Vanguard Tax-Managed Balanced Fund
Schedule of Investments (unaudited)
As of September 30, 2020
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.
Shares | Market Value ($000) | ||||
Common Stocks (47.6%) | |||||
Basic Materials (0.8%) | |||||
Linde plc | 52,529 | 12,509 | |||
Ecolab Inc. | 32,303 | 6,455 | |||
Air Products & Chemicals Inc. | 19,099 | 5,689 | |||
Newmont Corp. | 79,841 | 5,066 | |||
Freeport-McMoRan Inc. | 141,389 | 2,211 | |||
Dow Inc. | 36,222 | 1,704 | |||
Celanese Corp. Class A | 14,628 | 1,572 | |||
Hexcel Corp. | 45,766 | 1,535 | |||
* | Element Solutions Inc. | 128,571 | 1,351 | ||
FMC Corp. | 9,098 | 964 | |||
Fastenal Co. | 21,246 | 958 | |||
Albemarle Corp. | 10,400 | 929 | |||
Royal Gold Inc. | 7,100 | 853 | |||
* | Alcoa Corp. | 70,034 | 815 | ||
International Flavors & Fragrances Inc. | 6,430 | 787 | |||
Reliance Steel & Aluminum Co. | 6,900 | 704 | |||
Scotts Miracle-Gro Co. | 4,442 | 679 | |||
Westlake Chemical Corp. | 9,894 | 626 | |||
Huntsman Corp. | 27,900 | 620 | |||
Eastman Chemical Co. | 7,819 | 611 | |||
Avery Dennison Corp. | 4,600 | 588 | |||
CF Industries Holdings Inc. | 16,859 | 518 | |||
Nucor Corp. | 11,200 | 502 | |||
Ashland Global Holdings Inc. | 6,198 | 440 | |||
LyondellBasell Industries NV Class A | 5,638 | 397 | |||
NewMarket Corp. | 1,129 | 386 | |||
Mosaic Co. | 18,068 | 330 | |||
* | Univar Solutions Inc. | 19,164 | 324 | ||
Valvoline Inc. | 17,015 | 324 | |||
Timken Co. | 5,841 | 317 | |||
W R Grace & Co. | 6,600 | 266 | |||
Steel Dynamics Inc. | 4,100 | 117 | |||
* | Arconic Corp. | 4 | — | ||
51,147 | |||||
Consumer Discretionary (8.2%) | |||||
* | Amazon.com Inc. | 41,171 | 129,636 | ||
Home Depot Inc. | 104,969 | 29,151 | |||
* | Tesla Inc. | 65,015 | 27,892 | ||
Walt Disney Co. | 178,123 | 22,101 | |||
* | Netflix Inc. | 42,251 | 21,127 | ||
Walmart Inc. | 136,623 | 19,115 |
Shares | Market Value ($000) | ||||
NIKE Inc. Class B | 135,111 | 16,962 | |||
Costco Wholesale Corp. | 46,842 | 16,629 | |||
McDonald's Corp. | 62,436 | 13,704 | |||
Lowe's Cos. Inc. | 79,663 | 13,213 | |||
Starbucks Corp. | 113,970 | 9,792 | |||
Estee Lauder Cos. Inc. Class A | 33,569 | 7,326 | |||
Target Corp. | 41,325 | 6,505 | |||
* | Booking Holdings Inc. | 3,778 | 6,463 | ||
TJX Cos. Inc. | 106,628 | 5,934 | |||
Activision Blizzard Inc. | 69,615 | 5,635 | |||
Dollar General Corp. | 25,991 | 5,448 | |||
* | Lululemon Athletica Inc. | 15,881 | 5,231 | ||
* | O'Reilly Automotive Inc. | 9,503 | 4,382 | ||
* | Chipotle Mexican Grill Inc. Class A | 3,292 | 4,094 | ||
* | Copart Inc. | 35,413 | 3,724 | ||
eBay Inc. | 70,733 | 3,685 | |||
Ross Stores Inc. | 35,144 | 3,280 | |||
* | Spotify Technology SA | 13,409 | 3,253 | ||
Lennar Corp. Class A | 39,160 | 3,199 | |||
* | Uber Technologies Inc. | 86,204 | 3,145 | ||
* | Electronic Arts Inc. | 23,473 | 3,061 | ||
* | AutoZone Inc. | 2,594 | 3,055 | ||
Yum! Brands Inc. | 31,728 | 2,897 | |||
DR Horton Inc. | 37,302 | 2,821 | |||
Aptiv plc | 29,624 | 2,716 | |||
* | Wayfair Inc. Class A | 9,168 | 2,668 | ||
Hilton Worldwide Holdings Inc. | 30,445 | 2,598 | |||
Marriott International Inc. Class A | 27,645 | 2,559 | |||
* | Under Armour Inc. Class A | 225,100 | 2,528 | ||
* | Dollar Tree Inc. | 27,452 | 2,507 | ||
Best Buy Co. Inc. | 21,906 | 2,438 | |||
* | CarMax Inc. | 26,265 | 2,414 | ||
* | NVR Inc. | 569 | 2,323 | ||
General Motors Co. | 76,101 | 2,252 | |||
Southwest Airlines Co. | 56,166 | 2,106 | |||
* | Madison Square Garden Entertainment Corp. | 30,720 | 2,104 | ||
Yum China Holdings Inc. | 37,156 | 1,967 | |||
* | Mohawk Industries Inc. | 19,372 | 1,890 | ||
VF Corp. | 26,400 | 1,855 | |||
Domino's Pizza Inc. | 4,261 | 1,812 | |||
Tractor Supply Co. | 12,514 | 1,794 | |||
Fortune Brands Home & Security Inc. | 20,487 | 1,773 | |||
Advance Auto Parts Inc. | 10,965 | 1,683 | |||
Delta Air Lines Inc. | 53,900 | 1,648 | |||
* | Burlington Stores Inc. | 7,603 | 1,567 | ||
* | Norwegian Cruise Line Holdings Ltd. | 88,700 | 1,518 | ||
* | Discovery Inc. Class A | 64,416 | 1,402 | ||
* | Take-Two Interactive Software Inc. | 8,365 | 1,382 | ||
* | Ulta Beauty Inc. | 5,996 | 1,343 | ||
* | Etsy Inc. | 10,995 | 1,337 | ||
Alaska Air Group Inc. | 36,200 | 1,326 | |||
MGM Resorts International | 57,046 | 1,241 | |||
* | Live Nation Entertainment Inc. | 22,245 | 1,199 | ||
Sirius XM Holdings Inc. | 219,780 | 1,178 | |||
PulteGroup Inc. | 25,300 | 1,171 | |||
Lear Corp. | 10,522 | 1,147 | |||
* | Trade Desk Inc. Class A | 2,169 | 1,125 | ||
Toll Brothers Inc. | 22,801 | 1,109 |
Shares | Market Value ($000) | ||||
* | United Airlines Holdings Inc. | 31,744 | 1,103 | ||
* | JetBlue Airways Corp. | 95,700 | 1,084 | ||
* | Capri Holdings Ltd. | 59,100 | 1,064 | ||
* | Floor & Decor Holdings Inc. Class A | 13,773 | 1,030 | ||
Expedia Group Inc. | 11,209 | 1,028 | |||
AMERCO | 2,887 | 1,028 | |||
Gentex Corp. | 39,660 | 1,021 | |||
* | Skechers U.S.A. Inc. Class A | 33,688 | 1,018 | ||
* | LKQ Corp. | 36,460 | 1,011 | ||
Ford Motor Co. | 150,000 | 999 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 10,849 | 948 | ||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 28,559 | 945 | ||
* | IAA Inc. | 17,878 | 931 | ||
Thor Industries Inc. | 9,533 | 908 | |||
* | Carvana Co. Class A | 4,031 | 899 | ||
* | Under Armour Inc. Class C | 89,592 | 882 | ||
News Corp. Class A | 62,267 | 873 | |||
* | AutoNation Inc. | 16,312 | 863 | ||
PVH Corp. | 14,290 | 852 | |||
Garmin Ltd. | 8,970 | 851 | |||
Rollins Inc. | 15,624 | 847 | |||
Service Corp. International | 19,876 | 838 | |||
* | Tempur Sealy International Inc. | 9,285 | 828 | ||
* | Lions Gate Entertainment Corp. Class B | 94,085 | 820 | ||
* | Liberty Media Corp.-Liberty Formula One Class C | 21,777 | 790 | ||
American Airlines Group Inc. | 61,900 | 761 | |||
BorgWarner Inc. | 19,434 | 753 | |||
Dunkin' Brands Group Inc. | 9,083 | 744 | |||
Tiffany & Co. | 6,075 | 704 | |||
* | frontdoor Inc. | 17,660 | 687 | ||
* | Five Below Inc. | 5,244 | 666 | ||
Whirlpool Corp. | 3,582 | 659 | |||
Qurate Retail Inc. Class A | 91,418 | 656 | |||
* | ServiceMaster Global Holdings Inc. | 16,325 | 651 | ||
Williams-Sonoma Inc. | 7,089 | 641 | |||
ViacomCBS Inc. Class B | 22,673 | 635 | |||
* | Planet Fitness Inc. Class A | 9,600 | 592 | ||
Royal Caribbean Cruises Ltd. | 8,832 | 572 | |||
Wendy's Co. | 24,919 | 556 | |||
Dolby Laboratories Inc. Class A | 8,275 | 548 | |||
* | Discovery Inc. Class C | 26,958 | 528 | ||
Dick's Sporting Goods Inc. | 8,512 | 493 | |||
Carter's Inc. | 5,600 | 485 | |||
ViacomCBS Inc. Class A | 15,073 | 457 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 12,657 | 420 | ||
* | Madison Square Garden Sports Corp. | 2,748 | 414 | ||
Pool Corp. | 1,184 | 396 | |||
New York Times Co. Class A | 8,914 | 381 | |||
Lennar Corp. Class B | 5,464 | 359 | |||
Carnival Corp. | 23,400 | 355 | |||
TripAdvisor Inc. | 17,991 | 352 | |||
Aramark | 13,199 | 349 | |||
Fox Corp. Class B | 12,100 | 338 | |||
Wynn Resorts Ltd. | 4,200 | 302 | |||
* | Grand Canyon Education Inc. | 3,737 | 299 | ||
* | Zynga Inc. Class A | 32,100 | 293 | ||
Vail Resorts Inc. | 1,300 | 278 | |||
* | Bright Horizons Family Solutions Inc. | 1,766 | 268 |
Shares | Market Value ($000) | ||||
* | 2U Inc. | 7,800 | 264 | ||
Hyatt Hotels Corp. Class A | 4,248 | 227 | |||
Ralph Lauren Corp. Class A | 3,073 | 209 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 5,563 | 186 | ||
* | Mattel Inc. | 15,775 | 185 | ||
Graham Holdings Co. Class B | 400 | 162 | |||
Columbia Sportswear Co. | 1,683 | 146 | |||
Nexstar Media Group Inc. Class A | 1,600 | 144 | |||
Hasbro Inc. | 1,600 | 132 | |||
Foot Locker Inc. | 3,866 | 128 | |||
Hanesbrands Inc. | 6,700 | 106 | |||
Darden Restaurants Inc. | 880 | 89 | |||
Copa Holdings SA Class A | 1,462 | 74 | |||
Wyndham Hotels & Resorts Inc. | 1,038 | 52 | |||
Choice Hotels International Inc. | 444 | 38 | |||
* | AMC Networks Inc. Class A | 1 | — | ||
506,335 | |||||
Consumer Staples (2.5%) | |||||
Procter & Gamble Co. | 240,351 | 33,406 | |||
PepsiCo Inc. | 132,297 | 18,336 | |||
Coca-Cola Co. | 344,600 | 17,013 | |||
Mondelez International Inc. Class A | 148,388 | 8,525 | |||
CVS Health Corp. | 118,845 | 6,940 | |||
* | Monster Beverage Corp. | 65,123 | 5,223 | ||
Colgate-Palmolive Co. | 59,637 | 4,601 | |||
Kimberly-Clark Corp. | 30,521 | 4,507 | |||
Philip Morris International Inc. | 58,903 | 4,417 | |||
Constellation Brands Inc. Class A | 18,826 | 3,568 | |||
McCormick & Co. Inc. (Non-Voting) | 15,585 | 3,025 | |||
General Mills Inc. | 48,414 | 2,986 | |||
Church & Dwight Co. Inc. | 30,778 | 2,884 | |||
Clorox Co. | 12,303 | 2,586 | |||
Sysco Corp. | 38,967 | 2,424 | |||
Archer-Daniels-Midland Co. | 51,573 | 2,398 | |||
McKesson Corp. | 15,695 | 2,337 | |||
Kroger Co. | 68,647 | 2,328 | |||
Brown-Forman Corp. Class B | 30,438 | 2,293 | |||
Corteva Inc. | 75,255 | 2,168 | |||
Hershey Co. | 14,203 | 2,036 | |||
* | Herbalife Nutrition Ltd. | 40,333 | 1,881 | ||
Tyson Foods Inc. Class A | 30,613 | 1,821 | |||
Altria Group Inc. | 37,080 | 1,433 | |||
J M Smucker Co. | 11,951 | 1,381 | |||
AmerisourceBergen Corp. Class A | 14,106 | 1,367 | |||
Conagra Brands Inc. | 38,018 | 1,358 | |||
* | Pilgrim's Pride Corp. | 78,228 | 1,171 | ||
Hormel Foods Corp. | 22,584 | 1,104 | |||
* | Hain Celestial Group Inc. | 31,228 | 1,071 | ||
Walgreens Boots Alliance Inc. | 28,118 | 1,010 | |||
* | Beyond Meat Inc. | 6,042 | 1,003 | ||
* | Sprouts Farmers Market Inc. | 42,405 | 887 | ||
* | Post Holdings Inc. | 9,905 | 852 | ||
Lamb Weston Holdings Inc. | 12,659 | 839 | |||
Brown-Forman Corp. Class A | 10,274 | 706 | |||
Kellogg Co. | 10,900 | 704 | |||
* | Grocery Outlet Holding Corp. | 15,700 | 617 | ||
Casey's General Stores Inc. | 3,314 | 589 | |||
Reynolds Consumer Products Inc. | 18,900 | 579 |
Shares | Market Value ($000) | ||||
* | US Foods Holding Corp. | 23,476 | 522 | ||
Ingredion Inc. | 6,341 | 480 | |||
Keurig Dr Pepper Inc. | 16,512 | 456 | |||
Energizer Holdings Inc. | 9,717 | 380 | |||
Campbell Soup Co. | 7,400 | 358 | |||
Kraft Heinz Co. | 8,459 | 253 | |||
* | TreeHouse Foods Inc. | 5,369 | 218 | ||
Molson Coors Beverage Co. Class B | 4,300 | 144 | |||
157,185 | |||||
Energy (0.8%) | |||||
Chevron Corp. | 154,599 | 11,131 | |||
Exxon Mobil Corp. | 237,905 | 8,167 | |||
ConocoPhillips | 84,912 | 2,789 | |||
Phillips 66 | 36,375 | 1,886 | |||
* | Cheniere Energy Inc. | 33,847 | 1,566 | ||
Valero Energy Corp. | 35,500 | 1,538 | |||
Marathon Petroleum Corp. | 50,658 | 1,486 | |||
Kinder Morgan Inc. | 115,247 | 1,421 | |||
Schlumberger NV | 90,000 | 1,400 | |||
Pioneer Natural Resources Co. | 15,691 | 1,349 | |||
* | First Solar Inc. | 17,966 | 1,189 | ||
Hess Corp. | 25,949 | 1,062 | |||
Occidental Petroleum Corp. | 88,690 | 888 | |||
Cabot Oil & Gas Corp. | 50,290 | 873 | |||
Parsley Energy Inc. Class A | 89,200 | 835 | |||
EOG Resources Inc. | 22,656 | 814 | |||
Halliburton Co. | 67,130 | 809 | |||
* | ChampionX Corp. | 99,308 | 793 | ||
EQT Corp. | 60,869 | 787 | |||
Continental Resources Inc. | 58,915 | 724 | |||
National Oilwell Varco Inc. | 77,373 | 701 | |||
Williams Cos. Inc. | 35,300 | 694 | |||
Range Resources Corp. | 99,510 | 659 | |||
Baker Hughes Co. Class A | 45,047 | 599 | |||
Noble Energy Inc. | 65,573 | 561 | |||
Concho Resources Inc. | 11,084 | 489 | |||
Diamondback Energy Inc. | 14,614 | 440 | |||
* | WPX Energy Inc. | 54,016 | 265 | ||
HollyFrontier Corp. | 12,392 | 244 | |||
Cimarex Energy Co. | 9,486 | 231 | |||
Apache Corp. | 20,000 | 189 | |||
Targa Resources Corp. | 12,000 | 168 | |||
Helmerich & Payne Inc. | 9,869 | 145 | |||
Marathon Oil Corp. | 24,698 | 101 | |||
Devon Energy Corp. | 1,454 | 14 | |||
47,007 | |||||
Financials (4.4%) | |||||
* | Berkshire Hathaway Inc. Class B | 198,005 | 42,163 | ||
JPMorgan Chase & Co. | 293,654 | 28,270 | |||
Bank of America Corp. | 797,988 | 19,224 | |||
S&P Global Inc. | 26,017 | 9,382 | |||
Citigroup Inc. | 188,000 | 8,105 | |||
Goldman Sachs Group Inc. | 31,593 | 6,349 | |||
Progressive Corp. | 64,645 | 6,120 | |||
BlackRock Inc. | 10,561 | 5,952 | |||
Aon plc Class A | 27,728 | 5,720 | |||
Marsh & McLennan Cos. Inc. | 49,821 | 5,714 |
Shares | Market Value ($000) | ||||
Morgan Stanley | 108,719 | 5,257 | |||
Intercontinental Exchange Inc. | 50,126 | 5,015 | |||
Moody's Corp. | 16,498 | 4,782 | |||
Chubb Ltd. | 39,599 | 4,598 | |||
Truist Financial Corp. | 115,724 | 4,403 | |||
PNC Financial Services Group Inc. | 37,095 | 4,077 | |||
CME Group Inc. | 24,318 | 4,069 | |||
US Bancorp | 110,423 | 3,959 | |||
MFA Financial Inc. | 1,400,283 | 3,753 | |||
Charles Schwab Corp. | 98,716 | 3,576 | |||
* | SVB Financial Group | 14,756 | 3,551 | ||
IHS Markit Ltd. | 44,814 | 3,518 | |||
First Republic Bank | 30,426 | 3,318 | |||
Wells Fargo & Co. | 137,159 | 3,225 | |||
MSCI Inc. Class A | 8,302 | 2,962 | |||
Allstate Corp. | 29,585 | 2,785 | |||
Bank of New York Mellon Corp. | 67,629 | 2,322 | |||
Willis Towers Watson plc | 11,000 | 2,297 | |||
* | Rocket Cos. Inc. Class A | 111,600 | 2,224 | ||
Travelers Cos. Inc. | 20,181 | 2,183 | |||
Aflac Inc. | 59,074 | 2,147 | |||
* | Markel Corp. | 2,130 | 2,074 | ||
* | Credit Acceptance Corp. | 5,761 | 1,951 | ||
MetLife Inc. | 50,516 | 1,878 | |||
* | Arch Capital Group Ltd. | 63,827 | 1,867 | ||
* | Lemonade Inc. | 32,800 | 1,631 | ||
E*TRADE Financial Corp. | 32,518 | 1,628 | |||
State Street Corp. | 26,969 | 1,600 | |||
FactSet Research Systems Inc. | 4,736 | 1,586 | |||
T. Rowe Price Group Inc. | 12,074 | 1,548 | |||
Ameriprise Financial Inc. | 9,883 | 1,523 | |||
* | GoHealth Inc. Class A | 113,100 | 1,473 | ||
Discover Financial Services | 23,903 | 1,381 | |||
MarketAxess Holdings Inc. | 2,731 | 1,315 | |||
Loews Corp. | 36,580 | 1,271 | |||
Arthur J Gallagher & Co. | 11,897 | 1,256 | |||
Globe Life Inc. | 15,679 | 1,253 | |||
Hartford Financial Services Group Inc. | 33,742 | 1,244 | |||
American International Group Inc. | 44,900 | 1,236 | |||
Prudential Financial Inc. | 19,312 | 1,227 | |||
Brown & Brown Inc. | 26,238 | 1,188 | |||
W R Berkley Corp. | 19,249 | 1,177 | |||
Alleghany Corp. | 2,233 | 1,162 | |||
Fifth Third Bancorp | 53,575 | 1,142 | |||
Reinsurance Group of America Inc. | 11,595 | 1,104 | |||
Voya Financial Inc. | 22,512 | 1,079 | |||
RenaissanceRe Holdings Ltd. | 6,293 | 1,068 | |||
Nasdaq Inc. | 8,023 | 984 | |||
Broadridge Financial Solutions Inc. | 6,831 | 902 | |||
Zions Bancorp NA | 30,699 | 897 | |||
Ally Financial Inc. | 35,254 | 884 | |||
TD Ameritrade Holding Corp. | 21,947 | 859 | |||
Raymond James Financial Inc. | 11,434 | 832 | |||
Citizens Financial Group Inc. | 31,243 | 790 | |||
East West Bancorp Inc. | 23,855 | 781 | |||
Regions Financial Corp. | 66,902 | 771 | |||
Assurant Inc. | 5,942 | 721 | |||
Cboe Global Markets Inc. | 7,925 | 695 |
Shares | Market Value ($000) | ||||
KeyCorp | 57,018 | 680 | |||
Commerce Bancshares Inc. | 11,755 | 662 | |||
Hanover Insurance Group Inc. | 6,939 | 647 | |||
Lincoln National Corp. | 18,195 | 570 | |||
Cincinnati Financial Corp. | 7,091 | 553 | |||
Northern Trust Corp. | 6,972 | 544 | |||
First Citizens BancShares Inc. Class A | 1,700 | 542 | |||
Everest Re Group Ltd. | 2,700 | 533 | |||
SEI Investments Co. | 9,913 | 503 | |||
* | Athene Holding Ltd. Class A | 13,120 | 447 | ||
Santander Consumer USA Holdings Inc. | 23,585 | 429 | |||
M&T Bank Corp. | 4,600 | 424 | |||
Popular Inc. | 10,841 | 393 | |||
White Mountains Insurance Group Ltd. | 498 | 388 | |||
Jefferies Financial Group Inc. | 21,416 | 385 | |||
* | Brighthouse Financial Inc. | 13,082 | 352 | ||
TCF Financial Corp. | 14,251 | 333 | |||
MGIC Investment Corp. | 35,128 | 311 | |||
Associated Banc-Corp | 24,527 | 310 | |||
LPL Financial Holdings Inc. | 4,000 | 307 | |||
Morningstar Inc. | 1,882 | 302 | |||
Western Alliance Bancorp | 9,230 | 292 | |||
* | LendingTree Inc. | 900 | 276 | ||
Kemper Corp. | 4,002 | 267 | |||
CNA Financial Corp. | 8,693 | 261 | |||
Primerica Inc. | 2,200 | 249 | |||
Unum Group | 12,827 | 216 | |||
Interactive Brokers Group Inc. Class A | 4,420 | 214 | |||
BOK Financial Corp. | 4,040 | 208 | |||
OneMain Holdings Inc. | 6,139 | 192 | |||
Sterling Bancorp | 18,258 | 192 | |||
Signature Bank | 2,248 | 187 | |||
Erie Indemnity Co. Class A | 872 | 183 | |||
Wintrust Financial Corp. | 4,500 | 180 | |||
Assured Guaranty Ltd. | 7,927 | 170 | |||
Equitable Holdings Inc. | 9,264 | 169 | |||
Old Republic International Corp. | 10,042 | 148 | |||
Synovus Financial Corp. | 6,525 | 138 | |||
Bank OZK | 6,200 | 132 | |||
Cullen/Frost Bankers Inc. | 2,048 | 131 | |||
Axis Capital Holdings Ltd. | 2,000 | 88 | |||
American Financial Group Inc. | 972 | 65 | |||
Pinnacle Financial Partners Inc. | 1,700 | 61 | |||
SLM Corp. | 6,800 | 55 | |||
First Horizon National Corp. | 3,430 | 32 | |||
Franklin Resources Inc. | 1,525 | 31 | |||
Prosperity Bancshares Inc. | 487 | 25 | |||
Affiliated Managers Group Inc. | 184 | 13 | |||
270,788 | |||||
Health Care (6.3%) | |||||
Johnson & Johnson | 206,714 | 30,776 | |||
UnitedHealth Group Inc. | 93,984 | 29,301 | |||
Merck & Co. Inc. | 236,250 | 19,597 | |||
Thermo Fisher Scientific Inc. | 42,487 | 18,759 | |||
Pfizer Inc. | 508,307 | 18,655 | |||
Abbott Laboratories | 164,134 | 17,863 | |||
Danaher Corp. | 65,315 | 14,064 | |||
Amgen Inc. | 52,569 | 13,361 |
Shares | Market Value ($000) | ||||
Medtronic plc | 122,867 | 12,768 | |||
Eli Lilly & Co. | 82,098 | 12,152 | |||
AbbVie Inc. | 121,396 | 10,633 | |||
* | Intuitive Surgical Inc. | 12,578 | 8,925 | ||
Zoetis Inc. Class A | 52,768 | 8,726 | |||
Bristol-Myers Squibb Co. | 134,884 | 8,132 | |||
Cigna Corp. | 41,292 | 6,995 | |||
* | Vertex Pharmaceuticals Inc. | 23,758 | 6,465 | ||
Stryker Corp. | 30,849 | 6,428 | |||
Anthem Inc. | 23,582 | 6,334 | |||
Humana Inc. | 13,882 | 5,746 | |||
* | Edwards Lifesciences Corp. | 66,235 | 5,287 | ||
Gilead Sciences Inc. | 82,302 | 5,201 | |||
* | Biogen Inc. | 17,802 | 5,050 | ||
Becton Dickinson & Co. | 21,512 | 5,005 | |||
* | IDEXX Laboratories Inc. | 12,149 | 4,776 | ||
* | Regeneron Pharmaceuticals Inc. | 8,203 | 4,592 | ||
* | Boston Scientific Corp. | 119,673 | 4,573 | ||
* | Illumina Inc. | 14,310 | 4,423 | ||
Baxter International Inc. | 47,400 | 3,812 | |||
* | IQVIA Holdings Inc. | 23,886 | 3,765 | ||
HCA Healthcare Inc. | 27,941 | 3,484 | |||
* | Laboratory Corp. of America Holdings | 16,697 | 3,143 | ||
* | DexCom Inc. | 7,279 | 3,001 | ||
Agilent Technologies Inc. | 29,707 | 2,999 | |||
* | Veeva Systems Inc. Class A | 10,433 | 2,934 | ||
* | Align Technology Inc. | 8,178 | 2,677 | ||
* | Centene Corp. | 43,172 | 2,518 | ||
* | Varian Medical Systems Inc. | 14,448 | 2,485 | ||
Zimmer Biomet Holdings Inc. | 18,070 | 2,460 | |||
* | Catalent Inc. | 27,491 | 2,355 | ||
* | Alexion Pharmaceuticals Inc. | 20,349 | 2,328 | ||
* | Seattle Genetics Inc. | 10,763 | 2,106 | ||
* | Hologic Inc. | 29,853 | 1,984 | ||
ResMed Inc. | 11,300 | 1,937 | |||
* | Sage Therapeutics Inc. | 30,100 | 1,840 | ||
* | Charles River Laboratories International Inc. | 8,059 | 1,825 | ||
* | Henry Schein Inc. | 29,894 | 1,757 | ||
Cooper Cos. Inc. | 5,136 | 1,731 | |||
* | Moderna Inc. | 24,203 | 1,712 | ||
PerkinElmer Inc. | 13,223 | 1,660 | |||
* | Bio-Rad Laboratories Inc. Class A | 3,202 | 1,650 | ||
* | Incyte Corp. | 17,669 | 1,586 | ||
* | Elanco Animal Health Inc. | 56,326 | 1,573 | ||
Quest Diagnostics Inc. | 12,819 | 1,468 | |||
* | DaVita Inc. | 17,119 | 1,466 | ||
* | Exact Sciences Corp. | 13,718 | 1,399 | ||
* | Horizon Therapeutics plc | 17,602 | 1,367 | ||
Teleflex Inc. | 3,932 | 1,338 | |||
* | Jazz Pharmaceuticals plc | 9,339 | 1,332 | ||
* | Molina Healthcare Inc. | 7,010 | 1,283 | ||
* | Acadia Healthcare Co. Inc. | 43,032 | 1,269 | ||
* | ABIOMED Inc. | 4,438 | 1,230 | ||
* | QIAGEN NV | 23,457 | 1,226 | ||
Bio-Techne Corp. | 4,831 | 1,197 | |||
* | Masimo Corp. | 4,949 | 1,168 | ||
West Pharmaceutical Services Inc. | 4,202 | 1,155 | |||
* | Alnylam Pharmaceuticals Inc. | 7,820 | 1,139 |
Shares | Market Value ($000) | ||||
Cerner Corp. | 14,193 | 1,026 | |||
Universal Health Services Inc. Class B | 9,109 | 975 | |||
* | BioMarin Pharmaceutical Inc. | 11,883 | 904 | ||
* | Sarepta Therapeutics Inc. | 6,283 | 882 | ||
* | Neurocrine Biosciences Inc. | 9,164 | 881 | ||
* | Insulet Corp. | 3,622 | 857 | ||
* | Envista Holdings Corp. | 34,520 | 852 | ||
DENTSPLY SIRONA Inc. | 18,983 | 830 | |||
* | Penumbra Inc. | 4,163 | 809 | ||
Chemed Corp. | 1,615 | 776 | |||
* | Ionis Pharmaceuticals Inc. | 15,847 | 752 | ||
Hill-Rom Holdings Inc. | 8,722 | 728 | |||
* | Exelixis Inc. | 27,903 | 682 | ||
* | Reata Pharmaceuticals Inc. Class A | 6,800 | 662 | ||
Perrigo Co. plc | 13,878 | 637 | |||
* | PPD Inc. | 16,500 | 610 | ||
STERIS plc | 3,159 | 557 | |||
* | Teladoc Health Inc. | 2,500 | 548 | ||
* | Mylan NV | 36,318 | 539 | ||
* | Iovance Biotherapeutics Inc. | 13,500 | 444 | ||
Premier Inc. Class A | 12,944 | 425 | |||
Cardinal Health Inc. | 8,345 | 392 | |||
* | PRA Health Sciences Inc. | 3,678 | 373 | ||
* | Adaptive Biotechnologies Corp. | 6,500 | 316 | ||
* | Guardant Health Inc. | 2,409 | 269 | ||
* | United Therapeutics Corp. | 2,593 | 262 | ||
* | Avantor Inc. | 10,252 | 231 | ||
Encompass Health Corp. | 2,416 | 157 | |||
* | Integra LifeSciences Holdings Corp. | 3,189 | 151 | ||
* | Nektar Therapeutics Class A | 8,132 | 135 | ||
* | Alkermes plc | 6,200 | 103 | ||
* | Bluebird Bio Inc. | 1,600 | 86 | ||
* | Global Blood Therapeutics Inc. | 1,200 | 66 | ||
Bruker Corp. | 1,500 | 60 | |||
* | ICU Medical Inc. | 200 | 37 | ||
* | GoodRx Holdings Inc. Class A | 74 | 4 | ||
389,964 | |||||
Industrials (6.6%) | |||||
Visa Inc. Class A | 165,796 | 33,154 | |||
Mastercard Inc. Class A | 87,886 | 29,720 | |||
* | PayPal Holdings Inc. | 126,894 | 25,002 | ||
Accenture plc Class A | 58,776 | 13,283 | |||
Union Pacific Corp. | 64,936 | 12,784 | |||
Honeywell International Inc. | 69,897 | 11,506 | |||
Lockheed Martin Corp. | 22,823 | 8,748 | |||
United Parcel Service Inc. Class B | 52,034 | 8,670 | |||
Fidelity National Information Services Inc. | 56,184 | 8,271 | |||
Boeing Co. | 49,709 | 8,215 | |||
3M Co. | 50,985 | 8,167 | |||
* | Fiserv Inc. | 71,839 | 7,403 | ||
Deere & Co. | 32,002 | 7,093 | |||
Caterpillar Inc. | 45,524 | 6,790 | |||
Sherwin-Williams Co. | 9,714 | 6,768 | |||
Raytheon Technologies Corp. | 117,533 | 6,763 | |||
* | Square Inc. Class A | 39,008 | 6,341 | ||
American Express Co. | 63,198 | 6,336 | |||
CSX Corp. | 79,922 | 6,207 | |||
Global Payments Inc. | 32,231 | 5,724 |
Shares | Market Value ($000) | ||||
Norfolk Southern Corp. | 24,666 | 5,278 | |||
Capital One Financial Corp. | 72,192 | 5,188 | |||
Illinois Tool Works Inc. | 26,375 | 5,096 | |||
FedEx Corp. | 19,930 | 5,013 | |||
AMETEK Inc. | 46,011 | 4,573 | |||
Automatic Data Processing Inc. | 31,334 | 4,371 | |||
Northrop Grumman Corp. | 13,851 | 4,370 | |||
General Electric Co. | 587,738 | 3,662 | |||
Fortive Corp. | 45,701 | 3,483 | |||
Cintas Corp. | 10,373 | 3,452 | |||
Vulcan Materials Co. | 25,110 | 3,403 | |||
Eaton Corp. plc | 31,645 | 3,229 | |||
Emerson Electric Co. | 48,290 | 3,166 | |||
Ball Corp. | 37,125 | 3,086 | |||
* | Mettler-Toledo International Inc. | 3,121 | 3,014 | ||
TransDigm Group Inc. | 6,285 | 2,986 | |||
PPG Industries Inc. | 22,949 | 2,802 | |||
Trane Technologies plc | 21,310 | 2,584 | |||
Martin Marietta Materials Inc. | 10,626 | 2,501 | |||
Verisk Analytics Inc. Class A | 13,447 | 2,492 | |||
PACCAR Inc. | 28,448 | 2,426 | |||
Rockwell Automation Inc. | 10,862 | 2,397 | |||
Otis Worldwide Corp. | 37,479 | 2,339 | |||
Carrier Global Corp. | 74,958 | 2,289 | |||
Xylem Inc. | 25,125 | 2,113 | |||
* | United Rentals Inc. | 12,074 | 2,107 | ||
* | Keysight Technologies Inc. | 21,308 | 2,105 | ||
* | Berry Global Group Inc. | 43,393 | 2,097 | ||
Equifax Inc. | 13,223 | 2,075 | |||
Stanley Black & Decker Inc. | 11,796 | 1,913 | |||
General Dynamics Corp. | 13,791 | 1,909 | |||
IDEX Corp. | 10,462 | 1,908 | |||
* | Teledyne Technologies Inc. | 6,144 | 1,906 | ||
* | FleetCor Technologies Inc. | 7,915 | 1,885 | ||
Parker-Hannifin Corp. | 9,302 | 1,882 | |||
* | Middleby Corp. | 20,834 | 1,869 | ||
Cummins Inc. | 8,721 | 1,841 | |||
* | Crown Holdings Inc. | 23,861 | 1,834 | ||
Old Dominion Freight Line Inc. | 9,621 | 1,741 | |||
* | Ingersoll Rand Inc. | 48,482 | 1,726 | ||
TransUnion | 19,883 | 1,673 | |||
Eagle Materials Inc. | 18,979 | 1,638 | |||
Nordson Corp. | 8,492 | 1,629 | |||
Quanta Services Inc. | 30,093 | 1,591 | |||
Westinghouse Air Brake Technologies Corp. | 25,695 | 1,590 | |||
* | Waters Corp. | 7,833 | 1,533 | ||
Jacobs Engineering Group Inc. | 16,458 | 1,527 | |||
HEICO Corp. Class A | 17,003 | 1,507 | |||
* | AECOM | 35,745 | 1,496 | ||
Masco Corp. | 26,716 | 1,473 | |||
* | Trimble Inc. | 30,037 | 1,463 | ||
* | Zebra Technologies Corp. Class A | 5,716 | 1,443 | ||
Synchrony Financial | 55,089 | 1,442 | |||
* | Colfax Corp. | 43,790 | 1,373 | ||
Kansas City Southern | 7,571 | 1,369 | |||
A O Smith Corp. | 25,732 | 1,359 | |||
Textron Inc. | 36,284 | 1,309 | |||
* | HD Supply Holdings Inc. | 31,497 | 1,299 |
Shares | Market Value ($000) | ||||
Lennox International Inc. | 4,681 | 1,276 | |||
Allegion plc | 12,151 | 1,202 | |||
JB Hunt Transport Services Inc. | 8,852 | 1,119 | |||
Toro Co. | 13,011 | 1,092 | |||
ITT Inc. | 18,189 | 1,074 | |||
Howmet Aerospace Inc. | 62,866 | 1,051 | |||
Johnson Controls International plc | 25,378 | 1,037 | |||
AGCO Corp. | 13,710 | 1,018 | |||
* | Sensata Technologies Holding plc | 22,433 | 968 | ||
Cognex Corp. | 14,825 | 965 | |||
* | XPO Logistics Inc. | 11,342 | 960 | ||
WW Grainger Inc. | 2,682 | 957 | |||
Dover Corp. | 8,810 | 954 | |||
Acuity Brands Inc. | 9,225 | 944 | |||
Carlisle Cos. Inc. | 7,633 | 934 | |||
Sealed Air Corp. | 23,960 | 930 | |||
Oshkosh Corp. | 12,558 | 923 | |||
Owens Corning | 13,342 | 918 | |||
Huntington Ingalls Industries Inc. | 6,396 | 900 | |||
MKS Instruments Inc. | 7,915 | 865 | |||
Packaging Corp. of America | 7,444 | 812 | |||
BWX Technologies Inc. | 14,202 | 800 | |||
Landstar System Inc. | 6,235 | 782 | |||
RPM International Inc. | 8,489 | 703 | |||
Silgan Holdings Inc. | 18,967 | 697 | |||
Jack Henry & Associates Inc. | 4,132 | 672 | |||
Valmont Industries Inc. | 5,396 | 670 | |||
FLIR Systems Inc. | 18,391 | 659 | |||
Spirit AeroSystems Holdings Inc. Class A | 34,011 | 643 | |||
DuPont de Nemours Inc. | 11,449 | 635 | |||
AptarGroup Inc. | 5,600 | 634 | |||
* | Fair Isaac Corp. | 1,440 | 613 | ||
Knight-Swift Transportation Holdings Inc. Class A | 14,300 | 582 | |||
Booz Allen Hamilton Holding Corp. Class A | 6,943 | 576 | |||
* | Gates Industrial Corp. plc | 51,269 | 570 | ||
Donaldson Co. Inc. | 12,229 | 568 | |||
CH Robinson Worldwide Inc. | 5,311 | 543 | |||
Expeditors International of Washington Inc. | 5,586 | 506 | |||
CoreLogic Inc. | 6,976 | 472 | |||
Armstrong World Industries Inc. | 6,812 | 469 | |||
* | WEX Inc. | 3,348 | 465 | ||
Pentair plc | 10,087 | 462 | |||
Air Lease Corp. Class A | 15,591 | 459 | |||
* | Axalta Coating Systems Ltd. | 19,616 | 435 | ||
Regal Beloit Corp. | 4,625 | 434 | |||
Genpact Ltd. | 11,065 | 431 | |||
Trinity Industries Inc. | 19,100 | 372 | |||
Lincoln Electric Holdings Inc. | 3,765 | 346 | |||
Flowserve Corp. | 12,288 | 335 | |||
Schneider National Inc. Class B | 13,062 | 323 | |||
Snap-on Inc. | 2,097 | 308 | |||
Graco Inc. | 4,912 | 301 | |||
Littelfuse Inc. | 1,673 | 297 | |||
* | Coherent Inc. | 2,590 | 287 | ||
Robert Half International Inc. | 5,000 | 265 | |||
* | Pluralsight Inc. Class A | 15,043 | 258 | ||
ADT Inc. | 28,622 | 234 | |||
Curtiss-Wright Corp. | 2,405 | 224 |
Shares | Market Value ($000) | ||||
MDU Resources Group Inc. | 9,950 | 224 | |||
Graphic Packaging Holding Co. | 15,800 | 223 | |||
Brunswick Corp. | 3,628 | 214 | |||
* | WESCO International Inc. | 4,845 | 213 | ||
* | Paylocity Holding Corp. | 1,300 | 210 | ||
* | Euronet Worldwide Inc. | 2,192 | 200 | ||
ManpowerGroup Inc. | 2,450 | 180 | |||
nVent Electric plc | 10,087 | 178 | |||
Hubbell Inc. Class B | 1,100 | 150 | |||
Allison Transmission Holdings Inc. | 4,157 | 146 | |||
HEICO Corp. | 1,087 | 114 | |||
* | Virgin Galactic Holdings Inc. | 4,000 | 77 | ||
Alliance Data Systems Corp. | 1,600 | 67 | |||
Sonoco Products Co. | 1,300 | 66 | |||
* | Resideo Technologies Inc. | 5 | — | ||
408,961 | |||||
Other (0.6%) | |||||
1 | Vanguard Tax-Exempt Bond Index ETF | 727,630 | 39,612 | ||
Real Estate (1.4%) | |||||
American Tower Corp. | 52,098 | 12,594 | |||
Prologis Inc. | 84,344 | 8,487 | |||
Equinix Inc. | 9,549 | 7,258 | |||
Crown Castle International Corp. | 41,238 | 6,866 | |||
SBA Communications Corp. Class A | 18,289 | 5,825 | |||
Digital Realty Trust Inc. | 24,538 | 3,601 | |||
* | CoStar Group Inc. | 3,869 | 3,283 | ||
Public Storage | 13,356 | 2,975 | |||
American Homes 4 Rent Class A | 76,425 | 2,177 | |||
* | Zillow Group Inc. Class C | 18,791 | 1,909 | ||
* | CBRE Group Inc. Class A | 38,001 | 1,785 | ||
Weyerhaeuser Co. | 54,846 | 1,564 | |||
Equity Residential | 30,450 | 1,563 | |||
Welltower Inc. | 26,763 | 1,474 | |||
Alexandria Real Estate Equities Inc. | 9,176 | 1,468 | |||
AvalonBay Communities Inc. | 9,828 | 1,468 | |||
Realty Income Corp. | 24,100 | 1,464 | |||
Extra Space Storage Inc. | 13,300 | 1,423 | |||
Equity LifeStyle Properties Inc. | 22,346 | 1,370 | |||
* | Howard Hughes Corp. | 22,500 | 1,296 | ||
Invitation Homes Inc. | 45,962 | 1,286 | |||
Essex Property Trust Inc. | 5,973 | 1,199 | |||
Mid-America Apartment Communities Inc. | 9,294 | 1,078 | |||
Duke Realty Corp. | 26,790 | 989 | |||
Ventas Inc. | 23,100 | 969 | |||
Camden Property Trust | 10,700 | 952 | |||
Boston Properties Inc. | 10,781 | 866 | |||
Healthpeak Properties Inc. | 30,867 | 838 | |||
Equity Commonwealth | 29,495 | 785 | |||
Sun Communities Inc. | 4,596 | 646 | |||
Apartment Investment & Management Co. Class A | 17,905 | 604 | |||
Kilroy Realty Corp. | 10,852 | 564 | |||
WP Carey Inc. | 8,400 | 547 | |||
CyrusOne Inc. | 7,600 | 532 | |||
Douglas Emmett Inc. | 20,790 | 522 | |||
Host Hotels & Resorts Inc. | 48,399 | 522 | |||
Lamar Advertising Co. Class A | 7,467 | 494 | |||
Jones Lang LaSalle Inc. | 5,012 | 479 |
Shares | Market Value ($000) | ||||
Rexford Industrial Realty Inc. | 10,000 | 458 | |||
UDR Inc. | 13,895 | 453 | |||
Federal Realty Investment Trust | 5,619 | 413 | |||
* | Zillow Group Inc. Class A | 3,647 | 370 | ||
CoreSite Realty Corp. | 3,037 | 361 | |||
Americold Realty Trust | 8,862 | 317 | |||
JBG SMITH Properties | 11,505 | 308 | |||
CubeSmart | 9,280 | 300 | |||
VICI Properties Inc. | 12,500 | 292 | |||
SL Green Realty Corp. | 6,259 | 290 | |||
First Industrial Realty Trust Inc. | 7,000 | 279 | |||
Corporate Office Properties Trust | 10,603 | 251 | |||
National Retail Properties Inc. | 5,800 | 200 | |||
Medical Properties Trust Inc. | 10,779 | 190 | |||
Healthcare Trust of America Inc. Class A | 6,500 | 169 | |||
Hudson Pacific Properties Inc. | 6,800 | 149 | |||
American Campus Communities Inc. | 4,260 | 149 | |||
Cousins Properties Inc. | 5,100 | 146 | |||
* | RealPage Inc. | 2,488 | 143 | ||
Rayonier Inc. | 5,100 | 135 | |||
Highwoods Properties Inc. | 1,638 | 55 | |||
Life Storage Inc. | 342 | 36 | |||
STORE Capital Corp. Class A | 1,277 | 35 | |||
Brandywine Realty Trust | 2,600 | 27 | |||
89,248 | |||||
Technology (13.0%) | |||||
Apple Inc. | 1,576,050 | 182,522 | |||
Microsoft Corp. | 729,404 | 153,415 | |||
* | Facebook Inc. Class A | 237,076 | 62,090 | ||
* | Alphabet Inc. Class A | 32,353 | 47,417 | ||
* | Alphabet Inc. Class C | 25,264 | 37,128 | ||
NVIDIA Corp. | 59,515 | 32,211 | |||
* | Adobe Inc. | 49,218 | 24,138 | ||
Intel Corp. | 399,534 | 20,688 | |||
* | salesforce.com Inc. | 77,575 | 19,496 | ||
QUALCOMM Inc. | 108,410 | 12,758 | |||
Broadcom Inc. | 32,749 | 11,931 | |||
Oracle Corp. | 195,237 | 11,656 | |||
Texas Instruments Inc. | 78,992 | 11,279 | |||
* | ServiceNow Inc. | 17,885 | 8,674 | ||
* | Advanced Micro Devices Inc. | 103,623 | 8,496 | ||
Intuit Inc. | 25,152 | 8,205 | |||
* | Micron Technology Inc. | 127,810 | 6,002 | ||
Roper Technologies Inc. | 14,570 | 5,757 | |||
International Business Machines Corp. | 45,903 | 5,585 | |||
Applied Materials Inc. | 90,715 | 5,393 | |||
* | Autodesk Inc. | 23,262 | 5,374 | ||
* | Zoom Video Communications Inc. Class A | 10,400 | 4,889 | ||
Lam Research Corp. | 13,149 | 4,362 | |||
* | Workday Inc. Class A | 18,747 | 4,033 | ||
Analog Devices Inc. | 33,550 | 3,917 | |||
* | Synopsys Inc. | 17,230 | 3,687 | ||
* | Cadence Design Systems Inc. | 33,815 | 3,606 | ||
Amphenol Corp. Class A | 32,780 | 3,549 | |||
Cognizant Technology Solutions Corp. Class A | 48,018 | 3,333 | |||
* | Twitter Inc. | 74,635 | 3,321 | ||
* | DocuSign Inc. Class A | 14,425 | 3,105 | ||
* | Match Group Inc. | 27,592 | 3,053 |
Shares | Market Value ($000) | ||||
* | Twilio Inc. Class A | 12,330 | 3,047 | ||
Xilinx Inc. | 28,929 | 3,016 | |||
* | Okta Inc. Class A | 13,316 | 2,848 | ||
* | Splunk Inc. | 14,814 | 2,787 | ||
* | VeriSign Inc. | 12,221 | 2,503 | ||
Marvell Technology Group Ltd. | 62,986 | 2,501 | |||
Skyworks Solutions Inc. | 17,100 | 2,488 | |||
* | ANSYS Inc. | 7,369 | 2,411 | ||
HP Inc. | 119,671 | 2,273 | |||
* | Atlassian Corp. plc Class A | 12,259 | 2,229 | ||
Corning Inc. | 68,131 | 2,208 | |||
Microchip Technology Inc. | 20,270 | 2,083 | |||
* | Dell Technologies Inc. Class C | 28,164 | 1,906 | ||
* | Akamai Technologies Inc. | 17,101 | 1,890 | ||
KLA Corp. | 9,317 | 1,805 | |||
* | Black Knight Inc. | 20,612 | 1,794 | ||
* | Arista Networks Inc. | 8,376 | 1,733 | ||
* | ON Semiconductor Corp. | 72,209 | 1,566 | ||
Teradyne Inc. | 19,532 | 1,552 | |||
* | GoDaddy Inc. Class A | 19,883 | 1,510 | ||
* | Arrow Electronics Inc. | 18,706 | 1,471 | ||
* | Qorvo Inc. | 11,320 | 1,460 | ||
* | VMware Inc. Class A | 10,029 | 1,441 | ||
* | Fortinet Inc. | 12,162 | 1,433 | ||
* | RingCentral Inc. Class A | 4,984 | 1,369 | ||
Citrix Systems Inc. | 9,859 | 1,358 | |||
* | Cree Inc. | 18,851 | 1,202 | ||
* | Paycom Software Inc. | 3,751 | 1,168 | ||
Hewlett Packard Enterprise Co. | 120,529 | 1,129 | |||
* | EPAM Systems Inc. | 3,426 | 1,108 | ||
* | Gartner Inc. | 8,596 | 1,074 | ||
* | Ceridian HCM Holding Inc. | 12,978 | 1,073 | ||
CDW Corp. | 8,857 | 1,059 | |||
* | Palo Alto Networks Inc. | 4,128 | 1,010 | ||
* | Tyler Technologies Inc. | 2,891 | 1,008 | ||
* | Nuance Communications Inc. | 29,403 | 976 | ||
* | Coupa Software Inc. | 3,519 | 965 | ||
* | IAC/InterActiveCorp | 8,045 | 964 | ||
* | IPG Photonics Corp. | 5,229 | 889 | ||
* | PTC Inc. | 10,669 | 882 | ||
* | F5 Networks Inc. | 7,175 | 881 | ||
* | Zendesk Inc. | 7,476 | 769 | ||
Universal Display Corp. | 4,186 | 757 | |||
* | Pinterest Inc. Class A | 17,800 | 739 | ||
Western Digital Corp. | 20,174 | 737 | |||
* | Guidewire Software Inc. | 7,046 | 735 | ||
* | MongoDB Inc. Class A | 2,994 | 693 | ||
* | Zscaler Inc. | 4,818 | 678 | ||
* | Grubhub Inc. | 9,200 | 665 | ||
* | Slack Technologies Inc. Class A | 24,300 | 653 | ||
* | Manhattan Associates Inc. | 6,606 | 631 | ||
Monolithic Power Systems Inc. | 2,200 | 615 | |||
* | SolarWinds Corp. | 29,740 | 605 | ||
* | Aspen Technology Inc. | 4,278 | 542 | ||
NortonLifeLock Inc. | 24,339 | 507 | |||
Leidos Holdings Inc. | 5,350 | 477 | |||
* | Teradata Corp. | 19,986 | 454 | ||
* | NCR Corp. | 20,003 | 443 |
Shares | Market Value ($000) | ||||
* | Pure Storage Inc. Class A | 28,105 | 432 | ||
* | Crowdstrike Holdings Inc. Class A | 3,100 | 426 | ||
NetApp Inc. | 8,971 | 393 | |||
SS&C Technologies Holdings Inc. | 6,447 | 390 | |||
* | Elastic NV | 3,518 | 380 | ||
* | Cerence Inc. | 6,400 | 313 | ||
* | Dropbox Inc. Class A | 15,760 | 303 | ||
* | PagerDuty Inc. | 10,708 | 290 | ||
Jabil Inc. | 8,300 | 284 | |||
* | Nutanix Inc. Class A | 11,790 | 261 | ||
* | New Relic Inc. | 4,500 | 254 | ||
* | HubSpot Inc. | 820 | 240 | ||
Entegris Inc. | 3,200 | 238 | |||
SYNNEX Corp. | 1,700 | 238 | |||
* | Avalara Inc. | 1,751 | 223 | ||
* | Dynatrace Inc. | 4,970 | 204 | ||
DXC Technology Co. | 11,250 | 201 | |||
Pegasystems Inc. | 1,468 | 178 | |||
* | Change Healthcare Inc. | 12,066 | 175 | ||
* | CACI International Inc. Class A | 800 | 170 | ||
* | Proofpoint Inc. | 1,600 | 169 | ||
* | Smartsheet Inc. Class A | 3,300 | 163 | ||
* | Medallia Inc. | 5,374 | 147 | ||
Amdocs Ltd. | 2,400 | 138 | |||
* | Alteryx Inc. Class A | 1,112 | 126 | ||
* | Fastly Inc. Class A | 900 | 84 | ||
Xerox Holdings Corp. | 4,318 | 81 | |||
National Instruments Corp. | 2,211 | 79 | |||
Switch Inc. Class A | 4,583 | 71 | |||
* | FireEye Inc. | 4,671 | 58 | ||
Avnet Inc. | 600 | 15 | |||
* | Snowflake Inc. Class A | 61 | 15 | ||
* | Unity Software Inc. | 116 | 10 | ||
* | Palantir Technologies Inc. Class A | 834 | 8 | ||
CDK Global Inc. | 3 | — | |||
806,597 | |||||
Telecommunications (1.6%) | |||||
Comcast Corp. Class A | 445,383 | 20,603 | |||
Verizon Communications Inc. | 288,107 | 17,140 | |||
Cisco Systems Inc. | 392,433 | 15,458 | |||
AT&T Inc. | 454,423 | 12,956 | |||
* | Charter Communications Inc. Class A | 16,614 | 10,373 | ||
* | T-Mobile US Inc. | 62,892 | 7,192 | ||
Motorola Solutions Inc. | 15,378 | 2,411 | |||
L3Harris Technologies Inc. | 13,517 | 2,296 | |||
* | GCI Liberty Inc. Class A | 25,555 | 2,095 | ||
* | Liberty Broadband Corp. Class A | 12,998 | 1,843 | ||
* | Liberty Broadband Corp. Class C | 11,601 | 1,658 | ||
* | Roku Inc. Class A | 8,713 | 1,645 | ||
* | ViaSat Inc. | 45,126 | 1,552 | ||
* | Altice USA Inc. Class A | 37,314 | 970 | ||
* | DISH Network Corp. Class A | 32,192 | 935 | ||
* | EchoStar Corp. Class A | 26,412 | 657 | ||
* | Ciena Corp. | 15,379 | 610 | ||
* | United States Cellular Corp. | 16,317 | 482 | ||
* | CommScope Holding Co. Inc. | 36,723 | 331 | ||
Telephone & Data Systems Inc. | 14,435 | 266 | |||
Ubiquiti Inc. | 1,484 | 247 |
Shares | Market Value ($000) | ||||
Cable One Inc. | 40 | 75 | |||
101,795 | |||||
Utilities (1.4%) | |||||
NextEra Energy Inc. | 53,335 | 14,804 | |||
Southern Co. | 98,416 | 5,336 | |||
Duke Energy Corp. | 59,772 | 5,294 | |||
American Water Works Co. Inc. | 36,290 | 5,258 | |||
Dominion Energy Inc. | 59,374 | 4,686 | |||
Waste Management Inc. | 33,651 | 3,808 | |||
American Electric Power Co. Inc. | 45,700 | 3,735 | |||
Xcel Energy Inc. | 50,071 | 3,455 | |||
Sempra Energy | 26,229 | 3,105 | |||
Public Service Enterprise Group Inc. | 47,759 | 2,623 | |||
WEC Energy Group Inc. | 26,459 | 2,564 | |||
Exelon Corp. | 65,800 | 2,353 | |||
* | Clean Harbors Inc. | 41,000 | 2,297 | ||
Eversource Energy | 24,487 | 2,046 | |||
DTE Energy Co. | 17,175 | 1,976 | |||
Consolidated Edison Inc. | 25,300 | 1,968 | |||
CMS Energy Corp. | 26,129 | 1,605 | |||
Republic Services Inc. Class A | 16,510 | 1,541 | |||
Edison International | 25,217 | 1,282 | |||
Alliant Energy Corp. | 24,226 | 1,251 | |||
Ameren Corp. | 15,798 | 1,249 | |||
Essential Utilities Inc. | 30,186 | 1,215 | |||
Entergy Corp. | 10,412 | 1,026 | |||
* | PG&E Corp. | 106,300 | 998 | ||
AES Corp. | 53,469 | 968 | |||
Evergy Inc. | 18,935 | 962 | |||
NiSource Inc. | 42,649 | 938 | |||
* | Stericycle Inc. | 14,737 | 929 | ||
FirstEnergy Corp. | 31,056 | 892 | |||
PPL Corp. | 32,608 | 887 | |||
NRG Energy Inc. | 28,315 | 871 | |||
Atmos Energy Corp. | 8,645 | 826 | |||
Vistra Corp. | 39,091 | 737 | |||
OGE Energy Corp. | 19,986 | 599 | |||
UGI Corp. | 15,661 | 517 | |||
CenterPoint Energy Inc. | 16,000 | 310 | |||
Pinnacle West Capital Corp. | 3,458 | 258 | |||
Avangrid Inc. | 4,545 | 229 | |||
National Fuel Gas Co. | 3,726 | 151 | |||
85,549 | |||||
Total Common Stocks (Cost $1,397,184) | 2,954,188 | ||||
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Tax-Exempt Municipal Bonds (52.2%) | ||||||
Alabama (0.5%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 4.000% | 9/15/33 | 500 | 552 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Alabama Incentives Financing Authority Special Obligation Revenue Prere. | 5.000% | 9/1/22 | 380 | 414 | ||
Birmingham-Jefferson AL Civic Center Authority Special Tax Revenue | 5.000% | 7/1/31 | 1,100 | 1,239 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/23 | 1,555 | 1,701 | ||
Black Belt Energy Gas District Alabama Gas Prepay Revenue (Project No. 3) PUT | 4.000% | 12/1/25 | 540 | 619 | ||
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 6/1/21 | 3,885 | 3,964 | |
2 | Black Belt Energy Gas District Alabama Gas Supply Revenue PUT | 4.000% | 7/1/22 | 430 | 454 | |
Huntsville AL Electric System Revenue | 5.000% | 12/1/30 | 510 | 640 | ||
Huntsville AL GO | 5.000% | 5/1/35 | 1,125 | 1,408 | ||
Huntsville AL GO | 5.000% | 5/1/38 | 1,860 | 2,395 | ||
Jefferson County AL Revenue | 5.000% | 9/15/29 | 1,220 | 1,511 | ||
Jefferson County AL Revenue | 5.000% | 9/15/33 | 1,000 | 1,215 | ||
Jefferson County AL Sewer Revenue | 5.000% | 10/1/23 | 500 | 564 | ||
3 | Jefferson County AL Sewer Revenue | 0.000% | 10/1/25 | 500 | 454 | |
Lower AL Gas District Gas Project Revenue PUT | 4.000% | 12/1/25 | 2,150 | 2,462 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 4/1/24 | 6,810 | 7,498 | ||
Southeast Alabama Gas Supply District Revenue PUT | 4.000% | 6/1/24 | 1,375 | 1,523 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/27 | 530 | 658 | ||
Tuscaloosa AL City Board of Education School Tax Warrants Revenue | 5.000% | 8/1/28 | 1,090 | 1,344 | ||
University of Alabama General Revenue | 3.000% | 7/1/36 | 1,085 | 1,166 | ||
3 | University of South Alabama University Facilities Revenue | 5.000% | 11/1/23 | 740 | 838 | |
32,619 | ||||||
Alaska (0.1%) | ||||||
Alaska Housing Finance Corp. Revenue | 5.000% | 12/1/29 | 75 | 81 | ||
Alaska Housing Finance Corp. Revenue Prere. | 5.000% | 6/1/22 | 425 | 459 | ||
Alaska Municipal Bond Bank Authority Revenue | 5.000% | 9/1/21 | 1,650 | 1,718 | ||
Matanuska-Susitna Borough AK Lease Revenue (Goose Creek Correctional Center) GO | 5.000% | 9/1/31 | 1,345 | 1,556 | ||
3,814 | ||||||
Arizona (1.0%) | ||||||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/30 | 675 | 804 | ||
Arizona Board of Regents Arizona State University System Revenue | 5.000% | 7/1/31 | 545 | 628 | ||
Arizona COP | 5.000% | 10/1/26 | 2,000 | 2,520 | ||
Arizona Industrial Development Authority Lease Revenue (Children's National Medical Center) | 5.000% | 9/1/34 | 350 | 443 | ||
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.375% | 7/1/25 | 180 | 181 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.500% | 7/1/26 | 100 | 101 | |
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.625% | 7/1/27 | 265 | 268 | |
4 | Arizona Industrial Development Authority Revenue (Economic Legacy Cares) | 6.750% | 7/1/28 | 305 | 308 | |
Arizona Industrial Development Authority Revenue (Lincoln South Beltway Project) | 5.000% | 11/1/28 | 1,290 | 1,670 | ||
Arizona School Facilities Board COP | 5.000% | 9/1/21 | 1,355 | 1,414 | ||
Arizona State University Revenue (McAllister Academic Village LLC) | 5.000% | 7/1/36 | 1,620 | 1,926 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/21 | 2,240 | 2,321 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/23 | 2,155 | 2,438 | ||
Arizona Transportation Board Excise Tax Revenue | 5.000% | 7/1/24 | 2,110 | 2,480 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/22 | 2,210 | 2,397 | ||
Arizona Transportation Board Highway Revenue | 5.000% | 7/1/32 | 1,025 | 1,261 | ||
Arizona Transportation Board Highway Revenue Prere. | 5.000% | 7/1/22 | 500 | 542 | ||
Arizona Water Infrastructure Finance Authority Revenue | 5.000% | 10/1/27 | 1,000 | 1,182 | ||
Chandler AZ GO | 5.000% | 7/1/23 | 1,165 | 1,319 | ||
Glendale City AZ Excise Tax Refunding Obligations Revenue | 5.000% | 7/1/28 | 1,785 | 2,219 | ||
Maricopa County AZ Elementary School District No. 14 (Creighton) GO | 3.000% | 7/1/32 | 1,000 | 1,099 | ||
Maricopa County AZ Industrial Development Authority Hospital Revenue (Honorhealth) | 5.000% | 9/1/33 | 830 | 1,020 | ||
Maricopa County AZ Unified School District No. 4 (Mesa) GO | 5.000% | 7/1/24 | 1,700 | 1,997 | ||
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue | 5.000% | 7/1/35 | 1,100 | 1,470 | ||
Phoenix AZ Civic Improvement Corp. Excise Tax Revenue ETM | 5.000% | 7/1/22 | 1,145 | 1,241 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/22 | 2,290 | 2,484 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 5.000% | 7/1/27 | 1,295 | 1,619 | ||
Phoenix AZ Civic Improvement Corp. Wastewater System Revenue | 4.000% | 7/1/28 | 2,015 | 2,254 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/21 | 525 | 544 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/22 | 1,260 | 1,367 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/23 | 2,040 | 2,311 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/26 | 2,520 | 2,958 | ||
Phoenix AZ Civic Improvement Corp. Water System Revenue | 5.000% | 7/1/35 | 1,900 | 2,314 | ||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/27 | 300 | 332 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Phoenix AZ Industrial Development Authority Lease Revenue (Downtown Phoenix Student Housing LLC) | 5.000% | 7/1/28 | 250 | 279 | ||
Pima County AZ Sewer Revenue | 5.000% | 7/1/24 | 1,105 | 1,301 | ||
Regional Public Transportation Authority Arizona Excise Tax Revenue (Maricopa County Public Transportation) | 5.250% | 7/1/24 | 1,125 | 1,336 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 12/1/28 | 515 | 543 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 12/1/29 | 2,000 | 2,154 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 5.000% | 1/1/36 | 1,540 | 1,892 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/24 | 910 | 1,064 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.250% | 12/1/28 | 640 | 817 | ||
Salt Verde AZ Financial Corp. Gas Revenue | 5.000% | 12/1/37 | 785 | 1,059 | ||
Yavapai County AZ Industrial Development Authority Hospital Facility Revenue (Northern Arizona Healthcare System) | 5.250% | 10/1/22 | 500 | 525 | ||
60,402 | ||||||
Arkansas (0.1%) | ||||||
Pulaski County AR Hospital Revenue (Arkansas Children's Hospital) | 5.000% | 3/1/29 | 1,075 | 1,297 | ||
5 | Springdale AR Sales and Use Revenue | 5.000% | 4/1/37 | 1,000 | 1,117 | |
Springdale AR School District No. 50 GO | 4.000% | 6/1/27 | 1,190 | 1,261 | ||
Springdale AR School District No. 50 GO | 4.000% | 6/1/32 | 1,155 | 1,213 | ||
University of Arkansas Revenue | 5.000% | 11/1/21 | 805 | 847 | ||
University of Arkansas Revenue | 5.000% | 11/1/24 | 850 | 1,007 | ||
University of Arkansas Revenue | 5.000% | 11/1/30 | 775 | 958 | ||
7,700 | ||||||
California (4.8%) | ||||||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Episcopal Senior Communities) | 5.000% | 7/1/22 | 500 | 524 | ||
ABAG Finance Authority for Nonprofit Corps. California Revenue (Jackson Laboratory) | 5.000% | 7/1/21 | 760 | 787 | ||
3 | ABAG Finance Authority for Nonprofit Corps. California Revenue (Windemere Ranch Infrastructure Financing Program) | 5.000% | 9/2/30 | 1,135 | 1,400 | |
6 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/30 | 740 | 576 | |
7 | Alameda CA Corridor Transportation Authority Revenue | 0.000% | 10/1/32 | 1,690 | 1,248 | |
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/30 | 1,000 | 1,110 | ||
Anaheim CA Housing & Public Improvements Authority Revenue (Electric Utility Distribution System) | 5.000% | 10/1/33 | 1,015 | 1,121 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/33 | 1,000 | 1,158 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 4.000% | 4/1/37 | 820 | 938 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 10/1/20 | 500 | 500 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/22 | 500 | 537 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) Prere. | 5.000% | 4/1/23 | 1,000 | 1,121 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.100% | 4/1/22 | 1,150 | 1,172 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.125% | 4/1/25 | 2,950 | 3,109 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.850% | 4/1/25 | 1,000 | 1,086 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.625% | 4/1/26 | 2,000 | 2,192 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) PUT | 2.950% | 4/1/26 | 1,000 | 1,110 | ||
8 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.700% PUT | 0.810% | 4/1/21 | 1,000 | 1,000 | |
8 | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area), SIFMA Municipal Swap Index Yield + 0.900% PUT | 1.010% | 5/1/23 | 1,000 | 1,007 | |
6 | Brea CA Redevelopment Agency Successor Agency Tax Allocation Revenue (Redevelopment Project AB) | 0.000% | 8/1/29 | 1,000 | 876 | |
California GO | 5.000% | 10/1/20 | 2,000 | 2,000 | ||
California GO | 5.000% | 8/1/22 | 1,000 | 1,089 | ||
California GO | 5.000% | 9/1/22 | 1,805 | 1,973 | ||
California GO | 5.000% | 11/1/23 | 1,155 | 1,324 | ||
California GO | 5.000% | 4/1/24 | 2,000 | 2,329 | ||
California GO | 5.000% | 9/1/24 | 1,315 | 1,555 | ||
California GO | 5.000% | 10/1/24 | 2,000 | 2,373 | ||
California GO | 5.000% | 3/1/26 | 660 | 794 | ||
California GO | 5.000% | 4/1/26 | 2,000 | 2,494 | ||
California GO | 5.000% | 4/1/27 | 2,000 | 2,555 | ||
California GO | 3.500% | 8/1/27 | 1,515 | 1,801 | ||
California GO | 5.000% | 2/1/28 | 690 | 765 | ||
California GO | 5.000% | 4/1/28 | 5,125 | 6,711 | ||
California GO | 5.000% | 9/1/29 | 455 | 566 | ||
California GO | 5.000% | 11/1/29 | 1,700 | 1,935 | ||
California GO | 5.000% | 9/1/30 | 1,000 | 1,042 | ||
California GO | 5.000% | 11/1/30 | 5,000 | 6,818 | ||
California GO | 5.000% | 4/1/31 | 1,005 | 1,382 | ||
California GO | 4.000% | 8/1/31 | 1,675 | 1,958 | ||
California GO | 5.000% | 2/1/32 | 500 | 530 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California GO | 5.000% | 4/1/32 | 2,500 | 3,262 | ||
3 | California GO | 5.250% | 8/1/32 | 1,000 | 1,411 | |
California GO | 5.000% | 10/1/32 | 1,875 | 2,196 | ||
California GO | 4.000% | 8/1/33 | 1,520 | 1,762 | ||
California GO | 5.000% | 8/1/33 | 2,865 | 3,527 | ||
California GO | 4.000% | 9/1/33 | 2,000 | 2,322 | ||
California GO | 3.000% | 10/1/34 | 1,225 | 1,358 | ||
California GO | 3.000% | 10/1/35 | 1,815 | 2,002 | ||
California GO | 3.000% | 10/1/36 | 1,500 | 1,644 | ||
2 | California GO VRDO | 0.060% | 10/7/20 | 10,000 | 10,000 | |
2 | California Health Facilities Financing Authority Revenue (Advent Obligated Group) VRDO | 0.030% | 10/1/20 | 2,400 | 2,400 | |
California Health Facilities Financing Authority Revenue (Adventist Health System/West) | 5.000% | 3/1/23 | 1,325 | 1,470 | ||
California Health Facilities Financing Authority Revenue (Children's Hospital of Los Angeles) | 5.000% | 11/15/23 | 1,000 | 1,085 | ||
California Health Facilities Financing Authority Revenue (Kaiser Permanente) PUT | 5.000% | 11/1/22 | 795 | 873 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 4.000% | 10/1/24 | 1,195 | 1,361 | ||
California Health Facilities Financing Authority Revenue (Providence St. Joseph Health Obligated Group) PUT | 5.000% | 10/1/25 | 1,690 | 2,054 | ||
California Health Facilities Financing Authority Revenue (Rady Children's Hospital) | 5.000% | 8/15/31 | 965 | 999 | ||
California Health Facilities Financing Authority Revenue (Sutter Health) | 5.000% | 11/15/36 | 1,000 | 1,225 | ||
9 | California Infrastructure & Economic Development Bank Revenue (Bay Area Toll Bridges Seismic Retrofit) Prere. | 5.000% | 1/1/28 | 500 | 654 | |
California Municipal Finance Authority Revenue (Anaheim Electric Utility Distribution System) | 5.000% | 10/1/30 | 965 | 1,163 | ||
California Public Works Board Lease Revenue (Davidson Library) Prere. | 5.000% | 3/1/23 | 20 | 22 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/22 | 1,000 | 1,080 | ||
California Public Works Board Lease Revenue (Department of Corrections) | 5.000% | 6/1/27 | 1,050 | 1,129 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 10/1/26 | 1,200 | 1,416 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.000% | 3/1/28 | 300 | 333 | ||
California Public Works Board Lease Revenue (Judicial Council Projects) | 5.125% | 12/1/29 | 260 | 274 | ||
California Public Works Board Lease Revenue (Regents of The University of California) Prere. | 5.000% | 12/1/21 | 35 | 37 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 12/1/26 | 2,500 | 2,967 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 11/1/31 | 1,000 | 1,091 | ||
California Public Works Board Lease Revenue (Various Capital Projects) | 5.000% | 4/1/32 | 350 | 373 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California Public Works Board Lease Revenue (Various Capital Projects) Prere. | 5.000% | 12/1/21 | 25 | 26 | ||
California State Educational Facilities Authority Revenue Prere. | 6.125% | 10/1/21 | 245 | 259 | ||
California State Educational Facilities Authority Revenue Prere. | 6.125% | 10/1/21 | 255 | 270 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 1,000 | 1,233 | ||
California State University Systemwide Revenue | 5.000% | 11/1/32 | 2,815 | 3,533 | ||
California State University Systemwide Revenue | 5.000% | 11/1/34 | 2,010 | 2,362 | ||
California State University Systemwide Revenue | 5.000% | 11/1/35 | 2,000 | 2,489 | ||
California State University Systemwide Revenue | 5.000% | 11/1/37 | 1,000 | 1,207 | ||
California State University Systemwide Revenue Prere. | 5.000% | 11/1/22 | 1,000 | 1,100 | ||
California Statewide Communities Development Authority Revenue (Kaiser Foundation Hospitals) PUT | 5.000% | 11/1/29 | 3,640 | 4,819 | ||
California Statewide Communities Development Authority Revenue (Kaiser Permanente) PUT | 5.000% | 11/1/29 | 665 | 880 | ||
4 | California Statewide Communities Development Authority Revenue (Loma Linda University Medical Center) | 5.000% | 12/1/28 | 400 | 454 | |
3 | Centinela Valley CA Union High School District GO | 4.000% | 8/1/29 | 1,035 | 1,202 | |
Chabot-Las Positas CA Community College District GO | 5.000% | 8/1/31 | 1,000 | 1,128 | ||
Chaffey CA Community College District GO | 5.000% | 6/1/23 | 850 | 960 | ||
3 | Chino CA Public Financing Authority Special Tax Revenue | 5.000% | 9/1/30 | 800 | 946 | |
Chula Vista CA Municipal Financing Authority Special Tax Revenue | 5.500% | 9/1/27 | 970 | 1,100 | ||
10 | Citrus CA Community College District GO, 5.000% coupon rate effective 2/1/2023 Prere. | 0.000% | 2/1/24 | 1,000 | 1,037 | |
Contra Costa CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,137 | ||
Contra Costa CA Municipal Water District Revenue | 5.000% | 10/1/33 | 1,000 | 1,136 | ||
Corona-Norco CA Unified School District Special Tax Revenue (Community Facilities District No. 98-1) | 5.000% | 9/1/22 | 970 | 1,060 | ||
3 | East Side CA Union High School District Santa Clara County GO | 3.000% | 8/1/32 | 1,000 | 1,094 | |
10 | Foothill/Eastern Transportation Corridor Agency California Toll Road Revenue, 6.200% coupon rate effective 1/15/2024 | 0.000% | 1/15/29 | 1,390 | 1,520 | |
Gavilan CA Joint Community College District GO | 5.000% | 8/1/28 | 1,000 | 1,211 | ||
Golden State Tobacco Securitization Corp. California Revenue | 5.000% | 6/1/25 | 500 | 592 | ||
6 | Golden State Tobacco Securitization Corp. California Revenue | 0.000% | 6/1/27 | 2,060 | 1,897 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Golden State Tobacco Securitization Corp. California Revenue | 5.000% | 6/1/33 | 1,140 | 1,339 | ||
Grossmont CA Helathcare District GO | 4.000% | 7/15/40 | 2,000 | 2,221 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue | 5.000% | 9/1/26 | 1,500 | 1,685 | ||
La Quinta CA Redevelopment Agency Tax Allocation Revenue | 5.000% | 9/1/30 | 1,000 | 1,152 | ||
La Verne CA (Brethren Hillcrest Homes) COP Prere. | 5.000% | 5/15/22 | 350 | 380 | ||
Long Beach CA Finance Authority Natural Gas Purchase Revenue | 5.250% | 11/15/23 | 435 | 496 | ||
Long Beach CA Harbor Revenue | 5.000% | 12/15/20 | 1,300 | 1,313 | ||
11 | Long Beach CA Unified School District GO | 0.000% | 8/1/24 | 1,290 | 1,253 | |
Los Angeles CA Community College District GO | 4.000% | 8/1/32 | 1,000 | 1,113 | ||
Los Angeles CA Community College District GO | 4.000% | 8/1/37 | 2,000 | 2,164 | ||
Los Angeles CA Department of Airports International Airport Revenue | 5.000% | 5/15/29 | 3,500 | 4,626 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/36 | 2,000 | 2,346 | ||
Los Angeles CA Department of Airports International Airport Revenue | 4.000% | 5/15/40 | 2,055 | 2,376 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/33 | 1,375 | 1,712 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/35 | 1,330 | 1,706 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,000 | 1,215 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/36 | 1,695 | 2,173 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,000 | 1,227 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/37 | 1,145 | 1,458 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 500 | 614 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/38 | 2,550 | 3,249 | ||
Los Angeles CA Department of Water & Power Revenue | 5.000% | 7/1/40 | 1,500 | 1,961 | ||
2 | Los Angeles CA Department of Water & Power Revenue VRDO | 0.060% | 10/1/20 | 6,000 | 6,000 | |
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 6/1/29 | 5,000 | 6,718 | ||
Los Angeles CA Metropolitan Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 1,400 | 1,785 | ||
Los Angeles CA Wastewater System Revenue | 5.000% | 6/1/36 | 1,755 | 2,185 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 5.000% | 8/1/26 | 500 | 542 | ||
5 | Los Angeles County CA School District GO | 5.000% | 7/1/36 | 1,000 | 1,253 | |
Los Angeles County CA Unified School District GO | 5.000% | 7/1/31 | 1,000 | 1,316 | ||
Marysville CA Revenue (Fremont-Rideout Health Group) Prere. | 5.250% | 1/1/21 | 600 | 608 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Milpitas CA Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 9/1/31 | 1,130 | 1,333 | ||
M-S-R CA Energy Authority Gas Revenue | 6.500% | 11/1/39 | 555 | 877 | ||
Napa Valley CA Unified School District GO | 4.000% | 8/1/28 | 1,690 | 1,842 | ||
10 | Napa Valley Community College District GO, 4.000% coupon rate effective 2/1/2021 | 0.000% | 8/1/32 | 1,090 | 1,225 | |
Newport Mesa CA Unified School District GO | 0.000% | 8/1/30 | 630 | 550 | ||
Oakland CA Redevelopment Agency Tax Allocation Revenue (Central District Project) | 5.000% | 9/1/22 | 500 | 542 | ||
3 | Oakland CA Unified School District GO | 5.000% | 8/1/25 | 1,500 | 1,813 | |
Orange County CA Development Agency Tax Allocation Revenue (Santa Ana Heights Project) | 5.000% | 3/1/21 | 1,170 | 1,191 | ||
Orange County CA Local Transportation Authority Sales Tax Revenue | 5.000% | 2/15/33 | 1,035 | 1,357 | ||
7 | Palomar Pomerado Health California GO | 0.000% | 8/1/22 | 1,000 | 984 | |
11 | Palomar Pomerado Health California GO | 0.000% | 8/1/26 | 1,040 | 974 | |
11 | Palomar Pomerado Health California GO | 0.000% | 8/1/32 | 740 | 595 | |
Perris CA Public Financing Authority Tax Allocation Revenue | 5.000% | 10/1/21 | 1,085 | 1,138 | ||
3 | Poway CA Unified School District Public Financing Authority Special Tax Revenue | 5.000% | 9/1/31 | 1,395 | 1,714 | |
Riverside CA Electric Revenue | 5.000% | 10/1/32 | 1,830 | 2,409 | ||
Riverside County CA Transportation Commission Sales Tax Revenue Prere. | 5.250% | 6/1/23 | 1,000 | 1,136 | ||
Riverside County CA Transportation Commission Toll Revenue | 0.000% | 6/1/30 | 2,415 | 1,899 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/23 | 340 | 374 | ||
Roseville CA Natural Gas Financing Authority Gas Revenue | 5.000% | 2/15/25 | 325 | 382 | ||
5 | Sacramento CA City Financing Authority Revenue | 5.000% | 12/1/22 | 760 | 840 | |
7 | Sacramento CA City Financing Authority Tax Allocation Revenue | 0.000% | 12/1/30 | 1,815 | 1,457 | |
Sacramento CA Regional Transportation District Farebox Revenue | 5.000% | 3/1/23 | 330 | 331 | ||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/25 | 495 | 611 | ||
Sacramento County CA Sanitation Districts Financing Authority Revenue | 5.000% | 8/1/27 | 575 | 705 | ||
3 | San Bernardino CA Community College District GO | 0.000% | 8/1/22 | 1,000 | 992 | |
San Diego CA Community College District GO Prere. | 5.000% | 8/1/21 | 500 | 520 | ||
San Diego CA Community College District GO Prere. | 5.000% | 8/1/23 | 1,000 | 1,137 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/27 | 180 | 168 | ||
3 | San Diego CA Unified School District GO | 5.500% | 7/1/27 | 520 | 697 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
San Diego CA Unified School District GO | 0.000% | 7/1/28 | 430 | 391 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/29 | 440 | 390 | ||
San Diego CA Unified School District GO | 0.000% | 7/1/30 | 100 | 86 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/27 | 320 | 304 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/28 | 70 | 66 | ||
San Diego CA Unified School District GO ETM | 0.000% | 7/1/29 | 60 | 54 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue Prere. | 5.000% | 4/1/22 | 560 | 601 | ||
San Diego County CA Water Authority Revenue | 5.000% | 5/1/28 | 1,000 | 1,211 | ||
San Francisco CA Bay Area Rapid Transit District GO | 5.000% | 8/1/30 | 1,530 | 1,866 | ||
San Francisco CA Bay Area Rapid Transit District Sales Tax Revenue | 4.000% | 7/1/21 | 350 | 360 | ||
San Francisco CA City & County COP | 5.000% | 4/1/28 | 1,635 | 1,963 | ||
San Francisco CA City & County COP | 4.000% | 4/1/33 | 1,000 | 1,126 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/27 | 605 | 646 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/30 | 405 | 415 | ||
San Francisco CA City & County International Airport Revenue | 5.000% | 5/1/34 | 1,000 | 1,254 | ||
San Francisco CA City & County International Airport Revenue Prere. | 5.000% | 5/3/21 | 95 | 98 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/31 | 1,700 | 2,132 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/32 | 1,000 | 1,195 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 5.000% | 11/1/35 | 1,500 | 1,857 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue Prere. | 5.500% | 11/1/20 | 500 | 502 | ||
San Francisco CA City & County Unified School District GO | 4.000% | 6/15/32 | 965 | 1,019 | ||
San Francisco CA City & County Unified School District GO | 4.250% | 6/15/33 | 1,000 | 1,058 | ||
6 | San Ramon CA Public Financing Authority Tax Allocation Revenue | 0.000% | 2/1/33 | 1,475 | 1,139 | |
Santa Clara CA Financing Authority Revenue | 3.000% | 5/1/39 | 1,155 | 1,213 | ||
Santa Clara CA Unified School District GO | 3.000% | 7/1/34 | 1,000 | 1,086 | ||
Southern California Public Power Authority Revenue | 5.000% | 7/1/30 | 3,000 | 3,439 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) | 5.000% | 7/1/32 | 2,000 | 2,390 | ||
Southern California Public Power Authority Revenue (Canyon Power Project) Prere. | 5.000% | 7/1/21 | 1,105 | 1,145 | ||
State Center California Community College District GO | 5.000% | 8/1/29 | 1,000 | 1,218 | ||
5 | Stockton Public Financing Authority Revenue | 5.000% | 9/1/29 | 1,000 | 1,143 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Tahoe-Truckee CA Unified School District GO | 5.000% | 8/1/34 | 1,030 | 1,270 | ||
7 | Union CA Elementary School District GO | 0.000% | 9/1/28 | 1,080 | 987 | |
Union City CA Community Redevelopment Agency Successor Agency Tax Allocation Revenue | 5.000% | 10/1/30 | 1,635 | 1,938 | ||
University of California Regents Medical Center Pooled Revenue VRDO | 0.040% | 10/1/20 | 1,500 | 1,500 | ||
University of California Revenue | 5.000% | 5/15/23 | 875 | 902 | ||
University of California Revenue | 5.000% | 5/15/28 | 690 | 775 | ||
University of California Revenue | 4.000% | 5/15/33 | 1,000 | 1,132 | ||
University of California Revenue | 5.000% | 5/15/33 | 3,000 | 4,053 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,000 | 1,172 | ||
University of California Revenue | 4.000% | 5/15/34 | 1,770 | 1,955 | ||
University of California Revenue | 4.000% | 5/15/35 | 2,000 | 2,338 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,620 | 2,068 | ||
University of California Revenue | 5.000% | 5/15/35 | 1,165 | 1,482 | ||
University of California Revenue Prere. | 5.000% | 5/15/21 | 160 | 165 | ||
University of California Revenue Prere. | 5.000% | 5/15/23 | 310 | 349 | ||
University of California Revenue PUT | 5.000% | 5/15/23 | 3,960 | 4,451 | ||
3,9 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/32 | 1,155 | 935 | |
7 | West Contra Costa CA Unified School District GO | 0.000% | 8/1/34 | 1,225 | 929 | |
298,455 | ||||||
Colorado (0.9%) | ||||||
12 | Adams & Weld County CO School District No. 27J GO | 5.000% | 12/1/34 | 1,435 | 1,741 | |
Adams County CO COP | 5.000% | 12/1/31 | 650 | 783 | ||
Board of Governors of the Colorado State University System Enterprise Revenue ETM | 5.000% | 3/1/23 | 300 | 335 | ||
Colorado (UCDHSC Fitzsimons Academic Projects) COP | 5.000% | 11/1/21 | 500 | 526 | ||
Colorado COP | 5.000% | 12/15/28 | 1,425 | 1,895 | ||
Colorado COP | 4.000% | 12/15/33 | 1,235 | 1,468 | ||
Colorado COP | 4.000% | 12/15/34 | 1,745 | 2,068 | ||
Colorado Educational & Cultural Facilities Authority Revenue (University of Denver) | 4.000% | 3/1/30 | 500 | 573 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 5.000% | 11/15/37 | 1,000 | 1,266 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) | 4.000% | 11/15/38 | 1,000 | 1,161 | ||
Colorado Health Facilities Authority Hospital Revenue (Adventist Health System/West Obligated Group) PUT | 5.000% | 11/19/26 | 1,030 | 1,291 | ||
Colorado Health Facilities Authority Retirement Facilities Revenue (Liberty Heights Project) ETM | 0.000% | 7/15/24 | 1,430 | 1,405 | ||
Colorado Health Facilities Authority Revenue (Adventist Health System/Sunbelt Obligated Group) PUT | 5.000% | 11/15/23 | 2,990 | 3,414 | ||
Colorado Health Facilities Authority Revenue (Catholic Health Initiatives) Prere. | 5.250% | 2/1/21 | 2,500 | 2,542 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Colorado Health Facilities Authority Revenue (Covenant Retirement Community Inc.) | 5.000% | 12/1/27 | 500 | 535 | ||
Colorado Health Facilities Authority Revenue (NCMC Inc.) Prere. | 4.000% | 5/15/26 | 1,500 | 1,800 | ||
Colorado Springs CO Utility System Revenue Prere. | 5.000% | 11/15/22 | 500 | 551 | ||
Denver City & County CO Better Denver & Zoo GO | 5.000% | 8/1/22 | 1,000 | 1,089 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/20 | 515 | 518 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/22 | 1,335 | 1,342 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/24 | 1,200 | 1,409 | ||
Denver CO City & County Airport Revenue | 5.000% | 11/15/26 | 430 | 432 | ||
Denver CO City & County Airport Revenue | 5.000% | 12/1/26 | 775 | 961 | ||
Denver CO City & County Airport Revenue | 4.000% | 12/1/38 | 400 | 453 | ||
Denver CO City & County COP | 5.000% | 6/1/37 | 1,685 | 1,955 | ||
Denver CO City & County Dedicated Tax Revenue | 0.000% | 8/1/29 | 500 | 421 | ||
Denver CO City & County GO | 5.000% | 8/1/23 | 1,535 | 1,745 | ||
Denver CO City & County School District GO | 4.000% | 12/1/31 | 1,000 | 1,135 | ||
Denver CO City & County School District GO | 5.000% | 12/1/36 | 2,000 | 2,457 | ||
7 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/23 | 1,010 | 991 | |
7 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/29 | 2,000 | 1,747 | |
7 | E-470 Public Highway Authority Colorado Revenue | 0.000% | 9/1/32 | 1,000 | 800 | |
El Paso County CO School District No. 20 Academy GO | 5.000% | 12/15/30 | 2,400 | 3,002 | ||
El Paso County CO School District No. 3 Widefield GO | 5.000% | 12/1/26 | 350 | 385 | ||
El Paso County CO School District No. 3 Widefield GO | 5.000% | 12/1/27 | 500 | 550 | ||
El Paso County CO School District No. 3 Widefield GO | 5.000% | 12/1/29 | 500 | 549 | ||
El Paso County CO School District No. 3 Widefield GO | 5.000% | 12/1/30 | 520 | 571 | ||
El Paso County CO School District No. 3 Widefield GO | 5.000% | 12/1/31 | 635 | 697 | ||
Garfield, Pitkin, & Eagle County CO School District GO | 4.000% | 12/15/34 | 1,000 | 1,123 | ||
Jefferson County CO School District No. R-1 GO | 5.000% | 12/15/36 | 3,395 | 4,341 | ||
Regional Transportation District of Colorado COP | 5.000% | 6/1/31 | 1,010 | 1,316 | ||
Regional Transportation District of Colorado COP | 5.000% | 11/1/31 | 1,000 | 1,371 | ||
University of Colorado Enterprise System Revenue | 4.000% | 6/1/32 | 1,590 | 1,856 | ||
University of Colorado Enterprise System Revenue Prere. | 5.000% | 6/1/22 | 515 | 556 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
University of Colorado Hospital Authority Revenue | 5.000% | 11/15/36 | 1,000 | 1,076 | ||
58,202 | ||||||
Connecticut (0.9%) | ||||||
Connecticut GO | 5.000% | 4/15/21 | 500 | 513 | ||
Connecticut GO | 5.000% | 11/15/22 | 1,935 | 2,129 | ||
Connecticut GO | 5.000% | 4/15/24 | 800 | 856 | ||
Connecticut GO | 5.000% | 2/15/25 | 1,000 | 1,189 | ||
Connecticut GO | 5.000% | 5/15/25 | 2,345 | 2,812 | ||
Connecticut GO | 5.000% | 2/15/26 | 1,000 | 1,225 | ||
Connecticut GO | 5.000% | 9/1/26 | 1,000 | 1,165 | ||
Connecticut GO | 5.000% | 2/15/27 | 1,000 | 1,257 | ||
Connecticut GO | 4.000% | 9/15/27 | 1,000 | 1,056 | ||
Connecticut GO | 5.000% | 4/15/28 | 500 | 532 | ||
Connecticut GO | 5.000% | 4/15/28 | 1,000 | 1,291 | ||
Connecticut GO | 4.000% | 6/1/29 | 1,000 | 1,211 | ||
Connecticut GO | 5.000% | 3/1/32 | 2,950 | 3,319 | ||
Connecticut GO | 5.000% | 10/15/32 | 705 | 758 | ||
Connecticut GO | 4.000% | 3/15/35 | 5,000 | 5,565 | ||
Connecticut Health & Educational Facilities Authority Revenue (Connecticut State University System) | 5.000% | 11/1/31 | 1,000 | 1,296 | ||
Connecticut Health & Educational Facilities Authority Revenue (Covenant Retirement Communities) | 5.000% | 12/1/31 | 1,000 | 1,181 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) | 4.000% | 7/1/36 | 1,750 | 2,017 | ||
Connecticut Health & Educational Facilities Authority Revenue (Hartford Healthcare) Prere. | 5.000% | 7/1/21 | 550 | 569 | ||
Connecticut Health & Educational Facilities Authority Revenue (Nuvance Health) | 5.000% | 7/1/29 | 1,255 | 1,561 | ||
Connecticut Health & Educational Facilities Authority Revenue (Sacred Heart University) | 5.000% | 7/1/31 | 850 | 1,098 | ||
Connecticut Health & Educational Facilities Authority Revenue (University of Hartford) | 5.000% | 7/1/31 | 575 | 641 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 875 | 894 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 1.450% | 7/1/22 | 900 | 920 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 5.000% | 2/1/23 | 3,400 | 3,779 | ||
Connecticut Health & Educational Facilities Authority Revenue (Yale University) PUT | 2.000% | 7/1/26 | 500 | 539 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 9/1/23 | 1,185 | 1,346 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 1/1/28 | 1,805 | 2,313 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/29 | 1,005 | 1,319 | ||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 10/1/34 | 1,000 | 1,251 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Connecticut Special Tax Revenue (Transportation Infrastructure) | 5.000% | 5/1/38 | 2,250 | 2,848 | ||
Hartford County CT Metropolitan District GO | 5.000% | 7/15/28 | 1,255 | 1,614 | ||
Hartford County CT Metropolitan District GO | 4.000% | 7/15/38 | 2,025 | 2,347 | ||
University of Connecticut GO | 5.000% | 2/15/27 | 635 | 743 | ||
University of Connecticut Revenue | 5.000% | 11/1/27 | 1,000 | 1,272 | ||
54,426 | ||||||
Delaware (0.1%) | ||||||
Delaware GO | 5.000% | 10/1/20 | 700 | 700 | ||
Delaware GO | 5.000% | 2/1/25 | 1,010 | 1,218 | ||
Delaware Health Facilities Authority Revenue (Bayhealth Medical Center Obligated Group) | 5.000% | 6/1/30 | 600 | 727 | ||
Delaware River & Bay Authority Delaware Revenue | 3.000% | 1/1/38 | 1,495 | 1,580 | ||
University of Delaware Revenue | 5.000% | 11/1/34 | 440 | 618 | ||
University of Delaware Revenue | 5.000% | 11/1/35 | 500 | 710 | ||
Wilmington DE GO | 5.000% | 11/1/28 | 1,000 | 1,004 | ||
6,557 | ||||||
District of Columbia (0.9%) | ||||||
District of Columbia GO | 5.000% | 6/1/25 | 1,235 | 1,505 | ||
District of Columbia GO | 5.000% | 6/1/29 | 3,780 | 4,410 | ||
District of Columbia GO | 5.000% | 10/15/31 | 1,070 | 1,411 | ||
District of Columbia GO | 5.000% | 6/1/32 | 1,000 | 1,231 | ||
District of Columbia GO | 5.000% | 6/1/34 | 1,320 | 1,641 | ||
District of Columbia Hospital Revenue (Children's Hospital Obligated Group) | 5.000% | 7/15/35 | 1,000 | 1,160 | ||
District of Columbia Income Tax Revenue | 5.000% | 12/1/24 | 1,350 | 1,490 | ||
District of Columbia Income Tax Revenue | 5.000% | 12/1/26 | 655 | 691 | ||
District of Columbia Income Tax Revenue | 5.000% | 5/1/37 | 5,735 | 7,543 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/39 | 1,110 | 1,343 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 5.000% | 10/1/33 | 2,175 | 2,708 | ||
Metropolitan Washington DC/VA Airports Authority Airport System Revenue | 5.000% | 10/1/24 | 540 | 540 | ||
Metropolitan Washington DC/VA Airports Authority Airport System Revenue | 5.000% | 10/1/30 | 2,325 | 3,124 | ||
2 | Metropolitan Washington DC/VA Airports Authority Airport System Revenue VRDO | 0.050% | 10/1/20 | 13,130 | 13,130 | |
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 5.000% | 10/1/33 | 2,225 | 2,777 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 0.000% | 10/1/37 | 1,300 | 771 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue (Dulles Metrorail & Capital Improvement Projects) | 4.000% | 10/1/39 | 1,000 | 1,117 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Washington Convention & Sports Authority Revenue | 5.000% | 10/1/26 | 1,090 | 1,213 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/34 | 2,800 | 3,697 | ||
Washington Metropolitan Area Transit Authority Revenue | 5.000% | 7/15/38 | 2,000 | 2,586 | ||
54,088 | ||||||
Florida (2.3%) | ||||||
Brevard County FL School Board COP | 5.000% | 7/1/25 | 1,000 | 1,121 | ||
Broward County FL Airport System Revenue Prere. | 5.000% | 10/1/22 | 400 | 438 | ||
Broward County FL Airport System Revenue Prere. | 5.500% | 10/1/23 | 1,000 | 1,157 | ||
Capital Trust Agency Florida Educational Facilities Revenue (Advantage Academy of Hillsborough Projects) | 5.000% | 12/15/29 | 400 | 451 | ||
Central Florida Expressway Authority Revenue | 4.000% | 7/1/32 | 1,015 | 1,148 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/34 | 925 | 1,153 | ||
East Central FL Regional Wastewater Treatment Facilities Operation Board Revenue | 5.000% | 10/1/35 | 1,050 | 1,303 | ||
Escambia County FL Health Facilities Authority Revenue (Baptist Health Care Corp. Obligated Group) | 5.000% | 8/15/39 | 1,525 | 1,836 | ||
Florida Board of Education Lottery Revenue | 4.000% | 7/1/27 | 1,230 | 1,305 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/21 | 760 | 784 | ||
Florida Board of Education Public Education Capital Outlay GO | 5.000% | 6/1/24 | 625 | 705 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/27 | 1,255 | 1,331 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/29 | 1,365 | 1,445 | ||
Florida Board of Education Public Education Capital Outlay GO | 4.000% | 6/1/32 | 1,675 | 1,917 | ||
Florida GO | 4.000% | 6/1/27 | 1,455 | 1,595 | ||
Florida GO | 5.000% | 7/1/27 | 1,440 | 1,814 | ||
Florida Gulf Coast University Financing Corp. Capital Improvement Revenue | 4.000% | 2/1/38 | 770 | 852 | ||
Florida Municipal Power Agency Revenue | 4.000% | 10/1/30 | 2,775 | 3,236 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,000 | 1,132 | ||
Florida Turnpike Authority Revenue | 4.000% | 7/1/34 | 1,385 | 1,582 | ||
Hillsborough County FL Industrial Development Authority Hospital Revenue (Tampa General Hospital Project) | 5.000% | 10/1/28 | 500 | 548 | ||
Hillsborough County FL School Board (Master Lease Program) COP Prere. | 5.000% | 7/1/22 | 1,650 | 1,789 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/26 | 1,005 | 1,242 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/27 | 1,160 | 1,328 | ||
Jacksonville FL Electric Authority Electric System Revenue | 5.000% | 10/1/31 | 190 | 194 | ||
Jacksonville FL Electric Authority Electric System Revenue | 4.000% | 10/1/37 | 1,955 | 2,246 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Jacksonville FL Electric Authority Electric System Revenue Prere. | 5.000% | 4/1/21 | 310 | 317 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,905 | 2,473 | ||
Jacksonville FL Electric Authority Water & Sewer Revenue | 5.000% | 10/1/27 | 1,465 | 1,889 | ||
Jacksonville FL Health Care Facilities Revenue (Baptist Health System Obligated Group) | 4.000% | 8/15/37 | 1,250 | 1,412 | ||
Jacksonville FL Health Care Facilities Revenue (Brooks Rehabilitation) | 5.000% | 11/1/30 | 1,085 | 1,315 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/27 | 1,500 | 1,930 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/28 | 1,640 | 2,151 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/32 | 500 | 542 | ||
Jacksonville FL Special Revenue | 5.000% | 10/1/38 | 1,410 | 1,794 | ||
Jacksonville FL Transportation Authority Local Option Gas Tax Revenue | 5.000% | 8/1/34 | 1,000 | 1,197 | ||
Jacksonville FL Transportation Revenue | 5.000% | 10/1/28 | 1,200 | 1,439 | ||
Jacksonville FL Water & Sewer Revenue | 4.000% | 10/1/35 | 1,655 | 1,932 | ||
Key West FL Utility Board Electricity Revenue | 5.000% | 10/1/37 | 1,030 | 1,291 | ||
Lakeland FL Educational Facilities Revenue (Florida Southern College Project) | 5.000% | 9/1/31 | 880 | 924 | ||
Lakeland FL Hospital Revenue (Lakeland Regional Health Systems) | 5.000% | 11/15/26 | 1,475 | 1,815 | ||
Lee Memorial Health System Florida Hospital Revenue | 5.000% | 4/1/39 | 1,655 | 2,035 | ||
Miami Beach FL GO | 5.000% | 5/1/35 | 1,165 | 1,512 | ||
Miami Beach FL Health Facilities Authority Revenue (Mount Sinai Medical Center) | 5.000% | 11/15/27 | 1,000 | 1,142 | ||
Miami Beach FL Resort Tax Revenue | 5.000% | 9/1/34 | 1,020 | 1,152 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/30 | 1,500 | 1,800 | ||
Miami Beach FL Water & Sewer Revenue | 5.000% | 10/1/38 | 1,000 | 1,261 | ||
3,4 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/30 | 1,325 | 1,658 | |
3,4 | Miami FL Special Obligation Street & Sidewalk Improvement Program Revenue | 5.000% | 1/1/35 | 1,000 | 1,222 | |
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.875% | 10/1/24 | 500 | 502 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/33 | 1,850 | 2,185 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 5.000% | 10/1/34 | 1,000 | 1,179 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) Prere. | 5.000% | 10/1/20 | 585 | 585 | ||
Miami-Dade County FL Building Better Communities GO | 5.000% | 7/1/36 | 1,160 | 1,425 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/24 | 860 | 981 | ||
Miami-Dade County FL Expressway Authority Toll System Revenue | 5.000% | 7/1/25 | 830 | 966 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Miami-Dade County FL Health Facilities Authority Hospital Revenue (Miami Children's Hospital) | 5.000% | 8/1/25 | 1,000 | 1,113 | ||
Miami-Dade County FL Public Health Trust GO | 4.000% | 7/1/32 | 1,750 | 2,070 | ||
Miami-Dade County FL School Board COP | 5.000% | 2/1/26 | 3,035 | 3,707 | ||
Miami-Dade County FL School Board GO | 5.000% | 3/15/31 | 3,155 | 3,482 | ||
Miami-Dade County FL Seaport Revenue | 5.750% | 10/1/28 | 1,610 | 1,840 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/22 | 1,645 | 1,793 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/24 | 1,000 | 1,088 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 10/1/30 | 500 | 542 | ||
Miami-Dade County FL Special Obligation Revenue | 5.000% | 4/1/37 | 1,255 | 1,599 | ||
Miami-Dade County FL Special Obligation Revenue | 0.000% | 10/1/39 | 1,265 | 697 | ||
Miami-Dade County FL Transit Sales Surtax Revenue | 4.000% | 7/1/31 | 1,400 | 1,605 | ||
Miami-Dade County FL Water & Sewer Revenue | 5.000% | 10/1/22 | 2,060 | 2,258 | ||
North Brevard County FL Hospital District Revenue | 5.000% | 1/1/34 | 1,000 | 1,173 | ||
Orange County FL Health Facilities Authority Hospital Revenue (Orlando Health Inc.) | 5.000% | 10/1/30 | 1,510 | 1,813 | ||
Orange County FL School Board COP | 5.000% | 8/1/33 | 6,105 | 7,509 | ||
3 | Orlando FL Tourist Development Tax Revenue | 5.000% | 11/1/28 | 1,535 | 1,925 | |
Osceola County FL Expressway System Revenue (Poinciana Parkway Project) ETM | 0.000% | 10/1/20 | 1,270 | 1,270 | ||
Osceola County FL Transportation Revenue | 5.000% | 10/1/28 | 500 | 631 | ||
Osceola County FL Transportation Revenue | 0.000% | 10/1/34 | 2,000 | 1,297 | ||
Palm Beach County FL Health Facilities Authority Hospital Revenue (BRRH Corp. Obligated Group) Prere. | 5.000% | 12/1/24 | 560 | 668 | ||
Palm Beach County FL Public Improvement Revenue | 5.000% | 5/1/33 | 1,245 | 1,525 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/29 | 1,540 | 1,858 | ||
Palm Beach County FL School Board COP | 5.000% | 8/1/32 | 1,500 | 1,788 | ||
Palm Beach County Health Facilities Authority Revenue (Toby & Leon Cooperman Sinai Residences of Boca Ration Expansion) | 2.625% | 6/1/25 | 150 | 150 | ||
13 | Panama City Beach FL Capital Improvement Revenue | 5.000% | 11/1/32 | 375 | 490 | |
Reedy Creek FL Improvement District GO | 4.000% | 6/1/34 | 1,190 | 1,334 | ||
Reedy Creek FL Improvement District GO | 4.000% | 6/1/35 | 1,000 | 1,148 | ||
Seacoast FL Utility Authority Water & Sewer Revenue | 5.000% | 3/1/21 | 1,230 | 1,255 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
South Broward FL Hospital District Revenue | 4.000% | 5/1/33 | 1,020 | 1,145 | ||
South Miami FL Health Facilities Authority Revenue (Baptist Health South Florida Obligated Group) | 4.000% | 8/15/33 | 1,180 | 1,337 | ||
St. Johns County FL Water & Sewer Revenue | 0.000% | 6/1/24 | 1,110 | 1,086 | ||
Sunshine State Governmental Financing Commission Florida Revenue (Miami Dade County Program) | 5.000% | 9/1/26 | 1,000 | 1,131 | ||
Tallahassee FL Energy System Revenue | 5.000% | 10/1/35 | 1,000 | 1,165 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/29 | 1,015 | 1,196 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/30 | 750 | 883 | ||
Tallahassee FL Utility System Revenue | 5.000% | 10/1/34 | 1,265 | 1,482 | ||
Tampa Bay FL Water Utility System Revenue | 5.000% | 10/1/37 | 2,040 | 2,514 | ||
Tampa FL Cigarette Tax Allocation Revenue (H. Lee Moffitt Cancer Center Project) | 5.000% | 9/1/26 | 200 | 215 | ||
Tampa FL Health System Revenue (BayCare Health System) | 5.000% | 11/15/33 | 1,575 | 1,668 | ||
Tampa FL Hospital Revenue | 5.000% | 7/1/23 | 750 | 804 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/30 | 200 | 256 | ||
Tampa-Hillsborough County FL Expressway Authority Revenue | 5.000% | 7/1/31 | 250 | 319 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/21 | 1,275 | 1,324 | ||
Tohopekaliga FL Water Authority Utility System Revenue | 4.000% | 10/1/32 | 1,000 | 1,136 | ||
Tohopekaliga FL Water Authority Utility System Revenue Prere. | 5.750% | 10/1/21 | 500 | 528 | ||
Volusia County FL Educational Facilities Authority Revenue (Embry-Riddle Aeronautical University Inc.) | 5.000% | 10/15/29 | 860 | 1,066 | ||
Volusia County FL School Board COP | 5.000% | 8/1/25 | 1,025 | 1,190 | ||
143,751 | ||||||
Georgia (1.4%) | ||||||
Athens-Clarke County GA Unified Government Water & Sewerage Revenue | 4.000% | 1/1/32 | 1,000 | 1,120 | ||
13 | Atlanta GA Airport Revenue | 5.000% | 7/1/30 | 1,000 | 1,336 | |
Atlanta GA Airport Revenue | 5.000% | 1/1/33 | 2,000 | 2,245 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/21 | 1,500 | 1,579 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/25 | 1,290 | 1,562 | ||
Atlanta GA Water & Wastewater Revenue | 5.000% | 11/1/36 | 1,320 | 1,656 | ||
Bulloch County GA Development Authority Revenue (Georgia Southern University Housing Foundation) | 5.000% | 7/1/27 | 510 | 633 | ||
Cobb County GA Kennestone Hospital Authority Revenue | 5.000% | 4/1/24 | 400 | 444 | ||
Coweta County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 5.000% | 7/1/36 | 1,060 | 1,322 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dahlonega GA Downtown Development Authority Revenue (North Georgia MAC LLC Project) | 5.000% | 7/1/31 | 810 | 997 | ||
DeKalb County GA Water & Sewer Revenue | 5.250% | 10/1/31 | 500 | 523 | ||
Fulton County GA Development Authority Revenue (Children's Healthcare of Atlanta Obligated Group) | 5.000% | 7/1/38 | 1,500 | 1,892 | ||
Fulton County GA Water & Sewer Revenue | 4.000% | 1/1/34 | 4,000 | 4,239 | ||
Georgia GO | 5.000% | 7/1/24 | 1,500 | 1,769 | ||
Georgia GO | 5.000% | 7/1/24 | 1,000 | 1,179 | ||
Georgia GO | 5.000% | 7/1/25 | 1,100 | 1,347 | ||
Georgia GO | 5.000% | 2/1/30 | 1,500 | 1,895 | ||
Georgia GO | 5.000% | 8/1/33 | 5,000 | 6,795 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/25 | 600 | 713 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/31 | 350 | 426 | ||
Griffin-Spalding County GA Hospital Authority Revenue (WellStar Health System Obligated Group) | 5.000% | 4/1/33 | 1,575 | 1,899 | ||
Gwinnett County GA School District GO | 5.000% | 2/1/28 | 500 | 601 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 3/15/21 | 600 | 612 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 3/15/22 | 525 | 558 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/33 | 500 | 610 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue | 5.000% | 5/15/38 | 500 | 678 | ||
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/23 | 6,210 | 6,793 | |
2 | Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/1/23 | 6,245 | 6,876 | |
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 12/2/24 | 1,475 | 1,673 | ||
Main Street Natural Gas Inc. Georgia Gas Project Revenue PUT | 4.000% | 9/1/26 | 2,400 | 2,787 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 5.000% | 7/1/31 | 1,410 | 1,733 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 1,835 | 2,139 | ||
Metropolitan Atlanta Rapid Transportation Authority Georgia Sales Tax Revenue | 4.000% | 7/1/33 | 5,210 | 6,432 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/26 | 1,510 | 1,833 | ||
5 | Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/28 | 1,495 | 1,839 | |
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/29 | 1,795 | 2,280 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/35 | 1,715 | 1,953 | ||
Municipal Electric Authority Georgia Revenue | 5.000% | 1/1/39 | 1,215 | 1,508 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/32 | 500 | 630 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/33 | 180 | 225 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project M) | 5.000% | 1/1/36 | 600 | 744 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/28 | 580 | 733 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/30 | 740 | 935 | ||
Municipal Electric Authority Georgia Revenue (Plant Voltage Units 3 & 4 Project P) | 5.000% | 1/1/34 | 745 | 922 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 5.000% | 9/1/27 | 1,540 | 2,000 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 4.000% | 9/1/36 | 2,000 | 2,418 | ||
Private Colleges & University Authority of Georgia Revenue (Emory University) | 5.000% | 9/1/36 | 795 | 1,025 | ||
Walton County GA Development Authority Revenue (Piedmont Healthcare Inc. Project) | 4.000% | 7/1/38 | 1,145 | 1,312 | ||
87,420 | ||||||
Guam (0.1%) | ||||||
Guam Business Privilege Tax Revenue | 5.000% | 11/15/29 | 865 | 961 | ||
Guam Government Business Privilege Tax Revenue | 5.000% | 11/15/26 | 735 | 825 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue | 5.250% | 7/1/23 | 1,000 | 1,111 | ||
Guam Government Waterworks Authority Water & Waste Water System Revenue Prere. | 5.250% | 7/1/23 | 1,305 | 1,482 | ||
Guam International Airport Authority Revenue | 5.000% | 10/1/21 | 465 | 473 | ||
4,852 | ||||||
Hawaii (0.8%) | ||||||
Hawaii Airports System Revenue | 5.000% | 7/1/29 | 1,785 | 2,329 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/30 | 1,000 | 1,328 | ||
Hawaii Airports System Revenue | 5.000% | 7/1/31 | 2,000 | 2,639 | ||
Hawaii Department of Budget & Finance Special Purpose Revenue (Hawaii Pacific Health Obligated Group) | 5.000% | 7/1/21 | 400 | 413 | ||
Hawaii GO | 5.000% | 12/1/21 | 375 | 396 | ||
Hawaii GO | 5.000% | 8/1/24 | 1,765 | 2,083 | ||
Hawaii GO | 5.000% | 8/1/25 | 1,500 | 1,766 | ||
Hawaii GO | 5.000% | 10/1/25 | 1,575 | 1,933 | ||
Hawaii GO | 5.000% | 1/1/29 | 1,370 | 1,765 | ||
Hawaii GO | 5.000% | 8/1/29 | 3,500 | 3,948 | ||
Hawaii GO | 5.000% | 8/1/29 | 830 | 969 | ||
Hawaii GO | 4.000% | 8/1/32 | 5,000 | 5,523 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hawaii GO | 5.000% | 1/1/33 | 1,575 | 1,986 | ||
Hawaii GO | 5.000% | 1/1/36 | 4,060 | 5,067 | ||
Hawaii GO Prere. | 5.000% | 12/1/21 | 310 | 327 | ||
Hawaii GO Prere. | 5.000% | 12/1/21 | 190 | 201 | ||
Honolulu HI City & County GO | 5.000% | 10/1/20 | 2,335 | 2,335 | ||
Honolulu HI City & County GO | 5.000% | 7/1/24 | 2,000 | 2,356 | ||
Honolulu HI City & County GO | 5.000% | 10/1/28 | 1,000 | 1,214 | ||
Honolulu HI City & County GO | 5.000% | 10/1/29 | 4,000 | 4,850 | ||
Honolulu HI City & County GO | 4.000% | 10/1/32 | 1,000 | 1,133 | ||
Honolulu HI City & County GO Prere. | 5.000% | 12/1/20 | 310 | 313 | ||
Honolulu HI City & County GO Prere. | 5.250% | 8/1/21 | 500 | 521 | ||
Honolulu HI City & County Wastewater System Revenue | 5.000% | 7/1/30 | 2,000 | 2,400 | ||
Honolulu HI City & County Wastewater System Revenue | 5.000% | 7/1/31 | 1,000 | 1,196 | ||
48,991 | ||||||
Idaho (0.1%) | ||||||
Canyon County ID School District No. 139 (Vallivue) GO | 4.000% | 9/15/21 | 1,215 | 1,259 | ||
Idaho Health Facilities Authority Revenue (St. Luke's Health System Project) | 5.000% | 3/1/28 | 1,595 | 2,019 | ||
3,278 | ||||||
Illinois (3.0%) | ||||||
Chicago IL Board of Education GO | 5.000% | 12/1/21 | 1,000 | 1,035 | ||
7 | Chicago IL Board of Education GO | 5.250% | 12/1/21 | 540 | 567 | |
Chicago IL Board of Education GO | 5.000% | 12/1/23 | 1,000 | 1,080 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 700 | 768 | ||
Chicago IL Board of Education GO | 5.000% | 12/1/24 | 1,500 | 1,646 | ||
Chicago IL Board of Education GO | 7.000% | 12/1/26 | 500 | 604 | ||
7 | Chicago IL Board of Education GO | 0.000% | 12/1/28 | 1,000 | 780 | |
Chicago IL Board of Education GO | 5.000% | 12/1/28 | 1,150 | 1,304 | ||
3 | Chicago IL Board of Education GO | 5.000% | 12/1/30 | 1,250 | 1,547 | |
Chicago IL Board of Education GO | 5.250% | 12/1/35 | 1,225 | 1,307 | ||
Chicago IL Board of Education GO | 5.000% | 4/1/36 | 1,270 | 1,401 | ||
Chicago IL GO | 5.000% | 1/1/24 | 520 | 546 | ||
Chicago IL GO | 5.000% | 1/1/26 | 335 | 354 | ||
Chicago IL GO | 5.125% | 1/1/27 | 100 | 106 | ||
Chicago IL GO | 5.000% | 1/1/28 | 1,090 | 1,178 | ||
Chicago IL GO | 5.250% | 1/1/28 | 200 | 211 | ||
Chicago IL GO | 5.000% | 1/1/31 | 1,500 | 1,600 | ||
Chicago IL Housing Authority Revenue | 5.000% | 1/1/33 | 1,000 | 1,214 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.000% | 12/1/31 | 500 | 524 | ||
Chicago IL Midway Airport Revenue | 5.000% | 1/1/26 | 240 | 261 | ||
Chicago IL Motor Fuel Tax Revenue | 5.000% | 1/1/22 | 300 | 304 | ||
Chicago IL O'Hare International Airport Revenue | 5.250% | 1/1/24 | 200 | 214 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/25 | 1,010 | 1,197 | ||
Chicago IL O'Hare International Airport Revenue | 5.500% | 1/1/26 | 1,000 | 1,073 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 3,330 | 3,887 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/29 | 1,140 | 1,351 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/30 | 1,000 | 1,176 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/31 | 1,060 | 1,230 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/32 | 500 | 526 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/33 | 1,000 | 1,154 | ||
13 | Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/34 | 2,430 | 3,032 | |
13 | Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/35 | 3,000 | 3,429 | |
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/35 | 1,855 | 2,136 | ||
13 | Chicago IL O'Hare International Airport Revenue | 4.000% | 1/1/38 | 1,000 | 1,129 | |
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/38 | 1,080 | 1,302 | ||
Chicago IL O'Hare International Airport Revenue | 5.000% | 1/1/39 | 1,000 | 1,202 | ||
13 | Chicago IL Park District GO | 5.000% | 1/1/29 | 1,000 | 1,213 | |
Chicago IL Park District GO | 5.000% | 1/1/31 | 1,000 | 1,085 | ||
5 | Chicago IL Park District GO | 5.000% | 1/1/32 | 1,225 | 1,395 | |
5 | Chicago IL Park District GO | 5.000% | 1/1/33 | 1,000 | 1,181 | |
Chicago IL Transit Authority Revenue (Sales Tax Receipts) | 5.250% | 12/1/49 | 1,500 | 1,690 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/28 | 1,000 | 1,226 | ||
Chicago IL Wastewater Transmission Revenue | 5.000% | 1/1/29 | 1,580 | 1,759 | ||
7 | Chicago IL Wastewater Transmission Revenue | 5.500% | 1/1/30 | 1,230 | 1,565 | |
Chicago IL Waterworks Revenue | 5.000% | 11/1/30 | 1,000 | 1,133 | ||
Cook County IL Community College District GO | 5.250% | 12/1/32 | 1,000 | 1,056 | ||
Cook County IL GO | 5.250% | 11/15/25 | 1,000 | 1,047 | ||
3 | Cook County IL GO | 5.000% | 11/15/26 | 1,545 | 1,876 | |
Cook County IL GO | 5.000% | 11/15/28 | 660 | 663 | ||
Cook County IL GO | 5.250% | 11/15/28 | 565 | 589 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) | 5.000% | 8/1/26 | 1,500 | 1,734 | ||
Illinois Finance Authority Revenue (Advocate Health Care Network) Prere. | 5.000% | 8/1/24 | 2,550 | 3,009 | ||
Illinois Finance Authority Revenue (Ascension Health Credit Group) Prere. | 5.000% | 11/15/21 | 500 | 527 | ||
Illinois Finance Authority Revenue (Centegra Health System) | 5.000% | 9/1/29 | 1,300 | 1,490 | ||
Illinois Finance Authority Revenue (Clean Water Initiative) | 5.000% | 7/1/31 | 1,000 | 1,256 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/33 | 1,000 | 1,162 | ||
Illinois Finance Authority Revenue (DePaul University) | 5.000% | 10/1/34 | 1,000 | 1,160 | ||
Illinois Finance Authority Revenue (Edward Elmhurst Obligated Group) | 5.000% | 1/1/36 | 1,000 | 1,169 | ||
Illinois Finance Authority Revenue (Franciscan Communities Inc.) | 5.000% | 5/15/37 | 1,000 | 1,068 | ||
Illinois Finance Authority Revenue (Mercy Health System) | 4.000% | 12/1/28 | 1,000 | 1,113 | ||
2 | Illinois Finance Authority Revenue (Northshore University) VRDO | 0.040% | 10/1/20 | 12,940 | 12,940 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Illinois Finance Authority Revenue (Northwest Community Hospital) | 5.000% | 7/1/35 | 1,000 | 1,164 | ||
13 | Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/24 | 75 | 86 | |
13 | Illinois Finance Authority Revenue (OSF Healthcare System) PUT | 5.000% | 11/15/26 | 125 | 152 | |
Illinois Finance Authority Revenue (Presence Health Network Obligated Group) | 5.000% | 2/15/28 | 1,250 | 1,555 | ||
Illinois Finance Authority Revenue (Rehabilitation Institute of Chicago) | 5.500% | 7/1/28 | 2,000 | 2,199 | ||
Illinois Finance Authority Revenue (Rush University Medical Center) | 5.000% | 11/15/33 | 1,050 | 1,199 | ||
Illinois Finance Authority Revenue (Trinity Health Corp.) Prere. | 5.000% | 12/1/21 | 500 | 528 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/29 | 500 | 522 | ||
Illinois Finance Authority Revenue (University of Chicago) | 5.000% | 10/1/35 | 1,000 | 1,140 | ||
Illinois GO | 5.000% | 11/1/20 | 7,000 | 7,014 | ||
3 | Illinois GO | 5.000% | 1/1/21 | 710 | 712 | |
Illinois GO | 5.000% | 5/1/21 | 505 | 513 | ||
Illinois GO | 5.000% | 8/1/21 | 605 | 619 | ||
Illinois GO | 5.000% | 11/1/21 | 3,415 | 3,507 | ||
Illinois GO | 5.000% | 8/1/22 | 1,000 | 1,046 | ||
Illinois GO | 5.000% | 10/1/22 | 1,290 | 1,351 | ||
Illinois GO | 5.000% | 11/1/22 | 2,300 | 2,395 | ||
Illinois GO | 5.000% | 11/1/22 | 1,000 | 1,047 | ||
Illinois GO | 5.000% | 2/1/23 | 540 | 566 | ||
Illinois GO | 5.000% | 11/1/23 | 1,000 | 1,061 | ||
Illinois GO | 5.500% | 7/1/24 | 1,100 | 1,172 | ||
Illinois GO | 5.000% | 8/1/24 | 1,500 | 1,554 | ||
Illinois GO | 5.000% | 10/1/24 | 1,470 | 1,579 | ||
Illinois GO | 5.000% | 11/1/24 | 1,785 | 1,902 | ||
3 | Illinois GO | 5.000% | 3/1/26 | 1,125 | 1,172 | |
Illinois GO | 5.000% | 11/1/26 | 1,785 | 1,927 | ||
Illinois GO | 5.000% | 2/1/28 | 1,690 | 1,844 | ||
Illinois GO | 5.000% | 10/1/28 | 2,000 | 2,207 | ||
Illinois GO | 5.000% | 11/1/28 | 1,000 | 1,075 | ||
Illinois GO | 5.000% | 11/1/29 | 1,000 | 1,065 | ||
Illinois GO | 5.250% | 2/1/30 | 1,900 | 1,993 | ||
Illinois GO | 5.250% | 7/1/31 | 1,000 | 1,037 | ||
Illinois GO | 5.500% | 5/1/39 | 1,000 | 1,095 | ||
13 | Illinois Housing Development Authority Revenue | 3.000% | 10/1/50 | 5,000 | 5,499 | |
3,14 | Illinois Regional Transportation Authority Revenue | 6.250% | 7/1/23 | 500 | 575 | |
5 | Illinois Sales Tax Revenue | 5.000% | 6/15/28 | 1,000 | 1,169 | |
Illinois Sales Tax Revenue | 5.000% | 6/15/36 | 1,000 | 1,128 | ||
Illinois Sales Tax Revenue | 5.000% | 6/15/37 | 1,000 | 1,124 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/29 | 1,600 | 2,077 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,000 | 1,093 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 1,490 | 1,922 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/30 | 3,500 | 4,630 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/31 | 1,600 | 2,052 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/32 | 500 | 546 | ||
Illinois Toll Highway Authority Revenue | 5.000% | 1/1/37 | 1,200 | 1,464 | ||
3 | Kane County IL School District No. 131 (Aurora East Side) GO | 4.000% | 12/1/33 | 250 | 282 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/26 | 910 | 815 | |
3 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/27 | 1,195 | 1,039 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 5.500% | 6/15/29 | 2,505 | 2,892 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 12/15/29 | 2,205 | 1,687 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue | 0.000% | 6/15/38 | 1,000 | 532 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue ETM | 0.000% | 6/15/21 | 1,100 | 1,097 | |
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/27 | 710 | 824 | ||
Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.000% | 12/15/28 | 1,500 | 1,565 | ||
3,9 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 5.500% | 6/15/29 | 400 | 456 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/31 | 1,540 | 1,105 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/31 | 340 | 239 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/32 | 1,215 | 833 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/33 | 1,130 | 739 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/33 | 1,790 | 1,150 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/35 | 500 | 301 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 6/15/37 | 1,075 | 596 | |
7 | Metropolitan Pier & Exposition Authority Illinois Dedicated Sales Tax Revenue (McCormick Place Expansion Project) | 0.000% | 12/15/37 | 700 | 381 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Northern Illinois Municipal Power Agency Project Revenue | 5.000% | 12/1/26 | 1,070 | 1,335 | ||
Railsplitter Tobacco Settlement Authority Illinois Tobacco Settlement Revenue | 5.000% | 6/1/26 | 1,560 | 1,911 | ||
Railsplitter Tobacco Settlement Authority Illinois Tobacco Settlement Revenue Prere. | 6.000% | 6/1/21 | 400 | 416 | ||
Romeoville IL Revenue (Lewis University Project) | 5.000% | 10/1/28 | 1,000 | 1,104 | ||
Sales Tax Securitization Corp. IL Revenue | 5.000% | 1/1/29 | 1,500 | 1,855 | ||
Southwestern Illinois Development Authority Health Facilities Revenue (Hospital Sisters Services Inc.) | 5.000% | 2/15/28 | 1,000 | 1,265 | ||
Southwestern Illinois Development Authority Revenue | 5.000% | 4/15/30 | 1,275 | 1,694 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/31 | 120 | 131 | ||
University of Illinois Auxiliary Facilities System Revenue | 4.000% | 4/1/33 | 10 | 11 | ||
5 | Will County IL Community High School District No. 210 (Lincoln-Way) GO | 0.000% | 1/1/29 | 1,000 | 850 | |
Will County IL Community High School District No. 210 (Lincoln-Way) GO | 5.000% | 1/1/30 | 1,200 | 1,278 | ||
186,141 | ||||||
Indiana (0.7%) | ||||||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/32 | 425 | 524 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/34 | 1,110 | 1,359 | ||
Ball State University Student Fee Indiana Revenue | 5.000% | 7/1/35 | 1,450 | 1,770 | ||
Hammond IN Multi-School Building Corp. Revenue | 5.000% | 1/15/29 | 790 | 987 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/22 | 1,100 | 1,206 | ||
Indiana Finance Authority Hospital Revenue (Indiana University Health Obligated Group) | 5.000% | 12/1/33 | 1,390 | 1,609 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/27 | 700 | 887 | ||
Indiana Finance Authority Hospital Revenue (Parkview Health Systems Obligated Group) | 5.000% | 5/1/30 | 450 | 604 | ||
Indiana Finance Authority Revenue (Butler University Project) | 5.000% | 2/1/29 | 1,020 | 1,263 | ||
Indiana Finance Authority Revenue (Community Foundation of Northwest Indiana Obligated Group) Prere. | 5.000% | 3/1/22 | 690 | 737 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/29 | 1,175 | 1,458 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/30 | 1,520 | 1,877 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 5.000% | 11/1/31 | 1,130 | 1,388 | ||
Indiana Finance Authority Revenue (Franciscan Alliance Inc.) | 4.000% | 11/1/35 | 1,685 | 1,920 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/24 | 1,645 | 1,779 | ||
Indiana Finance Authority Revenue (Marquette Project) | 5.000% | 3/1/25 | 650 | 715 | ||
Indiana Finance Authority Revenue (Stadium Project) | 5.250% | 2/1/30 | 1,075 | 1,258 | ||
Indiana Finance Authority Revenue (State Revolving Fund) Prere. | 5.000% | 2/1/23 | 500 | 556 | ||
Indiana Finance Authority Wastewater Utility Revenue (CWA Authority Project) | 5.000% | 10/1/32 | 500 | 542 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/34 | 1,415 | 1,689 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/36 | 1,000 | 1,234 | ||
Indiana Municipal Power Agency Revenue | 5.000% | 1/1/39 | 4,575 | 5,395 | ||
Indianapolis Department of Public Utilities Water System Revenue | 5.000% | 10/1/35 | 1,435 | 1,820 | ||
Indianapolis IN Gas Utilities Distribution System (Citizens Energy Group) | 5.000% | 8/15/23 | 3,250 | 3,686 | ||
IPS Multi-School Building Corp. IN Revenue | 5.000% | 7/15/28 | 1,390 | 1,628 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/32 | 865 | 1,102 | ||
Ivy IN Tech Community College Revenue | 5.000% | 7/1/33 | 880 | 1,115 | ||
Purdue University Indiana University Student Facilities System Revenue | 5.000% | 7/1/21 | 870 | 902 | ||
Richmond IN Hospital Authority Revenue (Reid Hospital & Health Care Services Inc.) | 5.000% | 1/1/24 | 720 | 812 | ||
Tippecanoe County IN School Building Corp. Revenue | 4.000% | 7/15/32 | 1,070 | 1,296 | ||
43,118 | ||||||
Iowa (0.2%) | ||||||
Iowa City IA Community School District GO | 3.000% | 6/1/30 | 3,725 | 4,211 | ||
Iowa Finance Authority Health Facilities Revenue (Mercy Medical Center Project) | 5.000% | 8/15/27 | 1,435 | 1,532 | ||
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) | 3.125% | 12/1/22 | 210 | 213 | ||
4 | Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) | 5.875% | 12/1/27 | 320 | 333 | |
Iowa Finance Authority Midwestern Disaster Area Revenue (Iowa Fertilizer Co. Project) PUT | 5.250% | 12/1/37 | 2,120 | 2,238 | ||
Iowa Finance Authority Revenue | 5.000% | 8/1/38 | 1,260 | 1,675 | ||
Xenia IA Rural Water District Revenue | 5.000% | 12/1/28 | 1,000 | 1,202 | ||
11,404 | ||||||
Kansas (0.2%) | ||||||
Johnson County KS Public Building Commission (Courthouse & Medical Examiners Facilities) Revenue | 4.000% | 9/1/27 | 1,000 | 1,200 | ||
Kansas Department of Transportation Highway Revenue | 5.000% | 9/1/26 | 700 | 822 | ||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/25 | 1,345 | 1,504 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kansas Development Finance Authority Revenue | 5.000% | 5/1/27 | 1,585 | 1,757 | ||
Kansas Development Finance Authority Revenue | 5.000% | 4/1/32 | 1,325 | 1,453 | ||
Lyon County KS Unified School District No 253. GO | 4.000% | 9/1/32 | 350 | 413 | ||
Pennsylvania Turnpike Commission Revenue | 4.000% | 9/1/40 | 1,000 | 1,098 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 5.000% | 9/1/23 | 1,565 | 1,784 | ||
Sedgwick County KS Unified School District No. 266 (Maize) GO | 3.000% | 9/1/33 | 2,090 | 2,261 | ||
Wichita KS Hospital Facilities Revenue (Via Christi Health System Inc.) Prere. | 5.000% | 11/15/21 | 500 | 526 | ||
Wyandotte County/Kansas City KS Unified Government Utility System Revenue Prere. | 5.000% | 9/1/22 | 1,000 | 1,091 | ||
13,909 | ||||||
Kentucky (0.6%) | ||||||
Carroll County KY Pollution Control Revenue (Kentucky Utilities Co. Project) PUT | 1.550% | 9/1/26 | 1,000 | 1,000 | ||
Kentucky Bond Development Corp. Transient Room Tax Revenue (Lexington Center Corporation Project) | 5.000% | 9/1/29 | 1,980 | 2,370 | ||
7 | Kentucky Economic Development Finance Authority Health System Revenue (Norton Healthcare Inc. & Affiliates) | 0.000% | 10/1/25 | 1,220 | 1,109 | |
Kentucky Economic Development Finance Authority Hospital Revenue (Baptist Healthcare System Obligated Group) | 5.000% | 8/15/31 | 1,575 | 1,893 | ||
7 | Kentucky Municipal Power Agency Power System Revenue | 5.000% | 9/1/29 | 1,000 | 1,164 | |
5 | Kentucky Property & Building Commission Revenue | 5.000% | 5/1/34 | 1,000 | 1,240 | |
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 4/1/24 | 9,220 | 10,179 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 1/1/25 | 6,635 | 7,436 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 775 | 877 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/25 | 1,095 | 1,240 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 6/1/26 | 1,790 | 2,071 | ||
Kentucky Public Energy Authority Gas Supply Revenue PUT | 4.000% | 2/1/28 | 1,500 | 1,763 | ||
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/21 | 1,325 | 1,302 | ||
Kentucky Public Transportation Infrastructure Authority Toll Revenue (Downtown Crossing Project) BAN | 0.000% | 7/1/22 | 810 | 778 | ||
Kentucky Turnpike Authority Economic Development Road Revenue (Revitalization Project) | 5.000% | 7/1/28 | 1,000 | 1,100 | ||
Louisville & Jefferson County KY Metropolitan Government Revenue (Catholic Health Initiatives) Prere. | 5.000% | 6/1/22 | 1,000 | 1,078 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 500 | 538 | ||
Owen County KY Revenue (American Water Capital Corp.) PUT | 2.450% | 10/1/29 | 1,000 | 1,074 | ||
Warren County KY Hospital Revenue (Bowling Green-Warren County Community Hospital Corp. Project) | 5.000% | 4/1/28 | 1,050 | 1,147 | ||
39,359 | ||||||
Louisiana (0.3%) | ||||||
Bossier City LA Utilities Revenue | 5.000% | 10/1/22 | 500 | 547 | ||
Bossier City LA Utilities Revenue | 5.000% | 10/1/23 | 595 | 675 | ||
East Baton Rouge Parish LA Industrial Development Board Revenue (Exxon Mobil Project) VRDO | 0.050% | 10/1/20 | 400 | 400 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/31 | 1,000 | 1,047 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/32 | 850 | 889 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/34 | 330 | 345 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.000% | 5/1/35 | 390 | 407 | ||
Louisiana Gasoline & Fuel Tax Revenue | 5.000% | 5/1/35 | 1,065 | 1,307 | ||
Louisiana Gasoline & Fuel Tax Revenue | 4.500% | 5/1/39 | 2,665 | 3,059 | ||
5 | Louisiana Local Government Environmental Facilities & Community Development Authority Revenue | 5.000% | 10/1/29 | 1,315 | 1,679 | |
Louisiana Local Government Environmental Facilities & Community Development Authority Revenue (LCTCS Facilities Corp. Project) | 5.000% | 10/1/33 | 1,235 | 1,390 | ||
Louisiana Public Facilities Authority Hospital Revenue (Louisiana Children's Medical Center) | 5.000% | 6/1/36 | 1,250 | 1,523 | ||
Louisiana Public Facilities Authority Hospital Revenue (Tulane University of Louisiana) | 5.000% | 4/1/37 | 1,270 | 1,597 | ||
Louisiana Stadium & Exposition District Revenue | 5.000% | 7/1/24 | 1,000 | 1,069 | ||
Louisiana State University Revenue | 5.000% | 7/1/23 | 455 | 507 | ||
3 | New Orleans LA Aviation Board Revenue | 5.000% | 10/1/27 | 910 | 1,138 | |
New Orleans LA GO | 5.000% | 12/1/31 | 500 | 545 | ||
St. Charles Parish LA Gulf Opportunity Zone Revenue (Valero Energy Corp.) PUT | 4.000% | 6/1/22 | 1,755 | 1,829 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corporation Project) PUT | 2.125% | 7/1/24 | 575 | 579 | ||
St. John the Baptish Parish LA Revenue (Marathon Oil Corporation Project) PUT | 2.375% | 7/1/26 | 725 | 734 | ||
21,266 | ||||||
Maine (0.0%) | ||||||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/29 | 445 | 563 | ||
Maine Health & Higher Educational Facilities Authority Revenue (Mainehealth) | 5.000% | 7/1/30 | 600 | 752 | ||
Portland ME General Airport Revenue | 4.000% | 1/1/39 | 810 | 898 | ||
2,213 | ||||||
Maryland (1.5%) | ||||||
Anne Arundel County MD GO | 5.000% | 10/1/20 | 1,455 | 1,455 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Anne Arundel County MD GO | 5.000% | 4/1/23 | 1,190 | 1,333 | ||
Anne Arundel County MD GO | 5.000% | 10/1/27 | 1,455 | 1,780 | ||
Anne Arundel County MD GO | 5.000% | 4/1/33 | 1,000 | 1,183 | ||
Baltimore County MD GO | 5.000% | 8/1/21 | 1,435 | 1,493 | ||
Baltimore County MD GO | 4.000% | 3/1/30 | 1,200 | 1,432 | ||
Baltimore MD Consolidated Public Improvement GO | 5.000% | 3/1/32 | 1,275 | 1,685 | ||
Baltimore MD Consolidated Public Improvement GO Prere. | 5.000% | 10/15/22 | 650 | 714 | ||
Baltimore MD Project Revenue | 5.000% | 7/1/24 | 2,095 | 2,461 | ||
Harford County MD GO | 5.000% | 10/1/26 | 1,250 | 1,590 | ||
Howard County MD GO Prere. | 5.000% | 2/15/21 | 750 | 764 | ||
Howard County MD GO Prere. | 5.000% | 8/15/21 | 80 | 83 | ||
Howard County MD GO Prere. | 5.000% | 8/15/21 | 120 | 125 | ||
Maryland Department of Transportation Revenue | 4.000% | 12/1/23 | 1,905 | 1,989 | ||
Maryland Department of Transportation Revenue | 4.000% | 12/15/29 | 1,365 | 1,507 | ||
Maryland Department of Transportation Revenue | 3.000% | 10/1/30 | 2,620 | 2,921 | ||
Maryland GO | 5.000% | 6/1/21 | 2,525 | 2,607 | ||
Maryland GO | 5.000% | 8/1/21 | 1,000 | 1,040 | ||
Maryland GO | 5.000% | 3/15/22 | 1,000 | 1,071 | ||
Maryland GO | 5.000% | 8/1/22 | 1,790 | 1,949 | ||
Maryland GO | 5.000% | 8/1/22 | 1,500 | 1,633 | ||
Maryland GO | 5.000% | 3/15/23 | 1,145 | 1,281 | ||
Maryland GO | 4.000% | 8/1/23 | 2,670 | 2,959 | ||
Maryland GO | 5.000% | 8/1/23 | 1,920 | 2,182 | ||
Maryland GO | 5.000% | 8/1/23 | 1,670 | 1,898 | ||
Maryland GO | 5.000% | 3/15/24 | 1,100 | 1,282 | ||
Maryland GO | 5.000% | 8/1/25 | 6,785 | 8,319 | ||
Maryland GO | 5.000% | 3/15/26 | 1,235 | 1,543 | ||
Maryland GO | 4.000% | 8/1/26 | 1,970 | 2,178 | ||
Maryland GO | 4.000% | 3/1/29 | 3,000 | 3,147 | ||
Maryland GO | 4.000% | 6/1/29 | 2,000 | 2,243 | ||
Maryland GO | 3.250% | 8/1/30 | 1,000 | 1,062 | ||
Maryland GO | 5.000% | 8/1/31 | 5,000 | 6,514 | ||
Maryland GO | 5.000% | 8/1/35 | 5,000 | 6,736 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Adventist Healthcare Obligated Group) | 5.500% | 1/1/31 | 1,950 | 2,270 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/27 | 500 | 534 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Anne Arundel Health System) | 5.000% | 7/1/31 | 750 | 903 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Johns Hopkins Health System Obligated Group) Prere. | 5.000% | 7/1/22 | 500 | 542 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (Meritus Medical Center, Inc.) | 5.000% | 7/1/33 | 1,215 | 1,381 | ||
Maryland Health & Higher Educational Facilities Authority Revenue (University of Pittsburgh Medical Center) | 4.000% | 4/15/38 | 1,000 | 1,149 | ||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,000 | 1,101 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Montgomery County MD GO | 5.000% | 11/1/22 | 1,275 | 1,404 | ||
Montgomery County MD GO | 4.000% | 11/1/28 | 2,390 | 2,930 | ||
Montgomery County MD GO | 4.000% | 12/1/30 | 1,555 | 1,755 | ||
Montgomery County MD GO | 3.750% | 11/1/37 | 1,000 | 1,157 | ||
Montgomery County MD GO Prere. | 4.000% | 11/1/24 | 1,000 | 1,153 | ||
Montgomery County MD GO Prere. | 5.000% | 11/1/24 | 1,000 | 1,194 | ||
Prince Georges County MD GO Prere. | 5.000% | 9/15/21 | 580 | 607 | ||
Washington MD Suburban Sanitary Commission GO | 4.000% | 6/15/33 | 1,000 | 1,181 | ||
91,420 | ||||||
Massachusetts (1.4%) | ||||||
Massachusetts Bay Transportation Authority Assessment Revenue | 5.000% | 7/1/27 | 2,880 | 3,597 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/22 | 495 | 539 | ||
7 | Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.500% | 7/1/26 | 410 | 527 | |
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/31 | 955 | 1,333 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | 7/1/34 | 1,285 | 1,906 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/38 | 3,290 | 4,123 | ||
Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | 7/1/40 | 1,125 | 1,403 | ||
Massachusetts Department of Transportation Metropolitan Highway System Revenue PUT | 5.000% | 1/1/23 | 1,110 | 1,221 | ||
Massachusetts Development Finance Agency Revenue (Boston College) | 5.000% | 7/1/37 | 1,750 | 2,135 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/29 | 1,225 | 1,550 | ||
Massachusetts Development Finance Agency Revenue (CareGroup Inc.) | 5.000% | 7/1/38 | 1,085 | 1,321 | ||
Massachusetts Development Finance Agency Revenue (Harvard University) | 5.000% | 10/15/29 | 5,000 | 6,850 | ||
Massachusetts Development Finance Agency Revenue (Lahey Clinic Obligated Group) | 5.000% | 7/1/34 | 500 | 631 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.000% | 7/1/25 | 1,275 | 1,510 | ||
Massachusetts Development Finance Agency Revenue (UMass Memorial Medical Center) | 5.125% | 7/1/26 | 720 | 742 | ||
Massachusetts Development Finance Agency Revenue (UMass Student Housing Project) | 5.000% | 10/1/32 | 525 | 519 | ||
Massachusetts Development Finance Agency Revenue (Western New England University) | 5.000% | 9/1/32 | 1,105 | 1,295 | ||
Massachusetts Educational Financing Authority Education Loan Revenue | 5.500% | 1/1/22 | 300 | 301 | ||
Massachusetts GO | 5.500% | 10/1/20 | 525 | 525 | ||
7 | Massachusetts GO | 5.500% | 10/1/20 | 500 | 500 | |
Massachusetts GO | 5.000% | 8/1/22 | 1,000 | 1,089 | ||
Massachusetts GO | 5.250% | 8/1/23 | 525 | 600 | ||
Massachusetts GO | 5.000% | 12/1/23 | 1,520 | 1,751 | ||
Massachusetts GO | 5.000% | 12/1/24 | 2,040 | 2,442 | ||
Massachusetts GO | 5.000% | 5/1/29 | 2,180 | 2,448 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Massachusetts GO | 5.000% | 5/1/31 | 1,675 | 1,876 | ||
Massachusetts GO | 5.000% | 9/1/31 | 1,500 | 2,104 | ||
Massachusetts GO | 5.250% | 1/1/34 | 2,665 | 3,507 | ||
Massachusetts GO | 5.000% | 7/1/35 | 1,000 | 1,197 | ||
8 | Massachusetts GO, 67% of 3M USD LIBOR + 0.550% | 0.718% | 11/1/25 | 1,380 | 1,378 | |
Massachusetts Port Authority Revenue | 5.000% | 7/1/35 | 2,380 | 3,058 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 10/15/20 | 335 | 336 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/23 | 645 | 703 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/31 | 1,500 | 1,812 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.000% | 8/15/32 | 600 | 681 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 4.750% | 8/15/32 | 1,335 | 1,572 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/34 | 1,010 | 1,214 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 2/15/36 | 1,500 | 1,706 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.000% | 8/15/37 | 1,860 | 2,221 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue ETM | 5.000% | 5/15/21 | 900 | 927 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/22 | 3,500 | 3,815 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 4.750% | 8/15/25 | 165 | 200 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue Prere. | 5.000% | 8/15/25 | 355 | 435 | ||
7 | Massachusetts Special Obligation Dedicated Tax Revenue | 5.500% | 1/1/26 | 510 | 625 | |
Massachusetts Transportation Fund Revenue | 4.000% | 6/1/35 | 1,000 | 1,165 | ||
7 | Massachusetts Turnpike Authority Revenue (Metropolitan Highway System) | 0.000% | 1/1/29 | 880 | 767 | |
Massachusetts Water Pollution Abatement Trust Revenue | 5.250% | 8/1/21 | 500 | 521 | ||
Massachusetts Water Resources Authority Revenue | 5.000% | 8/1/38 | 7,465 | 9,928 | ||
Massachusetts Water Resources Authority Revenue | 4.000% | 8/1/40 | 1,000 | 1,096 | ||
2 | University of Massachusetts Building Authority Project Revenue VRDO | 0.110% | 10/7/20 | 5,830 | 5,830 | |
89,532 | ||||||
Michigan (1.4%) | ||||||
15 | Battle Creek MI School District GO | 5.000% | 5/1/25 | 535 | 644 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Birmingham MI City School District GO | 5.000% | 5/1/22 | 740 | 797 | ||
15 | Chippewa Valley MI Schools GO | 5.000% | 5/1/33 | 1,000 | 1,209 | |
15 | Dearborn MI School District GO | 5.000% | 5/1/34 | 1,200 | 1,363 | |
3,15 | Detroit MI City School District GO | 5.250% | 5/1/28 | 615 | 799 | |
3 | Detroit MI Downtown Development Authority Tax Allocation Revenue | 5.000% | 7/1/35 | 1,120 | 1,266 | |
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/22 | 455 | 492 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue | 5.000% | 7/1/23 | 1,050 | 1,136 | ||
Detroit MI Water & Sewerage Department Sewage Disposal System Revenue Prere. | 5.000% | 7/1/22 | 1,000 | 1,084 | ||
3 | Downriver MI Utility Wastewater Authority Revenue | 5.000% | 4/1/34 | 1,020 | 1,266 | |
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/27 | 1,840 | 2,319 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/28 | 1,205 | 1,551 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/29 | 1,200 | 1,538 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/31 | 1,645 | 2,004 | ||
Great Lakes MI Water Authority Sewer Disposal System Revenue | 5.000% | 7/1/37 | 1,000 | 1,232 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/28 | 1,030 | 1,282 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/29 | 1,420 | 1,839 | ||
3 | Great Lakes MI Water Authority Water Supply System Revenue | 4.000% | 7/1/33 | 1,000 | 1,139 | |
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/33 | 1,310 | 1,692 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 5.000% | 7/1/40 | 500 | 634 | ||
15 | Hudsonville MI Public Schools GO | 5.000% | 5/1/31 | 420 | 528 | |
Ingham County MI Building Authority | 3.000% | 5/1/34 | 3,900 | 4,302 | ||
Karegnondi Water Authority Michigan Water Supply System Revenue (Karegnondi Water Pipeline) | 5.000% | 11/1/29 | 625 | 792 | ||
15 | Lake Orion MI Community School District GO | 5.000% | 5/1/38 | 4,010 | 5,068 | |
3,15 | Lincoln MI Consolidated School District GO | 5.000% | 5/1/24 | 1,000 | 1,166 | |
15 | Marysville MI Public Schools District GO | 5.000% | 5/1/28 | 1,630 | 2,015 | |
Michigan Building Authority Revenue | 5.000% | 4/15/24 | 1,550 | 1,809 | ||
Michigan Building Authority Revenue | 5.000% | 10/15/32 | 1,395 | 1,710 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/33 | 1,000 | 1,202 | ||
Michigan Building Authority Revenue | 5.000% | 4/15/36 | 1,235 | 1,498 | ||
Michigan Environmental Program GO | 4.000% | 5/1/28 | 1,000 | 1,174 | ||
Michigan Finance Authority Hospital Revenue Bonds (Trinity Health Credit Group) Prere. | 5.000% | 12/1/21 | 920 | 972 | ||
Michigan Finance Authority Revenue | 5.000% | 10/1/22 | 500 | 523 | ||
Michigan Finance Authority Revenue | 5.000% | 11/1/28 | 1,055 | 1,382 | ||
Michigan Finance Authority Revenue | 5.000% | 10/1/34 | 2,565 | 3,345 | ||
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/22 | 1,000 | 1,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/23 | 1,000 | 1,129 | |
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/28 | 750 | 894 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/29 | 1,500 | 1,719 | ||
Michigan Finance Authority Revenue (Detroit Water & Sewer) | 5.000% | 7/1/33 | 1,000 | 1,144 | ||
Michigan Finance Authority Revenue (Henry Ford Health System Obligated Group) | 5.000% | 11/15/26 | 1,210 | 1,507 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/26 | 850 | 1,016 | ||
Michigan Finance Authority Revenue (Kalamazoo College Project) | 5.000% | 12/1/27 | 965 | 1,171 | ||
Michigan Finance Authority Revenue (McLaren Health Care Corp.) | 5.000% | 2/15/34 | 1,700 | 2,145 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/27 | 500 | 541 | ||
Michigan Finance Authority Revenue (Sparrow Obligated Group) | 5.000% | 11/15/36 | 500 | 534 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/22 | 2,165 | 2,373 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) | 5.000% | 10/1/36 | 2,000 | 2,586 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 1,000 | 1,096 | ||
Michigan Finance Authority Revenue (State Clean Water Revolving Fund) Prere. | 5.000% | 10/1/22 | 500 | 548 | ||
Michigan State Trunk Line Fund (Rebuilding Michigan Program) | 4.000% | 11/15/39 | 5,000 | 5,948 | ||
Oakland University MI Revenue | 5.000% | 3/1/30 | 1,250 | 1,467 | ||
Portage MI Public Schools GO | 5.000% | 11/1/34 | 1,250 | 1,501 | ||
15 | Roseville MI School District GO | 5.000% | 5/1/34 | 1,665 | 1,972 | |
Royal Oak MI Hospital Finance Authority Hospital Revenue (William Beaumont Hospital) | 5.000% | 9/1/25 | 1,450 | 1,657 | ||
University of Michigan Revenue | 5.000% | 4/1/32 | 2,020 | 2,529 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/25 | 870 | 1,042 | ||
Wayne County MI Airport Authority Revenue | 5.000% | 12/1/30 | 1,300 | 1,542 | ||
89,916 | ||||||
Minnesota (0.6%) | ||||||
Bloomington MN Independent School District No. 271 GO | 5.000% | 2/1/22 | 2,010 | 2,140 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/27 | 365 | 453 | ||
Duluth MN Independent School District No. 709 COP | 5.000% | 2/1/28 | 350 | 444 | ||
Farmington MN Independent School District No. 192 GO | 5.000% | 2/1/21 | 1,800 | 1,829 | ||
Minneapolis & St. Paul MN Metropolitan Airports Commission Revenue | 5.000% | 1/1/26 | 450 | 548 | ||
Minneapolis MN Special School District No. 1 COP | 5.000% | 2/1/26 | 1,855 | 2,053 | ||
Minnesota GO | 5.000% | 8/1/22 | 1,500 | 1,633 | ||
Minnesota GO | 5.000% | 8/1/24 | 1,615 | 1,911 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Minnesota GO | 5.000% | 8/1/25 | 1,500 | 1,843 | ||
Minnesota GO | 5.000% | 8/1/27 | 1,005 | 1,227 | ||
Minnesota GO | 5.000% | 8/1/28 | 3,000 | 3,983 | ||
Minnesota GO | 5.000% | 9/1/30 | 1,235 | 1,561 | ||
Minnesota Higher Education Facilities Authority Revenue (Hamline University) | 5.000% | 10/1/35 | 595 | 643 | ||
Minnesota Housing Finance Agency (Housing Infrastructure) | 4.000% | 8/1/36 | 1,500 | 1,818 | ||
Minnesota Housing Finance Agency Residential Housing Revenue | 2.800% | 12/1/47 | 1,419 | 1,469 | ||
Osseo MN Independent School District No. 279 GO | 5.000% | 2/1/28 | 1,000 | 1,265 | ||
Owatonna MN Independent School District No. 761 GO | 3.000% | 2/1/32 | 1,190 | 1,318 | ||
Rochester MN Health Care Facilities Revenue (Mayo Clinic) | 5.000% | 11/15/31 | 1,000 | 1,391 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/26 | 385 | 427 | ||
St. Francis MN Independent School District No. 15 GO | 5.000% | 2/1/27 | 485 | 536 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/29 | 515 | 551 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/30 | 550 | 587 | ||
St. Francis MN Independent School District No. 15 GO | 4.000% | 2/1/32 | 775 | 823 | ||
University of Minnesota Revenue | 5.000% | 4/1/23 | 1,115 | 1,247 | ||
University of Minnesota Revenue Prere. | 5.250% | 12/1/20 | 500 | 504 | ||
West St. Paul MN Independent School District No. 197 Revenue (Mendota Heights-Eagan) | 4.000% | 2/1/28 | 1,000 | 1,192 | ||
White Bear Lake MN Independent School District No. 624 GO | 3.000% | 2/1/30 | 1,150 | 1,301 | ||
34,697 | ||||||
Mississippi (1.0%) | ||||||
Mississippi Business Finance Corp. Gulf Opportunity Zone Industrial Development Revenue VRDO | 0.050% | 10/1/20 | 50,260 | 50,260 | ||
Mississippi Development Bank Special Obligation Revenue (Marshall County Industrial Development Highway Refunding Project) | 5.000% | 1/1/26 | 1,335 | 1,636 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/27 | 500 | 638 | ||
Mississippi Development Bank Special Obligation Revenue (Rankin County School District) | 5.000% | 6/1/30 | 1,745 | 2,190 | ||
Mississippi Gaming Tax Revenue | 5.000% | 10/15/36 | 1,500 | 1,798 | ||
Mississippi GO | 5.000% | 11/1/29 | 1,000 | 1,211 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/29 | 830 | 1,059 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (Forrest General Hospital Inc.) | 5.000% | 1/1/30 | 625 | 808 | ||
Mississippi Hospital Equipment & Facilities Authority Revenue (North Mississippi Health Services) | 5.000% | 10/1/27 | 1,000 | 1,259 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mississippi Institutions of Higher Learning Revenue (University of Mississippi Medical Center) | 4.000% | 6/1/34 | 1,000 | 1,149 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/30 | 575 | 725 | ||
Mississippi State University Educational Building Corp. Revenue | 5.000% | 8/1/31 | 515 | 645 | ||
Mississippi State University Educational Building Corp. Revenue Prere. | 5.000% | 8/1/23 | 1,000 | 1,136 | ||
64,514 | ||||||
Missouri (0.7%) | ||||||
3 | Columbia MO Water & Electric System Revenue | 3.000% | 10/1/31 | 1,285 | 1,437 | |
Jackson County MO School District No. 4 GO (Blue Springs) | 6.000% | 3/1/38 | 1,000 | 1,375 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/31 | 1,500 | 1,669 | ||
Jackson County MO Special Obligation Revenue (Truman Sports Complex Project) | 5.000% | 12/1/26 | 1,190 | 1,358 | ||
Kansas City MO Sanitary Sewer System Revenue | 5.000% | 1/1/32 | 1,020 | 1,290 | ||
Little Blue Valley MO Sewer District Revenue | 3.000% | 9/1/33 | 1,505 | 1,647 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 5.000% | 5/1/34 | 525 | 655 | ||
Metropolitan St. Louis MO Sewer District Wastewater System Revenue | 4.000% | 5/1/41 | 4,130 | 4,629 | ||
2 | Missouri Health & Educational Facilities Authority Educational Facilities Revenue (Bethesda Health Group) VRDO | 0.040% | 10/1/20 | 14,125 | 14,125 | |
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/30 | 1,000 | 1,059 | ||
Missouri Health & Educational Facilities Authority Educational Facilities Revenue (St. Louis College of Pharmacy Project) | 5.000% | 5/1/34 | 880 | 924 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (SSM Health System) | 5.000% | 6/1/25 | 1,480 | 1,706 | ||
Missouri Health & Educational Facilities Authority Health Facilities Revenue (St. Luke's Health System) | 5.000% | 12/1/31 | 1,000 | 1,262 | ||
Missouri Health & Educational Facilities Authority Revenue (Children's Mercy Hospital) | 5.000% | 5/15/36 | 1,100 | 1,280 | ||
Missouri Health & Educational Facilities Authority Revenue (Mercy Health) | 5.000% | 11/15/34 | 1,500 | 1,693 | ||
Missouri Highways & Transportation Commission Road Revenue | 5.000% | 2/1/23 | 710 | 790 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Iatan 2 Project) | 5.000% | 12/1/34 | 1,425 | 1,657 | ||
Missouri Joint Municipal Electric Utility Commission Power Project Revenue (Prairie Project) | 5.000% | 12/1/34 | 1,010 | 1,187 | ||
3 | St. Louis MO Parking Revenue | 5.000% | 12/15/23 | 715 | 813 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
St. Louis MO Sewer & Wastewater Revenue | 5.000% | 5/1/36 | 1,000 | 1,182 | ||
41,738 | ||||||
Montana (0.0%) | ||||||
Montana Facility Finance Authority Hospital Revenue (Benefis Health System) | 5.000% | 2/15/32 | 825 | 995 | ||
Multiple States (0.2%) | ||||||
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 9/15/30 | 1,565 | 1,707 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.600% | 9/15/33 | 1,985 | 2,163 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.625% | 6/15/35 | 1,965 | 2,144 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/35 | 1,385 | 1,511 | |
16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 3.400% | 1/25/36 | 487 | 548 | |
4,16 | Federal Home Loan Mortgage Corp. Multifamily Housing Revenue | 2.650% | 6/15/36 | 1,300 | 1,419 | |
9,492 | ||||||
Nebraska (0.4%) | ||||||
Central Plains Energy Project Nebraska Gas Project Revenue PUT | 5.000% | 1/1/24 | 280 | 315 | ||
2 | Central Plains Energy Project Nebraska Gas Project Revenue PUT | 4.000% | 8/1/25 | 7,315 | 8,407 | |
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/27 | 1,000 | 1,243 | ||
Central Plains Energy Project Nebraska Gas Project Revenue (Project No. 3) | 5.000% | 9/1/42 | 1,000 | 1,378 | ||
Lincoln County NE Hospital Authority No. 1 Hospital Revenue (Great Plains Regional Medical Center Project) Prere. | 5.000% | 11/1/21 | 750 | 787 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 135 | 147 | ||
Lincoln NE Electric System Revenue Prere. | 5.000% | 9/1/22 | 275 | 300 | ||
Municipal Energy Agency of Nebraska Power Supply System Revenue | 5.000% | 4/1/31 | 345 | 367 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/30 | 1,000 | 1,053 | ||
Nebraska Public Power District Revenue | 5.000% | 1/1/32 | 1,500 | 1,577 | ||
Omaha NE Public Power District Electric Revenue | 5.000% | 2/1/29 | 1,270 | 1,556 | ||
Omaha NE Sewer Revenue | 5.000% | 11/15/29 | 2,500 | 2,937 | ||
Scotts Bluff County NE Hospital Authority Revenue (Regional West Medical Center) | 5.000% | 2/1/24 | 1,685 | 1,854 | ||
21,921 | ||||||
Nevada (0.7%) | ||||||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/26 | 560 | 670 | ||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/28 | 1,220 | 1,473 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Carson City NV Hospital Revenue (Carson Tahoe Regional Medical Center) | 5.000% | 9/1/33 | 1,740 | 1,835 | ||
Clark County NV Airport Improvement Revenue | 5.000% | 7/1/30 | 1,875 | 2,385 | ||
Clark County NV GO | 4.000% | 6/1/32 | 1,505 | 1,755 | ||
Clark County NV GO | 4.000% | 7/1/32 | 2,190 | 2,557 | ||
Clark County NV GO | 5.000% | 7/1/33 | 1,000 | 1,094 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/31 | 1,575 | 1,788 | ||
Clark County NV Highway Improvement Motor Vehicle Fuel Tax Revenue | 5.000% | 7/1/36 | 1,075 | 1,283 | ||
Clark County NV Passenger Facility Charge Revenue (Las Vegas McCarran International Airport) | 5.000% | 7/1/31 | 1,000 | 1,264 | ||
3 | Clark County NV School District GO | 5.000% | 6/15/27 | 3,000 | 3,764 | |
3 | Clark County NV School District GO | 4.000% | 6/15/33 | 1,820 | 2,070 | |
3 | Clark County NV School District GO | 4.000% | 6/15/40 | 850 | 988 | |
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/21 | 2,000 | 2,064 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/24 | 1,190 | 1,396 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 12/1/27 | 1,990 | 2,395 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/35 | 1,870 | 2,276 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/38 | 1,000 | 1,278 | ||
Las Vegas Valley Water District Nevada GO | 5.000% | 6/1/39 | 1,500 | 1,911 | ||
Nevada GO | 5.000% | 4/1/22 | 1,740 | 1,865 | ||
Nevada GO | 5.000% | 11/1/23 | 1,465 | 1,679 | ||
Nevada GO | 5.000% | 11/1/25 | 1,015 | 1,228 | ||
Nevada Highway Improvement Revenue (Motor Vehicle Fuel Tax) | 4.000% | 12/1/32 | 1,660 | 1,942 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/27 | 250 | 297 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/28 | 250 | 301 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/32 | 250 | 288 | ||
Reno NV Sales Tax Revenue (Reno Transportation Rail Access) | 5.000% | 6/1/33 | 250 | 287 | ||
Truckee Meadows NV Water Authority Water Revenue | 5.000% | 7/1/34 | 1,510 | 1,841 | ||
43,974 | ||||||
New Hampshire (0.1%) | ||||||
National Finance Authority NH Revenue | 4.125% | 1/20/34 | 2,577 | 2,783 | ||
New Hampshire Health & Education Facilities Authority Revenue (Dartmouth College) | 4.000% | 8/1/43 | 2,985 | 3,349 | ||
6,132 | ||||||
New Jersey (1.5%) | ||||||
Bergen County NJ GO | 5.000% | 10/15/21 | 1,490 | 1,565 | ||
Camden County NJ Improvement Authority Health Care Redevelopment Project Revenue (Cooper Health System Obligated Group) | 5.000% | 2/15/27 | 1,400 | 1,564 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Garden State Preservation Trust New Jersey Revenue (Open Space & Farmland Preservation) | 0.000% | 11/1/21 | 500 | 496 | |
Jersey City NJ GO | 5.000% | 3/1/21 | 480 | 489 | ||
Morris County NJ Improvement Authority School District Revenue (Morris Hills Regional District Project) Prere. | 5.000% | 10/1/22 | 510 | 559 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/21 | 1,000 | 1,028 | ||
New Jersey Economic Development Authority Revenue | 5.000% | 6/15/23 | 1,000 | 1,095 | ||
New Jersey Economic Development Authority Revenue | 5.250% | 6/15/27 | 500 | 571 | ||
New Jersey Economic Development Authority Revenue | 5.500% | 6/15/29 | 2,000 | 2,365 | ||
New Jersey Economic Development Authority Revenue | 4.000% | 6/15/35 | 500 | 535 | ||
New Jersey Economic Development Authority Revenue (Cigarette Tax) | 5.000% | 6/15/26 | 1,600 | 1,647 | ||
7 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) | 5.250% | 7/1/26 | 405 | 479 | |
7 | New Jersey Economic Development Authority Revenue (Motor Vehicle Surcharge) ETM | 5.250% | 7/1/26 | 95 | 121 | |
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.250% | 9/1/24 | 300 | 305 | ||
7 | New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.500% | 9/1/27 | 1,000 | 1,219 | |
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 3/1/28 | 2,095 | 2,241 | ||
New Jersey Economic Development Authority Revenue (School Facilities Construction) | 5.000% | 6/15/35 | 700 | 812 | ||
New Jersey Health Care Facilities Financing Authority Lease Revenue (Greystone Park Psychiatric Hospital Project) | 5.000% | 9/15/24 | 500 | 543 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/22 | 1,000 | 1,078 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Barnabas Health) | 5.000% | 7/1/25 | 900 | 971 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Hackensack Meridian Health) | 5.000% | 7/1/21 | 640 | 663 | ||
New Jersey Health Care Facilities Financing Authority Revenue (St. Joseph's Healthcare System) | 5.000% | 7/1/27 | 1,000 | 1,177 | ||
New Jersey Health Care Facilities Financing Authority Revenue (Valley Health System) | 5.000% | 7/1/29 | 1,385 | 1,790 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/25 | 1,300 | 1,507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 1,380 | 1,610 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/28 | 620 | 723 | ||
New Jersey Transportation Trust Fund Authority Federal Highway Reimbursement Revenue | 5.000% | 6/15/29 | 1,400 | 1,621 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/27 | 1,000 | 1,192 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/30 | 1,285 | 1,511 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 6/15/31 | 1,000 | 1,174 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/33 | 1,115 | 1,287 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/34 | 1,115 | 1,284 | ||
New Jersey Transportation Trust Fund Authority Revenue | 5.000% | 12/15/35 | 1,015 | 1,164 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.250% | 6/15/33 | 1,500 | 1,671 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 5.000% | 6/15/36 | 2,125 | 2,256 | ||
7 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/20 | 2,500 | 2,523 | |
7 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.250% | 12/15/21 | 345 | 363 | |
11,14 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/21 | 150 | 159 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/22 | 1,315 | 1,432 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 12/15/23 | 605 | 682 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/24 | 1,000 | 1,137 | ||
6 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/26 | 2,000 | 1,732 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 12/15/27 | 5,260 | 6,269 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.500% | 6/15/31 | 500 | 512 | ||
7 | New Jersey Transportation Trust Fund Authority Transportation System Revenue | 0.000% | 12/15/31 | 1,000 | 716 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.000% | 6/15/32 | 700 | 768 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/26 | 1,185 | 1,296 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/28 | 1,190 | 1,299 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/32 | 1,000 | 1,233 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/33 | 1,070 | 1,236 | ||
New Jersey Turnpike Authority Revenue | 4.000% | 1/1/34 | 2,500 | 2,872 | ||
New Jersey Turnpike Authority Revenue | 5.000% | 1/1/35 | 1,000 | 1,193 | ||
New Jersey Turnpike Authority Revenue Prere. | 5.000% | 1/1/22 | 1,000 | 1,060 | ||
2,4 | New Jersey Turnpike Authority Revenue TOB VRDO | 0.310% | 10/1/20 | 5,650 | 5,650 | |
South Jersey Transportation Authority New Jersey Transportation System Revenue | 5.000% | 11/1/25 | 500 | 534 | ||
South Jersey Transportation Authority New Jersey Transportation System Revenue | 5.000% | 11/1/39 | 1,025 | 1,117 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/26 | 1,825 | 2,209 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 3.200% | 6/1/27 | 280 | 286 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/27 | 3,200 | 3,959 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/30 | 685 | 853 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/31 | 1,000 | 1,236 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/35 | 450 | 546 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/36 | 1,500 | 1,813 | ||
Tobacco Settlement Financing Corp. New Jersey Revenue | 5.000% | 6/1/37 | 1,000 | 1,202 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/30 | 3,000 | 3,294 | ||
Toms River NJ Board of Education GO | 3.000% | 7/15/33 | 3,570 | 3,831 | ||
93,325 | ||||||
New Mexico (0.3%) | ||||||
Albuquerque NM GO | 5.000% | 7/1/23 | 5,000 | 5,653 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/22 | 290 | 315 | ||
Albuquerque NM Municipal School District No. 12 GO | 5.000% | 8/1/23 | 265 | 299 | ||
Farmington NM Pollution Control Revenue (Arizona Public Service Co. Four Corners Project) | 4.700% | 9/1/24 | 1,750 | 1,755 | ||
New Mexico Finance Authority Revenue | 5.000% | 6/1/23 | 1,210 | 1,364 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/23 | 500 | 502 | ||
New Mexico Finance Authority Transportation Revenue | 4.000% | 6/15/26 | 2,000 | 2,119 | ||
New Mexico Finance Authority Transportation Revenue | 5.000% | 6/15/27 | 1,045 | 1,222 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New Mexico Hospital Equipment Loan Council Hospital System Revenue (Presbyterian Healthcare Services) | 5.000% | 8/1/28 | 1,445 | 1,714 | ||
2 | New Mexico Municipal Energy Acquisition Authority Gas Supply Revenue PUT | 5.000% | 5/1/25 | 805 | 958 | |
15,901 | ||||||
New York (7.5%) | ||||||
Battery Park City NY Authority Revenue | 5.000% | 11/1/38 | 750 | 976 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/30 | 700 | 790 | ||
Brooklyn Arena Local Development Corp. NY Pilot Revenue Refunding (Barclays Center) | 5.000% | 7/15/42 | 690 | 754 | ||
Dutchess County NY Local Development Corp. (Culinary Institute of America Project) | 5.000% | 7/1/33 | 200 | 217 | ||
Dutchess County NY Local Development Corp. (Culinary Institute of America Project) | 5.000% | 7/1/34 | 240 | 261 | ||
Erie County NY Fiscal Stability Authority Revenue | 5.000% | 9/1/30 | 500 | 641 | ||
Erie County NY Industrial Development Agency School Facility Revenue (Buffalo City School District Project) | 5.250% | 5/1/31 | 500 | 514 | ||
3 | Hempstead NY GO | 4.000% | 4/1/29 | 1,420 | 1,616 | |
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/36 | 1,500 | 1,768 | ||
Hudson Yards Infrastructure Corp. New York Revenue | 5.000% | 2/15/37 | 500 | 587 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/24 | 130 | 141 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/33 | 1,100 | 1,462 | ||
Long Island NY Power Authority Electric System Revenue | 5.000% | 9/1/35 | 1,000 | 1,263 | ||
Metropolitan Transportation Authority NY BAN | 5.000% | 5/15/21 | 3,000 | 3,040 | ||
Metropolitan Transportation Authority NY BAN | 5.000% | 5/15/22 | 9,100 | 9,360 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 2/1/23 | 7,000 | 7,217 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/27 | 1,000 | 1,060 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/29 | 1,115 | 1,173 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/34 | 2,500 | 2,981 | ||
Metropolitan Transportation Authority NY Revenue | 4.000% | 11/15/40 | 1,735 | 1,697 | ||
Metropolitan Transportation Authority NY Revenue | 5.000% | 11/15/43 | 1,250 | 1,333 | ||
Metropolitan Transportation Authority NY Revenue PUT | 5.000% | 5/15/24 | 7,000 | 7,295 | ||
Metropolitan Transportation Authority Revenue PUT | 5.000% | 11/15/22 | 8,095 | 8,421 | ||
Monroe County NY Industrial Development Agency School Facility Revenue (Rochester Schools Modernization Project) | 5.000% | 5/1/31 | 1,970 | 2,433 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Monroe County NY Industrial Development Corp. Revenue (University of Rochester Project) | 5.000% | 7/1/37 | 1,000 | 1,208 | ||
Monroe County NY Industrial Development Revenue (University of Rochester Project) | 5.000% | 7/1/23 | 2,000 | 2,258 | ||
Nassau County NY GO | 5.000% | 4/1/23 | 1,000 | 1,105 | ||
New York City NY GO | 5.000% | 8/1/21 | 2,000 | 2,080 | ||
New York City NY GO | 5.000% | 8/1/21 | 515 | 536 | ||
New York City NY GO | 5.000% | 8/1/21 | 1,745 | 1,815 | ||
New York City NY GO | 5.000% | 8/1/22 | 705 | 767 | ||
New York City NY GO | 5.000% | 8/1/22 | 1,290 | 1,403 | ||
New York City NY GO | 5.000% | 8/1/23 | 400 | 434 | ||
New York City NY GO | 5.000% | 8/1/23 | 1,505 | 1,700 | ||
New York City NY GO | 5.000% | 8/1/24 | 1,000 | 1,170 | ||
New York City NY GO | 5.000% | 8/1/25 | 770 | 817 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,245 | 1,506 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,310 | 1,585 | ||
New York City NY GO | 5.000% | 8/1/25 | 1,000 | 1,210 | ||
New York City NY GO | 5.000% | 6/1/26 | 2,450 | 2,941 | ||
New York City NY GO | 5.000% | 8/1/26 | 500 | 541 | ||
New York City NY GO | 5.000% | 8/1/26 | 1,000 | 1,104 | ||
New York City NY GO | 5.000% | 8/1/28 | 400 | 400 | ||
New York City NY GO | 5.000% | 8/1/28 | 5,000 | 6,411 | ||
New York City NY GO | 5.000% | 11/1/29 | 5,000 | 6,539 | ||
New York City NY GO | 5.000% | 8/1/30 | 1,000 | 1,125 | ||
New York City NY GO | 5.000% | 3/1/31 | 1,340 | 1,483 | ||
New York City NY GO | 5.000% | 12/1/32 | 1,755 | 2,133 | ||
New York City NY GO | 5.000% | 12/1/33 | 1,515 | 1,837 | ||
New York City NY GO | 5.000% | 12/1/35 | 1,120 | 1,353 | ||
New York City NY GO Prere. | 5.000% | 8/1/21 | 365 | 380 | ||
New York City NY GO Prere. | 5.000% | 10/1/21 | 500 | 524 | ||
2 | New York City NY GO VRDO | 0.040% | 10/1/20 | 6,475 | 6,475 | |
2 | New York City NY GO VRDO | 0.040% | 10/1/20 | 275 | 275 | |
2 | New York City NY GO VRDO | 0.060% | 10/1/20 | 23,765 | 23,765 | |
2 | New York City NY GO VRDO | 0.060% | 10/1/20 | 4,300 | 4,300 | |
2 | New York City NY GO VRDO | 0.060% | 10/1/20 | 4,950 | 4,950 | |
New York City NY Health & Hospital Corp. Revenue (Health System) | 5.000% | 2/15/30 | 575 | 577 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 5.250% | 7/1/29 | 1,000 | 1,127 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue | 3.700% | 11/1/38 | 2,000 | 2,148 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue PUT | 2.950% | 2/1/26 | 1,000 | 1,090 | ||
New York City NY Housing Development Corp. Multi-Family Housing Revenue (Sustainable Neighborhood Bonds) | 3.000% | 11/1/39 | 1,000 | 1,043 | ||
3,13 | New York City NY Industrial Development Agency Revenue (Yankee Stadium Project) | 3.000% | 3/1/38 | 2,000 | 2,077 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/27 | 1,250 | 1,510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/31 | 500 | 517 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.250% | 6/15/33 | 1,000 | 1,265 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/36 | 2,000 | 2,419 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/38 | 1,000 | 1,240 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,075 | 2,461 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.000% | 6/15/39 | 2,500 | 3,176 | ||
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.030% | 10/1/20 | 400 | 400 | |
2 | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue VRDO | 0.060% | 10/1/20 | 5,435 | 5,435 | |
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/24 | 550 | 596 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/28 | 1,730 | 2,079 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/29 | 2,000 | 2,395 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/30 | 1,045 | 1,263 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/32 | 250 | 269 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 5.000% | 7/15/35 | 1,635 | 2,037 | ||
New York City NY Transitional Finance Authority Building Aid Revenue | 4.000% | 7/15/38 | 1,750 | 1,997 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/22 | 1,140 | 1,252 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/25 | 460 | 484 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/28 | 1,325 | 1,603 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/29 | 850 | 949 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/30 | 500 | 552 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.250% | 2/1/30 | 440 | 447 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/31 | 500 | 508 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/31 | 300 | 321 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/31 | 500 | 546 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/32 | 1,250 | 1,447 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 500 | 546 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/32 | 1,500 | 1,792 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/34 | 500 | 534 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,450 | 1,674 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/34 | 1,710 | 2,074 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/34 | 1,500 | 1,788 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 2/1/35 | 4,000 | 4,654 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/35 | 1,525 | 1,887 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/35 | 2,500 | 2,976 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 11/1/35 | 1,745 | 2,075 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/36 | 1,580 | 1,937 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 8/1/36 | 1,235 | 1,408 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/36 | 1,000 | 1,155 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/37 | 1,680 | 2,065 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 5/1/38 | 2,500 | 2,765 | ||
12 | New York City NY Transitional Finance Authority Future Tax Revenue | 5.000% | 8/1/38 | 8,000 | 9,195 | |
New York City NY Transitional Finance Authority Future Tax Revenue | 4.000% | 11/1/38 | 1,000 | 1,146 | ||
New York City NY Transitional Finance Authority Future Tax Revenue Prere. | 5.250% | 2/1/21 | 60 | 61 | ||
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.040% | 10/1/20 | 15,630 | 15,630 | |
2 | New York City NY Transitional Finance Authority Future Tax Revenue VRDO | 0.060% | 10/1/20 | 8,500 | 8,500 | |
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/35 | 1,500 | 1,865 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 8/1/36 | 5,710 | 7,074 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/38 | 1,675 | 2,052 | ||
New York City NY Transitional Finance Authority Revenue | 5.000% | 5/1/39 | 1,335 | 1,663 | ||
New York City NY Trust for Cultural Resources Revenue (Lincoln Center for the Performing Arts Inc.) | 5.000% | 12/1/26 | 1,350 | 1,649 | ||
New York City Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/35 | 2,015 | 2,506 | ||
New York City Transitional Finance Authority Future Tax Secured Revenue | 5.000% | 8/1/36 | 2,000 | 2,478 | ||
2,4 | New York City Transitional Finance Authority Future Tax Secured Revenue TOB VRDO | 0.130% | 10/1/20 | 4,300 | 4,300 | |
New York Liberty Development Corp. Revenue | 5.000% | 11/15/31 | 1,090 | 1,139 | ||
New York Liberty Development Corp. Revenue (7 World Trade Center Project) | 5.000% | 9/15/31 | 1,000 | 1,060 | ||
New York Liberty Development Corp. Revenue (Goldman Sachs Headquarters) | 5.250% | 10/1/35 | 945 | 1,310 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/20 | 1,530 | 1,534 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/21 | 230 | 235 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/21 | 1,000 | 1,021 | ||
7,9 | New York Metropolitan Transportation Authority Revenue | 5.250% | 11/15/21 | 325 | 333 | |
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/23 | 1,045 | 1,097 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/24 | 2,180 | 2,308 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/25 | 1,135 | 1,210 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/26 | 1,645 | 1,758 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/28 | 1,675 | 1,772 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/30 | 1,000 | 1,058 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/31 | 1,445 | 1,440 | ||
New York Metropolitan Transportation Authority Revenue | 4.000% | 11/15/32 | 1,500 | 1,482 | ||
New York Metropolitan Transportation Authority Revenue | 5.000% | 11/15/33 | 680 | 693 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 11/15/22 | 820 | 903 | ||
New York Metropolitan Transportation Authority Revenue Prere. | 5.000% | 5/15/23 | 570 | 642 | ||
New York Metropolitan Transportation Authority Revenue PUT | 5.000% | 5/15/30 | 2,500 | 2,738 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 5.000% | 3/1/22 | 2,000 | 2,089 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 0.000% | 11/15/32 | 1,000 | 664 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 4.000% | 11/15/33 | 1,545 | 1,726 | ||
New York Metropolitan Transportation Authority Revenue (Hudson Yards Development) | 5.000% | 11/15/51 | 4,250 | 4,435 | ||
New York NY GO | 4.000% | 8/1/37 | 2,000 | 2,303 | ||
New York NY GO | 4.000% | 10/1/37 | 2,680 | 3,091 | ||
6 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/24 | 500 | 590 | |
6 | New York State Dormitory Authority Lease Revenue (City of New York Court Facilities) | 5.500% | 5/15/27 | 500 | 648 | |
New York State Dormitory Authority Lease Revenue (Mental Health Services Facilities) | 5.000% | 8/15/21 | 500 | 502 | ||
11 | New York State Dormitory Authority Revenue | 5.000% | 10/1/20 | 75 | 75 | |
New York State Dormitory Authority Revenue | 3.000% | 10/1/32 | 1,000 | 1,080 | ||
New York State Dormitory Authority Revenue (City University System) | 5.000% | 7/1/24 | 400 | 402 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York State Dormitory Authority Revenue (Cornell University) | 5.000% | 7/1/30 | 1,000 | 1,388 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/28 | 1,000 | 1,173 | ||
New York State Dormitory Authority Revenue (Icahn School of Medicine at Mount Sinai) | 5.000% | 7/1/32 | 1,000 | 1,155 | ||
New York State Dormitory Authority Revenue (Montefiore Obligated Group) | 5.000% | 9/1/27 | 1,700 | 2,066 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/23 | 830 | 884 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/23 | 1,465 | 1,619 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/24 | 840 | 894 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/25 | 1,500 | 1,798 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 12/15/26 | 720 | 792 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 3/15/27 | 1,700 | 1,964 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/28 | 2,040 | 2,414 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/29 | 1,085 | 1,281 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/30 | 2,000 | 2,296 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/32 | 500 | 531 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/33 | 1,975 | 2,252 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/33 | 300 | 317 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/34 | 1,905 | 2,163 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 3/15/34 | 2,000 | 2,284 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/35 | 1,000 | 1,131 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 3,000 | 3,842 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.000% | 2/15/35 | 5,000 | 5,804 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 4.000% | 2/15/39 | 2,000 | 2,316 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 170 | 181 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) Prere. | 5.000% | 2/15/22 | 160 | 170 | ||
New York State Dormitory Authority Revenue (School Districts Financing Program) | 5.000% | 10/1/20 | 595 | 595 | ||
3 | New York State Dormitory Authority Revenue (School Districts Financing Program) | 5.000% | 10/1/21 | 390 | 409 | |
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/25 | 1,295 | 1,556 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/32 | 1,480 | 1,825 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/33 | 1,795 | 2,188 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 1,420 | 1,688 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/35 | 2,000 | 2,427 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/36 | 1,500 | 1,860 | ||
New York State Dormitory Authority Sales Tax Revenue | 5.000% | 3/15/37 | 2,160 | 2,663 | ||
New York State Energy Research & Development Authority Pollution Control Revenue (New York State Electric & Gas Corp.) | 3.500% | 10/1/29 | 1,000 | 1,132 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/22 | 2,075 | 2,247 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/25 | 500 | 541 | ||
New York State Environmental Facilities Corp. Revenue (State Clean Water & Drinking Water Revolving Funds) | 5.000% | 6/15/34 | 1,500 | 1,884 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.450% | 9/15/69 | 3,500 | 3,455 | ||
New York State Liberty Development Corp. Liberty Revenue (Bank of America Tower at One Bryant Park Project) | 2.625% | 9/15/69 | 1,075 | 1,082 | ||
New York State Local Government Assistance Corp. Revenue | 5.000% | 4/1/21 | 170 | 174 | ||
New York State Mortgage Agency Homeowner Revenue | 3.250% | 10/1/50 | 2,500 | 2,773 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/35 | 1,130 | 1,317 | ||
New York State Thruway Authority Revenue | 5.000% | 1/1/36 | 1,045 | 1,325 | ||
New York State Thruway Authority Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 500 | 523 | ||
7 | New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.500% | 3/15/22 | 530 | 571 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 1,325 | 1,537 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/24 | 5,000 | 5,799 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/25 | 2,830 | 3,399 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/26 | 1,930 | 2,227 | ||
12 | New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/28 | 10,000 | 12,934 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 2,000 | 2,216 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/31 | 1,420 | 1,716 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 2,010 | 2,448 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/33 | 1,485 | 1,643 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/36 | 2,000 | 2,438 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.000% | 3/15/37 | 2,000 | 2,431 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/26 | 1,805 | 2,100 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 9/1/36 | 1,200 | 1,476 | ||
Port Authority of New York & New Jersey Revenue | 5.000% | 11/1/36 | 2,240 | 2,804 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/21 | 1,545 | 1,594 | ||
Suffolk County NY Economic Development Corp. Revenue (Catholic Health Services) | 5.000% | 7/1/27 | 1,370 | 1,559 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/29 | 1,870 | 2,268 | ||
Tobacco Settlement Financing Corp. New York Revenue | 5.000% | 6/1/34 | 1,760 | 2,077 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/23 | 1,500 | 1,707 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 0.000% | 11/15/32 | 1,130 | 859 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 2,000 | 2,390 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/34 | 1,900 | 2,317 | ||
Triborough Bridge & Tunnel Authority New York Revenue | 5.000% | 11/15/36 | 1,000 | 1,210 | ||
Troy NY Capital Resource Corp. Revenue (Rensselaer Polytechnic Institute Project) | 5.000% | 9/1/37 | 1,320 | 1,592 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/33 | 1,600 | 1,830 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/35 | 1,945 | 2,361 | ||
Utility Debt Securitization Authority New York Revenue | 5.000% | 12/15/36 | 2,450 | 2,971 | ||
Westchester County NY Health Care Corp. Revenue Prere. | 5.000% | 11/1/21 | 890 | 936 | ||
Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 5.000% | 11/1/31 | 1,085 | 1,198 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/28 | 1,400 | 1,715 | ||
Westchester NY Tobacco Asset Securitization Revenue | 5.000% | 6/1/33 | 1,500 | 1,778 | ||
465,627 | ||||||
North Carolina (0.5%) | ||||||
Cary NC Combined Enterprise System Revenue | 5.000% | 12/1/27 | 170 | 187 | ||
Cary NC Combined Enterprise System Revenue Prere. | 5.000% | 12/1/22 | 330 | 363 | ||
Charlotte NC Water & Sewer System Revenue | 5.000% | 12/1/20 | 235 | 237 | ||
2 | Charlotte-Mecklenburg NC Hospital Authority Revenue (Health Care System) VRDO | 0.050% | 10/1/20 | 2,415 | 2,415 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mecklenburg County NC Public Improvement GO | 5.000% | 12/1/26 | 1,775 | 2,266 | ||
North Carolina GAN | 5.000% | 3/1/25 | 1,055 | 1,267 | ||
North Carolina GAN | 5.000% | 3/1/27 | 1,015 | 1,208 | ||
North Carolina GO | 5.000% | 5/1/22 | 360 | 388 | ||
13 | North Carolina Housing Finance Agency Homeownership Revenue | 3.000% | 7/1/51 | 3,000 | 3,291 | |
13 | North Carolina Medical Care Commission Health Care Facilities Revenue (Presbyterian Homes Obligated) | 4.000% | 10/1/40 | 600 | 655 | |
North Carolina Medical Care Commission Health Care Facilities Revenue (Vidant Health) | 5.000% | 6/1/21 | 1,000 | 1,029 | ||
North Carolina Medical Care Commission Health Care Facilities Revenue (WakeMed) | 5.000% | 10/1/27 | 1,000 | 1,074 | ||
North Carolina Medical Care Commission Hospital (Moses Cone Health System) VRDO | 0.110% | 10/1/20 | 2,100 | 2,100 | ||
North Carolina Medical Care Commission Hospital Revenue (Southeastern Regional Medical Center) | 5.000% | 6/1/24 | 850 | 907 | ||
3 | North Carolina Turnpike Authority Revenue | 5.000% | 1/1/38 | 5 | 6 | |
North Carolina Turnpike Authority Revenue | 4.000% | 1/1/39 | 2,000 | 2,225 | ||
Orange County NC Public Facilities Co. Revenue | 5.000% | 10/1/24 | 320 | 350 | ||
Orange County NC Public Facilities Co. Revenue Prere. | 5.000% | 10/1/22 | 180 | 197 | ||
Union County NC Enterprise System Revenue | 3.000% | 6/1/33 | 1,290 | 1,457 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/35 | 400 | 477 | ||
University of North Carolina at Charlotte Revenue | 3.000% | 10/1/36 | 1,600 | 1,722 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/37 | 1,000 | 1,184 | ||
University of North Carolina at Charlotte Revenue | 4.000% | 10/1/40 | 325 | 380 | ||
Wake County NC GO | 5.000% | 3/1/23 | 2,145 | 2,397 | ||
Western California University General Revenue | 3.000% | 4/1/36 | 1,480 | 1,572 | ||
29,354 | ||||||
North Dakota (0.0%) | ||||||
Grand Forks ND Health Care System Revenue (Altru Health System Obligated Group) | 5.000% | 12/1/25 | 1,210 | 1,415 | ||
Ohio (1.7%) | ||||||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 12/1/40 | 1,200 | 1,380 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 5.000% | 8/1/29 | 1,300 | 1,653 | ||
Allen County OH Hospital Facilities Revenue (Mercy Health) | 4.000% | 8/1/37 | 2,200 | 2,479 | ||
American Municipal Power Ohio Inc. Revenue (Fremont Energy Center Project) Prere. | 5.250% | 2/15/22 | 570 | 609 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 5.000% | 2/15/26 | 1,025 | 1,264 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/26 | 400 | 487 | ||
Bowling Green State University Ohio Revenue | 5.000% | 6/1/27 | 260 | 323 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/34 | 1,150 | 1,490 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 4.000% | 6/1/39 | 240 | 280 | ||
Buckeye OH Tobacco Settlement Financing Authority Revenue | 5.000% | 6/1/55 | 2,355 | 2,505 | ||
Butler County OH Hospital facilities Revenue (Cincinnati Children's Hospital Medical Center) | 5.000% | 5/15/32 | 2,000 | 2,729 | ||
Butler County OH Hospital Facilities Revenue (Kettering Health Network) | 5.250% | 4/1/31 | 500 | 510 | ||
Butler County OH Hospital Facilities Revenue (UC Health) Prere. | 5.250% | 11/1/20 | 435 | 437 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/26 | 725 | 772 | ||
Centerville OH Health Care Revenue (Graceworks Lutheran Services) | 5.000% | 11/1/27 | 380 | 406 | ||
Cleveland OH Municipal School District GO | 5.000% | 12/1/28 | 1,000 | 1,120 | ||
3 | Columbus OH City School District GO | 0.000% | 12/1/29 | 1,000 | 879 | |
Columbus OH GO | 4.000% | 8/15/26 | 1,730 | 2,022 | ||
Columbus OH GO Prere. | 5.000% | 7/1/22 | 535 | 580 | ||
Columbus OH Sewer Revenue Prere. | 5.000% | 12/1/24 | 4,000 | 4,779 | ||
Cuyahoga County OH Excise Tax Revenue (Sports Facilities Improvement Project) Prere. | 5.000% | 12/1/23 | 510 | 585 | ||
Cuyahoga County OH Hospital Revenue (MetroHealth System) | 5.000% | 2/15/32 | 1,000 | 1,169 | ||
Fairfield County OH Hospital Facilities Revenue (Fairfield Medical Center) | 5.125% | 6/15/33 | 615 | 653 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/28 | 1,680 | 1,970 | ||
Franklin County OH Convention Facilities Authority Revenue | 5.000% | 12/1/30 | 680 | 679 | ||
Franklin County OH Convention Facilities Authority Revenue ETM | 5.000% | 12/1/20 | 1,000 | 1,008 | ||
Franklin County OH Hospital Revenue (Nationwide Children's Hospital) | 5.000% | 11/1/31 | 1,000 | 1,342 | ||
Franklin County OH Revenue (Trinity Health Corp.) | 5.000% | 12/1/31 | 1,100 | 1,430 | ||
Franklin County OH Sales Tax Revenue | 5.000% | 6/1/28 | 830 | 1,097 | ||
Hamilton County OH Hospital Facilities Revenue (UC Health) | 5.000% | 9/15/28 | 625 | 804 | ||
Hamilton County OH Hospital Facilities Revenue (TriHealth Obligated Group) | 5.000% | 8/15/36 | 1,000 | 1,211 | ||
Hamilton County OH Hospital Facilities Revenue (UC Health) | 5.000% | 2/1/21 | 200 | 203 | ||
2 | Lancaster OH Port Authority Gas Supply Revenue PUT | 5.000% | 2/1/25 | 1,100 | 1,298 | |
Lucas County OH Hospital Revenue (ProMedica Healthcare Obligated Group) | 5.000% | 11/15/26 | 320 | 331 | ||
Lucas County OH Hospital Revenue (ProMedica Healthcare Obligated Group) Prere. | 5.250% | 11/15/21 | 535 | 565 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Miami Valley OH Career Technology Center GO | 5.000% | 12/1/25 | 880 | 1,086 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/31 | 2,290 | 2,781 | ||
Montgomery County OH Hospital Revenue (Premier Health Partners) | 5.000% | 11/15/37 | 2,590 | 3,054 | ||
2 | Montgomery County OH Hospital Revenue (Premier Health Partners) VRDO | 0.060% | 10/1/20 | 7,275 | 7,275 | |
North Royalton OH City School District GO | 5.000% | 12/1/26 | 300 | 363 | ||
North Royalton OH City School District GO | 5.000% | 12/1/28 | 1,400 | 1,691 | ||
Ohio Adult Correctional Capital Facilities Revenue | 5.000% | 10/1/30 | 2,200 | 3,000 | ||
Ohio Building Authority Revenue (Administration Building Fund) | 5.000% | 10/1/20 | 100 | 100 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Adult Correctional Building Fund Projects) | 5.000% | 10/1/33 | 1,585 | 1,972 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Mental Health Facilities Improvement Fund Projects) | 5.000% | 2/1/22 | 750 | 798 | ||
Ohio Capital Facilities Lease-Appropriation Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/30 | 1,155 | 1,369 | ||
Ohio Common Schools GO Prere. | 5.000% | 6/15/22 | 1,000 | 1,082 | ||
Ohio GO | 5.000% | 5/1/23 | 1,270 | 1,429 | ||
Ohio GO | 5.000% | 8/1/23 | 500 | 544 | ||
Ohio GO | 5.000% | 8/1/24 | 500 | 591 | ||
Ohio GO | 5.000% | 11/1/24 | 1,675 | 1,999 | ||
Ohio GO | 5.000% | 2/1/27 | 1,000 | 1,239 | ||
Ohio GO | 5.000% | 6/15/27 | 3,425 | 3,812 | ||
Ohio GO | 5.000% | 5/1/33 | 1,010 | 1,295 | ||
Ohio GO | 5.000% | 3/1/35 | 1,000 | 1,234 | ||
Ohio GO | 5.000% | 3/15/36 | 1,005 | 1,155 | ||
Ohio GO | 5.000% | 3/1/38 | 2,000 | 2,447 | ||
Ohio GO Prere. | 5.000% | 8/1/21 | 1,110 | 1,155 | ||
Ohio Higher Education GO | 5.000% | 8/1/21 | 500 | 520 | ||
Ohio Higher Education GO | 5.000% | 5/1/30 | 5,015 | 6,031 | ||
Ohio Higher Educational Facility Commission Revenue (Case Western Reserve University Project) | 5.000% | 12/1/22 | 585 | 639 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/25 | 2,450 | 3,019 | ||
Ohio Major New State Infrastructure Project Revenue | 5.000% | 12/15/28 | 1,020 | 1,263 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/35 | 1,320 | 1,675 | ||
Ohio Parks & Recreation Capital Facilities Revenue | 5.000% | 12/1/37 | 2,240 | 2,823 | ||
Ohio Revenue (Transportation Building Fund Projects) | 5.000% | 4/1/26 | 925 | 1,150 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/28 | 1,030 | 1,132 | ||
Ohio Turnpike Commission Turnpike Revenue | 5.000% | 2/15/35 | 1,310 | 1,604 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 5.000% | 12/1/26 | 1,850 | 2,353 | ||
Penta Career Center Ohio COP | 5.250% | 4/1/23 | 125 | 134 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 1,000 | 1,080 | ||
Revere OH Local School District GO Prere. | 5.000% | 6/1/22 | 665 | 718 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 550 | 592 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 255 | 274 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 269 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 260 | 280 | ||
Winton Woods City OH School District GO Prere. | 5.000% | 5/1/22 | 250 | 269 | ||
108,345 | ||||||
Oklahoma (0.2%) | ||||||
Edmond OK Public Works Authority Sales Tax & Utility System Revenue | 4.000% | 7/1/25 | 1,160 | 1,351 | ||
Norman OK Regional Hospital Authority Revenue | 5.000% | 9/1/28 | 1,245 | 1,499 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 5.000% | 7/1/26 | 1,145 | 1,328 | ||
Oklahoma Capitol Improvement Authority Facilities Revenue | 4.000% | 7/1/38 | 1,000 | 1,153 | ||
Oklahoma City OK GO | 5.000% | 3/1/24 | 525 | 535 | ||
Oklahoma Development Finance Authority Health System Revenue (Integris Baptist Medical Center) | 4.000% | 8/15/38 | 1,000 | 1,090 | ||
Oklahoma Development Finance Authority Health System Revenue (OU Medicine) | 5.000% | 8/15/28 | 1,500 | 1,835 | ||
Oklahoma Turnpike Authority Revenue | 5.000% | 1/1/37 | 2,000 | 2,379 | ||
Oklahoma Turnpike Authority Revenue Prere. | 5.000% | 1/1/21 | 300 | 304 | ||
Tulsa County OK Industrial Authority Senior Living Community Revenue (Montereau Inc.) | 5.000% | 11/15/23 | 280 | 295 | ||
University of Oklahoma Revenue | 5.000% | 7/1/31 | 475 | 489 | ||
12,258 | ||||||
Oregon (0.2%) | ||||||
Clatsop County OR School District No. 10 Seaside GO | 5.000% | 6/15/33 | 1,140 | 1,421 | ||
Deschutes & Jefferson Counties OR School District No. 2J GO | 0.000% | 6/15/31 | 750 | 633 | ||
Medford Hospital Facilities Authority | 5.000% | 8/15/35 | 1,000 | 1,291 | ||
Multnomah County OR School District GO | 5.000% | 6/15/29 | 1,015 | 1,224 | ||
Oregon Department of Administrative Services Lottery Revenue | 5.000% | 4/1/25 | 1,380 | 1,604 | ||
Oregon Department of Administrative Services Lottery Revenue | 5.250% | 4/1/31 | 70 | 71 | ||
Oregon Department of Administrative Services Lottery Revenue Prere. | 5.250% | 4/1/21 | 430 | 441 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.000% | 11/15/39 | 2,000 | 2,583 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oregon Facilities Authority Revenue (Legacy Health Project) | 5.000% | 6/1/33 | 1,000 | 1,174 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/31 | 450 | 532 | ||
Oregon Facilities Authority Revenue (Reed College Projects) | 4.000% | 7/1/32 | 450 | 528 | ||
Oregon GO | 5.000% | 5/1/23 | 500 | 538 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/33 | 550 | 603 | ||
Salem OR Hospital Facilities Authority Revenue (Capital Manor Inc.) | 5.000% | 5/15/38 | 500 | 542 | ||
Washington County OR School District No. 48J Beaverton GO | 5.000% | 6/15/36 | 1,305 | 1,622 | ||
14,807 | ||||||
Pennsylvania (2.6%) | ||||||
Allegheny County PA GO | 4.000% | 11/1/30 | 1,020 | 1,189 | ||
Allegheny County PA Higher Education Building Authority University Revenue (Duquesne University) Prere. | 5.500% | 3/1/21 | 325 | 332 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/27 | 1,010 | 1,250 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/32 | 1,000 | 1,226 | ||
Allegheny County PA Hospital Development Authority Revenue | 5.000% | 4/1/33 | 1,000 | 1,220 | ||
Allegheny County PA Hospital Development Authority Revenue | 4.000% | 4/1/38 | 500 | 560 | ||
Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh Medical Center) | 5.000% | 7/15/27 | 1,000 | 1,265 | ||
8 | Allegheny County PA Hospital Development Authority Revenue (University of Pittsburgh Medical Center), 67% of 3M USD LIBOR + 0.720% | 0.888% | 2/1/21 | 160 | 160 | |
Allegheny County PA Port Authority Revenue | 5.750% | 3/1/29 | 500 | 511 | ||
13 | Allegheny County PA Sanitary Authority Sewer Revenue | 4.000% | 6/1/39 | 415 | 497 | |
Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/24 | 1,000 | 1,055 | ||
4 | Allentown PA Neighborhood Improvement Zone Development Authority Tax Revenue | 5.000% | 5/1/27 | 250 | 279 | |
5 | Allentown PA School District GO | 5.000% | 6/1/31 | 1,000 | 1,210 | |
5 | Armstrong PA School District GO | 5.000% | 3/15/27 | 995 | 1,243 | |
5 | Armstrong PA School District GO | 5.000% | 3/15/29 | 920 | 1,196 | |
Berks County PA Industrial Development Authority Health System Revenue (Tower Health Project) | 5.000% | 11/1/25 | 2,065 | 2,299 | ||
Centennial PA School District Bucks County GO | 5.000% | 12/15/29 | 1,460 | 1,974 | ||
Central Bradford PA Progress Authority Revenue (Guthrie Healthcare System) Prere. | 5.500% | 12/1/21 | 530 | 562 | ||
Chester County PA GO Prere. | 5.000% | 11/15/22 | 750 | 826 | ||
5 | Coatesville PA Area School District Building GO | 0.000% | 10/1/34 | 450 | 267 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
5 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/26 | 335 | 371 | |
5 | Coatesville PA School District Building Authority Lease Revenue | 5.000% | 12/1/27 | 365 | 404 | |
Commonwealth Financing Authority Pennsylvania Revenue | 5.000% | 6/1/26 | 500 | 617 | ||
Dauphin County PA GO | 5.000% | 11/15/27 | 2,055 | 2,663 | ||
Delaware River PA Joint Toll Bridge Commission (Bridge System Revenue) | 5.000% | 7/1/34 | 225 | 279 | ||
6 | Delaware Valley PA Regional Finance Authority Revenue | 5.500% | 8/1/28 | 250 | 323 | |
East Hempfield Township PA Industrial Development Authority Revenue (Millersville University Student Housing Project) | 5.000% | 7/1/29 | 1,000 | 1,023 | ||
Easton PA Area School District GO | 4.000% | 4/1/28 | 580 | 713 | ||
5,6 | Erie PA Sewer Authority Revenue | 0.000% | 12/1/25 | 85 | 80 | |
5,6 | Erie PA Sewer Authority Revenue ETM | 0.000% | 12/1/25 | 1,165 | 1,132 | |
Geisinger Authority PA Health System Revenue (Geisinger Health System) | 5.000% | 4/1/35 | 1,000 | 1,279 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 1,220 | 1,463 | ||
Lehigh County PA General Purpose Hospital Authority Revenue (Lehigh Valley Health Network) | 5.000% | 7/1/29 | 2,400 | 3,113 | ||
3 | Luzerne County PA Industrial Development Authority Lease Revenue | 5.000% | 12/15/25 | 1,000 | 1,209 | |
Manheim Township PA School District GO | 5.000% | 2/1/30 | 830 | 1,003 | ||
Monroeville PA Finance Authority Revenue (UPMC Health System) | 5.000% | 2/15/42 | 1,000 | 1,067 | ||
Montgomery County PA Higher Education & Health Authority Hospital Revenue (Abington Memorial Hospital) Prere. | 5.000% | 6/1/22 | 500 | 539 | ||
Montgomery County PA Higher Education & Health Authority Revenue (Thomas Jefferson University) | 5.000% | 9/1/32 | 1,515 | 1,877 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/23 | 1,015 | 1,070 | ||
Montgomery County PA Industrial Development Authority Health Services Revenue (Albert Einstein Healthcare Network) | 5.000% | 1/15/25 | 1,000 | 1,091 | ||
Montgomery County PA Industrial Development Authority Retirement Community Revenue (ACTS Retirement- Life Communities Obligated Group) Prere. | 5.000% | 5/15/22 | 1,250 | 1,348 | ||
Mount Lebanon PA Hospital Authority Revenue (St. Clair Memorial Hospital Project) | 5.000% | 7/1/38 | 1,000 | 1,227 | ||
Northampton County PA General Purpose Authority Hospital Revenue (St. Luke's Hospital Project) | 5.000% | 8/15/25 | 1,275 | 1,514 | ||
Pennsylvania COP | 5.000% | 7/1/26 | 500 | 617 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pennsylvania COP | 5.000% | 7/1/27 | 500 | 631 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 3/15/29 | 1,060 | 1,290 | ||
Pennsylvania Economic Development Financing Authority Revenue (UPMC Obligated Group) | 5.000% | 11/15/30 | 1,510 | 1,876 | ||
Pennsylvania GO | 5.375% | 7/1/21 | 500 | 519 | ||
Pennsylvania GO | 5.000% | 8/15/23 | 2,000 | 2,271 | ||
Pennsylvania GO | 5.000% | 1/1/24 | 1,500 | 1,728 | ||
Pennsylvania GO | 5.000% | 8/15/24 | 500 | 590 | ||
Pennsylvania GO | 5.000% | 1/1/26 | 3,295 | 4,062 | ||
Pennsylvania GO | 5.000% | 9/15/26 | 1,500 | 1,886 | ||
Pennsylvania GO | 5.000% | 7/15/27 | 2,500 | 3,205 | ||
Pennsylvania GO | 5.000% | 7/15/28 | 4,975 | 6,498 | ||
Pennsylvania GO | 4.000% | 1/1/29 | 3,000 | 3,552 | ||
3 | Pennsylvania GO | 4.000% | 8/15/30 | 1,000 | 1,148 | |
Pennsylvania GO | 5.000% | 3/15/32 | 8,000 | 9,437 | ||
Pennsylvania GO | 5.000% | 10/15/32 | 1,000 | 1,133 | ||
3 | Pennsylvania GO | 4.000% | 3/1/33 | 1,110 | 1,329 | |
3 | Pennsylvania GO | 4.000% | 3/1/34 | 1,670 | 1,992 | |
Pennsylvania GO | 4.000% | 3/1/36 | 1,000 | 1,163 | ||
Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,167 | ||
5 | Pennsylvania GO | 4.000% | 3/1/37 | 1,000 | 1,181 | |
Pennsylvania GO Prere. | 5.000% | 11/15/21 | 500 | 527 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (St. Joseph's University) | 5.000% | 11/1/24 | 200 | 201 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (Temple University) Prere. | 5.000% | 4/1/22 | 500 | 536 | ||
Pennsylvania Higher Educational Facilities Authority Revenue (University of Pennsylvania Health System) | 4.000% | 8/15/36 | 1,295 | 1,476 | ||
Pennsylvania Turnpike Commission Motor License Fund Revenue | 5.000% | 12/1/32 | 1,000 | 1,235 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/24 | 1,050 | 1,200 | ||
Pennsylvania Turnpike Commission Oil Franchise Tax Revenue | 5.000% | 12/1/28 | 630 | 771 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/24 | 1,980 | 2,263 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/25 | 1,690 | 2,082 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,960 | 2,352 | ||
3 | Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/26 | 1,635 | 1,994 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/26 | 750 | 916 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/27 | 2,255 | 2,720 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/29 | 1,570 | 1,979 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/32 | 1,500 | 1,808 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 2,000 | 2,292 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/32 | 1,250 | 1,591 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Pennsylvania Turnpike Commission Revenue | 6.250% | 6/1/33 | 1,760 | 2,245 | |
Pennsylvania Turnpike Commission Revenue | 5.000% | 6/1/35 | 1,500 | 1,761 | ||
Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/37 | 1,000 | 1,241 | ||
Pennsylvania Turnpike Commission Revenue | 6.375% | 12/1/38 | 1,000 | 1,290 | ||
13 | Pennsylvania Turnpike Commission Revenue | 5.000% | 12/1/39 | 1,520 | 1,940 | |
Pennsylvania Turnpike Commission Revenue Prere. | 5.000% | 12/1/20 | 495 | 499 | ||
Pennsylvania Turnpike Commission Revenue Prere. | 5.000% | 12/1/20 | 265 | 267 | ||
Pennsylvania Turnpike Commission Revenue Prere. | 5.000% | 12/1/20 | 695 | 701 | ||
8 | Pennsylvania Turnpike Commission Revenue, SIFMA Municipal Swap Index Yield + 0.980% | 1.090% | 12/1/21 | 1,315 | 1,321 | |
Philadelphia PA Airport Revenue | 5.000% | 6/15/23 | 1,120 | 1,126 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/24 | 1,015 | 1,170 | ||
Philadelphia PA Authority for Industrial Development Revenue (Temple University) | 5.000% | 4/1/27 | 1,000 | 1,179 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/25 | 1,625 | 1,943 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 10/1/26 | 1,000 | 1,219 | ||
Philadelphia PA Gas Works Revenue | 5.000% | 8/1/36 | 1,300 | 1,563 | ||
Philadelphia PA Hospitals & Higher Education Facilities Authority Hospital Revenue (Temple University Health System Obligated Group) | 5.000% | 7/1/25 | 1,000 | 1,147 | ||
Philadelphia PA School District GO | 5.000% | 9/1/31 | 940 | 1,116 | ||
Philadelphia PA Water & Wastewater Revenue | 5.000% | 7/1/26 | 1,000 | 1,162 | ||
13 | Philadelphia PA Water & Wastewater Revenue | 5.000% | 10/1/34 | 2,500 | 3,339 | |
Philadelphia PA Water & Wastewater Revenue | 4.000% | 7/1/35 | 1,110 | 1,219 | ||
3 | Pittsburgh & Allegheny County PA Sports & Exhibition Authority Sales Tax Revenue | 5.000% | 2/1/31 | 1,000 | 1,292 | |
3 | Pittsburgh PA Water & Sewer Authority Revenue | 5.000% | 9/1/33 | 1,000 | 1,296 | |
3 | Reading PA School District GO | 5.000% | 3/1/25 | 955 | 1,132 | |
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/25 | 815 | 981 | ||
Saint Mary PA Hospital Authority Health System Revenue (Trinity Health Corp. Obligated Group) | 5.000% | 11/15/26 | 770 | 950 | ||
Snyder County PA Higher Education Authority University Revenue (Susquehanna University Project) | 5.000% | 1/1/27 | 1,135 | 1,406 | ||
Southcentral Pennsylvania General Authority Revenue (WellSpan Health Obligated Group) | 5.000% | 6/1/34 | 1,085 | 1,212 | ||
5 | State Public School Building Authority Pennsylvania College Revenue (Community College of Allegheny County Project) | 4.000% | 6/15/29 | 1,075 | 1,228 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
5 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/24 | 1,535 | 1,764 | |
3 | State Public School Building Authority Pennsylvania Lease Revenue (School District of Philadelphia) | 5.000% | 6/1/26 | 1,650 | 2,009 | |
West Shore PA Area Authority Hospital Revenue (Holy Spirit Hospital of the Sisters of Christian Charity Project) Prere. | 6.250% | 1/1/21 | 80 | 81 | ||
158,543 | ||||||
Puerto Rico (0.3%) | ||||||
7 | Puerto Rico Electric Power Authority Revenue | 5.000% | 7/1/21 | 500 | 502 | |
9,17 | Puerto Rico Highway & Transportation Authority Revenue | 5.250% | 7/1/21 | 500 | 516 | |
13 | Puerto Rico Housing Finance Authority Capital Fund Modernization Program (Puerto Rico Public Housing Projects) | 5.000% | 12/1/27 | 1,000 | 1,257 | |
3,11 | Puerto Rico Public Finance Corp. Revenue ETM | 6.000% | 8/1/26 | 1,000 | 1,302 | |
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/24 | 198 | 183 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/27 | 1,327 | 1,127 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/29 | 2,324 | 1,829 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 0.000% | 7/1/31 | 145 | 106 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 6,791 | 6,921 | ||
Puerto Rico Sales Tax Financing Corp. Revenue | 4.329% | 7/1/40 | 1,735 | 1,768 | ||
15,511 | ||||||
Rhode Island (0.1%) | ||||||
Narragansett RI Commission Wastewater System Revenue Prere. | 5.000% | 2/1/25 | 1,950 | 2,348 | ||
Rhode Island Commerce Corp. Airport Revenue | 5.000% | 7/1/30 | 500 | 565 | ||
Rhode Island Health & Educational Building Corp. Higher Education Facilities Revenue (University of Rhode Island) | 5.000% | 9/15/25 | 500 | 600 | ||
Tobacco Settlement Financing Corp. Rhode Island Revenue | 2.250% | 6/1/41 | 825 | 849 | ||
4,362 | ||||||
South Carolina (0.5%) | ||||||
Charleston County SC Airport District System Revenue | 5.000% | 7/1/34 | 250 | 311 | ||
Charleston SC Educational Excellence Financing Corp. Revenue (Charleston County School District, South Carolina Project) | 5.000% | 12/1/23 | 590 | 676 | ||
Columbia SC Waterworks & Sewer System Revenue | 3.000% | 2/1/35 | 875 | 964 | ||
Columbia SC Waterworks & Sewer System Revenue Prere. | 5.000% | 2/1/22 | 250 | 266 | ||
Florence SC Water & Sewer Revenue | 3.000% | 9/1/34 | 1,610 | 1,773 | ||
Georgetown County SC School District GO | 3.000% | 3/1/31 | 1,665 | 1,868 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lancaster County SC School District GO | 4.000% | 3/1/32 | 1,000 | 1,175 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/25 | 1,000 | 1,208 | ||
Lexington County SC Health Services District Inc. Hospital Revenue | 5.000% | 11/1/34 | 1,500 | 1,752 | ||
Myrtle Beach SC Hospitality Fee Revenue | 5.000% | 6/1/25 | 1,005 | 1,146 | ||
2 | Patriots Energy Group Finance Authority SC Gas Supply Revenue PUT | 4.000% | 2/1/24 | 1,895 | 2,095 | |
7 | Piedmont SC Municipal Power Agency Revenue | 0.000% | 1/1/24 | 1,600 | 1,563 | |
South Carolina Association of Governmental Organizations Educational Facilities Corp. Revenue (Pickens School District) | 5.000% | 12/1/26 | 1,420 | 1,675 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Palmetto Health) Prere. | 5.250% | 8/1/23 | 1,000 | 1,141 | ||
South Carolina Jobs Economic Development Authority Hospital Revenue (Prisma Health) | 5.000% | 5/1/37 | 1,500 | 1,782 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/26 | 1,140 | 1,330 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/28 | 1,465 | 1,532 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 2,430 | 2,857 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/37 | 1,095 | 1,304 | ||
South Carolina Public Service Authority Revenue | 5.000% | 12/1/38 | 1,110 | 1,223 | ||
South Carolina Transportation Infrastructure Revenue | 5.000% | 10/1/32 | 1,290 | 1,639 | ||
3 | Spartanburg SC Regional Health Services District | 5.000% | 4/15/34 | 510 | 649 | |
5 | Sumter Two School Facilities Inc. South Carolina Installment Purchase Revenue | 5.000% | 12/1/26 | 1,000 | 1,198 | |
31,127 | ||||||
South Dakota (0.1%) | ||||||
Educational Enhancement Funding Corp. South Dakota Tobacco Settlement Revenue | 5.000% | 6/1/25 | 2,000 | 2,221 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 5.000% | 9/1/32 | 2,915 | 3,550 | ||
South Dakota Health & Educational Facilities Authority Revenue (Regional Health System Obligated Group) | 4.000% | 9/1/34 | 2,125 | 2,422 | ||
8,193 | ||||||
Tennessee (1.0%) | ||||||
Chattanooga TN Electric System Revenue | 5.000% | 9/1/31 | 1,000 | 1,208 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (Catholic Health Initiatives) Prere. | 5.000% | 1/1/23 | 1,500 | 1,655 | ||
Chattanooga TN Health Educational & Housing Facility Board Revenue (CommonSpirit Health) | 5.000% | 8/1/29 | 2,880 | 3,676 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Chattanooga-Hamilton County TN Hospital Authority Hospital Revenue | 5.000% | 10/1/27 | 1,035 | 1,154 | ||
Greeneville TN Health & Educational Facilities Board Hospital Revenue (Ballad Health) | 5.000% | 7/1/27 | 1,590 | 1,951 | ||
Jackson TN Hospital Improvement Revenue (West Tennessee Healthcare Obligated Group) | 5.000% | 4/1/38 | 3,810 | 4,619 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (Covenant Healthcare) | 5.000% | 1/1/36 | 1,000 | 1,176 | ||
Knox County TN Health Educational & Housing Facilities Board Hospital Facilities Revenue (University Health System Inc.) | 5.000% | 9/1/27 | 925 | 1,097 | ||
Memphis TN GO | 5.000% | 5/1/30 | 500 | 513 | ||
Memphis TN GO | 4.000% | 6/1/31 | 1,000 | 1,169 | ||
Memphis TN GO | 4.000% | 5/1/35 | 5,685 | 6,739 | ||
Memphis-Shelby County TN Airport Authority Revenue | 5.000% | 7/1/34 | 500 | 643 | ||
Metropolitan Government of Nashville & Davidson County TN GO | 5.000% | 7/1/21 | 625 | 627 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Blakeford at Green Hills) | 5.000% | 7/1/27 | 500 | 519 | ||
2,3 | Shelby County Health Educational & Housing Facilities Board VRDO | 0.040% | 10/1/20 | 2,700 | 2,700 | |
2 | Tennergy Corp. TN Gas Revenue PUT | 5.000% | 10/1/24 | 5,090 | 5,936 | |
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/22 | 1,835 | 1,998 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/24 | 1,800 | 2,055 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/25 | 915 | 1,078 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.250% | 9/1/26 | 1,035 | 1,286 | ||
Tennessee Energy Acquisition Corp. Gas Revenue | 5.000% | 2/1/27 | 1,000 | 1,227 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 5/1/23 | 3,045 | 3,279 | ||
Tennessee Energy Acquisition Corp. Gas Revenue PUT | 4.000% | 11/1/25 | 1,625 | 1,853 | ||
Tennessee GO | 5.000% | 8/1/22 | 1,475 | 1,606 | ||
Tennessee GO | 4.000% | 8/1/28 | 4,850 | 5,623 | ||
Tennessee GO | 5.000% | 8/1/32 | 1,000 | 1,202 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/33 | 10 | 13 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/34 | 10 | 12 | ||
Tennessee School Bond Authority Higher Educational Facilities Revenue (2nd Program) | 5.000% | 11/1/37 | 1,390 | 1,806 | ||
Williamson County TN GO | 4.000% | 5/1/27 | 1,320 | 1,439 | ||
59,859 | ||||||
Texas (5.1%) | ||||||
Alamo TX Regional Mobility Authority Revenue | 5.000% | 6/15/27 | 1,280 | 1,539 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
18 | Allen TX Independent School District GO | 5.000% | 2/15/26 | 1,035 | 1,279 | |
18 | Arlington TX Higher Education Finance Corp. Revenue (Riverwalk Education Foundation Inc.) | 4.000% | 8/15/33 | 600 | 721 | |
18 | Arlington TX Independent School District (Unlimited Tax) GO | 5.000% | 2/15/26 | 1,090 | 1,305 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/27 | 420 | 518 | |
3 | Arlington TX Special Tax Revenue | 5.000% | 2/15/28 | 305 | 383 | |
5 | Arlington TX Special Tax Revenue | 5.000% | 2/15/32 | 1,160 | 1,358 | |
Austin TX Airport System Revenue | 5.000% | 11/15/26 | 1,120 | 1,389 | ||
Austin TX Airport System Revenue | 5.000% | 11/15/32 | 1,170 | 1,397 | ||
Austin TX Community College District Public Facilities Corp. Lease Revenue | 5.000% | 8/1/27 | 1,000 | 1,206 | ||
Austin TX Water & Wastewater System Revenue | 5.000% | 11/15/37 | 1,000 | 1,234 | ||
Austin TX Water & Wastewater System Revenue ETM | 5.000% | 11/15/21 | 500 | 527 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/23 | 3,230 | 3,650 | ||
Bexar County TX GO Prere. | 5.000% | 6/15/24 | 1,145 | 1,347 | ||
Brownsville TX Utility System Revenue Prere. | 4.000% | 9/1/23 | 1,000 | 1,109 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/24 | 1,015 | 1,160 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/25 | 100 | 94 | ||
Central Texas Regional Mobility Authority Revenue | 0.000% | 1/1/26 | 180 | 166 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/26 | 1,115 | 1,351 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 845 | 984 | ||
Central Texas Regional Mobility Authority Revenue | 5.000% | 1/1/34 | 1,415 | 1,648 | ||
Central Texas Regional Mobility Authority Revenue Prere. | 5.000% | 1/1/23 | 565 | 625 | ||
18 | Clear Creek TX Independent School District GO | 5.000% | 2/15/34 | 910 | 1,122 | |
Clifton TX Higher Education Finance Corp. Revenue (Baylor University) Prere. | 5.250% | 3/1/21 | 200 | 204 | ||
Collin County TX Community College District GO | 4.000% | 8/15/34 | 2,500 | 3,044 | ||
18 | Cypress-Fairbanks TX Independent School District GO | 5.000% | 2/15/25 | 500 | 509 | |
Dallas County TX Community College District GO | 5.000% | 2/15/26 | 1,000 | 1,230 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 1,670 | 2,035 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue | 5.000% | 12/1/32 | 2,065 | 2,739 | ||
Dallas TX Area Rapid Transit Sales Tax Revenue Prere. | 5.000% | 12/1/22 | 500 | 552 | ||
18 | Dallas TX Independent School District GO | 5.000% | 2/15/23 | 485 | 494 | |
18 | Dallas TX Independent School District GO | 4.000% | 2/15/29 | 2,265 | 2,593 | |
Dallas TX Waterworks & Sewer System Revenue | 5.000% | 10/1/21 | 1,340 | 1,405 | ||
Dallas TX Waterworks & Sewer System Revenue | 5.000% | 10/1/22 | 210 | 220 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dallas TX Waterworks & Sewer System Revenue | 4.000% | 10/1/31 | 1,675 | 2,049 | ||
Dallas TX Waterworks & Sewer System Revenue Prere. | 5.000% | 10/1/21 | 195 | 204 | ||
Dallas-Fort Worth TX International Airport Revenue | 5.250% | 11/1/29 | 1,000 | 1,130 | ||
Dallas-FortWorth TX International Airport Revenue | 5.000% | 11/1/30 | 3,700 | 4,942 | ||
18 | Eagle Mountain & Saginaw TX Independent School District GO PUT | 2.000% | 8/1/24 | 1,035 | 1,091 | |
El Paso TX GO | 5.000% | 8/15/28 | 750 | 987 | ||
El Paso TX GO | 5.000% | 8/15/31 | 850 | 1,124 | ||
El Paso TX GO | 4.000% | 8/15/34 | 1,000 | 1,223 | ||
Fort Worth TX GO | 5.000% | 3/1/25 | 1,115 | 1,343 | ||
Fort Worth TX Water & Sewer Revenue | 5.000% | 2/15/25 | 450 | 458 | ||
Frisco TX Refunding & Improvement GO | 5.000% | 2/15/28 | 1,425 | 1,707 | ||
Garland TX Electric Utility System Revenue | 5.000% | 3/1/30 | 675 | 884 | ||
18 | Garland TX Independent School District GO | 5.000% | 2/15/22 | 1,025 | 1,093 | |
10 | Grand Parkway Transportation Corp. Texas System Toll Revenue, 5.050% coupon rate effective 10/1/2023 | 0.000% | 10/1/30 | 1,550 | 1,801 | |
Grand Parkway Transportation Corp. TX BAN | 5.000% | 2/1/23 | 2,500 | 2,742 | ||
Gulf Coast TX Industrial Development Authority Revenue (Exxon Mobil Project) VRDO | 0.020% | 10/1/20 | 2,980 | 2,980 | ||
Harris County TX Cultural Education Facilities Finance Corp. Thermal Utility Revenue (TECO Project) | 5.000% | 11/15/30 | 1,000 | 1,265 | ||
Harris County TX Flood Control Improvement GO | 3.000% | 10/1/39 | 2,000 | 2,200 | ||
Harris County TX GO | 5.000% | 8/15/22 | 1,960 | 2,133 | ||
Harris County TX GO | 5.000% | 10/1/23 | 20 | 21 | ||
Harris County TX GO | 5.000% | 8/15/32 | 1,025 | 1,114 | ||
Harris County TX GO | 5.000% | 10/1/36 | 1,200 | 1,452 | ||
Harris County TX GO | 5.000% | 10/1/40 | 2,470 | 2,968 | ||
Harris County TX GO Prere. | 5.000% | 10/1/21 | 280 | 293 | ||
Harris County TX Sports Authority Revenue | 5.000% | 11/15/22 | 945 | 993 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/32 | 515 | 555 | ||
Harris County TX Toll Road Revenue | 5.000% | 8/15/41 | 1,685 | 2,024 | ||
13 | Hidalgo County TX Certificates GO | 4.000% | 8/15/37 | 1,000 | 1,177 | |
Houston TX Airport System Revenue | 5.000% | 7/1/26 | 1,160 | 1,437 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/31 | 60 | 75 | ||
Houston TX Airport System Revenue | 5.000% | 7/1/37 | 1,685 | 2,048 | ||
Houston TX GO | 5.000% | 3/1/27 | 1,000 | 1,265 | ||
Houston TX GO | 4.000% | 3/1/35 | 1,500 | 1,726 | ||
Houston TX Hotel Occupancy Tax & Special Revenue (Convention & Entertainment Facilities) | 5.000% | 9/1/24 | 1,070 | 1,163 | ||
18 | Houston TX Independent School District GO | 5.000% | 2/15/27 | 1,750 | 2,159 | |
Houston TX Utility System Revenue | 5.000% | 5/15/25 | 1,160 | 1,354 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/26 | 1,350 | 1,712 | ||
Houston TX Utility System Revenue | 4.000% | 11/15/31 | 1,000 | 1,185 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/33 | 1,000 | 1,006 | ||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Houston TX Utility System Revenue | 5.000% | 11/15/34 | 1,000 | 1,348 | ||
18 | Katy TX Independent School District GO | 4.000% | 2/15/27 | 275 | 298 | |
18 | Katy TX Independent School District GO | 4.000% | 2/15/28 | 375 | 406 | |
18 | Klein TX Independent School District GO | 5.000% | 8/1/34 | 1,200 | 1,478 | |
18 | Lake Travis TX Independent School District GO Prere. | 5.000% | 2/15/21 | 500 | 509 | |
18 | Lamar TX Consolidated Independent School District GO | 5.000% | 2/15/26 | 1,360 | 1,632 | |
Laredo TX Community College District GO | 5.000% | 8/1/25 | 1,000 | 1,171 | ||
18 | Laredo TX Independent School District GO | 4.000% | 8/1/28 | 1,635 | 1,844 | |
18 | Lewisville TX Independent School District (Unlimited Tax Building) GO | 5.000% | 8/15/25 | 3,820 | 4,675 | |
Lone Star College System Texas GO | 5.000% | 2/15/28 | 1,410 | 1,734 | ||
Lower Colorado River Authority Texas Revenue | 5.000% | 5/15/37 | 1,330 | 1,417 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,200 | 1,437 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/28 | 1,000 | 1,159 | ||
Lower Colorado River Authority Texas Transmission Contract Revenue (LCRA Transmission Services Corp.) | 5.000% | 5/15/34 | 1,115 | 1,406 | ||
Lubbock TX GO | 5.000% | 2/15/23 | 500 | 533 | ||
18 | Mansfield TX Independent School District GO | 5.000% | 2/15/26 | 1,250 | 1,388 | |
18 | Mansfield TX Independent School District GO | 4.000% | 2/15/29 | 1,265 | 1,375 | |
Mesquite TX Health Facilities Development Corp. Retirement Facility Revenue (Christian Care Centers Inc. Project) | 5.000% | 2/15/24 | 285 | 278 | ||
18 | Mesquite TX Independent School District GO | 4.000% | 8/15/30 | 1,155 | 1,335 | |
18 | Midlothian TX Independent School District Revenue GO PUT | 2.000% | 8/1/24 | 1,005 | 1,061 | |
Montgomery TX GO | 4.000% | 3/1/30 | 1,840 | 2,206 | ||
New Hope TX Cultural Education Facilities Finance Corp. First Mortgage Revenue (Morningside Ministries Project) | 6.250% | 1/1/33 | 1,640 | 1,714 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/26 | 1,060 | 1,200 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/27 | 1,000 | 1,127 | ||
New Hope TX Cultural Education Facilities Finance Corp. Retirement Facilities Revenue (Westminster Manor Project) | 5.000% | 11/1/28 | 870 | 975 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/23 | 200 | 222 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/24 | 210 | 243 | ||
New Hope TX Cultural Education Facilities Finance Corp. Student Housing Revenue (Tarleton State University Project) ETM | 5.000% | 4/1/25 | 240 | 287 | ||
18 | North East TX Independent School District GO | 5.250% | 2/1/22 | 580 | 619 | |
North East TX Regional Mobility Authority Revenue | 5.000% | 1/1/30 | 2,390 | 2,740 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/22 | 1,495 | 1,617 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 5.000% | 6/1/23 | 1,555 | 1,755 | ||
North Texas Municipal Water District Regional Wastewater System Revenue | 4.000% | 6/1/31 | 1,500 | 1,786 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/22 | 1,645 | 1,795 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/23 | 1,025 | 1,169 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/33 | 4,000 | 4,791 | ||
North Texas Municipal Water District Water System Revenue | 5.000% | 9/1/34 | 4,000 | 4,780 | ||
North Texas Tollway Authority System Revenue | 6.250% | 2/1/23 | 1,650 | 1,657 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/26 | 1,060 | 1,165 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/27 | 2,625 | 2,989 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/29 | 1,245 | 1,464 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/30 | 575 | 651 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/32 | 1,820 | 2,123 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/33 | 1,500 | 1,743 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/34 | 1,730 | 2,006 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/35 | 1,060 | 1,227 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/36 | 1,015 | 1,153 | ||
3 | North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,520 | 1,732 | |
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,030 | 1,187 | ||
North Texas Tollway Authority System Revenue | 4.000% | 1/1/37 | 1,250 | 1,465 | ||
North Texas Tollway Authority System Revenue | 5.000% | 1/1/38 | 1,005 | 1,231 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
North Texas Tollway Authority System Revenue Prere. | 5.500% | 9/1/21 | 500 | 524 | ||
18 | Northside TX Independent School District GO | 5.000% | 8/15/25 | 1,165 | 1,423 | |
18 | Northside TX Independent School District GO | 4.000% | 8/15/32 | 1,305 | 1,540 | |
13,18 | Northside TX Independent School District GO PUT | 0.700% | 6/1/25 | 1,000 | 999 | |
18 | Northwest Independent School District Texas GO | 5.000% | 2/15/26 | 1,000 | 1,199 | |
18 | Northwest Independent School District Texas GO | 4.000% | 2/15/38 | 2,400 | 2,933 | |
18 | Northwest Independent School District Texas GO Prere. | 5.000% | 2/15/25 | 1,760 | 2,118 | |
18 | Palestine Independent School District GO | 5.000% | 2/15/29 | 1,860 | 2,272 | |
Pasadena TX GO | 4.000% | 2/15/28 | 1,000 | 1,147 | ||
Pearland TX GO | 4.000% | 3/1/32 | 1,095 | 1,278 | ||
Pearland TX GO | 4.000% | 3/1/33 | 910 | 1,057 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/32 | 240 | 281 | ||
Pearland TX Waterworks & Sewer System Revenue | 4.000% | 9/1/33 | 340 | 396 | ||
Pflugerville TX GO | 4.000% | 8/1/35 | 1,250 | 1,451 | ||
18 | Pflugerville TX Independent School District GO | 5.000% | 2/15/25 | 1,600 | 1,924 | |
18 | Richardson Independent School District GO | 5.000% | 2/15/26 | 3,020 | 3,743 | |
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/21 | 500 | 508 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/24 | 1,000 | 1,088 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.000% | 2/1/34 | 1,255 | 1,452 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/34 | 3,000 | 3,983 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.000% | 2/1/36 | 1,000 | 1,228 | ||
San Antonio TX GO | 5.000% | 2/1/26 | 1,000 | 1,200 | ||
San Antonio TX GO Prere. | 5.000% | 2/1/21 | 1,000 | 1,016 | ||
San Antonio TX GO Prere. | 5.000% | 2/1/21 | 500 | 508 | ||
San Antonio TX GO Prere. | 4.000% | 8/1/22 | 1,000 | 1,070 | ||
18 | San Antonio TX Independent School District GO | 5.000% | 8/15/29 | 1,295 | 1,578 | |
18 | San Antonio TX Independent School District GO | 5.000% | 8/15/37 | 2,495 | 2,974 | |
San Antonio TX Water Revenue | 5.000% | 5/15/34 | 1,000 | 1,245 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/37 | 1,680 | 2,069 | ||
San Antonio TX Water Revenue | 5.000% | 5/15/38 | 1,440 | 1,815 | ||
Southwest Texas Higher Education Authority Inc. Revenue (Southern Methodist University Project) | 4.000% | 10/1/34 | 1,350 | 1,535 | ||
18 | Spring TX Independent School District GO | 5.000% | 8/15/32 | 1,000 | 1,203 | |
18 | Spring TX Independent School District GO | 5.000% | 8/15/35 | 1,370 | 1,693 | |
Sugar Land TX GO | 5.000% | 2/15/26 | 510 | 632 | ||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Cook Children's Medical Center) | 5.000% | 12/1/25 | 350 | 426 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Tarrant County TX Cultural Education Facilities Finance Corp. Hospital Revenue (Methodist Hospitals of Dallas) | 5.250% | 10/1/31 | 1,000 | 1,110 | ||
18 | Texas City TX Independent School District GO | 5.000% | 8/15/26 | 3,365 | 4,087 | |
Texas GO | 5.000% | 10/1/22 | 1,120 | 1,227 | ||
Texas GO | 5.000% | 10/1/24 | 1,210 | 1,437 | ||
Texas GO | 5.000% | 8/1/26 | 925 | 962 | ||
Texas GO | 5.000% | 8/1/31 | 500 | 520 | ||
Texas GO Prere. | 5.000% | 4/1/24 | 1,330 | 1,552 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/21 | 365 | 385 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/23 | 245 | 280 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 5.250% | 12/15/24 | 580 | 684 | ||
Texas Municipal Gas Acquisition & Supply Corp I. Revenue | 6.250% | 12/15/26 | 175 | 206 | ||
Texas Municipal Gas Acquisition & Supply Corp III. Revenue | 5.000% | 12/15/22 | 1,005 | 1,097 | ||
Texas Municipal Gas Acquisition & Supply Corp III. Revenue | 5.000% | 12/15/23 | 380 | 414 | ||
Texas Municipal Gas Acquisition & Supply Corp III. Revenue | 5.000% | 12/15/25 | 2,215 | 2,407 | ||
Texas Municipal Gas Acquisition & Supply Corp III. Revenue | 5.000% | 12/15/28 | 1,335 | 1,438 | ||
Texas Municipal Power Agency Revenue | 5.000% | 9/1/27 | 520 | 522 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/31 | 1,000 | 1,173 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/32 | 2,000 | 2,321 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 12/31/35 | 1,000 | 1,139 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (Infrastructure Group LLC I-635 Managed Lanes Project) | 4.000% | 6/30/40 | 2,000 | 2,252 | ||
5 | Texas Public Finance Authority Revenue (Texas Southern University) | 5.000% | 11/1/21 | 1,020 | 1,060 | |
Texas State University System Financing System Revenue | 5.000% | 3/15/32 | 1,625 | 2,006 | ||
Texas Transportation Commission GO | 5.000% | 10/1/21 | 1,545 | 1,620 | ||
Texas Transportation Commission GO | 5.000% | 10/1/22 | 1,480 | 1,622 | ||
Texas Transportation Commission GO | 5.000% | 10/1/29 | 1,500 | 1,832 | ||
Texas Transportation Commission GO | 5.000% | 4/1/32 | 2,000 | 2,455 | ||
Texas Transportation Commission Mobility Fund GO | 5.000% | 10/1/34 | 1,705 | 2,157 | ||
Texas Transportation Commission Revenue | 5.000% | 4/1/23 | 2,100 | 2,351 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/33 | 525 | 595 | ||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/34 | 880 | 995 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Texas Transportation Commission Turnpike System Revenue | 5.000% | 8/15/37 | 2,460 | 2,783 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/32 | 1,000 | 1,203 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/33 | 1,635 | 1,979 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/34 | 1,465 | 1,768 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 2,860 | 3,390 | ||
Texas Water Development Board Revenue | 4.000% | 10/15/35 | 1,770 | 2,078 | ||
13 | Texas Water Development Board State Implementation Revenue Fund (Master Trust) | 3.000% | 10/15/39 | 1,755 | 1,945 | |
Texas Water Financial Assistance GO | 5.000% | 8/1/27 | 260 | 270 | ||
Texas Water Financial Assistance GO Prere. | 5.000% | 8/1/21 | 740 | 769 | ||
Travis TX GO | 5.000% | 3/1/27 | 1,545 | 1,919 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/27 | 1,000 | 1,260 | ||
Trinity River Authority of Texas Regional Wastewater System Revenue | 5.000% | 8/1/37 | 1,235 | 1,561 | ||
18 | United TX Independent School District GO Prere. | 5.000% | 8/15/24 | 2,550 | 2,992 | |
University of Houston Texas Revenue | 5.000% | 2/15/28 | 5,000 | 6,101 | ||
University of Houston Texas Revenue | 3.000% | 2/15/31 | 3,490 | 3,920 | ||
University of Houston Texas Revenue | 4.000% | 2/15/33 | 1,840 | 2,065 | ||
University of Houston Texas Revenue | 5.000% | 2/15/35 | 4,500 | 5,355 | ||
University of North Texas Revenue | 4.000% | 4/15/34 | 1,110 | 1,299 | ||
University of North Texas Revenue | 5.000% | 4/15/36 | 1,275 | 1,548 | ||
University of Texas System Revenue Financing System Revenue | 5.000% | 8/15/23 | 1,150 | 1,310 | ||
5 | West Travis County TX Public Utility Agency Revenue | 5.000% | 8/15/27 | 1,235 | 1,575 | |
5 | West Travis County TX Public Utility Agency Revenue | 4.000% | 8/15/32 | 270 | 314 | |
Williamson County TX GO | 5.000% | 2/15/23 | 230 | 245 | ||
317,756 | ||||||
Utah (0.3%) | ||||||
Alpine UT School District GO | 5.000% | 3/15/30 | 1,025 | 1,290 | ||
Central Utah Water Conservancy District GO | 5.000% | 4/1/30 | 500 | 511 | ||
Central Utah Water Conservancy District Revenue | 4.000% | 10/1/32 | 1,000 | 1,192 | ||
Granite UT School District Salt Lake County GO | 5.000% | 6/1/28 | 6,260 | 8,281 | ||
Jordan Valley UT Water Conservancy District Revenue | 4.000% | 10/1/32 | 750 | 879 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/34 | 750 | 943 | ||
Utah County UT Hospital Revenue (IHC Health Services) | 5.000% | 5/15/35 | 850 | 1,066 | ||
Utah GO | 5.000% | 7/1/21 | 1,300 | 1,347 | ||
Utah GO | 5.000% | 7/1/22 | 1,410 | 1,530 | ||
Utah GO | 5.000% | 7/1/24 | 1,015 | 1,197 | ||
Utah Transit Authority Sales Tax Revenue | 5.000% | 6/15/26 | 1,000 | 1,210 | ||
Utah Transit Authority Sales Tax Revenue | 5.000% | 6/15/37 | 585 | 674 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Utah Transit Authority Sales Tax Revenue Prere. | 5.000% | 6/15/25 | 1,285 | 1,569 | ||
21,689 | ||||||
Vermont (0.0%) | ||||||
University of Vermont & State Agricultural College GO | 5.000% | 10/1/38 | 1,000 | 1,445 | ||
Virginia (0.7%) | ||||||
Arlington County VA GO | 5.000% | 8/1/23 | 600 | 653 | ||
Chesapeake VA Toll Road Revenue | 5.000% | 7/15/21 | 500 | 517 | ||
Fairfax County VA GO | 5.000% | 10/1/20 | 1,710 | 1,710 | ||
Fairfax County VA GO | 5.000% | 10/1/23 | 1,255 | 1,437 | ||
Fairfax County VA GO | 4.000% | 10/1/32 | 1,415 | 1,680 | ||
Fairfax County VA GO | 5.000% | 10/1/34 | 685 | 919 | ||
Fairfax County VA Public Improvement GO | 5.000% | 4/1/21 | 420 | 430 | ||
Fairfax County VA Water Authority Revenue Prere. | 5.000% | 4/1/22 | 500 | 536 | ||
Hampton Roads VA Transportation Accountability Commission Revenue | 5.000% | 7/1/22 | 1,700 | 1,840 | ||
Norfolk VA Economic Development Authority Hospital Facilities Revenue (Sentara Healthcare) PUT | 5.000% | 11/1/28 | 1,170 | 1,504 | ||
Norfolk VA GO | 5.000% | 10/1/20 | 775 | 775 | ||
Norfolk VA GO | 5.000% | 8/1/21 | 2,040 | 2,123 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,090 | 1,293 | ||
Norfolk VA GO Prere. | 5.000% | 9/1/24 | 1,345 | 1,595 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/31 | 5 | 5 | ||
Norfolk VA Water Revenue | 5.000% | 11/1/34 | 1,155 | 1,455 | ||
Norfolk VA Water Revenue Prere. | 5.000% | 5/1/22 | 495 | 533 | ||
Richmond VA GO Prere. | 5.000% | 3/1/23 | 1,000 | 1,116 | ||
Richmond VA Public Utility Revenue | 5.000% | 1/15/28 | 1,000 | 1,235 | ||
Roanoke VA Economic Development Authority Hospital Revenue (Carilion Clinic Obligated Group) | 5.000% | 7/1/30 | 500 | 531 | ||
Stafford County VA Economic Development Authority Hospital Facilities Revenue (Mary Washington Healthcare Obligated Group) | 5.000% | 6/15/24 | 1,120 | 1,282 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/30 | 600 | 678 | ||
Virginia Beach VA Development Authority Residential Care Facility Revenue (Westminster-Canterbury on Chesapeake Bay) | 5.000% | 9/1/33 | 425 | 476 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 5.000% | 2/1/27 | 1,845 | 2,290 | ||
Virginia College Building Authority Educational Facilities Revenue (21st Century College & Equipment Programs) | 3.000% | 2/1/35 | 1,500 | 1,645 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 5.000% | 9/1/22 | 330 | 361 | ||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) | 4.000% | 9/1/36 | 2,130 | 2,517 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Virginia College Building Authority Educational Facilities Revenue (Public Higher Education Financing Program) ETM | 5.000% | 9/1/22 | 25 | 27 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 9/15/21 | 2,410 | 2,521 | ||
Virginia Commonwealth Transportation Board Revenue | 5.000% | 5/15/26 | 1,405 | 1,762 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,280 | 1,481 | ||
Virginia Commonwealth Transportation Board Revenue | 4.000% | 5/15/35 | 1,750 | 2,044 | ||
Virginia Public Building Authority Public Facilities Revenue | 5.000% | 8/1/24 | 1,250 | 1,480 | ||
Virginia Public Building Authority Revenue | 5.000% | 11/1/31 | 125 | 137 | ||
Virginia Public School Authority Revenue | 5.000% | 8/1/22 | 1,335 | 1,453 | ||
Virginia Public School Authority School Technology & Security Notes Revenue | 5.000% | 4/15/24 | 2,180 | 2,546 | ||
Wise County VA Industrial development Authority Solid Waste & Sewage Disposal Revenue (Virginia Electric & Power Company Project) PUT | 0.750% | 9/2/25 | 575 | 574 | ||
45,161 | ||||||
Washington (1.2%) | ||||||
13 | Bellingham Wash Water & Sewer Revenue Refunding Bonds | 5.000% | 8/1/25 | 400 | 471 | |
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.000% | 11/1/26 | 795 | 1,004 | ||
Clark County WA School District No. 37 Vancouver Revenue | 5.000% | 12/1/32 | 1,080 | 1,414 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 5.000% | 7/1/31 | 1,225 | 1,466 | ||
Energy Northwest Washington Electric Revenue (Project No. 3) | 5.000% | 7/1/26 | 1,735 | 2,183 | ||
King County WA GO | 5.000% | 1/1/24 | 500 | 530 | ||
King County WA GO | 4.000% | 12/1/32 | 1,500 | 1,723 | ||
King County WA Housing Authority Revenue | 3.000% | 6/1/40 | 1,000 | 1,052 | ||
Lewis County WA Public Utility District No. 1 Revenue (Cowlitz Falls Hydroelectric Project) | 5.000% | 10/1/21 | 1,060 | 1,111 | ||
Mason County WA Public Utility District No. 3 Revenue | 4.000% | 12/1/32 | 1,000 | 1,225 | ||
Northwest Energy Washington Electric Revenue (Bonneville Power Administration) | 5.000% | 7/1/28 | 2,550 | 2,749 | ||
Pierce County School District No. 3 Puyallup GO | 5.000% | 12/1/25 | 1,000 | 1,102 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/28 | 1,005 | 1,086 | ||
Port of Seattle WA Revenue | 5.000% | 8/1/29 | 250 | 270 | ||
Snohomish County WA School District No. 103 (Monroe) GO | 5.000% | 12/1/31 | 1,000 | 1,207 | ||
University of Washington Revenue | 5.000% | 4/1/31 | 335 | 343 | ||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/23 | 375 | 389 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Washington (Motor Vehicle Fuel Tax) GO | 5.000% | 7/1/27 | 1,000 | 1,197 | ||
Washington (Motor Vehicle Fuel Tax) GO | 4.000% | 7/1/31 | 1,500 | 1,677 | ||
Washington Economic Development Finance Authority Lease Revenue (Washington Biomedical Research Properties 2) | 5.000% | 6/1/25 | 1,090 | 1,297 | ||
Washington GO | 5.000% | 7/1/22 | 1,445 | 1,568 | ||
Washington GO | 5.000% | 7/1/23 | 1,155 | 1,308 | ||
Washington GO | 5.000% | 7/1/25 | 560 | 607 | ||
Washington GO | 5.000% | 7/1/25 | 1,500 | 1,764 | ||
Washington GO | 5.000% | 8/1/26 | 5,105 | 6,448 | ||
Washington GO | 4.000% | 7/1/27 | 2,425 | 2,577 | ||
Washington GO | 5.000% | 8/1/27 | 1,000 | 1,224 | ||
Washington GO | 4.000% | 7/1/28 | 1,135 | 1,204 | ||
Washington GO | 5.000% | 7/1/28 | 2,000 | 2,394 | ||
Washington GO | 4.000% | 7/1/29 | 2,720 | 2,965 | ||
Washington GO | 5.000% | 7/1/30 | 1,100 | 1,312 | ||
Washington GO | 5.000% | 7/1/32 | 1,250 | 1,483 | ||
13 | Washington GO | 5.000% | 6/1/35 | 1,500 | 1,965 | |
Washington GO | 5.000% | 8/1/36 | 2,070 | 2,634 | ||
Washington GO | 5.000% | 8/1/37 | 3,685 | 4,267 | ||
Washington GO | 5.000% | 8/1/38 | 2,070 | 2,618 | ||
Washington GO Prere. | 5.000% | 2/1/22 | 500 | 532 | ||
Washington Health Care Facilities Authority Revenue (Central Washington Health Services Association) | 5.000% | 7/1/30 | 1,760 | 2,018 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/32 | 1,750 | 2,183 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) | 5.000% | 8/1/36 | 1,500 | 1,840 | ||
Washington Health Care Facilities Authority Revenue (CommonSpirit Health) PUT | 5.000% | 8/1/24 | 1,000 | 1,128 | ||
Washington Health Care Facilities Authority Revenue (MultiCare Health System) | 5.000% | 8/15/32 | 1,000 | 1,232 | ||
Washington Health Care Facilities Authority Revenue (Providence Health & Services) | 5.000% | 10/1/33 | 880 | 936 | ||
Washington Higher Education Facilities Authority Revenue (Seattle University Project) | 5.000% | 10/1/35 | 1,000 | 1,209 | ||
Washington State University General Revenue | 5.000% | 10/1/31 | 500 | 519 | ||
71,431 | ||||||
West Virginia (0.2%) | ||||||
West Virginia Commissioner of Highways Revenue (Surface Transportation Improvements) | 5.000% | 9/1/33 | 1,155 | 1,427 | ||
West Virginia Economic Development Authority Lottery Revenue | 4.000% | 6/15/37 | 1,545 | 1,758 | ||
West Virginia GO | 5.000% | 12/1/35 | 1,000 | 1,273 | ||
West Virginia GO | 5.000% | 6/1/36 | 1,000 | 1,270 | ||
West Virginia GO | 5.000% | 6/1/38 | 2,500 | 3,216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
West Virginia Higher Education Policy Commission Revenue | 5.000% | 7/1/37 | 1,315 | 1,579 | ||
West Virginia Hospital Finance Authority Hospital Revenue (Cabell Huntington Hospital Inc.) | 5.000% | 1/1/29 | 765 | 962 | ||
West Virginia Parkways Authority Turnpike Toll Revenue | 5.000% | 6/1/33 | 825 | 1,053 | ||
West Virginia University Revenue PUT | 5.000% | 10/1/29 | 1,000 | 1,268 | ||
13,806 | ||||||
Wisconsin (1.0%) | ||||||
Madison WI Area Technical College GO | 4.000% | 3/1/25 | 1,835 | 2,128 | ||
Madison WI GO | 4.000% | 10/1/26 | 1,500 | 1,812 | ||
Milwaukee WI GO | 5.000% | 4/1/26 | 1,935 | 2,370 | ||
2 | University of Wisconsin Hospitals & Clinics Authority Revenue VRDO | 0.050% | 10/1/20 | 5,000 | 5,000 | |
Wisconsin GO | 5.000% | 5/1/21 | 835 | 859 | ||
Wisconsin GO | 5.000% | 5/1/29 | 1,000 | 1,119 | ||
Wisconsin GO | 4.000% | 5/1/33 | 1,665 | 1,974 | ||
Wisconsin GO | 5.000% | 5/1/34 | 1,780 | 2,189 | ||
Wisconsin GO | 5.000% | 5/1/34 | 3,880 | 4,973 | ||
Wisconsin GO | 5.000% | 5/1/35 | 1,000 | 1,227 | ||
Wisconsin GO | 5.000% | 5/1/36 | 2,000 | 2,377 | ||
Wisconsin GO | 5.000% | 5/1/36 | 1,000 | 1,226 | ||
Wisconsin GO | 5.000% | 5/1/38 | 1,740 | 2,151 | ||
Wisconsin GO ETM | 5.000% | 5/1/21 | 15 | 15 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 500 | 538 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 35 | 38 | ||
Wisconsin GO Prere. | 5.000% | 5/1/22 | 2,210 | 2,379 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Agnesian HealthCare Inc.) | 5.000% | 7/1/31 | 1,065 | 1,296 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 4.000% | 11/15/34 | 1,540 | 1,748 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Ascension Health Alliance Credit Group) | 5.000% | 11/15/36 | 2,265 | 2,699 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Aspirus, Inc. Obligated Group) | 5.000% | 8/15/25 | 1,670 | 1,869 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Children's Hospital of Wisconsin Inc.) | 4.000% | 8/15/31 | 1,010 | 1,169 | ||
Wisconsin Health & Educational Facilities Authority Revenue (Marquette University) | 5.000% | 10/1/30 | 500 | 532 | ||
2 | Wisconsin Health & Educational Facilities Authority Revenue (Medical College of Wisconsin Inc.) VRDO | 0.040% | 10/1/20 | 4,225 | 4,225 | |
Wisconsin Health & Educational Facilities Authority Revenue (ThedaCare Inc. Obligated Group) | 4.000% | 12/15/39 | 1,595 | 1,830 | ||
Wisconsin Public Finance Authority Exempt Facilities Revenue (Wingate University) | 5.250% | 10/1/32 | 740 | 804 | ||
13 | Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/28 | 750 | 952 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 5.000% | 6/1/30 | 1,085 | 1,296 | ||
13 | Wisconsin Public Finance Authority Hospital Revenue (Renown Regional Medical Center) | 4.000% | 6/1/39 | 1,000 | 1,135 | |
Wisconsin Public Power System Power Supply System Revenue | 5.000% | 7/1/32 | 500 | 559 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,425 | 1,800 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/31 | 1,370 | 1,698 | ||
Wisconsin Transportation Revenue | 5.000% | 7/1/33 | 2,755 | 3,203 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 115 | 125 | ||
Wisconsin Transportation Revenue Prere. | 5.000% | 7/1/22 | 385 | 417 | ||
59,732 | ||||||
Wyoming (0.2%) | ||||||
Lincoln County WY Pollution Control Revenue (ExxonMobil Project) VRDO | 0.050% | 10/1/20 | 10,035 | 10,035 | ||
5 | Wyoming Municipal Power Agency Power Supply Revenue | 5.000% | 1/1/34 | 1,000 | 1,209 | |
11,244 | ||||||
Total Tax-Exempt Municipal Bonds (Cost $3,073,294) | 3,237,187 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Temporary Cash Investment (0.0%) | ||||||
U.S. Government and Agency Obligations (0.0%) | ||||||
United States Treasury Bill (Cost $2,759) | 0.115% | 2/16/21 | 2,760 | 2,759 | ||
Total Investments (99.8%) (Cost $4,473,237) | 6,194,134 | |||||
Other Assets and Liabilities—Net (0.2%) | 12,291 | |||||
Net Assets (100%) | 6,206,425 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
2 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
3 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
4 | 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 September 30, 2020, the aggregate value of these securities was $21,991,000, representing 0.4% of net assets. |
5 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
6 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
7 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
8 | Variable rate security; rate shown is effective rate at period end. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
9 | Scheduled principal and interest payments are guaranteed by Financial Guaranty Insurance Co. |
10 | Step bond. |
11 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Corp. |
12 | Securities with a value of $754,000 have been segregated as initial margin for open futures contracts. |
13 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2020. |
14 | Scheduled principal and interest payments are guaranteed by Municipal Bond Insurance Association. |
15 | Scheduled principal and interest payments are guaranteed by Michigan School Board Loan Fund. |
16 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
17 | Scheduled principal and interest payments are guaranteed by Berkshire Hathaway Assurance Corp. |
18 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
3M—3-month. | |
BAN—Bond Anticipation Note. | |
COP—Certificate of Participation. | |
ETM—Escrowed to Maturity. | |
GAN—Grant Anticipation Note. | |
GO—Government Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
Prere.—Prerefunded. | |
PUT—Put Option Obligation. | |
SIFMA—Securities Industry and Financial Markets Association. | |
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 2020 | 389 | 49,026 | 26 |
E-mini S&P 500 Index | December 2020 | 411 | 68,884 | 1,110 |
1,136 | ||||
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | December 2020 | (97) | (15,512) | (5) |
Ultra Long U.S. Treasury Bond | December 2020 | (49) | (10,869) | 91 |
86 | ||||
1,222 |
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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. 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 fund also uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds or stocks 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 September 30, 2020, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 2,954,188 | — | — | 2,954,188 |
Tax-Exempt Municipal Bonds | — | 3,237,187 | — | 3,237,187 |
Temporary Cash Investment | — | 2,759 | — | 2,759 |
Total | 2,954,188 | 3,239,946 | — | 6,194,134 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 480 | — | — | 480 |
1 | Represents variation margin on the last day of the reporting period. |