 1,490,000 | 1,719,549 | |
West Virginia Hsg. Dev. Fund Series 2017 A, 2.4% 11/1/22 (c) | 960,000 | 989,165 | |
TOTAL WEST VIRGINIA | 17,622,258 | ||
Wisconsin - 1.3% | |||
Crosse Resources Recovery Rev. Series 1996, 6% 11/1/21 (c) | 1,500,000 | 1,592,880 | |
Milwaukee County Arpt. Rev.: | |||
Series 2013 A: | |||
5% 12/1/20 (c) | 30,000 | 30,301 | |
5% 12/1/22 (c) | 30,000 | 32,611 | |
5.25% 12/1/23 (c) | 35,000 | 39,619 | |
Series 2016 A, 5% 12/1/22 (c) | 1,000,000 | 1,087,020 | |
Milwaukee Gen. Oblig. Series 2020 N4, 5% 4/1/22 | 2,000,000 | 2,151,080 | |
Pub. Fin. Auth. Series 2020 A: | |||
5% 1/1/21 | 225,000 | 228,232 | |
5% 1/1/25 | 300,000 | 351,696 | |
Pub. Fin. Auth. Solid Waste Bonds (Waste Mgmt., Inc. Proj.) Series 2017 A-2, 0.45%, tender 11/2/20 (a)(c) | 15,000,000 | 14,997,497 | |
Wisconsin Health & Edl. Facilities: | |||
(Agnesian Healthcare Proj.) Series 2017, 5% 7/1/21 | 100,000 | 103,682 | |
Bonds: | |||
(Ascension Health Cr. Group Proj.) Series 2013 B, 5%, tender 6/1/21 (a) | 1,905,000 | 1,968,403 | |
Series 2018 B, 5%, tender 1/26/22 (a) | 5,710,000 | 6,078,809 | |
Series 2018 C, SIFMA Municipal Swap Index + 0.450% 0.54%, tender 7/27/22 (a)(d) | 3,885,000 | 3,872,957 | |
Series 2018 C3, SIFMA Municipal Swap Index + 0.550% 0.64%, tender 7/26/23 (a)(d) | 4,000,000 | 3,990,280 | |
Series 2014 A, 5% 11/15/21 | 325,000 | 342,313 | |
Series 2014, 5% 5/1/21 | 15,000 | 15,403 | |
Series 2016 A, 5% 11/15/21 | 480,000 | 506,462 | |
Series 2019 A: | |||
5% 12/1/23 | 30,000 | 34,226 | |
5% 12/1/24 | 100,000 | 117,714 | |
5% 12/1/25 | 125,000 | 151,595 | |
5% 12/1/26 | 200,000 | 248,110 | |
Series 2019, 5% 10/1/21 | 400,000 | 417,372 | |
Series 2020, 4% 7/1/21 | 820,000 | 842,711 | |
Wisconsin Health & Edl. Facilities Auth. Rev.: | |||
Series 2010, 5% 12/15/20 | 350,000 | 351,254 | |
Series 2012, 5% 10/1/21 | 30,000 | 31,303 | |
Wisconsin Hsg. & Econ. Dev. Auth. Series 2018 A, 2.05% 9/1/20 (c) | 1,195,000 | 1,195,000 | |
TOTAL WISCONSIN | 40,778,530 | ||
Wyoming - 0.2% | |||
Wyoming Cmnty. Dev. Auth. Hsg. Rev. Bonds Series 2018 4, SIFMA Municipal Swap Index + 0.320% 0.41%, tender 9/3/20 (a)(d) | 5,000,000 | 4,999,153 | |
TOTAL MUNICIPAL BONDS | |||
(Cost $1,911,261,367) | 1,928,067,587 | ||
Municipal Notes - 30.6% | |||
Alabama - 0.2% | |||
Health Care Auth. for Baptist Health Series 2013 B, 0.67% 9/8/20, VRDN (a) | 6,705,000 | $6,705,000 | |
Mobile Indl. Dev. Board Rev. (Alabama Pwr. Co. Proj.) Series 2001 B, 0.1% 9/1/20, VRDN (a)(c) | 600,000 | 600,000 | |
TOTAL ALABAMA | 7,305,000 | ||
Arizona - 0.0% | |||
Arizona St Indl. Dev. Auth. Multi Participating VRDN Series XF 10 91, 0.49% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(c)(f)(g) | 950,000 | 950,000 | |
California - 2.9% | |||
California Edl. Facilities Auth. Rev. Series 2020, 0.21% 3/3/21, CP | 1,500,000 | 1,500,680 | |
California Health Facilities Fing. Auth. Rev. Participating VRDN Series Floaters XG 01 75, 0.25% 9/8/20 (Liquidity Facility Bank of America NA) (a)(f)(g) | 5,300,000 | 5,300,000 | |
California Muni. Fin. Auth. Participating VRDN Series XF 10 88, 0.44% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 3,600,000 | 3,600,000 | |
Los Angeles County Gen. Oblig. TRAN Series A, 4% 6/30/21 | 15,000,000 | 15,475,310 | |
Los Angeles Gen. Oblig. TRAN Series 2020, 4% 6/24/21 | 15,000,000 | 15,464,525 | |
Metropolitan Wtr. District of Southern California Wtr. Rev. Series 2018 A1, 0.01% 9/1/20 (Liquidity Facility Toronto-Dominion Bank), VRDN (a) | 19,080,000 | 19,080,000 | |
River Islands Pub. Fing. Auth. Participating VRDN Series MIZ 90 26, 0.44% 10/5/20 (Liquidity Facility Mizuho Cap. Markets Llc) (a)(f)(g)(h) | 4,300,000 | 4,300,000 | |
Riverside County Gen. Oblig. TRAN Series 2020, 4% 6/30/21 | 5,000,000 | 5,158,862 | |
San Diego Unified School District TRAN Series 2020, 5% 6/30/21 | 3,280,000 | 3,411,142 | |
San Francisco City & County Series A1, 0% 9/3/20, LOC Bank of America NA, CP | 3,000,000 | 3,000,055 | |
San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. Participating VRDN Series Floaters XM 06 75, 0.39% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(c)(f)(g) | 2,775,000 | 2,775,000 | |
San Francisco City & County Multi-family Hsg. Rev. Participating VRDN Series DBE 80 49, 0.44% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 4,700,000 | 4,700,000 | |
San Francisco City & County Pub. Util. Commission Wastewtr. Rev. Series A2, 0.2% 9/3/20, LOC Sumitomo Mitsui Banking Corp., CP | 1,936,000 | 1,936,030 | |
Shafter Indl. Dev. Auth. Indl. Dev. Rev. 0.48% 9/8/20, LOC Deutsche Bank AG New York Branch, VRDN (a)(c) | 335,000 | 335,000 | |
Transbay Jt Pwrs Auth. Tax Allo Participating VRDN Series YX 11 42, 0.19% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 500,000 | 500,000 | |
Univ. of California Revs. Series 2013 AL 4, 0.01% 9/1/20, VRDN (a) | 7,600,000 | 7,600,000 | |
TOTAL CALIFORNIA | 94,136,604 | ||
Colorado - 2.1% | |||
Colorado Ed. Ln. Prog. TRAN Series 2020 A: | |||
3% 6/29/21 | 8,000,000 | 8,185,162 | |
4% 6/29/21 | 12,000,000 | 12,376,939 | |
Colorado Edl. & Cultural Facilities Auth. Rev. (Mesivta of Greater Los Angeles Proj.) Series 2005, 0.44% 9/8/20, LOC Deutsche Bank AG, VRDN (a) | 675,000 | 675,000 | |
Colorado Gen. Fdg. Rev. TRAN Series 2020, 4% 6/25/21 | 20,000,000 | 20,619,804 | |
Colorado Health Facilities Auth. Rev. Participating VRDN Series 33 64, 0.19% 9/8/20 (a)(f)(g) | 3,000,000 | 3,000,000 | |
Denver City & County Arpt. Rev. Participating VRDN: | |||
Series Floaters XL 00 90, 0.39% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(c)(f)(g) | 23,100,000 | 23,100,000 | |
Series Floaters XM 07 15, 0.39% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(c)(f)(g) | 1,240,000 | 1,240,000 | |
TOTAL COLORADO | 69,196,905 | ||
Connecticut - 0.2% | |||
Oxford Gen. Oblig. BAN Series 2020, 2.5% 1/15/21 | 2,000,000 | 2,013,274 | |
Windsor Gen. Oblig. BAN Series 2020, 2% 6/24/21 | 3,000,000 | 3,040,436 | |
TOTAL CONNECTICUT | 5,053,710 | ||
Delaware - 0.2% | |||
Delaware Econ. Dev. Auth. Rev. (Delmarva Pwr. & Lt. Co. Proj.) Series 1994, 0.13% 9/1/20, VRDN (a)(c) | 5,880,000 | 5,880,000 | |
Univ. of Delaware Rev. Series 2005, 0.06% 9/1/20 (Liquidity Facility TD Banknorth, NA), VRDN (a) | 800,000 | 800,000 | |
TOTAL DELAWARE | 6,680,000 | ||
District Of Columbia - 0.0% | |||
Washington D.C. Metropolitan Transit Auth. Rev. Participating VRDN Series ZM 06 10, 0.34% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(f)(g) | 900,000 | 900,000 | |
Florida - 2.0% | |||
Broward County Arpt. Sys. Rev. Participating VRDN: | |||
Series XL 01 36, 0.39% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 3,000,000 | 3,000,000 | |
Series XM 08 95, 0.34% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 840,000 | 840,000 | |
Broward County Indl. Dev. Rev. (Florida Pwr. & Lt. Co. Proj.) Series 2015, 0.12% 9/1/20, VRDN (a)(c) | 5,040,000 | 5,040,000 | |
Broward County School District TAN Series 2020, 2% 6/30/21 | 15,000,000 | 15,223,935 | |
Greater Orlando Aviation Auth. Arpt. Facilities Rev. Participating VRDN Series XM 08 91, 0.29% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 1,100,000 | 1,100,000 | |
Highlands County Health Facilities Auth. Rev. (Adventist Health Sys./Sunbelt, Inc. Prog.) Series 2007 A1, 0.09% 9/8/20, VRDN (a) | 1,250,000 | 1,250,000 | |
Jacksonville Health Care Series 2020, 0.23% 2/4/21, CP | 2,200,000 | 2,200,094 | |
Lee County Indl. Dev. Auth. Rev. (Florida Pwr. & Lt. Co. Proj.) 0.12% 9/1/20, VRDN (a)(c) | 700,000 | 700,000 | |
Lee Memorial Health Sys. Hosp. Rev. Series 2019 B, 0.36% 9/7/23, VRDN (a) | 1,000,000 | 1,000,000�� | |
Miami-Dade County Series A1, 0.24% 10/20/20, LOC Bank of America NA, CP (c) | 10,000,000 | 10,000,273 | |
Miami-Dade County Aviation Rev. Participating VRDN Series XM 08 70, 0.39% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 1,300,000 | 1,300,000 | |
Miami-Dade County Expressway Auth. Participating VRDN Series XG 00 99, 0.19% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 400,000 | 400,000 | |
Pinellas Ed. Facilities Crsuis Vrdn Series 2007, 0.12% 9/8/20, LOC Bank of America NA, VRDN (a) | 200,000 | 200,000 | |
Saint Lucie County Solid Waste Disp. (Florida Pwr. & Lt. Co. Proj.) Series 2003, 0.11% 9/1/20, VRDN (a)(c) | 5,050,000 | 5,050,000 | |
South Miami Health Facilities Auth. Hosp. Rev. Participating VRDN: | |||
Series XF 25 23, 0.19% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 10,000,000 | 10,000,000 | |
Series ZM 05 71, 0.19% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(f)(g) | 5,230,000 | 5,230,000 | |
Tampa Hosp. Rev. Participating VRDN Series XM 08 85, 0.24% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 3,300,000 | 3,300,000 | |
TOTAL FLORIDA | 65,834,302 | ||
Georgia - 0.4% | |||
Burke County Indl. Dev. Auth. Poll. Cont. Rev. (Georgia Pwr. Co. Plant Vogtle Proj.): | |||
First Series 2009, 0.11% 9/1/20, VRDN (a) | 4,590,000 | 4,590,000 | |
Series 2012, 0.13% 9/1/20, VRDN (a)(c) | 5,385,000 | 5,385,000 | |
Griffin-Spalding County Hosp. Participating VRDN Series Floaters XL 00 76, 0.44% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 400,000 | 400,000 | |
Monroe County Dev. Auth. Poll. Cont. Rev. (Georgia Pwr. Co. Plant Scherer Proj.): | |||
Series 1997, 0.11% 9/1/20, VRDN (a) | 500,000 | 500,000 | |
Series 2008, 0.11% 9/1/20, VRDN(a) | 1,800,000 | 1,800,000 | |
Monroe County Dev. Auth. Rev. (Gulf Pwr. Co. Proj.) Series 2019, 0.12% 9/1/20, VRDN (a)(c) | 500,000 | 500,000 | |
TOTAL GEORGIA | 13,175,000 | ||
Idaho - 0.0% | |||
Idaho Hsg. & Fin. Assoc. Single Family Mtg. Series A, 0.3% 9/8/20 (Liquidity Facility Fannie Mae) (Liquidity Facility Freddie Mac), VRDN (a) | 1,370,000 | 1,370,000 | |
Illinois - 0.5% | |||
Chicago O'Hare Int'l. Arpt. Rev. Participating VRDN: | |||
Series Floaters XL 00 49, 0.29% 9/3/20 (Liquidity Facility Barclays Bank PLC) (a)(c)(f)(g) | 750,000 | 750,000 | |
Series XM 08 79, 0.29% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 2,500,000 | 2,500,000 | |
Series XM 08 84, 0.39% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 2,500,000 | 2,500,000 | |
Chicago Park District Gen. Oblig. Participating VRDN Series ROC II R 11935, 0.31% 9/8/20 (Liquidity Facility Citibank NA) (a)(f)(g) | 2,300,000 | 2,300,000 | |
Chicago Transit Auth. Participating VRDN Series 20 XF 28 97, 0.29% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 900,000 | 900,000 | |
Cook County Gen. Oblig. Participating VRDN Series 2015 XF0124, 0.32% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 1,280,000 | 1,280,000 | |
Illinois Fin. Auth. Rev. (The Carle Foundation Proj.) Series 2009 E, 0.09% 9/8/20, LOC JPMorgan Chase Bank, VRDN (a) | 1,000,000 | 1,000,000 | |
Metropolitan Pier & Exposition Participating VRDN Series XF 09 65, 0.44% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 3,600,000 | 3,600,000 | |
Reg'l. Transn Auth. Extend Series 2005 B, 0.75% 9/8/20, VRDN (a) | 1,690,000 | 1,690,000 | |
TOTAL ILLINOIS | 16,520,000 | ||
Indiana - 0.1% | |||
Ctr. Grove Multi-Facility School Bldg. Corp. BAN Series 2019, 2.5% 12/15/20 | 3,200,000 | 3,205,182 | |
Kansas - 0.4% | |||
Baldwin City BAN Series 2020 A, 4.4% 3/1/21 | 2,000,000 | 2,040,429 | |
Wichita Gen. Oblig. BAN Series 298, 4% 10/15/20 | 10,000,000 | 10,045,773 | |
TOTAL KANSAS | 12,086,202 | ||
Kentucky - 0.2% | |||
Kentucky Tpk. Auth. Econ. Dev. Road Rev. Participating VRDN Series XF 24 84, 0.34% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(f)(g) | 1,480,000 | 1,480,000 | |
Louisville & Jefferson County Reg'l. Arpt. Auth. Spl. Facilities Rev. (UPS Worldwide Forwarding, Inc. Proj.): | |||
Series 1999 B, 0.03% 9/1/20, VRDN (a)(c) | 700,000 | 700,000 | |
Series 1999 C, 0.09% 9/1/20, VRDN (a)(c) | 400,000 | 400,000 | |
Meade County Indl. Bldg. Rev. (Nucor Steel Brandenburg Proj.): | |||
Series 2020 A1, 0.13% 9/1/20, VRDN (a)(c) | 1,400,000 | 1,400,000 | |
Series 2020 B1, 0.13% 9/1/20, VRDN (a)(c) | 1,400,000 | 1,400,000 | |
Trimble County Poll. Cont. Rev. (Louisville Gas and Elec. Co. Proj.) Series 2016 A, 0.13% 9/8/20, VRDN (a)(c) | 1,800,000 | 1,800,000 | |
TOTAL KENTUCKY | 7,180,000 | ||
Louisiana - 0.6% | |||
Calcasieu Parish IDB Series 1998, 0.2% 9/8/20, LOC JPMorgan Chase Bank, VRDN (a)(c) | 1,000,000 | 1,000,000 | |
Saint James Parish Gen. Oblig. (Nucor Steel Louisiana LLC Proj.) Series 2010 A1, 0.19% 9/8/20, VRDN (a) | 17,010,000 | 17,010,000 | |
TOTAL LOUISIANA | 18,010,000 | ||
Maryland - 0.7% | |||
Baltimore Proj. Rev. Bonds Series Floaters G 42, 0.29%, tender 1/4/21 (Liquidity Facility Royal Bank of Canada) (a)(f)(g)(h) | 4,500,000 | 4,500,000 | |
Maryland Econ. Dev. Corp. Student Hsg. Rev. Participating VRDN Series XF 28 32, 0.31% 9/8/20 (a)(f)(g) | 15,000,000 | 15,000,000 | |
Maryland Health & Higher Edl. Facilities Auth. Rev. Participating VRDN Series 005, 0.39% 9/3/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 2,720,000 | 2,720,000 | |
TOTAL MARYLAND | 22,220,000 | ||
Massachusetts - 0.6% | |||
Ashland Gen. Oblig. BAN Series 2020, 1.75% 1/22/21 | 3,000,000 | 3,016,183 | |
Massachusetts Edl. Fing. Auth. Rev. Participating VRDN Series Floaters XF 23 06, 0.39% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(c)(f)(g) | 2,075,000 | 2,075,000 | |
Middleborough Gen. Oblig. BAN Series 2020, 2% 10/1/21 | 13,000,000 | 13,226,070 | |
TOTAL MASSACHUSETTS | 18,317,253 | ||
Michigan - 0.5% | |||
Michigan Fin. Auth. Rev. RAN Series 2020 A2, 4% 8/20/21, LOC JPMorgan Chase Bank | 12,500,000 | 12,954,731 | |
Waterford School District RAN Series 2019, 2% 9/23/20 | 2,600,000 | 2,602,664 | |
TOTAL MICHIGAN | 15,557,395 | ||
Minnesota - 0.2% | |||
Minneapolis Health Care Sys. Rev. Participating VRDN Series XM 08 72, 0.34% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 1,000,000 | 1,000,000 | |
Minnesota Hsg. Fin. Agcy. Series C, 0.12% 9/8/20 (Liquidity Facility Fed. Home Ln. Bank-Des Moines), VRDN (a)(c) | 400,000 | 400,000 | |
Univ. of Minnesota Gen. Oblig. Series G, 0.18% 9/3/20, CP | 5,000,000 | 5,000,070 | |
TOTAL MINNESOTA | 6,400,070 | ||
Mississippi - 0.5% | |||
Mississippi Bus. Fin. Corp. Solid Waste Disp. Rev. (Gulf Pwr. Co. Proj.) Series 2012, 0.12% 9/1/20, VRDN (a)(c) | 12,030,000 | 12,030,000 | |
Mississippi Hosp. Equip. & Facilities Auth. Series 2020, 0.17% tender 9/4/20, CP mode | 4,490,000 | 4,490,079 | |
TOTAL MISSISSIPPI | 16,520,079 | ||
Missouri - 0.3% | |||
Missouri Health & Edl. Facilities Auth. Edl. Facilities Rev. Participating VRDN Series XG 01 76, 0.34% 9/8/20 (Liquidity Facility Royal Bank of Canada) (a)(f)(g) | 2,300,000 | 2,300,000 | |
Missouri Health & Edl. Facilities Auth. Rev. Participating VRDN Series Floaters C16, 0.16% 9/8/20 (Liquidity Facility Royal Bank of Canada) (a)(f)(g) | 8,000,000 | 8,000,000 | |
TOTAL MISSOURI | 10,300,000 | ||
Montana - 0.3% | |||
Tender Opt Bd Trust Rcpts / Ctfs. Participating VRDN Series XF 10 90, 0.49% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 7,990,000 | 7,990,000 | |
New Jersey - 0.4% | |||
Brick Township Gen. Oblig. BAN Series 2020, 2% 6/22/21 | 2,000,000 | 2,026,936 | |
Jersey City Gen. Oblig. BAN Series 2020, 2% 6/17/21 | 2,000,000 | 2,028,079 | |
Mercer County Gen. Oblig. BAN Series 2020, 2% 6/10/21 | 5,000,000 | 5,067,306 | |
New Jersey Trans. Trust Fund Auth. Participating VRDN: | |||
Series XF 09 75, 0.44% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 800,000 | 800,000 | |
Series XG 02 58, 0.12% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 900,000 | 900,000 | |
Union County Gen. Oblig. BAN Series 2020, 4% 6/18/21 | 2,000,000 | 2,058,383 | |
TOTAL NEW JERSEY | 12,880,704 | ||
New York - 5.1% | |||
Cortland Enlarged City School District RAN Series 2020, 1.5% 7/30/21 | 1,000,000 | 1,007,822 | |
Erie County Gen. Oblig. RAN Series 2020, 3% 6/24/21 | 2,000,000 | 2,042,204 | |
Middletown BAN Series 2020, 1.5% 8/26/21 | 1,932,434 | 1,956,012 | |
Nassau County Gen. Oblig. RAN Series A, 2% 12/9/20 | 10,000,000 | 10,047,301 | |
New York City Gen. Oblig. Series 2006, 0.3% 9/4/20 (FSA Insured), VRDN (a) | 625,000 | 625,000 | |
New York City Transitional Fin. Auth. Rev.: | |||
Series 2010, 0.05% 9/2/20 (Liquidity Facility Barclays Bank PLC), VRDN (a) | 685,000 | 685,000 | |
Series 2013 C4, 0.02% 9/1/20 (Liquidity Facility JPMorgan Chase Bank), VRDN (a) | 1,400,000 | 1,400,000 | |
New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev. Series A, 0.02% 9/1/20, LOC TD Banknorth, NA, VRDN (a) | 1,250,000 | 1,250,000 | |
New York Metropolitan Trans. Auth. Rev.: | |||
BAN: | |||
Series 2018 B: | |||
5% 5/15/21 | 12,060,000 | 12,264,899 | |
5% 5/15/21 | 215,000 | 218,653 | |
5% 5/15/21 | 5,505,000 | 5,598,530 | |
Series 2018 C, 5% 9/1/21 | 4,030,000 | 4,126,597 | |
Series 2019 B, 5% 5/15/22 | 15,310,000 | 15,886,422 | |
Series 2019 D1, 5% 9/1/22 | 30,600,000 | 31,945,176 | |
Series 2019 E, 4% 9/1/20 | 11,300,000 | 11,300,000 | |
Participating VRDN: | |||
Series XF 05 20, 0.54% 9/8/20 (Liquidity Facility Royal Bank of Canada) (a)(f)(g) | 1,600,000 | 1,600,000 | |
Series XF 05 83, 0.59% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 5,400,000 | 5,400,000 | |
Series XG 02 90, 0.13% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 1,005,000 | 1,005,000 | |
Series ZF 02 18, 0.59% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 4,200,000 | 4,200,000 | |
New York Pwr. Auth. Series 1, 0.18% 10/6/20, CP | 2,500,000 | 2,500,000 | |
New York State Dorm. Auth. RAN Series 2020 B, 5% 3/31/21 | 9,550,000 | 9,818,810 | |
New York Thruway Auth. Gen. Rev. Participating VRDN: | |||
Series XF 09 18, 0.37% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 1,600,000 | 1,600,000 | |
Series XM 08 31, 0.34% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(f)(g) | 2,000,000 | 2,000,000 | |
Series XM 08 80, 0.29% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 1,500,000 | 1,500,000 | |
Oyster Bay Gen. Oblig. BAN Series C, 4% 8/27/21 | 9,500,000 | 9,834,307 | |
Port Washington Union Free School District BAN Series 2020, 1.5% 8/5/21 | 5,000,000 | 5,053,210 | |
Putnam County Indl. Dev. Agcy. Rev. Series 2006 A, 0.38% 9/8/20, LOC RBS Citizens NA, VRDN (a) | 1,100,000 | 1,100,000 | |
Rockland County Gen. Oblig. TAN Series 2020, 2% 4/1/21 | 3,000,000 | 3,026,702 | |
Suffolk County Gen. Oblig. RAN Series 2020, 5% 3/19/21 | 2,000,000 | 2,044,094 | |
Syosset Central School District TAN Series 2020, 2% 6/25/21 | 5,000,000 | 5,068,859 | |
Tender Opt Bd Trust Rcpts / Ctfs. Participating VRDN Series XM 08 34, 0.59% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 4,700,000 | 4,700,000 | |
Town of Colonie Albany County BAN Series 2020, 1.25% 3/12/21 | 5,987,000 | 5,999,645 | |
TOTAL NEW YORK | 166,804,243 | ||
New York And New Jersey - 0.1% | |||
Port Auth. of New York & New Jersey Series A, 0.25% 10/15/20, CP (c) | 4,500,000 | 4,500,443 | |
North Carolina - 0.3% | |||
Hertford County Indl. Facilities Poll. Cont. Fing. Auth. (Nucor Corp. Proj.) Series 2000 A, 0.23% 9/8/20, VRDN (a)(c) | 9,420,000 | 9,420,000 | |
Ohio - 0.4% | |||
Coshocton City BAN Series 2020, 2.5% 2/18/21 | 1,245,000 | 1,257,687 | |
Mahoning County BAN Series 2020, 1% 9/13/21 (b) | 1,735,000 | 1,747,084 | |
Mahoning County Sales Tax TAN Series 2020, 1% 9/13/21 (b) | 1,025,000 | 1,031,627 | |
Newark Gen. Oblig. BAN Series 2020, 2.75% 9/24/20 | 965,000 | 966,489 | |
Sycamore Township BAN Series 2020, 1.55% 5/4/21 | 1,000,000 | 1,001,058 | |
Tipp City BAN Series 2020 A, 2% 2/11/21 | 1,000,000 | 1,007,544 | |
Union Township Clermont County Gen. Oblig. BAN Series 2019, 2.25% 9/2/20 | 5,000,000 | 5,000,205 | |
TOTAL OHIO | 12,011,694 | ||
Pennsylvania - 0.9% | |||
Philadelphia Auth. for Indl. Dev. Series 2017 B, 0.35% 9/7/23, VRDN (a) | 10,210,000 | 10,210,000 | |
Philadelphia School District TRAN Series 2020 A, 4% 6/30/21 | 17,645,000 | 18,181,302 | |
TOTAL PENNSYLVANIA | 28,391,302 | ||
Rhode Island - 0.1% | |||
Rhode Island Health & Edl. Bldg. Corp. Higher Ed. Facilities Rev. Series 2005 A, 0.15% 9/1/20, LOC RBS Citizens NA, VRDN (a) | 1,740,000 | 1,740,000 | |
South Carolina - 1.4% | |||
Charleston County School District TAN (Sales Tax Proj. Phase IV) Series 2020 B, 5% 5/12/21 | 20,000,000 | 20,668,474 | |
County Square Redev. Corp. BAN (Greenville County, SC Proj.) Series 2020, 2% 3/24/21 | 10,000,000 | 10,095,700 | |
Greenville Hosp. Sys. Facilities Rev. Participating VRDN Series XF 01 45, 0.34% 9/8/20 (Liquidity Facility Toronto-Dominion Bank) (a)(f)(g) | 1,600,000 | 1,600,000 | |
South Carolina Pub. Svc. Auth. Rev. Participating VRDN: | |||
Series Floaters XM 02 91, 0.35% 9/8/20 (Liquidity Facility Royal Bank of Canada) (a)(f)(g) | 4,490,000 | 4,490,000 | |
Series Floaters XM 03 84, 0.37% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 9,800,000 | 9,800,000 | |
South Carolina St. Pub. Svc. Auth. Rev. Participating VRDN Series XG 0046, 0.14% 9/8/20 (Liquidity Facility Toronto-Dominion Bank) (a)(f)(g) | 265,000 | 265,000 | |
TOTAL SOUTH CAROLINA | 46,919,174 | ||
South Dakota - 0.1% | |||
South Dakota Health & Edl. Facilities Auth. Rev. Participating VRDN Series XM 08 97, 0.24% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 4,300,000 | 4,300,000 | |
Tennessee - 0.8% | |||
Greeneville Health & Edl. Facilities Board Series 2018 B, 0.09% 9/8/20, LOC U.S. Bank NA, Cincinnati, VRDN (a) | 800,000 | 800,000 | |
Nashville and Davidson County Metropolitan Govt. Gen. Oblig. Series 2014: | |||
0.33% 11/12/20, CP | 14,600,000 | 14,600,000 | |
0.35% 5/10/21, CP | 7,500,000 | 7,500,513 | |
Tennessee Gen. Oblig.: | |||
Series 2020, 0.3% 12/29/20 (Liquidity Facility Tennessee Consldatd Retire Sys.), CP | 1,784,000 | 1,784,000 | |
Series A, 0.28% 12/10/20 (Liquidity Facility Tennessee Consldatd Retire Sys.), CP | 2,000,000 | 2,000,000 | |
TOTAL TENNESSEE | 26,684,513 | ||
Texas - 6.2% | |||
Calhoun County Navigation District Envir. Facilities Rev. Series 2006, 0.11% 9/8/20, LOC Bank of America NA, VRDN (a)(c) | 400,000 | 400,000 | |
Calhoun County Navigation Indl. Dev. Auth. Port Rev. (B P Chemicals, Inc. Proj.) 0.2% 9/8/20, VRDN (a)(c) | 10,500,000 | 10,500,000 | |
Dallas Area Rapid Transit Sales Tax Rev. Series I, 0.22% 9/3/20, CP | 12,350,000 | 12,350,214 | |
Dallas Fort Worth Int'l. Arpt. Rev. Participating VRDN Series Floaters XF 10 61, 0.34% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(c)(f)(g) | 8,000,000 | 8,000,000 | |
Dallas/Fort Worth Int'l. Arpt. Facility Impt. Corp. Rev. (United Parcel Svc., Inc. Proj.) Series 2002, 0.09% 9/1/20, VRDN (a)(c) | 1,050,000 | 1,050,000 | |
Deutsche Spears/Lifers Trust Participating VRDN Series Floaters XG 00 58, 0.21% 9/8/20 (Liquidity Facility Deutsche Bank AG) (a)(f)(g) | 1,085,000 | 1,085,000 | |
Garland Util. Sys. Rev. Series 2018, 0.23% 9/14/20, LOC Bank of America NA, CP | 2,500,000 | 2,500,134 | |
Harris County Cultural Ed. Facilities Fin. Corp. Rev.: | |||
Series 2016 B3, 0.27% tender 1/6/21, CP mode | 8,000,000 | 8,002,242 | |
Series 2020, 0.28% tender 9/14/20, CP mode | 5,000,000 | 5,000,000 | |
Harris County Gen. Oblig. Series A1, 0.1% 9/3/20 (Liquidity Facility State Street Bank & Trust Co., Boston), CP | 1,000,000 | 1,000,006 | |
Houston Arpt. Sys. Rev.: | |||
Series 2020, 0.22% 9/1/20, LOC Sumitomo Mitsui Banking Corp., CP (c) | 4,000,000 | 4,000,019 | |
Series A, 0.22% 9/3/20, LOC Sumitomo Mitsui Banking Corp., CP (c) | 10,000,000 | 10,000,173 | |
Houston Gen. Oblig. TRAN Series 2020: | |||
4% 6/30/21 | 5,000,000 | 5,157,585 | |
5% 6/30/21 | 11,000,000 | 11,436,033 | |
Houston Util. Sys. Rev. Series 2004 B6, 0.09% 9/8/20, LOC Sumitomo Mitsui Banking Corp., VRDN (a) | 1,000,000 | 1,000,000 | |
Lower Colorado River Auth. Rev. Series 2020: | |||
0.14% 10/6/20, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP | 3,000,000 | 3,000,000 | |
0.17% 9/17/20, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP | 1,000,000 | 1,000,000 | |
0.18% 9/17/20, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP | 1,000,000 | 1,000,028 | |
0.25% 10/6/20, LOC JPMorgan Chase Bank, LOC State Street Bank & Trust Co., Boston, CP | 2,500,000 | 2,500,197 | |
Port Arthur Navigation District Envir. Facilities Rev. (Motiva Enterprises LLC Proj.): | |||
Series 2004, 0.7% 9/8/20, VRDN (a)(c) | 33,015,000 | 33,015,000 | |
Series 2010 C, 0.18% 9/1/20, VRDN (a) | 2,220,000 | 2,220,000 | |
San Antonio Elec. & Gas Sys. Rev. Series A, 0.25% 1/5/21 (Liquidity Facility Bank of America NA), CP | 4,000,000 | 4,001,948 | |
Texas A&M Univ. Rev. Series B, 0.18% 11/4/20, CP | 4,000,000 | 4,000,498 | |
Texas Gen. Oblig. TRAN Series 2020, 4% 8/26/21 (b) | 65,000,000 | 67,425,215 | |
Texas Private Activity Bond Surface Trans. Corp. Participating VRDN Series XM 07 56, 0.44% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(c)(f)(g) | 1,800,000 | 1,800,000 | |
Trinity Riv Pub. Facilities Corp. Tex M Participating VRDN Series XF 10 83, 0.44% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 1,600,000 | 1,600,000 | |
TOTAL TEXAS | 203,044,292 | ||
Utah - 0.4% | |||
Salt Lake City Arpt. Rev. Participating VRDN: | |||
Series 17 XM 0493, 0.39% 9/8/20 (Liquidity Facility Morgan Stanley Bank, West Valley City Utah) (a)(c)(f)(g) | 700,000 | 700,000 | |
Series Floaters XM 06 99, 0.44% 9/8/20 (Liquidity Facility Cr. Suisse AG) (a)(c)(f)(g) | 11,030,000 | 11,030,000 | |
Series XM 08 82, 0.39% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(c)(f)(g) | 1,400,000 | 1,400,000 | |
TOTAL UTAH | 13,130,000 | ||
Virginia - 0.6% | |||
Lexington Indl. Dev. Auth. Mul Participating VRDN Series MIZ 90 16, 0.64% 10/5/20 (Liquidity Facility Mizuho Cap. Markets Llc) (a)(f)(g)(h) | 700,000 | 700,000 | |
Suffolk Hsg. Auth. Mfam Apts Participating VRDN Series XF 10 86, 0.44% 9/8/20 (Liquidity Facility Deutsche Bank AG New York Branch) (a)(f)(g) | 2,600,000 | 2,600,000 | |
Suffolk Econ. Dev. Auth. Hosp. Facilities Rev. Participating VRDN Series MIZ 90 25, 0.22% 9/8/20 (Liquidity Facility Mizuho Cap. Markets Llc) (a)(f)(g) | 15,000,000 | 15,000,000 | |
TOTAL VIRGINIA | 18,300,000 | ||
Washington - 0.5% | |||
Seattle Hsg. Auth. Rev. (Douglas Apts. Proj.) 0.24% 9/8/20, LOC KeyBank NA, VRDN (a) | 300,000 | 300,000 | |
Washington Convention Ctr. Pub. Facilities Participating VRDN Series XG 02 96, 0.13% 9/8/20 (Liquidity Facility Barclays Bank PLC) (a)(f)(g) | 7,985,000 | 7,985,000 | |
Washington Econ. Dev. Fin. Auth. Rev. Participating VRDN Series Floaters 005, 0.44% 10/13/20 (Liquidity Facility Barclays Bank PLC) (a)(c)(f)(g) | 5,100,000 | 5,100,000 | |
Washington Health Care Facilities Auth. Rev. Participating VRDN Series XM 08 83, 0.24% 9/8/20 (Liquidity Facility JPMorgan Chase Bank) (a)(f)(g) | 1,500,000 | 1,500,000 | |
TOTAL WASHINGTON | 14,885,000 | ||
Wisconsin - 0.4% | |||
JPMorgan Chase Participating VRDN Series Floaters XF 01 27, 0.27% 9/8/20 (a)(f)(g) | 1,060,000 | 1,060,000 | |
Sauk Prairie School District BAN Series 2020, 2% 12/9/20 | 2,000,000 | 2,000,680 | |
Wisconsin Health & Edl. Facilities Series 2020 C, 0.42% 9/8/20, VRDN (a) | 10,000,000 | 10,000,000 | |
Wisconsin Hsg. and Econ. Dev. Auth. Home Ownership Rev. Series 2004 E, 0.13% 9/8/20 (Liquidity Facility Fed. Home Ln. Bank Chicago), VRDN (a)(c) | 135,000 | 135,000 | |
TOTAL WISCONSIN | 13,195,680 | ||
TOTAL MUNICIPAL NOTES | |||
(Cost $995,773,721) | 995,114,747 | ||
Shares | Value | ||
Short-Term Funds - 4.8% | |||
JPMorgan Ultra-Short Municipal Fund Class I | |||
(Cost $155,130,005) | 15,440,492 | 155,485,758 | |
Municipal Bond Funds - 0.2% | |||
Nuveen NY AMT-Free Quality Municipal Income Fund Preferred Shares 0.7%(a)(e)(i) | |||
(Cost $6,800,000) | 6,800,000 | 6,800,000 | |
Money Market Funds - 8.0% | |||
Fidelity Investments Money Market Government Portfolio Institutional Class 0.05%(j)(k) | 36,073,803 | 36,073,803 | |
Fidelity Municipal Cash Central Fund .09% (l)(m) | 21,271,873 | 21,274,000 | |
Fidelity SAI Municipal Money Market Fund 1.19% (j)(k) | 201,508,924 | 201,609,610 | |
State Street Institutional U.S. Government Money Market Fund Premier Class .04% (j) | 606,898 | 606,898 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $259,486,899) | 259,564,311 | ||
TOTAL INVESTMENT IN SECURITIES - 102.8% | |||
(Cost $3,328,451,992) | 3,345,032,403 | ||
NET OTHER ASSETS (LIABILITIES) - (2.8)% | (89,837,653) | ||
NET ASSETS - 100% | $3,255,194,750 |
Security Type Abbreviations
BAN – BOND ANTICIPATION NOTE
CP – COMMERCIAL PAPER
RAN – REVENUE ANTICIPATION NOTE
TAN – TAX ANTICIPATION NOTE
TRAN – TAX AND REVENUE ANTICIPATION N
VRDN – VARIABLE RATE DEMAND NOTE (A debt instrument that is payable upon demand, either daily, weekly or monthly)
Legend
(a) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
(b) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(c) Private activity obligations whose interest is subject to the federal alternative minimum tax for individuals.
(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
(e) 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 $13,431,293 or 0.4% of net assets.
(f) Provides evidence of ownership in one or more underlying municipal bonds.
(g) Coupon rates are determined by re-marketing agents based on current market conditions.
(h) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $9,500,000 or 0.3% of net assets.
(i) Non-income producing
(j) The rate quoted is the annualized seven-day yield of the fund at period end.
(k) Affiliated Fund
(l) Information in this report regarding holdings by state and security types does not reflect the holdings of the Fidelity Municipal Cash Central Fund.
(m) Affiliated fund that is 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.
Additional information on each restricted holding is as follows:
Security | Acquisition Date | Acquisition Cost |
Baltimore Proj. Rev. Bonds Series Floaters G 42, 0.29%, tender 1/4/21 (Liquidity Facility Royal Bank of Canada) | 7/1/20 | $4,500,000 |
Lexington Indl. Dev. Auth. Mul Participating VRDN Series MIZ 90 16, 0.64% 10/5/20 (Liquidity Facility Mizuho Cap. Markets Llc) | 8/14/20 | $700,000 |
River Islands Pub. Fing. Auth. Participating VRDN Series MIZ 90 26, 0.44% 10/5/20 (Liquidity Facility Mizuho Cap. Markets Llc) | 8/14/20 | $4,300,000 |
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Municipal Cash Central Fund | $11,935 |
Total | $11,935 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
Affiliated Underlying Funds
Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds, excluding any Money Market Central Funds, is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur.
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Investments Money Market Government Portfolio Institutional Class 0.05% | $249,972,338 | $107,983,370 | $321,881,905 | $43,235 | $-- | $-- | $36,073,803 |
Fidelity SAI Municipal Money Market Fund 1.19% | 190,501,215 | 14,986,810 | 3,878,415 | 71,018 | 80 | (80) | 201,609,610 |
Total | $440,473,553 | $122,970,180 | $325,760,320 | $114,253 | $80 | $(80) | $237,683,413 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund’s valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - quoted prices in active markets for identical investments: Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds etc.): Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. Municipal securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker supplied prices.
When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
Investments in open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
If an unaffiliated Underlying Fund's net asset value is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
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