Monthly Portfolio Investments Report on Form N-port (public) (nport-p)
March 01 2023 - 06:25AM
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
|
Confidential |
☐ |
| Filer CIK |
0001140410
|
| Filer CCC |
********
|
| Filer
Investment Company Type |
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| Is this a LIVE
or TEST Filing? |
☐ LIVE ☐ TEST |
| Would you like
a Return Copy? |
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| Is this an
electronic copy of an official filing submitted in paper
format? |
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Submission Contact Information
| Name |
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| Phone |
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| E-Mail
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Notification Information
| 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.
| a. Name of
Registrant |
PIMCO New York Municipal Income
Fund
|
| b. Investment
Company Act file number for Registrant: (e.g., 811-______) |
811-10381
|
| c. CIK number
of Registrant |
0001140410
|
| d. LEI of
Registrant |
VSODSLIYXJ7C18SCFD63
|
| e. Address and
telephone number of Registrant: |
|
| i. Street
Address 1 |
1633 Broadway
|
| ii. Street
Address 2 |
|
| iii. City |
New York
|
| iv. State, if
applicable |
|
| v. Foreign
country, if applicable |
|
| vi. Zip /
Postal Code |
10019
|
| vii. Telephone
number |
(844) 337-4626
|
Item A.2. Information about the Series.
| a. Name of
Series. |
N/A
|
| b. EDGAR series
identifier (if any). |
|
| c. LEI of
Series. |
N/A
|
Item A.3. Reporting period.
| a. Date of
fiscal year-end. |
2022-12-31
|
| b. Date as of
which information is reported. |
2022-12-31
|
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. |
116165214.650000
|
| b. Total
liabilities. |
47767838.710000
|
| c. Net
assets. |
68397375.940000
|
Item B.2. Certain assets and liabilities. Report amounts in U.S.
dollars.
| a. Assets
attributable to miscellaneous securities reported in Part D. |
0.000000
|
| 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. |
0.000000
|
| 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. |
5509832.330000
|
| Controlled
companies. |
0.000000
|
| Other
affiliates. |
0.000000
|
| Others. |
0.000000
|
| Amounts payable after one year. |
| Banks or other
financial institutions for borrowings. |
0.000000
|
| Controlled
companies. |
0.000000
|
| Other
affiliates. |
0.000000
|
| Others. |
0.000000
|
| 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. |
| (i) On a
delayed delivery, when-issued, or other firm commitment basis: |
0.000000
|
| (ii) On a
standby commitment basis: |
0.000000
|
| e. Liquidation
preference of outstanding preferred stock issued by the Fund. |
41025000.000000
|
| f. Cash and
cash equivalents not reported in Parts C and D. |
617.800000
|
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: |
| 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. |
| 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) |
|
147.941805 |
439.526510 |
16844.800789 |
66041.857543 |
5340.488452 |
|
Interest Rate Risk (DV100) |
|
15285.473182 |
58888.007842 |
1902418.172228 |
6558950.154616 |
502999.097073 |
| 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 |
400.685300 |
250.355200 |
10713.585800 |
55371.898100 |
3491.800400 |
|
Non-Investment grade |
0.126500 |
103.787800 |
3778.716900 |
4708.493400 |
1597.481000 |
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. |
Item B.4. Securities lending.
| a. For each
borrower in any securities lending transaction, provide the
following information: |
|
| Borrower
Information Record |
Name
of borrower |
LEI
(if any) of borrower |
Aggregate value of all securities on loan to the borrower |
|
— |
— |
— |
— |
| b. Did any
securities lending counterparty provide any non-cash
collateral? |
☐ Yes ☒ No |
Item B.5. Return information.
| 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. |
|
Monthly Total Return Record |
Monthly total returns of the Fund for each of the preceding three
months |
Class identification number(s) (if any) of the Class(es) for which
returns are reported |
|
Month 1 |
Month 2 |
Month 3 |
|
#1 |
-11.186489 |
19.183458 |
1.038476 |
|
| 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. |
| 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) |
|
Month 1 |
-1001316.140000 |
-1191829.220000 |
|
Month 2 |
44260.300000 |
6078775.580000 |
|
Month 3 |
-800045.960000 |
-147474.890000 |
Item B.6. Flow information.
| 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 |
0.000000 |
24807.670000 |
0.000000 |
|
Month 2 |
0.000000 |
0.000000 |
0.000000 |
|
Month 3 |
0.000000 |
9240.610000 |
0.000000 |
Item B.7. Highly Liquid Investment Minimum information.
| a. If
applicable, provide the Fund's current Highly Liquid Investment
Minimum. |
—
|
| 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. |
—
|
| 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: |
| 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. |
—
|
| 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: |
| 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. |
—
|
| ii. As
applicable, the index identifier for the Fund’s Designated
Index. |
—
|
| 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). |
BROOKHAVEN LOCAL DEVELOPMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
549300384JET720NAQ98
|
| c. Title of the
issue or description of the investment. |
BROOKHAVEN NY LOCAL DEV CORP R BRODEV
11/55 FIXED 4
|
| d. CUSIP (if
any). |
113168BL1
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
600000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
471465.540000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.6893035
|
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. |
2055-11-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
BROOME COUNTY LOCAL DEVELOPMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
BROOME CNTY NY LOCAL DEV CORP BRMDEV
04/50 FIXED 4
|
| d. CUSIP (if
any). |
114731AV4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
750000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
658576.950000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.9628687
|
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. |
2050-04-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
BUILD NYC RESOURCE CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
549300GROJFKMNLWEK84
|
| c. Title of the
issue or description of the investment. |
BUILD NYC RESOURCE CORP NY REV BUIGEN
07/62 FIXED 5.25
|
| d. CUSIP (if
any). |
12008ETZ9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
750000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
752671.730000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.1004395
|
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. |
2062-07-01
|
| 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: 4 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
BUILD NYC RESOURCE CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
549300GROJFKMNLWEK84
|
| c. Title of the
issue or description of the investment. |
BUILD NYC RESOURCE CORP NY REV BUIGEN
12/50 FIXED OID 5.625
|
| d. CUSIP (if
any). |
12008EPK6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1205000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1134631.370000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.6588814
|
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. |
5.625
|
| 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). |
CALIFORNIA HEALTH FACILITIES
FINANCING AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493007RI8BUDOGHZ546
|
| c. Title of the
issue or description of the investment. |
CALIFORNIA ST HLTH FACS FING A CASMED
11/46 FIXED 5
|
| d. CUSIP (if
any). |
13032UXG8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
611785.710000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
669774.860000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.9792406
|
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. |
2046-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
CALIFORNIA HEALTH FACILITIES
FINANCING AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493007RI8BUDOGHZ546
|
| c. Title of the
issue or description of the investment. |
CALIFORNIA ST HLTH FACS FING A CASMED
11/46 FIXED 5
|
| d. CUSIP (if
any). |
13032UXH6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
888214.290000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
905340.740000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.3236484
|
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. |
2046-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
CHILDRENS TRUST FD TOBACCO
SETTLMNT
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
THE CHILDRENS TRUST FUND PR TO CHIGEN
05/57 ZEROCPNOID 0
|
| d. CUSIP (if
any). |
16876QBL2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
5200000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
343795.920000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.5026449
|
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) |
PUERTO RICO
|
| 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. |
2057-05-15
|
| i. Coupon
category. (13) |
None
|
| ii. Annualized
rate. |
0
|
| 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). |
CHILDRENS TRUST FD TOBACCO
SETTLMNT
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
THE CHILDRENS TRUST FUND PR TO CHIGEN
05/57 ZEROCPNOID 0
|
| d. CUSIP (if
any). |
16876QBM0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
129840.750000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.1898329
|
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) |
PUERTO RICO
|
| 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. |
2057-05-15
|
| i. Coupon
category. (13) |
None
|
| ii. Annualized
rate. |
0
|
| 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). |
COUNTY OF GRAND FORKS
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
GRAND FORKS CNTY ND GRADEV 12/43
FIXED 7
|
| d. CUSIP (if
any). |
38543PAF5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
230000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
126500.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.1849486
|
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. |
2043-12-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
7
|
| 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). |
DUTCHESS COUNTY LOCAL DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
DUTCHESS CNTY NY LOCAL DEV COR DUTDEV
07/45 FIXED 5
|
| d. CUSIP (if
any). |
267045NF5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
410000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
434698.440000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.6355484
|
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. |
2045-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
DUTCHESS COUNTY LOCAL DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
DUTCHESS CNTY NY LOCAL DEV COR DUTDEV
07/49 FIXED OID 4
|
| d. CUSIP (if
any). |
267045QW5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
765000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
709330.190000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.0370722
|
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. |
2049-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
GENESEE COUNTY FUNDING CORP/THE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
GENESEE CNTY NY FUNDING CORP GEFDEV
12/52 FIXED 5.25
|
| d. CUSIP (if
any). |
371669AW2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1013505.800000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4817905
|
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. |
2052-12-01
|
| 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: 13 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
HUDSON YDS INFRASTRUCTURE CORP N Y
REV
|
| b. LEI (if any)
of issuer. (1) |
549300EE2HJ67TPURL87
|
| c. Title of the
issue or description of the investment. |
HUDSON YARDS INFRASTRUCTURE CO HUYGEN
02/39 FIXED 4
|
| d. CUSIP (if
any). |
44420RCA6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
970320.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4186515
|
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. |
2039-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
HUNTINGTON LOCAL DEVELOPMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
HUNTINGTON NY LOCAL DEV CORP R HUNDEV
07/56 FIXED OID 5.25
|
| d. CUSIP (if
any). |
446490AR5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
382807.600000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.5596817
|
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. |
2056-07-01
|
| 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: 15 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
INDIANA FINANCE AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300PS0PAS7NDSSI20
|
| c. Title of the
issue or description of the investment. |
INDIANA ST FIN AUTH ENVRNMNTL INSENV
12/46 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
455054BJ4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
650000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
649643.610000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.9498078
|
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. |
2046-12-15
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
4.5
|
| 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). |
LONG ISLAND POWER AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
1R46U5SYJ63KQXF39168
|
| c. Title of the
issue or description of the investment. |
LONG ISLAND NY PWR AUTH ELEC S LSLPWR
09/39 FIXED 4
|
| d. CUSIP (if
any). |
542691DK3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
495139.300000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7239156
|
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. |
2039-09-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
LOS ANGELES COUNTY PUBLIC WORKS
FINANCING AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
LOS ANGELES CNTY CA PUBLIC WKS LOSFAC
12/46 FIXED 4
|
| d. CUSIP (if
any). |
54473EWP5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
380000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
359811.700000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.5260607
|
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. |
2046-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
MATCHING FUND SPECIAL PURPOSE
SECURITIZATION CORP
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
MATCHING FUND SPL PURPOSE SECU MFCFAC
10/39 FIXED 5
|
| d. CUSIP (if
any). |
57665NAG0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
665000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
666984.560000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.9751610
|
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) |
VIRGIN ISLANDS (U.S)
|
| 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. |
2039-10-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
METROPOLITAN TRANSPORTATION
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493000TKYODLXADQD60
|
| c. Title of the
issue or description of the investment. |
MET TRANSPRTN AUTH NY
|
| d. CUSIP (if
any). |
59261AJR9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
6500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
6691474.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
9.7832326
|
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. |
2031-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
METROPOLITAN TRANSPORTATION
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493000TKYODLXADQD60
|
| c. Title of the
issue or description of the investment. |
MET TRANSPRTN AUTH NY REVENUE MTATRN
11/35 FIXED 4
|
| d. CUSIP (if
any). |
59261AQH3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
921852.200000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.3477888
|
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. |
2035-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
METROPOLITAN TRANSPORTATION
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493000TKYODLXADQD60
|
| c. Title of the
issue or description of the investment. |
MET TRANSPRTN AUTH NY REVENUE MTATRN
11/39 FIXED 5
|
| d. CUSIP (if
any). |
59259Y3A5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
994748.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4543663
|
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. |
2039-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
METROPOLITAN TRANSPORTATION
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
5493000TKYODLXADQD60
|
| c. Title of the
issue or description of the investment. |
MET TRANSPRTN AUTH NY REVENUE MTATRN
11/42 FIXED 4
|
| d. CUSIP (if
any). |
59261ATJ6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
868300.300000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2694936
|
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. |
2042-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
MONROE COUNTY INDUSTRIAL DEVELOPMENT
CORP/NY
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
MONROE CNTY NY INDL DEV CORP R MONDEV
12/46 FIXED 4
|
| d. CUSIP (if
any). |
61075TWQ7
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
825000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
717541.440000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.0490774
|
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. |
2046-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NASSAU CNTY N Y
|
| b. LEI (if any)
of issuer. (1) |
549300ICRCGQYCPS7T40
|
| c. Title of the
issue or description of the investment. |
NASSAU CNTY NY NAS 04/36 FIXED
5
|
| d. CUSIP (if
any). |
63165TD69
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2157646.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
3.1545748
|
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. |
2036-04-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NASSAU CNTY N Y TOBACCO SETTLEMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NASSAU CNTY NY TOBACCO SETTLEM NAS
06/46 FIXED OID 5.125
|
| d. CUSIP (if
any). |
63166MCB3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1230000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1128108.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.6493446
|
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. |
5.125
|
| 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: 26 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NASSAU CNTY NY INDL DEV AGY
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NASSAU CNTY NY INDL DEV AGY CC NASMED
01/58 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
63166UAS0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1092022.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
534010.660000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7807473
|
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. |
2058-01-01
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
5
|
| 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 YORK CITY HEALTH AND HOSPITALS
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY HLTH HOSP C NYCMED
02/48 FIXED 4
|
| d. CUSIP (if
any). |
649674LJ5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
880000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
844590.470000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2348288
|
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. |
2048-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK CITY HOUSING DEVELOPMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
549300SQWVHKBRF8D702
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY HSG DEV CORP NYCHSG
11/47 FIXED 3.7
|
| d. CUSIP (if
any). |
64972CU27
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
820678.300000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.1998681
|
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. |
2047-11-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.7
|
| 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). |
NEW YORK CITY HOUSING DEVELOPMENT
CORP
|
| b. LEI (if any)
of issuer. (1) |
549300SQWVHKBRF8D702
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY HSG DEV CORP NYCMFH
03/36 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
64970HCH5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
300000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
300000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.4386133
|
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. |
2036-03-15
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.1
|
| 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). |
NEW YORK CITY MUNICIPAL WATER FINANCE
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300Q2EHQ6RJPQKP05
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY MUNI WTR FIN NYCUTL
06/35 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
64972FG34
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
4750000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
4750000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
6.9447109
|
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. |
2035-06-15
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.08
|
| 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). |
NEW YORK CITY MUNICIPAL WATER FINANCE
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300Q2EHQ6RJPQKP05
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY MUNI WTR FIN NYCUTL
06/36 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
64972FPK6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1000000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4620444
|
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. |
2036-06-15
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.08
|
| 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). |
NEW YORK CITY MUNICIPAL WATER FINANCE
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300Q2EHQ6RJPQKP05
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY MUNI WTR FIN NYCUTL
06/46 FIXED OID 4
|
| d. CUSIP (if
any). |
64972GMX9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
830000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
780591.260000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.1412591
|
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. |
4
|
| 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). |
NEW YORK CITY MUNICIPAL WATER FINANCE
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300Q2EHQ6RJPQKP05
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY MUNI WTR FIN NYCUTL
06/49 FIXED 5
|
| d. CUSIP (if
any). |
64972GUH5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2116902.800000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
3.0950059
|
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. |
2049-06-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 03/39 ADJUSTABLE
VAR
|
| d. CUSIP (if
any). |
64966HXT2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
855000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
855000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2500480
|
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. |
2039-03-01
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.62
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 04/43 FIXED 5
|
| d. CUSIP (if
any). |
64966MZY8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1579051.050000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.3086427
|
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. |
2043-04-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 04/45 FIXED 5
|
| d. CUSIP (if
any). |
64966MA25
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1300000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1364651.600000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.9951812
|
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. |
2045-04-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 08/31 FIXED 5
|
| d. CUSIP (if
any). |
64966K3Q4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2020409.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.9539282
|
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. |
2031-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 08/39 FIXED 5
|
| d. CUSIP (if
any). |
64966QCT5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1068244.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.5618207
|
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. |
2039-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY OF
|
| b. LEI (if any)
of issuer. (1) |
549300ABYZD2SFD5JB29
|
| c. Title of the
issue or description of the investment. |
NEW YORK NY NYC 08/44 ADJUSTABLE
VAR
|
| d. CUSIP (if
any). |
64966MFY0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1000000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4620444
|
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. |
3.14
|
| 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). |
NEW YORK CITY TRANSITIONAL FINANCE
AUTHORITY BUILDING AID REVENUE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY TRANSITIONAL NYCFAC
07/36 FIXED 5.25
|
| d. CUSIP (if
any). |
64972HG71
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1100033.600000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.6082980
|
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. |
2036-07-15
|
| 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: 41 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK CITY TRANSITIONAL FINANCE
AUTHORITY FUTURE TAX SECURED REVENUE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY TRANSITIONAL NYCGEN
05/44 FIXED 4
|
| d. CUSIP (if
any). |
64971XLM8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2353403.500000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
3.4407804
|
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. |
2044-05-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK CITY TRANSITIONAL FINANCE
AUTHORITY FUTURE TAX SECURED REVENUE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY TRANSITIONAL NYCGEN
11/43 FIXED 5
|
| d. CUSIP (if
any). |
64971XKR8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1030000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1099576.810000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.6076301
|
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. |
2043-11-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK CITY TRANSITIONAL FINANCE
AUTHORITY FUTURE TAX SECURED REVENUE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY TRANSITIONAL NYCGEN
11/45 FIXED 5.5
|
| d. CUSIP (if
any). |
64971X4D7
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
563036.650000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.8231846
|
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. |
5.5
|
| 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). |
NEW YORK CITY TRANSITIONAL FINANCE
AUTHORITY FUTURE TAX SECURED REVENUE
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CITY NY TRANSITIONAL NYCGEN
11/48 FIXED 5.25
|
| d. CUSIP (if
any). |
64971X4F2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
3500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3827861.100000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
5.5965029
|
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. |
2048-11-01
|
| 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: 45 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK COUNTIES TOBACCO TRUST
IV
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CNTYS NY TOBACCO TRUS NYSGEN
06/50 ZEROCPNOID 0
|
| d. CUSIP (if
any). |
62947YAH4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
20000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3967270.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
5.8003249
|
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. |
2050-06-01
|
| i. Coupon
category. (13) |
None
|
| ii. Annualized
rate. |
0
|
| 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). |
NEW YORK COUNTIES TOBACCO TRUST
V
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK CNTYS NY TOBACCO TRUS NYSGEN
06/55 ZEROCPNOID 0
|
| d. CUSIP (if
any). |
649441AC6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
7000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
495539.100000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7245002
|
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. |
2055-06-01
|
| i. Coupon
category. (13) |
None
|
| ii. Annualized
rate. |
0
|
| 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 YORK LIBERTY DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
LIBERTY DEV CORP NY REVENUE LBTDEV
10/35 FIXED 5.25
|
| d. CUSIP (if
any). |
531127AC2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
770000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
846641.950000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2378281
|
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. |
2035-10-01
|
| 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: 48 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK LIBERTY DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST LIBERTY DEV CORP L NYCDEV
11/44 FIXED 5
|
| d. CUSIP (if
any). |
649519DA0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1900000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1730353.750000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.5298540
|
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
|
| 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). |
NEW YORK POWER AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
I5P1GEYFGGMMDOFX2L30
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST PWR AUTH REVENUE NYSPWR
11/55 FIXED 4
|
| d. CUSIP (if
any). |
64989KLF1
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1356579.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.9833787
|
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. |
2055-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
05/52 FIXED OID 4.25
|
| d. CUSIP (if
any). |
64983SJX4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
850000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
820338.060000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.1993707
|
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. |
2052-05-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.25
|
| 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: 51 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/49 FIXED OID 4
|
| d. CUSIP (if
any). |
65000BSC3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
345000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
304020.310000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.4444912
|
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. |
2049-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/50 FIXED 4
|
| d. CUSIP (if
any). |
64990GB50
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
855000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
809783.580000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.1839395
|
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. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/50 FIXED 4
|
| d. CUSIP (if
any). |
64990GXZ0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
909184.100000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.3292675
|
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. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/50 FIXED 4
|
| d. CUSIP (if
any). |
64990GYB2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1844513.600000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.6967608
|
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. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/50 FIXED OID 5
|
| d. CUSIP (if
any). |
65000BRJ9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
345000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
346528.450000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.5066400
|
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. |
2050-07-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
07/51 FIXED OID 4
|
| d. CUSIP (if
any). |
65000BPS1
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1200000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1122939.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.6417867
|
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. |
2051-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH REVENUES NYSHGR
12/31 FIXED 5
|
| d. CUSIP (if
any). |
64990CPW5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
511571.200000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7479398
|
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. |
2031-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH SALES TA NYSHGR
03/37 FIXED 5
|
| d. CUSIP (if
any). |
64990AHS7
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
3000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3219164.700000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
4.7065617
|
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. |
2037-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
02/29 FIXED 5
|
| d. CUSIP (if
any). |
64990EKL0
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1002366.900000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4655049
|
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. |
2029-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
02/47 FIXED 4
|
| d. CUSIP (if
any). |
64990FWU4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
5000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
5306.900000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.0077589
|
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. |
2047-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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 YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
02/47 FIXED 4
|
| d. CUSIP (if
any). |
64990FXA7
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
495000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
463347.720000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.6774349
|
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. |
2047-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
03/41 FIXED 5
|
| d. CUSIP (if
any). |
64990FKY9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2117521.600000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
3.0959106
|
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. |
2041-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
03/42 FIXED 4
|
| d. CUSIP (if
any). |
64990FL44
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
959636.700000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4030315
|
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. |
2042-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE DORMITORY
AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
549300C8XO7EXTX2XU71
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST DORM AUTH ST PERSO NYSHGR
03/43 FIXED 4
|
| d. CUSIP (if
any). |
64990FJJ4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
953487.700000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.3940413
|
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. |
2043-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE ENVIRONMENTAL
FACILITIES CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
549300QJ33JJW73OQO60
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST ENVRNMNTL FACS COR NYSWTR
06/47 FIXED 4
|
| d. CUSIP (if
any). |
64986DMJ1
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1750000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1706169.680000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.4944958
|
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. |
2047-06-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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). |
NEW YORK STATE HOUSING FINANCE
AGENCY
|
| b. LEI (if any)
of issuer. (1) |
5493000LS7KCDB02O506
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST HSG FIN AGY NYSHSG 11/54
FIXED 4.2
|
| d. CUSIP (if
any). |
64987DY57
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
2000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1785939.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.6111227
|
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. |
2054-11-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.2
|
| 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). |
NEW YORK STATE HOUSING FINANCE
AGENCY
|
| b. LEI (if any)
of issuer. (1) |
5493000LS7KCDB02O506
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST HSG FIN AGY REVENU NYSHSG
05/44 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
64986UEB9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1000000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.4620444
|
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. |
2044-05-01
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.18
|
| 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). |
NEW YORK STATE URBAN DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
54930039Y2EMGXN6LM88
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST URBAN DEV CORP REV NYSDEV
03/33 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
650035MJ4
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
3500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3500000.000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
5.1171554
|
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. |
2033-03-15
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.1
|
| 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). |
NEW YORK STATE URBAN DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
54930039Y2EMGXN6LM88
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST URBAN DEV CORP REV NYSDEV
03/47 FIXED 5
|
| d. CUSIP (if
any). |
650036CH7
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1588849.050000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.3229678
|
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. |
2047-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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). |
NEW YORK STATE URBAN DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
54930039Y2EMGXN6LM88
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST URBAN DEV CORP SAL NYSFAC
03/41 FIXED 5
|
| d. CUSIP (if
any). |
64985TAL5
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
535411.750000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7827957
|
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. |
2041-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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: 71 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK STATE URBAN DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
54930039Y2EMGXN6LM88
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST URBAN DEV CORP SAL NYSFAC
03/47 FIXED 4
|
| d. CUSIP (if
any). |
64985TCU3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1000000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
940163.400000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.3745606
|
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. |
2047-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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: 72 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK TRANSPORTATION DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST TRANSPRTN DEV CORP NYTTRN
01/50 FIXED 5.25
|
| d. CUSIP (if
any). |
650116AV8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
855000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
832038.290000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2164769
|
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: 73 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
NEW YORK TRANSPORTATION DEVELOPMENT
CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
NEW YORK ST TRANSPRTN DEV CORP NYTTRN
12/42 FIXED 4
|
| d. CUSIP (if
any). |
650116FT8
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1670000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1481993.570000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.1667404
|
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. |
2042-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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: 74 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
AFFORDABLE HOUSING OPPORTUNITIES
TRUST SERIES AH-01
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
AFFORDABLE HSG OPPORTUNITIES T TENGEN
10/38 ADJUST OID VAR
|
| d. CUSIP (if
any). |
00826SAQ3
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
980000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
836287.210000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.2226890
|
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. |
2038-10-01
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
3.167
|
| 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: 75 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
AFFORDABLE HOUSING OPPORTUNITIES
TRUST SERIES AH-01
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
AFFORDABLE HSG OPPORTUNITIES T TENGEN
10/38 FIXED 7.12
|
| d. CUSIP (if
any). |
00826SAR1
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
175000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
167783.440000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.2453068
|
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. |
2038-10-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
7.12
|
| 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: 76 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
ONONDAGA COUNTY TRUST FOR CULTURAL
RESOURCES
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
ONONDAGA CNTY NY TRUST CULTURA ONOGEN
12/40 FIXED 5
|
| d. CUSIP (if
any). |
68276FDM9
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
350000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
382956.530000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.5598994
|
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. |
2040-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5
|
| 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: 77 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
ONONDAGA COUNTY TRUST FOR CULTURAL
RESOURCES
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
ONONDAGA CNTY NY TRUST CULTURA ONOGEN
12/49 FIXED 4
|
| d. CUSIP (if
any). |
68276FDS6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
1300000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1214528.900000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.7756952
|
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. |
2049-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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: 78 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
PENNSYLVANIA ECONOMIC DEVELOPMENT
FINANCING AUTHORITY
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
PENNSYLVANIA ST ECON DEV FING PASDEV
04/51 ADJUSTABLE VAR
|
| d. CUSIP (if
any). |
708692BS6
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
425000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
482290.890000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.7051307
|
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. |
2051-04-01
|
| i. Coupon
category. (13) |
Variable
|
| ii. Annualized
rate. |
9
|
| 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: 79 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
PORT AUTHORITY OF NEW YORK & NEW
JERSEY
|
| b. LEI (if any)
of issuer. (1) |
54930006MR4KZ4W74Z83
|
| c. Title of the
issue or description of the investment. |
PORT AUTH OF NEW YORK NEW JE PORTRN
07/60 FIXED 4
|
| d. CUSIP (if
any). |
73358W5V2
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
350000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
299342.860000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.4376526
|
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. |
2060-07-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4
|
| 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: 80 |
Item C.1. Identification of investment.
| a. Name of
issuer (if any). |
PORT AUTHORITY OF NEW YORK & NEW
JERSEY
|
| b. LEI (if any)
of issuer. (1) |
54930006MR4KZ4W74Z83
|
| c. Title of the
issue or description of the investment. |
PORT AUTH OF NEW YORK NEW JE PORTRN
10/57 FIXED 5.25
|
| d. CUSIP (if
any). |
73358WH31
|
| At least one of the following other identifiers: |
Item C.2. Amount of each investment.
| a. Balance |
4500000.000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
4694844.150000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
6.8640706
|
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. |
2057-10-15
|
| 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). |