|
|
Principal
|
|
|
Optional Call
|
|
|
Amount (000)
|
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
Municipal Bonds – 112.9% (100.0% of Total Investments)
|
|
|
|
|
|
Arizona – 6.1% (5.4% of Total Investments)
|
|
|
|
$ 1,000
|
|
Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, General Obligation
|
7/17 at 100.00
|
N/R
|
$ 1,039,290
|
|
|
Bonds, Series 2007, 6.200%, 7/15/32
|
|
|
|
1,500
|
|
Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University
|
6/22 at 100.00
|
A+
|
2,068,440
|
|
|
Project, Tender Option Bond Trust 1086, 17.359%, 6/01/42 – (IF) (4)
|
|
|
|
55
|
|
Pima County Industrial Development Authority, Arizona, Choice Education and Development
|
No Opt. Call
|
N/R
|
55,706
|
|
|
Charter School Revenue Bonds, Series 2006, 6.000%, 6/01/16
|
|
|
|
495
|
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds Legacy
|
7/19 at 100.00
|
N/R
|
571,453
|
|
|
Traditional School Project, Series 2009, 8.500%, 7/01/39
|
|
|
|
1,000
|
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Carden
|
1/22 at 100.00
|
BBB–
|
1,106,720
|
|
|
Traditional Schools Project, Series 2012, 7.500%, 1/01/42
|
|
|
|
825
|
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise
|
6/19 at 100.00
|
BBB–
|
859,708
|
|
|
Education Center Project, Series 2010, 6.000%, 6/01/40
|
|
|
|
2,575
|
|
Quechan Indian Tribe of the Fort Yuma Reservation, Arizona, Government Project Bonds, Series
|
12/17 at 102.00
|
CCC
|
2,290,978
|
|
|
2008, 7.000%, 12/01/27
|
|
|
|
1,000
|
|
Quechan Indian Tribe of the Fort Yuma Reservation, Arizona, Tribal Economic Development Bonds,
|
5/22 at 100.00
|
N/R
|
1,082,180
|
|
|
Series 2012A, 9.750%, 5/01/25
|
|
|
|
|
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
|
|
|
|
|
Prepay Contract Obligations, Series 2007:
|
|
|
|
1,000
|
|
5.500%, 12/01/37
|
No Opt. Call
|
B
|
1,015,570
|
3,825
|
|
5.000%, 12/01/37
|
No Opt. Call
|
A–
|
4,396,302
|
1,000
|
|
Yuma County Industrial Development Authority, Arizona, Exempt Revenue Bonds, Far West Water &
|
12/17 at 100.00
|
N/R
|
869,650
|
|
|
Sewer Inc. Refunding, Series 2007A, 6.375%, 12/01/37 (Alternative Minimum Tax)
|
|
|
|
14,275
|
|
Total Arizona
|
|
|
15,355,997
|
|
|
California – 18.5% (16.4% of Total Investments)
|
|
|
|
1,470
|
|
Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Tender
|
No Opt. Call
|
AA
|
2,247,542
|
|
|
Option Bond Trust 2985, 17.755%, 4/01/16 (IF)
|
|
|
|
2,000
|
|
California Educational Facilities Authority, Revenue Bonds, Dominican University, Series 2006,
|
12/16 at 100.00
|
Baa3
|
2,079,700
|
|
|
5.000%, 12/01/36
|
|
|
|
1,875
|
|
California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital
|
11/21 at 100.00
|
AA–
|
3,472,650
|
|
|
and Clinics, Tender Option Bond Trust 3267, 20.285%, 11/15/40 (IF) (4)
|
|
|
|
1,000
|
|
California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects
|
8/20 at 100.00
|
N/R
|
1,063,360
|
|
|
Series 2010B, 7.250%, 8/15/45
|
|
|
|
1,000
|
|
California Municipal Finance Authority, Revenue Bonds, Harbor Regional Center Project, Series
|
11/19 at 100.00
|
AA
|
1,239,070
|
|
|
2009, 8.500%, 11/01/39
|
|
|
|
1,000
|
|
California School Finance Authority, Educational Facilities Revenue Bonds, Tri-Valley Learning
|
6/20 at 102.00
|
N/R
|
1,017,670
|
|
|
Corporation, Series 2012A, 7.000%, 6/01/47
|
|
|
|
1,300
|
|
California State, General Obligation Bonds, Tender Option Bond Trust 3162, 19.745%, 3/01/18 –
|
No Opt. Call
|
AA–
|
2,187,172
|
|
|
AGM Insured (IF)
|
|
|
|
520
|
|
California Statewide Communities Development Authority, Revenue Bonds, American Baptist Homes
|
10/19 at 100.00
|
BBB+
|
588,650
|
|
|
of the West, Series 2010, 6.250%, 10/01/39
|
|
|
|
1,000
|
|
California Statewide Communities Development Authority, Statewide Community Infrastructure
|
9/21 at 100.00
|
N/R
|
1,066,280
|
|
|
Program Revenue Bonds, Series 2011A, 8.000%, 9/02/41
|
|
|
|
500
|
|
California Statewide Community Development Authority, Revenue Bonds, California Baptist
|
11/21 at 100.00
|
N/R
|
628,930
|
|
|
University, Series 2011A, 7.500%, 11/01/41
|
|
|
|
1,825
|
|
California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity
|
7/15 at 100.00
|
BBB
|
1,895,117
|
|
|
Health System, Series 2005A, 5.250%, 7/01/35
|
|
|
|
500
|
|
California Statewide Community Development Authority, Revenue Bonds, Kaiser Permanente System,
|
4/17 at 100.00
|
AA+
|
561,755
|
|
|
Series 2007A, 5.000%, 4/01/31 – BHAC Insured
|
|
|
|
2,000
|
|
California Statewide Community Development Authority, Revenue Bonds, St. Joseph Health System,
|
7/18 at 100.00
|
AA–
|
2,257,140
|
|
|
Series 2007C, 5.750%, 7/01/47 – FGIC Insured
|
|
|
|
|
|
Daly City Housing Development Finance Agency, California, Mobile Home Park Revenue Bonds,
|
|
|
|
|
|
Franciscan Mobile Home Park Refunding, Series 2007A:
|
|
|
|
2,000
|
|
5.000%, 12/15/37
|
12/17 at 100.00
|
A
|
2,061,740
|
1,930
|
|
6.500%, 12/15/47
|
12/17 at 100.00
|
N/R
|
1,985,642
|
1,340
|
|
Elk Grove Community Facilities District 2005-1, California, Special Tax Bonds, Series 2007,
|
9/15 at 102.00
|
N/R
|
1,090,760
|
|
|
5.250%, 9/01/37
|
|
|
|
1,000
|
|
Fontana, California, Special Tax Bonds, Community Facilities District 31 Citrus Heights North,
|
9/14 at 102.00
|
N/R
|
1,011,060
|
|
|
Series 2006, 5.000%, 9/01/26
|
|
|
|
|
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
|
|
|
|
|
Asset-Backed Revenue Bonds, Tender Option Bond Trust 1011:
|
|
|
|
1,500
|
|
17.399%, 6/01/29 – AMBAC Insured (IF) (4)
|
4/13 at 100.00
|
A2
|
1,511,820
|
250
|
|
17.399%, 6/01/38 – FGIC Insured (IF) (4)
|
6/15 at 100.00
|
A2
|
293,440
|
500
|
|
17.378%, 6/01/45 (IF) (4)
|
6/15 at 100.00
|
A2
|
582,655
|
|
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|
|
|
|
|
Bonds, Series 2007A-1:
|
|
|
|
1,000
|
|
4.500%, 6/01/27
|
6/17 at 100.00
|
B
|
947,250
|
4,500
|
|
5.000%, 6/01/33
|
6/17 at 100.00
|
B
|
4,189,860
|
1,000
|
|
5.750%, 6/01/47
|
6/17 at 100.00
|
B
|
952,570
|
2,500
|
|
5.125%, 6/01/47
|
6/17 at 100.00
|
B
|
2,157,317
|
1,000
|
|
Hercules Redevelopment Agency, California, Tax Allocation Bonds, Merged Project Area, Series
|
8/15 at 100.00
|
CC
|
718,840
|
|
|
2005, 5.000%, 8/01/25 – AMBAC Insured
|
|
|
|
1,000
|
|
Lathrop Financing Authority, California, Revenue Bonds, Water Supply Project Series 2003,
|
6/13 at 100.00
|
N/R
|
1,003,810
|
|
|
6.000%, 6/01/35
|
|
|
|
850
|
|
Los Angeles County, California, Community Development Commission Headquarters Office Building,
|
9/21 at 100.00
|
Aa3
|
1,214,106
|
|
|
Lease Revenue Bonds, Community Development Properties Los Angeles County Inc., Tender Option
|
|
|
|
|
|
Bond Trust Series 2011-23B, 18.795%, 9/01/42 (IF) (4)
|
|
|
|
700
|
|
Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International
|
5/20 at 100.00
|
AA
|
1,072,876
|
|
|
Airport, Tender Option Bond Trust 10-27B, 18.670%, 5/15/40 (IF) (4)
|
|
|
|
500
|
|
March Joint Powers Redevelopment Agency, California, March Air Force Base Redevelopment
|
8/21 at 100.00
|
BBB+
|
595,630
|
|
|
Project Tax Allocation Revenue Bonds, Series 2011A, 7.500%, 8/01/41
|
|
|
|
625
|
|
Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2010,
|
11/20 at 100.00
|
Baa3
|
688,613
|
|
|
5.250%, 11/01/21
|
|
|
|
2,500
|
|
San Bernardino Community College District, California, General Obligation Bonds, Tender Option
|
8/16 at 100.00
|
Aa2
|
3,549,600
|
|
|
Bond Trust 11780-1, 17.216%, 2/01/27 – AGM Insured (IF)
|
|
|
|
500
|
|
Tobacco Securitization Authority of Southern California, Tobacco Settlement Asset-Backed
|
6/14 at 100.00
|
BB+
|
456,650
|
|
|
Bonds, San Diego County Tobacco Asset Securitization Corporation, Senior Series 2001A,
|
|
|
|
|
|
5.000%, 6/01/37
|
|
|
|
41,185
|
|
Total California
|
|
|
46,389,275
|
|
|
Colorado – 9.9% (8.8% of Total Investments)
|
|
|
|
1,500
|
|
Arista Metropolitan District, Colorado, Special Revenue Bonds, Series 2008, 9.250%, 12/01/37
|
12/15 at 100.00
|
N/R
|
1,094,805
|
1,000
|
|
Cimarron Metropolitan District, Arvada, Colorado, Limited Tax Revenue Bonds, Convertible to
|
10/17 at 100.00
|
N/R
|
1,005,210
|
|
|
Unlimited Tax, Series 2012, 6.000%, 12/01/22
|
|
|
|
500
|
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Mountain
|
10/22 at 100.00
|
N/R
|
493,780
|
|
|
Phoenix Community School, Series 2012, 7.000%, 10/01/42
|
|
|
|
1,945
|
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Windsor
|
5/17 at 100.00
|
BBB–
|
1,964,508
|
|
|
Academy, Series 2007A, 5.700%, 5/01/37
|
|
|
|
1,920
|
|
Colorado Educational and Cultural Facilities Authority, Revenue Bonds, Pikes Peak School of
|
6/18 at 102.00
|
N/R
|
2,022,931
|
|
|
Expeditionary Learning Charter School, Series 2008, 6.625%, 6/01/38
|
|
|
|
750
|
|
Colorado Health Facilities Authority, Health Facilities Revenue Bonds, Sisters of Charity of
|
No Opt. Call
|
AA
|
1,177,770
|
|
|
Leavenworth Health Services Corporation, Tender Option Bond Trust 3702, 19.249%, 1/01/18
|
|
|
|
|
|
(IF) (4)
|
|
|
|
1,000
|
|
Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan
|
6/16 at 100.00
|
A–
|
1,071,970
|
|
|
Society, Series 2006, 5.250%, 6/01/36
|
|
|
|
|
|
Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project,
|
|
|
|
|
|
Series 2007:
|
|
|
|
1,073
|
|
5.000%, 9/01/16 (Alternative Minimum Tax) (5)
|
No Opt. Call
|
N/R
|
687,356
|
5,045
|
|
6.750%, 4/01/27 (Alternative Minimum Tax)
|
4/17 at 100.00
|
N/R
|
4,153,700
|
1,000
|
|
Compark Business Campus Metropolitan District, Douglas County, Colorado, General Obligation
|
12/22 at 100.00
|
N/R
|
1,032,500
|
|
|
Bonds, Series 2012A, 6.750%, 12/01/39 – RAAI Insured
|
|
|
|
1,000
|
|
Confluence Metropolitan District, Colorado, General Obligation Limited Tax Bonds, Series 2007,
|
12/17 at 100.00
|
N/R
|
880,760
|
|
|
5.400%, 12/01/27
|
|
|
|
1,070
|
|
Fitzsimons Village Metropolitan District 1, Aurora, Arapahoe County, Colorado, Tax Increment
|
3/20 at 100.00
|
N/R
|
1,160,800
|
|
|
Public Improvement Fee Supported Revenue Bonds, Series 2010A, 7.500%, 3/01/40
|
|
|
|
999
|
|
Great Western Metropolitan District 5, Colorado, General Obligation Limited Tax Revenue Bonds,
|
12/19 at 100.00
|
N/R
|
1,051,158
|
|
|
Series 2009A-1, 9.000%, 8/01/39
|
|
|
|
5
|
|
Maher Ranch Metropolitan District 4, Colorado, General Obligation Limited Tax Bonds, Series
|
12/17 at 100.00
|
N/R
|
4,803
|
|
|
2007, 5.250%, 12/01/36 – RAAI Insured
|
|
|
|
500
|
|
Pinery West Metropolitan District 2, Colorado, General Obligation Limited Tax Bonds, Series
|
12/17 at 100.00
|
N/R
|
507,465
|
|
|
2007, 5.000%, 12/01/27 – RAAI Insured
|
|
|
|
1,000
|
|
Plaza Metropolitan District 1, Lakewood, Colorado, Tax Increment Revenue Bonds, Series 2003,
|
6/14 at 101.00
|
N/R (6)
|
1,110,150
|
|
|
8.000%, 12/01/25 (Pre-refunded 6/01/14)
|
|
|
|
1,700
|
|
Public Authority for Colorado Energy, Natural Gas Purchase Revenue Bonds, Colorado Springs
|
No Opt. Call
|
A
|
2,308,073
|
|
|
Utilities, Series 2008, 6.500%, 11/15/38
|
|
|
|
|
|
Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private
|
|
|
|
|
|
Activity Bonds, Series 2010:
|
|
|
|
500
|
|
6.500%, 1/15/30
|
7/20 at 100.00
|
Baa3
|
607,370
|
1,000
|
|
6.000%, 1/15/41
|
7/20 at 100.00
|
Baa3
|
1,167,430
|
2,000
|
|
Stone Ridge Metropolitan District 2, Colorado, General Obligation Bonds, Limited Tax
|
12/17 at 100.00
|
N/R
|
514,360
|
|
|
Convertible to Unlimited, Series 2007, 7.250%, 12/01/31
|
|
|
|
815
|
|
Three Springs Metropolitan District 3, Durango, La Plata County, Colorado, Property Tax
|
12/20 at 100.00
|
N/R
|
864,503
|
|
|
Supported Revenue Bonds, Series 2010, 7.750%, 12/01/39
|
|
|
|
26,322
|
|
Total Colorado
|
|
|
24,881,402
|
|
|
Connecticut – 0.7% (0.6% of Total Investments)
|
|
|
|
1,000
|
|
Harbor Point Infrastructure Improvement District, Connecticut, Special Obligation Revenue
|
4/20 at 100.00
|
N/R
|
1,144,730
|
|
|
Bonds, Harbor Point Project, Series 2010A, 7.875%, 4/01/39
|
|
|
|
500
|
|
Stamford, Connecticut, Special Obligation Revenue Bonds, Mill River Corridor Project, Series
|
4/21 at 100.00
|
N/R
|
537,530
|
|
|
2011aA, 7.000%, 4/01/41
|
|
|
|
1,500
|
|
Total Connecticut
|
|
|
1,682,260
|
|
|
District of Columbia – 1.9% (1.7% of Total Investments)
|
|
|
|
2,500
|
|
District of Columbia, Revenue Bonds, Howard University, Tender Option Bonds Trust 1006,
|
4/21 at 100.00
|
A–
|
4,713,800
|
|
|
23.404%, 10/01/37 (IF) (4)
|
|
|
|
|
|
Florida – 9.1% (8.1% of Total Investments)
|
|
|
|
945
|
|
Ave Maria Stewardship Community Development District, Florida, Capital Improvement Revenue
|
5/16 at 100.00
|
N/R
|
863,229
|
|
|
Bonds, Series 2006A, 5.125%, 5/01/38
|
|
|
|
1,000
|
|
Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series
|
5/22 at 100.00
|
N/R
|
1,019,870
|
|
|
2012, 6.700%, 5/01/42
|
|
|
|
945
|
|
Beacon Lakes Community Development District, Florida, Special Assessment Bonds, Series 2003A,
|
5/13 at 101.00
|
N/R
|
959,723
|
|
|
6.900%, 5/01/35
|
|
|
|
975
|
|
Beeline Community Development District, Palm Beach County, Florida, Special Assessment Bonds,
|
5/18 at 100.00
|
N/R
|
1,063,871
|
|
|
Series 2008A, 7.000%, 5/01/37
|
|
|
|
430
|
|
Colonial Country Club Community Development District, Florida, Capital Improvement Revenue
|
5/13 at 101.00
|
A
|
439,722
|
|
|
Bonds, Series 2003, 6.400%, 5/01/33
|
|
|
|
1,000
|
|
Cordoba Ranch Community Development District, Hillsborough County, Florida, Special Assessment
|
5/16 at 100.00
|
N/R
|
885,240
|
|
|
Revenue Bonds, Series 2006, 5.550%, 5/01/37
|
|
|
|
500
|
|
Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special
|
11/22 at 100.00
|
N/R
|
500,140
|
|
|
Assessment Bonds, Doral Breeze Project Series 2012, 5.500%, 11/01/32
|
|
|
|
500
|
|
Lake County, Florida, Industrial Development Revenue Bonds, Crane’s View Lodge Project, Series
|
No Opt. Call
|
N/R
|
502,310
|
|
|
2012A, 7.125%, 11/01/42
|
|
|
|
1,000
|
|
Martin County Industrial Development Authority, Florida, Industrial Development Revenue Bonds,
|
6/13 at 100.00
|
BB+
|
1,004,070
|
|
|
Indiantown Cogeneration LP, Series 1994A, 7.875%, 12/15/25 (Alternative Minimum Tax)
|
|
|
|
2,275
|
|
Old Palm Community Development District, Florida, Special Assessment Bonds, Palm Beach
|
5/15 at 101.00
|
N/R
|
2,356,900
|
|
|
Gardens, Series 2004A, 5.900%, 5/01/35
|
|
|
|
1,065
|
|
Pine Island Community Development District, Florida, Special Assessment Bonds, Bella Collina,
|
5/13 at 100.00
|
N/R
|
1,019,823
|
|
|
Series 2004, 5.750%, 5/01/35
|
|
|
|
995
|
|
Poinciana West Community Development District, Florida, Special Assessment Bonds, Series 2007,
|
5/17 at 100.00
|
N/R
|
1,003,040
|
|
|
6.000%, 5/01/37
|
|
|
|
1,000
|
|
Port Saint Lucie, Florida, Special Assessment Revenue Bonds, Southwest Annexation District 1B,
|
7/17 at 100.00
|
BBB
|
1,050,210
|
|
|
Series 2007, 5.000%, 7/01/33 – NPFG Insured
|
|
|
|
1,000
|
|
Reunion West Community Development District, Florida, Special Assessment Bonds, Series
|
5/22 at 100.00
|
N/R
|
958,100
|
|
|
2004A-1, 6.250%, 5/01/36
|
|
|
|
480
|
|
South Village Community Development District, Clay County, Florida, Capital Improvement
|
5/13 at 100.00
|
N/R
|
441,970
|
|
|
Revenue Bonds, Series 2005A, 5.700%, 5/01/35
|
|
|
|
1,315
|
|
Stoneybrook Venice Community Development District, Florida, Capital Improvement Revenue Bonds,
|
5/18 at 100.00
|
N/R
|
1,382,815
|
|
|
Series 2007, 6.750%, 5/01/38
|
|
|
|
470
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/17 at 100.00
|
N/R
|
337,314
|
|
|
Capital Appreciation, Series 2012A-2, 0.000%, 5/01/39
|
|
|
|
245
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/19 at 100.00
|
N/R
|
141,167
|
|
|
Capital Appreciation, Series 2012A-3, 0.000%, 5/01/40
|
|
|
|
575
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/22 at 100.00
|
N/R
|
243,737
|
|
|
Capital Appreciation, Series 2012A-4, 0.000%, 5/01/40
|
|
|
|
120
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series
|
No Opt. Call
|
N/R
|
1
|
|
|
2007-3, 6.375%, 5/01/17 (7)
|
|
|
|
2,845
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series
|
5/17 at 100.00
|
N/R
|
28
|
|
|
2007A-2, 5.250%, 5/01/39 (7)
|
|
|
|
15
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
No Opt. Call
|
N/R
|
8,361
|
|
|
Parcel Series 2007-1. RMKT, 6.375%, 5/01/17 (7)
|
|
|
|
1,300
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
5/17 at 100.00
|
N/R
|
703,248
|
|
|
Parcel Series 2007A-1. RMKT, 5.250%, 5/01/39 (7)
|
|
|
|
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding
|
|
|
|
|
|
Series 2012A-1:
|
|
|
|
200
|
|
6.375%, 5/01/17
|
No Opt. Call
|
N/R
|
195,366
|
565
|
|
5.250%, 5/01/39
|
5/17 at 100.00
|
N/R
|
549,886
|
2,675
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Series 2006,
|
5/14 at 101.00
|
BB
|
2,655,098
|
|
|
5.400%, 5/01/37
|
|
|
|
530
|
|
Tolomato Community Development District, Florida, Special Assessment Bonds,
|
No Opt. Call
|
N/R
|
253,351
|
|
|
Southern/Forbearance Parcel Series 2007-2, 6.375%, 5/01/17 (7)
|
|
|
|
|
|
Westchester Community Development District 1, Florida, Special Assessment Bonds, Series 2003:
|
|
|
|
445
|
|
6.000%, 5/01/23
|
5/13 at 101.00
|
N/R
|
451,056
|
1,750
|
|
6.125%, 5/01/35
|
5/13 at 101.00
|
N/R
|
1,772,120
|
27,160
|
|
Total Florida
|
|
|
22,761,766
|
|
|
Georgia – 1.6% (1.4% of Total Investments)
|
|
|
|
975
|
|
Atlanta, Georgia, Tax Allocation Bonds, Beltline Project Series 2008A. Remarketed, 7.500%, 1/01/31
|
1/19 at 100.00
|
A2
|
1,199,621
|
1,250
|
|
Clayton County Development Authority, Georgia, Special Facilities Revenue Bonds, Delta Air
|
6/20 at 100.00
|
B–
|
1,570,925
|
|
|
Lines, Inc. Project, Series 2009A, 8.750%, 6/01/29
|
|
|
|
1,170
|
|
Clayton County Development Authority, Georgia, Special Facilities Revenue Bonds, Delta Air
|
6/15 at 100.00
|
B–
|
1,309,862
|
|
|
Lines, Inc. Project, Series 2009B, 9.000%, 6/01/35 (Alternative Minimum Tax)
|
|
|
|
3,395
|
|
Total Georgia
|
|
|
4,080,408
|
|
|
Illinois – 12.6% (11.2% of Total Investments)
|
|
|
|
984
|
|
Chicago, Illinois, Certificates of Participation Tax Increment Bonds, 35th and State
|
No Opt. Call
|
N/R
|
987,757
|
|
|
Redevelopment Project, Series 2012, 6.100%, 1/15/29
|
|
|
|
980
|
|
Chicago, Illinois, Certificates of Participation, Tax Increment Allocation Revenue Bonds,
|
4/13 at 100.00
|
N/R
|
786,734
|
|
|
Diversey-Narragansett Project, Series 2006, 7.460%, 2/15/26
|
|
|
|
1,000
|
|
Cook County, Illinois, Recovery Zone Facility Revenue Bonds, Navistar International
|
10/20 at 100.00
|
B3
|
1,076,970
|
|
|
Corporation Project, Series 2010, 6.500%, 10/15/40
|
|
|
|
1,180
|
|
Evanston, Illinois, Educational Facility Revenue Bonds, Roycemore School Project, Series 2011,
|
7/21 at 100.00
|
N/R
|
1,341,707
|
|
|
8.250%, 7/01/41
|
|
|
|
1,100
|
|
Hillside, Cook County, Illinois, Senior Lien Tax Increment Revenue Bonds, Mannheim
|
1/18 at 102.00
|
N/R
|
1,112,496
|
|
|
Redevelopment Project, Series 2008, 7.000%, 1/01/28
|
|
|
|
1,000
|
|
Illinois Finance Authority Revenue Bonds, Christian Homes, Inc., Refunding Series 2010,
|
5/15 at 100.00
|
BBB–
|
1,027,870
|
|
|
5.500%, 5/15/23
|
|
|
|
3,370
|
|
Illinois Finance Authority, Charter School Revenue Bonds, Chicago Charter School Foundation,
|
12/16 at 100.00
|
BBB+
|
3,476,391
|
|
|
Series 2007, 5.000%, 12/01/36
|
|
|
|
500
|
|
Illinois Finance Authority, Revenue Bonds, Admiral at Lake Project, Series 2010A, 7.750%, 5/15/30
|
5/20 at 100.00
|
N/R
|
596,380
|
500
|
|
Illinois Finance Authority, Revenue Bonds, Admiral at Lake Project, Temps 75 Series 2010D-1,
|
4/13 at 100.00
|
N/R
|
500,860
|
|
|
7.000%, 5/15/18
|
|
|
|
1,250
|
|
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Tender Option Bond Trust
|
11/17 at 100.00
|
A
|
1,777,750
|
|
|
4702, 20.429%, 11/15/37 (IF) (4)
|
|
|
|
1,900
|
|
Illinois Finance Authority, Revenue Bonds, Provena Health, Series 2009A, 7.750%, 8/15/34
|
8/19 at 100.00
|
BBB+
|
2,430,138
|
1,770
|
|
Illinois Finance Authority, Revenue Bonds, Sherman Health Systems, Series 2007A, 5.500%, 8/01/37
|
8/17 at 100.00
|
BBB
|
1,942,858
|
2,000
|
|
Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Series
|
8/19 at 100.00
|
BBB+
|
2,382,420
|
|
|
2009, 6.875%, 8/15/38
|
|
|
|
500
|
|
Illinois Finance Authority, Revenue Bonds, Southern Illinois Healthcare Enterprises, Inc.,
|
4/13 at 100.00
|
AA–
|
561,965
|
|
|
Series 2005 Remarketed, 5.250%, 3/01/30 – AGM Insured
|
|
|
|
2,000
|
|
Illinois Finance Authority, Student Housing Revenue Bonds, MJH Education Assistance Illinois
|
6/14 at 100.00
|
Ca
|
1,719,820
|
|
|
IV LLC, Fullerton Village Project, Series 2004A, 5.125%, 6/01/35 (7)
|
|
|
|
500
|
|
Illinois Health Facilities Authority, Revenue Refunding Bonds, Elmhurst Memorial Healthcare,
|
4/13 at 100.00
|
Baa2
|
501,650
|
|
|
Series 2002, 5.500%, 1/01/22
|
|
|
|
200
|
|
Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/36
|
3/22 at 100.00
|
A2
|
217,884
|
|
|
Lombard Public Facilities Corporation, Illinois, First Tier Conference Center and Hotel
|
|
|
|
|
|
Revenue Bonds, Series 2005A-2:
|
|
|
|
250
|
|
5.500%, 1/01/30 – ACA Insured
|
1/16 at 100.00
|
CCC
|
160,123
|
2,000
|
|
5.500%, 1/01/36 – ACA Insured
|
1/16 at 100.00
|
CCC
|
1,278,260
|
|
|
Lombard Public Facilities Corporation, Illinois, Second Tier Conference Center and Hotel
|
|
|
|
|
|
Revenue Bonds, Series 2005B:
|
|
|
|
285
|
|
5.250%, 1/01/25
|
1/16 at 100.00
|
CCC
|
135,036
|
1,175
|
|
5.250%, 1/01/36
|
1/16 at 100.00
|
CCC
|
542,380
|
800
|
|
Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series
|
6/21 at 100.00
|
A–
|
962,352
|
|
|
2010, 6.000%, 6/01/28
|
|
|
|
|
|
Southwestern Illinois Development Authority, Illinois, Saint Clair County Comprehensive Mental
|
|
|
|
|
|
Health Center, Series 2007:
|
|
|
|
1,025
|
|
6.200%, 6/01/17
|
No Opt. Call
|
N/R
|
1,084,481
|
3,020
|
|
6.625%, 6/01/37
|
6/17 at 103.00
|
N/R
|
3,117,697
|
975
|
|
Southwestern Illinois Development Authority, Local Government Program Revenue Bonds, Granite
|
3/14 at 100.00
|
N/R
|
994,256
|
|
|
City Project, Series 2009B, 7.750%, 3/01/22
|
|
|
|
750
|
|
Springfield, Sangamon County, Illinois, Special Service Area, Legacy Pointe, Special
|
3/17 at 102.00
|
N/R
|
810,938
|
|
|
Assessment Bonds, Series 2009, 7.875%, 3/01/32
|
|
|
|
31,014
|
|
Total Illinois
|
|
|
31,527,173
|
|
|
Indiana – 3.5% (3.1% of Total Investments)
|
|
|
|
4,100
|
|
Delaware County Hospital Authority, Indiana, Hospital Revenue Bonds, Cardinal Health System,
|
8/16 at 100.00
|
Baa2
|
4,351,986
|
|
|
Series 2006, 5.125%, 8/01/29
|
|
|
|
1,250
|
|
Indiana Bond Bank, Special Program Gas Revenue Bonds, JP Morgan Ventures Energy Corporation
|
No Opt. Call
|
A2
|
2,166,500
|
|
|
Guaranteed, Tender Option Bond Trust 2882, 18.254%, 4/15/17 (IF)
|
|
|
|
|
|
Vigo County Hospital Authority, Indiana, Revenue Bonds, Union Hospital, Series 2007:
|
|
|
|
250
|
|
5.700%, 9/01/37
|
9/17 at 100.00
|
N/R
|
259,543
|
1,800
|
|
5.800%, 9/01/47
|
9/17 at 100.00
|
N/R
|
1,870,344
|
7,400
|
|
Total Indiana
|
|
|
8,648,373
|
|
|
Iowa – 0.2% (0.2% of Total Investments)
|
|
|
|
500
|
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc. Project,
|
8/22 at 100.00
|
BBB–
|
509,575
|
|
|
Series 2012, 4.750%, 8/01/42
|
|
|
|
|
|
Kentucky – 0.2% (0.2% of Total Investments)
|
|
|
|
500
|
|
Kentucky Economic Development Finance Authority, Hospital Facilities Revenue Bonds, Owensboro
|
6/20 at 100.00
|
BBB+
|
591,020
|
|
|
Medical Health System, Series 2010A, 6.000%, 6/01/30
|
|
|
|
|
|
Louisiana – 3.2% (2.9% of Total Investments)
|
|
|
|
1,000
|
|
Louisiana Public Facilities Authority, Revenue Bonds, Lake Charles Charter Academy Foundation
|
12/21 at 100.00
|
N/R
|
1,123,330
|
|
|
Project, Series 2011A, 7.750%, 12/15/31
|
|
|
|
500
|
|
Louisiana Local Government Environment Facilities and Community Development Authority, Revenue
|
11/20 at 100.00
|
BBB–
|
593,545
|
|
|
Bonds, Westlake Chemical Corporation Projects, Series 2010A-1, 6.500%, 11/01/35
|
|
|
|
3,500
|
|
Louisiana Local Government Environmental Facilities & Community Development Authority, Revenue
|
11/17 at 100.00
|
BBB–
|
3,985,345
|
|
|
Bonds, Westlake Chemical Corporation Project, Series 2007, 6.750%, 11/01/32
|
|
|
|
4,000
|
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
12/17 at 100.00
|
N/R
|
1,796,200
|
|
|
Revenue Bonds, Southgate Suites Hotel LLC Project, Series 2007A, 6.750%, 12/15/37 (7)
|
|
|
|
555
|
|
Tobacco Settlement Financing Corporation, Louisiana, Tobacco Settlement Asset-Backed Bonds,
|
5/13 at 100.00
|
A–
|
566,094
|
|
|
Series 2001B, 5.875%, 5/15/39
|
|
|
|
9,555
|
|
Total Louisiana
|
|
|
8,064,514
|
|
|
Maryland – 0.8% (0.7% of Total Investments)
|
|
|
|
375
|
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
BB+
|
382,954
|
|
|
9/01/39 – SYNCORA GTY Insured
|
|
|
|
1,000
|
|
Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference
|
12/16 at 100.00
|
N/R
|
694,080
|
|
|
Center, Series 2006A, 5.000%, 12/01/31
|
|
|
|
1,000
|
|
Maryland Economic Development Corporation, Senior Lien Student Housing Revenue Bonds,
|
10/13 at 100.00
|
B3
|
903,720
|
|
|
University of Maryland – Baltimore, Series 2003A, 5.750%, 10/01/33
|
|
|
|
2,375
|
|
Total Maryland
|
|
|
1,980,754
|
|
|
Massachusetts – 0.0% (0.0% of Total Investments)
|
|
|
|
90
|
|
Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,
|
3/13 at 102.00
|
Caa3
|
71,170
|
|
|
Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)
|
|
|
|
|
|
Michigan – 1.4% (1.2% of Total Investments)
|
|
|
|
250
|
|
Detroit, Michigan, General Obligation Bonds, Series 2001A-1, 5.375%, 4/01/16 – NPFG Insured
|
4/13 at 100.00
|
Baa2
|
246,280
|
1,750
|
|
Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American
|
12/17 at 100.00
|
N/R
|
1,768,550
|
|
|
Montessori Academy, Series 2007, 6.500%, 12/01/37
|
|
|
|
960
|
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, David
|
6/17 at 100.00
|
N/R
|
969,216
|
|
|
Ellis Academy-West Charter School Project, Series 2007, 5.875%, 6/01/37
|
|
|
|
500
|
|
Summit Academy North, Michigan, Revenue Bonds, Public School Academy Series 2005,
|
11/15 at 100.00
|
BB
|
482,970
|
|
|
5.500%, 11/01/35
|
|
|
|
3,460
|
|
Total Michigan
|
|
|
3,467,016
|
|
|
Minnesota – 1.3% (1.1% of Total Investments)
|
|
|
|
3,000
|
|
St. Paul Housing and Redevelopment Authority, Minnesota, Revenue Bonds, Healtheast Inc.,
|
11/15 at 100.00
|
BBB–
|
3,239,340
|
|
|
Series 2005, 6.000%, 11/15/35
|
|
|
|
|
|
Mississippi – 0.1% (0.1% of Total Investments)
|
|
|
|
975
|
|
Mississippi Business Finance Corporation, Gulf Opportunity Zone Revenue Bonds, Roberts Hotel
|
2/21 at 102.00
|
N/R
|
195,956
|
|
|
of Jackson, LLC Project, Series 2010, 8.500%, 2/01/30 (7)
|
|
|
|
|
|
Missouri – 2.4% (2.1% of Total Investments)
|
|
|
|
1,000
|
|
Hanley Road Corridor Transportation Development District, Brentwood and Maplewood, Missouri,
|
10/19 at 100.00
|
A–
|
1,120,510
|
|
|
Transportation Sales Revenue Bonds, Refunding Series 2009A, 5.875%, 10/01/36
|
|
|
|
1,000
|
|
Missouri Development Finance Board. Infrastructure Facilities Revenue Bonds, City of
|
4/14 at 100.00
|
A– (6)
|
1,068,810
|
|
|
Independence, Missouri – Events Center Project, Series 2009F, 6.250%, 4/01/38
|
|
|
|
|
|
(Pre-refunded 4/01/14)
|
|
|
|
1,100
|
|
Saint Louis Industrial Development Authority, Missouri, Confluence Academy Project, Series
|
6/15 at 103.00
|
N/R
|
1,039,104
|
|
|
2007A, 5.350%, 6/15/32
|
|
|
|
1,000
|
|
Saint Louis Land Clearance for Redevelopment Authority, Missouri, Tax-Exempt Recovery Zone
|
9/20 at 100.00
|
N/R
|
1,046,580
|
|
|
Facilities Improvement, Special Revenue Bonds, Kiel Opera House Project, Series 2010B,
|
|
|
|
|
|
7.000%, 9/01/35
|
|
|
|
1,868
|
|
Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Fashion Square Redevelopment
|
3/13 at 100.00
|
N/R
|
1,792,402
|
|
|
Project, Series 2008A, 6.300%, 8/22/26
|
|
|
|
5,968
|
|
Total Missouri
|
|
|
6,067,406
|
|
|
Nevada – 2.1% (1.9% of Total Investments)
|
|
|
|
2,500
|
|
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan,
|
No Opt. Call
|
AA+
|
3,913,400
|
|
|
Tender Option Bond Trust Series 2010-11836, 18.015%, 6/01/16 (IF)
|
|
|
|
|
|
Sparks Tourism Improvement District 1, Legends at Sparks Marina, Nevada, Senior Sales Tax
|
|
|
|
|
|
Revenue Bonds Series 2008A:
|
|
|
|
895
|
|
6.500%, 6/15/20
|
6/18 at 100.00
|
B2
|
935,221
|
500
|
|
6.750%, 6/15/28
|
6/18 at 100.00
|
B2
|
516,960
|
3,895
|
|
Total Nevada
|
|
|
5,365,581
|
|
|
New Jersey – 2.6% (2.3% of Total Investments)
|
|
|
|
1,050
|
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
8/22 at 101.00
|
B
|
1,073,720
|
|
|
Airlines Inc., Series 1999, 5.250%, 9/15/29 (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
5/13 at 100.00
|
B
|
1,003,780
|
|
|
Airlines Inc., Series 2000, 7.000%, 11/15/30 (Alternative Minimum Tax)
|
|
|
|
3,200
|
|
New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters
|
7/18 at 100.00
|
BB+
|
3,425,952
|
|
|
University Hospital, Series 2007, 5.750%, 7/01/37
|
|
|
|
1,000
|
|
New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Joseph’s
|
No Opt. Call
|
BBB–
|
1,127,340
|
|
|
Healthcare System Obligated Group Issue, Series 2008, 6.000%, 7/01/18
|
|
|
|
6,250
|
|
Total New Jersey
|
|
|
6,630,792
|
|
|
New Mexico – 0.6% (0.5% of Total Investments)
|
|
|
|
475
|
|
Montecito Estates Public Improvement District, New Mexico, Special Levee Revenue Bonds, Series
|
10/17 at 100.00
|
N/R
|
490,917
|
|
|
2007, 7.000%, 10/01/37
|
|
|
|
965
|
|
New Mexico Hospital Equipment Loan Council, First Mortgage Revenue Bonds, La Vida LLena
|
7/20 at 100.00
|
BBB–
|
1,046,900
|
|
|
Project, Series 2010A, 5.875%, 7/01/30
|
|
|
|
1,440
|
|
Total New Mexico
|
|
|
1,537,817
|
|
|
New York – 2.8% (2.5% of Total Investments)
|
|
|
|
|
|
New York City Industrial Development Agency, New York, American Airlines-JFK International
|
|
|
|
|
|
Airport Special Facility Revenue Bonds, Series 2005:
|
|
|
|
1,000
|
|
7.500%, 8/01/16 (Alternative Minimum Tax)
|
No Opt. Call
|
N/R
|
1,041,227
|
1,000
|
|
7.625%, 8/01/25 (Alternative Minimum Tax)
|
8/16 at 101.00
|
N/R
|
1,097,300
|
1,000
|
|
8.000%, 8/01/28
|
8/16 at 101.00
|
N/R
|
1,097,823
|
|
|
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx
|
|
|
|
|
|
Parking Development Company, LLC Project, Series 2007:
|
|
|
|
500
|
|
5.750%, 10/01/37
|
10/17 at 100.00
|
N/R
|
230,035
|
2,000
|
|
5.875%, 10/01/46
|
10/17 at 102.00
|
N/R
|
920,040
|
1,030
|
|
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special
|
7/16 at 101.00
|
N/R
|
1,015,405
|
|
|
Needs Facilities Pooled Program, Series 2008A-1, 5.800%, 7/01/23
|
|
|
|
|
|
New York Liberty Development Corporation, Second Priority Liberty Revenue Refunding Bonds,
|
|
|
|
|
|
Bank of America Tower at One Bryant Park Project, Tender Option Bond Trust PT4704:
|
|
|
|
250
|
|
18.566%, 1/15/44 (IF) (4)
|
1/20 at 100.00
|
AA+
|
370,170
|
625
|
|
18.566%, 1/15/44 (IF) (4)
|
1/20 at 100.00
|
AA+
|
925,425
|
265
|
|
Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air
|
12/20 at 100.00
|
BBB–
|
315,835
|
|
|
Terminal LLC Project, Eighth Series 2010, 6.000%, 12/01/42
|
|
|
|
7,670
|
|
Total New York
|
|
|
7,013,260
|
|
|
North Carolina – 1.7% (1.5% of Total Investments)
|
|
|
|
1,970
|
|
Albemarle Hospital Authority, North Carolina, Health Care Facilities Revenue Bonds, Series
|
10/17 at 100.00
|
N/R
|
2,006,957
|
|
|
2007, 5.250%, 10/01/38
|
|
|
|
|
|
North Carolina Capital Facilities Financing Agency, Educational Facilities Revenue Bond,
|
|
|
|
|
|
Meredith College, Series 2008A:
|
|
|
|
1,000
|
|
6.000%, 6/01/31
|
6/18 at 100.00
|
BBB
|
1,118,290
|
1,000
|
|
6.125%, 6/01/35
|
6/18 at 100.00
|
BBB
|
1,115,060
|
3,970
|
|
Total North Carolina
|
|
|
4,240,307
|
|
|
Ohio – 1.9% (1.7% of Total Investments)
|
|
|
|
500
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
6/17 at 100.00
|
B
|
446,950
|
|
|
Bonds, Senior Lien, Series 2007A-2, 5.750%, 6/01/34
|
|
|
|
1,700
|
|
Lorain County Port Authority, Ohio, Recovery Zone Facility Economic Development Revenue Bonds,
|
12/20 at 100.00
|
BB
|
1,875,661
|
|
|
United State Steel Corporation Project, Series 2010, 6.750%, 12/01/40
|
|
|
|
1,250
|
|
Ohio State, Hospital Facility Revenue Refunding Bonds, Cleveland Clinic Health System
|
No Opt. Call
|
Aa2
|
2,074,600
|
|
|
Obligated Group, Tender Option Bond Trust 3551, 20.225%, 1/01/17 (IF)
|
|
|
|
2,000
|
|
Western Reserve Port Authority, Ohio, Solid Waste Facility Revenue Bonds, Central Waste Inc.,
|
7/17 at 102.00
|
N/R
|
280,700
|
|
|
Series 2007A, 6.350%, 7/01/27 (Alternative Minimum Tax) (7)
|
|
|
|
5,450
|
|
Total Ohio
|
|
|
4,677,911
|
|
|
Oklahoma – 1.3% (1.1% 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
|
|
|
|
1,000
|
|
Tulsa Municipal Airport Trust, Oklahoma, Revenue Bonds, American Airlines Inc., Series 1995,
|
6/13 at 100.00
|
N/R
|
1,002,450
|
|
|
6.250%, 6/01/20
|
|
|
|
1,000
|
|
Tulsa Municipal Airport Trust, Oklahoma, Revenue Refunding Bonds, American Airlines Inc.,
|
No Opt. Call
|
N/R
|
1,091,190
|
|
|
Series 2000A, 7.750%, 6/01/35 (Mandatory put 12/01/14)
|
|
|
|
3,000
|
|
Total Oklahoma
|
|
|
3,201,210
|
|
|
Pennsylvania – 2.8% (2.5% of Total Investments)
|
|
|
|
500
|
|
Allegheny Country Industrial Development Authority, Pennsylvania, Environmental Improvement
|
11/19 at 100.00
|
BB
|
544,185
|
|
|
Revenue Bonds, United States Steel Corporation Project, Refunding Series 2009, 6.750%, 11/01/24
|
|
|
|
|
|
Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, West Penn
|
|
|
|
|
|
Allegheny Health System, Series 2007A:
|
|
|
|
500
|
|
5.000%, 11/15/28
|
11/17 at 100.00
|
CC
|
426,770
|
1,000
|
|
5.375%, 11/15/40
|
11/17 at 100.00
|
CC
|
854,490
|
1,010
|
|
Chester County Industrial Development Authority, Pennsylvania, Avon Grove Charter School
|
12/17 at 100.00
|
BBB–
|
1,064,197
|
|
|
Revenue Bonds, Series 2007A, 6.375%, 12/15/37
|
|
|
|
185
|
|
Montgomery County Industrial Development Authority, Pennsylvania, FHA Insured Mortgage Revenue
|
8/20 at 100.00
|
AA
|
299,833
|
|
|
Bonds, New Regional Medical Center Project, Tender Option Bond Trust 62B, 19.828%, 8/01/38
|
|
|
|
|
|
(IF) (4)
|
|
|
|
2,115
|
|
Pennsylvania Economic Development Finance Authority, Solid Waste Disposal Revenue Bonds (USG
|
6/13 at 100.00
|
B–
|
2,115,233
|
|
|
Corporation Project) Series 1999, 6.000%, 6/01/31 (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
Pennsylvania Housing Finance Agency, Single Family Mortgage Revenue Bonds, Tender Option Bond
|
4/19 at 100.00
|
AA+
|
1,256,600
|
|
|
Trust 4657, 16.487%, 10/01/29 (IF) (4)
|
|
|
|
395
|
|
Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Health System
|
5/20 at 100.00
|
AA
|
433,473
|
|
|
Revenue Bonds, Jefferson Health System, Series 2010B, 5.000%, 5/15/40
|
|
|
|
6,705
|
|
Total Pennsylvania
|
|
|
6,994,781
|
|
|
Puerto Rico – 0.0% (0.0% of Total Investments)
|
|
|
|
20
|
|
Puerto Rico Ports Authority, Special Facilities Revenue Bonds, American Airlines Inc., Series
|
6/13 at 100.00
|
N/R
|
19,270
|
|
|
1996A, 6.250%, 6/01/26 (Alternative Minimum Tax) (7)
|
|
|
|
|
|
Rhode Island – 0.2% (0.2% of Total Investments)
|
|
|
|
500
|
|
Rhode Island Health & Educational Building Corporation, Health Facilities Revenue Bonds,
|
1/21 at 100.00
|
N/R
|
594,410
|
|
|
Tockwotton Home, Series 2011, 8.375%, 1/01/46
|
|
|
|
|
|
South Carolina – 1.0% (0.9% of Total Investments)
|
|
|
|
3,477
|
|
Lancaster County, South Carolina, Special Assessment Bonds, Edgewater II Improvement District,
|
No Opt. Call
|
N/R
|
1,744,168
|
|
|
Series 2007B, 7.700%, 11/01/17 (7)
|
|
|
|
625
|
|
South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health,
|
8/21 at 100.00
|
AA–
|
767,769
|
|
|
Refunding Series 2011A, 6.500%, 8/01/39 – AGM Insured
|
|
|
|
4,102
|
|
Total South Carolina
|
|
|
2,511,937
|
|
|
Tennessee – 1.1% (1.0% of Total Investments)
|
|
|
|
500
|
|
Johnson City Health and Educational Facilities Board, Tennessee, Hospital Revenue Bonds,
|
7/20 at 100.00
|
BBB+
|
603,935
|
|
|
Mountain States Health Alliance, Refunding Series 2010A, 6.500%, 7/01/38
|
|
|
|
|
|
Sumner County Health, Educational, and Housing Facilities Board, Tennessee, Revenue Refunding
|
|
|
|
|
|
Bonds, Sumner Regional Health System Inc., Series 2007:
|
|
|
|
1,500
|
|
5.500%, 11/01/37 (7)
|
11/17 at 100.00
|
N/R
|
3,765
|
1,000
|
|
5.500%, 11/01/46 (7)
|
11/17 at 100.00
|
N/R
|
2,510
|
1,824
|
|
The Tennessee Energy Acquisition Corporation, Gas Revenue Bonds, Series 2006B, 5.625%, 9/01/26
|
No Opt. Call
|
BBB
|
2,142,726
|
4,824
|
|
Total Tennessee
|
|
|
2,752,936
|
|
|
Texas – 8.2% (7.2% of Total Investments)
|
|
|
|
1,000
|
|
Alliance Airport Authority, Texas, Special Facilities Revenue Bonds, American Airlines Inc.,
|
4/13 at 100.00
|
N/R
|
938,990
|
|
|
Series 2007, 5.750%, 12/01/29 (Alternative Minimum Tax) (7)
|
|
|
|
1,000
|
|
Brazos River Authority, Texas, Pollution Control Revenue Refunding Bonds, TXU Energy Company
|
No Opt. Call
|
CC
|
932,750
|
|
|
LLC, Series 2003A, 6.750%, 4/01/38 (Mandatory put 4/01/13) (Alternative Minimum Tax)
|
|
|
|
250
|
|
Central Texas Regional Mobility Authority, Senior Lien Revenue Bonds, Series 2011, 6.000%, 1/01/41
|
1/21 at 100.00
|
BBB–
|
292,318
|
2,100
|
|
Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Tejano Center
|
2/18 at 100.00
|
BBB–
|
2,485,350
|
|
|
for Community Concerns, Inc.-Raul Yzaguirre School for Success, Refunding Series 2009A,
|
|
|
|
|
|
8.750%, 2/15/28
|
|
|
|
10
|
|
Dallas-Ft. Worth International Airport Facility Improvement Corporation, Texas, Revenue Bonds,
|
5/13 at 100.00
|
N/R
|
8,639
|
|
|
American Airlines Inc., Series 1999, 6.375%, 5/01/35 (Alternative Minimum Tax) (7)
|
|
|
|
1,285
|
|
Dallas-Ft. Worth International Airport Facility Improvement Corporation, Texas, Revenue Bonds,
|
5/15 at 101.00
|
N/R
|
1,153,827
|
|
|
American Airlines Inc., Series 2000A-3, 9.125%, 5/01/29 (Alternative Minimum Tax) (7)
|
|
|
|
2,910
|
|
Danbury Higher Education Authority Inc., Texas, Golden Rule Charter School Revenue Bonds,
|
2/18 at 100.00
|
BB+
|
3,015,779
|
|
|
Series 2008A, 6.500%, 8/15/38
|
|
|
|
960
|
|
Hidalgo Willacy Housing Finance Corporation, Texas, Multifamily Housing Revenue Bonds,
|
1/14 at 102.00
|
N/R
|
986,304
|
|
|
Heritage Square Apartments Project, Series 2003A, 7.000%, 1/01/39
|
|
|
|
1,000
|
|
Jefferson County Industrial Development Corporation, Texas, Hurricane Ike Disaster Area
|
7/22 at 100.00
|
N/R
|
1,028,850
|
|
|
Revenue Bonds, Port of Beaumont Petroleum Transload Terminal, LLC Project, Series 2012,
|
|
|
|
|
|
8.250%, 7/01/32
|
|
|
|
1,330
|
|
La Vernia Higher Education Financing Corporation, Texas, Education Revenue Bonds, Amigos Por
|
2/16 at 100.00
|
N/R
|
1,367,546
|
|
|
Vida Friends For Life Public Charter School, Series 2008, 6.375%, 2/15/37
|
|
|
|
335
|
|
North Texas Tollway Authority, Second Tier System Revenue Refunding Bonds, Series 2008F,
|
1/18 at 100.00
|
A3
|
372,198
|
|
|
5.750%, 1/01/38
|
|
|
|
2,000
|
|
Sabine River Authority, Texas, Pollution Control Revenue Refunding Bonds, TXU Energy Company
|
8/13 at 101.00
|
CC
|
241,340
|
|
|
LLC Project, Series 2003B, 6.150%, 8/01/22
|
|
|
|
250
|
|
Texas Municipal Gas Acquisition and Supply Corporation I, Gas Supply Revenue Bonds, Senior
|
No Opt. Call
|
A–
|
324,593
|
|
|
Lien Series 2008D, 6.250%, 12/15/26
|
|
|
|
3,000
|
|
Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series
|
No Opt. Call
|
A3
|
3,264,180
|
|
|
2012, 5.000%, 12/15/30
|
|
|
|
1,000
|
|
Texas Private Activity Bond Surface Transportation Corporation, Senior Lien Revenue Bonds, LBJ
|
6/20 at 100.00
|
Baa3
|
1,230,520
|
|
|
Infrastructure Group LLC IH-635 Managed Lanes Project, Series 2010, 7.000%, 6/30/34
|
|
|
|
1,000
|
|
Texas Private Activity Bond Surface Transportation Corporation, Senior Lien Revenue Bonds, NTE
|
12/19 at 100.00
|
Baa2
|
1,198,910
|
|
|
Mobility Partners LLC North Tarrant Express Managed Lanes Project, Series 2009, 6.875%, 12/31/39
|
|
|
|
940
|
|
Texas Public Finance Authority Charter School Finance Corporation, Charter School Revenue
|
12/14 at 100.00
|
BB+
|
963,679
|
|
|
Bonds, School of Excellence Education Project, Series 2004A, 7.000%, 12/01/34
|
|
|
|
550
|
|
Travis County Health Facilities Development Corporation, Texas, Revenue Bonds, Westminster
|
11/20 at 100.00
|
BB+
|
662,030
|
|
|
Manor, Series 2010, 7.000%, 11/01/30
|
|
|
|
20,920
|
|
Total Texas
|
|
|
20,467,803
|
|
|
Utah – 3.1% (2.7% of Total Investments)
|
|
|
|
|
|
Utah State Charter School Finance Authority, Charter School Revenue Bonds, Noah Webster
|
|
|
|
|
|
Academy, Series 2008A:
|
|
|
|
480
|
|
6.250%, 6/15/28
|
6/17 at 100.00
|
N/R
|
488,381
|
1,430
|
|
6.500%, 6/15/38
|
6/17 at 100.00
|
N/R
|
1,455,912
|
5,550
|
|
Utah State Charter School Finance Authority, Revenue Bonds, Summit Academy Project, Series
|
12/17 at 100.00
|
BBB–
|
5,741,975
|
|
|
2007A, 5.800%, 6/15/38
|
|
|
|
7,460
|
|
Total Utah
|
|
|
7,686,268
|
|
|
Virginia – 1.6% (1.4% of Total Investments)
|
|
|
|
3,500
|
|
Tobacco Settlement Financing Corporation of Virginia, Tobacco Settlement Asset Backed Bonds,
|
6/17 at 100.00
|
B2
|
2,922,710
|
|
|
Series 2007B1, 5.000%, 6/01/47
|
|
|
|
1,000
|
|
Virginia Small Business Financing Authority, Revenue Bonds Hampton Roads Proton Beam Therapy
|
7/14 at 102.00
|
N/R
|
1,086,830
|
|
|
Institute at Hampton University, LLC Project, Series 2009, 9.000%, 7/01/39
|
|
|
|
4,500
|
|
Total Virginia
|
|
|
4,009,540
|
|
|
Washington – 6.0% (5.3% of Total Investments)
|
|
|
|
2,415
|
|
FYI Properties, Washington, Lease Revenue Bonds, Washington State Department of Information
|
6/19 at 100.00
|
AA
|
3,753,296
|
|
|
Services Project, Tender Option Bond Trust 2009-14A&B, 20.300%, 6/01/34 (IF) (4)
|
|
|
|
3,600
|
|
Kalispel Indian Tribe, Washington, Priority Distribution Bonds, Series 2008, 6.750%, 1/01/38
|
1/18 at 100.00
|
N/R
|
3,486,060
|
7,000
|
|
Washington State Health Care Facilities Authority, Revenue Bonds, Northwest Hospital and
|
12/17 at 100.00
|
N/R
|
7,218,120
|
|
|
Medical Center of Seattle, Series 2007, 5.700%, 12/01/32
|
|
|
|
15
|
|
Washington State Health Care Facilities Authority, Revenue Bonds, Virginia Mason Medical
|
8/17 at 100.00
|
BBB
|
16,231
|
|
|
Center, Series 2007B, 5.750%, 8/15/37 – ACA Insured
|
|
|
|
500
|
|
Washington State Housing Finance Commission, Non-Profit Housing Revenue Bonds, Mirabella
|
No Opt. Call
|
N/R
|
509,165
|
|
|
Project, Series 2012A, 6.750%, 10/01/47
|
|
|
|
13,530
|
|
Total Washington
|
|
|
14,982,872
|
|
|
West Virginia – 0.2% (0.2% of Total Investments)
|
|
|
|
400
|
|
Ohio County Commission, West Virginia, Special District Excise Tax Revenue Bonds, Fort Henry
|
3/16 at 100.00
|
BBB
|
420,028
|
|
|
Economic Development, Series 2006B, 5.625%, 3/01/36
|
|
|
|
|
|
Wisconsin – 2.2% (1.9% of Total Investments)
|
|
|
|
30
|
|
Green Bay Redevelopment Authority, Wisconsin, Industrial Development Revenue Bonds, Fort James
|
No Opt. Call
|
N/R
|
34,285
|
|
|
Project, Series 1999, 5.600%, 5/01/19 (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
Lac Courte Oreilles Band of Lake Superior Chippewa Indians, Wisconsin, Revenue Bonds, Series
|
12/18 at 102.00
|
N/R
|
959,340
|
|
|
2006, 7.000%, 12/01/26
|
|
|
|
1,000
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Froedtert Community
|
No Opt. Call
|
AA–
|
1,451,880
|
|
|
Health, Inc. Obligated Group, Tender Option Bond Trust 3592, 19.141%, 4/01/17 (IF) (4)
|
|
|
|
1,500
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan
|
8/16 at 100.00
|
A–
|
1,882,500
|
|
|
Healthcare System, Series 2006, Trust 2187, 14.721%, 8/15/34 (IF)
|
|
|
|