Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Municipal Bonds 190.3% |
||||||||||||||||
Alabama 2.0% |
||||||||||||||||
$ | 3,660 | Alabama St Brd Ed Rev & Impt Southn Univ St Cmnty Rfdg (MBIA Insd) |
5.250 | % | 07/01/20 | $ | 3,843,549 | |||||||||
3,225 | Bessemer, AL Governmental Util Svc Corp Wtr Supply Rev Rfdg, Ser A (AGL Insd) (a) |
5.000 | 06/01/39 | 2,945,344 | ||||||||||||
750 | Birmingham Baptist Med Ctr AL Baptist Hlth Sys, Ser A |
5.875 | 11/15/24 | 636,052 | ||||||||||||
5,915 | Birmingham Baptist Med Ctr AL Spl Care Fac Fin Auth Rev Baptist Hlth Sys Inc, Ser A |
5.000 | 11/15/30 | 3,517,650 | ||||||||||||
2,525 | Huntsville Redstone Vlg, AL Spl Care Fac Fin Auth Redstone Vlg Proj |
5.500 | 01/01/43 | 1,340,548 | ||||||||||||
12,283,143 | ||||||||||||||||
Alaska 0.7% |
||||||||||||||||
1,575 | Matanuska-Susitna Boro, AK Ctf Partn Pub Safety Bldg Lease (FSA Insd) |
5.750 | 03/01/16 | 1,639,733 | ||||||||||||
5,300 | Northern Tob Sec Corp Rev Bkd, Ser A |
5.000 | 06/01/46 | 2,764,586 | ||||||||||||
4,404,319 | ||||||||||||||||
Arizona 4.3% |
||||||||||||||||
2,560 | Arizona St Trans Brd Hwy Rev, Ser B |
5.000 | 07/01/25 | 2,678,323 | ||||||||||||
3,835 | Arizona St Trans Brd Hwy Rev, Ser B |
5.000 | 07/01/26 | 3,976,281 | ||||||||||||
6,075 | Glendale, AZ Indl Dev Auth John C Lincoln Hlth Rfdg, Ser B |
5.000 | 12/01/37 | 3,744,691 | ||||||||||||
3,050 | Glendale, AZ Indl Dev Auth Rfdg |
5.000 | 12/01/35 | 1,902,895 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Arizona (continued) |
||||||||||||||||
$ | 3,000 | Goodyear, AZ McDowell Rd Coml Corridor Impt Dist Impt (AMBAC Insd) |
5.250 | % | 01/01/32 | $ | 2,518,530 | |||||||||
3,400 | Pima Cnty, AZ Indl Dev Auth Wtr & Wastewtr Rev Global Wtr Resh LLC Proj (AMT) |
6.550 | 12/01/37 | 2,311,694 | ||||||||||||
3,145 | Salt Riv Proj AZ Agric Impt & Pwr Dist Elec Sys Rev, Ser A |
5.000 | 01/01/28 | 3,189,093 | ||||||||||||
8,500 | University of AZ Med Ctr Corp |
5.000 | 07/01/35 | 6,127,905 | ||||||||||||
26,449,412 | ||||||||||||||||
California 20.8% |
||||||||||||||||
1,300 | Anaheim, CA Pub Fin Auth Lease Rev Pub Impt Proj, Ser C (FSA Insd) |
6.000 | 09/01/16 | 1,550,172 | ||||||||||||
6,000 | Bay Area Toll Auth CA Toll Brdg Rev San Francisco Bay Area, Ser F1 |
5.000 | 04/01/39 | 5,721,360 | ||||||||||||
1,250 | Beverly Hills, CA Uni Sch Dist Cap Apprec 2008 Election (b) |
* | 08/01/28 | 402,937 | ||||||||||||
1,000 | California Cnty, CA Tob Agy Tob Sec Sonoma Cnty Corp Rfdg |
5.250 | 06/01/45 | 548,200 | ||||||||||||
3,000 | California Hsg Fin Agy Rev Amt Home Mtg, Ser G (AMT) (a) |
4.950 | 08/01/23 | 2,636,820 | ||||||||||||
2,000 | California Hsg Fin Agy Rev Amt Home Mtg, Ser G (AMT) (a) |
5.050 | 02/01/29 | 1,618,540 | ||||||||||||
7,300 | California Hsg Fin Agy Rev Amt Home Mtg, Ser I (AMT) (a) |
4.800 | 08/01/36 | 5,312,685 | ||||||||||||
4,800 | California Hsg Fin Agy Rev Home Mortgage, Ser K (AMT) (a) |
5.300 | 08/01/23 | 4,508,592 | ||||||||||||
5,500 | California Hsg Fin Agy Rev Home Mortgage, Ser K (AMT) (a) |
5.450 | 08/01/28 | 4,900,170 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
California (continued) |
||||||||||||||||
$ | 1,500 | California Pollutn Ctl Fin Auth Solid Waste Disp Rev Waste Mgmt Inc Proj, Ser B (AMT) |
5.000 | % | 07/01/27 | $ | 1,060,485 | |||||||||
695 | California St (AMBAC Insd) |
5.125 | 10/01/27 | 694,965 | ||||||||||||
1,000 | California St Dept Wtr Res Wtr Ctl Wtr Sys, Ser X (FGIC Insd) (Prerefunded @ 12/01/12) |
5.000 | 12/01/29 | 992,510 | ||||||||||||
1,500 | California St Dept Wtr Res Wtr Cent Vy Proj, Ser AE (a) |
5.000 | 12/01/25 | 1,563,548 | ||||||||||||
1,500 | California St Dept Wtr Res Wtr Cent Vy Proj, Ser AE (a) |
5.000 | 12/01/26 | 1,550,798 | ||||||||||||
875 | California St Dept Wtr Res Wtr Cent Vy Proj, Ser AE (a) |
5.000 | 12/01/27 | 893,939 | ||||||||||||
2,675 | California St Dept Wtr Res Wtr Cent Vy Proj, Ser AE (a) |
5.000 | 12/01/28 | 2,757,120 | ||||||||||||
5,000 | California St Univ Rev & Co Systemwide, Ser A (AMBAC Insd) |
5.000 | 11/01/33 | 4,606,650 | ||||||||||||
9,150 | California St Veterans, Ser CD (AMT) (a) |
4.600 | 12/01/32 | 6,582,602 | ||||||||||||
9,015 | California Statewide Cmnty Dev Auth Rev Daughters of Charity Hlth, Ser A |
5.250 | 07/01/30 | 5,861,823 | ||||||||||||
1,500 | California Statewide Cmnty Dev Auth Rev Front Porch Cmnty & Svc, Ser A (c) |
5.125 | 04/01/37 | 907,560 | ||||||||||||
2,700 | California Statewide Cmnty Dev Auth Rev Hlth Fac Adventist Hlth, Ser A |
5.000 | 03/01/30 | 2,229,093 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
California (continued) |
||||||||||||||||
$ | 3,750 | California Statewide Cmnty Dev Auth Rev Hlth Fac Adventist Hlth, Ser A |
5.000 | % | 03/01/35 | $ | 2,963,025 | |||||||||
3,360 | California Statewide Cmnty Dev Auth Rev Sutter Hlth, Ser A |
5.000 | 11/15/43 | 2,736,451 | ||||||||||||
595 | Daly City, CA Hsg Dev Fin Agy Mobile Home Pk Rev Third Tier Franciscan Rfdg, Ser C |
6.500 | 12/15/47 | 396,353 | ||||||||||||
1,750 | Florin, CA Res Consv Dist Cap Impt Elk Grove Wtr Svc, Ser A (MBIA Insd) |
5.000 | 09/01/33 | 1,407,998 | ||||||||||||
3,000 | Florin, CA Res Consv Dist Cap Impt Elk Grove Wtr Svc, Ser B (MBIA Insd) |
5.000 | 03/01/33 | 2,418,630 | ||||||||||||
2,000 | Foothill/Eastern Corridor Agy CA Toll Rd Rev Cap Apprec Rfdg (MBIA Insd) |
* | 01/15/17 | 1,036,280 | ||||||||||||
10,750 | Foothill/Eastern Corridor Agy CA Toll Rd Rev Sr Lien, Ser A (d) |
* | 01/01/23 | 6,143,733 | ||||||||||||
3,000 | Fremont, CA Uni Sch Dist, Ser A (MBIA Insd) |
5.000 | 08/01/25 | 3,015,600 | ||||||||||||
11,840 | Golden St Tob Sec Corp CA Tob Settlement Rev Asset Bkd Sr, Ser A-1 |
5.750 | 06/01/47 | 7,151,952 | ||||||||||||
5,000 | Golden St Tob Sec Corp CA Tob Settlement Rev Enhanced, Ser A |
5.000 | 06/01/45 | 3,781,900 | ||||||||||||
1,000 | Hesperia, CA Pub Fin Auth Rev Redev & Hsg Proj, Ser A (Syncora Gtd) |
5.000 | 09/01/37 | 784,780 | ||||||||||||
4,000 | Los Angeles, CA Dept Wtr & Pwr, Ser A (MBIA Insd) |
5.125 | 07/01/40 | 3,881,360 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
California (continued) |
||||||||||||||||
$ | 2,000 | Los Angeles, CA Wtr & Pwr Rev Pwr Sys, Ser B (FSA Insd) |
5.000 | % | 07/01/28 | $ | 2,002,280 | |||||||||
1,500 | Metropolitan Wtr Dist Southn CA Wtrwks Rev Auth, Ser B1 (MBIA Insd) |
5.000 | 10/01/33 | 1,481,040 | ||||||||||||
2,500 | Metropolitan Wtr Dist Southn CA Wtrwks Rev Auth, Ser A |
5.000 | 01/01/34 | 2,478,775 | ||||||||||||
700 | Morongo Band of Mission Indians CA Enterprise Rev Indians Enterprise Casino, Ser B (c) |
5.500 | 03/01/18 | 579,523 | ||||||||||||
3,500 | Palm Springs, CA Fin Auth Lease Rev Convention Ctr Proj, Ser A (MBIA Insd) |
5.500 | 11/01/35 | 3,152,205 | ||||||||||||
1,000 | Palomar Pomerado Hlthcare Dist CA Ctf Partn, Ser B (FSA Insd) (e) (f) |
2.490 | 11/01/36 | 1,000,000 | ||||||||||||
975 | Palomar Pomerado Hlthcare Dist CA Ctf Partn, Ser C (FSA Insd) (e) (f) |
1.000 | 11/01/36 | 975,000 | ||||||||||||
3,400 | Quechan Indian Tribe Ft Yuma Indian Reservation CA & Govt Proj |
7.000 | 12/01/27 | 2,550,408 | ||||||||||||
2,400 | Rancho Mirage, CA Jt Pwr Fin Auth Rev Eisenhower Med Ctr, Ser A |
5.000 | 07/01/47 | 1,847,544 | ||||||||||||
1,850 | San Francisco, CA City & Cnty Arpt Commn Intl Arpt Rfdg 2nd, Ser A-4 (AMT) (f) |
6.500 | 05/01/19 | 1,934,379 | ||||||||||||
1,000 | Santa Clara Cnty, CA Brd Ed Ctf Partn Rfdg (MBIA Insd) |
5.000 | 04/01/25 | 986,840 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
California (continued) |
||||||||||||||||
$ | 3,000 | Temecula, CA Redev Agy Tax Temecula Redev Proj No 1 (MBIA Insd) |
5.250 | % | 08/01/36 | $ | 2,594,280 | |||||||||
4,700 | Tobacco Sec Auth Northn CA Tob Settlement Rev, Ser A-1 |
5.375 | 06/01/38 | 2,724,966 | ||||||||||||
3,550 | Tobacco Sec Auth Northn CA Tob Settlement Rev, Ser A-1 |
5.500 | 06/01/45 | 2,033,582 | ||||||||||||
3,800 | Tobacco Sec Auth Southn CA Tob Settlement, Ser A-1 |
5.000 | 06/01/37 | 2,088,442 | ||||||||||||
9,650 | Tobacco Sec Auth Southn CA Tob Settlement, Ser A-1 |
5.125 | 06/01/46 | 5,158,215 | ||||||||||||
1,600 | Turlock, CA Hlth Fac Rev Emanuel Med Ctr Inc |
5.375 | 10/15/34 | 977,680 | ||||||||||||
127,183,790 | ||||||||||||||||
Colorado 3.4% |
||||||||||||||||
2,000 | Aurora, CO Ctf Partn (AMBAC Insd) (Prerefunded @ 12/01/10) |
5.500 | 12/01/30 | 2,168,320 | ||||||||||||
3,405 | Colorado Ed & Cultural Fac Auth Rev Impt Charter Sch Rfdg (Syncora Gtd) |
5.250 | 12/01/23 | 3,449,674 | ||||||||||||
800 | Colorado Hlth Fac Auth Hlth & Residential Care Fac Volunteers of Amer Care, Ser A |
5.250 | 07/01/27 | 463,896 | ||||||||||||
600 | Colorado Hlth Fac Auth Hlth & Residential Care Fac Volunteers of Amer Care, Ser A |
5.300 | 07/01/37 | 318,228 | ||||||||||||
7,300 | Colorado Hlth Fac Auth Rev Catholic Hlth, Ser 2999 (FSA Insd) (a) |
5.000 | 09/01/36 | 6,356,694 | ||||||||||||
1,125 | Colorado Hlth Fac Auth Rev Hosp Portercare Adventist Hlth (Prerefunded @ 11/15/11) |
6.500 | 11/15/31 | 1,294,211 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Colorado (continued) |
||||||||||||||||
$ | 1,400 | Colorado Hlth Fac Auth Rev Poudre Vly CO Hlth Fac Auth Hosp, Ser A (FSA Insd) |
5.200 | % | 03/01/31 | $ | 1,243,494 | |||||||||
1,805 | Lakewood, CO Ctf Part (AMBAC Insd) (Prerefunded @ 12/01/10) |
5.300 | 12/01/16 | 1,951,386 | ||||||||||||
985 | Montezuma Cnty, CO Hosp Dist Hlth Fac Enterprise Hosp Rfdg (h) |
5.900 | 10/01/37 | 606,533 | ||||||||||||
1,200 | North Range, CO Met Dist No 2 Ltd Tax |
5.500 | 12/15/37 | 609,384 | ||||||||||||
2,050 | Salida, CO Hosp Dist Rev |
5.250 | 10/01/36 | 1,020,244 | ||||||||||||
1,500 | University of CO Hosp Auth Rev, Ser A |
5.250 | 11/15/39 | 1,112,670 | ||||||||||||
20,594,734 | ||||||||||||||||
Connecticut 1.9% |
||||||||||||||||
7,500 | Connecticut St Hsg Fin Auth Hsg Mtg Fin Pg Sub, Ser B-2 (AMT) |
5.100 | 05/15/38 | 6,373,350 | ||||||||||||
3,580 | Connecticut St Spl Oblig Pkg Rev Bradley Intl Arpt, Ser A (ACA Insd) (AMT) |
6.600 | 07/01/24 | 2,681,921 | ||||||||||||
1,000 | Hartford, CT Pkg Sys Rev, Ser A (Prerefunded @ 7/01/10) |
6.500 | 07/01/25 | 1,080,060 | ||||||||||||
1,925 | Mashantucket Western Pequot Tribe CT 2006 Sub Spl Rev Bd, Ser A (c) |
5.500 | 09/01/36 | 1,159,562 | ||||||||||||
11,294,893 | ||||||||||||||||
District of Columbia 2.1% |
||||||||||||||||
1,150 | District Columbia Wtr & Swr Auth Pub Util Rev Rfdg Sub Lien, Ser A (AGL Insd) (a) |
5.000 | 10/01/29 | 1,136,798 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
District of Columbia (continued) |
||||||||||||||||
$ | 2,350 | District Columbia Wtr & Swr Auth Pub Util Rev Rfdg Sub Lien, Ser A (AGL Insd) (a) |
5.000 | % | 10/01/34 | $ | 2,264,354 | |||||||||
6,000 | District Columbia Wtr & Swr Auth Pub Util Rev Sub Lien, Ser A (FSA Insd) |
5.500 | 10/01/41 | 6,061,320 | ||||||||||||
2,000 | District of Columbia Rev Friendship Pub Charter Sch Inc (ACA Insd) |
5.750 | 06/01/18 | 1,621,720 | ||||||||||||
5 | District of Columbia, Ser E (FSA Insd) |
6.000 | 06/01/13 | 5,020 | ||||||||||||
2,000 | Metropolitan Washington DC Arpt Auth Sys, Ser A (MBIA Insd) (AMT) |
5.250 | 10/01/32 | 1,676,600 | ||||||||||||
12,765,812 | ||||||||||||||||
Florida 35.9% |
||||||||||||||||
1,000 | Alachua Cnty, FL Indl Dev Rev North FL Retirement Vlg |
5.250 | 11/15/17 | 782,550 | ||||||||||||
1,000 | Alachua Cnty, FL Indl Dev Rev North FL Retirement Vlg |
5.875 | 11/15/36 | 597,150 | ||||||||||||
500 | Alachua Cnty, FL Indl Dev Rev North FL Retirement Vlg |
5.875 | 11/15/42 | 292,025 | ||||||||||||
340 | Beacon Lakes, FL Cmnty Dev FL Spl Assmt, Ser A |
6.000 | 05/01/38 | 208,495 | ||||||||||||
250 | Beacon Lakes, FL Cmnty Dev FL Spl Assmt Sub, Ser B |
6.200 | 05/01/38 | 150,437 | ||||||||||||
4,960 | Brevard Cnty, FL Hlth Fac Auth Hlthcare Fac Rev Hlth First Inc Proj |
5.000 | 04/01/34 | 3,486,235 | ||||||||||||
1,780 | Brevard Cnty, FL Hlth Fac Auth Residential Care Fac Rev Buena Vida Estates Inc |
6.750 | 01/01/37 | 1,246,000 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 1,000 | Broward Cnty, FL Hsg Fin Auth Multi-Family Hsg Rev Pembroke Pk Apts Proj (AMT) |
5.650 | % | 10/01/28 | $ | 933,590 | |||||||||
1,000 | Broward Cnty, FL Sch Brd Ctf Partn, Ser A (FSA Insd) |
5.000 | 07/01/22 | 1,012,170 | ||||||||||||
1,500 | Capital Tr Agy FL Rev Ft Lauderdale Proj (AMT) |
5.750 | 01/01/32 | 978,315 | ||||||||||||
995 | Cross Creek Cmnty Dev Dist FL Spl Assmt Rev Cross Creek Comm Dev, Ser B |
5.500 | 05/01/17 | 461,580 | ||||||||||||
625 | Escambia Cnty, FL Hlth Fac Auth Rev (AMBAC Insd) |
5.950 | 07/01/20 | 655,506 | ||||||||||||
1,250 | Florida Agric & Mechanical Univ Rev Student Apt Fac (MBIA Insd) |
6.500 | 07/01/23 | 1,254,650 | ||||||||||||
250 | Florida Hsg
Fin Agy Homeownership Mtg, Ser B (AMT) |
8.595 | 11/01/18 | 282,542 | ||||||||||||
2,750 | Florida Hsg Fin Agy Hsg Willow Lake Apts, Ser J-1 (AMBAC Insd) (AMT) |
5.350 | 07/01/27 | 2,587,227 | ||||||||||||
405 | Florida Hsg Fin Corp Rev Homeowner Mtg, Ser 4 (FSA Insd) (AMT) |
6.250 | 07/01/22 | 418,535 | ||||||||||||
1,000 | Florida Hsg Fin Corp Rev Hsg Wentworth II Apts, Ser A (AMBAC Insd) (AMT) |
5.375 | 11/01/29 | 922,930 | ||||||||||||
8,475 | Florida Ports Fin Comm Rev St Trans Tr Fd Intermodal Pgm (MBIA Insd) (AMT) |
5.500 | 10/01/29 | 7,396,217 | ||||||||||||
2,000 | Florida Ports Fin Comm Rev St Trans Tr Fd (MBIA Insd) (AMT) |
5.375 | 06/01/27 | 1,760,780 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 15,000 | Florida St Brd Ed Pub Ed Cap Outlay, Ser D (a) |
4.750 | % | 06/01/35 | $ | 13,657,050 | |||||||||
12,775 | Florida St Brd of Ed Cap Outlay Pub Ed Rfdg, Ser D |
5.750 | 06/01/22 | 13,307,590 | ||||||||||||
4,500 | Florida St Brd of Ed Cap Outlay Pub Ed, Ser C (FGIC Insd) (Prerefunded @ 6/01/10) |
5.750 | 06/01/29 | 4,847,985 | ||||||||||||
2,000 | Florida St Brd of Ed Lottery Rev, Ser A (MBIA Insd) |
5.250 | 07/01/17 | 2,065,060 | ||||||||||||
1,000 | Florida St Brd of Ed Lottery Rev, Ser A (FGIC Insd) (Prerefunded @ 7/01/10) |
6.000 | 07/01/14 | 1,084,550 | ||||||||||||
1,000 | Florida St Brd of Ed Rev FL St Univ Hsg Fac, Ser A (MBIA Insd) |
5.000 | 05/01/29 | 954,570 | ||||||||||||
7,295 | Florida St Dept Trans Tpk Rev, Ser A (a) |
5.000 | 07/01/29 | 7,130,534 | ||||||||||||
1,500 | Florida St Div Bd Fin Dept Gen Svc Rev Dept Envrnmtl Preservtn 2000, Ser A (AMBAC Insd) |
5.000 | 07/01/11 | 1,503,915 | ||||||||||||
2,000 | Florida St Div Bd Fin Dept Gen Svc Rev Dept Envrnmtl Preservtn 2000, Ser A (MBIA Insd) |
5.250 | 07/01/12 | 2,047,220 | ||||||||||||
1,910 | Florida St Tpk Auth Tpk Rev Dept Trans Rfdg, Ser A (a) |
5.000 | 07/01/26 | 1,911,986 | ||||||||||||
1,935 | Florida St Tpk Auth Tpk Rev Dept Trans Rfdg, Ser A (a) |
5.000 | 07/01/27 | 1,918,852 | ||||||||||||
2,100 | Florida St Tpk Auth Tpk Rev Dept Trans Rfdg, Ser A (a) |
5.000 | 07/01/28 | 2,059,040 | ||||||||||||
2,500 | Florida St Tpk Auth Tpk Rev Dept Trans Rfdg, Ser A (a) |
5.000 | 07/01/32 | 2,366,325 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 1,475 | Florida St Tpk Auth Tpk Rev Dept Trans, Ser B |
5.000 | % | 07/01/30 | $ | 1,416,856 | |||||||||
1,635 | Fort Myers, FL Util Rev Rfdg, Ser A (MBIA Insd) |
5.500 | 10/01/24 | 1,651,007 | ||||||||||||
365 | Gainesville, FL Util Sys Rev (d) |
8.125 | 10/01/14 | 430,069 | ||||||||||||
1,000 | Gramercy Farms Cmnty Dev Dist FL Spl Assmt, Ser B (h) |
5.100 | 05/01/14 | 506,910 | ||||||||||||
500 | Gulf Breeze, FL Rev Loc Govt (FGIC Insd) (f) |
5.650 | 12/01/20 | 510,070 | ||||||||||||
730 | Gulf Breeze, FL Rev Loc Govt (FGIC Insd) (f) |
5.750 | 12/01/20 | 738,621 | ||||||||||||
1,000 | Gulf Breeze, FL Rev Loc Govt (FGIC Insd) (f) |
5.800 | 12/01/20 | 1,040,980 | ||||||||||||
2,610 | Halifax Hosp Med Ctr FL Hosp Rev Impt Rfdg, Ser A |
5.250 | 06/01/26 | 2,016,825 | ||||||||||||
1,285 | Highlands, FL Cmnty Dev Dist Spl Assmt |
5.550 | 05/01/36 | 682,181 | ||||||||||||
750 | Hillsborough Cnty, FL Assmt Rev Capacity Assmt Spl (FSA Insd) |
5.000 | 03/01/15 | 783,480 | ||||||||||||
750 | Hillsborough Cnty, FL Assmt Rev Capacity Assmt Spl (FSA Insd) |
5.000 | 09/01/15 | 782,940 | ||||||||||||
1,450 | Hillsborough Cnty, FL Aviation Auth Rev, Ser A (AGL Insd) (AMT) (a) |
5.375 | 10/01/33 | 1,233,443 | ||||||||||||
3,260 | Hillsborough Cnty, FL Aviation Auth Rev, Ser A (AGL Insd) (AMT) (a) |
5.500 | 10/01/38 | 2,788,099 | ||||||||||||
14,150 | Hillsborough Cnty, FL Indl Dev Auth Hosp Rev Tampa Gen Hosp Proj |
5.250 | 10/01/41 | 10,188,142 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 1,100 | Hillsborough Cnty, FL Indl Dev Auth Pollutn Ctl Rev |
||||||||||||||
Hillsborough Cnty IDA Rfdg
(AMBAC Insd) (f) |
5.000 | % | 12/01/34 | $ | 1,112,771 | |||||||||||
1,225 | Hillsborough Cnty, FL Indl Dev Auth Pollutn Ctl Rev Tampa Elec, Ser B (f) |
5.150 | 09/01/25 | 1,213,767 | ||||||||||||
900 | Hillsborough Cnty, FL Indl Dev Tampa Gen Hosp Proj, Ser B |
5.250 | 10/01/28 | 719,595 | ||||||||||||
600 | Hillsborough Cnty, FL Indl Dev Tampa Gen Hosp Proj, Ser B |
5.250 | 10/01/34 | 449,034 | ||||||||||||
2,745 | Hillsborough Cnty, FL Port Dist Rev Tampa Port Auth Proj, Ser A (MBIA Insd) (AMT) |
5.375 | 06/01/27 | 2,416,671 | ||||||||||||
10,000 | Hillsborough Cnty, FL Solid Waste & Res Recovery Rev, Ser A (BHAC Insd) (AMT) |
4.500 | 09/01/34 | 7,366,800 | ||||||||||||
1,380 | Hollywood, FL Cmnty Redev Agy Beach Cra |
5.625 | 03/01/24 | 1,108,568 | ||||||||||||
1,500 | Jacksonville, FL Econ Dev Commn Indl Dev Rev Metro Pkg Solutions Proj (ACA Insd) (AMT) |
5.500 | 10/01/30 | 1,071,915 | ||||||||||||
7,000 | Lakeland, FL Elec & Wtr Rev (d) |
* | 10/01/13 | 6,355,300 | ||||||||||||
2,230 | Lakeland, FL Elec & Wtr Rev (d) |
5.750 | 10/01/19 | 2,500,878 | ||||||||||||
5,105 | Lakeland, FL Hosp Sys Rev Lakeland Regl Hlth Sys Rfdg |
5.000 | 11/15/25 | 4,098,805 | ||||||||||||
1,000 | Lee Cnty, FL Arpt Rev, Ser A (FSA Insd) (AMT) |
5.750 | 10/01/22 | 969,110 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 1,170 | Lee Cnty, FL Hsg Fin Auth Single Family Mtg Rev Multi-Cnty Pgm, Ser A (GNMA Collateralized) (AMT) |
5.000 | % | 03/01/39 | $ | 968,573 | |||||||||
2,400 | Lee Cnty, FL Indl Dev Auth Hlthcare Fac Rev Shell PT/Alliance Oblig Group |
5.125 | 11/15/36 | 1,290,600 | ||||||||||||
1,000 | Lee Cnty, FL Indl Dev Auth Indl Dev Rev Lee Charter Fndtn, Ser A |
5.375 | 06/15/37 | 550,210 | ||||||||||||
1,000 | Leesburg, FL Hosp Rev Leesburg Regl Med Ctr Proj |
5.500 | 07/01/32 | 707,680 | ||||||||||||
1,025 | Main Str Cmnty Dev Dist FL Cap Impt Rev, Ser A (Acquired 02/19/08, Cost $1,025,000) (g) |
6.800 | 05/01/38 | 639,569 | ||||||||||||
650 | Main Str Cmnty Dev Dist FL Cap Impt Rev, Ser B (Acquired 02/19/08, Cost $650,000) (g) |
6.900 | 05/01/17 | 509,626 | ||||||||||||
3,500 | Marion Cnty, FL Hosp Dist Rev Hlth Sys Munroe Reg Impt & Rfdg |
5.000 | 10/01/34 | 2,526,230 | ||||||||||||
1,500 | Miami Beach, FL Stormwtr Rev (MBIA Insd) |
5.250 | 09/01/25 | 1,499,925 | ||||||||||||
1,460 | Miami Beach, FL Stormwtr Rev (MBIA Insd) |
5.750 | 09/01/14 | 1,546,067 | ||||||||||||
1,045 | Miami Beach, FL Stormwtr Rev (MBIA Insd) |
5.750 | 09/01/15 | 1,106,603 | ||||||||||||
3,200 | Miami-Dade Cnty, FL Aviation Rev Miami Intl Arpt (AGC Insd) (AMT) |
5.000 | 10/01/38 | 2,530,016 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 2,000 | Miami-Dade Cnty, FL Aviation Rev Miami Intl Arpt (AGC Insd) (AMT) |
5.375 | % | 10/01/27 | $ | 1,792,340 | |||||||||
4,720 | Miami-Dade Cnty, FL Aviation Rev Miami Intl Arpt (AGC Insd) (AMT) |
5.375 | 10/01/32 | 4,041,878 | ||||||||||||
870 | Miami-Dade Cnty, FL Aviation Rev Miami Intl Arpt, Ser B (MBIA Insd) |
5.450 | 10/01/15 | 911,864 | ||||||||||||
3,000 | Miami-Dade Cnty, FL Aviation Rev Miami Intl Arpt, Ser B (MBIA Insd) |
5.750 | 10/01/29 | 3,029,310 | ||||||||||||
2,000 | Miami-Dade Cnty, FL Aviation Rev, Ser A (FSA Insd) (AMT) |
5.000 | 10/01/33 | 1,610,600 | ||||||||||||
2,000 | Miami-Dade Cnty, FL Aviation, Ser A (FSA Insd) (AMT) |
5.125 | 10/01/35 | 1,625,540 | ||||||||||||
2,000 | Miami-Dade Cnty, FL Ed Fac Auth Rev, Ser A (AMBAC Insd) (Prerefunded @ 4/01/10) |
5.750 | 04/01/29 | 2,139,580 | ||||||||||||
940 | Midtown Miami, FL Cmnty Dev FL Spl Assmt Rev, Ser A |
6.000 | 05/01/24 | 659,184 | ||||||||||||
4,250 | North Broward, FL Hosp Dist Rev Impt (Prerefunded @ 1/15/11) |
6.000 | 01/15/31 | 4,650,520 | ||||||||||||
1,000 | Orange Cnty, FL Cap Rev Impt & Rfdg (AMBAC Insd) |
* | 10/01/12 | 892,290 | ||||||||||||
1,000 | Orange Cnty, FL Cap Rev Impt & Rfdg (AMBAC Insd) |
* | 10/01/13 | 858,670 | ||||||||||||
980 | Orange Cnty, FL Hlth Fac Auth Hosp Hlthcare, Ser E |
6.000 | 10/01/26 | 903,276 | ||||||||||||
20 | Orange Cnty, FL Hlth Fac Auth Hosp Hlthcare, Ser E (Prerefunded @ 10/01/09) |
6.000 | 10/01/26 | 20,917 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 2,475 | Orange Cnty, FL Hlth Fac Auth Rev First Mtg Orlando Lutheran Tower |
5.500 | % | 07/01/32 | $ | 1,492,994 | |||||||||
1,000 | Orange Cnty, FL Hlth Fac Auth Rev Hosp Orlando Regl Hlthcare, Ser B |
5.125 | 11/15/39 | 731,380 | ||||||||||||
1,000 | Orange Cnty, FL Hsg Fin Auth Multi-Family Rev Mtg Hands Inc Proj, Ser A (Acquired 06/19/95, Cost $1,000,000) (f) (g) |
7.000 | 10/01/25 | 1,039,230 | ||||||||||||
2,000 | Orange Cnty, FL Tourist Dev Tax Rev (AMBAC Insd) (Prerefunded @ 10/01/09) |
5.500 | 10/01/31 | 2,064,600 | ||||||||||||
1,500 | Orlando & Orange Cnty Expwy Auth FL Expwy Rev Jr Lien (MBIA Insd) |
5.000 | 07/01/28 | 1,447,530 | ||||||||||||
890 | Overoaks, FL Cmnty Dev Dist Cap Impt Rev, Ser A |
6.125 | 05/01/35 | 519,831 | ||||||||||||
1,650 | Palm Beach Cnty, FL Hlth Fac Auth Rev Wtrford Proj |
5.875 | 11/15/37 | 1,184,552 | ||||||||||||
1,000 | Palm Beach Cnty, FL Sch Brd Ctf Partn, Ser A (FGIC Insd) (Prerefunded @ 8/01/10) |
5.875 | 08/01/21 | 1,084,770 | ||||||||||||
765 | Pembroke Pines, FL Cons Util Sys Rev (FGIC Insd) (d) |
6.250 | 09/01/11 | 825,886 | ||||||||||||
1,500 | Pensacola, FL Arpt Rev Rfdg, Ser A (MBIA Insd) (AMT) |
6.000 | 10/01/12 | 1,531,740 | ||||||||||||
1,565 | Pensacola, FL Arpt Rev Rfdg, Ser A (MBIA Insd) (AMT) |
6.125 | 10/01/18 | 1,580,212 | ||||||||||||
500 | Polk Cnty, FL Sch Brd Ctf Partn Master Lease, Ser A (FSA Insd) |
5.500 | 01/01/25 | 505,745 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 2,000 | Port Saint Lucie, FL Spl Assmt Rev Southwest Annexation Dist, Ser 1-B (MBIA Insd) |
5.000 | % | 07/01/33 | $ | 1,538,780 | |||||||||
4,675 | Putnam Cnty, FL Dev Auth Pollutn Ctl Rev Rfdg Seminole Proj, Ser A (AMBAC Insd) (f) |
5.350 | 03/15/42 | 4,822,590 | ||||||||||||
890 | Reunion East Cmnty Dev Dist FL Spl Assmt |
5.800 | 05/01/36 | 447,412 | ||||||||||||
1,000 | Saint Johns Cnty, FL Indl Dev Auth Hlthcare Glenmoor Proj, Ser A |
5.250 | 01/01/26 | 617,480 | ||||||||||||
1,500 | Saint Johns Cnty, FL Indl Dev Auth Hlthcare Glenmoor Proj, Ser A |
5.375 | 01/01/40 | 815,340 | ||||||||||||
2,000 | Saint Lucie Cnty, FL Sch Brd Ctf, Ser A (FSA Insd) |
5.000 | 07/01/21 | 2,051,680 | ||||||||||||
750 | Saint Lucie Cnty, FL Sch Brd Ctf, Ser A (FSA Insd) |
5.000 | 07/01/23 | 759,840 | ||||||||||||
600 | Seminole Tribe, FL Spl Oblig Rev, Ser A (c) |
5.250 | 10/01/27 | 398,406 | ||||||||||||
1,430 | Seven Oaks, FL Cmnty Dev Dist II Spl Assmt Rev, Ser A |
5.875 | 05/01/35 | 746,074 | ||||||||||||
1,000 | South Lake Cnty Hosp Dist FL South Lake Hosp Inc |
6.375 | 10/01/28 | 854,620 | ||||||||||||
1,335 | South Miami, FL Hlth Fac Auth Hosp Rev Baptist Hlth South FL Group |
5.000 | 08/15/37 | 1,048,562 | ||||||||||||
2,845 | South Vlg Cmnty Dev Dist FL Cap Impt Rev, Ser A |
5.700 | 05/01/35 | 1,603,499 | ||||||||||||
500 | Split Pine Cmnty Dev Dist FL Spl Assmt, Ser A |
5.250 | 05/01/39 | 255,240 | ||||||||||||
1,250 | Sterling Hill Cmnty Dev Dist FL Cap Impt Rev, Ser A |
6.200 | 05/01/35 | 954,325 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Florida (continued) |
||||||||||||||||
$ | 1,000 | Tallahassee, FL Hlth Fac Rev Tallahassee Mem Hlthcare Proj |
6.375 | % | 12/01/30 | $ | 821,440 | |||||||||
1,000 | Tallahassee, FL Lease Rev FL St Univ Proj, Ser A (MBIA Insd) |
5.500 | 08/01/17 | 1,062,050 | ||||||||||||
1,115 | Tallahassee, FL Lease Rev FL St Univ Proj, Ser A (MBIA Insd) |
5.500 | 08/01/19 | 1,170,204 | ||||||||||||
300 | Tolomato Cmnty, FL Dev Dist Spl Assmt |
6.550 | 05/01/27 | 204,783 | ||||||||||||
3,170 | Tolomato Cmnty, FL Dev Dist Spl Assmt |
6.650 | 05/01/40 | 2,001,411 | ||||||||||||
3,500 | Village Ctr Cmnty Dev Dist FL Recreational Rev, Ser A (MBIA Insd) |
5.125 | 11/01/36 | 2,904,125 | ||||||||||||
1,000 | Village Ctr Cmnty Dev Dist FL Recreational Rev, Ser A (MBIA Insd) |
5.200 | 11/01/25 | 976,970 | ||||||||||||
1,000 | Village Ctr Cmnty Dev Dist FL Util Rev (FGIC Insd) (d) |
6.000 | 11/01/18 | 1,246,620 | ||||||||||||
2,000 | Village Ctr Cmnty Dev Dist FL Util Rev (MBIA Insd) |
5.250 | 10/01/23 | 2,041,080 | ||||||||||||
1,000 | Volusia Cnty, FL Ed Fac Auth Rev Ed Fac Embry Riddle Aero, Ser A |
5.750 | 10/15/29 | 827,790 | ||||||||||||
3,000 | West Orange Hlthcare Dist FL, Ser A |
5.800 | 02/01/31 | 2,523,750 | ||||||||||||
820 | West Palm Beach, FL Cmnty Redev Agy Northwood - Pleasant Cmnty Redev, Ser A |
5.000 | 03/01/35 | 563,537 | ||||||||||||
750 | World Comm Cmnty Dev Dist FL Spl Assmt |
5.500 | 05/01/38 | 310,590 | ||||||||||||
219,022,184 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Georgia 3.9% |
||||||||||||||||
$ | 5,250 | Atlanta, GA Arpt Passenger Fac Charge Rev Gen Sub Lien, Ser C (FSA Insd) (a) |
5.000 | % | 01/01/33 | $ | 5,037,743 | |||||||||
625 | Atlanta, GA Arpt Passenger Fac Charge Rev Gen Sub Lien, Ser C (FSA Insd) |
5.000 | 01/01/33 | 599,719 | ||||||||||||
1,421 | Fulton Cnty, GA Lease Rev (Acquired 12/23/94, Cost $1,420,926) (g) |
7.250 | 06/15/10 | 1,459,021 | ||||||||||||
1,500 | George L Smith II GA World Congress Cent Auth Rev Domed Stadium Proj Rfdg (MBIA Insd) (AMT) |
5.500 | 07/01/20 | 1,445,145 | ||||||||||||
2,635 | Georgia Muni Elec Auth Pwr Rev, Ser A (MBIA Insd) |
6.500 | 01/01/20 | 3,408,373 | ||||||||||||
5,815 | Georgia Muni Elec Auth Pwr Rev, Ser Y (MBIA Insd) |
6.500 | 01/01/17 | 6,817,444 | ||||||||||||
85 | Georgia Muni Elec Auth Pwr Rev, Ser Y (MBIA Insd) (Prerefunded @ 1/01/14) |
6.500 | 01/01/17 | 104,468 | ||||||||||||
2,400 | Putnam Cnty, GA Dev Auth Pollutn Ctl Rev GA Pwr Co, Ser 1 |
5.100 | 06/01/23 | 2,402,616 | ||||||||||||
800 | Royston, GA Hosp Auth Hosp Rev Ctf Hlthcare Sys Inc |
6.700 | 07/01/16 | 707,832 | ||||||||||||
2,500 | Royston, GA Hosp Auth Hosp Rev Ctf Hlthcare Sys Inc Rfdg |
6.500 | 07/01/27 | 1,852,250 | ||||||||||||
23,834,611 | ||||||||||||||||
Idaho 0.6% |
||||||||||||||||
1,000 | Idaho Hlth Fac Auth Rev Saint Lukes Hlth Sys Proj, Ser A |
6.500 | 11/01/23 | 1,067,980 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Idaho (continued) |
||||||||||||||||
$ | 1,500 | Idaho Hlth Fac Auth Rev Saint Lukes Hlth Sys Proj, Ser A |
6.750 | % | 11/01/37 | $ | 1,532,550 | |||||||||
1,305 | Idaho Hlth Fac Auth Rev Vly Vista Care Corp Rfdg (h) |
6.125 | 11/15/27 | 899,406 | ||||||||||||
3,499,936 | ||||||||||||||||
Illinois 12.8% |
||||||||||||||||
1,910 | Bartlett, IL Tax Increment Rev Quarry Redev Proj Rfdg |
5.600 | 01/01/23 | 1,422,893 | ||||||||||||
11,675 | Chicago, IL Brd Ed Rfdg, Ser C (FSA Insd) (a) |
5.000 | 12/01/27 | 11,773,654 | ||||||||||||
2,000 | Chicago, IL Brd of Ed (FGIC Insd) (Prerefunded @ 12/01/10) |
5.500 | 12/01/31 | 2,169,480 | ||||||||||||
4,400 | Chicago, IL OHare Intl Arpt Rev Gen Arpt Third Lien (AGC Insd) (a) |
5.250 | 01/01/24 | 4,557,146 | ||||||||||||
11,500 | Chicago, IL OHare Intl Arpt Rev Gen Arpt Third Lien (AGC Insd) (a) |
5.250 | 01/01/25 | 11,821,655 | ||||||||||||
1,000 | Chicago, IL OHare Intl Arpt Rev Second Lien Passenger Fac, Ser B (AMBAC Insd) |
5.500 | 01/01/16 | 1,051,870 | ||||||||||||
2,000 | Chicago, IL OHare Intl Arpt Rev Second Lien Passenger Fac, Ser B (AMBAC Insd) |
5.500 | 01/01/17 | 2,094,940 | ||||||||||||
5,700 | Chicago, IL OHare Intl Arpt Rev, Ser A (FSA Insd) (a) |
5.000 | 01/01/33 | 5,352,044 | ||||||||||||
2,370 | Chicago, IL
Proj Rfdg, Ser A (MBIA Insd) (Prerefunded @ 1/01/11) |
5.000 | 01/01/31 | 2,568,985 | ||||||||||||
375 | Chicago, IL Proj Rfdg, Ser C (FGIC Insd) |
5.750 | 01/01/14 | 399,844 | ||||||||||||
375 | Chicago, IL Proj Rfdg, Ser C (FGIC Insd) |
5.750 | 01/01/15 | 399,844 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Illinois (continued) |
||||||||||||||||
$ | 1,000 | Chicago, IL Rfdg, Ser B (AMBAC Insd) |
5.125 | % | 01/01/15 | $ | 1,101,900 | |||||||||
3,500 | Chicago, IL, Ser A (AGL Insd) |
5.250 | 01/01/25 | 3,654,350 | ||||||||||||
1,130 | Chicago, IL Bal Proj Rfdg (MBIA Insd) (Prerefunded @ 1/01/11) |
5.000 | 01/01/31 | 1,110,756 | ||||||||||||
3,500 | Du Page Cnty, IL Fst Presv Dist |
* | 11/01/10 | 3,396,330 | ||||||||||||
2,310 | Illinois Dev Fin Auth Rev Adventist Hlth, Ser A (MBIA Insd) |
5.500 | 11/15/13 | 2,454,398 | ||||||||||||
2,500 | Illinois Dev Fin Auth Rev Adventist Hlth, Ser A (MBIA Insd) |
5.500 | 11/15/15 | 2,641,425 | ||||||||||||
1,860 | Illinois Fin Auth Hosp Rev Rfdg Kish Hlth Sys Oblig Group |
5.500 | 10/01/22 | 1,841,363 | ||||||||||||
400 | Illinois Fin Auth Rev Christian Homes Inc Rfdg, Ser A |
5.750 | 05/15/31 | 255,616 | ||||||||||||
1,000 | Illinois Fin Auth Rev IL Fin Auth Roosevelt Univ |
5.500 | 04/01/37 | 775,810 | ||||||||||||
2,000 | Illinois Fin Auth Rev IL Inst of Technology, Ser A |
5.000 | 04/01/31 | 1,415,100 | ||||||||||||
4,500 | Illinois Fin Auth Rev Osf Hlthcare Sys, Ser A |
5.750 | 11/15/37 | 3,676,680 | ||||||||||||
4,500 | Illinois Fin Auth Rev Sherman Hlth Sys 2007, Ser A |
5.500 | 08/01/37 | 3,122,325 | ||||||||||||
1,330 | Illinois Fin Auth Solid Waste Rev Disp Waste Mgmt Inc Proj (AMT) |
5.050 | 08/01/29 | 913,936 | ||||||||||||
1,250 | Illinois Hlth Fac Auth Rev Evangelical Hosp, Ser C (FSA Insd) |
6.750 | 04/15/17 | 1,552,112 | ||||||||||||
2,275 | Illinois Hlth Fac Auth Rev South Suburban Hosp (d) |
7.000 | 02/15/18 | 2,812,673 | ||||||||||||
285 | Illinois St (FGIC Insd) |
5.250 | 12/01/20 | 285,801 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Illinois (continued) |
||||||||||||||||
$ | 250 | Metropolitan Pier & Expo Auth IL Dedicated St Tax Rev McCormick Pl Expn Proj, Ser A (MBIA Insd) |
5.375 | % | 12/15/18 | $ | 258,658 | |||||||||
1,820 | University IL Univ Rev Auxiliary Fac Sys (MBIA Insd) |
4.500 | 04/01/36 | 1,594,429 | ||||||||||||
775 | Will-Kankakee Regl Dev Auth IL Multi-Family Hsg Rev Sr Estates Supportive Living (AMT) |
7.000 | 12/01/42 | 562,983 | ||||||||||||
1,500 | Yorkville, IL Utd City Spl Svc Area Spl Tax No 2006-113 Cannonball/Beecher |
5.750 | 03/01/28 | 916,230 | ||||||||||||
77,955,230 | ||||||||||||||||
Indiana 2.5% |
||||||||||||||||
1,300 | Indiana Hlth & Ed Fac Fin Auth Hosp Rev Cmnty Fndtn Northwest IN |
5.500 | 03/01/37 | 855,309 | ||||||||||||
5,593 | Indiana Hlth & Ed Fac Fin Auth Rev Ascension Hlth Sr Credit (a) |
5.000 | 11/15/36 | 4,857,621 | ||||||||||||
4,000 | Indiana Hlth Fac Fin Auth Rev Deaconess Hosp, Ser A (AMBAC Insd) |
5.375 | 03/01/34 | 3,173,280 | ||||||||||||
5,500 | Indiana St Hsg & Cmnty Dev Auth Single Family Mtg Rev, Ser D (GNMA Collateralized) (AMT) (a) |
4.625 | 07/01/38 | 4,126,128 | ||||||||||||
1,280 | North Adams, IN Cmnty Sch Renovation Bldg Corp Cap Apprec First Mtg (FSA Insd) |
* | 01/15/19 | 873,510 | ||||||||||||
1,500 | Petersburg, IN Pollutn Ctl Rev IN Pwr & Lt (AMT) |
5.950 | 12/01/29 | 1,100,940 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Indiana (continued) |
||||||||||||||||
$ | 500 | Vigo Cnty, IN Hosp Auth Rev Union Hosp Inc (c) |
5.750 | % | 09/01/42 | $ | 298,980 | |||||||||
15,285,768 | ||||||||||||||||
Iowa 1.8% |
||||||||||||||||
1,685 | Des Moines, IA Pub Pkg Sys, Ser A (MBIA Insd) |
5.750 | 06/01/15 | 1,756,916 | ||||||||||||
1,785 | Des Moines, IA Pub Pkg Sys, Ser A (MBIA Insd) |
5.750 | 06/01/16 | 1,861,184 | ||||||||||||
500 | Jefferson Cnty, IA Hosp Rev Jefferson Cnty Hosp Proj, Ser C |
5.950 | 08/01/37 | 310,830 | ||||||||||||
500 | Sibley, IA Hlthcare Fac Rev Osceola Cmnty Hosp Proj |
6.000 | 12/01/37 | 311,445 | ||||||||||||
2,750 | Tobacco Settlement Auth IA Tob Settlement Rev Asset Bkd, Ser C |
5.375 | 06/01/38 | 1,520,557 | ||||||||||||
6,700 | Tobacco Settlement Auth IA Tob Settlement Rev Asset Bkd, Ser C |
5.500 | 06/01/42 | 3,690,092 | ||||||||||||
2,750 | Tobacco Settlement Auth IA Tob Settlement Rev Asset Bkd, Ser C |
5.625 | 06/01/46 | 1,524,655 | ||||||||||||
10,975,679 | ||||||||||||||||
Kansas 1.3% |
||||||||||||||||
2,100 | Burlington, KS Environmental Impt Rev KC Rfdg Pwr LT, Ser B (Syncora Gtd) (f) |
5.000 | 12/01/23 | 2,155,419 | ||||||||||||
850 | Labette Cnty, KS Hosp Rev Rfdg & Impt, Ser A |
5.750 | 09/01/37 | 612,552 | ||||||||||||
1,250 | Lenexa, KS Hlthcare Fac Rev Rfdg & Impt |
5.500 | 05/15/39 | 683,050 | ||||||||||||
3,300 | Manhattan, KS Hlthcare Fac Rev Meadowlark Hills Retirement, Ser A |
5.000 | 05/15/24 | 2,389,761 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Kansas (continued) |
||||||||||||||||
$ | 1,650 | Manhattan, KS Hlthcare Fac Rev Meadowlark Hills Retirement, Ser A |
5.000 | % | 05/15/36 | $ | 1,005,791 | |||||||||
700 | Manhattan, KS Hlthcare Fac Rev Meadowlark Hills Retirement, Ser B |
5.125 | 05/15/42 | 414,834 | ||||||||||||
1,075 | Olathe, KS Sr Living Fac Rev Catholic Care Campus Inc, Ser A |
6.000 | 11/15/38 | 650,149 | ||||||||||||
7,911,556 | ||||||||||||||||
Kentucky 0.9% |
||||||||||||||||
2,300 | Kentucky Econ Dev Fin Auth Louisville Arena Proj Rev Louisville Arena Sub, Ser A-1 (AGL Insd) |
5.750 | 12/01/28 | 2,321,298 | ||||||||||||
3,915 | Louisville & Jefferson Cnty, KY Metro Govt Hlth Sys Rev Norton Hlthcare Inc |
5.250 | 10/01/36 | 2,859,477 | ||||||||||||
5,180,775 | ||||||||||||||||
Louisiana 1.0% |
||||||||||||||||
830 | Colonial Pinnacle Cmnty Dev Dist Dev |
6.750 | 05/01/23 | 578,153 | ||||||||||||
1,485 | Lakeshore Vlg Master Cmnty Dev Dist LA Spl Assmt |
5.250 | 07/01/17 | 1,123,566 | ||||||||||||
2,315 | Louisiana Hsg Fin Agy Rev Azalea Estates Rfdg, Ser A (GNMA Collateralized) (AMT) |
5.375 | 10/20/39 | 2,039,584 | ||||||||||||
2,750 | Rapides Fin Auth LA Rev Cleco Pwr Proj (AMT) (f) |
5.250 | 11/01/37 | 2,631,228 | ||||||||||||
6,372,531 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Maryland 1.3% |
||||||||||||||||
$ | 1,050 | Gaithersburg, MD Econ Dev Rev Asbury MD Oblig Group A |
5.125 | % | 01/01/36 | $ | 684,043 | |||||||||
1,535 | Maryland St Cmnty Dev Admin Dept Hsg & Cmnty Dev, Ser H (AMT) |
5.100 | 09/01/37 | 1,317,398 | ||||||||||||
2,500 | Maryland St Hlth & Higher Ed Fac Auth Rev MD Inst College of Art |
5.000 | 06/01/40 | 1,737,050 | ||||||||||||
2,750 | Maryland St Hlth & Higher Ed Fac Auth Rev Mercy Med Ctr, Ser A |
5.500 | 07/01/42 | 2,027,520 | ||||||||||||
2,250 | Maryland St Trans Auth Arpt Baltimore/WA Intl Arpt, Ser B (AMBAC Insd) (AMT) |
5.125 | 03/01/24 | 1,943,550 | ||||||||||||
950 | Prince Georges Cnty, MD Spl Oblig Natl Harbor Proj |
5.200 | 07/01/34 | 487,759 | ||||||||||||
8,197,320 | ||||||||||||||||
Massachusetts 4.5% |
||||||||||||||||
350 | Massachusetts St Dev Fin Agy Rev Linden Ponds Inc Fac, Ser A |
5.750 | 11/15/35 | 194,103 | ||||||||||||
750 | Massachusetts St Dev Fin Agy Rev Linden Ponds Inc Fac, Ser A |
5.750 | 11/15/42 | 400,192 | ||||||||||||
7,000 | Massachusetts St Hlth & Ed Fac Auth Rev Harvard Univ, Ser B (a) |
5.000 | 10/01/38 | 7,033,775 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Massachusetts (continued) |
||||||||||||||||
$ | 35 | Massachusetts St Hlth & Ed Fac Auth Rev Partn Hlthcare Sys, Ser C |
5.750 | % | 07/01/32 | $ | 34,489 | |||||||||
500 | Massachusetts St Hlth & Ed Fac Auth Rev Partn Hlthcare Sys Covenant (Prerefunded @ 1/01/12) |
6.000 | 07/01/31 | 494,326 | ||||||||||||
4,835 | Massachusetts St Hlth & Ed Fac Auth Rev Univ MA Mem Issue, Ser D |
5.000 | 07/01/33 | 3,214,840 | ||||||||||||
5,070 | Massachusetts St Hsg Fin Agy Hsg Rev Single Family Hsg, Ser 126 (AMT) (a) |
4.550 | 06/01/27 | 4,189,924 | ||||||||||||
1,455 | Massachusetts St Hsg Fin Agy Hsg Rev Single Family Hsg, Ser 126 (AMT) (a) |
4.700 | 06/01/38 | 1,129,306 | ||||||||||||
1,000 | Massachusetts St Hsg Fin Agy Hsg, Ser A (AMT) |
5.100 | 12/01/27 | 903,360 | ||||||||||||
6,750 | Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev, Ser A (AMBAC Insd) (a) |
4.500 | 08/15/35 | 6,038,314 | ||||||||||||
3,850 | Massachusetts St Sch Bldg Auth Dedicated Sales Tax Rev, Ser A (FSA Insd) (a) |
5.000 | 08/15/30 | 3,866,979 | ||||||||||||
27,499,608 | ||||||||||||||||
Michigan 5.1% |
||||||||||||||||
3,015 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/17 | 1,933,791 | ||||||||||||
3,050 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/18 | 1,823,686 | ||||||||||||
3,050 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/19 | 1,690,432 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Michigan (continued) |
||||||||||||||||
$ | 3,050 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/22 | $ | 1,316,471 | ||||||||||
3,050 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/23 | 1,203,347 | ||||||||||||
3,050 | Detroit, MI Downtown Dev Auth Tax Increment Rev, Ser C1 (h) |
* | 07/01/24 | 1,108,156 | ||||||||||||
3,500 | Grand Rapids, MI Downtown Dev Cap Apprec (MBIA Insd) |
* | 06/01/15 | 2,724,925 | ||||||||||||
2,765 | Grand Rapids, MI Downtown Dev Cap Apprec (MBIA Insd) |
* | 06/01/16 | 2,034,487 | ||||||||||||
1,760 | Kent Hosp Fin Auth MI Rev Metro Hosp Proj, Ser A |
6.000 | % | 07/01/35 | 1,193,773 | |||||||||||
1,350 | Kent Hosp Fin Auth MI Rev Spectrum Hlth, Ser A (f) |
5.250 | 01/15/47 | 1,399,073 | ||||||||||||
600 | Kent Hosp Fin Auth MI Rev Spectrum Hlth, Ser A (f) |
5.500 | 01/15/47 | 627,054 | ||||||||||||
2,850 | Michigan St Hosp Fin Auth Rev Ascension Hlth Cr, Ser A (MBIA Insd) (Prerefunded @ 11/15/09) |
5.750 | 11/15/18 | 2,996,547 | ||||||||||||
2,500 | Michigan St Strategic Fd Detroit Edison Co Proj Rfdg, Ser C (Syncora Gtd) (AMT) |
5.450 | 12/15/32 | 1,982,950 | ||||||||||||
2,500 | Michigan St Strategic Fd Detroit Edison Pollutn Ctl Rfdg (AMBAC Insd) (f) |
4.850 | 09/01/30 | 2,558,550 | ||||||||||||
1,000 | Michigan St Strategic Fd Detroit Edison Polutnl Ctl Rfdg, Ser B (AMT) |
5.650 | 09/01/29 | 840,480 | ||||||||||||
2,250 | Michigan St Strategic Fd Ltd Oblig Rev Detroit Edison Co Proj Rfdg, Ser A (Syncora Gtd) (AMT) |
5.500 | 06/01/30 | 1,840,163 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Michigan (continued) |
||||||||||||||||
$ | 7,000 | Michigan Tob Settlement Fin Auth Tob Settlement Asset Sr, Ser A |
6.000 | % | 06/01/48 | $ | 4,119,290 | |||||||||
31,393,175 | ||||||||||||||||
Minnesota 1.6% |
||||||||||||||||
1,380 | Annandale, MN Econ Dev Auth Sr Hsg & Hlthcare Rev Annandale Care Ctr Proj, Ser A |
5.900 | 11/01/37 | 888,872 | ||||||||||||
525 | Chisago, MN Hlthcare Fac Rev CDL Homes LLC Proj |
6.000 | 08/01/42 | 344,038 | ||||||||||||
1,000 | Meeker Cnty, MN Gross Rev Hosp Fac Mem Hosp Proj |
5.750 | 11/01/37 | 681,250 | ||||||||||||
2,750 | Minneapolis, MN Hlthcare Sys Rev Fairview Hlth Svc, Ser A |
6.375 | 11/15/23 | 2,886,482 | ||||||||||||
1,850 | Minneapolis, MN Hlthcare Sys Rev Fairview Hlth Svc, Ser A |
6.625 | 11/15/28 | 1,902,059 | ||||||||||||
50 | Minnesota Agric & Econ Dev Brd Rev Hlthcare Sys (MBIA Insd) |
5.750 | 11/15/26 | 44,623 | ||||||||||||
300 | North Oaks, MN Sr Hsg Rev Presbyterian Homes North Oaks |
6.000 | 10/01/27 | 230,490 | ||||||||||||
775 | North Oaks, MN Sr Hsg Rev Presbyterian Homes North Oaks |
6.000 | 10/01/33 | 563,495 | ||||||||||||
2,200 | Saint Paul, MN Hsg & Redev Auth Hlthcare Fac Rev Hlth Partners Oblig Grp Proj |
5.250 | 05/15/36 | 1,509,816 | ||||||||||||
1,400 | Saint Paul, MN Hsg & Redev Auth Hosp Rev Hlth East Proj |
6.000 | 11/15/35 | 975,660 | ||||||||||||
10,026,785 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Missouri 2.6% |
||||||||||||||||
$ | 245 | Cape Girardeau Cnty, MO Indl Dev Auth Hlthcare Fac Rev Southeast MO Hosp Assoc |
5.625 | % | 06/01/27 | $ | 209,465 | |||||||||
1,700 | Cass Cnty, MO Hosp Rev |
5.625 | 05/01/38 | 1,073,244 | ||||||||||||
1,250 | Cole Cnty, MO Indl Dev Auth Sr Living Fac Rev Lutheran Sr Svc Heisinger Proj |
5.500 | 02/01/35 | 877,687 | ||||||||||||
1,625 | Jefferson Cnty, MO Reorg Sch Dist No R-6 (FGIC Insd) |
5.625 | 03/01/20 | 1,691,495 | ||||||||||||
2,500 | Joplin, MO Indl Dev Auth Indl Rev Christian Homes Inc Rfdg, Ser F |
5.750 | 05/15/26 | 1,652,950 | ||||||||||||
1,000 | Joplin, MO Indl Dev Auth Indl Rev Christian Homes Inc Rfdg, Ser F |
5.750 | 05/15/31 | 624,640 | ||||||||||||
1,265 | Maryland Heights, MO Tax Increment Rev South Heights Redev Proj Rfdg, Ser A |
5.500 | 09/01/18 | 1,070,645 | ||||||||||||
1,250 | Saint Louis Cnty, MO Indl Dev Auth Sr Living Fac Rev Friendship Vlg West Cnty, Ser A |
5.375 | 09/01/21 | 1,083,213 | ||||||||||||
975 | Saint Louis Cnty, MO Indl Dev Auth Sr Living Fac Rev Saint Andrews Res for Srs, Ser A |
6.375 | 12/01/30 | 698,792 | ||||||||||||
2,335 | Saint Louis Cnty, MO Indl Dev Auth Sr Living Fac Rev Saint Andrews Res for Srs, Ser A |
6.375 | 12/01/41 | 1,573,977 | ||||||||||||
900 | Saint Louis, MO Indl Dev Auth Tax Increment & Cmnty Impt Dist Loughborough Com Redev Rfdg |
5.750 | 11/01/27 | 606,033 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Missouri (continued) |
||||||||||||||||
$ | 2,765 | Springfield, MO Pub Bldg Corp Leasehold Rev Springfield Branson Arpt, Ser B (AMBAC Insd) (AMT) |
4.550 | % | 07/01/29 | $ | 2,106,571 | |||||||||
3,195 | Springfield, MO Pub Bldg Corp Leasehold Rev Springfield Branson Arpt, Ser B (AMBAC Insd) (AMT) |
4.600 | 07/01/36 | 2,290,751 | ||||||||||||
15,559,463 | ||||||||||||||||
Nebraska 0.4% |
||||||||||||||||
2,615 | Omaha Pub Dist NE Elec Rev Sub Sys, Ser A (a) |
5.000 | 02/01/34 | 2,545,912 | ||||||||||||
Nevada 1.8% |
||||||||||||||||
70 | Clark Cnty, NV Indl Dev Rev Southwest Gas Corp Proj, Ser A (BHAC Insd) (AMT) |
4.750 | 09/01/36 | 49,689 | ||||||||||||
3,000 | Clark Cnty, NV Indl Dev Rev Southwest Gas Corp Proj, Ser A (AMBAC Insd) (AMT) |
5.250 | 07/01/34 | 2,003,430 | ||||||||||||
3,500 | Clark Cnty, NV Indl Dev Southwest Gas Corp Proj, Ser D1 (MBIA Insd) (AMT) |
5.250 | 03/01/38 | 2,294,985 | ||||||||||||
4,100 | Nevada Hsg Div Single Family Mtg Rev, Ser A (GNMA Collateralized) (AMT) |
5.875 | 04/01/38 | 3,894,426 | ||||||||||||
3,460 | Reno, NV Hosp Rev Renown Regl Med Ctr Proj, Ser A |
5.250 | 06/01/37 | 2,520,541 | ||||||||||||
10,763,071 | ||||||||||||||||
New Hampshire 0.5% |
||||||||||||||||
1,000 | New Hampshire Hlth & Ed Fac Auth Rev Derryfield Sch (Prerefunded @ 7/01/10) |
7.000 | 07/01/30 | 773,150 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
New Hampshire (continued) |
||||||||||||||||
$ | 1,050 | New Hampshire St Bus Fin Auth Pollutn Ctl Rev Utd Illum Co Proj (AMT) (f) |
7.125 | % | 07/01/27 | $ | 1,052,657 | |||||||||
950 | New Hampshire St Bus Fin Auth Wtr Fac Rev Pennichuck Wtrwks Inc (AMBAC Insd) (AMT) |
6.300 | 05/01/22 | 951,064 | ||||||||||||
2,776,871 | ||||||||||||||||
New Jersey 7.9% |
||||||||||||||||
375 | Burlington Cnty, NJ Brdg Cmnty Econ Dev Rev The Evergreens Proj |
5.625 | 01/01/38 | 215,153 | ||||||||||||
1,200 | New Jersey Econ Dev Auth Rev Cig Tax |
5.750 | 06/15/29 | 897,720 | ||||||||||||
3,150 | New Jersey Econ Dev Auth Rev Cig Tax |
5.750 | 06/15/34 | 2,281,608 | ||||||||||||
25,000 | New Jersey Econ Dev Auth St Contract Econ Recovery (MBIA Insd) (h) |
5.900 | 03/15/21 | 29,910,750 | ||||||||||||
2,000 | New Jersey Hlthcare Fac Fin Auth Rev Holy Name Hosp |
5.000 | 07/01/36 | 1,318,840 | ||||||||||||
2,300 | New Jersey Hlthcare Fac Fin Auth Rev Saint Peters Univ Hosp Oblig |
5.750 | 07/01/37 | 1,699,424 | ||||||||||||
2,095 | New Jersey St Trans Tr Fd Auth Trans Sys, Ser A |
5.750 | 06/15/17 | 2,494,160 | ||||||||||||
4,500 | Tobacco Settlement Fin Corp NJ, Ser A-1 |
4.750 | 06/01/34 | 2,401,155 | ||||||||||||
13,750 | Tobacco Settlement Fin Corp NJ, Ser A-1 |
5.000 | 06/01/41 | 7,211,325 | ||||||||||||
48,430,135 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
New Mexico 0.6% |
||||||||||||||||
$ | 1,250 | Jicarilla, NM Apache Nation Rev, Ser A (Acquired 10/23/03, Cost $1,275,475) (g) |
5.500 | % | 09/01/23 | $ | 1,272,762 | |||||||||
2,050 | New Mexico St Hosp Equip Ln Council Hosp Rev Presbyterian Hlthcare Svc, Ser A |
6.375 | 08/01/32 | 2,122,324 | ||||||||||||
3,395,086 | ||||||||||||||||
New York 12.4% |
||||||||||||||||
2,500 | Metropolitan Trans Auth NY Rev Rfdg, Ser A (MBIA Insd) |
5.250 | 11/15/31 | 2,425,450 | ||||||||||||
2,400 | New York City Hsg Dev Corp Mulit-Family Hsg Rev, Ser E1 (AMT) |
5.350 | 11/01/37 | 2,115,936 | ||||||||||||
3,650 | New York City Indl Dev Agy Rev Liberty 7 World Trade Ctr Proj, Ser B |
6.750 | 03/01/15 | 3,135,459 | ||||||||||||
16,930 | New York City Trans Auth Trans Fac Livingston Plaza Proj Rfdg, Ser 1993 (FSA Insd) (d) |
5.400 | 01/01/18 | 20,134,003 | ||||||||||||
2,800 | New York City Trans Fin Auth Bldg Aid Rev Fiscal 2009, Ser S-3 |
5.250 | 01/15/39 | 2,685,816 | ||||||||||||
7,225 | New York, NY Sub, Ser I-1 (a) |
5.000 | 02/01/26 | 7,087,255 | ||||||||||||
2,500 | New York St Dorm Auth Lease Rev Muni Hlth Fac Impt Pgm, Ser A (FSA Insd) |
5.500 | 05/15/25 | 2,503,600 | ||||||||||||
5,170 | New York St Dorm Auth Rev City Univ Sys, Ser C |
7.500 | 07/01/10 | 5,427,569 | ||||||||||||
3,000 | New York St Dorm Auth Rev Hosp (MBIA Insd) |
5.000 | 08/01/33 | 2,604,330 | ||||||||||||
2,000 | New York St Dorm Auth Rev St Univ Ed Fac 1989 Res (MBIA Insd) (Prerefunded @ 5/15/10) |
6.000 | 05/15/16 | 2,159,860 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
New York (continued) |
||||||||||||||||
$ | 3,000 | New York St Dorm Auth Rev St Univ Ed Fac (FGIC Insd) (Prerefunded @ 5/15/10) |
5.750 | % | 05/15/24 | $ | 3,230,160 | |||||||||
2,840 | New York St Loc Assistance Corp Rfdg, Ser E |
6.000 | 04/01/14 | 3,246,660 | ||||||||||||
1,500 | New York St
Urban Dev Corp Rev Correctional Fac Rfdg |
5.500 | 01/01/13 | 1,683,675 | ||||||||||||
12,100 | Port Auth NY & NJ (a) |
5.000 | 10/01/35 | 11,924,126 | ||||||||||||
3,000 | Port Auth NY & NJ Spl Oblig Rev Spl Proj JFK Intl Arpt Term 6 (MBIA Insd) (AMT) |
5.750 | 12/01/22 | 2,426,880 | ||||||||||||
3,000 | Port Auth NY & NJ Spl Oblig Rev Spl Proj JFK Intl Arpt Term 6 (MBIA Insd) (AMT) |
5.750 | 12/01/25 | 2,313,450 | ||||||||||||
950 | Seneca Nation Indians Cap Impt Auth NY Spl Oblig, Ser A (c) |
5.000 | 12/01/23 | 547,067 | ||||||||||||
75,651,296 | ||||||||||||||||
North Carolina 5.3% |
||||||||||||||||
4,000 | North Carolina Eastern Muni Pwr Agy Pwr Sys Rev, Ser D |
6.750 | 01/01/26 | 4,032,880 | ||||||||||||
1,500 | North Carolina Med Care Commn Retirement Fac Rev First Mtg Southminster Proj, Ser A |
5.750 | 10/01/37 | 1,014,300 | ||||||||||||
25,000 | North Carolina Muni Pwr Agy No 1 Catawba Elec Rev Rfdg (MBIA Insd) |
6.000 | 01/01/12 | 27,337,250 | ||||||||||||
32,384,430 | ||||||||||||||||
North Dakota 0.2% |
||||||||||||||||
470 | North Dakota St Hsg Fin Agy Rev Hsg Fin Pgm Home Mtg Fin, Ser B (MBIA Insd) (AMT) |
5.500 | 07/01/29 | 464,130 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
North Dakota (continued) |
||||||||||||||||
$ | 1,500 | Ward Cnty, ND Hlthcare Fac Rev Trinity Obligated Group Rfdg |
5.125 | % | 07/01/29 | $ | 1,022,400 | |||||||||
1,486,530 | ||||||||||||||||
Ohio 8.8% |
||||||||||||||||
12,400 | Buckeye, OH Tob Settlement Fin Auth Asset Bkd Sr Turbo, Ser A-2 |
5.750 | 06/01/34 | 7,393,996 | ||||||||||||
6,500 | Buckeye, OH Tob Settlement Fin Auth Asset Bkd Sr Turbo, Ser A-2 |
5.875 | 06/01/30 | 4,156,035 | ||||||||||||
6,750 | Buckeye, OH Tob Settlement Fin Auth Asset Bkd Sr Turbo, Ser A-2 |
5.875 | 06/01/47 | 3,819,555 | ||||||||||||
450 | Cuyahoga Cnty, OH Hlthcare & Indpt Living Fac Rev Eliza Jennings Sr Care, Ser A |
5.750 | 05/15/27 | 298,800 | ||||||||||||
2,000 | Cuyahoga Cnty, OH Hosp Fac Rev Canton Inc Proj |
7.500 | 01/01/30 | 1,890,340 | ||||||||||||
1,000 | Delaware Cnty, OH Cap Fac (Prerefunded @ 12/01/10) |
6.000 | 12/01/25 | 1,103,670 | ||||||||||||
1,000 | Lorain Cnty, OH Hosp Rev Catholic Hlthcare, Ser S |
5.375 | 10/01/30 | 940,240 | ||||||||||||
9,025 | Lorain Cnty Ohio Hosp Rev Fac Catholic (FSA Insd) (a) |
5.000 | 02/01/24 | 8,911,736 | ||||||||||||
4,800 | Lorain Cnty Ohio Hosp Rev Rfdg Catholic (FSA Insd) (a) |
5.000 | 04/01/24 | 4,738,488 | ||||||||||||
1,625 | Montgomery Cnty, OH Rev Catholic Hlth, Ser C (FSA Insd) (a) |
5.000 | 10/01/41 | 1,389,253 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Ohio (continued) |
||||||||||||||||
$ | 8,000 | Ohio St Air Quality Dev Auth Rev Dayton Pwr (BHAC Insd) (AMT) (a) |
4.800 | % | 09/01/36 | $ | 6,215,960 | |||||||||
1,000 | Ohio St Higher Ed Fac Commn Rev Hosp Univ Hosp Hlth Sys Inc, Ser A (BHAC Insd) |
5.250 | 01/15/46 | 962,160 | ||||||||||||
3,110 | Ohio St Hsg Fin Agy Residential Mtg Rev Bkd Secs Pgm, Ser D (GNMA Collateralized) (AMT) (a) |
5.300 | 09/01/28 | 2,881,260 | ||||||||||||
5,475 | Ohio St Hsg Fin Agy Residential Mtg Rev Bkd Secs Pgm, Ser D (GNMA Collateralized) (AMT) (a) |
5.400 | 03/01/33 | 4,962,321 | ||||||||||||
3,780 | Ohio St Hsg Fin Agy Residential Mtg Rev Bkd Secs Pgm, Ser F (GNMA Collateralized) (a) |
5.500 | 09/01/39 | 3,719,426 | ||||||||||||
53,383,240 | ||||||||||||||||
Oklahoma 0.8% |
||||||||||||||||
2,175 | Chickasaw Nation, OK Hlth Sys (c) |
6.250 | 12/01/32 | 1,614,241 | ||||||||||||
1,500 | Jenks, OK Aquarium Auth Rev First Mtg (MBIA Insd) (Prerefunded @ 7/01/10) |
6.100 | 07/01/30 | 1,628,940 | ||||||||||||
1,575 | Oklahoma City, OK Arpt Tr Jr Lien 27th, Ser B (FSA Insd) (AMT) |
5.750 | 07/01/16 | 1,603,665 | ||||||||||||
4,846,846 | ||||||||||||||||
Oregon 0.3% |
||||||||||||||||
1,985 | Portland, OR Urban Renewal & Redev Downtown Wtrfront, Ser A (AMBAC Insd) |
5.750 | 06/15/16 | 2,057,949 | ||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Pennsylvania 1.5% |
||||||||||||||||
$ | 2,750 | Allegheny Cnty, PA Hosp Dev Auth Rev Hlth Sys West PA, Ser A |
5.000 | % | 11/15/28 | $ | 1,500,015 | |||||||||
230 | Allegheny Cnty, PA San Auth Swr Rev (MBIA Insd) |
5.500 | 12/01/30 | 230,531 | ||||||||||||
875 | Montgomery Cnty, PA Indl Dev Auth Rev Mtg Whitemarsh Continuing Care Proj |
6.250 | 02/01/35 | 548,467 | ||||||||||||
1,550 | Pennsylvania Econ Dev Fin Auth Exempt Fac Rev Reliant Energy, Ser B (AMT) (f) |
6.750 | 12/01/36 | 1,154,859 | ||||||||||||
1,600 | Pennsylvania Hsg Fin Agy Single Family Mtg Rev, Ser 94-A (AMT) |
5.100 | 10/01/31 | 1,401,184 | ||||||||||||
2,000 | Pennsylvania St Tpk Com Tpk Rev Sub, Ser A (AGL Insd) |
5.000 | 06/01/39 | 1,939,140 | ||||||||||||
1,000 | Philadelphia, PA Auth Indl Dev PA Arpt Sys Proj, Ser A (MBIA Insd) (AMT) |
5.125 | 07/01/19 | 972,830 | ||||||||||||
1,355 | Ridley Park, PA Hosp Auth Rev Taylor Hosp, Ser A (d) |
6.000 | 12/01/13 | 1,507,045 | ||||||||||||
9,254,071 | ||||||||||||||||
Rhode Island 0.5% |
||||||||||||||||
1,100 | Rhode Island Hsg & Mtg Fin Corp Homeownership Oppty, Ser 57-B (AMT) |
5.350 | 10/01/37 | 969,958 | ||||||||||||
3,000 | Tobacco Settlement Fin Corp, Ser A |
6.250 | 06/01/42 | 1,929,690 | ||||||||||||
2,899,648 | ||||||||||||||||
South Carolina 5.7% |
||||||||||||||||
2,375 | Berkeley Cnty, SC Sch Dist Ctf Partn Berkeley Sch Fac Grp Inc (MBIA Insd) (d) |
5.250 | 02/01/16 | 2,811,430 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
South Carolina (continued) |
||||||||||||||||
$ | 3,375 | Charleston
Ed Excellence Fin Corp SC Rev (a) |
5.250 | % | 12/01/25 | $ | 3,388,416 | |||||||||
10,125 | Charleston Ed Excellence Fin Corp SC Rev (a) |
5.250 | 12/01/26 | 10,092,347 | ||||||||||||
1,840 | Myrtle Beach, SC Hospitality Fee Rev, Ser A (MBIA Insd) |
5.375 | 06/01/21 | 1,872,274 | ||||||||||||
1,935 | Myrtle Beach, SC Hospitality Fee Rev, Ser A (MBIA Insd) |
5.375 | 06/01/22 | 1,951,080 | ||||||||||||
1,400 | South Carolina Jobs Econ Dev Auth Hlth Fac Rev First Mtg Wesley Commons Rfdg |
5.300 | 10/01/36 | 750,498 | ||||||||||||
915 | South Carolina Jobs Econ Dev Auth Hlthcare Fac Rev First Mtg Lutheran Homes Rfdg |
5.500 | 05/01/28 | 592,078 | ||||||||||||
1,000 | South Carolina Jobs Econ Dev Auth Hlthcare Fac Rev First Mtg Lutheran Homes Rfdg |
5.625 | 05/01/42 | 578,790 | ||||||||||||
3,000 | South Carolina Jobs Econ Dev Auth Hosp Fac Rev Palmetto Hlth Alliance Rfdg, Ser A |
6.250 | 08/01/31 | 2,649,930 | ||||||||||||
4,500 | South Carolina Jobs Econ Dev Auth Indl Rev Elec & Gas Co Proj, Ser A (AMBAC Insd) |
5.200 | 11/01/27 | 4,494,285 | ||||||||||||
3,750 | South Carolina Jobs Econ Dev Auth Indl Rev Elec & Gas Co Proj, Ser B (AMBAC Insd) (AMT) |
5.450 | 11/01/32 | 3,088,687 | ||||||||||||
750 | South Carolina Jobs Econ Dev Auth Rev Woodlands at Furman Proj, Ser A |
6.000 | 11/15/27 | 512,760 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
South Carolina (continued) |
||||||||||||||||
$ | 1,920 | Tobacco Settlement Rev Mgmt Auth SC Tob Settlement Rev Rfdg |
5.000 | % | 06/01/18 | $ | 1,830,259 | |||||||||
34,612,834 | ||||||||||||||||
South Dakota 0.7% |
||||||||||||||||
2,250 | Deadwood, SD Ctf Partn (ACA Insd) |
6.375 | 11/01/20 | 2,328,908 | ||||||||||||
1,000 | South Dakota St Hlth & Ed Fac Auth Rev Childrens Care Hosp Rfdg (Prerefunded @ 11/01/09) |
6.125 | 11/01/29 | 1,051,940 | ||||||||||||
710 | South Dakota St Hlth & Ed Fac Auth Rev Vocational Ed Prog, Ser A (AMBAC Insd) |
5.400 | 08/01/13 | 720,664 | ||||||||||||
4,101,512 | ||||||||||||||||
Tennessee 2.4% |
||||||||||||||||
4,345 | Chattanooga, TN Hlth Ed & Hsg Fac Brd Rev CDFI Phase I LLC Proj Rfdg, Ser A |
5.125 | 10/01/35 | 2,665,788 | ||||||||||||
3,500 | Johnson City, TN Hlth & Ed Fac Brd Hosp Rev First Mtg Mtn St Hlth Rfdg, Ser A (MBIA Insd) (Prerefunded @ 7/01/12) |
7.500 | 07/01/25 | 4,013,660 | ||||||||||||
5,345 | Johnson City, TN Hlth & Ed Fac Brd Hosp Rev First Mtg Mtn St Hlth, Ser A |
5.500 | 07/01/36 | 3,644,381 | ||||||||||||
4,550 | Shelby Cnty, TN Hlth Ed & Hsg Fac Brd Rev Methodist, Ser B (FSA Insd) (a) |
5.250 | 09/01/27 | 4,392,843 | ||||||||||||
14,716,672 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Texas 19.0% |
||||||||||||||||
$ | 2,375 | Alliance Arpt Auth Inc TX Spl Fac Rev FedEx Corp Proj Rfdg (AMT) |
4.850 | % | 04/01/21 | $ | 1,785,145 | |||||||||
300 | Brazos Cnty, TX Hlth Fac Dev Oblig Grp |
5.375 | 01/01/32 | 235,473 | ||||||||||||
8,000 | Coastal Bend Hlth Fac Dev Corp TX Chistus Hlth Sub, Ser B-2 (FSA Insd) (e) (f) |
2.500 | 07/01/31 | 8,000,000 | ||||||||||||
1,155 | Dallas Cnty, TX Flood Ctl Dist Rfdg |
6.750 | 04/01/16 | 1,134,660 | ||||||||||||
4,000 | Dallas-Fort Worth, TX Intl Arpt Rev Jt Impt & Rfdg, Ser A (BHAC Insd) (AMT) |
5.500 | 11/01/31 | 3,562,480 | ||||||||||||
1,050 | Dallas-Fort Worth, TX Intl Arpt Rev Jt, Ser C (MBIA Insd) (AMT) |
5.750 | 11/01/18 | 1,056,373 | ||||||||||||
2,000 | Dallas-Fort Worth, TX Intl Arpt Rev Jt, Ser C (MBIA Insd) (AMT) |
6.000 | 11/01/23 | 2,001,560 | ||||||||||||
4,000 | Dallas-Fort Worth, TX Intl Arpt Rev, Ser A (MBIA Insd) (AMT) |
5.750 | 11/01/30 | 3,661,480 | ||||||||||||
7,960 | El Paso Cnty, TX Hosp Dist, Ser A (AGL Insd) (a) |
5.000 | 08/15/37 | 7,488,211 | ||||||||||||
1,200 | Harris Cnty, TX Hlth Fac Dev Corp Hosp Rev Rfdg Mem Hermann Hlthcare Sys, Ser B |
7.250 | 12/01/35 | 1,260,504 | ||||||||||||
1,000 | Harris Cnty, TX Hlth Fac Dev Corp Rev Christus Hlth, Ser A-4 (FSA Insd) (e) (f) |
2.800 | 07/01/31 | 1,000,000 | ||||||||||||
1,000 | Harris Cnty, TX Hlth Fac Dev Mem Hermann Hlthcare, Ser A (Prerefunded @ 6/01/11) |
6.375 | 06/01/29 | 1,126,450 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Texas (continued) |
||||||||||||||||
$ | 4,820 | Harris Cnty, TX Toll Rd (AMBAC Insd) (Prerefunded @ 8/15/09) |
* | 08/15/18 | $ | 2,582,315 | ||||||||||
1,000 | Harris Cnty, TX Toll Rd (AMBAC Insd) (Prerefunded @ 8/15/09) |
* | 08/15/21 | 435,820 | ||||||||||||
1,000 | Houston, TX Arpt Sys Rev Sub Lien, Ser A (FSA Insd) (AMT) |
5.625 | % | 07/01/30 | 897,400 | |||||||||||
5,105 | Houston, TX Hotel Occupancy Tax & Spl Rev Convention & Entmt, Ser B (AMBAC Insd) |
5.750 | 09/01/15 | 5,402,009 | ||||||||||||
225 | Houston, TX Pub Impt & Rfdg (FSA Insd) |
5.750 | 03/01/15 | 239,512 | ||||||||||||
12,800 | Houston, TX Util Sys Rev Rfdg Comb First Lien, Ser A (FSA Insd) (a) |
5.000 | 11/15/36 | 12,443,584 | ||||||||||||
5,025 | Judson, TX Indpt Sch Dist Sch Bldg (AGL Insd) (a) |
5.000 | 02/01/37 | 4,863,371 | ||||||||||||
1,650 | Lufkin, TX Hlth Fac Dev Corp Hlth Sys Rev Mem Hlth Sys East TX |
5.500 | 02/15/32 | 1,088,621 | ||||||||||||
1,250 | Lufkin, TX Hlth Fac Dev Corp Hlth Sys Rev Mem Hlth Sys East TX |
5.500 | 02/15/37 | 793,175 | ||||||||||||
1,825 | MC Lennan Cnty, TX Pub Fac Corp Proj Rev |
6.625 | 06/01/35 | 1,908,768 | ||||||||||||
1,410 | Mesquite, TX Hlth Fac Dev Retirement Fac Christian Care Ctr |
5.625 | 02/15/35 | 890,288 | ||||||||||||
1,500 | Mesquite, TX Hlth Fac Dev Retirement Fac Christian Care Ctr (Prerefunded @ 2/15/10) |
7.500 | 02/15/18 | 1,619,160 | ||||||||||||
1,100 | Metropolitan Hlth Fac Dev Corp TX Wilson N Jones Mem Hosp Proj |
7.200 | 01/01/21 | 955,119 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Texas (continued) |
||||||||||||||||
$ | 1,500 | Metropolitan Hlth Fac Dev Corp TX Wilson N Jones Mem Hosp Proj |
7.250 | % | 01/01/31 | $ | 1,154,730 | |||||||||
1,500 | Mission, TX Econ Dev Corp Solid Waste Disp Rev Waste Mgmt Inc Proj (AMT) (f) |
6.000 | 08/01/20 | 1,378,605 | ||||||||||||
1,500 | North Central, TX Hlth Fac Dev Corp Rev Hosp Baylor Hlthcare Sys Proj, Ser A |
5.125 | 05/15/29 | 1,355,985 | ||||||||||||
5,750 | North Central, TX Hlth Fac Dev Corp Rev Hosp Childrens Med Ctr Dallas (AMBAC Insd) |
5.250 | 08/15/32 | 4,546,985 | ||||||||||||
1,000 | North TX Twy Auth Rev Rfdg Sys First Tier, Ser B |
5.625 | 01/01/28 | 960,050 | ||||||||||||
1,000 | North TX Twy Auth Rev Rfdg Sys First Tier, Ser B |
6.000 | 01/01/26 | 1,012,330 | ||||||||||||
1,420 | North TX Twy Auth Rev Rfdg Sys First Tier, Ser B |
6.000 | 01/01/27 | 1,426,731 | ||||||||||||
2,250 | North TX Twy Auth Rev Rfdg Sys First Tier, Ser L-2 (f) |
6.000 | 01/01/38 | 2,304,968 | ||||||||||||
4,300 | North TX Twy Auth Rev Toll Second Tier Rfdg, Ser F |
5.750 | 01/01/33 | 3,886,942 | ||||||||||||
1,000 | Tarrant Cnty, TX Cultural Ed Fac Fin Corp Retirement Fac Buckingham Sr Living Cmnty Inc |
5.625 | 11/15/27 | 661,840 | ||||||||||||
4,200 | Tarrant Cnty, TX Cultural Ed Fac Fin Corp Retirement Fac Buckingham Sr Living Cmnty Inc |
5.750 | 11/15/37 | 2,443,224 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Texas (continued) |
||||||||||||||||
$ | 8,000 | Tarrant Cnty, TX Cultural Ed Fac Fin Corp Retirement Fac Buckner Retirement Svc Inc Proj |
5.250 | % | 11/15/37 | $ | 6,010,800 | |||||||||
650 | Tarrant Cnty, TX Cultural Ed Fac Fin Corp Retirement Fac CC Young Mem Home Proj |
5.750 | 02/15/25 | 445,601 | ||||||||||||
4,900 | Tarrant Cnty, TX Cultural Ed Fac Fin Corp Rev Christus Hlth Rfdg, Ser A (AGL Insd) |
6.250 | 07/01/28 | 5,166,315 | ||||||||||||
8,700 | Texas Commn Mobility Fd (a) |
5.000 | 04/01/28 | 8,872,608 | ||||||||||||
535 | Texas St Pub Ppty Fin Corp Rev Mental Hlth & Retardation Rfdg (FSA Insd) |
5.500 | 09/01/13 | 536,257 | ||||||||||||
2,750 | Texas St Vets Housing Assistance Pgm Vet, Ser B (FHA Gtd) (AMT) |
6.100 | 06/01/31 | 2,677,840 | ||||||||||||
1,500 | Texas Wtr Dev Brd Rev St Revolving Fd Sr Lien, Ser B |
5.250 | 07/15/17 | 1,549,935 | ||||||||||||
4,900 | Tyler, TX Hlth Fac Dev Corp Hosp Rev & Impt East TX Med Ctr Rfdg, Ser A |
5.375 | 11/01/37 | 3,256,687 | ||||||||||||
116,079,911 | ||||||||||||||||
Utah 0.3% |
||||||||||||||||
1,000 | Utah Hsg Corp Single Family Mtg Rev, Ser E (AMT) (a) |
5.250 | 01/01/39 | 865,340 | ||||||||||||
1,100 | Utah St Charter Sch Fin Auth Charter Sch Rev Summit Academy, Ser A |
5.800 | 06/15/38 | 742,698 | ||||||||||||
1,608,038 | ||||||||||||||||
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Virginia 0.6% |
||||||||||||||||
$ | 750 | Lexington, VA Indl Dev Auth Residential Care Fac Rev Mtg Kendal at Lexington, Ser A |
5.500 | % | 01/01/37 | $ | 425,190 | |||||||||
750 | Peninsula Town Ctr Cmnty Dev Auth VA Spl Oblig |
6.450 | 09/01/37 | 464,468 | ||||||||||||
800 | Tobacco Settlement Fin Corp VA |
5.500 | 06/01/26 | 908,760 | ||||||||||||
2,000 | White Oak Vlg Shops VA Cmnty Dev Auth Spl Assmt Rev |
5.300 | 03/01/17 | 1,646,840 | ||||||||||||
3,445,258 | ||||||||||||||||
Washington 3.8% |
||||||||||||||||
2,500 | Energy Northwest WA Elec Rev Proj No 3 Rfdg, Ser A (FSA Insd) |
5.500 | 07/01/18 | 2,677,725 | ||||||||||||
5,360 | Energy Northwest WA Elec Rev Proj No 3 Rfdg, Ser B (FSA Insd) |
6.000 | 07/01/16 | 5,947,831 | ||||||||||||
1,000 | Goat Hill Ppty WA Lease Rev Govt Office Bldg Proj (MBIA Insd) |
5.000 | 12/01/33 | 968,150 | ||||||||||||
1,950 | Kalispel Tribe Indians Priority Dist WA Rev |
6.625 | 01/01/28 | 1,446,939 | ||||||||||||
1,000 | Port Seattle, WA Rev, Ser B (MBIA Insd) (AMT) |
5.625 | 02/01/24 | 958,480 | ||||||||||||
1,435 | Radford Ct Ppty WA Student Hsg Rev (MBIA Insd) |
6.000 | 06/01/15 | 1,520,095 | ||||||||||||
1,585 | Radford Ct Ppty WA Student Hsg Rev (MBIA Insd) |
6.000 | 06/01/16 | 1,678,990 | ||||||||||||
1,000 | Seattle, WA Muni Lt & Pwr Rev |
5.625 | 12/01/18 | 1,057,740 | ||||||||||||
1,250 | Skagit Cnty, WA Pub Hosp Dist No 001 Rev Skagit Vly Hosp |
5.750 | 12/01/28 | 831,013 | ||||||||||||
1,140 | Skagit Cnty, WA Pub Hosp Dist No 001 Rev Skagit Vly Hosp |
5.750 | 12/01/32 | 712,204 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Washington (continued) |
||||||||||||||||
$ | 3,000 | Spokane, WA Pub Fac Dist Hotel Motel & Sales Use Tax (MBIA Insd) |
5.250 | % | 09/01/33 | $ | 2,864,430 | |||||||||
2,325 | Washington St Hsg Fin Commn
Nonprofit Rev Custodial Rcpt
Wesley Homes, Ser
2007A-2027 (Acquired
05/07/08, Cost
$2,325,000) (g) (h) |
6.000 | 01/01/27 | 1,847,887 | ||||||||||||
1,000 | Washington St Hsg Fin Commn Nonprofit Rev Skyline at First Hill Proj, Ser A |
5.625 | 01/01/38 | 585,440 | ||||||||||||
23,096,924 | ||||||||||||||||
West Virginia 0.7% |
||||||||||||||||
250 | Ohio Cnty, WV Cnty Commn Tax Increment Rev Fort Henry Ctr Fin Dist, Ser A |
5.625 | 06/01/22 | 184,335 | ||||||||||||
1,290 | Pleasants Cnty, WV Pollutn Ctl Rev Cnty Comm Allegheny Rfdg, Ser F |
5.250 | 10/15/37 | 938,411 | ||||||||||||
1,500 | West Virginia St Hosp Fin Auth Hosp Rev Thomas Hlth Sys |
6.000 | 10/01/20 | 1,246,515 | ||||||||||||
2,000 | West Virginia St Hosp Fin Auth Hosp Rev Thomas Hlth Sys |
6.250 | 10/01/23 | 1,601,480 | ||||||||||||
3,970,741 | ||||||||||||||||
Wisconsin 2.7% |
||||||||||||||||
510 | Badger Tob Asset Sec Corp WI |
6.375 | 06/01/32 | 414,273 | ||||||||||||
2,000 | Southeast WI Professional Baseball Pk Dist Sales Tax Rev Rfdg, Ser A (MBIA Insd) |
5.500 | 12/15/20 | 2,346,280 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
Wisconsin (continued) |
||||||||||||||||
$ | 4,100 | Wisconsin Hsg & Econ Dev Auth Home Ownership Rev, Ser A (AMT) (a) |
5.300 | % | 09/01/23 | $ | 4,046,618 | |||||||||
4,895 | Wisconsin Hsg & Econ Dev Auth Home Ownership Rev, Ser A (AMT) (a) |
5.500 | 09/01/28 | 4,647,411 | ||||||||||||
6,050 | Wisconsin St Hlth & Ed Fac Auth Rev Ministry Hlth (FSA Insd) (a) |
5.000 | 08/01/34 | 5,229,802 | ||||||||||||
16,684,384 | ||||||||||||||||
Wyoming 0.2% |
||||||||||||||||
2,000 | Sweetwater Cnty, WY Solid Waste Disp Rev FMC Corp Proj Rfdg (AMT) |
5.600 | 12/01/35 | 1,372,580 | ||||||||||||
Guam 0.7% |
||||||||||||||||
5,800 | Guam Pwr Auth Rev, Ser A (AMBAC Insd) |
5.250 | 10/01/34 | 4,335,384 | ||||||||||||
Puerto Rico 0.9% |
||||||||||||||||
4,000 | Puerto Rico Comwlth Hwy & Trans Auth Hwy Rev Rfdg, Ser Y (FSA Insd) |
6.250 | 07/01/21 | 4,556,680 | ||||||||||||
1,000 | Puerto Rico Indl Tourist Ed Med & Environmental Ctl Fac Fin Auth Higher Ed Rev |
5.375 | 02/01/19 | 842,640 | ||||||||||||
50 | Puerto Rico Pub Bldgs Auth Rev Govt Fac, Ser I (Comwth Gtd) (Prerefunded @ 7/01/14) |
5.250 | 07/01/33 | 57,296 | ||||||||||||
5,456,616 | ||||||||||||||||
U.S. Virgin Islands 0.6% |
||||||||||||||||
1,500 | Virgin Islands Pub Fin Auth Rev Gross Rcpt Taxes Ln Nt, Ser A |
6.375 | 10/01/19 | 1,510,965 |
Par | ||||||||||||||||
Amount | ||||||||||||||||
(000) | Description | Coupon | Maturity | Value | ||||||||||||
U.S. Virgin Islands (continued) |
||||||||||||||||
$ | 1,000 | Virgin Islands Pub Fin Auth Rev
Gross Rcpt Taxes Ln Nt, Ser A
(ACA Insd) (Prerefunded @
10/01/10) |
6.125 | % | 10/01/29 | $ | 1,093,490 | |||||||||
1,000 | Virgin Islands Pub Fin Auth Rev
Gross Rcpt Taxes Ln Nt, Ser A
(Prerefunded @ 10/01/10) |
6.500 | 10/01/24 | 1,104,280 | ||||||||||||
3,708,735 | ||||||||||||||||
Total Long-Term Investments
190.3% (Cost $1,303,388,037) |
1,160,755,398 | |||||||||||||||
Short-Term Investments 5.3% | ||||||||||||||||
Athens-Clarke Cnty, GA Univ Govt Dev Auth Rev Univ GA Athletic Assn Proj
($7,200,000 par, coupon 0.470%, 09/01/31 maturity) (e) (f) |
7,200,000 | |||||||||||||||
Louisville & Jefferson Cnty, KY Met Swr Dist Swr & Drain Sys ($10,800,000 par, coupon 0.850%, 05/15/23 maturity) (e) (f) | 10,800,000 | |||||||||||||||
Missouri Dev Fin Brd Cultural Fac Rev Nelson Gallery Fdn ($4,100,000 par, coupon 0.650%, 12/01/37 maturity) (e) (f) | 4,100,000 | |||||||||||||||
Montgomery Cnty, TN Pub Bldg Auth Pooled Fin Rev TN Cnty Ln Pool
($600,000 par, coupon 0.400%, 02/01/36 maturity) (e) (f) |
600,000 | |||||||||||||||
Virginia Small Business Fin Auth Hosp Rev Carilion Clinic Oblig ($9,900,000
par, coupon 0.400%, 07/01/42 maturity) (SPA: Bank of America) (e) (f) |
9,900,000 | |||||||||||||||
Total Short-Term Investments
5.3% (Cost $32,600,000) |
32,600,000 | |||||||||||||||
Total Investments 195.6% (Cost $1,335,988,037) |
1,193,355,398 | |||||||||||||||
Liability for Floating Rate Note Obligations Related to Securities Held (27.2%) (Cost ($165,850,000)) |
||||||||||||||||
(165,850) Notes with interest rates ranging from 0.41% to 2.28%
at January 31, 2009 and contractual maturities
of collateral ranging from 2023 to 2041 (i) |
(165,850,000 | ) | ||||||||||||||
Total
Net Investments 168.4% (Cost $1,170,138,037) |
1,027,505,398 | |||||||||||||||
Other Assets in Excess of Liabilities 1.9% | 11,432,108 | |||||||||||||||
Preferred Shares (including accrued distributions) (70.3%) | (428,856,025 | ) | ||||||||||||||
Net Assets Applicable to Common Shares 100.0% | $ | 610,081,481 | ||||||||||||||
* | Zero coupon bond | |
(a) | Underlying security related to Inverse Floaters entered into by the Trust. | |
(b) | Security purchased on a when-issued or delayed delivery basis. | |
(c) | 144A-Private Placement security which is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. This security may only be resold in transactions exempt from registration which are normally those transactions with qualified institutional buyers. | |
(d) | Escrowed to Maturity | |
(e) | Security includes a feature allowing the Trust an option on any interest rate payment date to offer the security for sale at par. The sale is contingent upon market conditions. | |
(f) | Variable Rate Coupon | |
(g) | Security is restricted and may be resold only in transactions exempt from registration which are normally those transactions with qualified institutional buyers. Restricted securities comprise 1.1% of net assets applicable to common shares. | |
(h) | Security has been deemed illiquid. | |
(i) | Floating rate notes. The interest rates shown reflect the rates in effect at January 31, 2009. |
Level 1 | quoted prices in active markets for identical investments |
Level 2 | other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 | significant unobservable inputs (including the Trusts own assumptions in determining the fair value of investments) |
Investments in | ||||
Valuation Inputs | Securities | |||
Level 1 - Quoted Prices |
$ | -0- | ||
Level 2 - Other Significant Observable Inputs |
1,193,355,398 | |||
Level 3 - Significant Unobservable Inputs |
-0- | |||
Total |
$ | 1,193,355,398 | ||
By:
|
/s/ Edward C. Wood III
|
|||
Name: Edward C. Wood III | ||||
Title: Principal Executive Officer | ||||
Date: March 19, 2009 |
By:
|
/s/ Edward C. Wood III
|
|||
Name: Edward C. Wood III | ||||
Title: Principal Executive Officer | ||||
Date: March 19, 2009 | ||||
By:
|
/s/ Stuart N. Schuldt | |||
Name: Stuart N. Schuldt | ||||
Title: Principal Financial Officer | ||||
Date: March 19, 2009 |