THE “UNAUDITED MUTUAL FUNDS HOLDINGS” LIST (“the List”) IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS NOT TO BE REPRODUCED FOR USE AS ADVERTISING OR SALES LITERATURE WITH THE GENERAL PUBLIC. The list is submitted for the general information of the shareholders of the Fund. It is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by a prospectus. The list has been created from the books and records of the Fund. Holdings are available 60 days after the fund’s fiscal quarter, using a trade date accounting convention, by contacting the appropriate service center. The list is subject to change without notice. The list is for informational purposes only and is not intended as an offer or solicitation with respect to the purchase or sale of any security. |
JPMorgan Asset Management is the marketing name for the asset management business of J.P. Morgan Chase & Co. |
J.P. Morgan Distribution Services, Inc., member FINRA. |
© J.P. Morgan Chase & Co., 2022. |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds (a) — 97.7% | ||
Alabama — 1.4% | ||
Black Belt Energy Gas District, Gas Project No. 8 Series 2022A, Rev., 4.00%, 12/1/2029 (b) | 1,300 | 1,332 |
City of Trussville, Warrants Series 2018A, GO, 4.00%, 8/1/2032 | 25 | 26 |
Montgomery County Public Facilities Authority Rev., 5.00%, 3/1/2024 (c) | 1,000 | 1,055 |
Montgomery Water Works & Sanitary Sewer Board Series 2019A, Rev., 4.00%, 9/1/2038 | 830 | 876 |
Southeast Alabama Gas Supply District (The), Project No. 1 Series 2018A, Rev., 4.00%, 4/1/2024 (b) | 500 | 508 |
Southeast Energy Authority A Cooperative District, Project No. 2 Series 2021B, Rev., 4.00%, 12/1/2031 (b) | 4,000 | 4,094 |
UAB Medicine Finance Authority | ||
Series B-2, Rev., 3.50%, 9/1/2035 | 160 | 163 |
Series B-2, Rev., 5.00%, 9/1/2037 | 30 | 32 |
Total Alabama | 8,086 | |
Alaska — 0.3% | ||
Alaska Housing Finance Corp., General Mortgage Series 2016A, Rev., 3.50%, 6/1/2046 | 355 | 359 |
Alaska Industrial Development and Export Authority, Tanana Chiefs Conference Project Series 2019A, Rev., 4.00%, 10/1/2044 | 1,500 | 1,506 |
Total Alaska | 1,865 | |
Arizona — 2.4% | ||
Arizona Industrial Development Authority, Aliante & Skye Canyon Campus Project Series 2021A, Rev., 4.00%, 12/15/2051 (d) | 350 | 305 |
Arizona Industrial Development Authority, Children's National Medical Center Series 2020A, Rev., 3.00%, 9/1/2050 | 2,600 | 2,071 |
Arizona Industrial Development Authority, Doral Academy of Northern Nevada Project Series 2021A, Rev., 4.00%, 7/15/2051 (d) | 250 | 211 |
Arizona Industrial Development Authority, Equitable School Revolving Fund LLC Series 2021A, Rev., 4.00%, 11/1/2046 | 1,300 | 1,264 |
Arizona Industrial Development Authority, Great Lakes Senior Living Communities LLC Project Series 2019A, Rev., 4.50%, 1/1/2049 | 4,000 | 2,609 |
Arizona Industrial Development Authority, Macombs Facility Project Series 2021A, Rev., 4.00%, 7/1/2051 | 1,125 | 995 |
Arizona Industrial Development Authority, Phoenix Children's Hospital Series 2020A, Rev., 3.00%, 2/1/2045 | 1,000 | 843 |
Arizona Industrial Development Authority, Pinecrest Academy, Canyon Campus Project Rev., 5.00%, 7/15/2040 (d) | 2,515 | 2,590 |
City of Phoenix Civic Improvement Corp., Civic Plaza Expansion Series 2005B, Rev., BHAC - CR, FGIC, 5.50%, 7/1/2036 | 125 | 158 |
City of Phoenix Civic Improvement Corp., Junior Lien, Airport System Series 2019A, Rev., 4.00%, 7/1/2049 | 50 | 51 |
County of Pinal Rev., 4.00%, 8/1/2036 | 50 | 53 |
Industrial Development Authority of the City of Phoenix (The) | ||
Series 2018A, Rev., 5.00%, 7/1/2032 | 350 | 367 |
Series 2018A, Rev., 5.00%, 7/1/2033 | 150 | 157 |
Series 2018A, Rev., 5.00%, 7/1/2037 | 200 | 209 |
Industrial Development Authority of the County of Pima (The) Series 2021A, Rev., 4.00%, 4/1/2046 | 2,000 | 1,997 |
Maricopa County Special Health Care District Series 2018C, GO, 5.00%, 7/1/2033 | 10 | 11 |
Maricopa County Unified School District No. 11-Peoria GO, 4.00%, 7/1/2034 | 10 | 11 |
University of Arizona (The) Rev., 5.00%, 6/1/2033 | 40 | 43 |
Total Arizona | 13,945 | |
Arkansas — 0.1% | ||
County of Pulaski, Arkansas Children's Hospital Rev., 5.00%, 3/1/2029 | 350 | 379 |
University of Arkansas, Student Fee, UALR Campus Rev., 5.00%, 10/1/2029 | 100 | 109 |
University of Arkansas, Various Facility Fayetteville Campus Series 2016A, Rev., 5.00%, 11/1/2037 | 185 | 201 |
University of Arkansas, Various Facility Monticello Campus Series 2017A, Rev., 5.00%, 12/1/2027 | 100 | 112 |
Total Arkansas | 801 | |
California — 7.4% | ||
Alta Loma School District, Election of 2016 Series 2017A, GO, 5.00%, 8/1/2032 | 60 | 67 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
California — continued | ||
Bay Area Toll Authority, Toll Bridge Series S-7, Rev., 4.00%, 4/1/2032 | 35 | 37 |
Calexico Unified School District | ||
GO, 4.00%, 8/1/2040 | 1,585 | 1,619 |
GO, 4.00%, 8/1/2041 | 1,745 | 1,782 |
California County Tobacco Securitization Agency, Los Angeles County Securitization Corp. | ||
Series 2020A, Rev., 5.00%, 6/1/2029 | 110 | 121 |
Series 2020A, Rev., 4.00%, 6/1/2034 | 510 | 521 |
California Educational Facilities Authority, Claremont McKenna College Series 2015A, Rev., 4.00%, 1/1/2026 (c) | 500 | 533 |
California Health Facilities Financing Authority, On Lok Senior Health Service Rev., 5.00%, 8/1/2050 | 1,000 | 1,082 |
California Health Facilities Financing Authority, Sutter Health Series 2016A, Rev., 5.00%, 11/15/2025 (c) | 250 | 275 |
California Municipal Finance Authority, Community Health System | ||
Series 2021A, Rev., 3.00%, 2/1/2046 | 1,000 | 830 |
Series 2021A, Rev., 4.00%, 2/1/2051 | 365 | 361 |
California Public Finance Authority, Enso Village Project Series 2021A, Rev., 5.00%, 11/15/2051 (d) | 500 | 497 |
California Public Finance Authority, Henry Mayo Newhall Hospital | ||
Rev., 5.00%, 10/15/2037 | 500 | 527 |
Rev., 5.00%, 10/15/2047 | 1,000 | 1,031 |
California School Finance Authority, Green Dot Public School Projects | ||
Series 2018A, Rev., 5.00%, 8/1/2022 (d) | 80 | 80 |
Series 2018A, Rev., 5.00%, 8/1/2023 (d) | 175 | 179 |
Series 2018A, Rev., 5.00%, 8/1/2024 (d) | 160 | 166 |
Series 2018A, Rev., 5.00%, 8/1/2025 (d) | 150 | 158 |
Series 2018A, Rev., 5.00%, 8/1/2026 (d) | 150 | 159 |
Series 2018A, Rev., 5.00%, 8/1/2027 (d) | 150 | 161 |
Series 2018A, Rev., 5.00%, 8/1/2028 (d) | 190 | 204 |
California State University, Systemwide | ||
Series 2019A, Rev., 5.00%, 11/1/2036 | 30 | 34 |
Series 2016A, Rev., 5.00%, 11/1/2041 | 45 | 49 |
Series 2017A, Rev., 5.00%, 11/1/2042 | 30 | 33 |
Series 2016A, Rev., 5.00%, 11/1/2045 | 25 | 27 |
California Statewide Communities Development Authority, Marin General Hospital Project | ||
Series 2018A, Rev., 5.00%, 8/1/2024 | 45 | 48 |
Series 2018A, Rev., 4.00%, 8/1/2045 | 1,500 | 1,483 |
California Statewide Communities Development Authority, San Francisco Campus for Jewish Living Project Rev., 4.00%, 11/1/2051 | 1,150 | 1,168 |
City of Irvine 5.00%, 9/2/2027 | 15 | 17 |
City of Los Angeles Department of Airports, International Airport Subordinate | ||
Series A, Rev., AMT, 5.00%, 5/15/2038 | 1,250 | 1,276 |
Series 2019E, Rev., AMT, 5.00%, 5/15/2039 | 155 | 174 |
Clovis Unified School District COP, 4.00%, 6/1/2028 | 150 | 163 |
County of Santa Clara, Campbell Union High School District | ||
GO, 3.00%, 8/1/2030 | 620 | 625 |
GO, 3.00%, 8/1/2031 | 30 | 30 |
CSCDA Community Improvement Authority, Essential Housing, Oceanaire-Long Beach Series 2021A-2, Rev., 4.00%, 9/1/2056 (d) | 2,115 | 1,890 |
CSCDA Community Improvement Authority, Essential Housing, Parallel-Anaheim Rev., 4.00%, 8/1/2056 (d) | 1,500 | 1,329 |
CSCDA Community Improvement Authority, Essential Housing, Pasadena Portfolio Series 2021A-1, Rev., 2.65%, 12/1/2046 (d) | 365 | 292 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
California — continued | ||
Dixon Unified School District COP, 5.00%, 9/1/2027 | 10 | 11 |
East Bay Municipal Utility District Wastewater System Series 2015A-1, Rev., 5.00%, 6/1/2036 | 2,450 | 2,629 |
East Bay Municipal Utility District Water System Series B, Rev., 5.00%, 6/1/2033 | 515 | 556 |
Eastern Municipal Water District Financing Authority Series 2020A, Rev., 4.00%, 7/1/2037 | 450 | 475 |
Fontana Redevelopment Agency Successor Agency Series 2017A, Rev., 5.00%, 10/1/2025 | 50 | 55 |
Franklin-Mckinley School District Series A, GO, 4.00%, 8/1/2049 | 1,000 | 1,012 |
Fresno Joint Powers Financing Authority Series 2017A, Rev., AGM, 5.00%, 4/1/2026 | 100 | 110 |
Hartnell Community College District Series B, GO, 4.00%, 8/1/2036 | 430 | 449 |
Los Angeles Community College District Series F, GO, 5.00%, 8/1/2023 (c) | 60 | 62 |
Los Angeles Department of Water & Power Series 2019D, Rev., 5.00%, 7/1/2038 | 35 | 40 |
Los Angeles Unified School District Series 2018B-1, GO, 5.00%, 7/1/2037 | 30 | 33 |
Millbrae Redevelopment Agency Successor Agency Rev., 4.00%, 8/1/2035 | 150 | 152 |
Moulton-Niguel Water District Rev., 5.00%, 9/1/2038 | 35 | 40 |
Mount San Antonio Community College District Series A, GO, 0.00%, 8/1/2043 | 7,150 | 7,223 |
Mountain View Shoreline Regional Park Community Series 2018A, Rev., AGM, 5.00%, 8/1/2034 | 25 | 28 |
Ontario Public Financing Authority, Civic Center Improvements Series 2022A, Rev., AGM, 5.00%, 11/1/2037 (e) | 200 | 228 |
Orange County Water District Series 2017A, Rev., 5.00%, 8/15/2034 | 650 | 718 |
Rim of the World Unified School District Series 2010B, GO, AGM, Zero Coupon, 8/1/2039 | 25 | 13 |
Riverside Public Financing Authority, Riverside Pavement Rehabilitation Project COP, AGM, 5.00%, 6/1/2033 | 1,500 | 1,545 |
San Diego Unified School District, Dedicated Unlimited Ad Valorem Property Tax, Election of 2008 Series 2012E, GO, Zero Coupon, 7/1/2049 | 1,000 | 328 |
San Francisco City and County Public Utilities Commission Power | ||
Series 2021A, Rev., 4.00%, 11/1/2038 | 1,000 | 1,055 |
Series 2021B, Rev., 4.00%, 11/1/2038 | 1,140 | 1,203 |
San Lorenzo Valley Unified School District, Election of 2020 | ||
Series 2020A, GO, 4.00%, 8/1/2045 | 1,000 | 1,015 |
Series 2020A, GO, 5.00%, 8/1/2050 | 2,505 | 2,735 |
Santa Clara Valley Transportation Authority, Sales Tax Series 2018A, Rev., 5.00%, 6/1/2024 | 30 | 32 |
Santa Maria Joint Union High School District, Santa Barbara and San Luis Obispo, Election of 2004 GO, Zero Coupon, 8/1/2023 (c) | 2,450 | 1,147 |
State of California, Various Purpose GO, 5.00%, 11/1/2029 | 1,020 | 1,153 |
Total California | 43,075 | |
Colorado — 3.5% | ||
Brighton Crossing Metropolitan District No. 6, Limited Tax Series 2020A, GO, 5.00%, 12/1/2050 | 670 | 632 |
Broadway Park North Metropolitan District No. 2, Limited Tax GO, 5.00%, 12/1/2049 (d) | 650 | 642 |
City of Colorado Springs, Utilities System Improvement Series 2020A, Rev., 4.00%, 11/15/2050 | 350 | 360 |
Colorado Crossing Metropolitan District No. 2, Limited Tax Series 2020A-2, GO, 5.00%, 12/1/2050 | 2,000 | 1,817 |
Colorado Educational and Cultural Facilities Authority, Aspen View Academy Project Rev., 4.00%, 5/1/2051 | 175 | 152 |
Colorado Educational and Cultural Facilities Authority, Global Village Academy Northglenn Project Rev., 5.00%, 12/1/2050 (d) | 740 | 682 |
Colorado Health Facilities Authority, Children's Hospital Colorado Project Series C, Rev., 5.00%, 12/1/2027 | 160 | 173 |
Colorado Health Facilities Authority, Commonspirit Health Series 2019A-2, Rev., 4.00%, 8/1/2049 | 2,500 | 2,440 |
Colorado Health Facilities Authority, Parkview Medical Center, Inc., Project | ||
Rev., 5.00%, 9/1/2026 | 200 | 219 |
Series 2020A, Rev., 4.00%, 9/1/2050 | 675 | 645 |
Colorado Health Facilities Authority, Vail Valley Medical Centre Project Rev., 4.00%, 1/15/2045 | 1,095 | 1,093 |
County of Adams COP, 4.00%, 12/1/2040 | 2,815 | 2,872 |
County of El Paso, The Colorado College Project Series 2020A, Rev., 5.00%, 6/1/2031 | 100 | 116 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Colorado — continued | ||
Denver Health and Hospital Authority | ||
Series 2019A, Rev., 4.00%, 12/1/2040 | 1,635 | 1,636 |
Series A, Rev., 5.25%, 12/1/2045 | 1,000 | 1,019 |
Larimer County School District No. R-1 Poudre GO, 5.00%, 12/15/2037 | 1,000 | 1,130 |
Raindance Metropolitan District No. 1, Non-Potable Water System Rev., 5.25%, 12/1/2050 | 1,000 | 945 |
State of Colorado Series 2018A, COP, 5.00%, 9/1/2031 | 20 | 23 |
State of Colorado Department of Transportation Headquarters Facilities, Headquarters Facilities Lease Purchase Agreement COP, 5.00%, 6/15/2041 | 1,000 | 1,079 |
Transport Metropolitan District No. 3, Limited Tax | ||
Series 2021A-1, GO, 5.00%, 12/1/2041 | 1,700 | 1,731 |
Series 2021A-1, GO, 5.00%, 12/1/2051 | 1,000 | 990 |
Vauxmont Metropolitan District, Subordinate Convertible Tax GO, AGM, 5.00%, 12/15/2025 | 150 | 164 |
Total Colorado | 20,560 | |
Connecticut — 1.0% | ||
Connecticut Housing Finance Authority, Housing Mortgage Finance Program | ||
Series A-1, Rev., 4.00%, 11/15/2045 | 40 | 41 |
Subseries A-1, Rev., 4.00%, 11/15/2047 | 180 | 184 |
Connecticut State Health and Educational Facilities Authority, Covenant Home, Inc. | ||
Series B, Rev., 5.00%, 12/1/2025 | 1,000 | 1,055 |
Series 2020A, Rev., 5.00%, 7/1/2028 | 50 | 55 |
Connecticut State Health and Educational Facilities Authority, Sacred Heart University Series K, Rev., 4.00%, 7/1/2045 | 2,875 | 2,882 |
State of Connecticut | ||
Series 2016D, GO, 5.00%, 8/15/2026 | 25 | 28 |
Series 2012G, GO, 4.00%, 10/15/2027 | 45 | 45 |
Series A, GO, 5.00%, 4/15/2029 | 150 | 166 |
State of Connecticut, Special Tax Transportation Infrastructure Purposes | ||
Series 2016A, Rev., 5.00%, 9/1/2027 | 25 | 28 |
Series 2018B, Rev., 5.00%, 10/1/2033 | 55 | 62 |
Town of New Canaan | ||
GO, 4.00%, 10/1/2036 | 240 | 253 |
GO, 4.00%, 10/1/2037 | 370 | 388 |
GO, 4.00%, 10/1/2039 | 100 | 103 |
Town of Stratford GO, 5.00%, 5/15/2028 | 245 | 275 |
University of Connecticut Series 2015A, Rev., 5.00%, 2/15/2028 | 15 | 16 |
Total Connecticut | 5,581 | |
Delaware — 1.5% | ||
County of New Castle GO, 5.00%, 4/1/2027 | 25 | 28 |
Delaware State Economic Development Authority, Acts Retirement-Life Communities, Inc., Obligated Group Series 2018-B, Rev., 5.00%, 11/15/2048 | 1,000 | 1,059 |
Delaware State Economic Development Authority, Newark Charter School, Inc., Project | ||
Series A, Rev., 5.00%, 9/1/2036 | 500 | 521 |
Series A, Rev., 5.00%, 9/1/2046 | 500 | 516 |
Rev., 5.00%, 9/1/2050 | 1,500 | 1,572 |
Delaware State Economic Development Authority, St. Andrews School Project Rev., 4.00%, 7/1/2041 | 3,000 | 3,105 |
Delaware State Health Facilities Authority, Bayhealth Medical Center Project | ||
Series 2017A, Rev., 4.00%, 7/1/2033 | 25 | 26 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Delaware — continued | ||
Series 2017A, Rev., 4.00%, 7/1/2043 | 1,275 | 1,278 |
University of Delaware Series 2019A, Rev., 5.00%, 11/1/2045 | 500 | 605 |
Total Delaware | 8,710 | |
District of Columbia — 1.7% | ||
District of Columbia | ||
Series A, Rev., 6.00%, 7/1/2023 (c) | 1,000 | 1,046 |
Rev., 5.00%, 4/1/2024 (c) | 25 | 26 |
Series 2017B, Rev., 5.00%, 7/1/2027 | 30 | 32 |
Rev., 5.00%, 4/1/2030 | 15 | 16 |
Series 2017B, Rev., 5.00%, 7/1/2037 | 25 | 27 |
Rev., 4.00%, 7/1/2039 | 600 | 593 |
Series 2021A, Rev., 5.00%, 6/1/2041 (d) | 250 | 260 |
Rev., 4.00%, 7/1/2044 | 1,240 | 1,198 |
Series 2020A, Rev., 5.00%, 6/1/2051 (d) | 1,000 | 1,026 |
Metropolitan Washington Airports Authority Aviation | ||
Series A, Rev., AMT, 5.00%, 10/1/2030 | 50 | 54 |
Series 2017A, Rev., AMT, 5.00%, 10/1/2032 | 415 | 450 |
Washington Metropolitan Area Transit Authority Series B, Rev., 5.00%, 7/1/2042 | 5,010 | 5,472 |
Total District of Columbia | 10,200 | |
Florida — 4.5% | ||
City of Lakeland, Capital Improvement | ||
Series 2021A, Rev., 5.00%, 10/1/2038 | 200 | 244 |
Series 2021A, Rev., 5.00%, 10/1/2039 | 275 | 338 |
Series 2021A, Rev., 5.00%, 10/1/2040 | 290 | 356 |
Series 2021A, Rev., 5.00%, 10/1/2041 | 200 | 246 |
City of Lauderhill, Water and Sewer System Rev., 4.00%, 10/1/2027 | 15 | 16 |
City of Leesburg, Electric System Rev., 5.00%, 10/1/2031 | 15 | 17 |
City of Miami Beach, Stormwater Rev., 4.00%, 9/1/2045 | 25 | 25 |
City of Pompano Beach, John Knox Village Project Series 2021A, Rev., 4.00%, 9/1/2051 | 3,400 | 3,019 |
City of Port St. Lucie, Utility System Rev., 5.00%, 9/1/2028 | 25 | 28 |
City of South Miami Health Facilities Authority, Inc., Baptist Health South Florida Obligated Group | ||
Rev., 5.00%, 8/15/2026 | 140 | 154 |
Rev., 4.00%, 8/15/2042 | 20 | 20 |
City of Tallahassee, Utility System Rev., 5.00%, 10/1/2023 | 10 | 10 |
City of Tampa, H. Lee Moffitt Cancer Center Project Series 2020B, Rev., 5.00%, 7/1/2050 | 2,790 | 2,993 |
City of Tampa, The University of Tampa Project Series 2020A, Rev., 4.00%, 4/1/2050 | 2,000 | 1,925 |
County of Hillsborough, Parks and Recreation Program GO, NATL - RE, 5.25%, 7/1/2025 | 2,415 | 2,557 |
County of Miami-Dade, Subordinate Special Obligation Rev., 4.00%, 10/1/2040 | 105 | 108 |
County of Sarasota, Utility System | ||
Series 2019A, Rev., 5.00%, 10/1/2038 | 25 | 28 |
Series 2016A, Rev., 4.00%, 10/1/2043 | 65 | 66 |
Florida Atlantic University Finance Corp. Series 2019A, Rev., 5.00%, 7/1/2031 | 15 | 17 |
Florida Department of Management Services Series 2021A, COP, 5.00%, 11/1/2033 | 1,250 | 1,468 |
Florida Development Finance Corp. | ||
Series 2021A, Rev., 4.00%, 6/1/2041 (d) | 2,325 | 2,014 |
Series 2022A, Rev., 4.00%, 6/15/2042 | 1,500 | 1,393 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Florida — continued | ||
Series 2022A-1, Rev., 5.00%, 7/1/2051 | 195 | 201 |
Series 2022B, Rev., 5.00%, 7/1/2051 (e) | 325 | 317 |
Florida Governmental Utility Authority | ||
Rev., AGM, 4.00%, 10/1/2034 | 400 | 424 |
Rev., AGM, 4.00%, 10/1/2035 | 1,000 | 1,059 |
Rev., AGM, 4.00%, 10/1/2036 | 370 | 388 |
Florida Gulf Coast University Financing Corp. | ||
Series 2020A, Rev., 4.00%, 2/1/2035 | 300 | 306 |
Series 2020A, Rev., 4.00%, 2/1/2038 | 535 | 543 |
Florida Gulf Coast University Financing Corp., Housing Project Series 2020A, Rev., 4.00%, 2/1/2037 | 730 | 743 |
Florida Higher Educational Facilities Financial Authority Rev., 5.00%, 11/1/2026 | 125 | 137 |
Florida Municipal Power Agency | ||
Series 2021A, Rev., 5.00%, 10/1/2023 | 60 | 62 |
Series 2016A, Rev., 5.00%, 10/1/2026 | 25 | 28 |
Florida State Board of Governors Florida International University Dormitory Rev Series 2021A, Rev., 4.00%, 7/1/2032 | 65 | 70 |
Florida State University Housing Facility Series 2015A, Rev., 4.00%, 5/1/2034 | 30 | 31 |
Miami-Dade County Health Facilities Authority Series 2021A, Rev., 4.00%, 8/1/2051 | 2,000 | 1,968 |
Monroe County School District | ||
Series 2018A, COP, 5.00%, 6/1/2030 | 150 | 168 |
Series 2018A, COP, 5.00%, 6/1/2032 | 100 | 111 |
Series 2018A, COP, 5.00%, 6/1/2034 | 40 | 44 |
Orange County Convention Center, Tourist Development Tax Series 2016A, Rev., 4.00%, 10/1/2036 | 40 | 41 |
Orange County Health Facilities Authority, Orlando Health Obligated Group Series B, Rev., 4.00%, 10/1/2045 | 215 | 216 |
State of Florida Department of Transportation Turnpike System Series 2018A, Rev., 5.00%, 7/1/2033 | 55 | 63 |
Volusia County Educational Facility Authority, Embry Riddle Aeronautical University, Inc., Project | ||
Series 2020A, Rev., 4.00%, 10/15/2037 | 725 | 734 |
Series 2020A, Rev., 4.00%, 10/15/2038 | 750 | 758 |
Series 2020A, Rev., 4.00%, 10/15/2039 | 1,020 | 1,029 |
Total Florida | 26,483 | |
Georgia — 3.3% | ||
Carroll City-County Hospital Authority, Tanner Medical Center Project Rev., 4.00%, 7/1/2050 | 1,450 | 1,442 |
City of Bainbridge, Combined Utility Rev., 4.00%, 12/1/2046 | 1,000 | 1,021 |
Dalton Whitfield County Joint Development Authority, Hamilton Health Care System Rev., 4.00%, 8/15/2041 | 1,000 | 1,013 |
Development Authority for Fulton County, WellStar Health System, Inc., Project Series 2020A, Rev., 4.00%, 4/1/2050 | 2,080 | 2,082 |
Downtown Development Authority of The City of Dalton Rev., NATL - RE, 5.50%, 8/15/2026 | 1,985 | 2,100 |
George L Smith II Congress Center Authority | ||
Series 2021A, Rev., 4.00%, 1/1/2054 | 500 | 453 |
Series 2021B, Rev., 5.00%, 1/1/2054 (d) | 1,145 | 1,098 |
Georgia Higher Education Facilities Authority Rev., 4.00%, 6/15/2038 | 2,000 | 2,053 |
Georgia Housing & Finance Authority Subseries A-1, Rev., AMT, 4.00%, 6/1/2044 | 45 | 46 |
Glynn-Brunswick Memorial Hospital Authority Rev., 4.00%, 8/1/2038 | 1,000 | 1,001 |
Main Street Natural Gas, Inc. Series 2019B, Rev., 4.00%, 12/2/2024 (b) | 5,000 | 5,157 |
Private Colleges and Universities Authority, Emory University Series 2020B, Rev., 4.00%, 9/1/2041 | 750 | 772 |
Private Colleges and Universities Authority, Mercer University Project Rev., 4.00%, 10/1/2050 | 1,350 | 1,307 |
Total Georgia | 19,545 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Hawaii — 0.4% | ||
City & County Honolulu, Wastewater System Series 2019B, Rev., 5.00%, 7/1/2040 | 35 | 39 |
City & County of Honolulu Series A, GO, 5.00%, 10/1/2037 | 1,970 | 2,118 |
Total Hawaii | 2,157 | |
Idaho — 0.0% ^ | ||
Idaho Health Facilities Authority Series 2016ID, Rev., 5.00%, 12/1/2045 | 75 | 79 |
University of Idaho Series 2018A, Rev., 5.00%, 4/1/2035 | 5 | 5 |
Total Idaho | 84 | |
Illinois — 7.1% | ||
Chicago O'Hare International Airport, General Airport, Senior Lien Series C, Rev., 5.00%, 1/1/2025 | 105 | 112 |
City of Evansville, Sewage Works Series 2018B, GO, 5.00%, 12/1/2024 | 25 | 27 |
City of Fairview Park GO, 4.00%, 12/1/2024 | 25 | 26 |
City of Rockford, Waterworks System Series 2018B, GO, 4.00%, 12/15/2022 | 105 | 106 |
Community Unit School District No. 427 DeKalb and Kane Counties Illinois, Limited Tax | ||
Series 2021B, GO, 4.00%, 2/1/2040 | 455 | 471 |
Series 2021B, GO, 4.00%, 2/1/2041 | 465 | 481 |
Cook County Forest Preserve District, Limited Tax Series B, GO, 5.00%, 12/15/2037 | 295 | 296 |
Cook County School District No. 124 Evergreen Park GO, 4.00%, 12/1/2024 | 10 | 11 |
County of Cook | ||
Series 2021A, GO, 5.00%, 11/15/2028 | 35 | 40 |
GO, 5.00%, 11/15/2034 | 700 | 762 |
County of Du Page, The Morton Abroretum Project Rev., 3.00%, 5/15/2047 | 3,335 | 2,934 |
DuPage & Cook Counties Township High School District No. 86 Hinsdale GO, 4.00%, 1/15/2039 | 800 | 829 |
Hoffman Estates Park District GO, 4.00%, 12/1/2044 | 25 | 25 |
Illinois Finance Authority | ||
Series 2018A, Rev., 5.00%, 5/15/2024 | 50 | 53 |
Series 2015A, Rev., 5.00%, 11/15/2024 | 90 | 95 |
Rev., 5.00%, 1/1/2025 | 100 | 107 |
Rev., 5.00%, 7/1/2025 (c) | 250 | 272 |
Rev., 5.00%, 12/1/2025 | 50 | 54 |
Series 2016A, Rev., 5.00%, 11/1/2031 | 10 | 11 |
Series C, Rev., 5.00%, 3/1/2033 | 305 | 325 |
Series 2017C, Rev., 5.00%, 3/1/2034 | 205 | 218 |
Rev., 5.00%, 7/1/2040 | 105 | 117 |
Series 2016C, Rev., 4.00%, 2/15/2041 | 930 | 941 |
Rev., 5.00%, 12/1/2046 | 305 | 321 |
Rev., 4.00%, 11/1/2051 | 500 | 461 |
Illinois State Toll Highway Authority | ||
Series 2019C, Rev., 5.00%, 1/1/2031 | 3,000 | 3,412 |
Series 2019A, Rev., 4.00%, 1/1/2044 | 65 | 66 |
Lake County Community Consolidated School District No. 3 Beach Park | ||
GO, AGM, 4.00%, 2/1/2034 | 620 | 650 |
GO, AGM, 4.00%, 2/1/2035 | 500 | 523 |
Metropolitan Pier & Exposition Authority Series 2002A, Rev., AGM-CR, NATL - RE, Zero Coupon, 12/15/2040 | 5,000 | 2,386 |
Northern Illinois University, Board of Trustees, Auxiliary Facilities System Rev., 4.00%, 10/1/2043 | 325 | 327 |
Sales Tax Securitization Corp. | ||
Series C, Rev., 5.00%, 1/1/2026 | 3,500 | 3,774 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Illinois — continued | ||
Series C, Rev., 5.25%, 1/1/2043 | 1,500 | 1,662 |
State of Illinois | ||
GO, 4.00%, 6/18/2022 | 10 | 10 |
Series 2012A, GO, 4.00%, 6/18/2022 | 15 | 15 |
Series 2012A, GO, 5.00%, 6/18/2022 | 25 | 25 |
GO, 5.00%, 5/1/2024 | 205 | 215 |
Series D, GO, 5.00%, 11/1/2024 | 325 | 343 |
GO, 4.00%, 8/1/2025 | 25 | 25 |
GO, 5.00%, 5/1/2027 | 175 | 182 |
GO, 5.00%, 6/1/2027 | 25 | 27 |
GO, 5.00%, 11/1/2028 | 20 | 21 |
Series 2012A, GO, 4.00%, 1/1/2029 | 45 | 45 |
Series 2012A, GO, 4.00%, 1/1/2030 | 225 | 225 |
GO, 5.50%, 1/1/2030 | 20 | 23 |
GO, 5.50%, 5/1/2030 | 2,000 | 2,264 |
GO, 4.13%, 11/1/2031 | 20 | 20 |
Series 2022B, GO, 5.00%, 3/1/2033 (e) | 6,000 | 6,461 |
GO, 4.00%, 6/1/2033 | 15 | 15 |
Series 2021B, GO, 5.00%, 12/1/2033 | 4,500 | 4,812 |
GO, 4.00%, 6/1/2036 | 25 | 24 |
GO, 4.00%, 6/1/2037 | 45 | 44 |
GO, 5.50%, 7/1/2038 | 3,000 | 3,070 |
State of Illinois, Sales Tax | ||
Series 2016C, Rev., 5.00%, 6/15/2022 | 25 | 25 |
Series D, Rev., 5.00%, 6/15/2027 | 15 | 16 |
Village of Arlington Heights GO, 4.00%, 12/1/2034 | 130 | 134 |
Village of Bolingbrook Series 2018A, GO, AGM, 5.00%, 1/1/2033 | 1,000 | 1,127 |
Village of Hoffman Estates GO, 5.00%, 12/1/2033 | 80 | 90 |
Will County Forest Preserve District GO, 5.00%, 12/15/2024 | 35 | 38 |
Will County School District No. 86 Joliet, Limited Tax Series A, GO, 4.00%, 3/1/2024 | 220 | 227 |
Winnebago and Boone Counties School District No. 205 Rockford Series B, GO, 3.75%, 2/1/2033 | 35 | 36 |
Total Illinois | 41,454 | |
Indiana — 0.9% | ||
City of Goshen, Multi-Family, Green Oaks of Goshen Project Series 2021A, Rev., 5.00%, 8/1/2041 (d) | 500 | 409 |
City of Lafayette, Local Income Tax Rev., 4.00%, 6/30/2028 | 180 | 195 |
Clarksville Redevelopment Authority Rev., 5.00%, 1/15/2031 | 30 | 35 |
Gary Community School Corp. GO, 4.00%, 7/15/2023 | 230 | 236 |
Greenfield Middle School Building Corp. | ||
Rev., 5.00%, 1/15/2023 | 10 | 10 |
Rev., 4.00%, 7/15/2031 | 240 | 255 |
Rev., 4.00%, 7/15/2032 | 350 | 372 |
Indiana Finance Authority | ||
Rev., 5.00%, 10/1/2030 | 240 | 263 |
Rev., 5.00%, 10/1/2031 | 250 | 275 |
Series 2019A, Rev., 5.00%, 11/1/2032 | 15 | 16 |
Series A, Rev., 5.00%, 9/15/2034 | 1,100 | 1,183 |
Rev., 4.00%, 2/1/2040 | 25 | 25 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Indiana — continued | ||
Series 2020A, Rev., 5.00%, 7/1/2040 | 170 | 176 |
Series 2019A, Rev., 4.00%, 11/1/2043 | 1,125 | 1,106 |
Series 2018A, Rev., 4.00%, 11/1/2048 | 50 | 50 |
Series 2020A, Rev., 5.00%, 7/1/2055 | 460 | 468 |
Indiana Health & Educational Facilities Financing Authority Series 2006 B-1, Rev., 4.00%, 11/15/2046 | 15 | 15 |
Indiana Municipal Power Agency Series 2016A, Rev., 5.00%, 1/1/2042 | 30 | 32 |
Indianapolis Local Public Improvement Bond Bank Series 2022B, Rev., 5.00%, 2/1/2031 | 160 | 187 |
Merrillville Building Corp. Rev., 4.00%, 7/15/2034 | 35 | 37 |
University of Southern Indiana, Student Fee Series M, Rev., 5.00%, 10/1/2029 | 25 | 29 |
Total Indiana | 5,374 | |
Iowa — 0.1% | ||
Iowa Finance Authority Series 2016D, Rev., AMT, GNMA / FNMA / FHLMC COLL, 3.50%, 7/1/2046 | 255 | 258 |
Waukee Community School District Infrastructure Sales Services & Use Tax Series 2021A, Rev., 5.00%, 6/1/2028 | 60 | 68 |
Total Iowa | 326 | |
Kansas — 0.0% ^ | ||
Kansas Power Pool Series 2021A, Rev., 5.00%, 12/1/2029 | 15 | 17 |
Kentucky — 0.4% | ||
City of Ashland, Kings Daughters Medical Center Series 2016A, Rev., 4.00%, 2/1/2036 | 1,750 | 1,751 |
City of Hermiston Series 2022A, Rev., 4.45%, 1/1/2042 (d) | 560 | 561 |
Commonwealth of Kentucky, State Office Building Project COP, 4.00%, 6/15/2032 | 30 | 31 |
Kentucky Turnpike Authority Series B, Rev., 5.00%, 7/1/2023 | 30 | 31 |
Pike County School District Finance Corp., School Building Rev., 4.00%, 2/1/2028 | 20 | 21 |
Total Kentucky | 2,395 | |
Louisiana — 1.1% | ||
Lafourche Parish School Board GO, 4.00%, 3/1/2033 | 125 | 135 |
Louisiana Public Facilities Authority | ||
Series 2015A1, Rev., 5.00%, 6/1/2039 | 25 | 27 |
Rev., 5.00%, 5/15/2047 | 1,055 | 1,087 |
Series 2021A, Rev., 5.25%, 6/1/2051 (d) | 1,140 | 1,065 |
Series 2021A, Rev., 5.00%, 6/1/2056 (d) | 740 | 635 |
St. Tammany Parish Hospital Service District No. 1, St. Tammany Parish Hospital Project Series A, Rev., 4.00%, 7/1/2043 | 50 | 50 |
State of Louisiana Series 2019A, GO, 5.00%, 3/1/2035 | 2,000 | 2,269 |
Tobacco Settlement Financing Corp. Series 2013A, Rev., 5.25%, 5/15/2035 | 1,000 | 1,033 |
Total Louisiana | 6,301 | |
Maine — 0.4% | ||
Maine Health & Higher Educational Facilities Authority | ||
Series 2021A, Rev., AGM, 4.00%, 7/1/2038 | 350 | 359 |
Series 2020A, Rev., 4.00%, 7/1/2050 | 2,000 | 2,002 |
Maine Municipal Bond Bank Series 2018A, Rev., GAN, 5.00%, 9/1/2026 | 80 | 89 |
Maine State Housing Authority Series A, Rev., 4.00%, 11/15/2045 | 135 | 138 |
Total Maine | 2,588 | |
Maryland — 2.6% | ||
City of Baltimore, Water Projects Series B, Rev., 4.00%, 7/1/2033 | 270 | 288 |
County of Baltimore, Equipment Acquisition Program COP, 5.00%, 3/1/2029 | 5,735 | 6,660 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Maryland — continued | ||
Maryland Economic Development Corp. 4.00%, 9/1/2050 | 1,280 | 1,099 |
Maryland Health & Higher Educational Facilities Authority | ||
Series 2018A, Rev., 5.00%, 7/1/2023 | 115 | 118 |
Series 2017A, Rev., 5.00%, 5/15/2045 | 5,000 | 5,254 |
Rev., 4.00%, 6/1/2051 | 500 | 464 |
Maryland Health and Higher Educational Facilities Authority Rev., 4.00%, 6/1/2046 | 1,250 | 1,180 |
Maryland State Transportation Authority Rev., 5.00%, 7/1/2028 | 10 | 11 |
Montgomery County Housing Opportunities Commission Series 2013A, Rev., 4.00%, 1/1/2031 | 110 | 112 |
Total Maryland | 15,186 | |
Massachusetts — 2.1% | ||
City of Methuen GO, 5.00%, 9/1/2030 | 685 | 806 |
Commonwealth of Massachusetts Transportation Fund, Rail Enhancement and Accelerated Bridge Programs Series B, Rev., 4.00%, 6/1/2046 | 2,480 | 2,522 |
Commonwealth of Massachusetts, Consolidated Loan of 2016 Series J, GO, 4.00%, 12/1/2039 | 3,690 | 3,811 |
Massachusetts Development Finance Agency | ||
Rev., 5.00%, 10/1/2026 | 15 | 16 |
Rev., 5.00%, 1/1/2036 | 825 | 870 |
Rev., 5.00%, 1/1/2037 | 315 | 332 |
Series 2020U, Rev., 5.00%, 7/1/2038 | 755 | 911 |
Series 2021G, Rev., 5.00%, 7/1/2038 | 300 | 330 |
Series 2020U, Rev., 5.00%, 7/1/2039 | 665 | 806 |
Series 2020U, Rev., 5.00%, 7/1/2040 | 535 | 651 |
Series 2017T, Rev., 4.00%, 7/1/2042 | 35 | 35 |
Series 2020C, Rev., AGM, 3.00%, 10/1/2045 | 1,000 | 880 |
Massachusetts Housing Finance Agency | ||
Series 177, Rev., AMT, 4.00%, 6/1/2039 | 200 | 203 |
Series 167, Rev., 4.00%, 12/1/2043 | 60 | 61 |
Series 169, Rev., 4.00%, 12/1/2044 | 135 | 137 |
Town of Bellingham, Municipal Purpose Loan GO, 4.00%, 6/15/2032 | 10 | 11 |
University of Massachusetts Building Authority Series 2017-1, Rev., 5.25%, 11/1/2042 | 50 | 56 |
Total Massachusetts | 12,438 | |
Michigan — 1.7% | ||
Berkley School District, Michigan 2015 School Building and Site Bonds, Unlimited Tax GO, Q-SBLF, 4.00%, 5/1/2040 | 30 | 31 |
City of Grand Rapids, Sanitary Sewer System Rev., 5.00%, 1/1/2045 | 600 | 669 |
Grand Rapids Charter Township Economic Development Corp. Rev., 5.00%, 5/15/2044 | 2,000 | 2,006 |
Grand Rapids Public Schools GO, AGM, 5.00%, 11/1/2043 | 1,000 | 1,118 |
Grand Traverse County Hospital Finance Authority Rev., 5.00%, 7/1/2034 | 25 | 28 |
Kentwood Economic Development Corp. Rev., 4.00%, 11/15/2045 | 375 | 324 |
Michigan Finance Authority | ||
Series 2016MI, Rev., 5.25%, 12/1/2041 | 1,000 | 1,064 |
Rev., 4.00%, 2/1/2042 | 375 | 357 |
Rev., 4.00%, 11/15/2046 | 430 | 427 |
Series A, Rev., 5.00%, 5/15/2054 | 1,525 | 1,582 |
Michigan State Building Authority | ||
Series 2016 I, Rev., 4.00%, 10/15/2036 | 50 | 52 |
Series 2015I, Rev., 4.00%, 4/15/2040 | 120 | 123 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Michigan — continued | ||
Michigan State Housing Development Authority Series 2015A, Rev., AMT, 4.00%, 6/1/2046 | 50 | 51 |
Michigan Strategic Fund | ||
Rev., 5.00%, 11/15/2043 | 750 | 765 |
Rev., 5.00%, 5/15/2044 | 1,000 | 1,003 |
Niles Community Schools, Unlimited Tax GO, Q-SBLF, 4.00%, 5/1/2041 | 25 | 26 |
University of Michigan Rev., 4.00%, 4/1/2034 | 50 | 52 |
West Ottawa Public Schools, School Building and Site, Unlimited Tax Series 2014-1, GO, 4.00%, 5/1/2024 (c) | 25 | 26 |
Whitehall District Schools, Unlimited Tax GO, AGM, 5.00%, 5/1/2033 | 25 | 28 |
Total Michigan | 9,732 | |
Minnesota — 1.5% | ||
Aurora Independent School District No. 2711, School Building, Capital Appreciation | ||
Series 2017B, GO, Zero Coupon, 2/1/2026 | 150 | 136 |
Series 2017B, GO, Zero Coupon, 2/1/2027 | 400 | 349 |
Series 2017B, GO, Zero Coupon, 2/1/2028 | 225 | 189 |
Series 2017B, GO, Zero Coupon, 2/1/2030 | 880 | 676 |
City of Minneapolis, Health Care System, Fairview Health Services Series 2018A, Rev., 4.00%, 11/15/2048 | 3,000 | 2,949 |
City of Rochester, Health Care Facilities, Mayo Clinic Series 2016B, Rev., 5.00%, 11/15/2036 | 30 | 37 |
City of Woodbury, Charter School Lease Rev., 4.00%, 12/1/2050 | 250 | 227 |
Greenway Independent School District No. 316 | ||
Series 2019F, GO, Zero Coupon, 2/1/2029 | 1,320 | 1,087 |
Series 2019F, GO, Zero Coupon, 2/1/2030 | 700 | 556 |
Series 2019F, GO, Zero Coupon, 2/1/2031 | 545 | 416 |
Lakeville Independent School District No. 194 Series 2018A, GO, 5.00%, 2/1/2028 | 25 | 28 |
Minneapolis Series 2007A-2, Rev., GNMA / FNMA / FHLMC, 5.52%, 3/1/2041 | 40 | 40 |
Minneapolis Special School District No. 1 Series 2020A, COP, 4.00%, 4/1/2032 | 125 | 136 |
Minnesota Higher Education Facilities Authority | ||
Rev., 4.00%, 3/1/2032 | 1,000 | 1,053 |
Rev., 4.00%, 3/1/2033 | 500 | 524 |
Minnesota Housing Finance Agency | ||
Series 2014A, Rev., AMT, 4.00%, 7/1/2038 | 85 | 86 |
Series C, Rev., AMT, GNMA / FNMA / FHLMC, 4.00%, 1/1/2045 | 295 | 301 |
Series B, Rev., AMT, GNMA / FNMA / FHLMC COLL, 4.00%, 7/1/2047 | 185 | 189 |
Total Minnesota | 8,979 | |
Mississippi — 0.6% | ||
Mississippi Development Bank | ||
Rev., 5.00%, 9/1/2028 | 110 | 125 |
Rev., 4.00%, 4/1/2033 | 20 | 21 |
Rev., AGM, 6.88%, 12/1/2040 | 1,000 | 1,055 |
Rev., 4.00%, 3/1/2050 | 2,335 | 2,367 |
Total Mississippi | 3,568 | |
Missouri — 1.0% | ||
City of Excelsior Springs Series 2020B, COP, 4.00%, 3/1/2028 | 100 | 107 |
City of Sedalia COP, 4.00%, 7/15/2035 | 205 | 214 |
Health & Educational Facilities Authority of the State of Missouri | ||
Rev., 5.00%, 11/15/2026 | 50 | 54 |
Series 2019A, Rev., 5.00%, 11/15/2028 | 25 | 28 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Missouri — continued | ||
Rev., 5.00%, 12/1/2030 | 260 | 289 |
Series 2019A, Rev., 5.00%, 2/1/2034 | 1,000 | 1,051 |
Rev., 4.00%, 10/1/2036 | 100 | 105 |
Series 2019A, Rev., 5.00%, 2/1/2042 | 1,000 | 1,036 |
Series 2019C, Rev., 4.00%, 2/1/2048 | 265 | 242 |
Series 2018A, Rev., 4.00%, 6/1/2048 | 2,160 | 2,124 |
Missouri Housing Development Commission | ||
Series 2106B, Rev., AMT, GNMA / FNMA / FHLMC COLL, 3.50%, 5/1/2041 | 180 | 183 |
Series 2015B-2, Rev., GNMA / FNMA / FHLMC, 4.00%, 11/1/2045 | 220 | 224 |
Missouri Joint Municipal Electric Utility Commission Rev., 5.00%, 1/1/2026 | 135 | 148 |
Total Missouri | 5,805 | |
Montana — 0.2% | ||
Gallatin County School District No. 72 Ophir GO, 4.00%, 7/1/2027 | 100 | 108 |
Montana Board of Housing Series A-2, Rev., 4.00%, 12/1/2038 | 30 | 30 |
Montana Facility Finance Authority Series 2019A, Rev., 4.00%, 1/1/2038 | 1,200 | 1,219 |
Total Montana | 1,357 | |
Nebraska — 0.7% | ||
Central Plains Energy Project, Gas Project No. 3 | ||
Series 2017A, Rev., 5.00%, 9/1/2034 | 1,000 | 1,120 |
Series 2017A, Rev., 5.00%, 9/1/2037 | 1,500 | 1,694 |
Douglas County Hospital Authority No. 2 | ||
Rev., 5.00%, 5/15/2026 | 100 | 110 |
Rev., 5.00%, 5/15/2030 | 10 | 11 |
Series 2020A, Rev., 4.00%, 11/15/2040 | 575 | 586 |
Series 2020A, Rev., 4.00%, 11/15/2041 | 300 | 306 |
Public Power Generation Agency, Whelan Energy Center Unit 2 | ||
Series 2015A, Rev., 5.00%, 1/1/2026 | 100 | 107 |
Series A, Rev., 5.00%, 1/1/2034 | 185 | 204 |
Series 2016A, Rev., 5.00%, 1/1/2035 | 25 | 27 |
Total Nebraska | 4,165 | |
Nevada — 1.2% | ||
City of Reno, Sales Tax, Senior Lien, ReTrac-Reno Transportation Rail Access Corridor Project Series B, Rev., AGM, 4.00%, 6/1/2048 | 375 | 382 |
County of Clark, Southern California Edison Co. Rev., 2.10%, 6/1/2031 | 5,000 | 4,300 |
Las Vegas Convention & Visitors Authority Series B, Rev., 4.00%, 7/1/2049 | 2,500 | 2,537 |
Truckee Meadows Water Authority Rev., 5.00%, 7/1/2031 | 15 | 17 |
Total Nevada | 7,236 | |
New Hampshire — 0.3% | ||
New Hampshire Business Finance Authority | ||
Rev., 4.00%, 1/1/2041 | 1,000 | 960 |
Series 2021A, Rev., 4.00%, 7/1/2051 | 550 | 563 |
Total New Hampshire | 1,523 | |
New Jersey — 5.1% | ||
Atlantic County Improvement Authority (The), Atlantic City Campus Phase II Project | ||
Series 2021A, Rev., AGM, 4.00%, 7/1/2047 | 50 | 50 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
New Jersey — continued | ||
Series 2021A, Rev., AGM, 4.00%, 7/1/2053 | 125 | 125 |
Borough of Dumont, County Of Bergen, New Jersey GO, 4.00%, 5/1/2040 | 515 | 526 |
County of Middlesex, Civic Square II Redevelopment Associates LLC COP, 4.00%, 6/15/2022 | 110 | 110 |
New Jersey Economic Development Authority | ||
Series NN, Rev., 5.00%, 3/1/2024 | 150 | 153 |
Series 2016A, Rev., 5.00%, 7/15/2027 | 240 | 259 |
Series 2017B, Rev., 4.13%, 6/15/2039 | 2,800 | 2,843 |
Series 2021QQQ, Rev., 4.00%, 6/15/2050 | 2,375 | 2,327 |
New Jersey Educational Facilities Authority Series 2016B, Rev., 5.00%, 9/1/2036 | 105 | 111 |
New Jersey Housing & Mortgage Finance Agency Series 2018A, Rev., 4.50%, 10/1/2048 | 570 | 593 |
New Jersey Transportation Trust Fund Authority | ||
Series A-1, Rev., 5.00%, 6/15/2027 | 2,670 | 2,913 |
Series 2016A-1, Rev., 4.10%, 6/15/2031 | 115 | 119 |
Series A, Rev., 5.00%, 6/15/2031 | 3,000 | 3,216 |
Series A, Rev., Zero Coupon, 12/15/2036 | 10,355 | 5,984 |
Series BB, Rev., 4.00%, 6/15/2038 | 1,500 | 1,509 |
New Jersey Transportation Trust Fund Authority, Transportation Program Series 2020AA, Rev., 4.00%, 6/15/2050 | 1,375 | 1,347 |
New Jersey Turnpike Authority Series 2017G, Rev., 4.00%, 1/1/2043 | 1,000 | 1,024 |
State of New Jersey, COVID-19 Emergency Bonds | ||
GO, 4.00%, 6/1/2031 | 2,000 | 2,158 |
GO, 4.00%, 6/1/2032 | 1,000 | 1,076 |
Tobacco Settlement Financing Corp. | ||
Series 2018A, Rev., 4.00%, 6/1/2037 | 1,000 | 1,011 |
Series 2018A, Rev., 5.00%, 6/1/2046 | 1,000 | 1,061 |
Series 2018A, Rev., 5.25%, 6/1/2046 | 1,500 | 1,615 |
Total New Jersey | 30,130 | |
New Mexico — 0.1% | ||
New Mexico Mortgage Finance Authority Series B-1, Class I, Rev., AMT, GNMA / FNMA / FHLMC, 3.75%, 3/1/2048 | 340 | 346 |
New York — 10.3% | ||
Buffalo and Erie County Industrial Land Development Corp., D'youville College Project Rev., 4.00%, 11/1/2045 | 2,300 | 2,301 |
City of New York Series 2018E-1, GO, 5.00%, 3/1/2041 | 225 | 247 |
City of New York, Fiscal Year 2020 Series D, Subseries D-1, GO, 4.00%, 3/1/2050 | 650 | 667 |
County of Rockland Series B, GO, AGM, 5.00%, 9/1/2027 | 10 | 11 |
County of Suffolk, Public Improvement Series 2021A, GO, 4.00%, 6/15/2031 | 1,000 | 1,081 |
Metropolitan Transportation Authority | ||
Series H, Rev., 5.00%, 11/15/2022 (c) | 70 | 71 |
Series A-1, Rev., 5.00%, 11/15/2023 | 20 | 21 |
Series 2012A, Rev., 5.00%, 11/15/2026 | 25 | 25 |
Subseries B-3B, Rev., 5.00%, 11/15/2028 | 25 | 27 |
Series 2016B-1, Rev., 5.00%, 11/15/2029 | 25 | 27 |
Series D, Rev., 5.00%, 11/15/2031 | 400 | 428 |
Series 2017B-1, Rev., 5.00%, 11/15/2035 | 95 | 101 |
Monroe County Industrial Development Corp. | ||
Series 2017C, Rev., 4.00%, 7/1/2033 | 60 | 62 |
Series 2020A, Rev., 5.00%, 6/1/2059 (d) | 540 | 553 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
New York — continued | ||
New York City Municipal Water Finance Authority | ||
Series 2012EE, Rev., 4.00%, 6/15/2022 | 35 | 35 |
Subseries 2019FF-2, Rev., 5.00%, 6/15/2038 | 30 | 34 |
Series 2020AA, Rev., 5.00%, 6/15/2040 | 55 | 62 |
Series 2022FF, Rev., 4.00%, 6/15/2041 | 2,500 | 2,592 |
Series BB, Subseries BB-1, Rev., 4.00%, 6/15/2045 | 180 | 187 |
New York City Transitional Finance Authority Building Aid Series S-3, Subseries S-3A, Rev., 5.00%, 7/15/2032 | 235 | 267 |
New York City Transitional Finance Authority Future Tax Secured | ||
Series 2019C-1, Rev., 5.00%, 11/1/2034 | 100 | 113 |
Series A, Subseries A-2, Rev., 5.00%, 5/1/2035 | 50 | 56 |
Series C-3, Rev., 5.00%, 5/1/2039 | 25 | 28 |
Series A, Subseries A-1, Rev., 5.00%, 8/1/2040 | 5,000 | 5,511 |
Series 2017F-1, Rev., 4.00%, 5/1/2044 | 375 | 384 |
New York Liberty Development Corp. Rev., 2.75%, 2/15/2044 | 1,900 | 1,557 |
New York State Dormitory Authority, Barnard College Series 2020A, Rev., 4.00%, 7/1/2045 | 1,000 | 1,001 |
New York State Dormitory Authority, New York University Series 2019A, Rev., 4.00%, 7/1/2045 | 2,000 | 2,040 |
New York State Dormitory Authority, School Districts Financing Program | ||
Series 2018A, Rev., 5.00%, 10/1/2031 | 50 | 55 |
Series 2016A, Rev., 5.00%, 10/1/2032 | 35 | 39 |
New York State Dormitory Authority, St. John's University Series 2021A, Rev., 4.00%, 7/1/2035 | 125 | 127 |
New York State Dormitory Authority, State Personal Income Tax, General Purpose | ||
Series 2021A, Rev., 5.00%, 3/15/2030 | 1,000 | 1,172 |
Series 2020 A, Rev., 4.00%, 3/15/2044 | 2,000 | 2,056 |
New York State Dormitory Authority, State Sales Tax | ||
Series 2017A, Rev., 5.00%, 3/15/2036 | 100 | 110 |
Series 2018A, Rev., 5.00%, 3/15/2037 | 40 | 44 |
Series 2018C, Rev., 5.00%, 3/15/2038 | 1,250 | 1,375 |
New York State Dormitory Authority, State Supported Debt University Facilities Series 2020A, Rev., 4.00%, 7/1/2050 | 2,500 | 2,519 |
New York State Dormitory Authority, State University Dormitory Facilities Series 2015B, Rev., 5.00%, 7/1/2026 | 15 | 16 |
New York State Environmental Facilities Corp., State Clean Water and Drinking Water Revolving Funds, Municipal Water Finance Authority Projects - Second Resolution Series 2017A, Rev., 5.00%, 6/15/2037 | 1,750 | 1,933 |
New York State Urban Development Corp., State Personal Income Tax, General Purpose | ||
Series 2019A, Rev., 5.00%, 3/15/2039 | 25 | 28 |
Series 2019A, Rev., 5.00%, 3/15/2041 | 2,000 | 2,239 |
Series 2019A, Rev., 5.00%, 3/15/2042 | 3,500 | 3,858 |
New York State Urban Development Corp., State Sales Tax Series 2021 A, Rev., 4.00%, 3/15/2046 | 2,000 | 2,051 |
New York Transportation Development Corp., Delta Air Lines, Inc., LaGuardia Airport Terminals C&D Redevelopment Project | ||
Rev., 4.00%, 1/1/2036 | 1,500 | 1,442 |
Rev., 5.00%, 1/1/2036 | 1,125 | 1,162 |
Onondaga Civic Development Corp., Le Moyne College Project Rev., 5.00%, 1/1/2028 | 25 | 27 |
Port Authority of New York and New Jersey Rev., 4.00%, 6/15/2044 | 50 | 51 |
Port Authority of New York and New Jersey, Consolidated Series 93, Rev., 6.13%, 6/1/2094 | 7,470 | 7,939 |
State of New York Mortgage Agency, Homeowner Mortgage Series 197, Rev., 3.50%, 10/1/2044 | 175 | 177 |
Suffolk County Economic Development Corp., St. Johnland Assisted Living Inc., Project | ||
Rev., 5.13%, 11/1/2041 (d) | 850 | 775 |
Rev., 5.38%, 11/1/2054 (d) | 750 | 681 |
Tompkins County Development Corp., Tax Exempt Ithaca College Project Rev., 5.00%, 7/1/2032 | 80 | 88 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
New York — continued | ||
Town of Orangetown, Rockland County, Sparkill-Palisades Fire District | ||
GO, AGM, 4.00%, 11/15/2040 | 220 | 223 |
GO, AGM, 4.00%, 11/15/2041 | 205 | 208 |
GO, AGM, 4.00%, 11/15/2042 | 315 | 319 |
GO, AGM, 4.00%, 11/15/2043 | 325 | 329 |
Triborough Bridge and Tunnel Authority, MTA Bridges and Tunnels | ||
Series 2018B, Rev., 5.00%, 11/15/2031 | 75 | 90 |
Series 2018C, Rev., 5.00%, 11/15/2038 | 35 | 39 |
Series 2022A, Rev., 4.00%, 5/15/2041 | 2,150 | 2,240 |
Series 2018A, Rev., 5.00%, 11/15/2045 | 105 | 115 |
United Nations Development Corp. Series 2019A, Rev., 5.00%, 7/1/2025 | 200 | 218 |
Utility Debt Securitization Authority Series 2013TE, Rev., 5.00%, 12/15/2041 | 4,250 | 4,415 |
Village of Tuxedo Park, Public Improvement GO, 4.00%, 8/1/2031 | 45 | 48 |
Westchester County Local Development Corp., Purchase Senior Learning Community, Inc. Project Series 2021C, Rev., 3.20%, 7/1/2028 (d) | 1,375 | 1,294 |
Westchester County Local Development Corp., The Bethel Methodist Home D/B/A, The Knolls Project Rev., 5.13%, 7/1/2055 | 1,100 | 903 |
Westchester Tobacco Asset Securitization Corp., Tobacco Settlement Series 2016B, Rev., 5.00%, 6/1/2025 | 130 | 138 |
Total New York | 60,032 | |
North Carolina — 2.0% | ||
County of Burke, Limited Obligation Rev., 5.00%, 4/1/2031 | 25 | 28 |
North Carolina Capital Facilities Finance Agency, Meredith College | ||
Rev., 5.00%, 6/1/2027 | 105 | 114 |
Rev., 5.00%, 6/1/2028 | 805 | 867 |
Rev., 5.00%, 6/1/2030 | 400 | 428 |
North Carolina Housing Finance Agency, Homeownership Series A, Rev., AMT, 3.50%, 7/1/2039 | 120 | 121 |
Raleigh Durham Airport Authority Series 2020A, Rev., AMT, 5.00%, 5/1/2033 | 1,645 | 1,836 |
State of North Carolina Rev., 5.00%, 3/1/2033 | 7,240 | 8,231 |
Total North Carolina | 11,625 | |
North Dakota — 0.8% | ||
City of Grand Forks, Altru Health System | ||
Rev., 4.00%, 12/1/2040 | 1,750 | 1,753 |
Rev., 4.00%, 12/1/2041 | 1,875 | 1,872 |
North Dakota Housing Finance Agency, Home Mortgage Finance Program Series 2016D, Rev., 3.50%, 7/1/2046 | 255 | 258 |
University of North Dakota, Housing Infrastructure Project Series 2021A, COP, AGM, 4.00%, 6/1/2051 | 1,000 | 1,003 |
Total North Dakota | 4,886 | |
Ohio — 3.6% | ||
American Municipal Power, Inc., Fremont Energy Center Project | ||
Series 2021A, Rev., 4.00%, 2/15/2037 | 1,700 | 1,756 |
Series 2021A, Rev., 4.00%, 2/15/2038 | 2,000 | 2,032 |
Athens City School District, School Facilities Construction and Improvement Series 2019A, GO, 4.00%, 12/1/2040 | 460 | 476 |
Buckeye Tobacco Settlement Financing Authority Series 2020A-2, Class 1, Rev., 4.00%, 6/1/2048 | 3,210 | 3,104 |
Butler County Port Authority, Community First Solutions Rev., 4.00%, 5/15/2046 | 250 | 258 |
Cleveland-Cuyahoga County Port Authority, The Cleveland Museum of Natural History Project Rev., 4.00%, 7/1/2051 | 1,000 | 1,002 |
County of Franklin, Health Care Facilities, Ohio Living Communities Series 2020B, Rev., 5.00%, 7/1/2045 | 5,565 | 5,898 |
County of Hardin, Economic Development Facilities Improvement, Ohio Northern University Rev., 5.25%, 5/1/2040 | 1,425 | 1,412 |
County of Montgomery, Dayton Children's Hospital Rev., 4.00%, 8/1/2051 | 1,500 | 1,471 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Ohio — continued | ||
County of Union, Memorial Hospital GO, 4.00%, 12/1/2041 | 1,825 | 1,875 |
County of Warren, Healthcare Facilities, Otterbein Homes Obligated Group | ||
Series 2016A, Rev., 5.00%, 7/1/2031 | 115 | 123 |
Series 2016A, Rev., 5.00%, 7/1/2032 | 35 | 37 |
Series 2013A, Rev., 5.50%, 7/1/2039 | 1,000 | 1,039 |
Delaware City School District, School Facilities Construction and Improvement, Unlimited Tax GO, 4.00%, 12/1/2039 | 160 | 171 |
Licking Heights Local School District Series A, GO, 4.00%, 10/1/2034 | 10 | 11 |
Miami University Rev., 5.00%, 9/1/2029 | 25 | 27 |
Northeast Ohio Medical University | ||
Series 2021A, Rev., 3.00%, 12/1/2040 | 250 | 210 |
Series 2021A, Rev., 4.00%, 12/1/2045 | 115 | 113 |
Ohio Higher Educational Facility Commission, University of Dayton 2018 Project | ||
Series 2018A, Rev., 5.00%, 12/1/2024 | 10 | 11 |
Series 2018B, Rev., 5.00%, 12/1/2031 | 75 | 82 |
State of Ohio, Higher Education Series B, GO, 5.00%, 8/1/2023 | 110 | 111 |
Total Ohio | 21,219 | |
Oklahoma — 0.8% | ||
Grand River Dam Authority Series 2014A, Rev., 4.00%, 6/1/2022 | 10 | 10 |
Oklahoma Development Finance Authority, Gilcrease Expressway West Project Rev., AMT, 1.63%, 7/6/2023 | 2,000 | 1,968 |
Oklahoma Development Finance Authority, Health System, OU Medicine Project Series 2018B, Rev., AGM, 4.00%, 8/15/2048 | 700 | 702 |
Oklahoma Turnpike Authority, Second Senior Series 2017A, Rev., 5.00%, 1/1/2037 | 1,665 | 1,801 |
Total Oklahoma | 4,481 | |
Oregon — 0.3% | ||
City of Eugene, Electric Utility System Series 2016A, Rev., 4.00%, 8/1/2031 | 325 | 343 |
Deschutes County Hospital Facilities Authority, St. Charles Health System Series 2020A, Rev., 4.00%, 1/1/2037 | 210 | 214 |
Lane Community College Series 2020A, GO, 4.00%, 6/15/2038 | 200 | 211 |
Medford Hospital Facilities Authority Series 2020A, Rev., 5.00%, 8/15/2027 | 100 | 111 |
Salem Hospital Facility Authority, Capital Manor Project | ||
Rev., 4.00%, 5/15/2047 | 500 | 456 |
Rev., 4.00%, 5/15/2057 | 500 | 435 |
State of Oregon, Department of Transportation Highway User Senior Lien Series 2013A, Rev., 5.00%, 11/15/2022 | 5 | 5 |
State of Oregon, Department of Transportation Highway User Subordinate Lien, Tax-Exempt Series 2019A, Rev., 5.00%, 11/15/2042 | 35 | 40 |
Yamhill County School District No. 40 McMinnville GO, 4.00%, 6/15/2037 | 30 | 31 |
Total Oregon | 1,846 | |
Pennsylvania — 8.3% | ||
Abington School District, Limited Tax Series 2017A, GO, 4.00%, 10/1/2037 | 15 | 16 |
Allegheny County Hospital Development Authority, Allegheny Health Network Obligated Group Series 2018A, Rev., 4.00%, 4/1/2044 | 2,000 | 1,975 |
Berks County Industrial Development Authority, Tower Health Project | ||
Rev., 5.00%, 11/1/2036 | 50 | 50 |
Rev., 5.00%, 11/1/2037 | 430 | 431 |
Berks County Municipal Authority (The), Tower Health Project Series 2020B-3, Rev., 5.00%, 2/1/2030 (b) | 2,000 | 1,965 |
Bucks County Industrial Development Authority, Grand View Hospital Project Rev., 4.00%, 7/1/2046 | 1,110 | 956 |
Chester County Health and Education Facilities Authority, Main Line Health System Series 2017A, Rev., 4.00%, 10/1/2036 | 25 | 26 |
Chester County Industrial Development Authority, Longwood Gardens Project Rev., 4.00%, 12/1/2049 | 3,345 | 3,415 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Pennsylvania — continued | ||
City of Pittsburgh GO, 4.00%, 9/1/2031 | 1,155 | 1,221 |
Commonwealth Financing Authority, Tobacco Master Settlement Payment | ||
Rev., 5.00%, 6/1/2029 | 110 | 123 |
Rev., AGM, 4.00%, 6/1/2039 | 9,950 | 10,196 |
Commonwealth of Pennsylvania Series 2018A, COP, 4.00%, 7/1/2046 | 1,200 | 1,193 |
County of Cambria Series 2020B, GO, AGM, 4.00%, 8/1/2035 | 700 | 727 |
DuBois Hospital Authority Rev., 4.00%, 7/15/2048 | 1,200 | 1,175 |
Erie City Water Authority Series 2018A, Rev., AGM, 5.00%, 12/1/2043 | 1,500 | 1,682 |
Lancaster County Hospital Authority | ||
Rev., 5.00%, 11/1/2034 | 35 | 38 |
Rev., 5.00%, 11/1/2036 | 510 | 553 |
Rev., 5.00%, 11/1/2037 | 250 | 270 |
Lancaster Industrial Development Authority | ||
Rev., 4.00%, 7/1/2037 | 175 | 163 |
Rev., 4.00%, 7/1/2046 | 675 | 589 |
Mifflinburg Area School District Series 2020A, GO, 4.00%, 6/15/2039 | 335 | 345 |
Montgomery County Higher Education and Health Authority | ||
Rev., 4.00%, 9/1/2036 | 1,655 | 1,693 |
Series 2018A, Rev., 4.00%, 9/1/2038 | 3,725 | 3,792 |
Montgomery County Higher Education and Health Authority, Thomas Jefferson University Series 2018A, Rev., 4.00%, 9/1/2043 | 3,740 | 3,779 |
Montgomery County Industrial Development Authority | ||
Rev., 5.00%, 12/1/2044 | 350 | 376 |
Series 2020C, Rev., 5.00%, 11/15/2045 | 1,770 | 1,908 |
Rev., 5.00%, 12/1/2049 | 500 | 536 |
Northampton County General Purpose Authority, Moravian College Project | ||
Rev., 5.00%, 10/1/2027 | 135 | 144 |
Rev., 5.00%, 10/1/2036 | 100 | 104 |
Pennsylvania Housing Finance Agency, Single Family Mortgage | ||
Series 118A, Rev., AMT, 3.50%, 4/1/2040 | 170 | 171 |
Series 122, Rev., AMT, 4.00%, 10/1/2046 | 205 | 209 |
Pennsylvania Turnpike Commission Series 2021B, Rev., 4.00%, 12/1/2040 | 1,390 | 1,393 |
Philadelphia Authority for Industrial Development, MAST Community Charter School II Project Series 2020A, Rev., 5.00%, 8/1/2040 | 315 | 329 |
Pittsburgh Water and Sewer Authority Series B, Rev., AGM, 5.00%, 9/1/2032 | 1,000 | 1,180 |
School District of Philadelphia (The) Series B, GO, AGM, 4.00%, 9/1/2043 | 1,250 | 1,282 |
Swarthmore Borough Authority, Swarthmore College | ||
Rev., 5.00%, 9/15/2023 | 25 | 26 |
Series 2016B, Rev., 4.00%, 9/15/2041 | 15 | 15 |
Township of West Bradford GO, 4.00%, 12/15/2040 | 600 | 615 |
Upper Merion Area School District GO, 5.00%, 1/15/2026 (c) | 250 | 276 |
West Cornwall Township Municipal Authority, Pleasant View Retirement Community Project | ||
Rev., 3.00%, 12/15/2023 | 230 | 228 |
Rev., 4.00%, 12/15/2028 | 1,000 | 988 |
Rev., 5.00%, 12/15/2038 | 750 | 772 |
West Mifflin School District, Limited Tax GO, 3.00%, 4/1/2038 | 1,400 | 1,353 |
Total Pennsylvania | 48,278 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Rhode Island — 0.0% ^ | ||
Rhode Island Health and Educational Building Corp., Public School Financing Program Series A, Rev., AGM, 5.00%, 5/15/2032 | 25 | 29 |
South Carolina — 0.2% | ||
City of North Charleston, Limited Obligation, Tax Increment Pledge Rev., 4.00%, 10/1/2040 | 90 | 92 |
Lexington County Health Services District, Inc. Rev., 4.00%, 11/1/2030 | 15 | 16 |
South Carolina Ports Authority Rev., AMT, 4.00%, 7/1/2040 | 1,095 | 1,103 |
South Carolina State Housing Finance and Development Authority Series 2017A, Rev., 4.00%, 1/1/2047 | 160 | 164 |
Total South Carolina | 1,375 | |
South Dakota — 0.1% | ||
Rapid City Area School District No. 51-4, Limited Tax, Capital Outlay GO, 4.00%, 8/1/2031 | 420 | 446 |
South Dakota Board of Regents Housing and Auxiliary Facilities System Series 2019A, Rev., 4.00%, 4/1/2036 | 65 | 69 |
South Dakota Housing Development Authority, Homeownership Mortgage Series 2015D, Rev., 4.00%, 11/1/2045 | 210 | 215 |
Total South Dakota | 730 | |
Tennessee — 3.5% | ||
City of Cleveland | ||
Series 2018B, GO, 5.00%, 6/1/2027 | 245 | 277 |
Series 2018B, GO, 5.00%, 6/1/2028 | 260 | 297 |
Series 2018B, GO, 5.00%, 6/1/2030 | 285 | 324 |
Series 2018B, GO, 4.00%, 6/1/2031 | 300 | 321 |
Series 2018B, GO, 4.00%, 6/1/2032 | 310 | 330 |
Series 2018B, GO, 4.00%, 6/1/2038 | 395 | 409 |
Series 2018B, GO, 4.00%, 6/1/2039 | 410 | 423 |
City of Oak Ridge | ||
GO, 4.00%, 6/1/2037 | 695 | 718 |
GO, 4.00%, 6/1/2038 | 720 | 743 |
GO, 4.00%, 6/1/2039 | 750 | 772 |
County of Hamilton Series 2018A, GO, 5.00%, 4/1/2028 | 25 | 29 |
County of Wilson Series 2017A, GO, 4.00%, 4/1/2039 | 25 | 26 |
Greeneville Health & Educational Facilities Board Series 2018A, Rev., 4.00%, 7/1/2040 | 4,000 | 3,989 |
Knox County Health Educational & Housing Facility Board | ||
Rev., 5.00%, 11/15/2024 | 700 | 742 |
Rev., 4.00%, 11/15/2043 | 105 | 106 |
Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | ||
Series A, Rev., 5.00%, 7/1/2035 | 100 | 107 |
Series 2021B, Rev., 4.00%, 10/1/2051 | 2,000 | 1,717 |
Metropolitan Government Nashville and Davidson County Health and Educational Facilities Board, The Blakeford at Green Hills Corp. Series 2020A, Rev., 4.00%, 11/1/2038 | 1,305 | 1,220 |
Metropolitan Government of Nashville & Davidson County Series 2021A, Rev., 5.00%, 7/1/2031 | 110 | 131 |
Metropolitan Government of Nashville & Davidson County, Health and Educational Facilities Rev., 5.00%, 5/1/2026 | 500 | 544 |
Metropolitan Nashville Airport Authority (The) | ||
Series 2015A, Rev., 5.00%, 7/1/2035 | 20 | 21 |
Series 2019A, Rev., 5.00%, 7/1/2044 | 1,000 | 1,098 |
Series 2019A, Rev., 5.00%, 7/1/2049 | 1,000 | 1,092 |
Shelby County Health Educational and Housing Facilities Board, The Farms at Bailey Station Project Series 2019A, Rev., 5.75%, 10/1/2054 | 1,000 | 918 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Tennessee — continued | ||
Tennessee Energy Acquisition Corp., Gas Project Rev., 4.00%, 11/1/2025 (b) | 4,000 | 4,119 |
Tennessee State School Bond Authority, Higher Educational Facilities Second Program Series B, Rev., 5.00%, 11/1/2025 (c) | 35 | 38 |
Total Tennessee | 20,511 | |
Texas — 5.1% | ||
Calallen Independent School District, School Building GO, PSF-GTD, 5.00%, 2/15/2028 | 10 | 11 |
Central Texas Regional Mobility Authority, Senior Lien Series 2021D, Rev., 5.00%, 1/1/2030 | 10 | 11 |
City of Bryan, Electric System Rev., AGM, 4.00%, 7/1/2031 | 50 | 53 |
City of Conroe Series 2018A, GO, 5.00%, 3/1/2032 | 10 | 11 |
City of EI Paso, Combination Tax GO, 4.00%, 8/15/2040 | 475 | 479 |
City of El Paso GO, 4.00%, 8/15/2042 | 25 | 25 |
City of Garland GO, 5.00%, 2/15/2027 | 10 | 11 |
City of Houston, Airport System, Subordinate Lien | ||
Series 2012A, Rev., AMT, 5.00%, 7/1/2022 (c) | 35 | 35 |
Series 2021A, Rev., AMT, 4.00%, 7/1/2046 | 1,000 | 998 |
City of Houston, Airport System, United Airlines, Inc., Terminal E Project Rev., AMT, 5.00%, 7/1/2029 | 2,500 | 2,526 |
City of Houston, Combined Utility System, Junior Lien Series 2002A, Rev., AGM, 5.75%, 12/1/2032 (c) | 2,500 | 3,232 |
City of Laredo GO, 5.00%, 2/15/2032 | 40 | 45 |
City of Mission, Combination Tax, Certificates of Obligation GO, AGM, 5.00%, 2/15/2031 | 575 | 648 |
City of Pearland, Certificates of Obligation GO, 4.00%, 3/1/2032 | 35 | 37 |
City of San Antonio, Electric and Gas Systems | ||
Rev., 5.00%, 2/1/2031 | 230 | 251 |
Rev., 5.00%, 2/1/2032 | 35 | 38 |
City of San Marcos | ||
GO, 5.00%, 8/15/2031 | 25 | 28 |
GO, 4.00%, 8/15/2037 | 400 | 410 |
Clifton Higher Education Finance Corp., Idea Public Schools | ||
Series B, Rev., 4.00%, 8/15/2023 | 500 | 511 |
Series B, Rev., 5.00%, 8/15/2024 | 345 | 363 |
Series 2016B, Rev., 5.00%, 8/15/2025 | 460 | 492 |
Rev., 6.00%, 8/15/2033 | 1,250 | 1,295 |
Clifton Higher Education Finance Corp., Yes Prep Public Schools, Inc. | ||
Rev., PSF-GTD, 4.00%, 4/1/2035 | 400 | 429 |
Rev., PSF-GTD, 4.00%, 4/1/2036 | 500 | 535 |
Conroe Local Government Corp., Conroe Convention Center Hotel Series 2021A, Rev., 4.00%, 10/1/2050 | 550 | 492 |
County of Galveston, Unlimited Tax GO, 4.00%, 2/1/2039 | 10 | 10 |
County of Hidalgo | ||
GO, 5.00%, 8/15/2028 | 10 | 11 |
GO, 4.00%, 8/15/2035 | 85 | 88 |
Series 2018B, GO, 4.00%, 8/15/2038 | 40 | 41 |
County of Victoria, Limited Tax GO, 4.00%, 2/15/2030 | 15 | 16 |
Dallas Fort Worth International Airport Series 2013B, Rev., 5.00%, 11/1/2044 | 25 | 25 |
El Paso County Hospital District GO, AGM-CR, 5.00%, 8/15/2023 | 10 | 10 |
Frisco Independent School District GO, PSF-GTD, Zero Coupon, 8/15/2036 | 1,035 | 656 |
Harris County Cultural Education Facilities Finance Corp. Series 2019A, Rev., 5.00%, 10/1/2026 | 520 | 578 |
Harris Montgomery Counties Municipal Utility District No. 386 GO, 4.00%, 9/1/2023 | 15 | 15 |
Ingleside Independent School District GO, PSF-GTD, 5.00%, 8/15/2028 | 35 | 39 |
Midlothian Independent School District Series 2017A, GO, PSF-GTD, 4.00%, 2/15/2037 | 25 | 26 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Texas — continued | ||
New Hope Cultural Education Facilities Finance Corp. Rev., 4.00%, 11/1/2055 | 850 | 766 |
North Texas Municipal Water District, Upper East Fork Wastewater Interceptor System Rev., 5.00%, 6/1/2031 | 10 | 11 |
North Texas Municipal Water District, Wastewater System Rev., 4.00%, 6/1/2028 | 15 | 16 |
North Texas Tollway Authority, Second Tier Rev., 4.00%, 1/1/2038 | 200 | 206 |
Palestine Independent School District, Unlimited Tax GO, PSF-GTD, 5.00%, 2/15/2026 | 30 | 33 |
Pasadena Independent School District, School Building, Unlimited Tax GO, PSF-GTD, 5.00%, 2/15/2028 | 15 | 17 |
Permanent University Fund - University of Texas System Series 2016A, Rev., 5.00%, 7/1/2031 | 210 | 227 |
Red Oak Independent School District GO, PSF-GTD, 5.00%, 8/15/2030 | 20 | 22 |
San Antonio Education Facilities Corp., Hallmark University Project Series 2021A, Rev., 5.00%, 10/1/2051 | 500 | 442 |
San Antonio Education Facilities Corp., University of The Incarnate Word Series 2021A, Rev., 4.00%, 4/1/2051 | 1,750 | 1,638 |
San Antonio Water System, Junior Lien Series 2017A, Rev., 4.00%, 5/15/2034 | 60 | 63 |
Stafford Municipal School District, School Building, Unlimited Tax GO, PSF-GTD, 5.00%, 8/15/2029 | 35 | 40 |
Tarrant County Cultural Education Facilities Finance Corp., Hendrick Medical Center Rev., 5.50%, 9/1/2023 (c) | 2,300 | 2,409 |
Tarrant County Cultural Education Facilities Finance Corp., Retirement Facility, MRC Stevenson Oaks Project Series 2020A, Rev., 6.75%, 11/15/2051 | 3,000 | 3,190 |
Texas Public Finance Authority Rev., 4.00%, 2/1/2035 | 2,315 | 2,385 |
Texas Water Development Board, Water Implementation Fund | ||
Series 2019A, Rev., 4.00%, 10/15/2037 | 500 | 531 |
Series 2019A, Rev., 4.00%, 10/15/2044 | 2,100 | 2,183 |
Texas Woman's University, Financing System Rev., 4.00%, 7/1/2030 | 10 | 11 |
West Harris County Regional Water Authority Rev., 4.00%, 12/15/2045 | 1,000 | 1,020 |
Total Texas | 29,691 | |
Utah — 0.5% | ||
City of Lehi, Sales Tax Rev., 4.00%, 6/1/2039 | 480 | 506 |
City of Provo GO, 5.00%, 1/1/2032 | 10 | 11 |
City of Salt Lake, International Airport Series 2017B, Rev., 5.00%, 7/1/2042 | 260 | 280 |
City of South Jordan, Sales Tax Rev., 5.00%, 8/15/2038 | 25 | 28 |
Tooele County Municipal Building Authority, Cross-Over Lease Rev., 4.00%, 12/15/2042 | 25 | 26 |
University of Utah (The) Series 2018A, Rev., 5.00%, 8/1/2044 | 60 | 67 |
Utah Infrastructure Agency, Tax-Exempt Telecommunications | ||
Rev., 4.00%, 10/15/2035 | 400 | 376 |
Rev., 4.00%, 10/15/2036 | 400 | 372 |
Rev., 4.00%, 10/15/2038 | 500 | 453 |
Rev., 4.00%, 10/15/2041 | 350 | 311 |
Utah Infrastructure Agency, Telecommunications and Franchise Rev., 4.00%, 10/15/2030 | 360 | 383 |
Total Utah | 2,813 | |
Vermont — 0.5% | ||
City of Burlington, Public Improvement | ||
Series 2019A, GO, 4.00%, 11/1/2037 | 500 | 524 |
Series 2019A, GO, 4.00%, 11/1/2039 | 435 | 453 |
Vermont Housing Finance Agency, Multiple Purpose Series A, Rev., AMT, 4.00%, 11/1/2046 | 120 | 122 |
Vermont Municipal Bond Bank Series 1, Rev., 5.00%, 12/1/2034 | 30 | 33 |
Vermont Student Assistance Corp., Education Loan | ||
Series 2018A, Rev., AMT, 3.63%, 6/15/2029 | 450 | 452 |
Series 2018A, Rev., AMT, 3.75%, 6/15/2030 | 625 | 630 |
Series 2018A, Rev., AMT, 4.00%, 6/15/2031 | 220 | 222 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Vermont — continued | ||
Series 2018A, Rev., 4.00%, 6/15/2032 | 90 | 91 |
Series 2018A, Rev., 4.00%, 6/15/2033 | 115 | 116 |
Series 2018A, Rev., 4.00%, 6/15/2034 | 90 | 90 |
Total Vermont | 2,733 | |
Virginia — 1.6% | ||
Capital Region Airport Commission, Richmond International Airport | ||
Series 2016A, Rev., 4.00%, 7/1/2035 | 350 | 357 |
Series 2016A, Rev., 4.00%, 7/1/2036 | 320 | 326 |
City of Portsmouth, Tax Exempt Series 2015A, GO, 5.00%, 8/1/2025 | 20 | 22 |
City of Richmond, Public Improvement Series 2018A, GO, 5.00%, 3/1/2029 | 5 | 6 |
Lynchburg Economic Development Authority | ||
Rev., 4.00%, 1/1/2041 | 1,140 | 1,143 |
Rev., 4.00%, 1/1/2055 | 1,500 | 1,448 |
Norfolk Economic Development Authority, Sentara Healthcare Series B, Rev., 4.00%, 11/1/2048 | 4,375 | 4,371 |
Virginia College Building Authority, Educational Facilities, 21st Century College and Equipment Programs Series 2017E, Rev., 5.00%, 2/1/2029 | 10 | 11 |
Virginia Resources Authority, Infrastructure Moral Obligation, Pooled Financing Program Series B, Rev., 5.00%, 11/1/2026 | 5 | 5 |
Virginia Resources Authority, Infrastructure Pooled Financing Program Series 2017B, Rev., 5.00%, 11/1/2028 | 10 | 11 |
Virginia Small Business Financing Authority, Senior Lien Rev., AMT, 3.00%, 1/1/2041 (e) | 2,000 | 1,677 |
Total Virginia | 9,377 | |
Washington — 1.1% | ||
City of Lynnwood, Utility System Rev., 5.00%, 12/1/2028 | 25 | 29 |
County of King, Sewer | ||
Series 2102C, Rev., 5.00%, 1/1/2023 | 40 | 40 |
Series 2018B, Rev., 5.00%, 7/1/2031 | 10 | 12 |
King County School District No. 414 Lake Washington GO, 5.00%, 12/1/2028 | 15 | 17 |
Pierce and Lewis Counties School District No. 404, Unlimited Tax GO, 4.00%, 12/1/2025 | 5 | 5 |
Pierce County School District No. 416 White River, Unlimited Tax GO, 4.00%, 12/1/2030 | 10 | 11 |
Washington Health Care Facilities Authority, Commonspirit Health | ||
Series 2019A-2, Rev., 5.00%, 8/1/2028 | 115 | 127 |
Series 2019A-1, Rev., 5.00%, 8/1/2031 | 1,000 | 1,077 |
Washington Health Care Facilities Authority, Seattle Cancer Care Alliance | ||
Rev., 5.00%, 12/1/2029 (d) | 250 | 281 |
Rev., 4.00%, 9/1/2045 | 2,500 | 2,524 |
Rev., 4.00%, 12/1/2048 (d) | 390 | 392 |
Washington State Housing Finance Commission, Rockwood Retirement Communities Project Series 2020A, Rev., 5.00%, 1/1/2041 (d) | 2,000 | 1,792 |
Washington State Housing Finance Commission, Single Family Program Series 2A-R, Rev., AMT, 3.50%, 12/1/2046 | 120 | 121 |
Total Washington | 6,428 | |
West Virginia — 0.2% | ||
West Virginia Hospital Finance Authority, United Health System Series A, Rev., 4.00%, 6/1/2051 | 1,000 | 976 |
Wisconsin — 4.2% | ||
City of Racine GO, 3.00%, 12/1/2023 | 30 | 30 |
Public Finance Authority, Blue Ridge Healthcare Facilities Series 2020A, Rev., 3.00%, 1/1/2050 | 1,000 | 794 |
Public Finance Authority, Coral Academy of Science Series 2021A, Rev., 4.00%, 7/1/2051 | 1,000 | 864 |
Public Finance Authority, ENO River Academy Project Series 2020A, Rev., 5.00%, 6/15/2054 (d) | 690 | 690 |
INVESTMENTS | PRINCIPAL AMOUNT ($000) | VALUE ($000) |
Municipal Bonds — continued | ||
Wisconsin — continued | ||
Public Finance Authority, KU Campus Development Corp. - Central District Development Project Rev., 5.00%, 3/1/2027 | 280 | 306 |
Public Finance Authority, Presbyterian Villages of Michigan Obligated Group Rev., 4.75%, 11/15/2053 (d) | 2,740 | 2,376 |
Public Finance Authority, Renown Regional Medical Center Project | ||
Series 2015A, Rev., 5.00%, 6/1/2025 | 90 | 96 |
Rev., 5.00%, 6/1/2032 | 230 | 254 |
Public Finance Authority, Roseman University of Health Sciences Project Rev., 4.00%, 4/1/2042 (d) | 100 | 91 |
Public Finance Authority, Scotland Healthcare System Series 2021A, Rev., 4.00%, 10/1/2035 | 110 | 113 |
Public Finance Authority, The Carmelite System, Inc., Obligated Group Rev., 5.00%, 1/1/2040 | 3,000 | 3,211 |
Public Finance Authority, The Franklin School of Innovation Rev., 5.00%, 1/1/2057 (d) | 1,500 | 1,400 |
Public Finance Authority, Triad Educational Services, Inc. Series 2021A, Rev., 4.00%, 6/15/2051 | 4,575 | 4,074 |
Wisconsin Health and Educational Facilities Authority, Advocate Aurora Health Credit Group Series 2018A, Rev., 5.00%, 8/15/2033 | 55 | 60 |
Wisconsin Health and Educational Facilities Authority, Beloit Health System, Inc. Rev., 4.00%, 7/1/2046 | 15 | 15 |
Wisconsin Health and Educational Facilities Authority, Children's Hospital of Wisconsin, Inc. Rev., 4.00%, 8/15/2047 | 4,800 | 4,797 |
Wisconsin Health and Educational Facilities Authority, Oakwood Lutheran Senior Ministries Rev., 4.00%, 1/1/2047 | 2,000 | 1,719 |
Wisconsin Health and Educational Facilities Authority, Rogers Memorial Hospital, Inc. | ||
Series B, Rev., 5.00%, 7/1/2038 | 150 | 157 |
Series A, Rev., 5.00%, 7/1/2044 | 210 | 219 |
Series A, Rev., 5.00%, 7/1/2049 | 750 | 780 |
Wisconsin Health and Educational Facilities Authority, Thedacare, Inc. Rev., 4.00%, 12/15/2039 | 500 | 502 |
Wisconsin Health and Educational Facilities Authority, Three Pillars Senior Living Communities Rev., 4.00%, 8/15/2046 | 1,350 | 1,232 |
Wisconsin Housing and Economic Development Authority, Home Ownership Series B, Rev., 4.00%, 3/1/2048 | 525 | 537 |
Total Wisconsin | 24,317 | |
Total Municipal Bonds (Cost $592,240) | 571,359 | |
SHARES (000) | ||
Short Term Investments — 2.4% | ||
Investment Companies — 2.4% | ||
JPMorgan Institutional Tax Free Money Market Fund Class IM Shares, 0.67% (f) (g) (Cost $14,282) | 14,282 | 14,288 |
Total Investments — 100.1% (Cost $606,522) | 585,647 | |
Liabilities in Excess of Other Assets — (0.1)% | (531) | |
NET ASSETS — 100.0% | 585,116 |
Percentages indicated are based on net assets. |
Abbreviations | |
AGM | Insured by Assured Guaranty Municipal Corp. |
AMT | Alternative Minimum Tax |
BHAC | Insured by Berkshire Hathaway Assurance Corp. |
COLL | Collateral |
COP | Certificate of Participation |
CR | Custodial Receipts |
FGIC | Insured by Financial Guaranty Insurance Co. |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GAN | Grant Anticipation Notes |
GNMA | Government National Mortgage Association |
GO | General Obligation |
MTA | Metropolitan Transportation Authority |
NATL | Insured by National Public Finance Guarantee Corp. |
PSF-GTD | Permanent School Fund Guaranteed |
Q-SBLF | Qualified School Bond Loan Fund |
RE | Reinsured |
Rev. | Revenue |
^ | Amount rounds to less than 0.1% of net assets. | |
(a) | The date shown represents the earliest of the prerefunded date, next put date or final maturity date. | |
(b) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of May 31, 2022. | |
(c) | Security is prerefunded or escrowed to maturity. | |
(d) | Securities exempt from registration under Rule 144A or section 4(a)(2), of the Securities Act of 1933, as amended. | |
(e) | All or a portion of the security is a when-issued security, delayed delivery security, or forward commitment. | |
(f) | Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc. | |
(g) | The rate shown is the current yield as of May 31, 2022. |
DESCRIPTION | NUMBER OF CONTRACTS | EXPIRATION DATE | TRADING CURRENCY | NOTIONAL AMOUNT ($) | VALUE AND UNREALIZED APPRECIATION (DEPRECIATION) ($) |
Short Contracts | |||||
U.S. Treasury 10 Year Note | (38) | 09/21/2022 | USD | (4,537) | 31 |
U.S. Treasury 10 Year Ultra Note | (143) | 09/21/2022 | USD | (18,360) | 191 |
222 |
Abbreviations | |
USD | United States Dollar |
• | Level 1 — Unadjusted inputs using quoted prices in active markets for identical investments. |
• | Level 2 — Other significant observable inputs including, but not limited to, quoted prices for similar investments, inputs other than quoted prices that are observable for investments (such as interest rates, prepayment speeds, credit risk, etc.) or other market corroborated inputs. |
• | Level 3 — Significant inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Fund's assumptions in determining the fair value of investments). |
Level 1 Quoted prices | Level 2 Other significant observable inputs | Level 3 Significant unobservable inputs | Total | ||||
Investments in Securities | |||||||
Municipal Bonds | $— | $571,359 | $— | $571,359 | |||
Short-Term Investments | |||||||
Investment Companies | 14,288 | — | — | 14,288 | |||
Total Investments in Securities | $14,288 | $571,359 | $— | $585,647 | |||
Depreciation in Other Financial Instruments | |||||||
Futures Contracts | $222 | $— | $— | $222 |
For the period ended May 31, 2022 | |||||||||||||||
Security Description | Value at February 28, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation/ (Depreciation) | Value at May 31, 2022 | Shares at May 31, 2022 | Dividend Income | Capital Gain Distributions | ||||||
JPMorgan Institutional Tax Free Money Market Fund Class IM Shares, 0.67% (a) (b) | $24,536 | $52,652 | $62,902 | $—(c) | $2 | $14,288 | 14,282 | $14 | $— |
(a) | Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc. |
(b) | The rate shown is the current yield as of May 31, 2022. |
(c) | Amount rounds to less than one thousand. |