|
Portfolio of Investments
|
|||||
|
Nuveen AMT-Free Municipal Income Fund (NEA)
|
|||||
|
January 31, 2015 (Unaudited)
|
|||||
|
Principal
|
Optional Call
|
||||
|
Amount (000)
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
LONG-TERM INVESTMENTS – 142.3% (98.8% of Total Investments)
|
|||||
|
MUNICIPAL BONDS – 142.3% (98.8% of Total Investments)
|
|||||
|
Alabama – 0.8% (0.5% of Total Investments)
|
|||||
|
$ 1,000
|
Alabama Special Care Facilities Financing Authority, Revenue Bonds, Ascension Health, Series
|
11/16 at 100.00
|
AA+
|
$ 1,072,510
|
|
|
2006C-2, 5.000%, 11/15/36 (UB)
|
|||||
|
2,200
|
Auburn, Alabama, General Obligation Warrants, Series 2005, 5.000%, 8/01/30 (Pre-refunded
|
8/15 at 100.00
|
AA+ (4)
|
2,254,054
|
|
|
8/01/15) – AMBAC Insured
|
|||||
|
3,750
|
Huntsville Healthcare Authority, Alabama, Revenue Bonds, Series 2005A, 5.000%, 6/01/24
|
6/15 at 100.00
|
AA– (4)
|
3,810,675
|
|
|
(Pre-refunded 6/01/15) – NPFG Insured
|
|||||
|
Jefferson County, Alabama, General Obligation Warrants, Series 2004A:
|
|||||
|
1,395
|
5.000%, 4/01/22 – NPFG Insured
|
4/15 at 100.00
|
AA–
|
1,395,767
|
|
|
1,040
|
5.000%, 4/01/23 – NPFG Insured
|
4/15 at 100.00
|
AA–
|
1,040,447
|
|
|
9,385
|
Total Alabama
|
9,573,453
|
|||
|
Alaska – 0.2% (0.1% of Total Investments)
|
|||||
|
2,540
|
Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds,
|
4/15 at 100.00
|
B2
|
2,277,212
|
|
|
Series 2006A, 5.000%, 6/01/32
|
|||||
|
Arizona – 4.7% (3.2% of Total Investments)
|
|||||
|
1,460
|
Apache County Industrial Development Authority, Arizona, Pollution Control Revenue Bonds,
|
3/22 at 100.00
|
BBB+
|
1,588,144
|
|
|
Tucson Electric Power Company, Series 20102A, 4.500%, 3/01/30
|
|||||
|
2,455
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Series
|
1/22 at 100.00
|
AA–
|
2,771,130
|
|
|
2012A, 5.000%, 1/01/43
|
|||||
|
Arizona State, Certificates of Participation, Series 2010A:
|
|||||
|
2,800
|
5.250%, 10/01/28 – AGM Insured
|
10/19 at 100.00
|
AA
|
3,216,304
|
|
|
3,500
|
5.000%, 10/01/29 – AGM Insured
|
10/19 at 100.00
|
AA
|
3,973,725
|
|
|
7,500
|
Arizona State, State Lottery Revenue Bonds, Series 2010A, 5.000%, 7/01/29 – AGC Insured
|
1/20 at 100.00
|
AA
|
8,621,175
|
|
|
Phoenix Civic Improvement Corporation, Arizona, Junior Lien Water System Revenue Bonds,
|
|||||
|
Series 2005:
|
|||||
|
4,370
|
4.750%, 7/01/25 (Pre-refunded 7/01/15) – NPFG Insured
|
7/15 at 100.00
|
AAA
|
4,454,909
|
|
|
12,365
|
4.750%, 7/01/27 (Pre-refunded 7/01/15) – NPFG Insured
|
7/15 at 100.00
|
AAA
|
12,605,252
|
|
|
Phoenix Civic Improvement Corporation, Arizona, Revenue Bonds, Civic Plaza Expansion Project,
|
|||||
|
Series 2005B:
|
|||||
|
6,545
|
5.500%, 7/01/37 – FGIC Insured
|
No Opt. Call
|
AA
|
8,927,445
|
|
|
5,000
|
5.500%, 7/01/40 – FGIC Insured
|
No Opt. Call
|
AA
|
6,914,600
|
|
|
3,530
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
No Opt. Call
|
A–
|
4,276,207
|
|
|
Prepay Contract Obligations, Series 2007, 5.000%, 12/01/37
|
|||||
|
49,525
|
Total Arizona
|
57,348,891
|
|||
|
Arkansas – 0.3% (0.2% of Total Investments)
|
|||||
|
4,020
|
Northwest Community College District, Arkansas, General Obligation Bonds, Series 2005, 5.000%,
|
5/15 at 100.00
|
A+
|
4,075,154
|
|
|
5/15/23 – AMBAC Insured
|
|||||
|
California – 18.2% (12.7% of Total Investments)
|
|||||
|
22,880
|
Alameda Corridor Transportation Authority, California, Senior Lien Revenue Bonds, Series
|
No Opt. Call
|
AA–
|
11,816,147
|
|
|
1999A, 0.000%, 10/01/32 – NPFG Insured
|
|||||
|
2,735
|
Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series
|
4/23 at 100.00
|
A+
|
3,209,714
|
|
|
2013S-4, 5.250%, 4/01/53
|
|||||
|
1,300
|
California Educational Facilities Authority, Revenue Bonds, Occidental College, Series 2005A,
|
10/15 at 100.00
|
Aa3 (4)
|
1,342,432
|
|
|
5.000%, 10/01/33 (Pre-refunded 10/01/15) – NPFG Insured
|
|||||
|
California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard
|
|||||
|
Children’s Hospital, Series 2012A:
|
|||||
|
2,000
|
5.000%, 8/15/51
|
8/22 at 100.00
|
AA
|
2,248,060
|
|
|
3,000
|
5.000%, 8/15/51 (UB) (5)
|
8/22 at 100.00
|
AA
|
3,372,090
|
|
|
530
|
California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System,
|
7/23 at 100.00
|
AA–
|
620,376
|
|
|
Series 2013A, 5.000%, 7/01/37
|
|||||
|
1,710
|
California Health Facilities Financing Authority, Revenue Bonds, Scripps Health, Series 2012A,
|
11/21 at 100.00
|
AA
|
1,959,352
|
|
|
5.000%, 11/15/40
|
|||||
|
California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and
|
|||||
|
Clinics, Tender Option Bond Trust 3294:
|
|||||
|
1,285
|
9.333%, 2/15/20 (IF) (5)
|
No Opt. Call
|
AA
|
1,637,013
|
|
|
525
|
9.333%, 2/15/20 (IF) (5)
|
No Opt. Call
|
AA
|
668,819
|
|
|
485
|
9.325%, 2/15/20 (IF) (5)
|
No Opt. Call
|
AA
|
617,740
|
|
|
5,000
|
California State Public Works Board, Lease Revenue Bonds, Department of General Services,
|
4/15 at 100.00
|
A1
|
5,033,350
|
|
|
Capital East End Project, Series 2002A, 5.000%, 12/01/27 – AMBAC Insured
|
|||||
|
5
|
California State, General Obligation Bonds, Series 2004, 5.000%, 4/01/31 – AMBAC Insured
|
4/15 at 100.00
|
Aa3
|
5,019
|
|
|
680
|
California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda
|
12/24 at 100.00
|
BBB
|
761,736
|
|
|
University Medical Center, Series 2014A, 5.250%, 12/01/44
|
|||||
|
10,000
|
California Statewide Communities Development Authority, Revenue Bonds, Sutter Health, Series
|
8/20 at 100.00
|
AA–
|
12,124,100
|
|
|
2011A, 6.000%, 8/15/42
|
|||||
|
California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity
|
|||||
|
Health System, Series 2005A:
|
|||||
|
3,895
|
5.250%, 7/01/30
|
7/15 at 100.00
|
CCC
|
3,850,246
|
|
|
5,000
|
5.250%, 7/01/35
|
7/15 at 100.00
|
CCC
|
4,932,000
|
|
|
5,000
|
5.000%, 7/01/39
|
7/15 at 100.00
|
CCC
|
4,909,850
|
|
|
4,775
|
Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series
|
No Opt. Call
|
AA+ (4)
|
3,909,818
|
|
|
2001A, 0.000%, 8/01/25 – FGIC Insured (ETM)
|
|||||
|
1,665
|
Contra Costa Community College District, Contra Costa County, California, General Obligation
|
8/23 at 100.00
|
Aa1
|
1,965,299
|
|
|
Bonds, Election of 2006, Series 2013, 5.000%, 8/01/38
|
|||||
|
Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds,
|
|||||
|
Refunding Series 2013A:
|
|||||
|
1,510
|
5.750%, 1/15/46
|
1/24 at 100.00
|
BBB–
|
1,791,011
|
|
|
4,510
|
6.000%, 1/15/49
|
1/24 at 100.00
|
BBB–
|
5,412,812
|
|
|
1,735
|
Fullerton Public Financing Authority, California, Tax Allocation Revenue Bonds, Series 2005,
|
9/15 at 100.00
|
A
|
1,762,083
|
|
|
5.000%, 9/01/27 – AMBAC Insured
|
|||||
|
15,065
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
6/15 at 100.00
|
A1
|
15,308,902
|
|
|
Asset-Backed Revenue Bonds, Series 2005A, 5.000%, 6/01/35 – FGIC Insured
|
|||||
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|||||
|
Bonds, Series 2007A-1:
|
|||||
|
8,180
|
4.500%, 6/01/27
|
6/17 at 100.00
|
B
|
8,042,740
|
|
|
3,990
|
5.000%, 6/01/33
|
6/17 at 100.00
|
B
|
3,475,011
|
|
|
250
|
5.125%, 6/01/47
|
6/17 at 100.00
|
B
|
203,490
|
|
|
3,040
|
Kern Community College District, California, General Obligation Bonds, Series 2006, 0.000%,
|
No Opt. Call
|
AA
|
2,488,878
|
|
|
11/01/23 – AGM Insured
|
|||||
|
1,580
|
La Verne-Grand Terrace Housing Finance Agency, California, Single Family Residential Mortgage
|
No Opt. Call
|
Aaa
|
1,793,110
|
|
|
Revenue Bonds, Series 1984A, 10.250%, 7/01/17 (ETM)
|
|||||
|
6,000
|
Los Angeles Department of Water and Power, California, Power System Revenue Bonds, Series
|
7/22 at 100.00
|
AA–
|
6,965,880
|
|
|
2012B, 5.000%, 7/01/43
|
|||||
|
4,000
|
Los Angeles Unified School District, California, General Obligation Bonds, Series 2006F,
|
7/16 at 100.00
|
Aa2 (4)
|
4,269,320
|
|
|
5.000%, 7/01/24 (Pre-refunded 7/01/16) – FGIC Insured
|
|||||
|
3,545
|
Mount San Antonio Community College District, Los Angeles County, California, General
|
8/35 at 100.00
|
AA
|
2,560,979
|
|
|
Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/43
|
|||||
|
3,515
|
Newport Beach, California, Revenue Bonds, Hoag Memorial Hospital Presbyterian, Series 2011A,
|
12/21 at 100.00
|
N/R (4)
|
4,557,760
|
|
|
5.875%, 12/01/30 (Pre-refunded 12/01/21)
|
|||||
|
5,000
|
Ontario Redevelopment Financing Authority, San Bernardino County, California, Revenue
|
No Opt. Call
|
AA–
|
6,359,300
|
|
|
Refunding Bonds, Redevelopment Project 1, Series 1995, 7.400%, 8/01/25 – NPFG Insured
|
|||||
|
Orange County Water District, California, Revenue Certificates of Participation, Series 2003B:
|
|||||
|
1,745
|
5.000%, 8/15/34 – NPFG Insured (ETM)
|
No Opt. Call
|
AAA
|
2,367,005
|
|
|
1,490
|
5.000%, 8/15/34 – NPFG Insured (ETM)
|
No Opt. Call
|
AAA
|
2,005,004
|
|
|
Plumas County, California, Certificates of Participation, Capital Improvement Program, Series 2003A:
|
|||||
|
1,130
|
5.250%, 6/01/19 – AMBAC Insured
|
4/15 at 100.00
|
A
|
1,133,469
|
|
|
1,255
|
5.250%, 6/01/21 – AMBAC Insured
|
4/15 at 100.00
|
A
|
1,259,970
|
|
|
6,705
|
Pomona, California, GNMA/FHLMC Collateralized Single Family Mortgage Revenue Refunding Bonds,
|
No Opt. Call
|
Aaa
|
8,495,436
|
|
|
Series 1990B, 7.500%, 8/01/23 (ETM)
|
|||||
|
1,800
|
Rialto Unified School District, San Bernardino County, California, General Obligation Bonds,
|
No Opt. Call
|
AA
|
1,174,824
|
|
|
Series 2011A, 0.000%, 8/01/28
|
|||||
|
1,000
|
Rim of the World Unified School District, San Bernardino County, California, General
|
8/21 at 100.00
|
AA
|
1,129,960
|
|
|
Obligation Bonds, Series 2011C, 5.000%, 8/01/38 – AGM Insured
|
|||||
|
390
|
Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series
|
6/23 at 100.00
|
BBB–
|
459,744
|
|
|
2013A, 5.750%, 6/01/44
|
|||||
|
735
|
Sacramento City Financing Authority, California, Capital Improvement Revenue Bonds, Solid
|
4/15 at 100.00
|
N/R
|
736,852
|
|
|
Waste and Redevelopment Projects, Series 1999, 5.800%, 12/01/19 – AMBAC Insured
|
|||||
|
6,625
|
San Bernardino, California, GNMA Mortgage-Backed Securities Program Single Family Mortgage
|
No Opt. Call
|
Aaa
|
8,377,644
|
|
|
Revenue Refunding Bonds, Series 1990A, 7.500%, 5/01/23 (ETM)
|
|||||
|
2,250
|
San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011,
|
12/21 at 100.00
|
BB
|
2,824,740
|
|
|
7.500%, 12/01/41
|
|||||
|
4,000
|
San Francisco Airports Commission, California, Revenue Bonds, San Francisco International
|
5/23 at 100.00
|
A+
|
4,644,280
|
|
|
Airport, Governmental Purpose, Second Series 2013B, 5.000%, 5/01/43
|
|||||
|
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue
|
|||||
|
Bonds, Refunding Senior Lien Series 2014A:
|
|||||
|
6,575
|
5.000%, 1/15/44
|
1/25 at 100.00
|
BBB–
|
7,327,312
|
|
|
20,310
|
5.000%, 1/15/50
|
1/25 at 100.00
|
BBB–
|
22,173,849
|
|
|
4,000
|
San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment
|
4/15 at 100.00
|
AA–
|
4,016,440
|
|
|
Project, Series 2004A, 5.250%, 8/01/19 – NPFG Insured
|
|||||
|
12,580
|
San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment
|
8/17 at 100.00
|
AA–
|
12,883,178
|
|
|
Project, Series 2006C, 4.250%, 8/01/30 – NPFG Insured
|
|||||
|
4,455
|
San Mateo County Community College District, California, General Obligation Bonds, Series
|
No Opt. Call
|
AAA
|
4,001,927
|
|
|
2006A, 0.000%, 9/01/21 – NPFG Insured (5)
|
|||||
|
3,600
|
Ventura County Community College District, California, General Obligation Bonds, Series 2005B,
|
8/15 at 100.00
|
AA (4)
|
3,688,632
|
|
|
5.000%, 8/01/28 (Pre-refunded 8/01/15) – NPFG Insured
|
|||||
|
3,900
|
West Hills Community College District, California, General Obligation Bonds, School Facilities
|
8/21 at 100.00
|
AA
|
4,836,000
|
|
|
Improvement District 3, 2008 Election Series 2011, 6.500%, 8/01/41 – AGM Insured
|
|||||
|
218,935
|
Total California
|
223,510,703
|
|||
|
Colorado – 5.1% (3.5% of Total Investments)
|
|||||
|
7,500
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives,
|
4/18 at 100.00
|
AA
|
9,319,950
|
|
|
Series 2006C-1, Trust 1090, 15.128%, 10/01/41 – AGM Insured (IF) (5)
|
|||||
|
5,000
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Catholic Health Initiatives,
|
1/23 at 100.00
|
A+
|
5,778,100
|
|
|
Series 2013A, 5.250%, 1/01/45
|
|||||
|
5,000
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Children’s Hospital Colorado
|
12/23 at 100.00
|
A+
|
5,669,200
|
|
|
Project, Series 2013A, 5.000%, 12/01/36
|
|||||
|
425
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Evangelical Lutheran Good
|
6/23 at 100.00
|
A3
|
496,987
|
|
|
Samaritan Society Project, Series 2013, 5.625%, 6/01/43
|
|||||
|
2,915
|
Commerce City Northern Infrastructure General Improvement District, Colorado, General
|
12/22 at 100.00
|
AA
|
3,484,387
|
|
|
Obligation Bonds, Series 2013, 5.000%, 12/01/27 – AGM Insured
|
|||||
|
4,835
|
Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2013B,
|
11/23 at 100.00
|
A
|
5,577,221
|
|
|
5.000%, 11/15/43
|
|||||
|
35,355
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B, 0.000%, 9/01/30 –
|
No Opt. Call
|
AA–
|
20,856,622
|
|
|
NPFG Insured
|
|||||
|
2,900
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/34 –
|
No Opt. Call
|
AA–
|
1,407,544
|
|
|
NPFG Insured
|
|||||
|
2,640
|
Park Creek Metropolitan District, Colorado, Senior Limited Property Tax Supported Revenue
|
12/20 at 100.00
|
AA
|
3,187,087
|
|
|
Refunding Bonds, Series 2011, 6.125%, 12/01/41 – AGM Insured
|
|||||
|
4,000
|
University of Colorado Hospital Authority, Colorado, Revenue Bonds, Series 2012A, 5.000%, 11/15/42
|
11/22 at 100.00
|
AA–
|
4,476,760
|
|
|
25
|
University of Colorado, Enterprise System Revenue Bonds, Series 2005, 5.000%, 6/01/30 –
|
6/15 at 100.00
|
Aa2
|
25,379
|
|
|
FGIC Insured
|
|||||
|
University of Colorado, Enterprise System Revenue Bonds, Series 2005:
|
|||||
|
1,285
|
5.000%, 6/01/30 (Pre-refunded 6/01/15) – FGIC Insured
|
6/15 at 100.00
|
Aa2 (4)
|
1,306,023
|
|
|
690
|
5.000%, 6/01/30 (Pre-refunded 6/01/15) – FGIC Insured
|
6/15 at 100.00
|
Aa2 (4)
|
701,288
|
|
|
72,570
|
Total Colorado
|
62,286,548
|
|||
|
Delaware – 0.3% (0.2% of Total Investments)
|
|||||
|
3,250
|
Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013,
|
7/23 at 100.00
|
BBB–
|
3,485,073
|
|
|
5.000%, 7/01/32
|
|||||
|
District of Columbia – 1.9% (1.3% of Total Investments)
|
|||||
|
1,250
|
District of Columbia Student Dormitory Revenue Bonds, Provident Group – Howard Properties LLC
|
10/22 at 100.00
|
BBB–
|
1,315,500
|
|
|
Issue, Series 2013, 5.000%, 10/01/45
|
|||||
|
10,150
|
District of Columbia, Revenue Bonds, Georgetown University, Series 2007A, 0.000%, 4/01/40 –
|
4/21 at 100.00
|
A–
|
9,443,357
|
|
|
AMBAC Insured
|
|||||
|
6,545
|
Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Revenue Bonds, Dulles
|
4/22 at 100.00
|
BBB+
|
7,218,350
|
|
|
Metrorail & Capital Improvement Project, Refunding Second Senior Lien Series 2014A,
|
|||||
|
5.000%, 10/01/53
|
|||||
|
7,000
|
Metropolitan Washington Airports Authority, Virginia, Dulles Toll Road Second Senior Lien
|
No Opt. Call
|
AA
|
2,865,940
|
|
|
Revenue Bonds, Series 2009B, 0.000%, 10/01/36 – AGC Insured
|
|||||
|
2,395
|
Washington Convention Center Authority, District of Columbia, Dedicated Tax Revenue Bonds,
|
10/16 at 100.00
|
AA+
|
2,804,904
|
|
|
Tender Option Bond Trust 1606, 11.921%, 10/01/30 – AMBAC Insured (IF) (5)
|
|||||
|
27,340
|
Total District of Columbia
|
23,648,051
|
|||
|
Florida – 9.2% (6.4% of Total Investments)
|
|||||
|
1,000
|
Bay County, Florida, Water System Revenue Bonds, Series 2005, 5.000%, 9/01/25 – AMBAC Insured
|
9/15 at 100.00
|
Aa3
|
1,027,640
|
|
|
11,000
|
Cape Coral, Florida, Water and Sewer Revenue Bonds, Refunding Series 2011, 5.000%, 10/01/41 –
|
10/21 at 100.00
|
AA
|
12,748,120
|
|
|
AGM Insured
|
|||||
|
Clay County, Florida, Utility System Revenue Bonds, Series 2007:
|
|||||
|
1,500
|
5.000%, 11/01/27 – AGM Insured (UB)
|
11/17 at 100.00
|
AA
|
1,659,735
|
|
|
3,000
|
5.000%, 11/01/32 – AGM Insured (UB)
|
11/17 at 100.00
|
AA
|
3,288,000
|
|
|
3,570
|
Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University,
|
11/23 at 100.00
|
BBB–
|
4,052,985
|
|
|
Series 2013, 6.125%, 11/01/43
|
|||||
|
Davie, Florida, Educational Facilities Revenue Bonds, Nova Southeastern University Project,
|
|||||
|
Refunding Series 2013A:
|
|||||
|
8,555
|
6.000%, 4/01/42
|
4/23 at 100.00
|
Baa1
|
10,237,426
|
|
|
4,280
|
5.625%, 4/01/43
|
4/23 at 100.00
|
Baa1
|
4,990,608
|
|
|
500
|
Flagler County, Florida, Capital Improvement Revenue Bonds, Series 2005, 5.000%, 10/01/30 –
|
10/15 at 100.00
|
AA–
|
507,360
|
|
|
NPFG Insured
|
|||||
|
30
|
Florida Housing Finance Agency, GNMA Collateralized Home Ownership Revenue Refunding Bonds,
|
No Opt. Call
|
AA+
|
30,176
|
|
|
Series 1987G-1, 8.595%, 11/01/17
|
|||||
|
1,190
|
Florida Municipal Loan Council, Revenue Bonds, Series 2005A, 5.000%, 2/01/23 – NPFG Insured
|
2/15 at 100.00
|
AA–
|
1,194,225
|
|
|
2,500
|
Florida State Board of Education, Public Education Capital Outlay Bonds, Tender Option Bond
|
6/18 at 101.00
|
AAA
|
3,800,325
|
|
|
Trust 2929, 17.626%, 12/01/16 – AGC Insured (IF) (5)
|
|||||
|
5,000
|
Florida State Turnpike Authority, Turnpike Revenue Bonds, Department of Transportation,
|
No Opt. Call
|
AA–
|
5,481,350
|
|
|
Refunding Series 2008A, 5.000%, 7/01/35
|
|||||
|
350
|
Halifax Hospital Medical Center, Florida, Revenue Bonds, Series 2006, 5.500%, 6/01/38 –
|
6/18 at 100.00
|
AA
|
390,775
|
|
|
AGM Insured
|
|||||
|
180
|
Highlands County Health Facilities Authority, Florida, Hospital Revenue Bonds, Adventist
|
11/15 at 100.00
|
Aa2 (4)
|
186,746
|
|
|
Health System, Series 2005D, 5.000%, 11/15/35 (Pre-refunded 11/15/15) – NPFG Insured
|
|||||
|
400
|
Jacksonville, Florida, Better Jacksonville Sales Tax Revenue Bonds, Refunding Series 2012,
|
10/22 at 100.00
|
A1
|
466,648
|
|
|
5.000%, 10/01/30
|
|||||
|
1,530
|
Lakeland, Florida, Hospital System Revenue Bonds, Lakeland Regional Health, Refunding Series
|
11/21 at 100.00
|
A2
|
1,725,213
|
|
|
2011, 5.000%, 11/15/24
|
|||||
|
500
|
Lee Memorial Health System, Florida, Hospital Revenue Bonds, Series 2007A, 5.000%, 4/01/32 –
|
4/17 at 100.00
|
AA–
|
533,550
|
|
|
NPFG Insured
|
|||||
|
1,200
|
Miami, Florida, Special Obligation Non-Ad Valorem Revenue Refunding Bonds, Series 2011A,
|
2/21 at 100.00
|
AA
|
1,407,924
|
|
|
6.000%, 2/01/30 – AGM Insured
|
|||||
|
10,000
|
Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2010A,
|
7/20 at 100.00
|
AA
|
11,453,300
|
|
|
5.000%, 7/01/35
|
|||||
|
6,350
|
Miami-Dade County School Board, Florida, Certificates of Participation, Series 2006A, 5.000%,
|
11/16 at 100.00
|
AA+ (4)
|
6,857,429
|
|
|
11/01/31 (Pre-refunded 11/01/16) – AGM Insured
|
|||||
|
4,000
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2010B,
|
10/20 at 100.00
|
AA
|
4,575,440
|
|
|
5.000%, 10/01/35 – AGM Insured
|
|||||
|
5,720
|
Miami-Dade County, Florida, General Obligation Bonds, Build Better Communities Program, Series
|
7/15 at 100.00
|
AA (4)
|
5,836,173
|
|
|
2005, 5.000%, 7/01/33 (Pre-refunded 7/01/15) – AGM Insured
|
|||||
|
1,850
|
Miami-Dade County, Florida, Subordinate Special Obligation Bonds, Refunding Series 2012B,
|
10/22 at 100.00
|
A+
|
2,127,704
|
|
|
5.000%, 10/01/37
|
|||||
|
2,000
|
Miami-Dade County, Florida, Transit System Sales Surtax Revenue Bonds, Refunding Series 2012,
|
7/22 at 100.00
|
AA
|
2,298,660
|
|
|
5.000%, 7/01/42
|
|||||
|
5,770
|
Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Series 2013A,
|
10/22 at 100.00
|
Aa3
|
6,614,728
|
|
|
5.000%, 10/01/42
|
|||||
|
750
|
Orange County Health Facilities Authority, Florida, Hospital Revenue Bonds, Orlando Health,
|
4/22 at 100.00
|
A
|
825,998
|
|
|
Inc., Series 2012A, 5.000%, 10/01/42
|
|||||
|
140
|
Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of
|
6/22 at 102.00
|
N/R
|
161,851
|
|
|
Boca Raton Project, Series 2014A, 7.250%, 6/01/34
|
|||||
|
1,000
|
Port Saint Lucie. Florida, Special Assessment Revenue Bonds, Southwest Annexation District 1B,
|
7/17 at 100.00
|
AA–
|
1,083,100
|
|
|
Series 2007, 5.000%, 7/01/33 – NPFG Insured
|
|||||
|
480
|
Port St. Lucie, Florida, Utility System Revenue Bonds, Refunding Series 2009, 5.250%, 9/01/35 –
|
9/18 at 100.00
|
AA
|
543,086
|
|
|
AGC Insured
|
|||||
|
2,000
|
Tallahassee, Florida, Energy System Revenue Bonds, Series 2005, 5.000%, 10/01/28 – NPFG Insured
|
10/15 at 100.00
|
AA
|
2,065,700
|
|
|
1,200
|
Tamarac, Florida, Utility System Revenue Bonds, Series 2009, 5.000%, 10/01/39 – AGC Insured
|
10/19 at 100.00
|
AA
|
1,384,008
|
|
|
9,720
|
Tampa-Hillsborough County Expressway Authority, Florida, Revenue Bonds, Refunding Series
|
No Opt. Call
|
A
|
11,101,504
|
|
|
2012B, 5.000%, 7/01/42
|
|||||
|
1,500
|
Volusia County Educational Facilities Authority, Florida, Revenue Bonds, Embry-Riddle
|
10/21 at 100.00
|
AA
|
1,725,225
|
|
|
Aeronautical University, Inc. Project, Refunding Series 2011, 5.000%, 10/15/29 – AGM Insured
|
|||||
|
98,765
|
Total Florida
|
112,382,712
|
|||
|
Georgia – 2.3% (1.6% of Total Investments)
|
|||||
|
6,950
|
Atlanta, Georgia, Airport General Revenue Bonds, Refunding Series 2010A, 5.000%, 1/01/40 –
|
1/20 at 100.00
|
AA
|
7,946,630
|
|
|
AGM Insured
|
|||||
|
3,000
|
Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 2009B, 5.375%, 11/01/39 –
|
11/19 at 100.00
|
AA
|
3,481,860
|
|
|
AGM Insured
|
|||||
|
1,535
|
Cherokee County Water and Sewerage Authority, Georgia, Revenue Bonds, Refunding Series 2007,
|
8/20 at 100.00
|
AA
|
1,678,860
|
|
|
4.000%, 8/01/26
|
|||||
|
4,000
|
Cobb County Development Authority, Georgia, Parking Revenue Bonds, Kennesaw State University,
|
4/15 at 100.00
|
A1
|
4,015,920
|
|
|
Series 2004, 5.000%, 7/15/24 – NPFG Insured
|
|||||
|
1,410
|
DeKalb County, Georgia, Water and Sewer Revenue Bonds, Series 2006A, 5.000%, 10/01/35 –
|
10/16 at 100.00
|
AA
|
1,512,888
|
|
|
AGM Insured
|
|||||
|
805
|
Greene County Development Authority, Georgia, Health System Revenue Bonds, Catholic Health
|
No Opt. Call
|
AA
|
863,998
|
|
|
East Issue, Series 2012, 4.250%, 11/15/42
|
|||||
|
3,055
|
Gwinnett County School District, Georgia, General Obligation Bonds, Series 2008,
|
2/18 at 100.00
|
AAA
|
3,406,997
|
|
|
5.000%, 2/01/36 (5)
|
|||||
|
1,350
|
Henry County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 2005, 5.250%,
|
No Opt. Call
|
AA+
|
1,766,165
|
|
|
2/01/27 – BHAC Insured
|
|||||
|
2,615
|
Valdosta and Lowndes County Hospital Authority, Georgia, Revenue Certificates, South Georgia
|
10/21 at 100.00
|
Aa2
|
2,969,489
|
|
|
Medical Center Project, Series 2011B, 5.000%, 10/01/41
|
|||||
|
24,720
|
Total Georgia
|
27,642,807
|
|||
|
Guam – 0.2% (0.1% of Total Investments)
|
|||||
|
2,030
|
Guam Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013,
|
7/23 at 100.00
|
A–
|
2,401,754
|
|
|
5.500%, 7/01/43
|
|||||
|
Hawaii – 0.0% (0.0% of Total Investments)
|
|||||
|
125
|
Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific
|
7/23 at 100.00
|
BB+
|
144,165
|
|
|
University, Series 2013A, 6.875%, 7/01/43
|
|||||
|
Idaho – 0.2% (0.1% of Total Investments)
|
|||||
|
2,110
|
Idaho Health Facilities Authority, Revenue Bonds, Saint Luke’s Health System Project, Series
|
3/22 at 100.00
|
A–
|
2,360,267
|
|
|
2012A, 5.000%, 3/01/47 – AGM Insured
|
|||||
|
Illinois – 13.8% (9.6% of Total Investments)
|
|||||
|
4,000
|
Bolingbrook, Illinois, General Obligation Refunding Bonds, Series 2002B, 0.000%, 1/01/34 –
|
No Opt. Call
|
AA–
|
1,913,720
|
|
|
FGIC Insured
|
|||||
|
3,500
|
Chicago Transit Authority, Illinois, Capital Grant Receipts Revenue Bonds, Federal Transit
|
6/21 at 100.00
|
AA
|
4,036,480
|
|
|
Administration Section 5307 Urbanized Area Formula Funds, Refunding Series 2011, 5.250%,
|
|||||
|
6/01/26 – AGM Insured
|
|||||
|
9,285
|
Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2014, 5.250%, 12/01/49
|
No Opt. Call
|
AA
|
10,932,159
|
|
|
13,100
|
Chicago, Illinois, General Airport Revenue Bonds, O’Hare International Airport, Third Lien
|
1/20 at 100.00
|
AA
|
14,979,326
|
|
|
Refunding Series 2010C, 5.250%, 1/01/35 – AGC Insured
|
|||||
|
1,450
|
Chicago, Illinois, General Airport Revenue Bonds, O’Hare International Airport, Third Lien
|
1/16 at 100.00
|
AA–
|
1,515,163
|
|
|
Series 2005A, 5.250%, 1/01/24 – NPFG Insured
|
|||||
|
4,735
|
Cook County Community College District 508, Illinois, General Obligation Bonds, Chicago City
|
12/23 at 100.00
|
AA
|
5,508,462
|
|
|
Colleges, Series 2013, 5.250%, 12/01/43
|
|||||
|
21,860
|
Illinois Development Finance Authority, Local Government Program Revenue Bonds, Kane, Cook and
|
No Opt. Call
|
Aa3
|
21,159,168
|
|
|
DuPage Counties School District U46 – Elgin, Series 2002, 0.000%, 1/01/17 – AGM Insured
|
|||||
|
2,050
|
Illinois Educational Facilities Authority, Revenue Bonds, Field Museum of Natural History,
|
11/23 at 100.00
|
A2
|
2,343,396
|
|
|
Series 2002, 5.500%, 11/01/36
|
|||||
|
5,020
|
Illinois Finance Authority, Revenue Bonds, Advocate Health Care Network, Series 2012,
|
No Opt. Call
|
AA
|
5,658,895
|
|
|
5.000%, 6/01/42
|
|||||
|
4,200
|
Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/38
|
9/22 at 100.00
|
BBB
|
4,542,258
|
|
|
7,480
|
Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2014A,
|
9/24 at 100.00
|
BBB
|
8,160,755
|
|
|
5.000%, 9/01/42
|
|||||
|
2,910
|
Illinois Finance Authority, Revenue Bonds, Ingalls Health System, Series 2013, 5.000%, 5/15/43
|
5/22 at 100.00
|
Baa1
|
3,129,443
|
|
|
1,145
|
Illinois Finance Authority, Revenue Bonds, Rehabilitation Institute of Chicago, Series 2013A,
|
7/23 at 100.00
|
A–
|
1,377,607
|
|
|
6.000%, 7/01/43
|
|||||
|
3,560
|
Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Series 2011A, 6.000%, 8/15/41 –
|
8/21 at 100.00
|
AA
|
4,226,076
|
|
|
AGM Insured
|
|||||
|
1,000
|
Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series
|
2/21 at 100.00
|
AA–
|
1,157,530
|
|
|
2011C, 5.500%, 8/15/41
|
|||||
|
9,510
|
Illinois Finance Authority, Revenue Bonds, University of Chicago, Series 2012A, 5.000%, 10/01/51
|
10/21 at 100.00
|
AA+
|
10,587,768
|
|
|
5,045
|
Illinois Health Facilities Authority, Revenue Bonds, Lutheran General Health System, Series
|
No Opt. Call
|
AA (4)
|
5,507,223
|
|
|
1993A, 6.250%, 4/01/18 – AGM Insured (ETM)
|
|||||
|
6,500
|
Illinois Municipal Electric Agency, Power Supply System Revenue Bonds, Series 2007A, 5.000%,
|
2/17 at 100.00
|
AA–
|
6,956,495
|
|
|
2/01/35 – FGIC Insured
|
|||||
|
Illinois State, General Obligation Bonds, May Series 2014:
|
|||||
|
1,700
|
5.000%, 5/01/36
|
5/24 at 100.00
|
A–
|
1,856,400
|
|
|
5,420
|
5.000%, 5/01/39
|
5/24 at 100.00
|
A–
|
5,887,800
|
|
|
Illinois State, General Obligation Bonds, Series 2012A:
|
|||||
|
2,500
|
5.000%, 3/01/25
|
3/22 at 100.00
|
A–
|
2,802,650
|
|
|
4,500
|
5.000%, 3/01/27
|
3/22 at 100.00
|
A–
|
4,985,325
|
|
|
1,125
|
Illinois State, General Obligation Bonds, Series 2013, 5.500%, 7/01/38
|
7/23 at 100.00
|
A–
|
1,281,656
|
|
|
5,000
|
Macon County School District 61 Decatur, Illinois, General Obligation Bonds, Series 2011A,
|
1/21 at 100.00
|
A2
|
5,663,850
|
|
|
5.250%, 1/01/39 – AGM Insured
|
|||||
|
5,000
|
Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project
|
6/22 at 100.00
|
AAA
|
5,510,600
|
|
|
Refunding Bonds, Series 2012B, 5.000%, 6/15/52 (UB) (5)
|
|||||
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
|||||
|
Project, Capital Appreciation Refunding Series 2010B-1:
|
|||||
|
33,000
|
0.000%, 6/15/45 – AGM Insured
|
No Opt. Call
|
AAA
|
8,655,240
|
|
|
5,000
|
0.000%, 6/15/46 – AGM Insured
|
No Opt. Call
|
AAA
|
1,251,000
|
|
|
5,725
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
6/22 at 101.00
|
AAA
|
5,933,562
|
|
|
Project, Series 2002A, 0.000%, 6/15/27 – NPFG Insured
|
|||||
|
5,010
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Refunding Bonds, McCormick Place
|
No Opt. Call
|
AA–
|
4,202,388
|
|
|
Expansion Project, Series 1996A, 0.000%, 12/15/21 – NPFG Insured
|
|||||
|
4,125
|
Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group,
|
11/23 at 100.00
|
BB+
|
5,212,763
|
|
|
Inc., Series 2013, 7.625%, 11/01/48
|
|||||
|
1,895
|
Williamson & Johnson Counties Community Unit School District 2, Marion, Illinois, General
|
12/20 at 100.00
|
AA
|
2,382,527
|
|
|
Obligation Bonds, Series 2011, 7.250%, 12/01/28 – AGM Insured
|
|||||
|
186,350
|
Total Illinois
|
169,317,685
|
|||
|
Indiana – 4.8% (3.4% of Total Investments)
|
|||||
|
4,725
|
Indiana Finance Authority, Hospital Revenue Bonds, Community Health Network Project, Series
|
5/23 at 100.00
|
A
|
5,313,641
|
|
|
2012A, 5.000%, 5/01/42
|
|||||
|
1,500
|
Indiana Finance Authority, Midwestern Disaster Relief Revenue Bonds, Ohio Valley Electric
|
6/22 at 100.00
|
BBB–
|
1,626,210
|
|
|
Corporation Project, Series 2012A, 5.000%, 6/01/39 – AGM Insured
|
|||||
|
10,000
|
Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group, Refunding Series 2009A,
|
12/19 at 100.00
|
AA
|
11,487,800
|
|
|
5.250%, 12/01/38 (UB)
|
|||||
|
5,000
|
Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series
|
10/21 at 100.00
|
AA–
|
5,687,600
|
|
|
2011B, 5.000%, 10/01/41
|
|||||
|
3,075
|
Indiana Finance Authority, Wastewater Utility Revenue Bonds, CWA Authority Project, Series
|
10/22 at 100.00
|
AA
|
3,536,588
|
|
|
2012A, 5.000%, 10/01/37
|
|||||
|
2,045
|
Indiana Health Facility Financing Authority, Revenue Bonds, Community Hospitals of Indiana,
|
5/15 at 100.00
|
N/R (4)
|
2,070,276
|
|
|
Series 2005A, 5.000%, 5/01/35 (Pre-refunded 5/01/15) – AMBAC Insured
|
|||||
|
8,310
|
Indiana Municipal Power Agency, Power Supply Revenue Bonds, Series 2007A, 5.000%, 1/01/42 –
|
1/17 at 100.00
|
AA–
|
8,851,646
|
|
|
NPFG Insured
|
|||||
|
9,255
|
Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E, 0.000%, 2/01/25 –
|
No Opt. Call
|
AA
|
7,149,302
|
|
|
AMBAC Insured
|
|||||
|
Indianapolis Local Public Improvement Bond Bank, Indiana, Waterworks Project Series 2009A:
|
|||||
|
3,000
|
5.500%, 1/01/38 – AGC Insured
|
1/19 at 100.00
|
AA
|
3,418,200
|
|
|
5,000
|
5.500%, 1/01/38 – AGC Insured (UB)
|
1/19 at 100.00
|
AA
|
5,697,000
|
|
|
3,830
|
Saint Joseph County Hospital Authority, Revenue Bonds, Beacon Health System Obligated Group,
|
8/23 at 100.00
|
AA–
|
3,921,920
|
|
|
Series 2013C, 4.000%, 8/15/44
|
|||||
|
500
|
Vigo County Hospital Authority, Indiana, Revenue Bonds, Union Hospital, Series 2007,
|
9/17 at 100.00
|
N/R
|
526,080
|
|
|
5.800%, 9/01/47
|
|||||
|
56,240
|
Total Indiana
|
59,286,263
|
|||
|
Iowa – 1.5% (1.0% of Total Investments)
|
|||||
|
4,000
|
Ames, Iowa, Hospital Revenue Bonds, Mary Greeley Medical Center, Series 2011, 5.250%, 6/15/36
|
6/20 at 100.00
|
A2
|
4,467,760
|
|
|
425
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company
|
12/23 at 100.00
|
BB–
|
471,202
|
|
|
Project, Series 2013, 5.250%, 12/01/25
|
|||||
|
Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:
|
|||||
|
7,125
|
5.375%, 6/01/38
|
6/15 at 100.00
|
B+
|
6,364,121
|
|
|
185
|
5.625%, 6/01/46
|
6/15 at 100.00
|
B+
|
168,467
|
|
|
6,600
|
Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B,
|
6/17 at 100.00
|
B+
|
6,310,590
|
|
|
5.600%, 6/01/34
|
|||||
|
18,335
|
Total Iowa
|
17,782,140
|
|||
|
Kansas – 0.2% (0.2% of Total Investments)
|
|||||
|
630
|
Kansas Development Finance Authority, Board of Regents, Revenue Bonds, Scientific Research and
|
4/15 at 101.00
|
AA–
|
641,983
|
|
|
Development Facilities Projects, Series 2003C, 5.000%, 10/01/22 – AMBAC Insured
|
|||||
|
2,000
|
Kansas Development Finance Authority, Health Facilities Revenue Bonds, Stormont-Vail Health
|
11/22 at 100.00
|
A2
|
2,223,840
|
|
|
Care Inc., Series 2013J, 5.000%, 11/15/38
|
|||||
|
2,630
|
Total Kansas
|
2,865,823
|
|||
|
Kentucky – 1.3% (0.9% of Total Investments)
|
|||||
|
6,010
|
Kentucky Economic Development Finance Authority, Health System Revenue Bonds, Norton
|
No Opt. Call
|
AA–
|
3,658,227
|
|
|
Healthcare Inc., Series 2000B, 0.000%, 10/01/28 – NPFG Insured
|
|||||
|
5,000
|
Kentucky Municipal Power Agency, Power Supply System Revenue Bonds, Prairie State Project
|
9/17 at 100.00
|
AA–
|
5,436,900
|
|
|
Series 2007A, 5.000%, 9/01/37 – NPFG Insured
|
|||||
|
Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds,
|
|||||
|
Downtown Crossing Project, Convertible Capital Appreciation Series 2013C:
|
|||||
|
2,575
|
0.000%, 7/01/43
|
7/31 at 100.00
|
Baa3
|
1,913,483
|
|
|
4,430
|
0.000%, 7/01/46
|
7/31 at 100.00
|
Baa3
|
3,295,699
|
|
|
Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds,
|
|||||
|
Downtown Crossing Project, Series 2013A:
|
|||||
|
1,150
|
5.750%, 7/01/49
|
7/23 at 100.00
|
Baa3
|
1,355,724
|
|
|
220
|
6.000%, 7/01/53
|
7/23 at 100.00
|
Baa3
|
261,538
|
|
|
19,385
|
Total Kentucky
|
15,921,571
|
|||
|
Louisiana – 4.8% (3.3% of Total Investments)
|
|||||
|
4,690
|
Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing
|
7/23 at 100.00
|
N/R
|
5,185,217
|
|
|
(US) LLC Project, Series 2013, 6.000%, 7/01/36
|
|||||
|
670
|
Jefferson Parish Hospital District1, Louisiana, Hospital Revenue Bonds, West Jefferson Medical
|
1/21 at 100.00
|
AA
|
796,442
|
|
|
Center, Refunding Series 2011A, 6.000%, 1/01/39 – AGM Insured
|
|||||
|
5,000
|
Lafayette Public Trust Financing Authority, Louisiana, Revenue Bonds, Ragin’ Cajun Facilities
|
10/20 at 100.00
|
AA
|
5,821,150
|
|
|
Inc. Project, Series 2010, 5.500%, 10/01/41 – AGM Insured
|
|||||
|
6,870
|
Louisiana Stadium and Exposition District, Revenue Refunding Bonds, Senior Lien Series 2013A,
|
7/23 at 100.00
|
A
|
7,863,471
|
|
|
5.000%, 7/01/36
|
|||||
|
2,000
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Second Lien Series 2010B, 5.000%, 5/01/45
|
5/20 at 100.00
|
AA
|
2,288,080
|
|
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2005A:
|
|||||
|
1,010
|
5.000%, 5/01/25 (Pre-refunded 5/01/15) – FGIC Insured
|
5/15 at 100.00
|
Aa1 (4)
|
1,022,514
|
|
|
2,210
|
5.000%, 5/01/26 (Pre-refunded 5/01/15) – FGIC Insured
|
5/15 at 100.00
|
Aa1 (4)
|
2,237,382
|
|
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2006A:
|
|||||
|
9,000
|
5.000%, 5/01/36 (Pre-refunded 5/01/16) – AGM Insured
|
5/16 at 100.00
|
Aa1 (4)
|
9,535,770
|
|
|
8,480
|
4.750%, 5/01/39 (Pre-refunded 5/01/16) – AGM Insured
|
5/16 at 100.00
|
Aa1 (4)
|
8,887,210
|
|
|
14,265
|
4.500%, 5/01/41 – FGIC Insured (UB)
|
5/16 at 100.00
|
Aa1
|
14,881,962
|
|
|
54,195
|
Total Louisiana
|
58,519,198
|
|||
|
Maine – 0.1% (0.1% of Total Investments)
|
|||||
|
1,010
|
Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical
|
7/23 at 100.00
|
Baa1
|
1,104,597
|
|
|
Center Obligated Group Issue, Series 2013, 5.000%, 7/01/43
|
|||||
|
Maryland – 0.5% (0.3% of Total Investments)
|
|||||
|
1,865
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
Ba1
|
1,928,447
|
|
|
9/01/26 – SYNCORA GTY Insured
|
|||||
|
1,200
|
Maryland Economic Development Corporation, Student Housing Revenue Refunding Bonds, University
|
6/16 at 100.00
|
AA
|
1,255,068
|
|
|
of Maryland College Park Projects, Series 2006, 5.000%, 6/01/28 – CIFG Insured
|
|||||
|
2,705
|
Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, University of
|
7/22 at 100.00
|
A2
|
3,047,074
|
|
|
Maryland Medical System Issue, Series 2013A, 5.000%, 7/01/43
|
|||||
|
5,770
|
Total Maryland
|
6,230,589
|
|||
|
Massachusetts – 3.5% (2.4% of Total Investments)
|
|||||
|
5,500
|
Massachusetts Department of Transportation, Metropolitan Highway System Revenue Bonds,
|
1/20 at 100.00
|
AA+
|
6,341,775
|
|
|
Commonwealth Contract Assistance Secured, Refunding Series 2010B, 5.000%, 1/01/35
|
|||||
|
1,430
|
Massachusetts Development Finance Agency, Resource Recovery Revenue Refunding Bonds, Covanta
|
11/17 at 100.00
|
BB+
|
1,476,918
|
|
|
Energy Project, Series 2012B, 4.875%, 11/01/42
|
|||||
|
3,000
|
Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation,
|
No Opt. Call
|
A
|
4,041,900
|
|
|
Series 2002A, 5.750%, 1/01/42 – AMBAC Insured
|
|||||
|
3,335
|
Massachusetts Health and Education Facilities Authority, Revenue Bonds, Partners HealthCare
|
7/19 at 100.00
|
AA
|
4,836,350
|
|
|
System, Tender Option Trust 2015-XF0047, 13.749%, 7/01/29 (IF)
|
|||||
|
4,400
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,
|
8/15 at 100.00
|
AA+ (4)
|
4,516,732
|
|
|
5.000%, 8/15/23 (Pre-refunded 8/15/15) – AGM Insured (UB)
|
|||||
|
3,250
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2007A,
|
8/17 at 100.00
|
AA+
|
3,554,428
|
|
|
5.000%, 8/15/37 – AMBAC Insured
|
|||||
|
7,500
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond
|
No Opt. Call
|
AA+
|
11,120,250
|
|
|
Trust 14021, 9.363%, 2/15/20 (IF)
|
|||||
|
3,335
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Tender Option Bond
|
8/17 at 100.00
|
AA+
|
4,240,086
|
|
|
Trust 3091, 13.554%, 8/15/37 – AGM Insured (IF)
|
|||||
|
1,725
|
Massachusetts Water Resources Authority, General Revenue Bonds, Series 2007A, 4.500%, 8/01/46 –
|
2/17 at 100.00
|
AA+
|
1,785,082
|
|
|
AGM Insured (UB) (5)
|
|||||
|
500
|
Springfield Water and Sewer Commission, Massachusetts, General Revenue Bonds, Refunding Series
|
11/20 at 100.00
|
AA
|
585,330
|
|
|
2010B, 5.000%, 11/15/30 – AGC Insured
|
|||||
|
33,975
|
Total Massachusetts
|
42,498,851
|
|||
|
Michigan – 1.9% (1.3% of Total Investments)
|
|||||
|
1,220
|
Detroit Water and Sewerage Department, Michigan, Sewage Disposal System Revenue Bonds,
|
7/22 at 100.00
|
BBB+
|
1,345,001
|
|
|
Refunding Senior Lien Series 2012A, 5.250%, 7/01/39
|
|||||
|
10,000
|
Detroit, Michigan, Water Supply System Revenue Bonds, Senior Lien Series 2011A, 5.250%, 7/01/41
|
7/21 at 100.00
|
BBB+
|
10,896,100
|
|
|
1,315
|
Michigan Public Power Agency, AFEC Project Revenue Bonds, Series 2012A, 5.000%, 1/01/43
|
1/22 at 100.00
|
A2
|
1,448,828
|
|
|
820
|
Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series
|
12/16 at 100.00
|
AA–
|
867,626
|
|
|
2006A, 5.000%, 12/01/31
|
|||||
|
180
|
Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series
|
12/16 at 100.00
|
Aa2 (4)
|
195,246
|
|
|
2006A, 5.000%, 12/01/31 (Pre-refunded 12/01/16)
|
|||||
|
2,000
|
Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group, Series
|
6/22 at 100.00
|
AA
|
2,221,600
|
|
|
2009C, 5.000%, 12/01/48
|
|||||
|
6,500
|
Wayne Charter County, Michigan, Limited Tax General Obligation Airport Hotel Revenue Bonds,
|
4/15 at 100.00
|
AA–
|
6,508,320
|
|
|
Detroit Metropolitan Wayne County Airport, Series 2001A, 5.000%, 12/01/30 – NPFG Insured
|
|||||
|
22,035
|
Total Michigan
|
23,482,721
|
|||
|
Missouri – 0.7% (0.5% of Total Investments)
|
|||||
|
1,000
|
Jackson County Reorganized School District R-7, Lees Summit, Missouri, General Obligation
|
3/16 at 100.00
|
Aa1 (4)
|
1,051,820
|
|
|
Bonds, Series 2006, 5.250%, 3/01/25 (Pre-refunded 3/01/16) – NPFG Insured
|
|||||
|
6,165
|
Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds,
|
5/23 at 100.00
|
BBB+
|
7,003,995
|
|
|
Saint Louis College of Pharmacy, Series 2013, 5.500%, 5/01/43
|
|||||
|
220
|
St. Louis County Industrial Development Authority, Missouri, Revenue Bonds, Friendship Village
|
9/23 at 100.00
|
A–
|
249,291
|
|
|
of Sunset Hills, Series 2013A, 5.875%, 9/01/43
|
|||||
|
7,385
|
Total Missouri
|
8,305,106
|
|||
|
Montana – 0.1% (0.1% of Total Investments)
|
|||||
|
1,300
|
Montana State University, Facilties Revenue Bonds, Improvement Series 2013A, 4.500%, 11/15/38
|
11/23 at 100.00
|
Aa3
|
1,468,961
|
|
|
Nebraska – 1.0% (0.7% of Total Investments)
|
|||||
|
2,280
|
Lincoln County Hospital Authority 1, Nebraska, Hospital Revenue and Refunding Bonds, Great
|
No Opt. Call
|
A–
|
2,557,271
|
|
|
Plains Regional Medical Center Project, Series 2012, 5.000%, 11/01/42
|
|||||
|
865
|
Omaha Public Power District, Nebraska, Separate Electric System Revenue Bonds, Nebraska City 2,
|
2/17 at 100.00
|
AA+
|
1,543,964
|
|
|
Tender Option Bond Trust 11673, 20.198%, 8/01/40 – AMBAC Insured (IF)
|
|||||
|
8,000
|
Public Power Generation Agency, Nebraska, Whelan Energy Center Unit 2 Revenue Bonds, Series
|
1/17 at 100.00
|
A2
|
8,324,960
|
|
|
2007A, 5.000%, 1/01/37 – AMBAC Insured
|
|||||
|
11,145
|
Total Nebraska
|
12,426,195
|
|||
|
Nevada – 2.3% (1.6% of Total Investments)
|
|||||
|
2,600
|
Clark County, Nevada, Airport Revenue Bonds, Subordinate Lien Series 2009C, 5.000%, 7/01/26 –
|
7/19 at 100.00
|
AA
|
2,990,156
|
|
|
AGM Insured
|
|||||
|
12,265
|
Clark County, Nevada, Passenger Facility Charge Revenue Bonds, Las Vegas-McCarran
|
1/20 at 100.00
|
AA
|
14,055,445
|
|
|
International Airport, Series 2010A, 5.250%, 7/01/39 – AGM Insured
|
|||||
|
950
|
Las Vegas Valley Water District, Nevada, General Obligation Bonds, Water Series 2012B,
|
6/22 at 100.00
|
AA+
|
1,093,821
|
|
|
5.000%, 6/01/42
|
|||||
|
10,000
|
Nevada System of Higher Education, Universities Revenue Bonds, Series 2005B, 5.000%, 7/01/35 –
|
No Opt. Call
|
Aa2
|
10,368,900
|
|
|
AMBAC Insured
|
|||||
|
25,815
|
Total Nevada
|
28,508,322
|
|||
|
New Jersey – 6.4% (4.4% of Total Investments)
|
|||||
|
New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge,
|
|||||
|
Series 2004A:
|
|||||
|
2,675
|
5.000%, 7/01/22 – NPFG Insured
|
4/15 at 100.00
|
AA–
|
2,718,068
|
|
|
4,445
|
5.000%, 7/01/23 – NPFG Insured
|
4/15 at 100.00
|
AA–
|
4,516,565
|
|
|
1,200
|
5.000%, 7/01/29 – NPFG Insured
|
4/15 at 100.00
|
AA–
|
1,219,320
|
|
|
720
|
New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Robert Wood Johnson
|
7/23 at 100.00
|
A
|
864,598
|
|
|
University Hospital, Series 2013A, 5.500%, 7/01/43
|
|||||
|
3,075
|
New Jersey Transit Corporation, Certificates of Participation Refunding, Series 2003, 5.500%,
|
No Opt. Call
|
AA
|
3,178,136
|
|
|
10/01/15 – AGM Insured
|
|||||
|
5,000
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital
|
No Opt. Call
|
A2
|
3,108,500
|
|
|
Appreciation Series 2010A, 0.000%, 12/15/26
|
|||||
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006C:
|
|||||
|
25,000
|
0.000%, 12/15/35 – AMBAC Insured
|
No Opt. Call
|
A2
|
10,067,500
|
|
|
10,000
|
0.000%, 12/15/36 – AMBAC Insured
|
No Opt. Call
|
A2
|
3,855,300
|
|
|
10,500
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2007A,
|
12/17 at 100.00
|
AA
|
11,383,365
|
|
|
5.000%, 12/15/34 – AMBAC Insured
|
|||||
|
9,000
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2012AA,
|
No Opt. Call
|
A2
|
9,876,600
|
|
|
5.000%, 6/15/38
|
|||||
|
14,000
|
New Jersey Turnpike Authority, Revenue Bonds, Refunding Series 2005D-1, 5.250%, 1/01/26 –
|
No Opt. Call
|
AA
|
17,936,520
|
|
|
AGM Insured
|
|||||
|
330
|
New Jersey Turnpike Authority, Revenue Bonds, Tender Option Bond Trust 1154, 17.639%,
|
7/22 at 100.00
|
A+
|
508,712
|
|
|
1/01/43 (IF) (5)
|
|||||
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
|||||
|
Series 2007-1A:
|
|||||
|
1,545
|
4.500%, 6/01/23
|
6/17 at 100.00
|
BB
|
1,553,358
|
|
|
785
|
4.625%, 6/01/26
|
6/17 at 100.00
|
B+
|
755,767
|
|
|
3,300
|
4.750%, 6/01/34
|
6/17 at 100.00
|
B2
|
2,619,936
|
|
|
5,000
|
5.000%, 6/01/41
|
6/17 at 100.00
|
B2
|
4,054,400
|
|
|
96,575
|
Total New Jersey
|
78,216,645
|
|||
|
New Mexico – 0.4% (0.3% of Total Investments)
|
|||||
|
2,000
|
New Mexico Finance Authority, Public Project Revolving Fund Revenue Bonds, Series 2005E,
|
6/15 at 100.00
|
Aa2
|
2,035,220
|
|
|
5.000%, 6/15/25 – NPFG Insured
|
|||||
|
2,725
|
Rio Rancho, New Mexico, Water and Wastewater Revenue Bonds, Refunding Series 2009, 5.000%,
|
5/19 at 100.00
|
AA
|
3,152,880
|
|
|
5/15/21 – AGM Insured
|
|||||
|
4,725
|
Total New Mexico
|
5,188,100
|
|||
|
New York – 7.7% (5.4% of Total Investments)
|
|||||
|
2,115
|
Dormitory Authority of the State of New York, FHA-Insured Mortgage Revenue Bonds, Montefiore
|
2/15 at 100.00
|
AA–
|
2,123,227
|
|
|
Hospital, Series 2004, 5.000%, 8/01/23 – FGIC Insured
|
|||||
|
3,000
|
Dormitory Authority of the State of New York, Revenue Bonds, Columbia University, Series
|
4/21 at 100.00
|
AAA
|
3,536,610
|
|
|
2011A, 5.000%, 10/01/41
|
|||||
|
7,435
|
Dormitory Authority of the State of New York, Revenue Bonds, New School University, Series
|
7/20 at 100.00
|
AA
|
8,704,749
|
|
|
2010, 5.500%, 7/01/43 – AGM Insured
|
|||||
|
3,200
|
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series
|
7/22 at 100.00
|
AA–
|
3,690,624
|
|
|
2012A, 5.000%, 7/01/42
|
|||||
|
1,000
|
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, Series
|
3/15 at 100.00
|
AAA
|
1,006,120
|
|
|
2005F, 5.000%, 3/15/24 (Pre-refunded 3/15/15) – AMBAC Insured
|
|||||
|
1,300
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series
|
2/21 at 100.00
|
A
|
1,530,009
|
|
|
2011A, 5.750%, 2/15/47
|
|||||
|
8,150
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Series 2006A, 4.500%,
|
2/17 at 100.00
|
AA–
|
8,625,390
|
|
|
2/15/47 – NPFG Insured
|
|||||
|
11,415
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A,
|
6/16 at 100.00
|
AA–
|
12,018,854
|
|
|
5.000%, 12/01/25 – FGIC Insured
|
|||||
|
3,000
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006C,
|
9/16 at 100.00
|
AA–
|
3,185,850
|
|
|
5.000%, 9/01/35 – NPFG Insured
|
|||||
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2014A:
|
|||||
|
1,045
|
4.000%, 9/01/39 – AGM Insured
|
9/24 at 100.00
|
AA
|
1,113,521
|
|
|
780
|
5.000%, 9/01/44
|
9/24 at 100.00
|
A–
|
897,179
|
|
|
2,830
|
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2011A,
|
5/21 at 100.00
|
A–
|
3,176,109
|
|
|
5.000%, 5/01/38
|
|||||
|
6,165
|
New York Convention Center Development Corporation, Hotel Unit Fee Revenue Bonds, Series 2005,
|
11/15 at 100.00
|
AA+
|
6,376,336
|
|
|
5.000%, 11/15/44 – AMBAC Insured
|
|||||
|
6,135
|
New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade
|
11/24 at 100.00
|
N/R
|
6,586,475
|
|
|
Center Project, Class 1 Series 2014, 5.000%, 11/15/44
|
|||||
|
10,000
|
New York Liberty Development Corporation, Revenue Bonds, Goldman Sachs Headquarters Issue,
|
No Opt. Call
|
A
|
12,508,000
|
|
|
Series 2005, 5.250%, 10/01/35
|
|||||
|
4,045
|
New York State Environmental Facilities Corporation, State Clean Water and Drinking Water
|
6/22 at 100.00
|
AAA
|
6,673,886
|
|
|
Revolving Funds Revenue Bonds, New York City Municipal Water Finance Authority Projects,
|
|||||
|
Tender Option Bond Trust 2012-9W, 13.914%, 6/15/26 (IF) (5)
|
|||||
|
270
|
New York State Housing Finance Agency, Mortgage Revenue Refunding Bonds, Housing Project,
|
5/15 at 100.00
|
AA
|
270,788
|
|
|
Series 1996A, 6.125%, 11/01/20 – AGM Insured
|
|||||
|
1,850
|
New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, Series
|
3/15 at 100.00
|
AAA
|
1,861,248
|
|
|
2005B, 5.000%, 3/15/25 (Pre-refunded 3/15/15) – AGM Insured
|
|||||
|
3,335
|
New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, Tender
|
3/17 at 100.00
|
AAA
|
4,164,715
|
|
|
Option Bond Trust 09-6W, 13.281%, 3/15/37 (IF) (5)
|
|||||
|
2,105
|
Onondaga Civic Development Corporation, New York, Revenue Bonds, Saint Joseph’s Hospital
|
7/22 at 100.00
|
BB
|
2,190,905
|
|
|
Health Center Project, Series 2012, 5.000%, 7/01/42
|
|||||
|
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding
|
|||||
|
Subordinate Lien Series 2013A:
|
|||||
|
775
|
5.000%, 11/15/28
|
No Opt. Call
|
A+
|
925,497
|
|
|
5,545
|
0.000%, 11/15/31
|
No Opt. Call
|
A+
|
3,223,697
|
|
|
405
|
0.000%, 11/15/32
|
No Opt. Call
|
A+
|
225,180
|
|
|
85,900
|
Total New York
|
94,614,969
|
|||
|
North Carolina – 1.5% (1.1% of Total Investments)
|
|||||
|
Appalachian State University, North Carolina, Revenue Bonds, Series 2005:
|
|||||
|
465
|
5.000%, 7/15/30 (Pre-refunded 7/15/15)
|
7/15 at 100.00
|
Aa3 (4)
|
475,444
|
|
|
785
|
5.000%, 7/15/30 (Pre-refunded 7/15/15)
|
7/15 at 100.00
|
Aa3 (4)
|
802,631
|
|
|
3,555
|
Charlotte, North Carolina, Water and Sewer System Refunding Bonds, Tender Option Bond Trust
|
7/20 at 100.00
|
AAA
|
5,336,126
|
|
|
43W, 13.765%, 7/01/38 (IF) (5)
|
|||||
|
5,000
|
North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Duke University
|
6/22 at 100.00
|
AA
|
5,800,200
|
|
|
Health System, Series 2012A, 5.000%, 6/01/42
|
|||||
|
1,455
|
North Carolina Medical Care Commission, Health Care Facilities Revenue Bonds, Vidant Health,
|
6/22 at 100.00
|
A+
|
1,647,846
|
|
|
Refunding Series 2012A, 5.000%, 6/01/36
|
|||||
|
1,500
|
North Carolina Medical Care Commission, Health Care Facilities Revenue Refunding Bonds,
|
10/22 at 100.00
|
AA–
|
1,698,075
|
|
|
WakeMed, Series 2012A, 5.000%, 10/01/38
|
|||||
|
3,050
|
Raleigh Durham Airport Authority, North Carolina, Airport Revenue Bonds, Series 2005A, 5.000%,
|
5/15 at 100.00
|
Aa3
|
3,085,929
|
|
|
5/01/22 – AMBAC Insured
|
|||||
|
15,810
|
Total North Carolina
|
18,846,251
|
|||
|
North Dakota – 0.7% (0.4% of Total Investments)
|
|||||
|
5,080
|
Burleigh County, North Dakota, Health Care Revenue Bonds, Saint Alexius Medical Center
|
7/22 at 100.00
|
BBB+
|
5,459,120
|
|
|
Project, Refunding Series 2012A, 4.500%, 7/01/32
|
|||||
|
1,015
|
Grand Forks, North Dakota, Health Care System Revenue Bonds, Altru Health System Obligated
|
12/21 at 100.00
|
A–
|
1,117,505
|
|
|
Group, Series 2012, 5.000%, 12/01/35
|
|||||
|
1,420
|
Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC
|
9/23 at 100.00
|
N/R
|
1,513,166
|
|
|
Project, Series 2013, 7.750%, 9/01/38
|
|||||
|
7,515
|
Total North Dakota
|
8,089,791
|
|||
|
Ohio – 7.6% (5.3% of Total Investments)
|
|||||
|
320
|
Akron, Bath and Copley Joint Township Hospital District, Ohio, Hospital Revenue Bonds,
|
5/22 at 100.00
|
A1
|
357,290
|
|
|
Children’s Hospital Medical Center, Improvement & Refunding Series 2012, 5.000%, 11/15/42
|
|||||
|
Allen County, Ohio, Hospital Facilities Revenue Bonds, Catholic Health Partners, Refunding and
|
|||||
|
Improvement Series 2012A:
|
|||||
|
650
|
5.000%, 5/01/33
|
5/22 at 100.00
|
AA–
|
743,249
|
|
|
860
|
4.000%, 5/01/33
|
5/22 at 100.00
|
AA–
|
889,524
|
|
|
800
|
5.000%, 5/01/42
|
5/22 at 100.00
|
AA–
|
900,784
|
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
|||||
|
Bonds, Senior Lien, Series 2007A-2:
|
|||||
|
25
|
5.375%, 6/01/24
|
6/17 at 100.00
|
B–
|
22,137
|
|
|
6,045
|
5.125%, 6/01/24
|
6/17 at 100.00
|
B–
|
5,237,993
|
|
|
710
|
5.875%, 6/01/30
|
6/17 at 100.00
|
B–
|
617,594
|
|
|
13,445
|
5.750%, 6/01/34
|
6/17 at 100.00
|
B–
|
11,388,318
|
|
|
1,485
|
5.875%, 6/01/47
|
6/17 at 100.00
|
B
|
1,270,299
|
|
|
6,205
|
Cleveland Heights-University Heights City School District, Ohio, General Obligation Bonds,
|
6/23 at 100.00
|
AA
|
6,958,101
|
|
|
School Improvement Series 2014, 5.000%, 12/01/51
|
|||||
|
5,975
|
Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project,
|
6/23 at 100.00
|
Baa2
|
6,590,843
|
|
|
Series 2013, 5.000%, 6/15/43
|
|||||
|
1,465
|
Franklin County, Ohio, Hospital Revenue Bonds, Nationwide Children’s Hospital Project,
|
5/22 at 100.00
|
Aa2
|
1,639,438
|
|
|
Improvement Series 2012A, 5.000%, 11/01/42
|
|||||
|
Hamilton County, Ohio, Sales Tax Bonds, Subordinate Lien, Series 2006A:
|
|||||
|
7,775
|
4.250%, 12/01/32 – AMBAC Insured
|
12/16 at 100.00
|
A+
|
7,955,536
|
|
|
4,605
|
4.250%, 12/01/32 – AMBAC Insured (UB)
|
12/16 at 100.00
|
A+
|
4,711,928
|
|
|
6,920
|
JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Series
|
1/23 at 100.00
|
AA
|
7,983,881
|
|
|
2013A, 5.000%, 1/01/38 (Mandatory put 1/01/23)
|
|||||
|
6,000
|
Middletown City School District, Butler County, Ohio, General Obligation Bonds, Refunding
|
No Opt. Call
|
A2
|
7,746,240
|
|
|
Series 2007, 5.250%, 12/01/31 – AGM Insured
|
|||||
|
11,000
|
Northeast Ohio Regional Sewer District, Wastewater Improvement Revenue Bonds, Refunding &
|
11/24 at 100.00
|
AA+
|
12,978,240
|
|
|
Improvement Series 2014, 5.000%, 11/15/49
|
|||||
|
5,000
|
Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Project, Junior Lien Series
|
2/23 at 100.00
|
A+
|
5,744,150
|
|
|
2013A-1, 5.000%, 2/15/48
|
|||||
|
3,960
|
Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Projects, Junior Lien
|
2/31 at 100.00
|
A+
|
3,458,981
|
|
|
Convertible Series 2013A-3, 0.000%, 2/15/36
|
|||||
|
Southeastern Ohio Port Authority, Hospital Facilities Revenue Bonds, Memorial Health System
|
|||||
|
Obligated Group Project, Refunding and Improvement Series 2012:
|
|||||
|
135
|
5.750%, 12/01/32
|
12/22 at 100.00
|
N/R
|
146,634
|
|
|
130
|
6.000%, 12/01/42
|
12/22 at 100.00
|
N/R
|
141,228
|
|
|
4,190
|
Springboro Community City School District, Warren County, Ohio, General Obligation Bonds,
|
No Opt. Call
|
AA
|
5,381,846
|
|
|
Refunding Series 2007, 5.250%, 12/01/26 – AGM Insured
|
|||||
|
87,700
|
Total Ohio
|
92,864,234
|
|||
|
Oklahoma – 0.6% (0.4% of Total Investments)
|
|||||
|
Oklahoma Capitol Improvement Authority, State Facilities Revenue Bonds, Series 2005F:
|
|||||
|
6,000
|
5.000%, 7/01/24 (Pre-refunded 7/01/15) – AMBAC Insured
|
7/15 at 100.00
|
AA (4)
|
6,123,360
|
|
|
1,610
|
5.000%, 7/01/27 (Pre-refunded 7/01/15) – AMBAC Insured
|
7/15 at 100.00
|
AA (4)
|
1,643,102
|
|
|
7,610
|
Total Oklahoma
|
7,766,462
|
|||
|
Oregon – 0.2% (0.2% of Total Investments)
|
|||||
|
1,500
|
Oregon Health and Science University, Revenue Bonds, Series 2012E, 5.000%, 7/01/32
|
No Opt. Call
|
A+
|
1,755,810
|
|
|
1,000
|
Tigard, Washington County, Oregon, Water System Revenue Bonds, Series 2012, 5.000%, 8/01/42
|
8/22 at 100.00
|
AA–
|
1,145,760
|
|
|
2,500
|
Total Oregon
|
2,901,570
|
|||
|
Pennsylvania – 7.3% (5.1% of Total Investments)
|
|||||
|
3,545
|
Allegheny County Sanitary Authority, Pennsylvania, Sewer Revenue Bonds, Series 2005A, 5.000%,
|
12/15 at 100.00
|
AA–
|
3,682,014
|
|
|
12/01/23 – NPFG Insured
|
|||||
|
7,000
|
Chester County Health and Educational Facilities Authority, Pennsylvania, Health System
|
5/20 at 100.00
|
AA
|
7,913,990
|
|
|
Revenue Bonds, Jefferson Health System, Series 2010A, 5.000%, 5/15/40
|
|||||
|
4,000
|
Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Series 2006A,
|
6/16 at 100.00
|
AA
|
4,242,600
|
|
|
5.000%, 6/01/26 – AGM Insured (UB)
|
|||||
|
2,150
|
Dauphin County General Authority, Pennsylvania, Health System Revenue Bonds, Pinnacle Health
|
6/22 at 100.00
|
A
|
2,381,168
|
|
|
System Project, Series 2012A, 5.000%, 6/01/42
|
|||||
|
4,235
|
Delaware County Authority, Pennsylvania, Revenue Bonds, Villanova University, Series 2006,
|
8/16 at 100.00
|
A+ (4)
|
4,532,297
|
|
|
5.000%, 8/01/24 (Pre-refunded 8/01/16) – AMBAC Insured
|
|||||
|
3,500
|
Delaware River Port Authority, New Jersey and Pennsylvania, Revenue Bonds, Series 2010E,
|
1/20 at 100.00
|
AA
|
3,980,760
|
|
|
5.000%, 1/01/40 – AGM Insured
|
|||||
|
4,000
|
Erie Water Authority, Erie County, Pennsylvania, Water Revenue Bonds, Series 2011A, 4.625%,
|
12/21 at 100.00
|
A1
|
4,335,840
|
|
|
12/01/44 – AGM Insured
|
|||||
|
4,585
|
Lehigh County Authority, Pennsylvania, Water and Sewer Revenue Bonds, City of Allentown
|
12/23 at 100.00
|
A
|
5,371,282
|
|
|
Concession, Series 2013A, 5.125%, 12/01/47
|
|||||
|
1,045
|
Montgomery County Industrial Development Authority, Pennsylvania, FHA Insured Mortgage Revenue
|
8/20 at 100.00
|
AA
|
1,222,566
|
|
|
Bonds, New Regional Medical Center Project, Series 2010, 5.375%, 8/01/38 (UB) (5)
|
|||||
|
5,235
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Drexel University, Series
|
5/15 at 100.00
|
AA–
|
5,293,527
|
|
|
2005A, 5.000%, 5/01/28 – NPFG Insured
|
|||||
|
7,275
|
Pennsylvania Public School Building Authority, Lease Revenue Bonds, School District of
|
12/16 at 100.00
|
AA
|
7,630,602
|
|
|
Philadelphia, Series 2006B, 4.500%, 6/01/32 – AGM Insured
|
|||||
|
2,100
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2006A, 5.000%, 12/01/26 –
|
6/16 at 100.00
|
A+
|
2,224,110
|
|
|
AMBAC Insured
|
|||||
|
3,500
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Subordinate Series 2009C, 0.000%,
|
6/26 at 100.00
|
AA
|
4,252,710
|
|
|
6/01/33 – AGM Insured
|
|||||
|
Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fifth Series 2004A-1:
|
|||||
|
5,235
|
5.000%, 9/01/24 – AGM Insured
|
4/15 at 100.00
|
AA
|
5,254,579
|
|
|
3,000
|
5.000%, 9/01/25 – AGM Insured
|
4/15 at 100.00
|
AA
|
3,011,460
|
|
|
2,000
|
Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fourth Series 1998,
|
4/15 at 100.00
|
AA
|
2,006,620
|
|
|
5.000%, 8/01/32 – AGM Insured
|
|||||
|
2,985
|
Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Health System
|
5/20 at 100.00
|
N/R (4)
|
3,579,582
|
|
|
Revenue Bonds, Jefferson Health System, Series 2010B, 5.000%, 5/15/40 (Pre-refunded 5/15/20)
|
|||||
|
335
|
Philadelphia Hospitals and Higher Education Facilities Authority, Pennsylvania, Hospital
|
7/22 at 100.00
|
BB+
|
362,929
|
|
|
Revenue Bonds, Temple University Health System Obligated Group, Series 2012A, 5.625%, 7/01/42
|
|||||
|
1,425
|
Philadelphia, Pennsylvania, General Obligation Bonds, Refunding Series 2011, 6.500%, 8/01/41
|
8/20 at 100.00
|
A+
|
1,744,457
|
|
|
3,310
|
Philadelphia, Pennsylvania, Water and Wastewater Revenue Bonds, Series 1997A, 5.125%, 8/01/27 –
|
No Opt. Call
|
A1 (4)
|
4,215,219
|
|
|
AMBAC Insured (ETM)
|
|||||
|
3,415
|
Pittsburgh and Allegheny County Sports and Exhibition Authority, Pennsylvania, Sales Tax
|
8/20 at 100.00
|
AA
|
3,937,871
|
|
|
Revenue Bonds, Refunding Series 2010, 5.000%, 2/01/31 – AGM Insured
|
|||||
|
3,785
|
Reading School District, Berks County, Pennsylvania, General Obligation Bonds, Series 2005,
|
1/16 at 100.00
|
AA
|
3,955,666
|
|
|
5.000%, 1/15/25 – AGM Insured
|
|||||
|
1,125
|
Scranton, Pennsylvania, Sewer Authority Revenue Bonds, Series 2011A, 5.250%, 12/01/31 –
|
12/21 at 100.00
|
AA
|
1,313,640
|
|
|
AGM Insured
|
|||||
|
1,455
|
Solebury Township, Pennsylvania, General Obligation Bonds, Series 2005, 5.000%, 12/15/25 –
|
6/15 at 100.00
|
Aa3
|
1,481,001
|
|
|
AMBAC Insured
|
|||||
|
1,930
|
Susquehanna Area Regional Airport Authority, Pennsylvania, Airport System Revenue Bonds,
|
No Opt. Call
|
Baa3
|
1,977,922
|
|
|
Series 2012B, 4.000%, 1/01/33
|
|||||
|
82,170
|
Total Pennsylvania
|
89,904,412
|
|||
|
Puerto Rico – 2.3% (1.6% of Total Investments)
|
|||||
|
2,140
|
Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2005RR, 5.000%, 7/01/22 –
|
7/15 at 100.00
|
AA–
|
2,141,370
|
|
|
FGIC Insured
|
|||||
|
1,000
|
Puerto Rico Municipal Finance Agency, Series 2005C, 5.250%, 8/01/21 – CIFG Insured
|
No Opt. Call
|
AA
|
1,009,590
|
|
|
5,880
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate Series
|
8/20 at 100.00
|
AA
|
5,902,344
|
|
|
2010C, 5.125%, 8/01/42 – AGM Insured
|
|||||
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A:
|
|||||
|
47,300
|
0.000%, 8/01/44 – NPFG Insured
|
No Opt. Call
|
AA–
|
7,321,094
|
|
|
115,100
|
0.000%, 8/01/54 – AMBAC Insured
|
No Opt. Call
|
BBB
|
9,180,376
|
|
|
810
|
Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Series 2003AA,
|
No Opt. Call
|
AA–
|
822,328
|
|
|
5.500%, 7/01/17 – NPFG Insured
|
|||||
|
1,190
|
Puerto Rico, Highway Revenue Bonds, Highway and Transportation Authority, Series 2003AA,
|
No Opt. Call
|
A3
|
1,328,468
|
|
|
5.500%, 7/01/17 – NPFG Insured
|
|||||
|
173,420
|
Total Puerto Rico
|
27,705,570
|
|||
|
Rhode Island – 1.8% (1.2% of Total Investments)
|
|||||
|
9,500
|
Rhode Island Health and Educational Building Corporation, Higher Education Facility Revenue
|
9/17 at 100.00
|
AA+
|
10,444,585
|
|
|
Bonds, Brown University, Series 2007, 5.000%, 9/01/37
|
|||||
|
Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,
|
|||||
|
Series 2002A:
|
|||||
|
795
|
6.125%, 6/01/32
|
4/15 at 100.00
|
BBB+
|
798,419
|
|
|
10,255
|
6.250%, 6/01/42
|
4/15 at 100.00
|
BBB–
|
10,301,660
|
|
|
20,550
|
Total Rhode Island
|
21,544,664
|
|||
|
South Carolina – 2.7% (1.9% of Total Investments)
|
|||||
|
Greenville County School District, South Carolina, Installment Purchase Revenue Bonds, Series 2006:
|
|||||
|
8,000
|
5.000%, 12/01/24
|
12/16 at 100.00
|
AA
|
8,643,280
|
|
|
1,955
|
5.000%, 12/01/28 – AGM Insured
|
12/16 at 100.00
|
AA
|
2,093,512
|
|
|
900
|
South Carolina JOBS Economic Development Authority, Industrial Revenue Bonds, South Carolina
|
2/23 at 100.00
|
A
|
983,475
|
|
|
Electric and Gas Company, Series 2013, 4.000%, 2/01/28
|
|||||
|
375
|
South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health,
|
8/21 at 100.00
|
AA
|
454,856
|
|
|
Refunding Series 2011A, 6.500%, 8/01/39 – AGM Insured
|
|||||
|
9,900
|
South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Refunding Series
|
12/24 at 100.00
|
AA–
|
11,539,341
|
|
|
2014C, 5.000%, 12/01/46
|
|||||
|
3,475
|
South Carolina Public Service Authority, Santee Cooper Revenue Obligations, Series 2013A,
|
12/23 at 100.00
|
AA–
|
4,042,294
|
|
|
5.125%, 12/01/43
|
|||||
|
4,500
|
Spartanburg Regional Health Services District, Inc., South Carolina, Hospital Revenue
|
4/22 at 100.00
|
A1
|
5,162,535
|
|
|
Refunding Bonds, Series 2012A, 5.000%, 4/15/32
|
|||||
|
29,105
|
Total South Carolina
|
32,919,293
|
|||
|
South Dakota – 0.8% (0.6% of Total Investments)
|
|||||
|
8,800
|
South Dakota Health and Educational Facilities Authority, Revenue Bonds, Avera Health System,
|
7/24 at 100.00
|
AA–
|
10,137,160
|
|
|
Series 2014, 5.000%, 7/01/44
|
|||||
|
Tennessee – 0.8% (0.6% of Total Investments)
|
|||||
|
3,000
|
Blount County Public Building Authority, Tennessee, Local Government Improvement Loans, Oak
|
6/15 at 100.00
|
AA
|
3,047,940
|
|
|
Ridge General Obligation, 2005 Series B9A, Variable Rate Demand Obligations, 5.000%, 6/01/24 –
|
|||||
|
AMBAC Insured
|
|||||
|
5,085
|
Chattanooga Health, Educational and Housing Facility Board, Tennessee, Hospital Revenue Bonds,
|
1/23 at 100.00
|
A+
|
5,876,328
|
|
|
Catholic Health Initiatives, Series 2013A, 5.250%, 1/01/45
|
|||||
|
1,200
|
Harpeth Valley Utilities District, Davidson and Williamson Counties, Tennessee, Utilities
|
9/22 at 100.00
|
AA
|
1,296,924
|
|
|
Revenue Bonds, Series 2012A, 4.000%, 9/01/40
|
|||||
|
9,285
|
Total Tennessee
|
10,221,192
|
|||
|
Texas – 8.0% (5.6% of Total Investments)
|
|||||
|
3,035
|
Bexar County, Texas, Venue Project Revenue Bonds, Refunding Series 2010, 5.500%, 8/15/49 –
|
8/19 at 100.00
|
AA
|
3,435,863
|
|
|
AGM Insured
|
|||||
|
365
|
Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Refunding Series 2013A,
|
1/23 at 100.00
|
BBB
|
403,902
|
|
|
5.000%, 1/01/43
|
|||||
|
1,700
|
Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2011,
|
1/21 at 100.00
|
BBB
|
2,007,666
|
|
|
6.250%, 1/01/46
|
|||||
|
Clifton Higher Education Finance Corporation, Texas, Education Revenue Bonds, Uplift Education
|
|||||
|
Charter School, Series 2013A:
|
|||||
|
1,925
|
4.350%, 12/01/42
|
12/22 at 100.00
|
BBB–
|
1,937,166
|
|
|
1,000
|
4.400%, 12/01/47
|
12/22 at 100.00
|
BBB–
|
1,006,310
|
|
|
10,000
|
Dallas, Texas, Waterworks and Sewer System Revenue Bonds, Series 2007, 4.375%, 10/01/32 –
|
10/17 at 100.00
|
AAA
|
10,462,500
|
|
|
AMBAC Insured (UB)
|
|||||
|
1,500
|
El Paso, Texas, Airport Revenue Bonds, El Paso International Airport Series 2011, 5.250%, 8/15/33
|
8/20 at 100.00
|
A+
|
1,700,580
|
|
|
2,735
|
Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Tender Option Bond
|
10/23 at 100.00
|
AA+
|
4,127,170
|
|
|
Trust 2013-9A, 18.425%, 4/01/53 (IF)
|
|||||
|
5,625
|
Harris County Hospital District, Texas, Revenue Bonds, Series 2007A, 5.250%, 2/15/42 –
|
2/17 at 100.00
|
AA–
|
5,887,406
|
|
|
NPFG Insured
|
|||||
|
4,040
|
Harris County, Texas, Toll Road Revenue Bonds, Subordinate Lien Unlimited Tax Tender Options
|
No Opt. Call
|
AAA
|
8,034,954
|
|
|
Bond Trust 3028, 14.291%, 8/15/28 – AGM Insured (IF)
|
|||||
|
Harris County-Houston Sports Authority, Texas, Revenue Bonds, Capital Appreciation Refunding
|
|||||
|
Senior Lien Series 2014A:
|
|||||
|
615
|
0.000%, 11/15/41 – AGM Insured
|
11/31 at 62.66
|
AA
|
200,693
|
|