Monthly Portfolio Investments Report on Form N-port (public) (nport-p)
25 Novembre 2022 - 03:47PM
Edgar (US Regulatory)
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM NPORT-P
Monthly Portfolio Investments Report
|
NPORT-P: Filer Information
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Confidential
| ☐ |
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Filer CIK
| 0000839122 |
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Filer CCC
| ******** |
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Filer Investment Company Type
| |
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Is this a LIVE or TEST Filing?
| ☐ LIVE
☐ TEST
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Would you like a Return Copy?
| ☐ |
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Is this an electronic copy of an official filing submitted in paper format?
| ☐ |
Submission Contact Information
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Name
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Phone
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E-Mail Address
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Notification Information
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Notify via Filing Website only?
| ☐ |
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Notification E-mail Address
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Series ID
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NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
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a. Name of Registrant
| BNY Mellon Municipal Income, Inc. |
|
b. Investment Company Act file number for Registrant: (e.g., 811-______)
| 811-05652 |
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c. CIK number of Registrant
| 0000839122 |
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d. LEI of Registrant
| 549300BKYDDROJTY1E24 |
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e. Address and telephone number of Registrant:
| |
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i. Street Address 1
| 240 Greenwich Street |
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ii. Street Address 2
| |
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iii. City
| New York |
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iv. State, if applicable
| |
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v. Foreign country, if applicable
| |
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vi. Zip / Postal Code
| 10286 |
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vii. Telephone number
| 212 495 1784 |
Item A.2. Information about the Series.
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a. Name of Series.
| BNY Mellon Municipal Income, Inc. |
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b. EDGAR series identifier (if any).
| |
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c. LEI of Series.
| 549300BKYDDROJTY1E24 |
Item A.3. Reporting period.
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a. Date of fiscal year-end.
| 2022-09-30 |
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b. Date as of which information is reported.
| 2022-09-30 |
Item A.4. Final filing
|
a. Does the Fund anticipate that this will be its final filing on Form N PORT?
| ☐ Yes
☒ No
|
NPORT-P: Part B: Information About the Fund
| Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
|
a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
| 176489446.64 |
|
b. Total liabilities.
| 2312978.56 |
|
c. Net assets.
| 174176468.08 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
|
a. Assets attributable to miscellaneous securities reported in Part D.
| 0.00 |
|
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
| 0.00 |
|
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
|
| Amounts payable within one year. |
|
Banks or other financial institutions for borrowings.
| 0.00 |
|
Controlled companies.
| 0.00 |
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Other affiliates.
| 0.00 |
|
Others.
| 0.00 |
| Amounts payable after one year. |
|
Banks or other financial institutions for borrowings.
| 0.00 |
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Controlled companies.
| 0.00 |
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Other affiliates.
| 0.00 |
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Others.
| 0.00 |
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d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
|
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(i) On a delayed delivery, when-issued, or other firm commitment basis:
| 1529937.75 |
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(ii) On a standby commitment basis:
| 0.00 |
|
e. Liquidation preference of outstanding preferred stock issued by the Fund.
| 30225000.00 |
|
f. Cash and cash equivalents not reported in Parts C and D.
| 1844921.26 |
Item B.3. Portfolio level risk metrics.
|
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate,
exceeds 25% or more of the Fund's net asset value, provide:
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a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value,
provide the change in value of the portfolio resulting from a 1 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
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b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value,
provide the change in value of the portfolio resulting from a 100 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
|
| Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years |
|---|
|
#1 |
United States Dollar
|
|
Interest Rate Risk (DV01)
|
| -236.285728 | -5585.94533 | -22662.488009 | -66731.836654 | -42946.406027 |
|
Interest Rate Risk (DV100)
|
| -23692.219053 | -567131.286541 | -2450890.260852 | -7121930.336715 | -4576328.723297 |
|
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point
change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment
grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
|
| Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years |
|---|
|
Investment grade
| -200.68928139 | -4215.6913934 | -15568.92122557 | -60464.16299089 | -47648.88938488 |
|
Non-Investment grade
| -25.55654291 | -1028.54141806 | -4600.43764279 | -10055.82224614 | -7260.18589523 |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
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Item B.4. Securities lending.
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a. For each borrower in any securities lending transaction, provide the following information:
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| Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
|---|
|
—
|
—
|
—
|
—
|
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b. Did any securities lending counterparty provide any non-cash collateral?
| ☐ Yes
☒ No
|
Item B.5. Return information.
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a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund,
report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item
26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
|
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Monthly Total Return Record
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Monthly total returns of the Fund for each of the preceding three months
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Class identification number(s) (if any) of the Class(es) for which returns are reported
|
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Month 1
|
Month 2
|
Month 3
|
|
#1 | 6.50 | -6.51 | -9.54 | |
|
b. For each of the preceding three months, monthly net realized gain
(loss) and net change in unrealized appreciation (or depreciation)
attributable to derivatives for each of the following categories:
commodity contracts, credit contracts, equity contracts, foreign
exchange contracts, interest rate contracts, and other contracts.
Within each such asset category, further report the same information
for each of the following types of derivatives instrument: forward,
future, option, swaption, swap, warrant, and other. Report in U.S.
dollars. Losses and depreciation shall be reported as negative
numbers.
|
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c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
|
| Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
|---|
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Month 1
| 24284.23 | 6595281.42 |
|
Month 2
| -1219159.76 | -5510313.16 |
|
Month 3
| -957181.23 | -11916574.02 |
Item B.6. Flow information.
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a. Provide the aggregate dollar amounts for sales and
redemptions/repurchases of Fund shares during each of the preceding
three months. If shares of the Fund are held in omnibus accounts,
for purposes of calculating the Fund's sales, redemptions, and
repurchases, use net sales or redemptions/repurchases from such
omnibus accounts. The amounts to be reported under this Item should
be after any front-end sales load has been deducted and before any
deferred or contingent deferred sales load or charge has been
deducted. Shares sold shall include shares sold by the Fund to a
registered unit investment trust. For mergers and other
acquisitions, include in the value of shares sold any transaction in
which the Fund acquired the assets of another investment company or
of a personal holding company in exchange for its own shares. For
liquidations, include in the value of shares redeemed any
transaction in which the Fund liquidated all or part of its assets.
Exchanges are defined as the redemption or repurchase of shares of
one Fund or series and the investment of all or part of the proceeds
in shares of another Fund or series in the same family of investment
companies.
|
| Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
|---|
|
Month 1
| 0.00 | 0.00 | 0.00 |
|
Month 2
| 0.00 | 0.00 | 0.00 |
|
Month 3
| 0.00 | 0.00 | 0.00 |
Item B.7. Highly Liquid Investment Minimum information.
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a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
|
—
|
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b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
|
—
|
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c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?
| ☐ Yes
☐ No
☐ N/A
|
Item B.8. Derivatives Transactions.
|
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral
in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
|
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
| For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
Item B.9. Derivatives Exposure for limited derivatives users.
|
If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the
following information:
|
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a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
|
—
|
|
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
|
—
|
|
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
|
—
|
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d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets
during the reporting period.
|
—
|
Item B.10. VaR information.
|
For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine
the fund’s compliance with the applicable VaR test at least once each business day:
|
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a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
|
—
|
|
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
| |
|
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
| 0 |
|
ii. As applicable, the index identifier for the Fund’s Designated Index.
| 0 |
|
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
|
—
|
|
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during
the reporting period.
|
—
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
|
Schedule of Portfolio Investments Record: 1 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW JERSEY ST TRANSPRTN TRUST |
|
b. LEI (if any) of issuer.
(1) | 549300YUVD5TEXR6L889 |
|
c. Title of the issue or description of the investment.
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY |
|
d. CUSIP (if any).
| 6461364Y4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NJSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1250000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1238917.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7113001622187 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 2 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MASSACHUSETTS ST DEV FIN AGY R |
|
b. LEI (if any) of issuer.
(1) | 549300UZSVMFXJK08K70 |
|
c. Title of the issue or description of the investment.
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY |
|
d. CUSIP (if any).
| 57584YSK6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MASDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1548434.85 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8890034727818 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2049-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 3 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW JERSEY ST TRANSPRTN TRUST |
|
b. LEI (if any) of issuer.
(1) | 549300YUVD5TEXR6L889 |
|
c. Title of the issue or description of the investment.
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY |
|
d. CUSIP (if any).
| 6461364X6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NJSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2022786.60 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.161343218345 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2043-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 4 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TOBACCO SETTLEMENT FING CORP N |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TOBACCO SETTLEMENT FINANCING CORP |
|
d. CUSIP (if any).
| 888808HR6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TOBGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 390000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 382514.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.2196131912746 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 5 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MASSACHUSETTS ST DEV FIN AGY R |
|
b. LEI (if any) of issuer.
(1) | 549300UZSVMFXJK08K70 |
|
c. Title of the issue or description of the investment.
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY |
|
d. CUSIP (if any).
| 57584YPU7 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MASDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 950000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 983766.52 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5648102357593 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2026-07-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 6 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| PENNSYLVANIA ST HGR EDUCTNL FA |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| PENNSYLVANIA HIGHER EDUCATIONAL FACILITIES AUTHORITY |
|
d. CUSIP (if any).
| 70917SMQ3 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| PASHGR |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2032099.60 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.1666900944774 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2033-11-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 7 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL O'HARE INTERNATIONA |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CHICAGO O'HARE INTERNATIONAL AIRPORT |
|
d. CUSIP (if any).
| 167593L59 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHITRN |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1982982.60 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.1384905331122 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2048-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 8 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| ILLINOIS ST |
|
b. LEI (if any) of issuer.
(1) | 54930048FV8RWPR02D67 |
|
c. Title of the issue or description of the investment.
| STATE OF ILLINOIS |
|
d. CUSIP (if any).
| 4521522M2 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| ILS |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1021749.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5866174181065 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2029-10-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 9 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| UNIV OF ALABAMA AT BIRMINGHAM |
|
b. LEI (if any) of issuer.
(1) | 5493002DHWB7OKWT0415 |
|
c. Title of the issue or description of the investment.
| UNIVERSITY OF ALABAMA AT BIRMINGHAM |
|
d. CUSIP (if any).
| 914745EJ9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| UALHGR |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1426121.85 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.818779864881 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2036-10-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 10 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| ALLENTOWN PA CITY SCH DIST |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| ALLENTOWN CITY SCHOOL DISTRICT |
|
d. CUSIP (if any).
| 018411UD8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| ALTSCD |
Item C.2. Amount of each investment.
|
a. Balance
| 1255000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1343379.23 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7712748138761 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2032-02-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 11 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| UTAH ST CHRT SCH FIN AUTH CHRT |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| UTAH CHARTER SCHOOL FINANCE AUTHORITY |
|
d. CUSIP (if any).
| 91754TXW8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| UTSEDU |
Item C.2. Amount of each investment.
|
a. Balance
| 860000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 913245.52 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5243219879625 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2031-04-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 12 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| PORT OF SEATTLE WA REVENUE |
|
b. LEI (if any) of issuer.
(1) | 549300T9UCDUJ3GZL429 |
|
c. Title of the issue or description of the investment.
| PORT OF SEATTLE WA |
|
d. CUSIP (if any).
| 735389J25 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| PTSGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 846981.10 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4862775720144 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-04-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 13 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| PALM BEACH CNTY FL HLTH FACS A |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| PALM BEACH COUNTY HEALTH FACILITIES AUTHORITY |
|
d. CUSIP (if any).
| 696507US9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| PALMED |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 681448.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.3912405088424 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2053-05-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 14 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| LA PAZ CNTY AZ INDL DEV AUTH E |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| LA PAZ COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 50376FAC1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| LAPDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 978678.30 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.56188893413 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2036-02-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 15 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| FLORIDA ST HGR EDUCTNL FACS FI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| FLORIDA HIGHER EDUCATIONAL FACILITIES FINANCIAL AUTHORITY |
|
d. CUSIP (if any).
| 34073TMJ3 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| FLSHGR |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1391636.55 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7989808068451 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2049-03-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 16 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034UCT3 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 690000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 259095.83 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.148754784648 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2049-08-15 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 7.108822 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 17 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034UDE5 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 320000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 274944.38 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.1578539185176 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2056-01-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 10.751366 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 18 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MASSACHUSETTS ST PORT AUTH |
|
b. LEI (if any) of issuer.
(1) | 254900JRR8IDSSKWCL90 |
|
c. Title of the issue or description of the investment.
| MASSACHUSETTS PORT AUTHORITY |
|
d. CUSIP (if any).
| 575898DR9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MASTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1302500.55 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7478051222176 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-07-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 19 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| SOUTH CAROLINA ST JOBS-ECON DE |
|
b. LEI (if any) of issuer.
(1) | 5493006X47I9VG3DL112 |
|
c. Title of the issue or description of the investment.
| SOUTH CAROLINA JOBS-ECONOMIC DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 837031ZA4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| SCSDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 861738.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4947502435312 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2054-04-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 20 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TEXAS ST PRIV ACTIVITY BOND SU |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP |
|
d. CUSIP (if any).
| 882667AN8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TXSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 2500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2294290.25 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.317221709276 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2058-06-30 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 21 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TOBACCO SETTLEMENT FING CORP N |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TOBACCO SETTLEMENT FINANCING CORP |
|
d. CUSIP (if any).
| 888808HQ8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TOBGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 3860000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 3633250.09 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 2.0859592171378 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 22 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| KANSAS CITY MO INDL DEV AUTH A |
|
b. LEI (if any) of issuer.
(1) | 549300QWDXL46XQC8110 |
|
c. Title of the issue or description of the investment.
| KANSAS CITY INDUSTRIAL DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 48504NAN9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| KANDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 750000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 748050.23 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4294783550533 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-03-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 23 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MASSACHUSETTS ST DEV FIN AGY R |
|
b. LEI (if any) of issuer.
(1) | 549300UZSVMFXJK08K70 |
|
c. Title of the issue or description of the investment.
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY |
|
d. CUSIP (if any).
| 57584XKB6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MASDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1835000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1781698.20 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.022927046139 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-07-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 24 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| VIRGINIA ST SMALL BUSINESS FIN |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| VIRGINIA SMALL BUSINESS FINANCING AUTHORITY |
|
d. CUSIP (if any).
| 928097AC8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| VASDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1886934.40 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.0833463445436 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2052-12-31 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 25 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW YORK ST TRANSPRTN DEV CORP |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| NEW YORK TRANSPORTATION DEVELOPMENT CORP |
|
d. CUSIP (if any).
| 650116AV8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NYTTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1456220.25 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8360602703983 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2050-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 26 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034U5U8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 665000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 574541.84 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.3298619189683 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-07-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 8.425353 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 27 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW JERSEY ST ECON DEV AUTH |
|
b. LEI (if any) of issuer.
(1) | 5493006JS6QWDVU4R678 |
|
c. Title of the issue or description of the investment.
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 64577XAF3 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NJSDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1180000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1186170.81 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.6810166855922 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2040-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 28 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MISSOURI ST HLTH & EDUCTNL FAC |
|
b. LEI (if any) of issuer.
(1) | 549300IWTBCMX5JB3277 |
|
c. Title of the issue or description of the investment.
| HEALTH & EDUCATIONAL FACILITIES AUTHORITY OF THE STATE OF MISSOURI |
|
d. CUSIP (if any).
| 60635H2S7 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MOSMED |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1927839.60 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.1068312621395 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2042-02-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 29 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TOBACCO SECURITIZATION AUTH ST |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TOBACCO SECURITIZATION AUTHORITY OF SOUTHERN CALIFORNIA |
|
d. CUSIP (if any).
| 888804CR0 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TOBGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1957411.40 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.1238093306042 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2048-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 30 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| ATLANTIC BEACH FL HLTH CARE FA |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CITY OF ATLANTIC BEACH FL |
|
d. CUSIP (if any).
| 048251CB6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| ATLMED |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1467806.40 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8427122309804 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2048-11-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 31 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| SALES TAX SECURITIZATION CORP |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| SALES TAX SECURITIZATION CORP |
|
d. CUSIP (if any).
| 79467BCZ6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| STSGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1333658.70 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7656939623941 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2039-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 32 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034U6E3 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 415000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 421665.10 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.2420907397239 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-08-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 9.976607 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 33 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CO HIGH PERFORMANCE TRANSPRTN |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| COLORADO HIGH PERFORMANCE TRANSPORTATION ENTERPRISE |
|
d. CUSIP (if any).
| 19648DAD1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| COHTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1456804.05 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8363954477081 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2056-12-31 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 34 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| PROVIDENCE RI PUBLIC BLDGS AUT |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| PROVIDENCE PUBLIC BUILDING AUTHORITY |
|
d. CUSIP (if any).
| 74381MCR4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| PROFAC |
Item C.2. Amount of each investment.
|
a. Balance
| 500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 524786.25 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.3012957236903 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2037-09-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 35 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| PHILADELPHIA PA WTR & WSTWTR R |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CITY OF PHILADELPHIA PA WATER & WASTEWATER REVENUE |
|
d. CUSIP (if any).
| 717893Q53 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| PHIUTL |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1031701.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.592331163545 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2050-11-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 36 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| FEDERAL HOME LOAN MTGE CORP VA |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| FHLMC MULTIFAMILY VRD CERTIFICATES |
|
d. CUSIP (if any).
| 31350ACG1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| FEDMFH |
Item C.2. Amount of each investment.
|
a. Balance
| 1420000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1251326.29 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7184244254081 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2036-01-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 3.15 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 37 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CUYAHOGA CNTY OH HOSP REVENUE |
|
b. LEI (if any) of issuer.
(1) | 549300GHDK9DGLUNJU89 |
|
c. Title of the issue or description of the investment.
| COUNTY OF CUYAHOGA OH |
|
d. CUSIP (if any).
| 2322655T1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CUYMED |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 950699.60 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5458255127571 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2052-02-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 38 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CALIFORNIA CNTY CA TOBACCO SEC |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CALIFORNIA COUNTY TOBACCO SECURITIZATION AGENCY |
|
d. CUSIP (if any).
| 13016NEX8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CASGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 565000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 499564.07 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.286814904164 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2039-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 39 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| BUCKEYE OH TOBACCO SETTLEMENT |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY |
|
d. CUSIP (if any).
| 118217CX4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| BUCGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 816326.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4686780648377 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2048-06-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 40 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CONNECTICUT ST SPL TAX OBLIG R |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| STATE OF CONNECTICUT SPECIAL TAX REVENUE |
|
d. CUSIP (if any).
| 207758A60 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CTSGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1051608.40 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.6037603194003 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2040-05-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 41 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| ILLINOIS ST |
|
b. LEI (if any) of issuer.
(1) | 54930048FV8RWPR02D67 |
|
c. Title of the issue or description of the investment.
| STATE OF ILLINOIS |
|
d. CUSIP (if any).
| 452152Q20 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| ILS |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1019690.20 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5854351114363 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2028-11-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 42 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| UTAH INFRASTRUCTURE AGY TELECO |
|
b. LEI (if any) of issuer.
(1) | 549300WD2FDRNXU16V82 |
|
c. Title of the issue or description of the investment.
| UTAH INFRASTRUCTURE AGENCY |
|
d. CUSIP (if any).
| 917467AH5 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| UTSFAC |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1443173.25 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8285695914657 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2037-10-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 43 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TEXAS ST PRIV ACTIVITY BOND SU |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP |
|
d. CUSIP (if any).
| 882667BU1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TXSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1600000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1378932.16 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7916868307185 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2039-12-31 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 44 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL TRANSIT AUTH SALES |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND |
|
d. CUSIP (if any).
| 16772PCB0 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHITRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1002817.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5757482116007 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2045-12-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 45 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| COLORADO ST HLTH FACS AUTH REV |
|
b. LEI (if any) of issuer.
(1) | 5493002JB6DRFRZPEQ21 |
|
c. Title of the issue or description of the investment.
| COLORADO HEALTH FACILITIES AUTHORITY |
|
d. CUSIP (if any).
| 19648FRW6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| COSMED |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1522182.00 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8739309143074 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2050-12-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 46 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL |
|
b. LEI (if any) of issuer.
(1) | T5UYO5SYLC8K73MJQX30 |
|
c. Title of the issue or description of the investment.
| CITY OF CHICAGO IL |
|
d. CUSIP (if any).
| 167486E21 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHI |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 953196.70 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5472591737031 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 47 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW JERSEY ST ECON DEV AUTH |
|
b. LEI (if any) of issuer.
(1) | 5493006JS6QWDVU4R678 |
|
c. Title of the issue or description of the investment.
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 64577BKL7 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NJSDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 750000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 772716.15 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4436398088202 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2027-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 48 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| HARRIS CNTY-HOUSTON TX SPORTSA |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| HARRIS COUNTY-HOUSTON SPORTS AUTHORITY |
|
d. CUSIP (if any).
| 413890EX8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| HARGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 4000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 741924.80 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4259615596632 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2052-11-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 0.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 49 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034WLK8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 345000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 134430.73 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.0771807647048 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2049-10-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 7.049796 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 50 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| SAINT PAUL MN HSG & REDEV AUTH |
|
b. LEI (if any) of issuer.
(1) | 549300FQCUW4VH929113 |
|
c. Title of the issue or description of the investment.
| HOUSING & REDEVELOPMENT AUTHORITY OF THE CITY OF ST PAUL MINNESOTA |
|
d. CUSIP (if any).
| 792888KR9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| STPMED |
Item C.2. Amount of each investment.
|
a. Balance
| 700000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 731433.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4199381857163 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2044-11-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 51 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| SOUTH JERSEY NJ PORT CORP |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| SOUTH JERSEY PORT CORP |
|
d. CUSIP (if any).
| 838530RH8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| SPCTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 941270.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.540412209741 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2048-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 52 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TAMPA FL CAPITAL IMPT CIGARETT |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CITY OF TAMPA FL |
|
d. CUSIP (if any).
| 875161DD0 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TAMMED |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1487340.30 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8539272362078 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2050-07-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 53 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MET PIER & EXPOSITION AUTH IL |
|
b. LEI (if any) of issuer.
(1) | 254900I3VDCQ58UGBR15 |
|
c. Title of the issue or description of the investment.
| METROPOLITAN PIER & EXPOSITION AUTHORITY |
|
d. CUSIP (if any).
| 592247K90 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MPNFAC |
Item C.2. Amount of each investment.
|
a. Balance
| 2500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1188915.25 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.6825923519438 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2036-12-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 0.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 54 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL WSTWTR TRANSMISSION |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| CITY OF CHICAGO IL WASTEWATER TRANSMISSION REVENUE |
|
d. CUSIP (if any).
| 167727WV4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHIUTL |
Item C.2. Amount of each investment.
|
a. Balance
| 1100000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1077756.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.6187729673706 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2039-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 55 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| JEFFERSON CNTY AL SWR REVENUE |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| COUNTY OF JEFFERSON AL SEWER REVENUE |
|
d. CUSIP (if any).
| 472682SA2 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| JEFUTL |
Item C.2. Amount of each investment.
|
a. Balance
| 4000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 4040436.00 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 2.3197370141552 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-10-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 0.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 56 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| SALT VERDE AZ FINANCIAL CORP S |
|
b. LEI (if any) of issuer.
(1) | 549300VEWOZY6TQOIF03 |
|
c. Title of the issue or description of the investment.
| SALT VERDE FINANCIAL CORP |
|
d. CUSIP (if any).
| 79575EAS7 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| SLTPWR |
Item C.2. Amount of each investment.
|
a. Balance
| 2190000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2157764.73 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.2388382620142 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2037-12-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 57 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL |
|
b. LEI (if any) of issuer.
(1) | T5UYO5SYLC8K73MJQX30 |
|
c. Title of the issue or description of the investment.
| CITY OF CHICAGO IL |
|
d. CUSIP (if any).
| 167486ZY8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHI |
Item C.2. Amount of each investment.
|
a. Balance
| 2000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2069205.20 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.1879935463208 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2038-01-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 6.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 58 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| BURKE CNTY GA DEV AUTH POLL CO |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| DEVELOPMENT AUTHORITY OF BURKE COUNTY/THE |
|
d. CUSIP (if any).
| 121342PM5 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| BURPOL |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 825813.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.4741246100022 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2045-11-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 4.125 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 59 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88034MWM4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1580000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1546490.08 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8878869212629 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2047-07-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 10.645772 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 60 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MET PIER & EXPOSITION AUTH IL |
|
b. LEI (if any) of issuer.
(1) | 254900I3VDCQ58UGBR15 |
|
c. Title of the issue or description of the investment.
| METROPOLITAN PIER & EXPOSITION AUTHORITY |
|
d. CUSIP (if any).
| 592250CL6 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MPNFAC |
Item C.2. Amount of each investment.
|
a. Balance
| 2500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2320217.50 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.332107330902 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2057-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 61 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| NEW JERSEY ST TRANSPRTN TRUST |
|
b. LEI (if any) of issuer.
(1) | 549300YUVD5TEXR6L889 |
|
c. Title of the issue or description of the investment.
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY |
|
d. CUSIP (if any).
| 646136X89 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| NJSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1015202.80 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5828587588156 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2033-06-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.25 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 62 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| ILLINOIS ST FIN AUTH REVENUE |
|
b. LEI (if any) of issuer.
(1) | 549300ZG6UBPNNNRN315 |
|
c. Title of the issue or description of the investment.
| ILLINOIS FINANCE AUTHORITY |
|
d. CUSIP (if any).
| 45204EVF2 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| ILSGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1350000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1309349.75 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.7517374559453 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2047-08-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 63 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88033UQG7 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1056418.90 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.6065221735434 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2043-11-15 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 10.92902 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 64 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| KENTUCKY ST ECON DEV FIN AUTH |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY |
|
d. CUSIP (if any).
| 49127KBV1 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| KYSECO |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 999704.80 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.573960886347 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2045-12-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 65 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TEXAS ST PRIV ACTIVITY BOND SU |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP |
|
d. CUSIP (if any).
| 882667AM0 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TXSTRN |
Item C.2. Amount of each investment.
|
a. Balance
| 1000000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 909332.40 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.5220753469305 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2055-12-31 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 66 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| TENDER OPTION BOND TRUST RECEI |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| TENDER OPTION BOND TRUST RECEIPTS/CERTIFICATES |
|
d. CUSIP (if any).
| 88033UQQ5 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| TENGEN |
Item C.2. Amount of each investment.
|
a. Balance
| 1750000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1770992.16 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.0167803834365 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2035-12-01 |
|
i. Coupon category.
(13) | Variable |
|
ii. Annualized rate.
| 10.931946 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 67 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| LOWER AL GAS DIST GAS PROJ REV |
|
b. LEI (if any) of issuer.
(1) | 549300YTI1NTDG2OVU42 |
|
c. Title of the issue or description of the investment.
| LOWER ALABAMA GAS DISTRICT/THE |
|
d. CUSIP (if any).
| 547804AE4 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| LWRUTL |
Item C.2. Amount of each investment.
|
a. Balance
| 2500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 2397537.75 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 1.3764992346146 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-09-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 68 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| MICHIGAN ST FIN AUTH REVENUE |
|
b. LEI (if any) of issuer.
(1) | 54930022O46HOX5J1D14 |
|
c. Title of the issue or description of the investment.
| MICHIGAN FINANCE AUTHORITY |
|
d. CUSIP (if any).
| 59447PH20 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| MISFIN |
Item C.2. Amount of each investment.
|
a. Balance
| 500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 507392.55 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.2913094722801 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2036-07-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 69 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| CHICAGO IL BRD OF EDU |
|
b. LEI (if any) of issuer.
(1) | 54930099NR6T9V7LVB43 |
|
c. Title of the issue or description of the investment.
| CHICAGO BOARD OF EDUCATION |
|
d. CUSIP (if any).
| 167510AM8 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| CHIEDU |
Item C.2. Amount of each investment.
|
a. Balance
| 1725000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1720595.73 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.9878462624524 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☐ Yes
☒ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-04-01 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) | ☐ Yes
☒ No
|
|
f. For convertible securities, also provide:
|
|
i. Mandatory convertible?
| ☐ Yes
☐ No
|
|
ii. Contingent convertible?
| ☐ Yes
☐ No
|
|
iii. Description of the reference instrument.
(16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|
|
—
|
—
|
—
|
—
|
|
iv. Conversion ratio per US$1000 notional.
(17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|
|
—
|
—
|
—
|
|
v. Delta (if applicable).
| |
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
|
a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities?
| ☐ Yes
☒ No
|
|
b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities?
| ☐ Yes
☒ No
|
|
c. Is any portion of this investment on loan by the Fund?
| ☐ Yes
☒ No
|
|
Schedule of Portfolio Investments Record: 70 |
Item C.1. Identification of investment.
|
a. Name of issuer (if any).
| LA PAZ CNTY AZ INDL DEV AUTH E |
|
b. LEI (if any) of issuer.
(1) | N/A |
|
c. Title of the issue or description of the investment.
| LA PAZ COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY |
|
d. CUSIP (if any).
| 50376FAD9 |
|
At least one of the following other identifiers:
|
|
-
Ticker (if ISIN is not available).
| LAPDEV |
Item C.2. Amount of each investment.
|
a. Balance
| 1500000.00 |
|
b. Units
|
Principal amount
|
|
c. Description of other units.
| |
|
d. Currency.
(3) |
United States Dollar
|
|
e. Value.
(4) | 1399284.75 |
|
f. Exchange rate.
| |
|
g. Percentage value compared to net assets of the Fund.
| 0.8033718707381 |
Item C.3. Payoff profile.
|
a. Payoff profile.
(5) | ☒ Long
☐ Short
☐ N/A
|
Item C.4. Asset and issuer type.
|
a. Asset type.
(6) |
Debt
|
|
b. Issuer type.
(7) |
Municipal
|
Item C.5. Country of investment or issuer.
|
a. ISO country code.
(8) |
UNITED STATES OF AMERICA
|
|
b. Investment ISO country code.
(9) | |
Item C.6. Is the investment a Restricted Security?
|
a. Is the investment a Restricted Security?
| ☒ Yes
☐ No
|
Item C.7. Liquidity classification information.
|
a. Liquidity classification information.
(10) |
Item C.8. Fair value level.
|
a. Level within the fair value hierarchy
(12) | ☐ 1
☒ 2
☐ 3
☐ N/A
|
Item C.9. Debt securities.
|
For debt securities, also provide:
|
|
a. Maturity date.
| 2046-02-15 |
|
i. Coupon category.
(13) | Fixed |
|
ii. Annualized rate.
| 5.00 |
|
c. Currently in default?
| ☐ Yes
☒ No
|
|
d. Are there any interest payments in arrears?
(14) | ☐ Yes
☒ No
|
|
e. Is any portion of the interest paid in kind?
(15) |