Vanguard® Pennsylvania Long-Term Tax-Exempt Fund
Schedule of Investments (unaudited)
As of August 31, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Tax-Exempt Municipal Bonds (101.4%) | |||||
| Pennsylvania (100.8%) | |||||
| 1 | Allegheny County Airport Authority Port, Airport & Marina Revenue | 4.000% | 1/1/46 | 4,095 | 4,833 |
| Allegheny County Airport Authority Port, Airport & Marina Revenue | 5.000% | 1/1/56 | 4,000 | 5,055 | |
| Allegheny County Higher Education Building Authority College & University Revenue | 4.000% | 3/1/30 | 2,685 | 3,042 | |
| Allegheny County Higher Education Building Authority College & University Revenue | 5.000% | 3/1/30 | 1,155 | 1,320 | |
| Allegheny County Higher Education Building Authority College & University Revenue | 4.000% | 3/1/31 | 1,550 | 1,750 | |
| Allegheny County Higher Education Building Authority College & University Revenue | 4.000% | 3/1/33 | 2,035 | 2,288 | |
| Allegheny County Higher Education Building Authority College & University Revenue | 5.000% | 10/15/37 | 1,000 | 1,162 | |
| Allegheny County Higher Education Building Authority College & University Revenue VRDO | 0.010% | 9/1/21 | 26,050 | 26,050 | |
| Allegheny County Higher Education Building Authority College & University Revenue, Prere. | 5.000% | 3/1/25 | 25 | 29 | |
| Allegheny County Higher Education Building Authority College & University Revenue, Prere. | 4.000% | 3/1/26 | 10 | 12 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/24 | 2,400 | 2,722 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/32 | 3,000 | 3,720 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/32 | 1,500 | 1,927 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/33 | 3,000 | 3,711 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/33 | 3,200 | 4,098 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/34 | 4,750 | 5,859 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/35 | 5,500 | 6,772 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/35 | 2,530 | 3,007 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/36 | 5,250 | 6,446 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/36 | 10,440 | 12,372 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/37 | 7,250 | 8,562 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 4/1/38 | 5,000 | 5,739 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/38 | 1,750 | 2,062 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/39 | 1,000 | 1,176 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 4.000% | 4/1/44 | 19,000 | 21,563 | |
| Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/47 | 21,230 | 25,563 | |
| 2,3 | Allegheny County Hospital Development Authority Health, Hospital, Nursing Home Revenue TOB VRDO | 0.030% | 9/1/21 | 8,200 | 8,200 |
| Allegheny County PA GO | 5.000% | 11/1/26 | 2,540 | 3,120 | |
| Allegheny County PA GO | 4.000% | 11/1/30 | 3,000 | 3,487 | |
| Allegheny County PA GO | 4.000% | 11/1/33 | 300 | 359 | |
| Allegheny County PA GO | 4.000% | 11/1/34 | 915 | 1,093 | |
| Allegheny County PA GO | 5.000% | 12/1/34 | 1,695 | 1,944 | |
| Allegheny County PA GO | 4.000% | 11/1/35 | 1,225 | 1,461 | |
| Allegheny County PA GO | 5.000% | 11/1/41 | 5,015 | 6,010 | |
| 3 | Allegheny County PA GO VRDO | 0.020% | 9/2/21 | 1,555 | 1,555 |
| 1 | Allegheny County PA GO, Prere. | 5.000% | 12/1/22 | 10,000 | 10,608 |
| 4 | Allegheny County PA GO, Prere. | 5.250% | 12/1/23 | 1,000 | 1,114 |
| Allegheny County PA GO, Prere. | 5.250% | 12/1/23 | 1,000 | 1,114 | |
| Allegheny County Sanitary Authority Sales Tax Revenue | 3.000% | 6/1/37 | 500 | 552 | |
| 1 | Allegheny County Sanitary Authority Sewer Revenue | 4.000% | 12/1/31 | 805 | 934 |
| Allegheny County Sanitary Authority Sewer Revenue | 4.000% | 6/1/35 | 1,100 | 1,287 | |
| 1 | Allegheny County Sanitary Authority Sewer Revenue | 4.000% | 12/1/35 | 2,650 | 3,041 |
| Allegheny County Sanitary Authority Sewer Revenue | 5.000% | 12/1/35 | 6,000 | 7,091 | |
| Allegheny County Sanitary Authority Sewer Revenue | 4.000% | 6/1/36 | 1,500 | 1,750 | |
| Allegheny County Sanitary Authority Sewer Revenue | 3.000% | 6/1/38 | 3,125 | 3,446 | |
| Allegheny County Sanitary Authority Sewer Revenue | 3.000% | 6/1/39 | 4,500 | 4,940 | |
| Allegheny County Sanitary Authority Sewer Revenue | 5.000% | 12/1/40 | 4,250 | 4,984 | |
| 5 | Allegheny County Sanitary Authority Sewer Revenue | 5.250% | 12/1/41 | 3,500 | 3,880 |
| Allegheny County Sanitary Authority Sewer Revenue | 5.000% | 6/1/43 | 3,000 | 3,714 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Allegheny County Sanitary Authority Sewer Revenue | 5.000% | 6/1/45 | 2,500 | 3,035 | |
| Allegheny County Sanitary Authority Sewer Revenue | 4.000% | 6/1/48 | 7,485 | 8,553 | |
| 1 | Allentown City School District GO | 4.000% | 2/15/22 | 2,835 | 2,882 |
| 1 | Allentown City School District GO | 4.000% | 2/15/24 | 550 | 594 |
| 5 | Allentown City School District GO | 5.000% | 2/1/32 | 3,075 | 3,968 |
| 5 | Allentown City School District GO | 5.000% | 6/1/32 | 1,465 | 1,740 |
| 5 | Allentown City School District GO | 4.000% | 2/1/34 | 1,500 | 1,785 |
| 5 | Allentown City School District GO | 5.000% | 2/1/34 | 1,300 | 1,667 |
| 5 | Allentown City School District GO | 4.000% | 2/1/35 | 1,175 | 1,395 |
| 5 | Allentown City School District GO | 5.000% | 6/1/35 | 2,000 | 2,366 |
| 5 | Allentown City School District GO | 4.000% | 2/1/36 | 1,100 | 1,301 |
| 5 | Allentown City School District GO | 5.000% | 6/1/36 | 1,500 | 1,771 |
| 6 | Allentown Neighborhood Improvement Zone Development Authority Economic Development Revenue | 5.000% | 5/1/34 | 1,000 | 1,279 |
| 6 | Allentown Neighborhood Improvement Zone Development Authority Economic Development Revenue | 5.000% | 5/1/36 | 1,150 | 1,462 |
| 6 | Allentown Neighborhood Improvement Zone Development Authority Economic Development Revenue | 5.000% | 5/1/42 | 4,250 | 5,333 |
| 2 | Allentown Neighborhood Improvement Zone Development Authority Economic Development Revenue | 6.000% | 5/1/42 | 1,965 | 2,480 |
| Allentown Neighborhood Improvement Zone Development Authority Sales Tax Revenue | 5.000% | 5/1/26 | 1,180 | 1,218 | |
| Allentown Neighborhood Improvement Zone Development Authority Sales Tax Revenue | 5.000% | 5/1/29 | 250 | 258 | |
| Allentown Neighborhood Improvement Zone Development Authority Sales Tax Revenue | 5.000% | 5/1/35 | 11,530 | 11,897 | |
| Allentown Neighborhood Improvement Zone Development Authority Sales Tax Revenue | 5.000% | 5/1/42 | 15,595 | 16,091 | |
| 2 | Allentown Neighborhood Improvement Zone Development Authority Sales Tax Revenue (City Center Project) | 5.125% | 5/1/32 | 1,000 | 1,190 |
| 5 | Altoona Area School District GO | 5.000% | 12/1/48 | 1,500 | 1,792 |
| 1 | Altoona Area School District GO | 4.250% | 12/1/49 | 3,500 | 3,914 |
| 1 | Altoona PA Sewer Revenue GO | 3.000% | 12/1/35 | 3,165 | 3,420 |
| 5 | Armstrong School District GO | 5.000% | 3/15/31 | 1,800 | 2,314 |
| 5 | Armstrong School District GO | 3.000% | 3/15/32 | 3,460 | 3,864 |
| 5 | Armstrong School District GO | 3.000% | 3/15/33 | 5,495 | 6,118 |
| 5 | Armstrong School District GO | 3.000% | 3/15/34 | 5,605 | 6,221 |
| Avon Grove School District Chester County GO | 4.000% | 11/15/35 | 500 | 602 | |
| Avon Grove School District Chester County GO | 4.000% | 11/15/36 | 750 | 900 | |
| Avon Grove School District Chester County GO | 4.000% | 11/15/37 | 1,085 | 1,297 | |
| Avon Grove School District Chester County GO | 4.000% | 11/15/38 | 1,000 | 1,193 | |
| Avon Grove School District Chester County GO | 4.000% | 11/15/39 | 700 | 834 | |
| Avon Grove School District Chester County GO | 4.000% | 11/15/40 | 700 | 833 | |
| 5 | Beaver County PA GO | 4.000% | 4/15/30 | 450 | 532 |
| 5 | Beaver County PA GO, Prere. | 4.000% | 4/15/28 | 835 | 1,009 |
| 5 | Beaver County PA GO, Prere. | 4.000% | 4/15/28 | 50 | 60 |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/33 | 700 | 797 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/37 | 375 | 440 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/37 | 2,500 | 2,786 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/38 | 420 | 476 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/43 | 500 | 564 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/47 | 830 | 962 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/47 | 2,535 | 2,805 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 5/15/48 | 1,500 | 1,685 | |
| Berks County IDA Health, Hospital, Nursing Home Revenue (Tower Health Project) | 4.000% | 11/1/33 | 2,000 | 2,134 | |
| Berks County PA GO | 4.000% | 11/15/24 | 600 | 671 | |
| Berks County PA GO | 5.000% | 11/15/24 | 500 | 575 | |
| Berks County PA GO | 5.000% | 11/15/25 | 1,545 | 1,840 | |
| 5 | Bermudian Springs School District GO | 4.000% | 5/1/44 | 2,500 | 2,880 |
| Bethel Park Municipal Authority Sewer Revenue | 3.000% | 9/1/47 | 3,210 | 3,438 | |
| Bethel Park School District GO | 4.000% | 8/1/31 | 2,500 | 2,889 | |
| 1 | Blue Mountain School District GO | 4.000% | 8/1/22 | 235 | 243 |
| 1 | Blue Mountain School District GO | 4.000% | 8/1/23 | 345 | 370 |
| 1 | Blue Mountain School District GO | 4.000% | 8/1/24 | 360 | 399 |
| 1 | Blue Mountain School District GO | 4.000% | 8/1/25 | 385 | 438 |
| 1 | Blue Mountain School District GO, ETM | 4.000% | 8/1/23 | 125 | 134 |
| 1 | Blue Mountain School District GO, ETM | 4.000% | 8/1/24 | 140 | 155 |
| 1 | Blue Mountain School District GO, ETM | 4.000% | 8/1/25 | 75 | 86 |
| Bristol Township School District GO | 5.250% | 6/1/37 | 3,000 | 3,253 | |
| 5 | Bristol Township School District GO | 4.000% | 6/1/48 | 2,000 | 2,353 |
| Bucks County IDA Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/35 | 550 | 641 | |
| Bucks County IDA Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/36 | 900 | 1,046 | |
| Bucks County IDA Health, Hospital, Nursing Home Revenue | 3.000% | 8/15/50 | 3,000 | 3,122 | |
| Bucks County IDA Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/50 | 2,000 | 2,272 | |
| Bucks County IDA Health, Hospital, Nursing Home Revenue | 3.000% | 8/15/53 | 26,700 | 27,612 | |
| Bucks County IDA Health, Hospital, Nursing Home Revenue (Grand View Hospital Project) | 4.000% | 7/1/51 | 5,255 | 5,943 | |
| Bucks County IDA Private Schools Revenue (George School Project) | 5.000% | 9/15/44 | 4,965 | 6,231 | |
| 1 | Butler County General Authority Miscellaneous Revenue (South PK School District Project) VRDO | 0.030% | 9/2/21 | 4,010 | 4,010 |
| Butler County General Authority Miscellaneous Revenue VRDO | 0.030% | 9/2/21 | 9,420 | 9,420 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/26 | 525 | 611 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/27 | 490 | 569 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/28 | 540 | 625 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/29 | 1,670 | 1,922 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/30 | 1,370 | 1,571 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/35 | 4,430 | 5,029 | |
| Butler County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/39 | 3,250 | 3,669 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 3 | Butler County Hospital Authority Health, Hospital, Nursing Home Revenue VRDO | 0.030% | 9/2/21 | 2,300 | 2,300 |
| 1 | Cambria County PA GO | 4.000% | 8/1/32 | 1,000 | 1,153 |
| 1 | Cambria County PA GO | 4.000% | 8/1/34 | 750 | 860 |
| 1 | Cambria County PA GO | 4.000% | 8/1/35 | 700 | 802 |
| 5 | Canon Mcmillan School District GO | 5.000% | 12/15/37 | 3,000 | 3,402 |
| 1 | Canon Mcmillan School District GO | 5.000% | 12/1/41 | 3,000 | 3,635 |
| Canonsburg-Houston Joint Authority Sewer Revenue | 5.000% | 12/1/27 | 1,530 | 1,815 | |
| Canonsburg-Houston Joint Authority Sewer Revenue | 5.000% | 12/1/30 | 1,135 | 1,343 | |
| Canonsburg-Houston Joint Authority Sewer Revenue | 5.000% | 12/1/40 | 4,000 | 4,672 | |
| Capital Region Water Revenue | 5.000% | 7/15/31 | 2,350 | 2,985 | |
| Capital Region Water Revenue | 5.000% | 7/15/32 | 1,100 | 1,394 | |
| Capital Region Water Revenue | 5.000% | 7/15/35 | 500 | 627 | |
| Capital Region Water Revenue | 5.000% | 7/15/38 | 1,000 | 1,245 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/31 | 1,240 | 1,533 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/32 | 500 | 617 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/33 | 1,370 | 1,689 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/34 | 1,000 | 1,230 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/37 | 1,815 | 2,221 | |
| Capital Region Water Sewer Revenue | 5.000% | 7/15/42 | 2,665 | 3,233 | |
| Centennial School District Bucks County GO | 5.000% | 12/15/33 | 1,000 | 1,314 | |
| Centennial School District Bucks County GO | 5.000% | 12/15/34 | 1,000 | 1,309 | |
| Central Bradford Progress Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.375% | 12/1/21 | 3,000 | 3,039 | |
| Central Bradford Progress Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.500% | 12/1/21 | 5,000 | 5,066 | |
| Central Dauphin School District GO | 4.000% | 5/15/32 | 1,000 | 1,145 | |
| Central Dauphin School District GO | 4.000% | 5/15/34 | 1,985 | 2,265 | |
| Central Dauphin School District GO | 4.000% | 5/15/35 | 2,325 | 2,644 | |
| Central Dauphin School District GO | 4.000% | 5/15/37 | 1,000 | 1,132 | |
| Centre County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 11/15/42 | 1,500 | 1,826 | |
| Centre County Hospital Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/15/47 | 2,100 | 2,381 | |
| Centre County Hospital Authority Health, Hospital, Nursing Home Revenue (Mount Nittany Medical Center Project), Prere. | 7.000% | 11/15/21 | 6,930 | 7,026 | |
| Centre County Hospital Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | 11/15/22 | 6,280 | 6,648 | |
| Centre County Hospital Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | 11/15/22 | 3,000 | 3,176 | |
| Chartiers Valley School District GO, Prere. | 5.000% | 4/15/25 | 1,160 | 1,355 | |
| Chartiers Valley School District GO, Prere. | 5.000% | 4/15/25 | 2,750 | 3,213 | |
| Cheltenham Township School District GO | 5.000% | 3/15/38 | 4,210 | 4,838 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/34 | 2,675 | 3,289 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 9/1/40 | 2,500 | 2,984 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 10/1/42 | 2,000 | 2,292 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 3.000% | 9/1/46 | 3,415 | 3,653 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 10/1/47 | 4,000 | 4,540 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 9/1/50 | 10,000 | 11,727 | |
| Chester County Health and Education Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/52 | 2,500 | 3,034 | |
| Chester County IDA Recreational Revenue | 4.000% | 12/1/46 | 10,000 | 11,884 | |
| Chester County IDA Recreational Revenue | 4.000% | 12/1/51 | 5,000 | 5,920 | |
| Chester County IDA Recreational Revenue (Longwood Gardens Project) | 5.000% | 12/1/39 | 1,000 | 1,268 | |
| Chester County IDA Recreational Revenue (Longwood Gardens Project) | 5.000% | 12/1/44 | 5,000 | 6,273 | |
| Chester County IDA Recreational Revenue (Longwood Gardens Project) | 4.000% | 12/1/49 | 3,750 | 4,370 | |
| Clarion County IDA Local or Guaranteed Housing Revenue | 5.000% | 7/1/29 | 2,000 | 2,254 | |
| Clarion County IDA Local or Guaranteed Housing Revenue | 5.000% | 7/1/33 | 3,000 | 3,362 | |
| Clarion County IDA Local or Guaranteed Housing Revenue | 5.000% | 7/1/45 | 2,000 | 2,238 | |
| 5 | Coatesville School District GO | 0.000% | 10/1/33 | 1,000 | 720 |
| Colonial PA School District GO | 3.000% | 2/15/39 | 350 | 382 | |
| Colonial PA School District GO | 3.000% | 2/15/40 | 700 | 762 | |
| Colonial PA School District GO | 3.000% | 2/15/41 | 700 | 761 | |
| Colonial PA School District GO | 3.000% | 2/15/44 | 2,500 | 2,698 | |
| Commonwealth Financing Authority Appropriations Revenue | 5.000% | 6/1/24 | 250 | 283 | |
| Commonwealth Financing Authority Appropriations Revenue | 5.000% | 6/1/24 | 1,000 | 1,131 | |
| Commonwealth Financing Authority Appropriations Revenue | 5.000% | 6/1/30 | 1,000 | 1,320 | |
| Commonwealth Financing Authority Appropriations Revenue | 5.000% | 6/1/30 | 1,750 | 2,311 | |
| Commonwealth Financing Authority Appropriations Revenue | 5.000% | 6/1/31 | 1,000 | 1,347 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/27 | 4,000 | 4,948 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/29 | 5,125 | 6,439 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/30 | 4,045 | 5,047 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/31 | 5,100 | 6,336 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/32 | 7,000 | 8,671 | |
| Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 5.000% | 6/1/33 | 10,025 | 12,371 | |
| 1,4 | Commonwealth Financing Authority Tobacco Settlement Funded Revenue | 4.000% | 6/1/39 | 36,550 | 41,973 |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/29 | 300 | 374 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/30 | 375 | 466 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/31 | 425 | 527 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/34 | 475 | 583 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/35 | 845 | 1,035 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/36 | 1,000 | 1,220 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/37 | 875 | 1,066 | |
| Commonwealth of Pennsylvania COP | 5.000% | 7/1/38 | 1,000 | 1,215 | |
| Commonwealth of Pennsylvania GO | 5.000% | 3/1/22 | 10,000 | 10,245 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Commonwealth of Pennsylvania GO | 5.000% | 7/1/22 | 230 | 239 | |
| Commonwealth of Pennsylvania GO | 5.000% | 1/1/23 | 175 | 186 | |
| Commonwealth of Pennsylvania GO | 4.000% | 7/1/23 | 4,000 | 4,284 | |
| Commonwealth of Pennsylvania GO | 5.000% | 10/15/23 | 215 | 237 | |
| Commonwealth of Pennsylvania GO | 5.000% | 1/1/24 | 10 | 11 | |
| Commonwealth of Pennsylvania GO | 5.000% | 1/15/24 | 55 | 61 | |
| Commonwealth of Pennsylvania GO | 5.000% | 3/15/24 | 15 | 17 | |
| Commonwealth of Pennsylvania GO | 5.000% | 7/15/24 | 10,000 | 11,362 | |
| Commonwealth of Pennsylvania GO | 5.000% | 9/15/24 | 9,875 | 11,294 | |
| Commonwealth of Pennsylvania GO | 5.000% | 7/15/25 | 15,000 | 17,685 | |
| Commonwealth of Pennsylvania GO | 5.000% | 8/15/25 | 1,420 | 1,679 | |
| Commonwealth of Pennsylvania GO | 5.000% | 9/15/25 | 6,240 | 7,400 | |
| 1 | Commonwealth of Pennsylvania GO | 5.000% | 9/15/25 | 2,275 | 2,704 |
| Commonwealth of Pennsylvania GO | 5.000% | 10/15/25 | 10,000 | 11,030 | |
| Commonwealth of Pennsylvania GO | 5.000% | 1/1/26 | 10,000 | 11,967 | |
| Commonwealth of Pennsylvania GO | 5.000% | 7/15/26 | 5,000 | 6,088 | |
| Commonwealth of Pennsylvania GO | 5.000% | 9/15/26 | 525 | 642 | |
| 1 | Commonwealth of Pennsylvania GO | 5.000% | 9/15/26 | 9,050 | 11,116 |
| Commonwealth of Pennsylvania GO | 5.000% | 7/15/27 | 3,000 | 3,754 | |
| Commonwealth of Pennsylvania GO | 5.000% | 9/15/27 | 10,000 | 12,243 | |
| Commonwealth of Pennsylvania GO | 5.000% | 9/15/27 | 5,000 | 6,122 | |
| Commonwealth of Pennsylvania GO | 5.000% | 3/15/28 | 8,550 | 9,981 | |
| Commonwealth of Pennsylvania GO | 5.000% | 7/15/28 | 5,000 | 6,419 | |
| Commonwealth of Pennsylvania GO | 4.000% | 10/15/28 | 10,000 | 10,805 | |
| Commonwealth of Pennsylvania GO | 4.000% | 1/1/29 | 10,350 | 12,071 | |
| 1 | Commonwealth of Pennsylvania GO | 4.000% | 8/15/29 | 6,290 | 7,168 |
| Commonwealth of Pennsylvania GO | 4.000% | 1/1/30 | 3,500 | 4,056 | |
| Commonwealth of Pennsylvania GO | 4.000% | 4/1/30 | 10,000 | 10,600 | |
| Commonwealth of Pennsylvania GO | 4.000% | 6/15/30 | 10,000 | 10,954 | |
| 1 | Commonwealth of Pennsylvania GO | 4.000% | 8/15/30 | 7,640 | 8,681 |
| Commonwealth of Pennsylvania GO | 5.000% | 10/15/30 | 6,650 | 7,310 | |
| Commonwealth of Pennsylvania GO | 4.000% | 2/1/31 | 17,875 | 20,331 | |
| Commonwealth of Pennsylvania GO | 4.000% | 9/15/31 | 2,500 | 2,890 | |
| Commonwealth of Pennsylvania GO | 5.000% | 10/15/31 | 14,955 | 16,435 | |
| Commonwealth of Pennsylvania GO | 4.000% | 2/1/32 | 18,870 | 21,406 | |
| Commonwealth of Pennsylvania GO | 5.000% | 3/1/32 | 11,225 | 14,105 | |
| Commonwealth of Pennsylvania GO | 5.000% | 3/15/32 | 6,000 | 6,963 | |
| Commonwealth of Pennsylvania GO | 5.000% | 8/15/32 | 8,000 | 9,422 | |
| Commonwealth of Pennsylvania GO | 5.000% | 10/15/32 | 15,000 | 16,478 | |
| Commonwealth of Pennsylvania GO | 4.000% | 2/1/33 | 5,585 | 6,311 | |
| 1 | Commonwealth of Pennsylvania GO | 4.000% | 3/1/33 | 20,000 | 23,756 |
| Commonwealth of Pennsylvania GO | 4.000% | 5/1/33 | 14,350 | 17,588 | |
| 1 | Commonwealth of Pennsylvania GO | 4.000% | 3/1/34 | 20,000 | 23,692 |
| Commonwealth of Pennsylvania GO | 4.000% | 3/15/34 | 2,000 | 2,233 | |
| Commonwealth of Pennsylvania GO | 4.000% | 9/15/34 | 10,000 | 11,551 | |
| Commonwealth of Pennsylvania GO | 4.000% | 3/1/35 | 5,500 | 6,427 | |
| 5 | Commonwealth of Pennsylvania GO | 4.000% | 3/1/35 | 15,000 | 17,733 |
| Commonwealth of Pennsylvania GO | 3.000% | 5/1/35 | 27,410 | 30,735 | |
| Commonwealth of Pennsylvania GO | 3.000% | 5/15/35 | 20,000 | 22,560 | |
| Commonwealth of Pennsylvania GO | 4.000% | 3/1/36 | 5,000 | 5,816 | |
| Commonwealth of Pennsylvania GO | 3.000% | 5/15/36 | 10,000 | 11,236 | |
| Commonwealth of Pennsylvania GO | 3.000% | 9/15/36 | 745 | 805 | |
| Commonwealth of Pennsylvania GO | 4.000% | 3/1/37 | 10,000 | 11,604 | |
| 5 | Commonwealth of Pennsylvania GO | 4.000% | 3/1/37 | 10,000 | 11,671 |
| Commonwealth of Pennsylvania GO | 4.000% | 3/1/38 | 2,820 | 3,266 | |
| Commonwealth of Pennsylvania GO | 3.000% | 5/1/38 | 12,975 | 14,415 | |
| Commonwealth of Pennsylvania GO | 2.000% | 5/15/38 | 7,000 | 6,910 | |
| Commonwealth of Pennsylvania GO | 2.000% | 5/15/39 | 7,375 | 7,239 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Commonwealth of Pennsylvania GO | 2.000% | 5/15/40 | 7,000 | 6,834 | |
| Commonwealth of Pennsylvania GO | 2.000% | 5/15/41 | 7,000 | 6,766 | |
| Conestoga Valley School District GO | 3.000% | 2/1/33 | 1,000 | 1,090 | |
| Conestoga Valley School District GO | 3.000% | 2/1/37 | 1,240 | 1,339 | |
| Conestoga Valley School District GO | 3.000% | 2/1/38 | 850 | 916 | |
| Conestoga Valley School District GO | 3.000% | 2/1/39 | 1,000 | 1,076 | |
| 5 | Connellsville Area School District GO | 4.000% | 8/15/26 | 1,685 | 1,933 |
| 1 | Conrad Weiser Area School District GO | 4.000% | 9/1/34 | 3,085 | 3,605 |
| 1 | Conrad Weiser Area School District GO | 4.000% | 9/1/35 | 635 | 741 |
| Council Rock School District GO | 2.050% | 11/15/33 | 1,085 | 1,117 | |
| Council Rock School District GO | 3.250% | 11/15/39 | 5,010 | 5,353 | |
| Council Rock School District GO | 2.050% | 8/15/42 | 3,000 | 2,853 | |
| County of Chester PA GO | 4.000% | 7/15/37 | 1,185 | 1,382 | |
| Cumberland County Municipal Authority College & University Revenue | 5.000% | 5/1/31 | 750 | 889 | |
| Cumberland County Municipal Authority College & University Revenue | 5.000% | 5/1/32 | 800 | 947 | |
| Cumberland County Municipal Authority College & University Revenue | 5.000% | 5/1/34 | 1,420 | 1,679 | |
| Cumberland County Municipal Authority College & University Revenue | 5.000% | 11/1/39 | 4,685 | 5,747 | |
| Cumberland County Municipal Authority College & University Revenue (Dickinson College Project) | 5.000% | 11/1/37 | 2,000 | 2,100 | |
| Cumberland County Municipal Authority College & University Revenue (Dickinson College Project) | 5.000% | 11/1/42 | 3,605 | 3,785 | |
| Cumberland County Municipal Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/1/36 | 1,400 | 1,678 | |
| Cumberland County Municipal Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/1/44 | 5,000 | 5,788 | |
| Cumberland County Municipal Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/1/49 | 7,500 | 8,636 | |
| Cumberland Valley School District GO | 5.000% | 12/1/30 | 500 | 584 | |
| Cumberland Valley School District GO | 5.000% | 12/1/31 | 750 | 876 | |
| Cumberland Valley School District GO | 5.000% | 12/1/33 | 1,005 | 1,172 | |
| Cumberland Valley School District GO | 5.000% | 12/1/34 | 1,125 | 1,311 | |
| Cumberland Valley School District GO | 5.000% | 12/1/35 | 1,000 | 1,163 | |
| 2 | Dauphin County General Authority College & University Revenue | 6.250% | 10/15/53 | 4,000 | 4,939 |
| Dauphin County General Authority Health, Hospital, Nursing Home Revenue (Pinnacle Health Systems Project) | 4.000% | 6/1/30 | 3,745 | 4,289 | |
| Dauphin County General Authority Health, Hospital, Nursing Home Revenue (Pinnacle Health Systems Project) | 4.000% | 6/1/31 | 2,190 | 2,504 | |
| Dauphin County General Authority Health, Hospital, Nursing Home Revenue (Pinnacle Health Systems Project) | 4.000% | 6/1/32 | 2,070 | 2,364 | |
| Dauphin County General Authority Health, Hospital, Nursing Home Revenue (Pinnacle Health Systems Project) | 5.000% | 6/1/35 | 3,925 | 4,678 | |
| Dauphin County General Authority Health, Hospital, Nursing Home Revenue (Pinnacle Health Systems Project) | 5.000% | 6/1/42 | 11,040 | 11,389 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/33 | 500 | 609 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/34 | 1,220 | 1,487 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/35 | 800 | 974 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Delaware County Authority College & University Revenue | 5.000% | 10/1/35 | 2,215 | 2,757 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/39 | 4,500 | 5,542 | |
| Delaware County Authority College & University Revenue | 5.000% | 8/1/40 | 2,500 | 2,891 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/42 | 5,875 | 7,102 | |
| Delaware County Authority College & University Revenue | 5.000% | 10/1/46 | 5,095 | 6,148 | |
| Delaware County Regional Water Quality Control Authority Sewer Revenue | 5.000% | 5/1/32 | 3,355 | 4,111 | |
| Delaware County Regional Water Quality Control Authority Sewer Revenue | 5.000% | 5/1/40 | 1,500 | 1,725 | |
| 5 | Delaware County Vocational & Technical School Authority Lease (Appropriation) Revenue | 5.000% | 11/1/38 | 1,250 | 1,365 |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/32 | 3,070 | 3,774 | |
| 5 | Delaware River Joint Toll Bridge Commission Highway Revenue | 4.000% | 7/1/33 | 4,000 | 4,465 |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/34 | 3,250 | 3,975 | |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/35 | 1,000 | 1,221 | |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/36 | 3,500 | 4,267 | |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/42 | 18,930 | 22,865 | |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/44 | 755 | 942 | |
| Delaware River Joint Toll Bridge Commission Highway Revenue | 5.000% | 7/1/47 | 11,500 | 13,769 | |
| 2,3 | Delaware River Joint Toll Bridge Commission Highway Revenue TOB VRDO | 0.090% | 9/2/21 | 11,260 | 11,260 |
| Delaware River Joint Toll Bridge Commission Highway Revenue, Prere. | 5.000% | 7/1/25 | 500 | 589 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/30 | 3,000 | 3,876 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/31 | 3,500 | 3,878 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/32 | 2,750 | 3,527 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/33 | 5,000 | 5,531 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/34 | 3,500 | 3,869 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/36 | 2,000 | 2,524 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/37 | 12,000 | 13,249 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/37 | 2,500 | 3,147 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/38 | 600 | 754 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/40 | 5,115 | 5,643 | |
| Delaware River Port Authority Highway Revenue | 5.000% | 1/1/40 | 1,825 | 2,283 | |
| Delaware River Port Authority Port, Airport & Marina Revenue (Port District Project) | 5.000% | 1/1/24 | 3,640 | 3,869 | |
| Delaware River Port Authority Port, Airport & Marina Revenue (Port District Project) | 5.000% | 1/1/25 | 2,715 | 2,886 | |
| Delaware River Port Authority Port, Airport & Marina Revenue (Port District Project) | 5.000% | 1/1/26 | 3,305 | 3,512 | |
| Delaware River Port Authority Port, Airport & Marina Revenue (Port District Project) | 5.000% | 1/1/27 | 1,000 | 1,062 | |
| Delaware Valley Regional Finance Authority Indirect Ad Valorem Property Revenue | 5.750% | 7/1/32 | 6,885 | 9,991 | |
| 7 | Delaware Valley Regional Finance Authority Lease Revenue | 5.500% | 8/1/28 | 13,020 | 16,936 |
| 3 | Delaware Valley Regional Finance Authority Miscellaneous Revenue VRDO | 0.020% | 9/1/21 | 2,100 | 2,100 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/25 | 3,730 | 4,012 | |
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/26 | 4,445 | 4,771 | |
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/27 | 1,170 | 1,253 | |
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/28 | 1,025 | 1,095 | |
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/29 | 865 | 922 | |
| Doylestown Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/46 | 4,000 | 4,517 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/32 | 750 | 920 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/33 | 1,000 | 1,224 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/35 | 500 | 609 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/15/40 | 760 | 934 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/45 | 3,850 | 4,311 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/48 | 7,405 | 8,189 | |
| DuBois Hospital Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/15/50 | 4,000 | 4,448 | |
| East Hempfield Township IDA College & University Revenue, Prere. | 5.000% | 7/1/23 | 1,280 | 1,391 | |
| East Hempfield Township IDA College & University Revenue, Prere. | 5.000% | 7/1/23 | 1,250 | 1,358 | |
| East Hempfield Township IDA College & University Revenue, Prere. | 5.000% | 7/1/23 | 4,325 | 4,700 | |
| East Hempfield Township IDA Local or Guaranteed Housing Revenue, Prere. | 5.000% | 7/1/25 | 825 | 970 | |
| East Hempfield Township IDA Local or Guaranteed Housing Revenue, Prere. | 5.000% | 7/1/25 | 3,750 | 4,408 | |
| East Norriton-Plymouth-Whitpain Joint Sewer Authority Sewer Revenue, Prere. | 5.000% | 8/1/23 | 2,500 | 2,732 | |
| East Norriton-Plymouth-Whitpain Joint Sewer Authority Sewer Revenue, Prere. | 5.000% | 8/1/23 | 2,100 | 2,295 | |
| 5 | East Pennsboro Area School District GO | 4.000% | 10/1/44 | 2,370 | 2,725 |
| 5 | East Pennsboro Area School District GO | 4.000% | 10/1/47 | 1,750 | 2,003 |
| 5 | Easton Area Joint Sewer Authority Sewer Revenue | 5.000% | 12/1/27 | 250 | 276 |
| 5 | Easton Area Joint Sewer Authority Sewer Revenue | 5.000% | 12/1/28 | 250 | 276 |
| Easton Area School District GO | 4.000% | 4/1/32 | 1,450 | 1,764 | |
| Easton Area School District GO | 4.000% | 4/1/33 | 600 | 727 | |
| 3 | Emmaus General Authority Miscellaneous Revenue VRDO | 0.020% | 9/1/21 | 4,000 | 4,000 |
| Erie City Water Authority Water Revenue | 5.000% | 12/1/26 | 30 | 37 | |
| 1 | Erie City Water Authority Water Revenue | 5.000% | 12/1/43 | 1,500 | 1,848 |
| 5 | Erie City Water Authority Water Revenue | 4.000% | 12/1/44 | 2,175 | 2,537 |
| Erie Higher Education Building Authority College & University Revenue | 4.000% | 5/1/36 | 300 | 345 | |
| Erie Higher Education Building Authority College & University Revenue | 5.000% | 5/1/47 | 955 | 1,169 | |
| Erie Higher Education Building Authority College & University Revenue (Gannon University Project) | 5.000% | 5/1/32 | 1,325 | 1,540 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Erie Higher Education Building Authority College & University Revenue (Gannon University Project) | 5.000% | 5/1/33 | 1,395 | 1,618 | |
| 1 | Erie School District GO | 5.000% | 4/1/27 | 150 | 183 |
| 1 | Erie School District GO | 3.000% | 4/1/32 | 3,360 | 3,706 |
| 1 | Erie Sewer Authority Lease Revenue | 4.000% | 12/1/41 | 3,500 | 4,034 |
| 5 | Fairview School District GO | 3.000% | 9/15/42 | 2,810 | 3,049 |
| 5 | Fairview School District GO | 3.000% | 9/15/43 | 1,390 | 1,505 |
| 5 | Fairview School District GO | 3.000% | 9/15/44 | 1,000 | 1,080 |
| Fox Chapel Area School District GO | 5.000% | 2/1/36 | 2,000 | 2,416 | |
| Franklin County PA IDA Health, Hospital, Nursing Home Revenue (Haven Inc. Project) | 5.000% | 12/1/43 | 1,100 | 1,195 | |
| Franklin County PA IDA Health, Hospital, Nursing Home Revenue (Haven Inc. Project) | 5.000% | 12/1/48 | 2,300 | 2,486 | |
| Franklin County PA IDA Health, Hospital, Nursing Home Revenue (Haven Inc. Project) | 5.000% | 12/1/53 | 1,900 | 2,050 | |
| 5 | Gateway School District Alleghany County GO | 3.000% | 10/15/35 | 1,000 | 1,124 |
| 5 | Gateway School District Alleghany County GO | 3.000% | 10/15/36 | 1,300 | 1,454 |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/15/34 | 4,250 | 5,137 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/35 | 1,000 | 1,297 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/15/39 | 4,400 | 5,250 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 4.000% | 4/1/39 | 8,000 | 9,383 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 6/1/41 | 5,000 | 5,618 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/15/45 | 13,000 | 15,404 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 4.000% | 2/15/47 | 25,030 | 27,977 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 4.000% | 4/1/50 | 16,500 | 19,002 | |
| Geisinger Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/1/50 | 15,000 | 18,824 | |
| General Authority of Southcentral Pennsylvania College & University Revenue | 4.000% | 5/1/33 | 320 | 385 | |
| General Authority of Southcentral Pennsylvania College & University Revenue | 4.000% | 5/1/34 | 560 | 670 | |
| General Authority of Southcentral Pennsylvania College & University Revenue | 3.500% | 11/1/41 | 500 | 545 | |
| General Authority of Southcentral Pennsylvania Health, Hospital, Nursing Home Revenue | 5.000% | 6/1/38 | 1,000 | 1,268 | |
| Gettysburg Area School District GO | 4.000% | 4/1/33 | 1,085 | 1,279 | |
| Gettysburg Area School District GO | 4.000% | 4/1/35 | 750 | 878 | |
| Gettysburg Area School District GO | 4.000% | 4/1/36 | 1,200 | 1,400 | |
| 1 | Greater Johnstown Water Authority Sewer Revenue | 4.000% | 8/15/38 | 1,250 | 1,473 |
| 1 | Greater Johnstown Water Authority Sewer Revenue | 4.000% | 8/15/41 | 1,500 | 1,761 |
| 1 | Greater Johnstown Water Authority Sewer Revenue | 4.000% | 8/15/44 | 1,500 | 1,756 |
| 1 | Greater Johnstown Water Authority Sewer Revenue | 4.000% | 8/15/48 | 3,500 | 4,084 |
| Hamburg Area School District GO | 5.000% | 4/1/22 | 300 | 308 | |
| Hamburg Area School District GO | 5.000% | 4/1/23 | 335 | 360 | |
| Haverford Township PA GO | 3.650% | 6/1/48 | 935 | 1,027 | |
| Haverford Township School District GO | 3.000% | 3/1/31 | 3,920 | 4,337 | |
| Haverford Township School District GO | 3.000% | 3/1/32 | 4,050 | 4,452 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Haverford Township School District GO | 3.000% | 3/1/33 | 4,165 | 4,548 | |
| Haverford Township School District GO | 3.000% | 3/1/34 | 55 | 60 | |
| 3 | Haverford Township School District GO VRDO | 0.020% | 9/2/21 | 4,960 | 4,960 |
| Huntingdon County General Authority College & University Revenue (AICUP Financing Program) | 5.000% | 5/1/46 | 2,670 | 2,996 | |
| Lackawanna County IDA College & University Revenue | 4.000% | 11/1/35 | 900 | 1,023 | |
| Lackawanna County IDA College & University Revenue | 4.000% | 11/1/36 | 625 | 709 | |
| Lackawanna County IDA College & University Revenue | 4.000% | 11/1/40 | 4,505 | 5,071 | |
| Lancaster County PA GO | 4.000% | 11/1/31 | 375 | 447 | |
| Lancaster County PA GO | 4.000% | 11/1/32 | 300 | 356 | |
| Lancaster County PA GO | 4.000% | 11/1/33 | 375 | 442 | |
| Lancaster County PA GO | 4.000% | 11/1/34 | 500 | 588 | |
| Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/42 | 8,825 | 10,523 | |
| Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue (Brethren Village Project) | 5.000% | 7/1/25 | 715 | 810 | |
| Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue (Brethren Village Project) | 5.000% | 7/1/30 | 750 | 872 | |
| Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue (Brethren Village Project) | 5.000% | 7/1/31 | 1,300 | 1,505 | |
| Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue (Brethren Village Project) | 5.000% | 7/1/32 | 725 | 837 | |
| 3 | Lancaster County PA Hospital Authority Health, Hospital, Nursing Home Revenue (Masonic Homes Project) VRDO | 0.020% | 9/1/21 | 14,700 | 14,700 |
| Lancaster County Solid Waste Management Authority Resource Recovery Revenue | 5.250% | 12/15/32 | 2,600 | 2,895 | |
| Lancaster County Solid Waste Management Authority Resource Recovery Revenue | 5.000% | 12/15/33 | 5,000 | 5,534 | |
| Lancaster IDA Health, Hospital, Nursing Home Revenue (Garden Spot Village Project), Prere. | 5.375% | 5/1/23 | 1,250 | 1,357 | |
| Lancaster IDA Health, Hospital, Nursing Home Revenue (Garden Spot Village Project), Prere. | 5.750% | 5/1/23 | 2,200 | 2,403 | |
| 5 | Lancaster PA GO | 4.000% | 11/1/31 | 1,400 | 1,660 |
| 5 | Lancaster PA GO | 4.000% | 11/1/32 | 2,445 | 2,891 |
| 5 | Lancaster PA GO | 4.000% | 11/1/33 | 2,545 | 3,001 |
| 5 | Lancaster PA GO | 4.000% | 11/1/34 | 2,660 | 3,128 |
| 5 | Lancaster PA GO | 4.000% | 11/1/35 | 2,355 | 2,765 |
| Latrobe IDA College & University Revenue | 5.000% | 3/1/32 | 335 | 410 | |
| Latrobe IDA College & University Revenue | 5.000% | 3/1/33 | 300 | 366 | |
| Latrobe IDA College & University Revenue | 5.000% | 3/1/34 | 325 | 395 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/35 | 450 | 500 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/36 | 475 | 526 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/38 | 575 | 634 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/39 | 685 | 753 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/41 | 535 | 585 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/46 | 1,400 | 1,523 | |
| Latrobe IDA College & University Revenue | 4.000% | 3/1/51 | 2,795 | 3,032 | |
| Lehigh County Authority Water Revenue | 0.000% | 12/1/24 | 1,695 | 1,644 | |
| Lehigh County Authority Water Revenue | 5.000% | 12/1/43 | 6,725 | 7,366 | |
| Lehigh County Authority Water Revenue | 5.125% | 12/1/47 | 1,475 | 1,616 | |
| Lehigh County Authority Water Revenue, Prere. | 5.000% | 12/1/23 | 15 | 17 | |
| Lehigh County Authority Water Revenue, Prere. | 5.000% | 12/1/23 | 7,735 | 8,556 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Lehigh County Authority Water Revenue, Prere. | 5.125% | 12/1/23 | 1,700 | 1,885 | |
| Lehigh County General Purpose Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/1/46 | 3,685 | 3,936 | |
| 2,3 | Lehigh County General Purpose Hospital Authority Health, Hospital, Nursing Home Revenue TOB VRDO | 0.270% | 9/2/21 | 10,000 | 10,000 |
| Lehigh County PA Health, Hospital, Nursing Home Revenue | 4.000% | 7/1/33 | 5,000 | 5,144 | |
| Lehigh County PA Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/44 | 7,200 | 9,034 | |
| Lehigh County PA Health, Hospital, Nursing Home Revenue | 4.000% | 7/1/49 | 31,175 | 35,693 | |
| Lower Paxton Township PA GO, Prere. | 5.000% | 4/1/24 | 15 | 17 | |
| 8 | Luzerne County PA GO | 5.250% | 12/15/21 | 905 | 915 |
| Lycoming County Authority College & University Revenue (AICUP Financing Program) | 4.000% | 11/1/24 | 435 | 480 | |
| Lycoming County Authority College & University Revenue (AICUP Financing Program) | 5.500% | 11/1/33 | 2,935 | 3,257 | |
| Manheim Township School District GO | 4.000% | 2/1/31 | 1,000 | 1,199 | |
| Manheim Township School District GO | 5.000% | 2/1/31 | 1,200 | 1,411 | |
| Marple Newtown School District GO | 3.000% | 6/1/44 | 2,000 | 2,183 | |
| Mechanicsburg Area School District GO | 4.000% | 3/1/32 | 1,580 | 1,867 | |
| Mechanicsburg Area School District GO | 4.000% | 3/1/33 | 1,645 | 1,938 | |
| Methacton School District GO | 4.000% | 9/15/41 | 520 | 605 | |
| Methacton School District GO | 4.000% | 9/15/42 | 565 | 656 | |
| Methacton School District GO | 4.000% | 9/15/45 | 1,000 | 1,158 | |
| Monroe County PA Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/41 | 4,215 | 4,925 | |
| Monroeville Finance Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/15/42 | 5,875 | 6,139 | |
| Montgomery County Higher Education and Health Authority College & University Revenue | 5.000% | 4/1/29 | 2,580 | 2,937 | |
| Montgomery County Higher Education and Health Authority College & University Revenue | 5.000% | 4/1/30 | 1,000 | 1,134 | |
| Montgomery County Higher Education and Health Authority College & University Revenue | 5.750% | 4/1/40 | 3,000 | 3,279 | |
| Montgomery County Higher Education and Health Authority College & University Revenue | 5.250% | 11/1/42 | 4,000 | 4,631 | |
| Montgomery County Higher Education and Health Authority College & University Revenue (AICUP Financing Program) PUT | 4.000% | 5/1/23 | 1,130 | 1,181 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/24 | 1,165 | 1,302 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/25 | 1,200 | 1,329 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/26 | 1,000 | 1,103 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/27 | 1,000 | 1,099 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/27 | 2,250 | 2,589 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/31 | 1,770 | 2,228 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/32 | 25 | 31 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/34 | 2,210 | 2,759 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/35 | 2,780 | 3,466 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/37 | 2,500 | 3,102 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 10/1/40 | 4,650 | 5,200 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/43 | 6,825 | 8,368 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/47 | 2,000 | 2,242 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 4.000% | 12/1/48 | 3,000 | 3,268 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue | 4.000% | 9/1/49 | 5 | 6 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) | 4.000% | 9/1/37 | 1,435 | 1,675 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) | 4.000% | 9/1/44 | 7,830 | 8,997 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) | 4.000% | 9/1/49 | 11,255 | 12,856 | |
| Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) | 5.000% | 9/1/51 | 4,455 | 5,471 | |
| Montgomery County Higher Education and Health Authority Private Schools Revenue (Hill School Project) | 3.500% | 8/15/46 | 100 | 105 | |
| Montgomery County Higher Education and Health Authority Private Schools Revenue (Hill School Project) | 4.000% | 8/15/50 | 5,730 | 6,458 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/15/28 | 3,795 | 4,334 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 1/1/30 | 1,575 | 1,704 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/15/30 | 5,000 | 5,679 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/30 | 1,200 | 1,365 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/15/36 | 11,250 | 12,663 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/38 | 2,500 | 2,872 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/1/40 | 4,750 | 5,132 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 4.000% | 11/15/43 | 700 | 813 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/15/45 | 8,500 | 9,559 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 11/15/45 | 2,600 | 3,163 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.250% | 1/15/46 | 3,300 | 3,710 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/46 | 5,730 | 6,365 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/48 | 6,500 | 7,398 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/21 | 200 | 202 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/22 | 100 | 104 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/23 | 225 | 243 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/24 | 300 | 334 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/25 | 250 | 286 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/26 | 350 | 407 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/27 | 300 | 347 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/28 | 200 | 230 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/29 | 100 | 115 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/30 | 210 | 240 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/31 | 225 | 256 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/32 | 100 | 114 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/33 | 225 | 255 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/34 | 370 | 419 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/35 | 570 | 644 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/36 | 825 | 931 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/37 | 705 | 795 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 4.000% | 12/1/38 | 400 | 450 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 5.000% | 12/1/44 | 1,000 | 1,158 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue (Waverly Heights Ltd. Project) | 5.000% | 12/1/49 | 1,000 | 1,154 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue, Prere. | 6.625% | 12/1/21 | 1,565 | 1,590 | |
| Montgomery County PA IDA Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | 4/1/22 | 4,110 | 4,226 | |
| Montgomery County PA IDA Private Schools Revenue (Germantown Academy Project) | 4.000% | 10/1/41 | 1,000 | 1,105 | |
| Montgomery County PA IDA Private Schools Revenue (Haverford School Project) | 3.000% | 3/1/49 | 3,760 | 3,895 | |
| Montgomery County PA IDA Private Schools Revenue (Haverford School Project) | 4.000% | 3/1/49 | 1,700 | 1,897 | |
| 1 | Montour School District GO, Prere. | 5.000% | 10/1/25 | 3,185 | 3,783 |
| 1 | Moon Area School District GO | 4.000% | 11/15/31 | 2,050 | 2,408 |
| 1 | Moon Area School District GO | 4.000% | 11/15/32 | 1,000 | 1,165 |
| Moon IDA Health, Hospital, Nursing Home Revenue | 5.625% | 7/1/30 | 1,000 | 1,085 | |
| Moon IDA Health, Hospital, Nursing Home Revenue | 6.000% | 7/1/45 | 3,500 | 3,769 | |
| Moon PA GO | 4.000% | 11/15/50 | 3,270 | 3,799 | |
| Mount Lebanon Hospital Authority Health, Hospital, Nursing Home Revenue | 4.000% | 7/1/48 | 6,000 | 6,776 | |
| 1 | Mount Union PA Area School District GO | 5.000% | 9/1/32 | 1,580 | 2,004 |
| 1 | Mount Union PA Area School District GO | 5.000% | 9/1/33 | 1,655 | 2,092 |
| 1 | Mount Union PA Area School District GO | 5.000% | 9/1/34 | 1,740 | 2,191 |
| 5 | New Kensington-Arnold School District GO | 5.000% | 5/15/23 | 2,025 | 2,181 |
| 5 | New Kensington-Arnold School District GO | 5.000% | 5/15/24 | 2,125 | 2,374 |
| Norristown Area School District GO | 4.000% | 9/1/30 | 1,000 | 1,155 | |
| North Allegheny School District GO | 3.000% | 5/1/32 | 2,590 | 2,896 | |
| North Allegheny School District GO | 3.000% | 5/1/33 | 2,780 | 3,099 | |
| North Allegheny School District GO | 4.000% | 5/1/37 | 1,065 | 1,271 | |
| North Allegheny School District GO | 4.000% | 5/1/38 | 2,345 | 2,796 | |
| North Penn Water Authority Water Revenue | 4.000% | 11/1/29 | 500 | 608 | |
| North Penn Water Authority Water Revenue | 4.000% | 11/1/30 | 500 | 603 | |
| North Penn Water Authority Water Revenue | 4.000% | 11/1/32 | 1,400 | 1,671 | |
| Northampton County General Purpose Authority College & University Revenue | 4.000% | 11/15/34 | 7,535 | 8,600 | |
| Northampton County General Purpose Authority College & University Revenue | 5.000% | 10/1/36 | 1,500 | 1,731 | |
| Northampton County General Purpose Authority College & University Revenue | 5.000% | 10/1/40 | 1,760 | 2,018 | |
| Northampton County General Purpose Authority College & University Revenue | 5.000% | 11/1/47 | 2,000 | 2,443 | |
| Northampton County General Purpose Authority College & University Revenue VRDO | 0.020% | 9/2/21 | 515 | 515 | |
| Northampton County General Purpose Authority College & University Revenue, Prere. | 5.000% | 11/1/23 | 4,000 | 4,418 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/28 | 3,975 | 4,783 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/29 | 2,000 | 2,397 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/33 | 9,555 | 10,337 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/36 | 6,790 | 8,060 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/43 | 3,000 | 3,672 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/46 | 1,795 | 2,107 | |
| Northampton County General Purpose Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/48 | 3,895 | 4,420 | |
| Northampton County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/32 | 1,775 | 1,816 | |
| Northampton County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/36 | 1,000 | 1,022 | |
| Northampton County IDA Health, Hospital, Nursing Home Revenue | 5.000% | 11/1/44 | 1,900 | 2,176 | |
| Northampton Township PA GO | 3.625% | 5/15/39 | 2,145 | 2,312 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Kings College Project) | 5.000% | 5/1/44 | 1,000 | 1,185 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Kings College Project) | 5.000% | 5/1/49 | 1,535 | 1,809 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Wilkes University Project) | 5.000% | 3/1/25 | 1,125 | 1,285 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Wilkes University Project) | 5.000% | 3/1/29 | 1,250 | 1,447 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Wilkes University Project) | 5.250% | 3/1/31 | 1,140 | 1,342 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Wilkes University Project) | 5.000% | 3/1/37 | 3,740 | 4,246 | |
| Northeastern Pennsylvania Hospital and Education Authority College & University Revenue (Wilkes University Project) | 5.250% | 3/1/37 | 3,000 | 3,485 | |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/33 | 525 | 582 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/34 | 300 | 331 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/35 | 250 | 275 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/38 | 850 | 926 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/41 | 800 | 866 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/44 | 2,030 | 2,183 |
| 5 | Northeastern School District/York County GO | 3.000% | 3/1/46 | 2,130 | 2,283 |
| 5 | Northern Tioga School District GO | 5.000% | 4/1/31 | 700 | 857 |
| 5 | Northern Tioga School District GO | 4.000% | 4/1/33 | 500 | 570 |
| Palmer Township PA GO | 4.000% | 5/15/30 | 1,495 | 1,638 | |
| 5 | Penn Hills School District GO | 3.000% | 10/1/30 | 3,030 | 3,418 |
| 5 | Penn Hills School District GO | 3.000% | 10/1/31 | 4,180 | 4,695 |
| 5 | Penn Hills School District GO | 3.000% | 10/1/32 | 2,845 | 3,185 |
| 5 | Penn Hills School District GO | 3.000% | 10/1/33 | 5,015 | 5,596 |
| Penn Manor School District GO | 5.000% | 3/1/32 | 1,000 | 1,215 | |
| Penn Manor School District GO | 5.000% | 3/1/35 | 800 | 967 | |
| Penn Manor School District GO | 5.000% | 3/1/36 | 1,700 | 2,050 | |
| Penn Manor School District GO | 5.000% | 3/1/38 | 1,250 | 1,501 | |
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 0.000% | 1/1/29 | 1,080 | 933 |
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 0.000% | 1/1/30 | 3,710 | 3,105 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 5.500% | 1/1/31 | 3,000 | 3,345 |
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 0.000% | 1/1/36 | 6,045 | 4,432 |
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 0.000% | 1/1/38 | 5,525 | 3,809 |
| 1 | Pennsylvania Economic Development Financing Authority Auto Parking Revenue | 5.250% | 1/1/44 | 6,500 | 7,047 |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/1/31 | 5,000 | 5,638 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/1/32 | 8,000 | 9,021 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 3/15/32 | 2,500 | 2,863 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/33 | 11,405 | 12,324 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 4/15/35 | 1,550 | 2,006 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 10/15/37 | 1,445 | 1,761 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 10/15/39 | 1,700 | 2,056 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/43 | 4,500 | 4,848 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 5.000% | 2/1/45 | 5,000 | 5,607 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 3/15/45 | 4,000 | 4,377 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 4/15/45 | 10,000 | 11,672 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 3.000% | 10/15/46 | 5,040 | 5,406 | |
| Pennsylvania Economic Development Financing Authority Health, Hospital, Nursing Home Revenue | 4.000% | 11/15/47 | 10,000 | 11,337 | |
| 2,3 | Pennsylvania GO TOB VRDO | 0.050% | 9/7/21 | 3,335 | 3,335 |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 7/1/28 | 3,800 | 3,879 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/29 | 1,655 | 2,072 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 6/15/30 | 3,895 | 4,535 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 6/15/30 | 2,125 | 2,474 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 11/1/30 | 1,265 | 1,455 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 12/1/30 | 200 | 259 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 8/15/31 | 4,000 | 4,610 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 11/1/31 | 1,870 | 2,145 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 12/1/31 | 295 | 380 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 6/15/32 | 3,330 | 3,782 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 9/1/32 | 3,965 | 4,529 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 12/1/32 | 230 | 295 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/33 | 3,520 | 4,204 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 6/15/33 | 2,310 | 2,618 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 5/1/34 | 2,575 | 3,007 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/34 | 3,000 | 3,576 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 6/15/34 | 2,940 | 3,438 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 8/15/34 | 2,200 | 2,529 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/35 | 1,870 | 2,316 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 8/15/35 | 2,275 | 2,614 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 5/1/36 | 2,305 | 2,680 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 8/15/36 | 1,400 | 1,606 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 11/1/36 | 4,895 | 5,565 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 9/1/39 | 5,000 | 5,688 | |
| 1 | Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 5/1/40 | 1,645 | 1,948 |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/41 | 8,750 | 10,708 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 2/15/43 | 10,000 | 11,582 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 12/1/44 | 2,000 | 2,329 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 3.000% | 6/15/45 | 1,405 | 1,475 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 9/1/45 | 17,800 | 20,202 | |
| 1 | Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.000% | 5/1/46 | 5,000 | 6,308 |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 4.000% | 12/1/48 | 1,000 | 1,159 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue | 5.250% | 9/1/50 | 10,900 | 12,451 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue (AICUP Financing Program) | 5.000% | 11/1/21 | 1,245 | 1,252 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue (AICUP Financing Program) | 5.000% | 11/1/27 | 1,250 | 1,290 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue (AICUP Financing Program) | 5.000% | 11/1/42 | 535 | 547 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Pennsylvania Higher Educational Facilities Authority College & University Revenue, Prere. | 5.000% | 4/1/22 | 11,120 | 11,436 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue, Prere. | 5.000% | 11/1/22 | 1,260 | 1,331 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue, Prere. | 5.000% | 6/1/23 | 2,025 | 2,194 | |
| Pennsylvania Higher Educational Facilities Authority College & University Revenue, Prere. | 5.000% | 11/1/23 | 1,265 | 1,394 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/31 | 750 | 873 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/33 | 1,180 | 1,371 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/34 | 750 | 899 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/34 | 2,695 | 3,129 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/34 | 500 | 671 | |
| 6 | Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/34 | 1,100 | 1,438 |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/35 | 3,135 | 3,621 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/35 | 785 | 939 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/35 | 1,000 | 1,339 | |
| 6 | Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/35 | 2,245 | 2,929 |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/36 | 1,000 | 1,335 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/37 | 1,150 | 1,530 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/38 | 1,000 | 1,327 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/40 | 11,000 | 12,702 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/41 | 6,000 | 6,787 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/42 | 6,675 | 7,606 | |
| 6 | Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/42 | 5,400 | 6,288 |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/42 | 6,130 | 6,412 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/44 | 5,000 | 6,529 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/45 | 5 | 6 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 3.000% | 8/15/47 | 7,345 | 7,878 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/47 | 10,015 | 12,126 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 4.000% | 8/15/49 | 14,000 | 16,271 | |
| Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/15/49 | 12,010 | 15,056 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.200% | 10/1/31 | 2,500 | 2,635 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.950% | 10/1/34 | 3,000 | 3,196 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | 10/1/34 | 1,000 | 1,090 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.600% | 8/1/35 | 7,708 | 8,668 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.125% | 10/1/35 | 2,000 | 2,065 | |
| 6 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.070% | 10/1/36 | 5,000 | 4,989 |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | 10/1/36 | 4,920 | 5,077 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.700% | 10/1/39 | 6,845 | 7,139 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.150% | 10/1/39 | 3,000 | 3,191 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.350% | 10/1/40 | 6,000 | 6,122 | |
| 6 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.280% | 10/1/41 | 7,500 | 7,487 |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.200% | 10/1/41 | 3,820 | 3,974 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.650% | 10/1/42 | 6,610 | 6,881 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.100% | 10/1/44 | 6,000 | 6,373 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.500% | 10/1/45 | 5,000 | 5,059 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.375% | 10/1/46 | 10,005 | 9,986 | |
| 6 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.400% | 10/1/46 | 7,500 | 7,493 |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | 10/1/46 | 3,000 | 3,106 | |
| Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.500% | 10/1/50 | 3,000 | 3,016 | |
| 6 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue | 2.550% | 10/1/51 | 7,500 | 7,484 |
| 2,3 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue TOB VRDO | 0.050% | 9/2/21 | 1,500 | 1,500 |
| 2,3 | Pennsylvania Housing Finance Agency Local or Guaranteed Housing Revenue TOB VRDO | 0.060% | 9/7/21 | 5,725 | 5,725 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 2,3 | Pennsylvania State Turnpike Commission Turnpike Highway Revenue TOB VRDO | 0.140% | 9/2/21 | 6,600 | 6,600 |
| Pennsylvania State University College & University Revenue | 4.000% | 9/1/27 | 7,000 | 8,178 | |
| Pennsylvania State University College & University Revenue | 5.000% | 9/1/30 | 6,900 | 8,043 | |
| Pennsylvania State University College & University Revenue | 5.000% | 9/1/33 | 5,000 | 6,027 | |
| Pennsylvania State University College & University Revenue | 5.000% | 9/1/36 | 4,650 | 5,731 | |
| Pennsylvania State University College & University Revenue | 5.000% | 9/1/46 | 2,070 | 2,618 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/29 | 3,040 | 3,707 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/30 | 7,770 | 9,460 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 0.000% | 12/1/37 | 2,100 | 1,518 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/38 | 3,000 | 3,758 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/39 | 3,535 | 4,410 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/43 | 15,205 | 18,816 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/48 | 8,000 | 9,936 | |
| Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 5.000% | 12/1/48 | 17,100 | 21,026 | |
| 6 | Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 4.000% | 12/1/51 | 43,000 | 50,886 |
| 6 | Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 4.000% | 12/1/51 | 10,000 | 11,713 |
| 6 | Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue | 4.000% | 12/1/53 | 7,000 | 8,199 |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/28 | 2,305 | 2,764 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/28 | 7,060 | 8,465 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/30 | 2,500 | 3,225 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/31 | 9,775 | 11,207 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/32 | 7,090 | 8,356 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/32 | 10,000 | 11,463 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/32 | 9,325 | 11,600 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/33 | 5,410 | 6,444 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/33 | 1,250 | 1,583 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/33 | 2,000 | 2,281 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/33 | 9,800 | 11,235 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/33 | 500 | 648 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 12/1/33 | 2,560 | 3,039 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 1 | Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/34 | 1,325 | 1,617 |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/34 | 545 | 642 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/34 | 10,000 | 11,370 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/34 | 9,000 | 11,125 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/34 | 2,000 | 2,278 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/34 | 10,000 | 11,450 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 12/1/34 | 4,410 | 5,234 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/35 | 3,000 | 3,636 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/35 | 5,500 | 6,803 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/35 | 4,390 | 5,321 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/35 | 5,000 | 6,151 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/36 | 1,000 | 1,288 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/36 | 1,260 | 1,482 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/36 | 9,790 | 12,031 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/37 | 6,610 | 7,652 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/37 | 4,000 | 4,595 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/37 | 1,360 | 1,746 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/37 | 6,535 | 8,013 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/37 | 1,315 | 1,618 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/38 | 8,145 | 9,540 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/38 | 3,500 | 4,013 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/38 | 2,755 | 3,606 | |
| Pennsylvania Turnpike Commission Highway Revenue | 6.375% | 12/1/38 | 5,345 | 7,054 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/39 | 19,950 | 23,472 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/39 | 2,100 | 2,398 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 12/1/39 | 2,010 | 2,312 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/40 | 7,200 | 8,281 | |
| 5 | Pennsylvania Turnpike Commission Highway Revenue | 0.000% | 12/1/41 | 7,220 | 4,617 |
| Pennsylvania Turnpike Commission Highway Revenue | 0.000% | 12/1/41 | 500 | 310 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/41 | 2,255 | 2,694 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/41 | 3,035 | 3,707 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 6/1/42 | 14,500 | 17,348 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/42 | 5,000 | 5,917 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.500% | 12/1/42 | 2,950 | 3,620 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/43 | 4,500 | 5,313 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/43 | 1,275 | 1,398 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/44 | 6,400 | 7,261 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/44 | 6,000 | 6,807 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/44 | 1,890 | 2,389 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 12/1/44 | 2,640 | 3,038 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/45 | 14,960 | 17,355 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/45 | 4,700 | 5,463 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/45 | 5,515 | 7,105 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 12/1/45 | 5,000 | 5,852 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/46 | 3,605 | 4,242 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/46 | 4,095 | 4,749 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/46 | 16,000 | 18,882 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.500% | 12/1/46 | 7,000 | 8,548 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.250% | 6/1/47 | 12,500 | 15,289 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/48 | 13,750 | 17,120 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/49 | 5,380 | 6,256 | |
| 1 | Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/49 | 5,000 | 5,835 |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/49 | 5,650 | 7,113 | |
| Pennsylvania Turnpike Commission Highway Revenue | 5.000% | 12/1/50 | 9,400 | 12,060 | |
| Pennsylvania Turnpike Commission Highway Revenue | 4.000% | 12/1/51 | 3,250 | 3,816 | |
| 2,3 | Pennsylvania Turnpike Commission Highway Revenue TOB VRDO | 0.050% | 9/2/21 | 7,330 | 7,330 |
| 1,2,3 | Pennsylvania Turnpike Commission Highway Revenue TOB VRDO | 0.070% | 9/2/21 | 1,300 | 1,300 |
| 2,3 | Pennsylvania Turnpike Commission Highway Revenue TOB VRDO | 0.120% | 9/2/21 | 6,910 | 6,910 |
| 2,3 | Pennsylvania Turnpike Commission Highway Revenue TOB VRDO | 0.120% | 9/2/21 | 4,140 | 4,140 |
| 2,3 | Pennsylvania Turnpike Commission Highway Revenue TOB VRDO | 0.120% | 9/2/21 | 2,800 | 2,800 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 3 | Pennsylvania Turnpike Commission Highway Revenue VRDO | 0.010% | 9/2/21 | 19,400 | 19,400 |
| 3 | Pennsylvania Turnpike Commission Highway Revenue VRDO | 0.020% | 9/2/21 | 27,920 | 27,920 |
| 9 | Pennsylvania Turnpike Commission Highway Revenue, 4.500% coupon rate effective 12/1/21 | 0.000% | 12/1/34 | 3,855 | 4,417 |
| 9 | Pennsylvania Turnpike Commission Highway Revenue, 4.750% coupon rate effective 12/1/21 | 0.000% | 12/1/37 | 4,070 | 4,686 |
| 9 | Pennsylvania Turnpike Commission Highway Revenue, 6.100% coupon rate effective 12/1/28 | 0.000% | 12/1/41 | 9,795 | 10,449 |
| Pennsylvania Turnpike Commission Highway Revenue, Prere. | 5.000% | 12/1/22 | 2,140 | 2,269 | |
| 1,2,3 | Pennsylvania Turnpike Commission Miscellaneous Revenue TOB VRDO | 0.040% | 9/1/21 | 9,895 | 9,895 |
| Peters Township School District Washington County GO | 5.000% | 9/1/37 | 3,000 | 3,766 | |
| Peters Township School District Washington County GO | 5.000% | 9/1/38 | 7,555 | 9,458 | |
| 2,3 | Peters Township School District Washington County GO TOB VRDO | 0.070% | 9/7/21 | 4,780 | 4,780 |
| 2 | Philadelphia Authority for Industrial Development Charter School Aid Revenue | 5.000% | 6/15/40 | 200 | 236 |
| 2 | Philadelphia Authority for Industrial Development Charter School Aid Revenue | 5.000% | 6/15/50 | 200 | 233 |
| Philadelphia Authority for Industrial Development Charter School Aid Revenue (Mast Charter School Project) | 5.000% | 8/1/50 | 1,425 | 1,717 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 4/1/29 | 3,500 | 4,041 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 11/1/31 | 2,000 | 2,570 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 11/1/32 | 2,000 | 2,562 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 4/1/36 | 4,750 | 5,437 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 4.000% | 11/1/37 | 1,400 | 1,647 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 4.000% | 11/1/38 | 1,975 | 2,318 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 4/1/40 | 7,430 | 8,477 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 5/1/40 | 1,000 | 1,124 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 4.000% | 11/1/45 | 15,030 | 17,346 | |
| Philadelphia Authority for Industrial Development College & University Revenue | 5.000% | 5/1/50 | 2,000 | 2,222 | |
| Philadelphia Authority for Industrial Development Government Fund/Grant Revenue | 5.000% | 11/1/47 | 5,000 | 5,814 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/33 | 3,600 | 4,443 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/34 | 2,180 | 2,687 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 4.000% | 7/1/35 | 2,150 | 2,507 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/35 | 2,425 | 2,930 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 4.000% | 7/1/36 | 3,780 | 4,405 | |
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/36 | 11,000 | 13,264 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue | 5.000% | 9/1/47 | 12,000 | 14,329 | |
| 3 | Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue (Gift of Life Donor Program) VRDO | 0.020% | 9/2/21 | 190 | 190 |
| Philadelphia Authority for Industrial Development Lease (Appropriation) Revenue | 5.000% | 12/1/27 | 960 | 1,141 | |
| Philadelphia Authority for Industrial Development Lease (Appropriation) Revenue | 5.000% | 12/1/28 | 3,885 | 4,606 | |
| Philadelphia Authority for Industrial Development Lease (Appropriation) Revenue | 5.000% | 12/1/31 | 1,130 | 1,339 | |
| Philadelphia Authority for Industrial Development Lease Revenue | 5.000% | 12/1/37 | 3,250 | 3,948 | |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 7/1/22 | 10 | 10 |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/22 | 1,375 | 1,446 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/28 | 1,400 | 1,698 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/30 | 3,050 | 3,681 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/31 | 1,750 | 2,053 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/31 | 3,270 | 3,945 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/33 | 2,500 | 3,011 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 10/1/34 | 4,175 | 5,018 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/35 | 4,000 | 4,871 | |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 8/1/36 | 1,150 | 1,381 |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/36 | 2,000 | 2,438 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/37 | 2,000 | 2,432 | |
| Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 10/1/37 | 1,120 | 1,250 | |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 8/1/38 | 1,500 | 1,791 |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/38 | 7,375 | 9,478 |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 8/1/39 | 1,400 | 1,667 |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 8/1/40 | 1,550 | 1,842 |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/40 | 3,000 | 3,831 |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/42 | 5,000 | 6,013 | |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 4.000% | 8/1/45 | 5,400 | 6,331 |
| Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/47 | 11,800 | 14,035 | |
| 1 | Philadelphia Gas Works Co. Natural Gas Revenue | 5.000% | 8/1/50 | 5,000 | 6,232 |
| Philadelphia Hospitals & Higher Education Facilities Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/34 | 1,000 | 1,175 | |
| Philadelphia Hospitals & Higher Education Facilities Authority Health, Hospital, Nursing Home Revenue | 5.625% | 7/1/42 | 3,850 | 3,992 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 5.000% | 7/1/30 | 1,345 | 1,661 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 5.000% | 7/1/31 | 1,800 | 2,215 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 5.000% | 7/1/32 | 1,400 | 1,718 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 4.000% | 7/1/33 | 1,345 | 1,638 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 5.000% | 7/1/33 | 750 | 920 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 4.000% | 7/1/34 | 1,400 | 1,699 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 4.000% | 7/1/36 | 3,965 | 4,779 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 4.000% | 7/1/37 | 2,480 | 2,978 | |
| Philadelphia PA Airport Port, Airport & Marina Revenue | 4.000% | 7/1/39 | 6,000 | 7,151 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Philadelphia PA Airport Port, Airport & Marina Revenue | 5.000% | 7/1/42 | 5,000 | 6,127 | |
| 5 | Philadelphia PA Airport Port, Airport & Marina Revenue | 3.000% | 7/1/50 | 5,000 | 5,302 |
| Philadelphia PA GO | 5.000% | 8/1/23 | 3,800 | 4,154 | |
| Philadelphia PA GO | 5.250% | 1/15/24 | 3,585 | 4,012 | |
| Philadelphia PA GO | 5.000% | 8/1/26 | 4,125 | 5,020 | |
| Philadelphia PA GO | 5.000% | 2/1/30 | 2,500 | 3,234 | |
| Philadelphia PA GO | 5.000% | 2/1/31 | 2,500 | 3,214 | |
| Philadelphia PA GO | 5.000% | 8/1/31 | 2,000 | 2,460 | |
| Philadelphia PA GO | 5.000% | 8/1/32 | 4,000 | 4,681 | |
| Philadelphia PA GO | 5.000% | 8/1/32 | 3,000 | 3,682 | |
| Philadelphia PA GO | 5.000% | 8/1/32 | 4,420 | 5,424 | |
| Philadelphia PA GO | 5.000% | 8/1/33 | 4,000 | 4,677 | |
| Philadelphia PA GO | 5.000% | 5/1/35 | 4,520 | 5,980 | |
| 1 | Philadelphia PA GO | 5.000% | 8/1/35 | 6,000 | 7,353 |
| Philadelphia PA GO | 5.000% | 5/1/36 | 4,690 | 6,182 | |
| Philadelphia PA GO | 4.000% | 5/1/37 | 4,435 | 5,350 | |
| Philadelphia PA GO | 4.000% | 5/1/38 | 4,000 | 4,812 | |
| Philadelphia PA GO | 4.000% | 5/1/39 | 5,000 | 5,998 | |
| Philadelphia PA GO | 4.000% | 5/1/40 | 2,950 | 3,531 | |
| Philadelphia PA GO | 4.000% | 5/1/41 | 2,020 | 2,410 | |
| 3 | Philadelphia PA GO VRDO | 0.010% | 9/2/21 | 6,100 | 6,100 |
| Philadelphia PA Water & Wastewater Water Revenue | 4.000% | 10/1/31 | 6,210 | 7,176 | |
| Philadelphia PA Water & Wastewater Water Revenue | 4.000% | 10/1/32 | 6,440 | 7,423 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/32 | 1,000 | 1,248 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/33 | 1,765 | 2,197 | |
| Philadelphia PA Water & Wastewater Water Revenue | 4.000% | 7/1/34 | 6,000 | 6,694 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/34 | 2,000 | 2,494 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/34 | 2,735 | 3,647 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/34 | 1,200 | 1,489 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/37 | 2,295 | 3,032 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/38 | 2,560 | 3,374 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/39 | 2,355 | 3,095 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/44 | 4,000 | 5,091 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/45 | 5,000 | 6,400 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/48 | 2,000 | 2,478 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/50 | 8,800 | 11,150 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/52 | 4,000 | 4,842 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.250% | 10/1/52 | 1,000 | 1,225 | |
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 10/1/53 | 10,000 | 12,373 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Philadelphia PA Water & Wastewater Water Revenue | 5.000% | 11/1/54 | 8,000 | 10,066 | |
| Philadelphia PA Water & Wastewater Water Revenue, Prere. | 5.125% | 1/1/22 | 9,000 | 9,148 | |
| Philadelphia PA Water & Wastewater Water Revenue, Prere. | 5.000% | 7/1/24 | 10,000 | 11,345 | |
| Philadelphia PA Water & Wastewater Water Revenue, Prere. | 5.000% | 7/1/24 | 4,375 | 4,963 | |
| Philadelphia PA Water & Wastewater Water Revenue, Prere. | 5.000% | 7/1/24 | 14,000 | 15,883 | |
| 7 | Philadelphia Parking Authority Auto Parking Revenue | 5.125% | 2/15/24 | 560 | 562 |
| Philadelphia Parking Authority Port, Airport & Marina Revenue | 5.125% | 9/1/29 | 5,975 | 5,996 | |
| Philadelphia Redevelopment Authority Lease Revenue | 5.000% | 4/15/27 | 2,000 | 2,325 | |
| Philadelphia Redevelopment Authority Lease Revenue | 5.000% | 4/15/28 | 3,000 | 3,479 | |
| 8 | Philadelphia School District GO | 5.000% | 6/1/26 | 5,000 | 6,062 |
| Philadelphia School District GO | 5.000% | 9/1/28 | 5,000 | 6,048 | |
| Philadelphia School District GO | 5.000% | 9/1/29 | 2,665 | 3,126 | |
| Philadelphia School District GO | 5.000% | 9/1/29 | 5,135 | 6,192 | |
| Philadelphia School District GO | 5.000% | 9/1/31 | 2,000 | 2,345 | |
| Philadelphia School District GO | 5.000% | 9/1/33 | 1,045 | 1,313 | |
| Philadelphia School District GO | 5.000% | 9/1/35 | 2,500 | 2,994 | |
| Philadelphia School District GO | 5.000% | 9/1/35 | 4,240 | 5,293 | |
| Philadelphia School District GO | 5.000% | 9/1/36 | 2,015 | 2,409 | |
| Philadelphia School District GO | 4.000% | 9/1/37 | 2,300 | 2,711 | |
| Philadelphia School District GO | 5.000% | 9/1/37 | 2,015 | 2,405 | |
| Philadelphia School District GO | 5.000% | 9/1/37 | 3,825 | 4,743 | |
| Philadelphia School District GO | 4.000% | 9/1/38 | 2,300 | 2,705 | |
| Philadelphia School District GO | 5.000% | 9/1/38 | 2,000 | 2,383 | |
| 1 | Philadelphia School District GO | 4.000% | 9/1/43 | 3,160 | 3,677 |
| Philadelphia School District GO | 5.000% | 9/1/44 | 10,165 | 12,736 | |
| Pine-Richland School District GO | 4.000% | 3/1/35 | 500 | 602 | |
| Pine-Richland School District GO | 4.000% | 3/1/36 | 1,245 | 1,494 | |
| Pine-Richland School District GO | 4.000% | 3/1/37 | 750 | 897 | |
| Pittsburgh and Allegheny County Sports & Exhibition Authority Auto Parking Revenue | 5.000% | 12/15/31 | 1,000 | 1,248 | |
| Pittsburgh and Allegheny County Sports & Exhibition Authority Auto Parking Revenue | 5.000% | 12/15/32 | 500 | 622 | |
| Pittsburgh and Allegheny County Sports & Exhibition Authority Auto Parking Revenue | 5.000% | 12/15/34 | 1,000 | 1,242 | |
| Pittsburgh and Allegheny County Sports & Exhibition Authority Auto Parking Revenue | 5.000% | 12/15/36 | 500 | 618 | |
| Pittsburgh and Allegheny County Sports & Exhibition Authority Auto Parking Revenue | 5.000% | 12/15/37 | 500 | 617 | |
| 1 | Pittsburgh and Allegheny County Sports & Exhibition Authority Lease (Appropriation) Revenue VRDO | 0.030% | 9/2/21 | 1,000 | 1,000 |
| Pittsburgh PA GO | 4.000% | 9/1/31 | 500 | 598 | |
| Pittsburgh PA GO | 3.000% | 9/1/32 | 500 | 548 | |
| Pittsburgh PA GO | 3.000% | 9/1/33 | 550 | 602 | |
| Pittsburgh PA GO | 4.000% | 9/1/34 | 650 | 774 | |
| Pittsburgh PA GO | 5.000% | 9/1/34 | 50 | 62 | |
| Pittsburgh PA GO | 4.000% | 9/1/35 | 750 | 875 | |
| Pittsburgh PA GO | 5.000% | 9/1/35 | 600 | 740 | |
| Pittsburgh PA GO | 4.000% | 9/1/36 | 875 | 1,019 | |
| Pittsburgh PA GO | 4.000% | 9/1/36 | 840 | 995 | |
| Pittsburgh PA GO | 5.000% | 9/1/36 | 825 | 1,016 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Pittsburgh PA GO | 4.000% | 9/1/37 | 500 | 589 | |
| Pittsburgh PA GO | 4.000% | 9/1/38 | 500 | 579 | |
| Pittsburgh PA GO | 4.000% | 9/1/38 | 800 | 941 | |
| Pittsburgh PA GO | 4.000% | 9/1/39 | 750 | 879 | |
| 5 | Pittsburgh PA GO, Prere. | 5.000% | 9/1/24 | 1,150 | 1,315 |
| Pittsburgh School District GO | 4.000% | 9/1/33 | 1,030 | 1,222 | |
| Pittsburgh School District GO | 4.000% | 9/1/34 | 1,710 | 2,023 | |
| Pittsburgh School District GO | 4.000% | 9/1/35 | 1,095 | 1,264 | |
| Pittsburgh School District GO | 4.000% | 9/1/35 | 1,670 | 1,973 | |
| Pittsburgh School District GO | 4.000% | 9/1/36 | 1,220 | 1,406 | |
| Pittsburgh School District GO | 4.000% | 9/1/37 | 1,180 | 1,357 | |
| Pittsburgh School District GO | 4.000% | 9/1/38 | 1,740 | 1,997 | |
| 8 | Pittsburgh Water & Sewer Authority Water Revenue | 0.000% | 9/1/27 | 10,830 | 9,967 |
| 8 | Pittsburgh Water & Sewer Authority Water Revenue | 0.000% | 9/1/29 | 10,000 | 8,720 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 5.000% | 9/1/30 | 1,240 | 1,656 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 5.000% | 9/1/31 | 4,500 | 6,071 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 5.000% | 9/1/32 | 2,850 | 3,929 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 5.000% | 9/1/34 | 1,085 | 1,397 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 4.000% | 9/1/36 | 950 | 1,157 |
| Pittsburgh Water & Sewer Authority Water Revenue | 5.250% | 9/1/36 | 5,000 | 5,478 | |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 4.000% | 9/1/37 | 1,350 | 1,640 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 3.000% | 9/1/39 | 1,000 | 1,103 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 3.000% | 9/1/40 | 750 | 823 |
| Pittsburgh Water & Sewer Authority Water Revenue | 5.250% | 9/1/40 | 5,000 | 5,472 | |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 4.000% | 9/1/45 | 2,375 | 2,827 |
| 1 | Pittsburgh Water & Sewer Authority Water Revenue | 4.000% | 9/1/50 | 2,500 | 2,961 |
| 5 | Plum Boro PA School District GO, Prere. | 5.000% | 9/15/23 | 4,920 | 5,399 |
| Pocono Mountains Industrial Park Authority Health, Hospital, Nursing Home Revenue (St. Lukes Hospital-Monroe Project) | 5.000% | 8/15/40 | 3,750 | 4,195 | |
| Pocono Mountains Industrial Park Authority Health, Hospital, Nursing Home Revenue (St. Lukes Hospital-Monroe Project) | 4.000% | 8/15/45 | 1,705 | 1,837 | |
| Pottsville PA Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/41 | 6,275 | 7,452 | |
| Pottsville PA Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 7/1/45 | 14,405 | 17,020 | |
| Quaker Valley PA School District GO | 5.000% | 10/1/31 | 350 | 464 | |
| Quaker Valley PA School District GO | 5.000% | 10/1/32 | 365 | 482 | |
| Quaker Valley PA School District GO | 5.000% | 10/1/33 | 330 | 434 | |
| Quaker Valley PA School District GO | 5.000% | 10/1/34 | 400 | 524 | |
| Quaker Valley PA School District GO | 5.000% | 10/1/35 | 350 | 458 | |
| Radnor Township School District GO | 4.000% | 8/15/38 | 1,430 | 1,704 | |
| Radnor Township School District GO | 4.000% | 8/15/39 | 1,400 | 1,663 | |
| Radnor Township School District GO | 4.000% | 8/15/40 | 1,250 | 1,482 | |
| 1 | Reading School District GO | 5.000% | 3/1/38 | 1,750 | 2,112 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 1 | Ridley School District GO | 4.000% | 11/15/34 | 1,000 | 1,201 |
| 1 | Ridley School District GO | 4.000% | 11/15/35 | 1,250 | 1,495 |
| 1 | Ridley School District GO | 4.000% | 11/15/37 | 800 | 952 |
| 5 | Schuylkill County Municipal Authority Water Revenue | 4.000% | 6/15/40 | 3,650 | 4,083 |
| 1 | Scott PA GO | 3.000% | 8/15/34 | 290 | 327 |
| 1 | Scott PA GO | 3.000% | 8/15/38 | 300 | 335 |
| 1 | Scott PA GO | 3.000% | 8/15/42 | 650 | 718 |
| 1 | Scott PA GO | 3.000% | 8/15/46 | 600 | 657 |
| 1 | Scott PA GO | 3.000% | 8/15/50 | 605 | 660 |
| Scranton PA School District GO | 4.000% | 12/1/40 | 500 | 581 | |
| Scranton PA School District GO | 4.000% | 12/1/45 | 1,740 | 2,002 | |
| Scranton-Lackawanna Health and Welfare Authority College & University Revenue | 5.000% | 11/1/37 | 2,500 | 2,910 | |
| Snyder County Higher Education Authority College & University Revenue | 5.000% | 1/1/30 | 1,285 | 1,568 | |
| Snyder County Higher Education Authority College & University Revenue | 5.000% | 1/1/31 | 1,250 | 1,519 | |
| Snyder County Higher Education Authority College & University Revenue (Susquehanna University Project) | 5.000% | 1/1/29 | 1,335 | 1,546 | |
| Snyder County Higher Education Authority College & University Revenue (Susquehanna University Project) | 5.000% | 1/1/30 | 1,180 | 1,362 | |
| Snyder County Higher Education Authority College & University Revenue (Susquehanna University Project) | 5.000% | 1/1/31 | 1,250 | 1,441 | |
| Snyder County Higher Education Authority College & University Revenue (Susquehanna University Project) | 5.000% | 1/1/32 | 1,695 | 1,950 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/27 | 1,480 | 1,734 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue | 5.000% | 12/1/29 | 1,090 | 1,272 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue | 5.000% | 6/1/44 | 5,000 | 6,236 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue | 4.000% | 6/1/49 | 11,500 | 13,186 | |
| 2,3 | Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue TOB VRDO | 0.050% | 9/2/21 | 4,000 | 4,000 |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue VRDO | 0.010% | 9/1/21 | 400 | 400 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | 6/1/24 | 2,500 | 2,831 | |
| Southcentral Pennsylvania General Authority Health, Hospital, Nursing Home Revenue, Prere. | 5.000% | 6/1/24 | 1,130 | 1,280 | |
| State College PA Area School District GO | 5.000% | 5/15/36 | 375 | 468 | |
| State College PA Area School District GO | 5.000% | 5/15/37 | 680 | 847 | |
| State College PA Area School District GO | 5.000% | 5/15/38 | 400 | 497 | |
| State College PA Area School District GO | 5.000% | 3/15/40 | 3,000 | 3,436 | |
| 5 | State Public School Building Authority College & University Revenue | 4.000% | 3/1/31 | 500 | 591 |
| State Public School Building Authority College & University Revenue | 5.000% | 5/1/33 | 1,025 | 1,171 | |
| State Public School Building Authority College & University Revenue | 5.000% | 5/1/34 | 2,125 | 2,427 | |
| State Public School Building Authority College & University Revenue | 5.000% | 5/1/35 | 1,510 | 1,725 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| 5 | State Public School Building Authority College & University Revenue (Community College Allegheny County Project) | 4.000% | 6/15/33 | 1,000 | 1,133 |
| 5 | State Public School Building Authority College & University Revenue (Delaware County Community College Project) | 5.000% | 10/1/29 | 1,210 | 1,389 |
| 5 | State Public School Building Authority College & University Revenue (Delaware County Community College Project) | 5.000% | 10/1/30 | 1,055 | 1,210 |
| State Public School Building Authority College & University Revenue, Prere. | 5.500% | 5/1/23 | 6,165 | 6,707 | |
| State Public School Building Authority Lease (Appropriation) Revenue (Chester Upland School District Project) | 5.250% | 9/15/30 | 3,545 | 4,423 | |
| State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/24 | 2,000 | 2,234 | |
| State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/25 | 2,940 | 3,391 | |
| State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/28 | 11,410 | 13,886 | |
| 1 | State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/30 | 13,000 | 15,821 |
| 1 | State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/32 | 4,655 | 5,657 |
| 1 | State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/33 | 3,240 | 3,928 |
| State Public School Building Authority Lease (Non-Terminable) Revenue | 5.000% | 6/1/34 | 6,000 | 7,250 | |
| 1 | State Public School Building Authority Miscellaneous Revenue | 5.000% | 12/1/30 | 3,020 | 3,674 |
| 1 | State Public School Building Authority Miscellaneous Revenue | 5.000% | 12/1/32 | 2,100 | 2,548 |
| 1 | State Public School Building Authority Miscellaneous Revenue | 5.000% | 12/1/33 | 1,585 | 1,921 |
| 1 | State Public School Building Authority Miscellaneous Revenue, Prere. | 5.000% | 12/1/26 | 415 | 510 |
| 1 | State Public School Building Authority Miscellaneous Revenue, Prere. | 5.000% | 12/1/26 | 480 | 590 |
| 1 | State Public School Building Authority Miscellaneous Revenue, Prere. | 5.000% | 12/1/26 | 650 | 799 |
| 5 | Susquehanna Area Regional Airport Authority Port, Airport & Marina Revenue | 4.000% | 1/1/33 | 5,000 | 5,153 |
| Susquehanna Township School District GO | 3.000% | 5/15/33 | 1,500 | 1,656 | |
| Swarthmore Borough Authority College & University Revenue | 5.000% | 9/15/47 | 1,600 | 1,998 | |
| 5 | Trinity Area School District GO | 4.000% | 1/15/35 | 3,000 | 3,457 |
| 5 | Trinity Area School District GO | 4.000% | 1/15/36 | 3,000 | 3,446 |
| 5 | Trinity Area School District GO | 4.000% | 1/15/38 | 3,700 | 4,233 |
| Union County Higher Educational Facilities Financing Authority College & University Revenue VRDO | 0.010% | 9/2/21 | 540 | 540 | |
| Union County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/1/43 | 2,945 | 3,444 | |
| Union County Hospital Authority Health, Hospital, Nursing Home Revenue | 5.000% | 8/1/48 | 3,000 | 3,507 | |
| Unionville-Chadds Ford School District GO | 4.000% | 6/1/31 | 4,400 | 5,131 | |
| 1 | Upper Allegheny Joint Sanitary Authority Sewer Revenue | 3.000% | 9/1/39 | 1,000 | 1,089 |
| 5 | Upper Darby School District GO | 4.000% | 4/1/46 | 800 | 941 |
| 5 | Upper Darby School District GO | 4.000% | 4/1/51 | 2,800 | 3,298 |
| Upper Merion Area School District GO | 5.000% | 1/15/34 | 500 | 593 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Upper Merion Area School District GO | 5.000% | 1/15/36 | 1,620 | 1,857 | |
| Upper Merion Area School District GO | 3.000% | 1/15/42 | 2,000 | 2,188 | |
| Upper Merion Area School District GO | 4.000% | 1/15/46 | 3,000 | 3,511 | |
| Upper St. Clair Township School District GO | 3.500% | 10/1/37 | 7,240 | 7,902 | |
| Upper St. Clair Township School District GO | 3.625% | 10/1/39 | 5,000 | 5,470 | |
| Washington County Authority College & University Revenue VRDO | 0.010% | 9/2/21 | 13,600 | 13,600 | |
| Washington County PA IDA College & University Revenue (AICUP Financing Program) | 4.000% | 11/1/31 | 3,440 | 3,848 | |
| Washington County PA IDA College & University Revenue (AICUP Financing Program) | 4.000% | 11/1/32 | 3,110 | 3,467 | |
| West Bradford Township PA GO | 4.000% | 12/15/40 | 745 | 864 | |
| West Bradford Township PA GO | 4.000% | 12/15/45 | 1,395 | 1,603 | |
| West Bradford Township PA GO | 4.000% | 12/15/49 | 1,125 | 1,288 | |
| West Cornwall Township Municipal Authority Health, Hospital, Nursing Home Revenue | 5.000% | 12/15/48 | 2,750 | 3,121 | |
| 5 | West Mifflin School District GO | 3.000% | 4/1/34 | 1,300 | 1,431 |
| 5 | West Mifflin School District GO | 3.000% | 4/1/38 | 5,920 | 6,442 |
| West Shore Area Authority Health, Hospital, Nursing Home Revenue (Messiah Village Project) | 5.000% | 7/1/22 | 510 | 527 | |
| West Shore Area Authority Health, Hospital, Nursing Home Revenue (Messiah Village Project) | 5.000% | 7/1/25 | 1,605 | 1,778 | |
| West Shore Area Authority Health, Hospital, Nursing Home Revenue (Messiah Village Project) | 5.000% | 7/1/30 | 1,500 | 1,679 | |
| West Shore Area Authority Health, Hospital, Nursing Home Revenue (Messiah Village Project) | 5.000% | 7/1/35 | 1,750 | 1,942 | |
| West Shore PA School District GO | 5.000% | 11/15/32 | 600 | 767 | |
| West Shore PA School District GO | 4.000% | 11/15/34 | 640 | 766 | |
| West Shore PA School District GO | 4.000% | 11/15/35 | 540 | 645 | |
| West Shore PA School District GO | 4.000% | 11/15/36 | 1,100 | 1,311 | |
| West Shore PA School District GO | 4.000% | 11/15/37 | 1,000 | 1,189 | |
| West Shore PA School District GO | 4.000% | 11/15/38 | 500 | 594 | |
| West Shore PA School District GO | 4.000% | 11/15/40 | 900 | 1,061 | |
| West Shore PA School District GO | 4.000% | 11/15/45 | 1,000 | 1,176 | |
| West Shore PA School District GO | 4.000% | 11/15/48 | 1,000 | 1,175 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/32 | 1,050 | 1,235 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/33 | 1,000 | 1,172 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/34 | 1,000 | 1,168 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/35 | 1,200 | 1,397 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/36 | 2,300 | 2,665 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/37 | 2,415 | 2,793 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/38 | 1,625 | 1,860 | |
| West View Municipal Authority Water Revenue | 4.000% | 11/15/39 | 1,400 | 1,598 | |
| West York Area School District GO | 5.000% | 4/1/33 | 4,265 | 4,580 | |
| 5 | Westmoreland County Municipal Authority Water Revenue | 4.000% | 8/15/34 | 8,000 | 9,182 |
| 5 | Westmoreland County Municipal Authority Water Revenue | 4.000% | 8/15/35 | 8,000 | 9,170 |
| 5 | Westmoreland County Municipal Authority Water Revenue | 5.000% | 8/15/42 | 2,775 | 3,213 |
| Westmoreland County PA IDA Health, Hospital, Nursing Home Revenue (Excela Health Project) | 4.000% | 7/1/37 | 5,430 | 6,458 | |
| 2 | Westmoreland County PA IDA Revenue | 4.720% | 7/1/35 | 6,650 | 7,310 |
| Wilkes-Barre Finance Authority College & University Revenue | 5.000% | 11/1/30 | 2,315 | 2,695 |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Wilkes-Barre Finance Authority College & University Revenue | 5.000% | 11/1/31 | 2,430 | 2,819 | |
| Wilkes-Barre Finance Authority College & University Revenue | 5.000% | 11/1/34 | 1,000 | 1,154 | |
| 5 | Wilkes-Barre PA Area School District GO | 5.000% | 8/1/27 | 1,240 | 1,524 |
| 5 | Wilkes-Barre PA Area School District GO | 5.000% | 8/1/29 | 1,860 | 2,264 |
| 5 | Wilkes-Barre PA Area School District GO | 4.000% | 4/15/49 | 2,250 | 2,604 |
| 5 | Wilkes-Barre PA Area School District GO | 4.000% | 4/15/54 | 2,800 | 3,232 |
| 5 | Wilkes-Barre PA Area School District GO | 5.000% | 4/15/59 | 2,380 | 2,937 |
| 5 | William Penn School District GO | 3.000% | 11/15/34 | 2,595 | 2,826 |
| 5 | Woodland Hills School District GO | 3.000% | 9/1/35 | 3,620 | 3,908 |
| Wyomissing Area School District GO | 4.000% | 2/1/38 | 800 | 923 | |
| York County PA GO | 5.000% | 6/1/33 | 1,020 | 1,168 | |
| York County PA GO | 4.000% | 3/1/34 | 3,000 | 3,515 | |
| York County PA GO, Prere. | 5.000% | 6/1/23 | 5,000 | 5,423 | |
| 4,586,383 | |||||
| Guam (0.1%) | |||||
| Guam Miscellaneous Taxes Revenue | 5.000% | 11/15/34 | 210 | 240 | |
| 6 | Guam Miscellaneous Taxes Revenue | 4.000% | 1/1/42 | 575 | 655 |
| Guam Power Authority Electric Power & Light Revenue | 5.000% | 10/1/27 | 1,000 | 1,112 | |
| Guam Power Authority Electric Power & Light Revenue | 5.000% | 10/1/36 | 650 | 755 | |
| 2,762 | |||||
| Puerto Rico (0.5%) | |||||
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | 7/1/24 | 685 | 661 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | 7/1/27 | 1,269 | 1,170 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | 7/1/29 | 2,106 | 1,849 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | 7/1/31 | 1,750 | 1,417 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.329% | 7/1/40 | 10,471 | 11,877 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.329% | 7/1/40 | 1,376 | 1,561 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.550% | 7/1/40 | 85 | 98 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.550% | 7/1/40 | 120 | 138 | |
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | 7/1/46 | 295 | 98 | |
| Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | ||
| Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 5.000% | 7/1/58 | 2,795 | 3,229 | |
| 22,098 | |||||
| Total Tax-Exempt Municipal Bonds (Cost $4,262,283) | 4,611,243 | ||||
| Total Investments (101.4%) (Cost $4,262,283) | 4,611,243 | ||||
| Other Assets and Liabilities—Net (-1.4%) | (62,741) | ||||
| Net Assets (100%) | 4,548,502 | ||||
| Cost is in $000. | |||||
| 1 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2021, the aggregate value was $104,163,000, representing 2.3% of net assets. |
| 3 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
| 4 | Securities with a value of $1,548,000 have been segregated as initial margin for open futures contracts. |
| 5 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of August 31, 2021. |
| 7 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
| 8 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 9 | Step bond. |
| COP—Certificate of Participation. | |
| ETM—Escrowed to Maturity. | |
| GO—General Obligation Bond. | |
| IDA—Industrial Development Authority Bond. | |
| Prere.—Prerefunded. | |
| PUT—Put Option Obligation. | |
| TOB—Tender Option Bond. | |
| VRDO—Variable Rate Demand Obligation. |
Derivative Financial Instruments Outstanding as of Period End
| Futures Contracts | ||||
| ($000) | ||||
| Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
| Long Futures Contracts | ||||
| 5-Year U.S. Treasury Note | December 2021 | 488 | 60,375 | 186 |
| Short Futures Contracts | ||||
| Long U.S. Treasury Bond | December 2021 | (70) | (11,408) | (15) |
| Ultra 10-Year U.S. Treasury Note | December 2021 | (235) | (34,784) | 57 |
| Ultra Long U.S. Treasury Bond | December 2021 | (92) | (18,150) | 64 |
| 106 | ||||
| 292 | ||||
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund’s investments and derivatives as of August 31, 2021, based on the inputs used to value them:
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| Tax-Exempt Municipal Bonds | — | 4,611,243 | — | 4,611,243 |
| Derivative Financial Instruments | ||||
| Assets | ||||
| Futures Contracts1 | 307 | — | — | 307 |
| Liabilities | ||||
| Futures Contracts1 | 15 | — | — | 15 |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. |