|
|
Principal
|
|
|
Optional Call
|
|
|
Amount (000)
|
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
Municipal Bonds – 142.7% (99.4% of Total Investments)
|
|
|
|
|
|
Alaska – 1.9% (1.3% of Total Investments)
|
|
|
|
$ 500
|
|
Alaska Housing Finance Corporation, General Housing Purpose Bonds, Series 2005A, 5.000%,
|
12/14 at 100.00
|
AA+
|
$ 532,855
|
|
|
12/01/26 – FGIC Insured (UB)
|
|
|
|
6,000
|
|
Alaska Housing Finance Corporation, General Housing Purpose Bonds, Series 2005B-2, 5.250%,
|
6/15 at 100.00
|
AA+
|
6,260,400
|
|
|
12/01/30 – NPFG Insured
|
|
|
|
2,000
|
|
Kenai Peninsula Borough, Alaska, General Obligation Bonds, Central Kenai Peninsula Hospital
|
8/13 at 100.00
|
A1
|
2,043,000
|
|
|
Service Area, Series 2003, 5.000%, 8/01/23 – FGIC Insured
|
|
|
|
1,840
|
|
Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds,
|
6/14 at 100.00
|
Ba1
|
1,847,562
|
|
|
Series 2006A, 4.625%, 6/01/23
|
|
|
|
10,340
|
|
Total Alaska
|
|
|
10,683,817
|
|
|
Arizona – 3.7% (2.6% of Total Investments)
|
|
|
|
3,500
|
|
Arizona School Facilities Board, Certificates of Participation, Series 2003A, 5.000%, 9/01/13 –
|
No Opt. Call
|
A+
|
3,597,965
|
|
|
NPFG Insured
|
|
|
|
2,300
|
|
Phoenix Civic Improvement Corporation, Arizona, Senior Lien Airport Revenue Bonds, Series
|
7/18 at 100.00
|
AA–
|
2,573,838
|
|
|
2008A, 5.000%, 7/01/33
|
|
|
|
1,000
|
|
Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Electric Power
|
10/20 at 100.00
|
BBB
|
1,094,910
|
|
|
Company, Series 2010A, 5.250%, 10/01/40
|
|
|
|
3,750
|
|
Salt River Project Agricultural Improvement and Power District, Arizona, Electric System
|
12/13 at 100.00
|
Aa2
|
3,886,388
|
|
|
Revenue Bonds, Series 2003, 5.000%, 12/01/18 – NPFG Insured
|
|
|
|
8,000
|
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
No Opt. Call
|
A–
|
9,194,880
|
|
|
Prepay Contract Obligations, Series 2007, 5.000%, 12/01/37
|
|
|
|
750
|
|
Scottsdale Industrial Development Authority, Arizona, Hospital Revenue Bonds, Scottsdale
|
9/13 at 100.00
|
A2
|
756,645
|
|
|
Healthcare, Series 2008A, 5.250%, 9/01/30
|
|
|
|
19,300
|
|
Total Arizona
|
|
|
21,104,626
|
|
|
Arkansas – 0.5% (0.3% of Total Investments)
|
|
|
|
2,480
|
|
Little Rock, Arkansas, Hotel and Restaurant Gross Receipts Tax Refunding Bonds, Series 1993,
|
No Opt. Call
|
A2
|
2,634,702
|
|
|
7.375%, 8/01/15
|
|
|
|
|
|
California – 13.4% (9.4% of Total Investments)
|
|
|
|
|
|
Calexico Unified School District, Imperial County, California, General Obligation Bonds,
|
|
|
|
|
|
Series 2005B:
|
|
|
|
3,685
|
|
0.000%, 8/01/31 – FGIC Insured
|
No Opt. Call
|
A
|
1,315,287
|
4,505
|
|
0.000%, 8/01/33 – FGIC Insured
|
No Opt. Call
|
A
|
1,386,414
|
2,020
|
|
California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Sonoma
|
6/15 at 100.00
|
B–
|
1,975,661
|
|
|
County Tobacco Securitization Corporation, Series 2005, 5.000%, 6/01/26
|
|
|
|
1,500
|
|
California State, General Obligation Bonds, Various Purpose Series 2006, 4.500%, 10/01/29
|
10/16 at 100.00
|
A1
|
1,626,090
|
5,000
|
|
California State, General Obligation Bonds, Various Purpose Series 2012, 2.000%, 2/01/13
|
No Opt. Call
|
A1
|
5,000,000
|
1,550
|
|
California Statewide Community Development Authority, Revenue Bonds, St. Joseph Health System,
|
7/18 at 100.00
|
AA–
|
1,749,284
|
|
|
Series 2007A, 5.750%, 7/01/47 – FGIC Insured
|
|
|
|
1,000
|
|
Coachella Valley Unified School District, Riverside County, California, General Obligation
|
No Opt. Call
|
A1
|
441,640
|
|
|
Bonds, Series 2005A, 0.000%, 8/01/30 – FGIC Insured
|
|
|
|
|
|
Colton Joint Unified School District, San Bernardino County, California, General Obligation
|
|
|
|
|
|
Bonds, Series 2006C:
|
|
|
|
3,200
|
|
0.000%, 2/01/30 – FGIC Insured
|
2/15 at 45.69
|
Aa3
|
1,339,648
|
6,800
|
|
0.000%, 2/01/35 – FGIC Insured
|
2/15 at 34.85
|
Aa3
|
2,157,912
|
|
|
Cupertino Union School District, Santa Clara County, California, General Obligation Bonds,
|
|
|
|
|
|
Series 2003B:
|
|
|
|
8,100
|
|
0.000%, 8/01/24 – FGIC Insured
|
8/13 at 58.68
|
Aa1
|
4,728,132
|
11,430
|
|
0.000%, 8/01/27 – FGIC Insured
|
8/13 at 49.98
|
Aa1
|
5,674,995
|
7,000
|
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
6/15 at 100.00
|
A2
|
7,868,980
|
|
|
Revenue Bonds, Tender Option Bonds Trust 2040, 10.655%, 6/01/45 – FGIC Insured (IF)
|
|
|
|
4,500
|
|
Hemet Unified School District, Riverside County, California, General Obligation Bonds, Series
|
8/16 at 102.00
|
AA–
|
5,041,035
|
|
|
2008B, 5.125%, 8/01/37 – AGC Insured
|
|
|
|
1,045
|
|
Lake Tahoe Unified School District, El Dorado County, California, General Obligation Bonds,
|
No Opt. Call
|
Aa3
|
446,873
|
|
|
Series 2001B, 0.000%, 8/01/31 – NPFG Insured
|
|
|
|
2,000
|
|
Murrieta Valley Unified School District Public Financing Authority, California, Special Tax
|
9/16 at 100.00
|
AA–
|
2,270,120
|
|
|
Revenue Bonds, Series 2006A, 5.125%, 9/01/26 – AGM Insured
|
|
|
|
3,600
|
|
New Haven Unified School District, Alameda County, California, General Obligation Bonds,
|
No Opt. Call
|
Aa3
|
1,668,960
|
|
|
Series 2004A, 0.000%, 8/01/28 – NPFG Insured
|
|
|
|
2,500
|
|
Palm Springs Unified School District, Riverside County, California, General Obligation Bonds,
|
8/14 at 102.00
|
AA–
|
2,697,225
|
|
|
Series 2006A, 5.000%, 8/01/31 – AGM Insured
|
|
|
|
2,350
|
|
Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2009,
|
11/19 at 100.00
|
Baa3
|
2,664,148
|
|
|
6.750%, 11/01/39
|
|
|
|
1,365
|
|
Palomar Pomerado Health, California, General Obligation Bonds, Election of 2004, Series 2007A,
|
No Opt. Call
|
A+
|
1,070,024
|
|
|
0.000%, 8/01/21 – NPFG Insured
|
|
|
|
2,000
|
|
Pasadena, California, Certificates of Participation, Refunding Series 2008C, 5.000%, 2/01/33
|
2/18 at 100.00
|
AA+
|
2,203,480
|
6,195
|
|
Peralta Community College District, Alameda County, California, General Obligation Bonds,
|
8/17 at 100.00
|
AA–
|
6,716,991
|
|
|
Election of 2006, Series 2007B, 5.000%, 8/01/37 – AGM Insured
|
|
|
|
6,000
|
|
Placentia-Yorba Linda Unified School District, Orange County, California, Certificates of
|
No Opt. Call
|
A+
|
2,068,920
|
|
|
Participation, Series 2006, 0.000%, 10/01/34 – FGIC Insured
|
|
|
|
5,000
|
|
Riverside County Asset Leasing Corporation, California, Leasehold Revenue Bonds, Riverside
|
No Opt. Call
|
A+
|
2,718,600
|
|
|
County Hospital Project, Series 1997, 0.000%, 6/01/25 – NPFG Insured
|
|
|
|
3,205
|
|
San Diego Community College District, California, General Obligation Bonds, Series 2005,
|
5/15 at 100.00
|
AA+ (4)
|
3,536,782
|
|
|
5.000%, 5/01/25 (Pre-refunded 5/01/15) – AGM Insured
|
|
|
|
5,000
|
|
Santa Monica Community College District, Los Angeles County, California, General Obligation
|
8/15 at 58.09
|
Aa1
|
2,756,800
|
|
|
Bonds, Series 2005C, 0.000%, 8/01/26 – NPFG Insured
|
|
|
|
2,460
|
|
Santee School District, County, California, General Obligation Bonds, Capital Appreciation,
|
No Opt. Call
|
AA–
|
916,473
|
|
|
Election 2006, Series 2008D, 0.000%, 8/01/33 – AGC Insured
|
|
|
|
3,000
|
|
University of California, General Revenue Bonds, Series 2005F, 4.750%, 5/15/25 – AGM Insured
|
5/13 at 101.00
|
Aa1
|
3,060,210
|
3,000
|
|
Yuma Community College District, California, General Obligation Bonds, Series 2007B, 0.000%,
|
8/17 at 45.45
|
Aa2
|
1,097,730
|
|
|
8/01/33 – AMBAC Insured
|
|
|
|
109,010
|
|
Total California
|
|
|
76,198,414
|
|
|
Colorado – 6.3% (4.4% of Total Investments)
|
|
|
|
3,435
|
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives,
|
7/19 at 100.00
|
AA–
|
3,938,159
|
|
|
Series 2009A, 5.500%, 7/01/34
|
|
|
|
1,150
|
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Poudre Valley Health System,
|
9/18 at 102.00
|
AA–
|
1,293,566
|
|
|
Series 2005C, 5.250%, 3/01/40 – AGM Insured
|
|
|
|
5,000
|
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sisters of Charity of
|
1/20 at 100.00
|
AA
|
5,474,750
|
|
|
Leavenworth Health Services Corporation, Series 2010A, 5.000%, 1/01/40
|
|
|
|
1,500
|
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Valley View Hospital
|
5/17 at 100.00
|
BBB+
|
1,550,130
|
|
|
Association, Series 2007, 5.250%, 5/15/42
|
|
|
|
1,500
|
|
Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel,
|
11/16 at 100.00
|
BBB–
|
1,561,695
|
|
|
Senior Lien Series 2006, 4.625%, 12/01/30 – SYNCORA GTY Insured
|
|
|
|
|
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B:
|
|
|
|
1,420
|
|
0.000%, 9/01/23 – NPFG Insured
|
No Opt. Call
|
BBB
|
953,885
|
9,615
|
|
0.000%, 9/01/25 – NPFG Insured
|
No Opt. Call
|
BBB
|
5,780,442
|
13,000
|
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B, 0.000%, 9/01/34 –
|
9/20 at 45.40
|
BBB
|
4,066,270
|
|
|
NPFG Insured
|
|
|
|
5,000
|
|
Ebert Metropolitan District, Colorado, Limited Tax General Obligation Bonds, Series 2007,
|
12/17 at 100.00
|
N/R
|
4,724,250
|
|
|
5.350%, 12/01/37 – RAAI Insured
|
|
|
|
|
|
Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private
|
|
|
|
|
|
Activity Bonds, Series 2010:
|
|
|
|
2,500
|
|
6.500%, 1/15/30
|
7/20 at 100.00
|
Baa3
|
3,036,850
|
3,115
|
|
6.000%, 1/15/34
|
7/20 at 100.00
|
Baa3
|
3,612,123
|
47,235
|
|
Total Colorado
|
|
|
35,992,120
|
|
|
District of Columbia – 2.6% (1.8% of Total Investments)
|
|
|
|
|
|
District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds,
|
|
|
|
|
|
Series 2001:
|
|
|
|
1,960
|
|
6.250%, 5/15/24
|
5/13 at 100.00
|
A1
|
2,013,880
|
5,580
|
|
6.500%, 5/15/33
|
No Opt. Call
|
Baa1
|
6,575,528
|
5,000
|
|
District of Columbia, General Obligation Bonds, Series 1998B, 6.000%, 6/01/19 – NPFG Insured
|
No Opt. Call
|
Aa2
|
6,367,950
|
12,540
|
|
Total District of Columbia
|
|
|
14,957,358
|
|
|
Florida – 5.6% (3.9% of Total Investments)
|
|
|
|
2,000
|
|
Florida State Board of Education, Full Faith and Credit Public Education Capital Outlay Bonds,
|
No Opt. Call
|
AAA
|
2,032,160
|
|
|
Series 2003D, 5.000%, 6/01/13
|
|
|
|
2,500
|
|
Miami-Dade County School Board, Florida, Certificates of Participation, Series 2003D, 5.000%,
|
8/13 at 100.00
|
A1 (4)
|
2,558,300
|
|
|
8/01/19 (Pre-refunded 8/01/13) – FGIC Insured
|
|
|
|
4,000
|
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2010B,
|
10/20 at 100.00
|
A
|
4,572,080
|
|
|
5.000%, 10/01/28
|
|
|
|
4,260
|
|
Miami-Dade County, Florida, General Obligation Bonds, Parks Program, Series 2005, 4.300%,
|
11/15 at 100.00
|
Aa2
|
4,502,224
|
|
|
11/01/30 – NPFG Insured
|
|
|
|
1,820
|
|
Miami-Dade County, Florida, Special Obligation Bonds, Capital Asset Acquisition, Series 2004B,
|
No Opt. Call
|
Aa3
|
1,833,832
|
|
|
5.000%, 4/01/13 – NPFG Insured
|
|
|
|
9,250
|
|
Port Saint Lucie, Florida, Special Assessment Revenue Bonds, Southwest Annexation District 1B,
|
7/17 at 100.00
|
BBB
|
9,613,155
|
|
|
Series 2007, 5.000%, 7/01/40 – NPFG Insured
|
|
|
|
2,685
|
|
South Broward Hospital District, Florida, Hospital Refunding Revenue Bonds, Memorial Health
|
5/16 at 100.00
|
AA–
|
2,984,565
|
|
|
System, Series 2006, 5.000%, 5/01/21 – NPFG Insured
|
|
|
|
2,500
|
|
South Miami Health Facilities Authority, Florida, Revenue Bonds, Baptist Health Systems of
|
No Opt. Call
|
AA
|
3,392,700
|
|
|
South Florida, Tender Option Bond Trust 11151, 17.984%, 2/15/15 (IF)
|
|
|
|
29,015
|
|
Total Florida
|
|
|
31,489,016
|
|
|
Georgia – 0.6% (0.4% of Total Investments)
|
|
|
|
3,000
|
|
Medical Center Hospital Authority, Georgia, Revenue Anticipation Certificates, Columbus
|
8/18 at 100.00
|
AA–
|
3,486,630
|
|
|
Regional Healthcare System, Inc. Project, Series 2008, 6.500%, 8/01/38 – AGC Insured
|
|
|
|
|
|
Illinois – 18.1% (12.6% of Total Investments)
|
|
|
|
1,470
|
|
Chicago Board of Education, Cook County, Illinois, General Obligation Bonds, Dedicated
|
12/21 at 100.00
|
A+
|
1,604,123
|
|
|
Revenues Series 2011A, 5.000%, 12/01/41
|
|
|
|
|
|
Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax
|
|
|
|
|
|
Revenues, Series 1998B-1:
|
|
|
|
4,495
|
|
0.000%, 12/01/25 – FGIC Insured
|
No Opt. Call
|
A+
|
2,771,797
|
3,025
|
|
0.000%, 12/01/31 – FGIC Insured
|
No Opt. Call
|
A+
|
1,366,302
|
1,500
|
|
Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax
|
No Opt. Call
|
A+
|
1,865,205
|
|
|
Revenues, Series 1999A, 5.500%, 12/01/26 – FGIC Insured
|
|
|
|
29,145
|
|
Chicago, Illinois, General Obligation Bonds, City Colleges, Series 1999, 0.000%, 1/01/38 –
|
No Opt. Call
|
Aa3
|
8,865,326
|
|
|
FGIC Insured
|
|
|
|
1,250
|
|
Chicago, Illinois, Motor Fuel Tax Revenue Bonds, Series 2003A, 5.000%, 1/01/33 – AMBAC Insured
|
7/13 at 100.00
|
AA+
|
1,258,850
|
1,825
|
|
Chicago, Illinois, Third Lien General Airport Revenue Bonds, O’Hare International Airport,
|
1/16 at 100.00
|
A2
|
2,007,737
|
|
|
Series 2005A, 5.250%, 1/01/26 – NPFG Insured
|
|
|
|
5,000
|
|
Illinois Educational Facilities Authority, Revenue Bonds, University of Chicago, Refunding
|
7/13 at 100.00
|
Aa1 (4)
|
5,100,000
|
|
|
Series 2003A, 5.000%, 7/01/33 (Pre-refunded 7/01/13)
|
|
|
|
1,500
|
|
Illinois Finance Authority, Revenue Bonds, Central DuPage Health, Series 2009B, 5.500%, 11/01/39
|
11/19 at 100.00
|
AA
|
1,705,440
|
2,000
|
|
Illinois Finance Authority, Revenue Bonds, Children’s Memorial Hospital, Series 2008A, 5.250%,
|
8/18 at 100.00
|
AA–
|
2,153,620
|
|
|
8/15/47 – AGC Insured (UB)
|
|
|
|
1,000
|
|
Illinois Finance Authority, Revenue Bonds, Edward Health Services Corporation, Series 2008A,
|
2/18 at 100.00
|
A+
|
1,079,350
|
|
|
5.500%, 2/01/40 – AMBAC Insured
|
|
|
|
2,875
|
|
Illinois Finance Authority, Revenue Bonds, Elmhurst Memorial Healthcare, Series 2008A,
|
1/18 at 100.00
|
Baa2
|
3,205,683
|
|
|
5.625%, 1/01/37
|
|
|
|
1,750
|
|
Illinois Finance Authority, Revenue Bonds, Hospital Sisters Services Inc., Series 2007,
|
No Opt. Call
|
AA–
|
1,955,310
|
|
|
5.000%, 3/15/26
|
|
|
|
1,925
|
|
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2007A, 5.750%, 11/15/37
|
11/17 at 100.00
|
A
|
2,128,184
|
10,000
|
|
Illinois Finance Authority, Revenue Bonds, Palos Community Hospital, Series 2010C,
|
5/20 at 100.00
|
AA–
|
11,204,200
|
|
|
5.125%, 5/15/35
|
|
|
|
3,975
|
|
Illinois Finance Authority, Revenue Bonds, Sherman Health Systems, Series 2007A, 5.500%, 8/01/37
|
8/17 at 100.00
|
BBB
|
4,363,199
|
2,500
|
|
Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series
|
2/21 at 100.00
|
AA–
|
2,846,750
|
|
|
2011C, 5.500%, 8/15/41
|
|
|
|
5,000
|
|
Illinois Finance Authority, Revenue Refunding Bonds, Silver Cross Hospital and Medical
|
8/18 at 100.00
|
BBB+
|
5,389,800
|
|
|
Centers, Series 2008A, 5.500%, 8/15/30
|
|
|
|
2,000
|
|
Illinois Health Facilities Authority, Revenue Bonds, Midwest Care Center I Inc., Series 2001,
|
2/13 at 100.00
|
Aa1
|
2,004,160
|
|
|
5.950%, 2/20/36
|
|
|
|
4,605
|
|
Illinois Health Facilities Authority, Revenue Bonds, Sherman Health Systems, Series 1997,
|
4/13 at 100.00
|
BBB
|
4,615,684
|
|
|
5.250%, 8/01/17 – AMBAC Insured
|
|
|
|
8,945
|
|
Lake and McHenry Counties Community Unit School District 118, Wauconda, Illinois, General
|
1/15 at 74.44
|
A1
|
6,290,035
|
|
|
Obligation Bonds, Series 2005B, 0.000%, 1/01/21 – AGM Insured
|
|
|
|
9,000
|
|
McHenry County Community Unit School District 200, Woodstock, Illinois, General Obligation
|
No Opt. Call
|
Aa2
|
6,524,010
|
|
|
Bonds, Series 2006B, 0.000%, 1/15/23 – FGIC Insured
|
|
|
|
2,335
|
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
6/20 at 100.00
|
AAA
|
2,555,214
|
|
|
Project, Refunding Series 2010B-2, 5.000%, 6/15/50
|
|
|
|
|
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
|
|
|
|
|
Project, Series 2002A:
|
|
|
|
6,700
|
|
0.000%, 12/15/23 – NPFG Insured
|
No Opt. Call
|
AAA
|
4,728,592
|
1,100
|
|
0.000%, 12/15/35 – NPFG Insured
|
No Opt. Call
|
AAA
|
391,776
|
3,805
|
|
0.000%, 6/15/41 – NPFG Insured
|
No Opt. Call
|
AAA
|
994,703
|
8,910
|
|
University of Illinois, Auxiliary Facilities Systems Revenue Bonds, Series 2006, 5.000%,
|
4/16 at 100.00
|
Aa2
|
9,822,117
|
|
|
4/01/27 – NPFG Insured
|
|
|
|
4,005
|
|
Will County Community Unit School District 201U, Crete-Monee, Will County, Illinois, General
|
No Opt. Call
|
A+
|
3,870,392
|
|
|
Obligation Bonds, Capital Appreciation Series 2004, 0.000%, 11/01/15 – FGIC Insured
|
|
|
|
131,640
|
|
Total Illinois
|
|
|
102,667,559
|
|
|
Indiana – 2.8% (2.0% of Total Investments)
|
|
|
|
2,000
|
|
Delaware County Hospital Authority, Indiana, Hospital Revenue Bonds, Cardinal Health System,
|
8/16 at 100.00
|
Baa2
|
2,112,000
|
|
|
Series 2006, 5.250%, 8/01/36
|
|
|
|
1,290
|
|
Fairfield School Building Corporation, Elkhart County, Indiana, First Mortgage Bonds, Series
|
1/14 at 100.00
|
AA+ (4)
|
1,348,360
|
|
|
2003, 5.000%, 7/15/20 (Pre-refunded 1/15/14) – FGIC Insured
|
|
|
|
2,750
|
|
Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series
|
10/21 at 100.00
|
AA–
|
3,052,693
|
|
|
2011B, 5.000%, 10/01/41
|
|
|
|
2,805
|
|
Indiana Health Facility Financing Authority, Hospital Revenue Bonds, Deaconess Hospital Inc.,
|
3/14 at 100.00
|
A+
|
2,923,399
|
|
|
Series 2004A, 5.375%, 3/01/34 – AMBAC Insured
|
|
|
|
2,000
|
|
Indiana Health Facility Financing Authority, Revenue Bonds, Community Foundation of Northwest
|
3/17 at 100.00
|
A–
|
2,188,740
|
|
|
Indiana, Series 2007, 5.500%, 3/01/37
|
|
|
|
2,225
|
|
Indiana Municipal Power Agency, Power Supply Revenue Bonds, Series 2007A, 5.000%, 1/01/42 –
|
1/17 at 100.00
|
A+
|
2,406,026
|
|
|
NPFG Insured
|
|
|
|
1,895
|
|
New Albany-Floyd County School Building Corporation, Indiana, First Mortgage Bonds, Series
|
7/15 at 100.00
|
AA+
|
2,048,609
|
|
|
2005, 5.000%, 7/15/26 – AGM Insured
|
|
|
|
14,965
|
|
Total Indiana
|
|
|
16,079,827
|
|
|
Iowa – 0.5% (0.4% of Total Investments)
|
|
|
|
3,100
|
|
Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C,
|
6/15 at 100.00
|
B+
|
3,011,216
|
|
|
5.625%, 6/01/46
|
|
|
|
|
|
Kansas – 1.7% (1.2% of Total Investments)
|
|
|
|
2,015
|
|
Johnson County Unified School District 233, Kansas, General Obligation Bonds, Refunding Series
|
No Opt. Call
|
AA
|
2,047,583
|
|
|
2009C, 3.000%, 9/01/13
|
|
|
|
3,790
|
|
Kansas Department of Transportation, Highway Revenue Bonds, Series 2004A, 5.000%, 3/01/23
|
3/14 at 100.00
|
AAA
|
3,984,541
|
|
|
(Pre-refunded 3/01/14)
|
|
|
|
3,525
|
|
Overland Park Development Corporation, Kansas, First Tier Revenue Bonds, Overland Park
|
1/17 at 100.00
|
BB+
|
3,655,672
|
|
|
Convention Center, Series 2007A, 5.125%, 1/01/22 – AMBAC Insured
|
|
|
|
9,330
|
|
Total Kansas
|
|
|
9,687,796
|
|
|
Kentucky – 1.2% (0.8% of Total Investments)
|
|
|
|
5,000
|
|
Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare
|
8/21 at 100.00
|
AA–
|
5,627,200
|
|
|
System Obligated Group, Series 2011, 5.250%, 8/15/46
|
|
|
|
1,000
|
|
Kentucky Economic Development Finance Authority, Louisville Arena Project Revenue Bonds,
|
6/18 at 100.00
|
AA–
|
1,114,180
|
|
|
Louisville Arena Authority, Inc., Series 2008-A1, 6.000%, 12/01/33 – AGC Insured
|
|
|
|
6,000
|
|
Total Kentucky
|
|
|
6,741,380
|
|
|
Louisiana – 1.1% (0.8% of Total Investments)
|
|
|
|
5,000
|
|
Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,
|
5/17 at 100.00
|
Baa1
|
5,299,500
|
|
|
Series 2007A, 5.375%, 5/15/43
|
|
|
|
985
|
|
Tobacco Settlement Financing Corporation, Louisiana, Tobacco Settlement Asset-Backed Bonds,
|
5/13 at 100.00
|
A1
|
1,004,690
|
|
|
Series 2001B, 5.500%, 5/15/30
|
|
|
|
5,985
|
|
Total Louisiana
|
|
|
6,304,190
|
|
|
Maine – 0.3% (0.2% of Total Investments)
|
|
|
|
|
|
Maine Health and Higher Educational Facilities Authority, Revenue Bonds, MaineGeneral Medical
|
|
|
|
|
|
Center, Series 2011:
|
|
|
|
1,000
|
|
6.750%, 7/01/36
|
7/21 at 100.00
|
Baa3
|
1,228,160
|
210
|
|
6.750%, 7/01/41
|
7/21 at 100.00
|
Baa3
|
255,528
|
1,210
|
|
Total Maine
|
|
|
1,483,688
|
|
|
Massachusetts – 2.8% (1.9% of Total Investments)
|
|
|
|
4,410
|
|
Massachusetts Department of Transportation, Metropolitan Highway System Revenue Bonds, Senior
|
1/20 at 100.00
|
A+
|
4,999,838
|
|
|
Lien Series 2010B, 5.000%, 1/01/32
|
|
|
|
2,000
|
|
Massachusetts Development Finance Authority, Revenue Bonds, 100 Cambridge Street
|
4/13 at 100.00
|
Baa2
|
2,002,160
|
|
|
Redevelopment, M/SRBC Project, Series 2002A, 5.125%, 2/01/34 – NPFG Insured
|
|
|
|
500
|
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, CareGroup Inc.,
|
7/18 at 100.00
|
A–
|
556,605
|
|
|
Series 2008E-1 &2, 5.125%, 7/01/38
|
|
|
|
2,300
|
|
Massachusetts Health and Educational Facilities Authority, Revenue Refunding Bonds, Suffolk
|
7/19 at 100.00
|
BBB
|
2,567,743
|
|
|
University Issue, Series 2009A, 5.750%, 7/01/39
|
|
|
|
200
|
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,
|
8/15 at 100.00
|
AA+
|
219,682
|
|
|
5.000%, 8/15/30
|
|
|
|
|
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A:
|
|
|
|
645
|
|
5.000%, 8/15/30 (Pre-refunded 8/15/15) – AGM Insured
|
8/15 at 100.00
|
Aa1 (4)
|
720,968
|
4,155
|
|
5.000%, 8/15/30 (Pre-refunded 8/15/15)
|
8/15 at 100.00
|
Aa1 (4)
|
4,644,376
|
14,210
|
|
Total Massachusetts
|
|
|
15,711,372
|
|
|
Michigan – 5.8% (4.0% of Total Investments)
|
|
|
|
1,975
|
|
Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds,
|
7/22 at 100.00
|
A+
|
2,142,362
|
|
|
Refunding Senior Lien Series 2012A, 5.000%, 7/01/32
|
|
|
|
3,500
|
|
Detroit, Michigan, Second Lien Sewerage Disposal System Revenue Bonds, Series 2005A, 5.000%,
|
7/15 at 100.00
|
A
|
3,564,785
|
|
|
7/01/35 – NPFG Insured
|
|
|
|
7,745
|
|
Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Remarketed Series
|
7/17 at 100.00
|
A+
|
8,577,200
|
|
|
1998A, 5.250%, 7/01/21 – NPFG Insured
|
|
|
|
500
|
|
Detroit, Michigan, Senior Lien Water Supply System Revenue Bonds, Refunding Series 2005C,
|
7/15 at 100.00
|
A+
|
535,455
|
|
|
5.000%, 7/01/18 – FGIC Insured
|
|
|
|
2,435
|
|
Detroit, Michigan, Sewage Disposal System Revenue Bonds, Second Lien Series 2006A, 5.500%,
|
7/18 at 100.00
|
AA+
|
2,731,364
|
|
|
7/01/36 – BHAC Insured
|
|
|
|
1,700
|
|
Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41
|
7/21 at 100.00
|
A+
|
1,841,066
|
8,125
|
|
Michigan State Building Authority, Revenue Bonds, Facilities Program, Series 2005II, 5.000%,
|
10/15 at 100.00
|
Aa3
|
8,824,969
|
|
|
10/15/29 – AMBAC Insured
|
|
|
|
2,000
|
|
Michigan State Building Authority, Revenue Bonds, Refunding Series 2006IA, 0.000%, 10/15/21 –
|
10/16 at 100.00
|
Aa3
|
1,448,460
|
|
|
FGIC Insured
|
|
|
|
3,000
|
|
Michigan State Building Authority, Revenue Refunding Bonds, Facilities Program, Series 2003II,
|
10/13 at 100.00
|
Aa3
|
3,082,650
|
|
|
5.000%, 10/15/29 – NPFG Insured
|
|
|
|
30,980
|
|
Total Michigan
|
|
|
32,748,311
|
|
|
Minnesota – 0.9% (0.6% of Total Investments)
|
|
|
|
2,275
|
|
Minneapolis-St. Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds,
|
1/15 at 100.00
|
A
|
2,411,295
|
|
|
Refunding Subordinate Lien Series 2005C, 5.000%, 1/01/31 – FGIC Insured
|
|
|
|
2,765
|
|
Saint Francis Independent School District 15, Minnesota, General Obligation Bonds, Refunding
|
No Opt. Call
|
Aa2
|
2,765,000
|
|
|
Series 2005B, 5.000%, 2/01/13 – AGM Insured
|
|
|
|
5,040
|
|
Total Minnesota
|
|
|
5,176,295
|
|
|
Mississippi – 0.5% (0.3% of Total Investments)
|
|
|
|
2,475
|
|
Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial
|
9/14 at 100.00
|
AA
|
2,620,481
|
|
|
Healthcare, Series 2004B-1, 5.000%, 9/01/24 (UB)
|
|
|
|
|
|
Missouri – 2.4% (1.7% of Total Investments)
|
|
|
|
1,585
|
|
Bi-State Development Agency of the Missouri-Illinois Metropolitan District, Mass Transit Sales
|
10/13 at 100.00
|
AA–
|
1,624,815
|
|
|
Tax Appropriation Bonds, Metrolink Cross County Extension Project, Series 2002B, 5.000%,
|
|
|
|
|
|
10/01/32 – AGM Insured
|
|
|
|
5,000
|
|
Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series
|
No Opt. Call
|
AA–
|
2,760,500
|
|
|
2004B-1, 0.000%, 4/15/28 – AMBAC Insured
|
|
|
|
8,975
|
|
Missouri State Board of Public Building, Special Obligation Bonds, Series 2003A, 4.500%,
|
10/13 at 100.00
|
Aa1 (4)
|
9,247,750
|
|
|
10/15/21 (Pre-refunded 10/15/13)
|
|
|
|
15,560
|
|
Total Missouri
|
|
|
13,633,065
|
|
|
Nebraska – 1.2% (0.8% of Total Investments)
|
|
|
|
6,100
|
|
Omaha Convention Hotel Corporation, Nebraska, Convention Center Revenue Bonds, Series 2007,
|
2/17 at 100.00
|
Aa3
|
6,519,863
|
|
|
5.000%, 2/01/35 – AMBAC Insured
|
|
|
|
|
|
Nevada – 2.0% (1.4% of Total Investments)
|
|
|
|
5,000
|
|
North Las Vegas, Nevada, General Obligation Bonds, Series 2006, 5.000%, 5/01/36 – NPFG Insured
|
5/16 at 100.00
|
A
|
5,139,150
|
2,280
|
|
North Las Vegas, Nevada, General Obligation Bonds, Wastewater Reclamation System Series 2006,
|
10/16 at 100.00
|
A
|
2,400,794
|
|
|
5.000%, 10/01/25 – NPFG Insured
|
|
|
|
2,500
|
|
Reno, Nevada, Health Facility Revenue Bonds, Catholic Healthcare West, Series 2007A, Trust
|
7/17 at 100.00
|
AA+
|
3,776,800
|
|
|
2634, 18.968%, 7/01/31 – BHAC Insured (IF) (5)
|
|
|
|
9,780
|
|
Total Nevada
|
|
|
11,316,744
|
|
|
New Hampshire – 1.0% (0.7% of Total Investments)
|
|
|
|
5,000
|
|
New Hampshire Business Finance Authority, Revenue Bonds, Elliot Hospital Obligated Group
|
10/19 at 100.00
|
Baa1
|
5,642,550
|
|
|
Issue, Series 2009A, 6.125%, 10/01/39
|
|
|
|
|
|
New Jersey – 3.8% (2.7% of Total Investments)
|
|
|
|
16,840
|
|
New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Barnabas Health
|
1/17 at 39.39
|
BBB+
|
5,600,984
|
|
|
Care System, Refunding Series 2006B, 0.000%, 7/01/35
|
|
|
|
1,905
|
|
New Jersey Housing and Mortgage Finance Agency, Multifamily Housing Revenue Bonds, Series
|
5/13 at 100.00
|
A+
|
1,908,467
|
|
|
1997A, 5.550%, 5/01/27 – AMBAC Insured (Alternative Minimum Tax)
|
|
|
|
20,000
|
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006C,
|
No Opt. Call
|
AA–
|
8,171,000
|
|
|
0.000%, 12/15/33 – AGM Insured
|
|
|
|
6,500
|
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
6/17 at 100.00
|
B2
|
5,905,965
|
|
|
Series 2007-1A, 5.000%, 6/01/41
|
|
|
|
45,245
|
|
Total New Jersey
|
|
|
21,586,416
|
|
|
New York – 5.3% (3.7% of Total Investments)
|
|
|
|
5,005
|
|
Dormitory Authority of the State of New York, Revenue Bonds, Non State Supported Debt, Vassar
|
7/17 at 100.00
|
Aa2
|
5,634,379
|
|
|
College, Series 2007, 5.000%, 7/01/46
|
|
|
|
2,000
|
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series
|
2/21 at 100.00
|
A
|
2,266,140
|
|
|
2011A, 5.250%, 2/15/47
|
|
|
|
2,925
|
|
Long Island Power Authority, New York, Electric System Revenue Bonds, Refunding Series 2009A,
|
4/19 at 100.00
|
A
|
3,489,496
|
|
|
5.500%, 4/01/24
|
|
|
|
2,500
|
|
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Refunding
|
11/22 at 100.00
|
A
|
3,002,575
|
|
|
Series 2012F, 5.000%, 11/15/26
|
|
|
|
1,250
|
|
New York City Industrial Development Agency, New York, American Airlines-JFK International
|
No Opt. Call
|
N/R
|
1,301,534
|
|
|
Airport Special Facility Revenue Bonds, Series 2005, 7.500%, 8/01/16 (Alternative Minimum Tax)
|
|
|
|
4,000
|
|
New York State Environmental Facilities Corporation, State Clean Water and Drinking Water
|
No Opt. Call
|
AAA
|
4,028,080
|
|
|
Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects,
|
|
|
|
|
|
Second Resolution Series 2012A, 2.000%, 6/15/13
|
|
|
|
115
|
|
New York State Mortgage Agency, Homeowner Mortgage Revenue Bonds, Series 79, 5.300%, 4/01/29
|
3/13 at 100.00
|
Aa1
|
115,143
|
|
|
(Alternative Minimum Tax)
|
|
|
|
10,000
|
|
New York State Thruway Authority, Second General Highway and Bridge Trust Fund Bonds, Series
|
No Opt. Call
|
AA
|
10,039,800
|
|
|
2012A, 2.500%, 4/01/13
|
|
|
|
27,795
|
|
Total New York
|
|
|
29,877,147
|
|
|
North Carolina – 2.4% (1.7% of Total Investments)
|
|
|
|
3,000
|
|
Charlotte-Mecklenberg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA
|
1/18 at 100.00
|
AA–
|
3,193,500
|
|
|
Carolinas HealthCare System, Series 2008A, 5.000%, 1/15/47
|
|
|
|
5,000
|
|
North Carolina Medical Care Commission, Health Care Facilities Revenue Refunding Bonds,
|
10/22 at 100.00
|
AA–
|
5,854,150
|
|
|
WakeMed, Series 2012A, 5.000%, 10/01/27
|
|
|
|
2,375
|
|
North Carolina Medical Care Commission, Healthcare Revenue Refunding Bonds, Novant Health
|
11/16 at 100.00
|
AA+
|
2,599,841
|
|
|
Inc., Series 2006, 5.000%, 11/01/39 – NPFG Insured
|
|
|
|
1,900
|
|
North Carolina Turnpike Authority, Triangle Expressway System Revenue Bonds, Series 2009A,
|
1/19 at 100.00
|
AA–
|
2,186,292
|
|
|
5.750%, 1/01/39 – AGC Insured
|
|
|
|
12,275
|
|
Total North Carolina
|
|
|
13,833,783
|
|
|
North Dakota – 0.4% (0.3% of Total Investments)
|
|
|
|
1,875
|
|
Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated
|
12/21 at 100.00
|
A–
|
2,040,206
|
|
|
Group, Series 2012, 5.000%, 12/01/32
|
|
|
|
|
|
Ohio – 7.1% (4.9% of Total Investments)
|
|
|
|
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
|
|
|
|
|
Bonds, Senior Lien, Series 2007A-2:
|
|
|
|
3,335
|
|
5.375%, 6/01/24
|
6/17 at 100.00
|
B–
|
3,154,577
|
1,180
|
|
5.125%, 6/01/24
|
6/17 at 100.00
|
B–
|
1,094,037
|
2,700
|
|
5.875%, 6/01/30
|
6/17 at 100.00
|
B
|
2,475,927
|
2,755
|
|
5.750%, 6/01/34
|
6/17 at 100.00
|
B
|
2,462,695
|
7,995
|
|
5.875%, 6/01/47
|
6/17 at 100.00
|
B
|
7,230,358
|
18,300
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
6/22 at 100.00
|
B
|
17,400,189
|
|
|
Bonds, Senior Lien, Series 2007A-3, 6.250%, 6/01/37
|
|
|
|
1,730
|
|
Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series
|
11/21 at 100.00
|
AA–
|
2,111,067
|
|
|
2011A, 6.000%, 11/15/41
|
|
|
|
3,750
|
|
Ohio Higher Educational Facilities Commission, Revenue Bonds, University Hospitals Health
|
1/17 at 100.00
|
A
|
4,154,850
|
|
|
System Inc., Series 2007A, Trust 2812, 12.964%, 1/15/46 – AMBAC Insured (IF)
|
|
|
|
41,745
|
|
Total Ohio
|
|
|
40,083,700
|
|
|
Oklahoma – 0.9% (0.6% of Total Investments)
|
|
|
|
1,000
|
|
Fort Sill Apache Tribe of Oklahoma Economic Development Authority, Gaming Enterprise Revenue
|
8/21 at 100.00
|
N/R
|
1,107,570
|
|
|
Bonds, Fort Sill Apache Casino, Series 2011A, 8.500%, 8/25/26
|
|
|
|
1,675
|
|
Oklahoma Development Finance Authority, Health System Revenue Bonds, Integris Baptist Medical
|
8/18 at 100.00
|
AA–
|
1,894,375
|
|
|
Center, Series 2008B, 5.250%, 8/15/38
|
|
|
|
2,235
|
|
Oklahoma Development Finance Authority, Revenue Bonds, St. John Health System, Series 2004,
|
2/14 at 100.00
|
A
|
2,283,097
|
|
|
5.000%, 2/15/24
|
|
|
|
4,910
|
|
Total Oklahoma
|
|
|
5,285,042
|
|
|
Oregon – 0.9% (0.7% of Total Investments)
|
|
|
|
5,000
|
|
Oregon Department of Administrative Services, Certificates of Participation, Series 2010A,
|
No Opt. Call
|
AA
|
5,296,350
|
|
|
5.000%, 5/01/14
|
|
|
|
|
|
Pennsylvania – 3.9% (2.8% of Total Investments)
|
|
|
|
1,000
|
|
Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Presbyterian Homes Inc.,
|
12/15 at 100.00
|
BBB+
|
1,037,890
|
|
|
Refunding Series 2005A, 5.000%, 12/01/21 – RAAI Insured
|
|
|
|
1,250
|
|
Erie Water Authority, Pennsylvania, Water Revenue Bonds, Series 2008, 5.000%, 12/01/43 –
|
12/18 at 100.00
|
AA–
|
1,375,300
|
|
|
AGM Insured
|
|
|
|
3,250
|
|
Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Series 2006-96A,
|
10/16 at 100.00
|
AA+
|
3,347,045
|
|
|
4.650%, 10/01/31 (Alternative Minimum Tax) (UB)
|
|
|
|
8,550
|
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Capital Appreciation Series 2009E,
|
12/27 at 100.00
|
A–
|
8,576,676
|
|
|
0.000%, 12/01/38
|
|
|
|
2,620
|
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2001T, 5.500%, 12/01/13 –
|
No Opt. Call
|
Aa3
|
2,734,389
|
|
|
FGIC Insured
|
|
|
|
5,000
|
|
Pennsylvania Turnpike Commission, Turnpike Subordinate Revenue Bonds, Series 2009C, 0.000%,
|
6/26 at 100.00
|
AA
|
5,313,200
|
|
|
6/01/33 – AGM Insured
|
|
|
|
21,670
|
|
Total Pennsylvania
|
|
|
22,384,500
|
|
|
Puerto Rico – 4.8% (3.3% of Total Investments)
|
|
|
|
3,600
|
|
Puerto Rico Electric Power Authority, Power Revenue Bonds, Series WW, 5.000%, 7/01/28
|
7/18 at 100.00
|
BBB+
|
3,644,964
|
2,025
|
|
Puerto Rico Highway and Transportation Authority, Highway Revenue Refunding Bonds, Series
|
No Opt. Call
|
AA–
|
2,058,210
|
|
|
2002E, 5.500%, 7/01/13 – AGM Insured
|
|
|
|
2,135
|
|
Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Refunding
|
No Opt. Call
|
BBB
|
2,323,392
|
|
|
Bonds, Series 2002C, 5.750%, 7/01/22
|
|
|
|
800
|
|
Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Refunding
|
7/17 at 100.00
|
BBB
|
810,752
|
|
|
Bonds, Series 2002D, 5.450%, 7/01/31 – AMBAC Insured
|
|
|
|
2,200
|
|
Puerto Rico Public Buildings Authority, Guaranteed Government Facilities Revenue Refunding
|
7/17 at 100.00
|
Baa3 (4)
|
2,628,252
|
|
|
Bonds, Series 2002D, 5.450%, 7/01/31 (Pre-refunded 7/01/17) – AMBAC Insured
|
|
|
|
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate
|
|
|
|
|
|
Series 2009A:
|
|
|
|
12,000
|
|
0.000%, 8/01/32
|
8/26 at 100.00
|
A+
|
12,352,680
|
1,000
|
|
6.000%, 8/01/42
|
8/19 at 100.00
|
A+
|
1,101,760
|
23,890
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A, 0.000%,
|
No Opt. Call
|
AA–
|
2,105,665
|
|
|
8/01/54 – AMBAC Insured
|
|
|
|
47,650
|
|
Total Puerto Rico
|
|
|
27,025,675
|
|
|
Rhode Island – 1.5% (1.0% of Total Investments)
|
|
|
|
|
|
Rhode Island Housing & Mortgage Finance Corporation, Homeownership Opportunity 57-B Bond
|
|
|
|
|
|
Program, Series 2008, Trust 1177:
|
|
|
|
1,500
|
|
9.744%, 4/01/23 (Alternative Minimum Tax) (IF)
|
4/17 at 100.00
|
AA+
|
1,673,730
|
1,000
|
|
9.844%, 4/01/23 (Alternative Minimum Tax) (IF)
|
4/17 at 100.00
|
AA+
|
1,099,160
|
5,440
|
|
Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,
|
4/13 at 100.00
|
BBB+
|
5,494,346
|
|
|
Series 2002A, 6.125%, 6/01/32
|
|
|
|
7,940
|
|
Total Rhode Island
|
|
|
8,267,236
|
|
|
South Carolina – 4.1% (2.8% of Total Investments)
|
|
|
|
2,500
|
|
Columbia, South Carolina, Waterworks and Sewer System Revenue Bonds, Series 2011A,
|
2/21 at 100.00
|
Aa1
|
2,873,400
|
|
|
5.000%, 2/01/41
|
|
|
|
2,500
|
|
Lexington County Health Service District, South Carolina, Hospital Revenue Refunding and
|
11/13 at 100.00
|
AA– (4)
|
2,604,150
|
|
|
Improvement Bonds, Series 2003, 5.750%, 11/01/28 (Pre-refunded 11/01/13)
|
|
|
|
2,950
|
|
Medical University Hospital Authority, South Carolina, FHA-Insured Mortgage Revenue Bonds,
|
8/14 at 100.00
|
BBB (4)
|
3,169,038
|
|
|
Series 2004A, 5.250%, 2/15/22 (Pre-refunded 8/15/14) – NPFG Insured
|
|
|
|
21,565
|
|
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 2004A-2,
|
No Opt. Call
|
A–
|
11,154,712
|
|
|
0.000%, 1/01/30 – AMBAC Insured
|
|
|
|
3,285
|
|
South Carolina Public Service Authority, Revenue Refunding Bonds, Santee Cooper Electric
|
7/13 at 100.00
|
AA–
|
3,344,229
|
|
|
System, Series 2003A, 5.000%, 1/01/27 – AMBAC Insured
|
|
|
|
32,800
|
|
Total South Carolina
|
|
|
23,145,529
|
|
|
South Dakota – 0.9% (0.6% of Total Investments)
|
|
|
|
2,830
|
|
Sioux Falls, South Dakota, Industrial Revenue Refunding Bonds, Great Plains Hotel Corporation,
|
10/14 at 100.00
|
AA+ (4)
|
3,128,905
|
|
|
Series 1989, 8.500%, 11/01/16 (Pre-refunded 10/15/14) (Alternative Minimum Tax)
|
|
|
|
1,750
|
|
South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sioux Valley
|
11/14 at 100.00
|
A+
|
1,822,293
|
|
|
Hospitals, Series 2004A, 5.500%, 11/01/31
|
|
|
|
4,580
|
|
Total South Dakota
|
|
|
4,951,198
|
|
|
Tennessee – 1.2% (0.8% of Total Investments)
|
|
|
|
3,125
|
|
Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds,
|
7/20 at 100.00
|
BBB+
|
3,672,594
|
|
|
Mountain States Health Alliance, Refunding Series 2010A, 6.000%, 7/01/38
|
|
|
|
3,210
|
|
Shelby County, Tennessee, General Obligation Bonds, Series 2005A, 5.000%, 4/01/13 –
|
No Opt. Call
|
AA+
|
3,236,097
|
|
|
AMBAC Insured
|
|
|
|
6,335
|
|
Total Tennessee
|
|
|
6,908,691
|
|
|
Texas – 20.1% (14.0% of Total Investments)
|
|
|
|
5,110
|
|
Brazos River Authority, Texas, Pollution Control Revenue Refunding Bonds, TXU Electric
|
4/13 at 101.00
|
Ca
|
844,836
|
|
|
Company, Series 1999C, 7.700%, 3/01/32 (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
Capital Area Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, The
|
4/20 at 100.00
|
Baa2
|
1,136,880
|
|
|
Roman Catholic Diocese of Austin, Series 2005B. Remarketed, 6.125%, 4/01/45
|
|
|
|
1,000
|
|
Central Texas Regional Mobility Authority, Senior Lien Revenue Bonds, Series 2011, 6.000%, 1/01/41
|
1/21 at 100.00
|
BBB–
|
1,169,270
|
4,080
|
|
Central Texas Regional Mobility Authority, Travis and Williamson Counties, Toll Road Revenue
|
1/15 at 100.00
|
BBB
|
4,153,685
|
|
|
Bonds, Series 2005, 5.000%, 1/01/35 – FGIC Insured
|
|
|
|
3,000
|
|
Conroe Independent School District, Montgomery County, Texas, General Obligation Bonds,
|
2/15 at 100.00
|
AAA
|
3,283,020
|
|
|
Schoolhouse Series 2005C, 5.000%, 2/15/30 (Pre-refunded 2/15/15)
|
|
|
|
2,720
|
|
Edinburg Consolidated Independent School District, Hidalgo County, Texas, General Obligation
|
2/15 at 100.00
|
AAA
|
2,927,781
|
|
|
Bonds, Refunding Series 2005, 5.000%, 2/15/30
|
|
|
|
2,000
|
|
Ennis Independent School District, Ellis County, Texas, General Obligation Bonds, Series 2006,
|
8/16 at 54.64
|
Aaa
|
1,015,500
|
|
|
0.000%, 8/15/28
|
|
|
|
3,070
|
|
Harris County Hospital District, Texas, Revenue Bonds, Series 2007A, 5.250%, 2/15/42 –
|
2/17 at 100.00
|
AA+
|
3,428,822
|
|
|
NPFG Insured
|
|
|
|
1,000
|
|
Harris County, Texas, Toll Road Senior Lien Revenue Refunding Bonds, Series 2004A, 5.000%,
|
8/14 at 100.00
|
AA– (4)
|
1,072,070
|
|
|
8/15/27 (Pre-refunded 8/15/14) – FGIC Insured
|
|
|
|
7,570
|
|
Harris County-Houston Sports Authority, Texas, Revenue Bonds, Junior Lien Series 2001H,
|
No Opt. Call
|
BBB
|
2,681,748
|
|
|
0.000%, 11/15/31 – NPFG Insured
|
|
|
|
5,000
|
|
Houston, Texas, First Lien Combined Utility System Revenue Bonds, Series 2005, 5.000%,
|
11/15 at 100.00
|
AA
|
5,498,650
|
|
|
11/15/35 – AGM Insured
|
|
|
|
|
|
Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment
|
|
|
|
|
|
Project, Series 2001B:
|
|
|
|
3,250
|
|
0.000%, 9/01/25 – AMBAC Insured
|
No Opt. Call
|
AA
|
1,982,988
|
4,130
|
|
0.000%, 9/01/26 – AMBAC Insured
|
No Opt. Call
|
AA–
|
2,442,358
|
6,785
|
|
Lower Colorado River Authority, Texas, Revenue Refunding Bonds, Series 2012B, 2.000%, 5/15/13
|
No Opt. Call
|
A1
|
6,818,993
|
9,000
|
|
Matagorda County Navigation District 1, Texas, Collateralized Revenue Refunding Bonds, Houston
|
No Opt. Call
|
A
|
10,868,388
|
|
|
Light and Power Company, Series 1997, 5.125%, 11/01/28 – AMBAC Insured (Alternative
|
|
|
|
|
|
Minimum Tax)
|
|
|
|
5,000
|
|
Midland Independent School District, Midland County, Texas, General Obligation Bonds, School
|
2/17 at 100.00
|
AAA
|
5,673,000
|
|
|
Building Series 2007, 5.000%, 2/15/32
|
|
|
|
7,000
|
|
North Texas Tollway Authority, First Tier System Revenue Refunding Bonds, Capital Appreciation
|
1/25 at 100.00
|
A2
|
7,843,710
|
|
|
Series 2008I, 0.000%, 1/01/43
|
|
|
|
2,000
|
|
North Texas Tollway Authority, Special Projects System Revenue Bonds, Series 2011A,
|
9/21 at 100.00
|
AA
|
2,385,020
|
|
|
5.500%, 9/01/41
|
|
|
|
340
|
|
Panhandle Regional Housing Finance Corporation, Texas, GNMA Mortgage-Backed Securities Program
|
5/13 at 100.00
|
N/R
|
343,509
|
|
|
Single Family Mortgage Revenue Bonds, Series 1991A, 7.500%, 5/01/24 (Alternative Minimum Tax)
|
|
|
|
6,310
|
|
Pasadena Independent School District, Harris County, Texas, General Obligation Bonds, Series
|
2/16 at 100.00
|
Aaa
|
7,041,266
|
|
|
2006, 5.000%, 2/15/26
|
|
|
|
2,140
|
|
Pflugerville Independent School District, Travis County, Texas, General Obligation Bonds,
|
2/15 at 100.00
|
AAA
|
2,341,888
|
|
|
Series 2005A, 5.000%, 2/15/30 (Pre-refunded 2/15/15)
|
|
|
|
2,210
|
|
Richardson Hospital Authority, Texas, Revenue Bonds, Richardson Regional Medical Center,
|
12/13 at 100.00
|
A+
|
2,277,781
|
|
|
Series 2004, 6.000%, 12/01/19
|
|
|
|
4,375
|
|
Tarrant County Cultural & Educational Facilities Financing Corporation, Texas, Revenue Bonds,
|
11/17 at 100.00
|
AA–
|
5,160,050
|
|
|
Texas Health Resources Tender Option Bond Trust 1197, 9.345%, 5/15/39 (IF) (5)
|
|
|
|
2,890
|
|
Tarrant County Cultural Education Facilities Finance Corporation, Texas, Hospital Revenue
|
8/20 at 100.00
|
AA–
|
3,273,127
|
|
|
Bonds, Scott & White HealthCare Project, Series 2010, 5.500%, 8/15/45
|
|
|
|
5,910
|
|
Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series
|
No Opt. Call
|
A3
|
6,689,174
|
|
|
2012, 5.000%, 12/15/23
|
|
|
|
2,500
|
|
Texas Public Finance Authority, Unemployment Compensation Obligation Assessment Revenue Bonds,
|
7/14 at 100.00
|
AAA
|
2,663,950
|
|
|
Series 2010B, 5.000%, 1/01/19
|
|
|
|
3,335
|
|
Texas State, General Obligation Bonds, Water Financial Assistance, Tender Option Bond Trust
|
No Opt. Call
|
Aaa
|
4,993,896
|
|
|
3479, 13.394%, 2/01/17 (IF)
|
|
|
|
3,715
|
|
Texas Tech University, Revenue Bonds, Series 2006, 5.000%, 2/15/13 – AMBAC Insured
|
No Opt. Call
|
AA+
|
3,721,984
|
1,430
|
|
Texas Transportation Commission, Central Texas Turnpike System Revenue Bonds, First Tier
|
No Opt. Call
|
A–
|
1,581,280
|
|
|
Refunding Series 2012A, 5.000%, 8/15/41
|
|
|
|
|
|
White Settlement Independent School District, Tarrant County, Texas, General Obligation Bonds,
|
|
|
|
|
|
Series 2006:
|
|
|
|
9,110
|
|
0.000%, 8/15/36
|
8/15 at 33.75
|
AAA
|
2,920,666
|
9,110
|
|
0.000%, 8/15/41
|
8/15 at 25.73
|
AAA
|
2,223,296
|
7,110
|
|
0.000%, 8/15/45
|
8/15 at 20.76
|
AAA
|
1,330,281
|
1,220
|
|
Winter Garden Housing Finance Corporation, Texas, GNMA/FNMA Mortgage-Backed Securities
|
4/13 at 100.00
|
B–
|
1,223,367
|
|
|
Program Single Family Mortgage Revenue Bonds, Series 1994, 6.950%, 10/01/27 (Alternative
|
|
|
|
|
|
Minimum Tax)
|
|
|
|
2,000
|
|
Wylie Independent School District, Collin County, Texas, General Obligation Bonds, Series
|
8/15 at 57.10
|
AAA
|
1,099,200
|
|
|
2005, 0.000%, 8/15/26
|
|
|
|
136,420
|
|
Total Texas
|
|
|
114,111,434
|
|
|
Utah – 0.6% (0.4% of Total Investments)
|
|
|
|
3,565
|
|
Utah Associated Municipal Power Systems, Revenue Bonds, Payson Power Project, Series 2003A,
|
4/13 at 100.00
|
AA– (4)
|
3,593,520
|
|
|
5.000%, 4/01/24 (Pre-refunded 4/01/13) – AGM Insured
|
|
|
|
|
|
Virginia – 2.7% (1.9% of Total Investments)
|
|
|
|
1,500
|
|
Fairfax County Economic Development Authority, Virginia, Residential Care Facilities Mortgage
|
10/17 at 100.00
|
BBB
|
1,556,865
|
|
|
Revenue Bonds, Goodwin House, Inc., Series 2007A, 5.125%, 10/01/42
|
|
|
|
3,425
|
|
Fairfax County, Virginia, Public Improvement Bonds, Series 2003B, 4.750%, 6/01/23
|
6/13 at 100.00
|
AAA
|
3,477,368
|
|
|
(Pre-refunded 6/01/13)
|
|
|
|
900
|
|
Henrico County Economic Development Authority, Virginia, Revenue Bonds, Bon Secours Health
|
No Opt. Call
|
A–
|
1,011,843
|
|
|
System Obligated Group, Series 2013, 5.000%, 11/01/30
|
|
|
|
5,000
|
|
Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Series
|
10/26 at 100.00
|
AA–
|
4,985,400
|
|
|
2009C, 0.000%, 10/01/41 – AGC Insured
|
|
|
|
|
|
Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River
|
|
|
|
|
|
Crossing, Opco LLC Project, Series 2012:
|
|
|
|
2,470
|
|
6.000%, 1/01/37 (Alternative Minimum Tax)
|
7/22 at 100.00
|
BBB–
|
2,848,058
|
1,260
|
|
5.500%, 1/01/42 (Alternative Minimum Tax)
|
7/22 at 100.00
|
BBB–
|
1,380,103
|
14,555
|
|
Total Virginia
|
|
|
15,259,637
|
|
|
Washington – 2.2% (1.6% of Total Investments)
|
|
|
|
3,750
|
|
FYI Properties, Washington, Lease Revenue Bonds, Washington State Department of Information
|
6/19 at 100.00
|
AA
|
4,237,313
|
|
|
Services Project, Series 2009, 5.500%, 6/01/39
|
|
|
|
3,475
|
|
Port of Seattle, Washington, General Obligation Bonds, Series 2004B, 5.000%, 11/01/19 – AGM
|
11/13 at 100.00
|
AAA
|
3,594,957
|
|
|
Insured (Alternative Minimum Tax)
|
|
|
|
2,000
|
|
Washington State Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer
|
7/19 at 100.00
|
A
|
2,257,500
|
|
|
Research Center, Series 2009A, 6.000%, 1/01/33
|
|
|
|
2,500
|
|
Washington State Health Care Facilities Authority, Revenue Bonds, Northwest Hospital and
|
12/17 at 100.00
|
N/R
|
2,577,900
|
|
|
Medical Center of Seattle, Series 2007, 5.700%, 12/01/32
|
|
|
|
11,725
|
|
Total Washington
|
|
|
12,667,670
|
|
|
West Virginia – 1.3% (0.9% of Total Investments)
|
|
|
|
6,725
|
|
West Virginia University, University Revenue Improvement Bonds, West Virginia University
|
10/14 at 100.00
|
Aa3
|
7,143,968
|
|
|
Projects, Series 2004C, 5.000%, 10/01/34 – FGIC Insured
|
|
|
|
|
|
Wisconsin – 1.7% (1.2% of Total Investments)
|
|
|
|
2,890
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Fort Healthcare Inc.,
|
5/14 at 100.00
|
BBB+
|
3,049,817
|
|
|
Series 2004, 6.100%, 5/01/34
|
|
|
|
2,140
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan
|
8/13 at 100.00
|
A–
|
2,174,925
|
|
|
Services Inc., Series 2003A, 5.125%, 8/15/33
|
|
|
|
4,500
|
|
Wisconsin State, Petroleum Inspection Revenue Bonds, Refunding Series 2009-1, 5.000%, 7/01/13
|
No Opt. Call
|
AA
|
4,590,765
|
9,530
|
|
Total Wisconsin
|
|
|
9,815,507
|
$ 936,635
|
|
Total Municipal Bonds (cost $737,848,927)
|
|
|
809,168,229
|