To do this, add a day rule using "Days specified using a floating rule" set to 0 days after the 31st/Last occurrence of selected weekdays. Select all months. Select Monday-Friday and check Exclude Holidays.
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Click OK twice to get back to the Schedule Trigger Properties window, then go to the Holidays tab. Select the holiday set you want to use but set the rule to "Run as scheduled" (this is important; see the Holidays section of the Date Rule Properties help topic for more information).
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Note: If you use the "Show matching dates" option in the Execution Schedule properties window, it may not factor in holidays until you have saved the job and come back in.