|
Portfolio of Investments (Unaudited)
|
|||||
|
Nuveen Municipal High Income Opportunity Fund (NMZ)
|
|||||
|
July 31, 2013
|
|||||
|
Principal
|
Optional Call
|
||||
|
Amount (000)
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
Municipal Bonds – 116.3% (100.0% of Total Investments)
|
|||||
|
National – 0.2% (0.1% of Total Investments)
|
|||||
|
$ 1,000
|
MuniMae Tax-Exempt Bond Subsidiary Redeemable Preferred Shares, Multifamily Housing Pool,
|
No Opt. Call
|
Ba1
|
$ 985,000
|
|
|
5.125%, 6/30/50 (Mandatory put 9/30/15) (Alternative Minimum Tax)
|
|||||
|
Alabama – 1.3% (1.1% of Total Investments)
|
|||||
|
1,000
|
Adamsville Solid Waste Disposal Authority, Alabama, Solid Waste Disposal Revenue Bonds, Green
|
8/20 at 100.00
|
N/R
|
936,550
|
|
|
Mountain Management LLC Project, Series 2010, 8.750%, 8/01/30
|
|||||
|
1,000
|
Alabama Industrial Development Authority, Solid Waste Disposal Revenue Bonds, Pine City Fiber
|
12/13 at 100.00
|
B2
|
1,001,100
|
|
|
Co. Project, Series 1993, 6.450%, 12/01/23 (Alternative Minimum Tax)
|
|||||
|
1,880
|
Bessemer, Alabama, General Obligation Warrants, Series 2007, 6.500%, 2/01/37
|
2/17 at 102.00
|
N/R
|
1,563,897
|
|
|
2,000
|
Jefferson County, Alabama, General Obligation Refunding Warrants, Series 2003A, 5.000%,
|
10/13 at 100.00
|
A
|
1,869,920
|
|
|
4/01/22 – NPFG Insured
|
|||||
|
1,000
|
Jefferson County, Alabama, General Obligation Warrants, Series 2004A, 5.000%, 4/01/24 –
|
4/14 at 100.00
|
A
|
922,480
|
|
|
NPFG Insured
|
|||||
|
1,000
|
Jefferson County, Alabama, Limited Obligation School Warrants, Education Tax Revenue Bonds,
|
No Opt. Call
|
B
|
1,000,410
|
|
|
Series 2004A, 5.250%, 1/01/14
|
|||||
|
1,000
|
Jefferson County, Alabama, Sewer Revenue Refunding Warrants, Series 1997A, 5.375%, 2/01/27 –
|
8/13 at 100.00
|
Ca
|
802,120
|
|
|
FGIC Insured (4)
|
|||||
|
8,880
|
Total Alabama
|
8,096,477
|
|||
|
Arizona – 5.9% (5.1% of Total Investments)
|
|||||
|
1,420
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Tender
|
1/18 at 100.00
|
AA–
|
1,534,367
|
|
|
Option Bond Trust 3256, 18.014%, 1/01/29 (IF) (5)
|
|||||
|
1,760
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Tender
|
1/18 at 100.00
|
AA–
|
2,082,872
|
|
|
Option Bond Trust 4695, 19.344%, 1/01/32 (IF) (5)
|
|||||
|
1,000
|
Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, General Obligation
|
7/17 at 100.00
|
N/R
|
1,000,310
|
|
|
Bonds, Series 2007, 6.200%, 7/15/32
|
|||||
|
318
|
Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment
|
1/14 at 100.00
|
N/R
|
318,461
|
|
|
Lien Bonds, Series 2001A, 7.875%, 7/01/25
|
|||||
|
2,000
|
Maricopa County Industrial Development Authority, Arizona, Multifamily Housing Revenue Bonds,
|
10/13 at 100.00
|
N/R
|
4,960
|
|
|
Privado Park Apartments Project, Series 2006A, 5.750%, 11/01/46 (Mandatory put 11/01/15)
|
|||||
|
(Alternative Minimum Tax) (4)
|
|||||
|
6,720
|
Maricopa County Industrial Development Authority, Arizona, Senior Living Facility Revenue
|
1/14 at 100.00
|
CC
|
4,934,362
|
|
|
Bonds, Christian Care Mesa II Inc., Series 2004A, 6.625%, 1/01/34 (Alternative Minimum Tax)
|
|||||
|
Phoenix Industrial Development Authority, Arizona, Educational Revenue Bonds, Keystone
|
|||||
|
Montessori School, Series 2004A:
|
|||||
|
50
|
6.375%, 11/01/13
|
No Opt. Call
|
N/R
|
50,131
|
|
|
790
|
7.250%, 11/01/23
|
11/16 at 100.00
|
N/R
|
799,409
|
|
|
1,715
|
7.500%, 11/01/33
|
11/16 at 100.00
|
N/R
|
1,725,221
|
|
|
3,000
|
Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University
|
6/22 at 100.00
|
A+
|
2,748,000
|
|
|
Project, Tender Option Bond Trust 1086, 17.362%, 6/01/42 – AGM Insured (IF) (5)
|
|||||
|
550
|
Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Noah
|
12/14 at 100.00
|
BBB–
|
543,818
|
|
|
Webster Basic Schools Inc., Series 2004, 6.125%, 12/15/34
|
|||||
|
90
|
Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Pointe
|
No Opt. Call
|
AA+ (6)
|
94,118
|
|
|
Educational Services Charter School, Series 2004, 6.250%, 7/01/14 (ETM)
|
|||||
|
40
|
Pima County Industrial Development Authority, Arizona, Choice Education and Development
|
No Opt. Call
|
N/R
|
40,290
|
|
|
Charter School Revenue Bonds, Series 2006, 6.000%, 6/01/16
|
|||||
|
490
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds Legacy
|
7/19 at 100.00
|
N/R
|
532,459
|
|
|
Traditional School Project, Series 2009, 8.500%, 7/01/39
|
|||||
|
2,500
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Carden
|
1/22 at 100.00
|
B
|
2,476,550
|
|
|
Traditional Schools Project, Series 2012, 7.500%, 1/01/42
|
|||||
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise
|
|||||
|
Education Center Project, Series 2010:
|
|||||
|
1,325
|
6.000%, 6/01/40
|
6/19 at 100.00
|
BBB–
|
1,272,053
|
|
|
500
|
6.100%, 6/01/45
|
6/19 at 100.00
|
BBB–
|
480,975
|
|
|
1,150
|
Pinal County Industrial Development Authority, Arizona, Correctional Facilities Contract
|
10/13 at 100.00
|
BBB–
|
1,150,161
|
|
|
Revenue Bonds, Florence West Prison LLC, Series 2002A, 5.250%, 10/01/22 – ACA Insured
|
|||||
|
3,575
|
Quechan Indian Tribe of the Fort Yuma Reservation, Arizona, Government Project Bonds, Series
|
12/17 at 102.00
|
B–
|
3,124,193
|
|
|
2008, 7.000%, 12/01/27
|
|||||
|
2,000
|
Quechan Indian Tribe of the Fort Yuma Reservation, Arizona, Tribal Economic Development Bonds,
|
5/22 at 100.00
|
B
|
2,146,540
|
|
|
Series 2012A, 9.750%, 5/01/25
|
|||||
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
|||||
|
Prepay Contract Obligations, Series 2007:
|
|||||
|
3,000
|
5.500%, 12/01/37
|
No Opt. Call
|
BBB
|
2,687,580
|
|
|
3,825
|
5.000%, 12/01/37
|
No Opt. Call
|
A–
|
3,667,334
|
|
|
1,000
|
Surprise Municipal Property Corporation, Arizona, Wastewater System Revenue Bonds, Series
|
4/14 at 100.00
|
A–
|
1,003,150
|
|
|
2007, 4.700%, 4/01/22
|
|||||
|
1,000
|
Tucson Industrial Development Authority, Arizona, Charter School Revenue Bonds, Arizona
|
9/14 at 100.00
|
BB+
|
1,002,540
|
|
|
Agribusiness and Equine Center Charter School, Series 2004A, 5.850%, 9/01/24
|
|||||
|
1,000
|
Yuma County Industrial Development Authority, Arizona, Exempt Revenue Bonds, Far West Water &
|
12/17 at 100.00
|
N/R
|
783,000
|
|
|
Sewer Inc. Refunding, Series 2007A, 6.375%, 12/01/37 (Alternative Minimum Tax)
|
|||||
|
40,818
|
Total Arizona
|
36,202,854
|
|||
|
California – 16.5% (14.2% of Total Investments)
|
|||||
|
1,470
|
Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Tender
|
No Opt. Call
|
AA
|
1,661,923
|
|
|
Option Bond Trust 2985, 17.776%, 4/01/16 (IF)
|
|||||
|
1,000
|
California Enterprise Development Authority, Recovery Zone Facility Revenue Bonds, SunPower
|
4/21 at 100.00
|
N/R
|
1,091,080
|
|
|
Corporation – Headquarters Project, Series 2010, 8.500%, 4/01/31
|
|||||
|
1,810
|
California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Sonoma
|
6/15 at 100.00
|
B–
|
1,411,058
|
|
|
County Tobacco Securitization Corporation, Series 2005, 5.125%, 6/01/38
|
|||||
|
California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital
|
|||||
|
and Clinics, Tender Option Bond Trust 3267:
|
|||||
|
1,250
|
19.080%, 5/15/31 (IF) (5)
|
11/21 at 100.00
|
AA–
|
1,414,100
|
|
|
1,875
|
20.070%, 11/15/40 (IF) (5)
|
11/21 at 100.00
|
AA–
|
2,306,175
|
|
|
California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and
|
|||||
|
Clinics, Tender Option Bond Trust 3294:
|
|||||
|
250
|
18.363%, 8/15/41 (IF) (5)
|
8/22 at 100.00
|
AA–
|
208,990
|
|
|
1,000
|
18.358%, 8/15/41 (IF) (5)
|
8/22 at 100.00
|
AA–
|
836,000
|
|
|
1,000
|
California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects
|
8/20 at 100.00
|
N/R
|
995,630
|
|
|
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
|
1,177,840
|
|
|
2009, 8.500%, 11/01/39
|
|||||
|
2,000
|
California School Finance Authority, Educational Facilities Revenue Bonds, Tri-Valley Learning
|
6/20 at 102.00
|
N/R
|
2,012,800
|
|
|
Corporation, Series 2012A, 7.000%, 6/01/47
|
|||||
|
3,425
|
California State University, Systemwide Revenue Bonds, Tender Option Bond Trust 4696, 17.171%,
|
5/15 at 100.00
|
Aa2
|
3,613,889
|
|
|
11/01/35 – AMBAC Insured (IF) (5)
|
|||||
|
1,300
|
California State, General Obligation Bonds, Tender Option Bond Trust 3162, 19.530%, 3/01/18 –
|
No Opt. Call
|
AA–
|
1,605,396
|
|
|
AGM Insured (IF)
|
|||||
|
1,000
|
California Statewide Communities Development Authority, Community Facilities District 2012-01,
|
9/23 at 100.00
|
N/R
|
865,490
|
|
|
Fancher Creek, Special Tax Bonds, Series 2013A, 5.700%, 9/01/43
|
|||||
|
520
|
California Statewide Communities Development Authority, Revenue Bonds, American Baptist Homes
|
10/19 at 100.00
|
BBB+
|
537,508
|
|
|
of the West, Series 2010, 6.250%, 10/01/39
|
|||||
|
4,000
|
California Statewide Communities Development Authority, Revenue Bonds, EnerTech Regional
|
No Opt. Call
|
D
|
109,800
|
|
|
Biosolids Project, Series 2007A, 5.500%, 12/01/33 (Alternative Minimum Tax) (4)
|
|||||
|
1,980
|
California Statewide Communities Development Authority, Statewide Community Infrastructure
|
9/21 at 100.00
|
N/R
|
1,982,099
|
|
|
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
|
566,795
|
|
|
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–
|
1,832,994
|
|
|
Health System, Series 2005A, 5.250%, 7/01/35
|
|||||
|
2,865
|
California Statewide Community Development Authority, Revenue Bonds, Epidaurus Project, Series
|
3/14 at 102.00
|
N/R
|
2,886,573
|
|
|
2004A, 7.750%, 3/01/34
|
|||||
|
500
|
California Statewide Community Development Authority, Revenue Bonds, Kaiser Permanente System,
|
4/17 at 100.00
|
AA+
|
522,650
|
|
|
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–
|
2,163,280
|
|
|
Series 2007C, 5.750%, 7/01/47 – FGIC Insured
|
|||||
|
515
|
California Statewide Community Development Authority, Revenue Bonds, Sutter Health, Tender
|
5/18 at 100.00
|
AA–
|
524,296
|
|
|
Option Bond Trust 3048, 17.486%, 11/15/38 (IF)
|
|||||
|
California Statewide Community Development Authority, Revenue Bonds, Sutter Health, Tender
|
|||||
|
Option Bond Trust 3102:
|
|||||
|
745
|
17.696%, 11/15/38 (IF) (5)
|
5/18 at 100.00
|
AA–
|
758,544
|
|
|
1,000
|
18.772%, 11/15/48 (IF) (5)
|
5/18 at 100.00
|
AA–
|
984,120
|
|
|
1,005
|
California Statewide Community Development Authority, Subordinate Lien Multifamily Housing
|
1/14 at 100.00
|
N/R
|
971,503
|
|
|
Revenue Bonds, Corona Park Apartments, Series 2004I-S, 7.750%, 1/01/34 (Alternative
|
|||||
|
Minimum Tax)
|
|||||
|
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
|
1,918,300
|
|
|
1,930
|
6.500%, 12/15/47
|
12/17 at 100.00
|
N/R
|
1,826,378
|
|
|
1,340
|
Elk Grove Community Facilities District 2005-1, California, Special Tax Bonds, Series 2007,
|
9/15 at 102.00
|
N/R
|
1,171,214
|
|
|
5.250%, 9/01/37
|
|||||
|
500
|
Fontana Public Financing Authority, California, Tax Allocation Revenue Bonds, North Fontana
|
10/13 at 100.00
|
A+
|
527,740
|
|
|
Redevelopment Project, Tender Option Bonds Trust 1013, 18.608%, 9/01/32 – AMBAC
|
|||||
|
Insured (IF) (5)
|
|||||
|
1,000
|
Fontana, California, Special Tax Bonds, Community Facilities District 31 Citrus Heights North,
|
9/14 at 102.00
|
N/R
|
999,010
|
|
|
Series 2006, 5.000%, 9/01/26
|
|||||
|
3,000
|
Foothill/Eastern Transportation Corridor Agency, California, Toll Road Revenue Bonds, Series
|
1/14 at 100.00
|
A
|
2,951,460
|
|
|
1995A, 5.000%, 1/01/35 – NPFG Insured
|
|||||
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
|||||
|
Asset-Backed Revenue Bonds, Tender Option Bond Trust 1011:
|
|||||
|
250
|
17.481%, 6/01/38 – FGIC Insured (IF) (5)
|
6/15 at 100.00
|
A2
|
224,940
|
|
|
750
|
17.481%, 6/01/45 (IF) (5)
|
6/15 at 100.00
|
A2
|
603,240
|
|
|
1,000
|
17.460%, 6/01/45 (IF) (5)
|
6/15 at 100.00
|
A2
|
804,560
|
|
|
1,000
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
6/15 at 100.00
|
AA+
|
968,210
|
|
|
Asset-Backed Revenue Bonds, Tender Option Bonds Trust 3107, 17.783%, 6/01/45 – AMBAC
|
|||||
|
Insured (IF)
|
|||||
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|||||
|
Bonds, Series 2007A-1:
|
|||||
|
3,130
|
4.500%, 6/01/27
|
6/17 at 100.00
|
B
|
2,843,511
|
|
|
6,250
|
5.000%, 6/01/33
|
6/17 at 100.00
|
B
|
5,092,750
|
|
|
1,935
|
5.750%, 6/01/47
|
6/17 at 100.00
|
B
|
1,511,042
|
|
|
3,705
|
5.125%, 6/01/47
|
6/17 at 100.00
|
B
|
2,645,703
|
|
|
1,500
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/22 at 100.00
|
B
|
1,163,295
|
|
|
Bonds, Series 2007A-2, 5.300%, 6/01/37
|
|||||
|
1,500
|
Grossmont Healthcare District, California, General Obligation Bonds, Tender Option Bond Trust
|
No Opt. Call
|
Aa2
|
2,262,240
|
|
|
3253, 22.544%, 1/15/19 (IF) (5)
|
|||||
|
1,000
|
Hemet Unified School District Community Facilities District 2005-3, Riverside County,
|
9/13 at 100.50
|
N/R
|
963,370
|
|
|
California, Special Tax Bonds, Series 2007, 5.750%, 9/01/39
|
|||||
|
1,000
|
Hercules Redevelopment Agency, California, Tax Allocation Bonds, Merged Project Area, Series
|
8/15 at 100.00
|
N/R
|
692,900
|
|
|
2005, 5.000%, 8/01/25 – AMBAC Insured
|
|||||
|
1,200
|
Lake Elsinore, California, Special Tax Bonds, Community Facilities District 2003-2 Improvement
|
9/13 at 102.00
|
N/R
|
1,192,800
|
|
|
Area A, Canyon Hills, Series 2004A, 5.950%, 9/01/34
|
|||||
|
335
|
Lancaster Redevelopment Agency, California, Tax Allocation Bonds, Combined Redevelopment
|
8/19 at 100.00
|
BBB
|
359,847
|
|
|
Project Areas Housing Programs, Series 2009, 6.875%, 8/01/39
|
|||||
|
1,000
|
Lathrop Financing Authority, California, Revenue Bonds, Water Supply Project Series 2003,
|
12/13 at 100.00
|
N/R
|
1,000,400
|
|
|
6.000%, 6/01/35
|
|||||
|
500
|
Lee Lake Public Financing Authority, California, Junior Lien Revenue Bonds, Series 2013B,
|
9/23 at 100.00
|
N/R
|
486,470
|
|
|
5.250%, 9/01/32
|
|||||
|
3,400
|
Lee Lake Water District, Riverside County, California, Special Tax Bonds, Community Facilities
|
9/13 at 102.00
|
N/R (6)
|
3,483,436
|
|
|
District 3, Series 2004, 5.950%, 9/01/34 (Pre-refunded 9/01/13)
|
|||||
|
1,000
|
Long Beach Bond Finance Authority, California, Natural Gas Purchase Revenue Bonds, Series
|
No Opt. Call
|
A
|
1,029,320
|
|
|
2007A, 5.500%, 11/15/37
|
|||||
|
850
|
Los Angeles County, California, Community Development Commission Headquarters Office Building,
|
9/21 at 100.00
|
Aa3
|
894,438
|
|
|
Lease Revenue Bonds, Community Development Properties Los Angeles County Inc., Tender Option
|
|||||
|
Bond Trust Series 2011-23B, 18.579%, 9/01/42 (IF) (5)
|
|||||
|
1,825
|
Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International
|
5/20 at 100.00
|
AA
|
1,946,253
|
|
|
Airport, Tender Option Bond Trust 10-27B, 18.086%, 5/15/40 (IF) (5)
|
|||||
|
1,000
|
Lynwood Redevelopment Agency, California, Project A Revenue Bonds, Subordinate Lien Series
|
9/21 at 100.00
|
A–
|
1,105,350
|
|
|
2011A, 7.000%, 9/01/31
|
|||||
|
March Joint Powers Redevelopment Agency, California, March Air Force Base Redevelopment
|
|||||
|
Project Tax Allocation Revenue Bonds, Series 2011A:
|
|||||
|
1,000
|
7.000%, 8/01/26
|
8/21 at 100.00
|
BBB+
|
1,133,720
|
|
|
1,500
|
7.500%, 8/01/41
|
8/21 at 100.00
|
BBB+
|
1,668,990
|
|
|
470
|
Moreno Valley Unified School District, Riverside County, California, Special Tax Bonds,
|
9/13 at 100.00
|
N/R
|
415,405
|
|
|
Community Facilities District 2005-3, Series 2007, 5.000%, 9/01/37
|
|||||
|
1,000
|
M-S-R Energy Authority, California, Gas Revenue Bonds, Citigroup Prepay Contracts, Series
|
No Opt. Call
|
A
|
1,155,590
|
|
|
2009B, 6.500%, 11/01/39
|
|||||
|
500
|
National City Community Development Commission, California, Tax Allocation Bonds, National
|
8/21 at 100.00
|
A–
|
579,200
|
|
|
City Redevelopment Project, Series 2011, 7.000%, 8/01/32
|
|||||
|
330
|
Novato Redevelopment Agency, California, Tax Allocation Bonds, Hamilton Field Redevelopment
|
9/21 at 100.00
|
BBB+
|
355,380
|
|
|
Project, Series 2011, 6.750%, 9/01/40
|
|||||
|
Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2010:
|
|||||
|
625
|
5.250%, 11/01/21
|
11/20 at 100.00
|
Baa3
|
651,444
|
|
|
1,000
|
6.000%, 11/01/41
|
11/20 at 100.00
|
Baa3
|
1,013,070
|
|
|
250
|
Palomar Pomerado Health, California, General Obligation Bonds, Tender Option Bond Trust 4683,
|
8/17 at 100.00
|
A+
|
254,120
|
|
|
17.878%, 8/01/37 – NPFG Insured (IF) (5)
|
|||||
|
1,000
|
Pittsburg Redevelopment Agency, California, Tax Allocation Bonds, Los Medanos Community
|
9/18 at 100.00
|
BBB–
|
1,031,040
|
|
|
Development Project, Refunding Series 2008A, 6.500%, 9/01/28
|
|||||
|
806
|
River Rock Entertainment Authority, California, Revenue Bonds, Senior Notes Series 2011B,
|
11/15 at 104.00
|
N/R
|
754,529
|
|
|
8.000%, 11/01/18
|
|||||
|
1,000
|
Riverside County Public Financing Authority, California, Tax Allocation Bonds, Multiple
|
10/14 at 100.00
|
BBB
|
887,720
|
|
|
Projects, Series 2004, 5.000%, 10/01/35 – SYNCORA GTY Insured
|
|||||
|
1,200
|
Riverside County Redevelopment Agency, California, Tax Allocation Bonds, Jurupa Valley Project
|
10/21 at 100.00
|
A–
|
1,315,272
|
|
|
Area, Series 2011B, 6.750%, 10/01/30
|
|||||
|
Sacramento City Financing Authority California, Lease Revenue Bonds, Master Lease Program
|
|||||
|
Facilities Projects, Tender Option Bond Trust 4698:
|
|||||
|
750
|
18.675%, 12/01/30 – AMBAC Insured (IF) (5)
|
No Opt. Call
|
A
|
843,090
|
|
|
2,015
|
18.466%, 12/01/33 – AMBAC Insured (IF) (5)
|
No Opt. Call
|
A
|
2,074,725
|
|
|
2,500
|
San Bernardino Community College District, California, General Obligation Bonds, Tender Option
|
8/16 at 100.00
|
Aa2
|
2,845,500
|
|
|
Bond Trust 11780-1, 17.636%, 2/01/27 – AGM Insured (IF)
|
|||||
|
San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011:
|
|||||
|
960
|
8.000%, 12/01/26
|
12/21 at 100.00
|
BB
|
1,140,883
|
|
|
1,000
|
8.000%, 12/01/31
|
12/21 at 100.00
|
BB
|
1,169,960
|
|
|
1,000
|
San Jose, California, Airport Revenue Bonds, Tender Option Bond Trust 3923, 17.730%, 9/01/31 –
|
3/17 at 100.00
|
AA–
|
1,039,000
|
|
|
AMBAC Insured (IF) (5)
|
|||||
|
1,000
|
Santa Margarita Water District, California, Special tax Bonds, Community Facilities District
|
9/23 at 100.00
|
N/R
|
984,970
|
|
|
2013-1 Village of Sendero, Series 2013, 5.625%, 9/01/43
|
|||||
|
1,000
|
Santee Community Development Commission, California, Santee Redevelopment Project Tax
|
2/21 at 100.00
|
A
|
1,140,190
|
|
|
Allocation Bonds, Series 2011A, 7.000%, 8/01/41
|
|||||
|
1,000
|
Temecula Redevelopment Agency, California, Tax Allocation Revenue Bonds, Redevelopment
|
8/13 at 100.00
|
A
|
971,410
|
|
|
Project 1, Series 2002, 5.250%, 8/01/36 – NPFG Insured
|
|||||
|
650
|
Twentynine Palms Redevelopment Agency, California, Tax Allocation Bonds, Four Corners Project
|
9/21 at 100.00
|
BBB+
|
712,407
|
|
|
Area, Series 2011A, 7.650%, 9/01/42
|
|||||
|
3,895
|
West Patterson Financing Authority, California, Special Tax Bonds, Community Facilities
|
9/13 at 103.00
|
N/R
|
3,454,904
|
|
|
District 2001-1, Series 2004A, 6.125%, 9/01/39
|
|||||
|
106,186
|
Total California
|
101,301,229
|
|||
|
Colorado – 8.1% (6.9% 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
|
780,105
|
|
|
1,015
|
Bradburn Metropolitan District 3, Westminster, Adams County, Colorado, General Obligation
|
12/13 at 102.00
|
N/R
|
1,024,308
|
|
|
Limited Tax Refunding Bonds, Series 2010, 7.500%, 12/01/39
|
|||||
|
2,000
|
Brighton Crossing Metropolitan District 4, Colorado, General Obligation Bonds, Limited Tax
|
7/18 at 100.00
|
N/R
|
1,978,220
|
|
|
Convertible to Unlimited Tax, Refunding Series 2013, 7.000%, 12/01/23
|
|||||
|
6
|
Buffalo Ridge Metropolitan District, Colorado, Limited Obligation Assessment Bonds, Series
|
12/13 at 101.00
|
N/R (6)
|
6,181
|
|
|
2003, 7.500%, 12/01/33 (Pre-refunded 12/01/13)
|
|||||
|
2,000
|
Cimarron Metropolitan District, Arvada, Colorado, Limited Tax Revenue Bonds, Convertible to
|
10/17 at 100.00
|
N/R
|
1,880,280
|
|
|
Unlimited Tax, Series 2012, 6.000%, 12/01/22
|
|||||
|
750
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds,
|
7/18 at 100.00
|
BB
|
700,350
|
|
|
Community Leadership Academy Project, Series 2008, 6.250%, 7/01/28
|
|||||
|
1,000
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds,
|
2/16 at 101.00
|
N/R
|
814,210
|
|
|
Jefferson County School District R-1 – Compass Montessori Secondary School, Series 2006,
|
|||||
|
5.625%, 2/15/36
|
|||||
|
1,500
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Mountain
|
10/22 at 100.00
|
N/R
|
1,301,310
|
|
|
Phoenix Community School, Series 2012, 7.000%, 10/01/42
|
|||||
|
1,930
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Windsor
|
5/17 at 100.00
|
BBB–
|
1,746,399
|
|
|
Academy, Series 2007A, 5.700%, 5/01/37
|
|||||
|
1,890
|
Colorado Educational and Cultural Facilities Authority, Revenue Bonds, Pikes Peak School of
|
6/18 at 102.00
|
N/R
|
1,846,492
|
|
|
Expeditionary Learning Charter School, Series 2008, 6.625%, 6/01/38
|
|||||
|
1,350
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Colorado Senior Residences
|
6/22 at 100.00
|
N/R
|
1,348,407
|
|
|
Project, Series 2012, 6.750%, 6/01/32
|
|||||
|
750
|
Colorado Health Facilities Authority, Health Facilities Revenue Bonds, Sisters of Charity of
|
No Opt. Call
|
AA
|
865,620
|
|
|
Leavenworth Health Services Corporation, Tender Option Bond Trust 3702, 19.050%, 1/01/18
|
|||||
|
(IF) (5)
|
|||||
|
325
|
Colorado Health Facilities Authority, Revenue Bonds, Craig Hospital Project, Tender Option
|
12/22 at 100.00
|
A–
|
358,163
|
|
|
Bond Trust 1131, 17.109%, 12/01/32 (IF) (5)
|
|||||
|
1,000
|
Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan
|
6/16 at 100.00
|
A–
|
1,000,840
|
|
|
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) (9)
|
No Opt. Call
|
N/R
|
763,367
|
|
|
5,045
|
6.750%, 4/01/27 (Alternative Minimum Tax)
|
4/17 at 100.00
|
N/R
|
4,547,866
|
|
|
2,500
|
Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project, Series
|
No Opt. Call
|
N/R
|
2,272,825
|
|
|
2013, 6.875%, 10/01/27 (Alternative Minimum Tax)
|
|||||
|
2,000
|
Compark Business Campus Metropolitan District, Douglas County, Colorado, General Obligation
|
12/22 at 100.00
|
N/R
|
1,912,500
|
|
|
Bonds, Series 2012A, 6.750%, 12/01/39 – RAAI Insured
|
|||||
|
Confluence Metropolitan District, Colorado, General Obligation Limited Tax Bonds, Series 2007:
|
|||||
|
1,000
|
5.400%, 12/01/27
|
12/17 at 100.00
|
N/R
|
767,030
|
|
|
1,500
|
5.450%, 12/01/34
|
12/17 at 100.00
|
N/R
|
1,065,225
|
|
|
2,000
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/27 –
|
No Opt. Call
|
A
|
946,060
|
|
|
NPFG Insured
|
|||||
|
1,070
|
Fitzsimons Village Metropolitan District 1, Aurora, Arapahoe County, Colorado, Tax Increment
|
3/20 at 100.00
|
N/R
|
1,097,745
|
|
|
Public Improvement Fee Supported Revenue Bonds, Series 2010A, 7.500%, 3/01/40
|
|||||
|
1,998
|
Great Western Metropolitan District 5, Colorado, General Obligation Limited Tax Revenue Bonds,
|
12/19 at 100.00
|
N/R
|
1,999,459
|
|
|
Series 2009A-1, 9.000%, 8/01/39 (Mandatory put 12/01/19)
|
|||||
|
3,145
|
Kit Carson County Health Service District, Colorado, Health Care Facility Revenue Bonds,
|
1/18 at 100.00
|
N/R
|
3,145,944
|
|
|
Series 2007, 6.750%, 1/01/34
|
|||||
|
5
|
Maher Ranch Metropolitan District 4, Colorado, General Obligation Limited Tax Bonds, Series
|
12/17 at 100.00
|
N/R
|
4,233
|
|
|
2007, 5.250%, 12/01/36 – RAAI Insured
|
|||||
|
1,000
|
Mountain Shadows Metropolitan District, Colorado, General Obligation Limited Tax Bonds, Series
|
12/16 at 100.00
|
N/R
|
792,510
|
|
|
2007, 5.500%, 12/01/27
|
|||||
|
500
|
Pinery West Metropolitan District 2, Colorado, General Obligation Limited Tax Bonds, Series
|
12/17 at 100.00
|
N/R
|
467,855
|
|
|
2007, 5.000%, 12/01/27 – RAAI Insured
|
|||||
|
500
|
Poudre Tech Metro District, Colorado, Unlimited Property Tax Supported Revenue Bonds,
|
12/20 at 100.00
|
AA–
|
458,130
|
|
|
Refunding & Improvement Series 2010A, 5.000%, 12/01/30 – AGM Insured
|
|||||
|
5,265
|
Public Authority for Colorado Energy, Natural Gas Purchase Revenue Bonds, Colorado Springs
|
No Opt. Call
|
A
|
6,110,506
|
|
|
Utilities, Series 2008, 6.500%, 11/15/38
|
|||||
|
Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private
|
|||||
|
Activity Bonds, Series 2010:
|
|||||
|
1,000
|
6.500%, 1/15/30
|
7/20 at 100.00
|
Baa3
|
1,114,500
|
|
|
1,000
|
6.000%, 1/15/41
|
7/20 at 100.00
|
Baa3
|
1,073,260
|
|
|
1,440
|
Rendezvous Residential Metropolitan District, Colorado, Limited Tax General Obligation Bonds,
|
12/17 at 100.00
|
N/R
|
1,277,698
|
|
|
Refunding Series 2007, 5.375%, 12/01/21
|
|||||
|
1,640
|
Southlands Metropolitan District 1, Colorado, Limited Tax General Obligation Bonds, Series
|
12/17 at 100.00
|
N/R
|
1,516,885
|
|
|
2007, 4.625%, 12/01/22 – RAAI Insured
|
|||||
|
3,000
|
Stone Ridge Metropolitan District 2, Colorado, General Obligation Bonds, Limited Tax
|
12/17 at 100.00
|
N/R
|
745,440
|
|
|
Convertible to Unlimited, Series 2007, 7.250%, 12/01/31
|
|||||
|
1,815
|
Three Springs Metropolitan District 3, Durango, La Plata County, Colorado, Property Tax
|
12/20 at 100.00
|
N/R
|
1,815,000
|
|
|
Supported Revenue Bonds, Series 2010, 7.750%, 12/01/39
|
|||||
|
55,512
|
Total Colorado
|
49,544,923
|
|||
|
Connecticut – 1.2% (1.0% of Total Investments)
|
|||||
|
2,000
|
Harbor Point Infrastructure Improvement District, Connecticut, Special Obligation Revenue
|
4/20 at 100.00
|
N/R
|
2,151,080
|
|
|
Bonds, Harbor Point Project, Series 2010A, 7.875%, 4/01/39
|
|||||
|
4,644
|
Mashantucket Western Pequot Tribe, Connecticut, Special Revenue Bonds, Subordinate Series
|
No Opt. Call
|
N/R
|
3,169,701
|
|
|
2013A, 6.050%, 7/01/31
|
|||||
|
1,000
|
Mohegan Tribe of Indians of Connecticut, Gaming Authority Priority Distribution Payment Public
|
1/14 at 100.00
|
B
|
915,680
|
|
|
Improvement Bonds, Series 2003, 5.250%, 1/01/33
|
|||||
|
1,000
|
Stamford, Connecticut, Special Obligation Revenue Bonds, Mill River Corridor Project, Series
|
4/21 at 100.00
|
N/R
|
1,010,480
|
|
|
2011aA, 7.000%, 4/01/41
|
|||||
|
8,644
|
Total Connecticut
|
7,246,941
|
|||
|
District of Columbia – 0.8% (0.7% of Total Investments)
|
|||||
|
225
|
District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds,
|
No Opt. Call
|
Baa1
|
240,615
|
|
|
Series 2001, 6.500%, 5/15/33
|
|||||
|
1,000
|
District of Columbia, Revenue Bonds, Cesar Chavez Public Charter Schools for Public Policy,
|
11/20 at 100.00
|
BBB–
|
1,080,040
|
|
|
Series 2011, 7.500%, 11/15/31
|
|||||
|
2,500
|
District of Columbia, Revenue Bonds, Howard University, Tender Option Bond Trust 1006,
|
4/21 at 100.00
|
A–
|
3,599,200
|
|
|
23.453%, 10/01/37 (IF) (5)
|
|||||
|
250
|
District of Columbia, Revenue Bonds, KIPP DC Issue, Series 2013A, 6.000%, 7/01/33 (WI/DD,
|
7/23 at 100.00
|
BBB+
|
258,868
|
|
|
Settling 8/01/13)
|
|||||
|
3,975
|
Total District of Columbia
|
5,178,723
|
|||
|
Florida – 13.3% (11.4% of Total Investments)
|
|||||
|
1,500
|
Alachua County Health Facilities Authority, Florida, Health Faculties Revenue Bonds, Terraces
|
No Opt. Call
|
N/R
|
1,623,900
|
|
|
at Bonita Springs Project, Series 2011A, 8.125%, 11/15/46
|
|||||
|
925
|
Ave Maria Stewardship Community Development District, Florida, Capital Improvement Revenue
|
5/16 at 100.00
|
N/R
|
777,370
|
|
|
Bonds, Series 2006A, 5.125%, 5/01/38
|
|||||
|
1,980
|
Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series
|
5/22 at 100.00
|
N/R
|
1,932,916
|
|
|
2012, 6.700%, 5/01/42
|
|||||
|
1,505
|
Bartram Park Community Development District, Florida, Special Assessment Bonds, Series 2005,
|
5/15 at 101.00
|
N/R
|
1,408,996
|
|
|
5.300%, 5/01/35 (4)
|
|||||
|
5,610
|
Beacon Lakes Community Development District, Florida, Special Assessment Bonds, Series 2003A,
|
5/14 at 100.00
|
N/R
|
5,665,876
|
|
|
6.900%, 5/01/35
|
|||||
|
500
|
Beacon Lakes Community Development District, Florida, Special Assessment Bonds, Series 2007A,
|
5/17 at 100.00
|
N/R
|
481,260
|
|
|
6.000%, 5/01/38
|
|||||
|
965
|
Beeline Community Development District, Palm Beach County, Florida, Special Assessment Bonds,
|
5/18 at 100.00
|
N/R
|
1,004,758
|
|
|
Series 2008A, 7.000%, 5/01/37
|
|||||
|
905
|
Belmont Community Development District, Florida, Capital Improvement Revenue Bonds, Phase 1
|
11/24 at 100.00
|
N/R
|
848,619
|
|
|
Project, Series 2013A, 6.125%, 11/01/33
|
|||||
|
700
|
Broward County, Florida, Airport Facility Revenue Bonds, Learjet Inc., Series 2000, 7.500%,
|
11/14 at 101.00
|
Ba2
|
724,346
|
|
|
11/01/20 (Alternative Minimum Tax)
|
|||||
|
1,435
|
Capital Projects Finance Authority, Florida, Student Housing Revenue Bonds, Capital Projects Loan
|
10/13 at 100.00
|
A
|
1,354,697
|
|
|
Program, Series 2001F-1, 5.000%, 10/01/31 – NPFG Insured
|
|||||
|
1,945
|
Cordoba Ranch Community Development District, Hillsborough County, Florida, Special Assessment
|
5/16 at 100.00
|
N/R
|
1,838,589
|
|
|
Revenue Bonds, Series 2006, 5.550%, 5/01/37
|
|||||
|
1,000
|
Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance
|
6/21 at 100.00
|
BB–
|
1,041,970
|
|
|
Charter School, Inc. Projects, Series 2011A, 7.625%, 6/15/41
|
|||||
|
2,500
|
Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special
|
11/22 at 100.00
|
N/R
|
2,388,375
|
|
|
Assessment Bonds, Doral Breeze Project Series 2012, 5.500%, 11/01/32
|
|||||
|
7,650
|
Harmony Community Development District, Florida, Special Assessment Bonds, Series 2001,
|
5/14 at 103.25
|
N/R
|
7,952,634
|
|
|
7.250%, 5/01/32
|
|||||
|
2,805
|
Hawks Point Community Development District, Florida, Special Assessment Revenue Bonds, Series
|
5/17 at 100.00
|
N/R
|
2,694,399
|
|
|
2007A, 5.300%, 5/01/39
|
|||||
|
3,000
|
Jacksonville, Florida, Economic Development Commission Health Care Facilities Revenue Bonds,
|
9/17 at 100.00
|
N/R
|
3,212,190
|
|
|
Florida Proton Therapy Institute Project, Series 2007A, 6.250%, 9/01/27
|
|||||
|
1,000
|
Lake County, Florida, Industrial Development Revenue Bonds, Crane’s View Lodge Project, Series
|
No Opt. Call
|
N/R
|
893,790
|
|
|
2012A, 7.125%, 11/01/42
|
|||||
|
2,000
|
Lee County Industrial Development Authority, Florida, Charter School Revenue Bonds, Lee County
|
6/17 at 100.00
|
BB
|
1,821,100
|
|
|
Community Charter Schools, Series 2007A, 5.375%, 6/15/37
|
|||||
|
1,685
|
Miami, Florida, Special Obligation Non-Ad Valorem Revenue Refunding Bonds, Series 2011A,
|
2/21 at 100.00
|
AA–
|
1,833,213
|
|
|
6.000%, 2/01/30 – AGM Insured
|
|||||
|
1,000
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Series 2008, Trust 1145, 18.130%, 4/01/32 –
|
10/18 at 100.00
|
AA–
|
1,005,080
|
|
|
AGC Insured (Alternative Minimum Tax) (IF) (5)
|
|||||
|
1,250
|
Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Tender Option Bond Trust
|
10/20 at 100.00
|
AA–
|
1,324,850
|
|
|
11834, 17.855%, 10/01/33 – AGM Insured (IF)
|
|||||
|
1,000
|
Mid-Bay Bridge Authority, Florida, Springing Lien Revenue Bonds, Series 2011, 7.250%, 10/01/34
|
10/21 at 100.00
|
BBB
|
1,166,770
|
|
|
1,000
|
Midtown Miami Community Development District, Florida, Special Assessment Revenue Bonds,
|
5/14 at 100.00
|
N/R
|
1,008,410
|
|
|
Parking Garage Project, Series 2004A, 6.250%, 5/01/37
|
|||||
|
2,225
|
Old Palm Community Development District, Florida, Special Assessment Bonds, Palm Beach
|
5/15 at 101.00
|
N/R
|
2,241,087
|
|
|
Gardens, Series 2004A, 5.900%, 5/01/35
|
|||||
|
3,375
|
Palm Beach County Housing Finance Authority, Florida, Multifamily Housing Revenue Bonds, Lake
|
1/14 at 100.00
|
N/R
|
3,162,443
|
|
|
Delray Apartments, Series 1999A, 6.400%, 1/01/31 (Alternative Minimum Tax)
|
|||||
|
1,585
|
Palm Glades Community Development District, Florida, Special Assessment Bonds, Series 2006A,
|
5/16 at 100.00
|
N/R
|
1,481,626
|
|
|
5.300%, 5/01/36
|
|||||
|
4,580
|
Pine Island Community Development District, Florida, Special Assessment Bonds, Bella Collina,
|
11/13 at 100.00
|
N/R
|
3,984,646
|
|
|
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
|
903,898
|
|
|
6.000%, 5/01/37
|
|||||
|
1,000
|
Port Saint Lucie, Florida, Special Assessment Revenue Bonds, Southwest Annexation District 1B,
|
7/17 at 100.00
|
A
|
1,005,250
|
|
|
Series 2007, 5.000%, 7/01/33 – NPFG Insured
|
|||||
|
1,965
|
Reunion West Community Development District, Florida, Special Assessment Bonds, Series
|
5/22 at 100.00
|
N/R
|
1,847,218
|
|
|
2004A-1, 6.250%, 5/01/36
|
|||||
|
930
|
South Village Community Development District, Clay County, Florida, Capital Improvement
|
11/13 at 100.00
|
N/R
|
835,838
|
|
|
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
|
1,323,521
|
|
|
Series 2007, 6.750%, 5/01/38
|
|||||
|
1,250
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/17 at 100.00
|
N/R
|
926,200
|
|
|
Capital Appreciation, Series 2012A-2, 0.000%, 5/01/39
|
|||||
|
2,515
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/19 at 100.00
|
N/R
|
1,520,494
|
|
|
Capital Appreciation, Series 2012A-3, 0.000%, 5/01/40
|
|||||
|
1,540
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/22 at 100.00
|
N/R
|
690,490
|
|
|
Capital Appreciation, Series 2012A-4, 0.000%, 5/01/40
|
|||||
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note,
|
|||||
|
Series 2007-3:
|
|||||
|
120
|
6.375%, 5/01/17 (4)
|
11/13 at 100.00
|
N/R
|
1
|
|
|
1,360
|
6.650%, 5/01/40 (4)
|
5/18 at 100.00
|
N/R
|
14
|
|
|
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 (4)
|
|||||
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
|||||
|
Parcel Series 2007-1. RMKT:
|
|||||
|
15
|
6.375%, 5/01/17 (4)
|
No Opt. Call
|
N/R
|
11,199
|
|
|
180
|
6.650%, 5/01/40 (4)
|
5/18 at 100.00
|
N/R
|
133,018
|
|
|
1,285
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
5/17 at 100.00
|
N/R
|
948,343
|
|
|
Parcel Series 2007A-1. RMKT, 5.250%, 5/01/39 (4)
|
|||||
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding
|
|||||
|
Series 2012A-1:
|
|||||
|
165
|
6.375%, 5/01/17
|
No Opt. Call
|
N/R
|
158,144
|
|
|
555
|
5.250%, 5/01/39
|
5/17 at 100.00
|
N/R
|
492,884
|
|
|
2,365
|
6.650%, 5/01/40
|
5/17 at 100.00
|
N/R
|
2,283,266
|
|
|
4,930
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Series 2006,
|
5/14 at 101.00
|
BB
|
4,634,693
|
|
|
5.400%, 5/01/37
|
|||||
|
Tolomato Community Development District, Florida, Special Assessment Bonds,
|
|||||
|
Southern/Forbearance Parcel Series 2007-2:
|
|||||
|
530
|
6.375%, 5/01/17 (4)
|
No Opt. Call
|
N/R
|
217,215
|
|
|
5,510
|
6.650%, 5/01/40 (4)
|
5/18 at 100.00
|
N/R
|
2,073,303
|
|
|
Westchester Community Development District 1, Florida, Special Assessment Bonds, Series 2003:
|
|||||
|
415
|
6.000%, 5/01/23
|
5/14 at 100.00
|
N/R
|
416,706
|
|
|
6,235
|
6.125%, 5/01/35
|
5/14 at 100.00
|
N/R
|
6,243,542
|
|
|
93,645
|
Total Florida
|
81,539,175
|
|||
|
Georgia – 1.8% (1.6% of Total Investments)
|
|||||
|
1,000
|
Atlanta Urban Residential Finance Authority, Georgia, Multifamily Housing Revenue Bonds,
|
11/23 at 100.00
|
A–
|
841,840
|
|
|
Testletree Village Apartments, Series 2013A, 5.000%, 11/01/48
|
|||||
|
975
|
Atlanta, Georgia, Tax Allocation Bonds, Beltline Project Series 2008A. Remarketed,
|
1/19 at 100.00
|
A2
|
1,130,405
|
|
|
7.500%, 1/01/31
|
|||||
|
1,250
|
Clayton County Development Authority, Georgia, Special Facilities Revenue Bonds, Delta Air
|
6/20 at 100.00
|
B
|
1,463,138
|
|
|
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
|
1,263,682
|
|
|
Lines, Inc. Project, Series 2009B, 9.000%, 6/01/35 (Alternative Minimum Tax)
|
|||||
|
1,000
|
Fulton County Development Authority, Georgia, Revenue Bonds, Amana Academy Project, Series
|
4/23 at 100.00
|
N/R
|
867,830
|
|
|
2013A, 6.500%, 4/01/43
|
|||||
|
1,000
|
Fulton County Residential Care Facilities Authority, Georgia, Revenue Bonds, Elderly Care,
|
7/17 at 100.00
|
N/R
|
864,300
|
|
|
Lenbrook Square Project, Series 2006A, 5.125%, 7/01/37
|
|||||
|
1,115
|
Fulton County Residential Care Facilities Authority, Georgia, Revenue Bonds, Elderly Care,
|
1/14 at 100.00
|
N/R
|
1,111,008
|
|
|
Lenbrook Square Project, Series 2006B, 7.300%, 7/01/42
|
|||||
|
1,780
|
Fulton County Residential Care Facilities Authority, Georgia, Revenue Bonds, St. Anne’s
|
12/13 at 102.00
|
N/R
|
1,822,257
|
|
|
Terrace, Series 2003, 7.625%, 12/01/33
|
|||||
|
2,000
|
Liberty County Industrial Authority, Georgia, Revenue Bonds, Series 2012B, 3.000%, 7/01/18
|
1/14 at 100.00
|
N/R
|
1,744,440
|
|
|
11,290
|
Total Georgia
|
11,108,900
|
|||
|
Guam – 0.4% (0.4% of Total Investments)
|
|||||
|
2,445
|
Guam Government, General Obligation Bonds, 2009 Series A, 7.000%, 11/15/39
|
11/19 at 100.00
|
B+
|
2,598,815
|
|
|
Hawaii – 0.4% (0.4% of Total Investments)
|
|||||
|
919
|
Hawaii Department of Budget and Finance, Private School Revenue Bonds, Montessori of Maui,
|
2/17 at 100.00
|
N/R
|
800,238
|
|
|
Series 2007, 5.500%, 1/01/37
|
|||||
|
1,655
|
Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric
|
7/19 at 100.00
|
Baa1
|
1,795,692
|
|
|
Company, Inc. and Subsidiary Projects, Series 2009, 6.500%, 7/01/39
|
|||||
|
2,574
|
Total Hawaii
|
2,595,930
|
|||
|
Idaho – 0.1% (0.1% of Total Investments)
|
|||||
|
500
|
Idaho Health Facilities Authority, Revenue Bonds, Saint Luke’s Health System Project, Tender
|
3/22 at 100.00
|
A
|
432,080
|
|
|
Option Bond Trust 1102, 17.265%, 3/01/47 – AGM Insured (IF) (5)
|
|||||
|
Illinois – 9.9% (8.5% of Total Investments)
|
|||||
|
1,315
|
CenterPoint Intermodal Center Program, Illinois, Trust Series 2004 Class A Certificates,
|
12/13 at 100.00
|
N/R
|
1,310,108
|
|
|
3.730%, 6/15/23
|
|||||
|
1,968
|
Chicago, Illinois, Certificates of Participation Tax Increment Bonds, 35th and State
|
No Opt. Call
|
N/R
|
1,801,114
|
|
|
Redevelopment Project, Series 2012, 6.100%, 1/15/29
|
|||||
|
2,875
|
Chicago, Illinois, Certificates of Participation, Tax Increment Allocation Revenue Bonds,
|
8/13 at 100.00
|
N/R
|
2,153,576
|
|
|
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
|
1,026,440
|
|
|
Corporation Project, Series 2010, 6.500%, 10/15/40
|
|||||
|
2,180
|
Evanston, Illinois, Educational Facility Revenue Bonds, Roycemore School Project, Series 2011,
|
7/21 at 100.00
|
N/R
|
2,310,756
|
|
|
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
|
1,045,451
|
|
|
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–
|
1,007,760
|
|
|
5.500%, 5/15/23
|
|||||
|
3,370
|
Illinois Finance Authority, Charter School Revenue Bonds, Chicago Charter School Foundation,
|
12/16 at 100.00
|
BBB+
|
3,235,301
|
|
|
Series 2007, 5.000%, 12/01/36
|
|||||
|
1,000
|
Illinois Finance Authority, Recovery Zone Facility Revenue Bonds, Navistar International
|
10/20 at 100.00
|
B3
|
1,026,440
|
|
|
Corporation Project, Series 2010, 6.500%, 10/15/40
|
|||||
|
Illinois Finance Authority, Revenue Bonds, Admiral at Lake Project, Series 2010A:
|
|||||
|
500
|
7.750%, 5/15/30
|
5/20 at 100.00
|
N/R
|
539,335
|
|
|
1,875
|
8.000%, 5/15/46
|
5/20 at 100.00
|
N/R
|
2,015,344
|
|
|
500
|
Illinois Finance Authority, Revenue Bonds, Admiral at Lake Project, Temps 75 Series 2010D-1,
|
11/13 at 100.00
|
N/R
|
500,595
|
|
|
7.000%, 5/15/18
|
|||||
|
1,100
|
Illinois Finance Authority, Revenue Bonds, Elmhurst Memorial Healthcare, Series 2008A,
|
1/18 at 100.00
|
Baa2
|
1,152,613
|
|
|
5.625%, 1/01/37
|
|||||
|
500
|
Illinois Finance Authority, Revenue Bonds, Illinois Institute of Technology, Refunding Series
|
4/16 at 100.00
|
Baa3
|
460,785
|
|
|
2006A, 5.000%, 4/01/31
|
|||||
|
500
|
Illinois Finance Authority, Revenue Bonds, Lake Forest College, Series 2012A, 6.000%, 10/01/48
|
10/22 at 100.00
|
BBB–
|
506,010
|
|
|
1,000
|
Illinois Finance Authority, Revenue Bonds, Montgomery Place Project, Series 2006A,
|
5/17 at 100.00
|
N/R
|
988,190
|
|
|
5.750%, 5/15/38
|
|||||
|
2,500
|
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Tender Option Bond Trust
|
11/17 at 100.00
|
A
|
2,861,500
|
|
|
4702, 20.296%, 11/15/37 (IF) (5)
|
|||||
|
2,900
|
Illinois Finance Authority, Revenue Bonds, Provena Health, Series 2009A, 7.750%, 8/15/34
|
8/19 at 100.00
|
BBB+
|
3,524,921
|
|
|
3,770
|
Illinois Finance Authority, Revenue Bonds, Sherman Health Systems, Series 2007A,
|
8/17 at 100.00
|
BBB
|
3,901,724
|
|
|
5.500%, 8/01/37
|
|||||
|
Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers,
|
|||||
|
Series 2009:
|
|||||
|
2,000
|
6.875%, 8/15/38
|
8/19 at 100.00
|
BBB+
|
2,164,680
|
|
|
3,850
|
7.000%, 8/15/44
|
8/19 at 100.00
|
BBB+
|
4,175,056
|
|
|
500
|
Illinois Finance Authority, Revenue Bonds, Southern Illinois Healthcare Enterprises, Inc.,
|
3/20 at 100.00
|
AA–
|
514,685
|
|
|
Series 2005 Remarketed, 5.250%, 3/01/30 – AGM Insured
|
|||||
|
Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Tender Option Bond Trust 3908:
|
|||||
|
250
|
22.058%, 2/15/19 – AGM Insured (IF) (5)
|
No Opt. Call
|
AA–
|
315,850
|
|
|
1,685
|
22.042%, 2/15/19 – AGM Insured (IF) (5)
|
No Opt. Call
|
AA–
|
2,128,492
|
|
|
6,020
|
Illinois Finance Authority, Student Housing Revenue Bonds, MJH Education Assistance Illinois
|
6/14 at 100.00
|
Ca
|
5,175,213
|
|
|
IV LLC, Fullerton Village Project, Series 2004A, 5.125%, 6/01/35 (4)
|
|||||
|
500
|
Illinois Health Facilities Authority, Revenue Refunding Bonds, Elmhurst Memorial Healthcare,
|
1/14 at 100.00
|
Baa2
|
501,595
|
|
|
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
|
A–
|
191,130
|
|
|
1,105
|
Lombard Public Facilities Corporation, Illinois, First Tier Conference Center and Hotel
|
1/16 at 100.00
|
N/R
|
679,918
|
|
|
Revenue Bonds, Series 2005A-1, 7.125%, 1/01/36
|
|||||
|
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
|
149,953
|
|
|
2,000
|
5.500%, 1/01/36 – ACA Insured
|
1/16 at 100.00
|
CCC
|
1,183,700
|
|
|
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
|
128,199
|
|
|
1,175
|
5.250%, 1/01/36
|
1/16 at 100.00
|
CCC
|
502,771
|
|
|
1,431
|
Lombard Public Facilities Corporation, Illinois, Third Tier Conference Center and Hotel
|
7/18 at 100.00
|
N/R
|
300,491
|
|
|
Revenue Bonds, Series 2005C-3, 12.000%, 1/01/36 (4)
|
|||||
|
1,000
|
Pingree Grove Village, Illinois, Tax Assessment Bonds, Special Service Area 2 – Cambridge
|
3/15 at 102.00
|
N/R
|
981,790
|
|
|
Lakes Project, Series 2005-2, 6.000%, 3/01/35
|
|||||
|
1,917
|
Plano Special Service Area 1, Illinois, Special Tax Bonds, Lakewood Springs Project, Series
|
3/14 at 102.00
|
N/R
|
1,916,866
|
|
|
2004A, 6.200%, 3/01/34
|
|||||
|
800
|
Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series
|
6/21 at 100.00
|
A–
|
874,560
|
|
|
2010, 6.000%, 6/01/28
|
|||||
|
Southwestern Illinois Development Authority, Illinois, Saint Clair County Comprehensive Mental
|
|||||
|
Health Center, Series 2007:
|
|||||
|
865
|
6.200%, 6/01/17
|
No Opt. Call
|
N/R
|
868,944
|
|
|
3,020
|
6.625%, 6/01/37
|
6/17 at 103.00
|
N/R
|
2,661,647
|
|
|
950
|
Southwestern Illinois Development Authority, Local Government Program Revenue Bonds, Granite
|
3/14 at 100.00
|
N/R
|
957,553
|
|
|
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
|
778,650
|
|
|
Assessment Bonds, Series 2009, 7.875%, 3/01/32
|
|||||
|
970
|
Volo Village, Illinois, Special Service Area 3 Special Tax Bonds, Symphony Meadows Project 1,
|
3/16 at 102.00
|
N/R
|
774,613
|
|
|
Series 2006, 6.000%, 3/01/36 (Mandatory put 2/29/16)
|
|||||
|
935
|
Yorkville United City Business District, Illinois, Storm Water and Water Improvement Project
|
1/17 at 102.00
|
N/R
|
619,045
|
|
|
Revenue Bonds, Series 2007, 6.000%, 1/01/26
|
|||||
|
831
|
Yorkville, Illinois, Special Tax Bonds, Special Service Area 2005-108 Autumn Creek Project,
|
3/16 at 102.00
|
N/R
|
710,638
|
|
|
Series 2006, 6.000%, 3/01/36
|
|||||
|
64,242
|
Total Illinois
|
60,624,002
|
|||
|
Indiana – 3.2% (2.8% of Total Investments)
|
|||||
|
6,360
|
Carmel Redevelopment District, Indiana, Tax Increment Revenue Bonds, Series 2004A,
|
7/14 at 100.00
|
N/R
|
6,101,275
|
|
|
6.650%, 1/15/24
|
|||||
|
1,000
|
Indiana Bond Bank, Special Program Bonds, Hendricks Regional Health Project, Tender Option
|
No Opt. Call
|
AA
|
1,213,730
|
|
|
Bond Trust 10-77W, 18.750%, 4/01/30 – AMBAC Insured (IF) (5)
|
|||||
|
1,250
|
Indiana Bond Bank, Special Program Gas Revenue Bonds, JP Morgan Ventures Energy Corporation
|
No Opt. Call
|
A2
|
1,938,950
|
|
|
Guaranteed, Tender Option Bond Trust 2882, 18.430%, 4/15/17 (IF) (5)
|
|||||
|
2,000
|
Indiana Finance Authority, Environmental Improvement Revenue Bonds, United States Steel
|
No Opt. Call
|
BB–
|
1,678,520
|
|
|
Corporation Project, Series 2012, 5.750%, 8/01/42 (Alternative Minimum Tax)
|
|||||
|
Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group, Tender Option Bond
|
|||||
|
Trust 3611:
|
|||||
|
1,290
|
18.070%, 6/01/17 (IF) (5)
|
No Opt. Call
|
AA
|
1,218,173
|
|
|
1,250
|
19.065%, 6/01/17 (IF) (5)
|
No Opt. Call
|
AA
|
1,392,750
|
|
|
1,000
|
Indiana Health and Educational Facilities Financing Authority, Revenue Bonds, Ascension
|
11/16 at 100.00
|
AA+
|
1,000,880
|
|
|
Health, Tender Option Bond Trust 3301, 18.322%, 11/15/30 (IF) (5)
|
|||||
|
1,000
|
St. Joseph County, Indiana, Economic Development Revenue Bonds, Chicago Trail Village
|
7/15 at 103.00
|
N/R
|
1,045,490
|
|
|
Apartments, Series 2005A, 7.500%, 7/01/35
|
|||||
|
Vigo County Hospital Authority, Indiana, Revenue Bonds, Union Hospital, Series 2007:
|
|||||
|
250
|
5.700%, 9/01/37
|
9/17 at 100.00
|
N/R
|
249,920
|
|
|
4,050
|
5.800%, 9/01/47
|
9/17 at 100.00
|
N/R
|
4,018,734
|
|
|
19,450
|
Total Indiana
|
19,858,422
|
|||
|
Iowa – 0.8% (0.7% of Total Investments)
|
|||||
|
1,000
|
Iowa Finance Authority, Health Facility Revenue Bonds, Care Initiatives Project, Series 2006A,
|
7/16 at 100.00
|
BB+
|
1,024,670
|
|
|
5.500%, 7/01/25
|
|||||
|
2,000
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc. Project,
|
8/22 at 100.00
|
BBB–
|
1,632,540
|
|
|
Series 2012, 4.750%, 8/01/42
|
|||||
|
2,570
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company
|
12/23 at 100.00
|
BB–
|
2,442,143
|
|
|
Project, Series 2013, 5.250%, 12/01/25
|
|||||
|
5,570
|
Total Iowa
|
5,099,353
|
|||
|
Kentucky – 0.1% (0.1% of Total Investments)
|
|||||
|
500
|
Kentucky Economic Development Finance Authority, Hospital Facilities Revenue Bonds, Owensboro
|
6/20 at 100.00
|
BBB+
|
523,450
|
|
|
Medical Health System, Series 2010A, 6.000%, 6/01/30
|
|||||
|
Louisiana – 3.2% (2.7% of Total Investments)
|
|||||
|
2,350
|
Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing
|
7/23 at 100.00
|
N/R
|
2,170,930
|
|
|
(US) LLC Project, Series 2013, 6.000%, 7/01/36
|
|||||
|
2,000
|
Louisiana Public Facilities Authority, Revenue Bonds, Lake Charles Charter Academy Foundation
|
12/21 at 100.00
|
N/R
|
2,081,380
|
|
|
Project, Series 2011A, 7.750%, 12/15/31
|
|||||
|
8,500
|
Louisiana Local Government Environmental Facilities & Community Development Authority, Revenue
|
11/17 at 100.00
|
BBB–
|
8,941,150
|
|
|
Bonds, Westlake Chemical Corporation Project, Series 2007, 6.750%, 11/01/32
|
|||||
|
960
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
6/16 at 101.00
|
N/R
|
943,248
|
|
|
Revenue Bonds, CDF Healthcare of Louisiana LLC, Series 2006A, 7.000%, 6/01/36
|
|||||
|
7,000
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
12/17 at 100.00
|
N/R
|
2,969,820
|
|
|
Revenue Bonds, Southgate Suites Hotel LLC Project, Series 2007A, 6.750%, 12/15/37 (4)
|
|||||
|
500
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
11/20 at 100.00
|
BBB–
|
529,205
|
|
|
Revenue Bonds, Westlake Chemical Corporation Projects, Series 2010A-1, 6.500%, 11/01/35
|
|||||
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
|||||
|
Revenue Bonds, Womans Hospital Foundation Project, Tender Option Bonds Trust 1012:
|
|||||
|
750
|
20.765%, 10/01/40 (IF) (5)
|
10/20 at 100.00
|
A3
|
949,020
|
|
|
750
|
20.753%, 10/01/40 (IF) (5)
|
10/20 at 100.00
|
A3
|
948,893
|
|
|
22,810
|
Total Louisiana
|
19,533,646
|
|||
|
Maine – 0.5% (0.4% of Total Investments)
|
|||||
|
3,155
|
Portland Housing Development Corporation, Maine, Section 8 Assisted Senior Living Revenue
|
2/14 at 102.00
|
Baa2
|
3,167,683
|
|
|
Bonds, Avesta Housing Development Corporation, Series 2004A, 6.000%, 2/01/34
|
|||||
|
Maryland – 1.2% (1.0% of Total Investments)
|
|||||
|
1,100
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
BB+
|
1,009,448
|
|
|
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
|
659,690
|
|
|
Center, Series 2006A, 5.000%, 12/01/31
|
|||||
|
2,500
|
Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference
|
12/16 at 100.00
|
N/R
|
1,723,975
|
|
|
Center, Series 2006B, 5.250%, 12/01/31
|
|||||
|
4,000
|
Maryland Economic Development Corporation, Senior Lien Student Housing Revenue Bonds,
|
10/13 at 100.00
|
B3
|
3,590,680
|
|
|
University of Maryland – Baltimore, Series 2003A, 5.750%, 10/01/33
|
|||||
|
435
|
Prince George’s County, Maryland, Revenue Bonds, Dimensions Health Corporation, Series 1994,
|
1/14 at 100.00
|
B3
|
393,858
|
|
|
5.300%, 7/01/24
|
|||||
|
9,035
|
Total Maryland
|
7,377,651
|
|||
|
Massachusetts – 0.2% (0.1% of Total Investments)
|
|||||
|
90
|
Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,
|
9/13 at 101.00
|
Caa3
|
64,770
|
|
|
Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)
|
|||||
|
175
|
Massachusetts Development Finance Agency, Pioneer Valley Resource Recovery Revenue Bonds,
|
No Opt. Call
|
N/R
|
173,056
|
|
|
Eco/Springfield LLC, Series 2006, 5.875%, 7/01/14 (Alternative Minimum Tax)
|
|||||
|
429
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire
|
8/13 at 100.00
|
D
|
337,934
|
|
|
Community Services Inc., Series 2012A, 6.000%, 2/15/43
|
|||||
|
333
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire
|
8/13 at 100.00
|
D
|
32,088
|
|
|
Community Services Inc., Series 2012B, 6.375%, 2/15/43
|
|||||
|
500
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire
|
8/13 at 100.00
|
D
|
5
|
|
|
Community Services Inc., Series 2012C, 6.625%, 2/15/43
|
|||||
|
480
|
Massachusetts Port Authority, Special Facilities Revenue Bonds, Delta Air Lines Inc., Series
|
1/14 at 100.00
|
N/R
|
460,493
|
|
|
2001A, 5.000%, 1/01/27 – AMBAC Insured (Alternative Minimum Tax)
|
|||||
|
2,007
|
Total Massachusetts
|
1,068,346
|
|||
|
Michigan – 3.5% (3.0% of Total Investments)
|
|||||
|
Detroit Local Development Finance Authority, Michigan, Tax Increment Bonds, Series 1998A:
|
|||||
|
1,115
|
5.500%, 5/01/21
|
11/13 at 100.00
|
B–
|
964,553
|
|
|
10
|
5.500%, 5/01/21 – ACA Insured
|
11/13 at 100.00
|
B–
|
8,651
|
|
|
4,000
|
Detroit, Michigan, Distributable State Aid General Obligation Bonds, Limited Tax Series 2010,
|
11/20 at 100.00
|
AA
|
4,011,600
|
|
|
5.250%, 11/01/35 (WI/DD, Settling 8/08/13)
|
|||||
|
1,000
|
Detroit, Michigan, General Obligation Bonds, Limited Tax Capital Improvement Series 2008-A1,
|
No Opt. Call
|
Ca
|
390,000
|
|
|
5.000%, 4/01/15 (4)
|
|||||
|
500
|
Detroit, Michigan, General Obligation Bonds, Series 2001A-1, 5.375%, 4/01/16 – NPFG Insured (4)
|
10/13 at 100.00
|
A
|
488,405
|
|
|
565
|
Detroit, Michigan, General Obligation Bonds, Series 2003A, 5.250%, 4/01/22 – SYNCORA
|
10/13 at 100.00
|
Caa3
|
368,431
|
|
|
GTY Insured (4)
|
|||||
|
750
|
Detroit, Michigan, General Obligation Bonds, Series 2004A-1, 5.250%, 4/01/19 – AMBAC
|
No Opt. Call
|
Caa3
|
650,355
|
|
|
Insured (4)
|
|||||
|
900
|
Detroit, Michigan, Second Lien Sewerage Disposal System Revenue Bonds, Second Lien Series
|
No Opt. Call
|
A
|
901,521
|
|
|
2005B, 5.500%, 7/01/22 – NPFG Insured
|
|||||
|
300
|
Detroit, Michigan, Water Supply System Senior Lien Revenue Bonds, Series 2006D, 5.000%,
|
No Opt. Call
|
A
|
273,840
|
|
|
7/01/33 – NPFG Insured
|
|||||
|
Garden City Hospital Finance Authority, Michigan, Revenue Bonds, Garden City Hospital
|
|||||
|
Obligated Group, Series 2007A:
|
|||||
|
1,000
|
4.875%, 8/15/27
|
8/17 at 100.00
|
N/R
|
889,880
|
|
|
1,000
|
5.000%, 8/15/38
|
8/17 at 100.00
|
N/R
|
816,780
|
|
|
990
|
Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Hope
|
4/21 at 100.00
|
BB
|
1,064,478
|
|
|
Academy Project, Series 2011, 8.125%, 4/01/41
|
|||||
|
1,000
|
Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Voyageur
|
7/21 at 100.00
|
BB
|
1,001,680
|
|
|
Academy Project, Series 2011, 8.000%, 7/15/41
|
|||||
|
1,750
|
Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American
|
12/17 at 100.00
|
N/R
|
1,582,333
|
|
|
Montessori Academy, Series 2007, 6.500%, 12/01/37
|
|||||
|
1,000
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, Chandler
|
11/15 at 100.00
|
BBB
|
994,050
|
|
|
Park Academy Project, Series 2008, 6.500%, 11/01/35
|
|||||
|
1,000
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, Richfield
|
9/17 at 100.00
|
BBB–
|
843,960
|
|
|
Public School Academy, Series 2007, 5.000%, 9/01/36
|
|||||
|
940
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, David
|
6/17 at 100.00
|
N/R
|
845,135
|
|
|
Ellis Academy-West Charter School Project, Series 2007, 5.875%, 6/01/37
|
|||||
|
1,500
|
Michigan State Hospital Finance Authority, Revenue Bonds, Hills and Dales General Hospital,
|
11/15 at 102.00
|
N/R
|
1,520,340
|
|
|
Series 2005A, 6.750%, 11/15/38
|
|||||
|
1,000
|
Michigan Strategic Fund, Limited Obligation Revenue Bonds, Detroit Thermal LLC Project, Series
|
12/23 at 100.00
|
N/R
|
962,230
|
|
|
2013, 8.500%, 12/01/30 (Alternative Minimum Tax)
|
|||||
|
1,000
|
Royal Oak Hospital Finance Authority, Michigan, Hospital Revenue Bonds, William Beaumont
|
9/18 at 100.00
|
A1
|
1,208,860
|
|
|
Hospital, Refunding Series 2009V, 8.250%, 9/01/39
|
|||||
|
Summit Academy North, Michigan, Revenue Bonds, Public School Academy Series 2005:
|
|||||
|
1,000
|
5.500%, 11/01/30
|
11/15 at 100.00
|
BB
|
843,040
|
|
|
500
|
5.500%, 11/01/35
|
11/15 at 100.00
|
BB
|
402,125
|
|
|
500
|
Summit Academy, Michigan, Revenue Bonds, Public School Academy Series 2005, 6.375%, 11/01/35
|
11/15 at 100.00
|
BB
|
477,115
|
|
|
23,320
|
Total Michigan
|
21,509,362
|
|||
|
Minnesota – 1.3% (1.1% of Total Investments)
|
|||||
|
1,325
|
Ramsey, Anoka County, Minnesota, Charter School Lease Revenue Bonds, PACT Charter School,
|
6/14 at 102.00
|
N/R
|
1,315,434
|
|
|
Series 2004A, 6.750%, 12/01/33
|
|||||
|
1,000
|
Saint Paul Port Authority, Minnesota, Lease Revenue Bonds, HealthEast Midway Campus, Series
|
5/15 at 100.00
|
N/R
|
1,025,650
|
|
|
2005B, 6.000%, 5/01/30
|
|||||
|
1,110
|
St. Paul Housing and Redevelopment Authority, Minnesota, Charter School Revenue Bonds, Higher
|
6/14 at 102.00
|
N/R (6)
|
1,188,544
|
|
|
Ground Academy Charter School, Series 2004A, 6.625%, 12/01/23 (Pre-refunded 6/01/14)
|
|||||
|
1,100
|
St. Paul Housing and Redevelopment Authority, Minnesota, Charter School Revenue Bonds, HOPE
|
6/14 at 102.00
|
N/R
|
1,098,053
|
|
|
Community Academy Charter School, Series 2004A, 6.750%, 12/01/33
|
|||||
|
3,000
|
St. Paul Housing and Redevelopment Authority, Minnesota, Revenue Bonds, Healtheast Inc.,
|
11/15 at 100.00
|
BBB–
|
3,096,930
|
|
|
Series 2005, 6.000%, 11/15/35
|
|||||
|
7,535
|
Total Minnesota
|
7,724,611
|
|||
|
Mississippi – 0.3% (0.2% of Total Investments)
|
|||||
|
817
|
Mississippi Home Corporation, Multifamily Housing Revenue Bonds, Tupelo Personal Care
|
10/19 at 101.00
|
N/R
|
609,019
|
|
|
Apartments, Series 2004-2, 6.125%, 9/01/34 (Alternative Minimum Tax)
|
|||||
|
1,000
|
Warren County, Mississippi, Gulf Opportunity Zone Revenue Bonds, International Paper Company
|
9/18 at 100.00
|
BBB
|
1,086,150
|
|
|
Project, Series 2008A, 6.500%, 9/01/32
|
|||||
|
1,817
|
Total Mississippi
|
1,695,169
|
|||
|
Missouri – 2.1% (1.8% of Total Investments)
|
|||||
|
1,000
|
Hanley Road Corridor Transportation Development District, Brentwood and Maplewood, Missouri,
|
10/19 at 100.00
|
A–
|
1,037,540
|
|
|
Transportation Sales Revenue Bonds, Refunding Series 2009A, 5.875%, 10/01/36
|
|||||
|
2,000
|
Joplin Industrial Development Authority, Missouri, Tax Increment Revenue Bonds, Joplin
|
4/23 at 100.00
|
N/R
|
1,977,600
|
|
|
Recovery TIF Redevelopment Project, Series 2013B, 5.875%, 4/01/36
|
|||||
|
5,935
|
Missouri Environmental Improvement and Energy Resources Authority, Water Facility Revenue
|
12/16 at 100.00
|
AA+
|
5,720,687
|
|
|
Bonds, Missouri-American Water Company, Series 2006, 4.600%, 12/01/36 – AMBAC Insured
|
|||||
|
(Alternative Minimum Tax) (UB) (5)
|
|||||
|
1,100
|
Saint Louis Industrial Development Authority, Missouri, Confluence Academy Project, Series
|
6/15 at 103.00
|
N/R
|
918,445
|
|
|
2007A, 5.350%, 6/15/32
|
|||||
|
995
|
Saint Louis Land Clearance for Redevelopment Authority, Missouri, Tax-Exempt Recovery Zone
|
9/20 at 100.00
|
N/R
|
975,866
|
|
|
Facilities Improvement, Special Revenue Bonds, Kiel Opera House Project, Series 2010B,
|
|||||
|
7.000%, 9/01/35
|
|||||
|
1,812
|
Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Fashion Square Redevelopment
|
8/13 at 100.00
|
N/R
|
1,589,033
|
|
|
Project, Series 2008A, 6.300%, 8/22/26
|
|||||
|
762
|
Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Grace Lofts Redevelopment
|
9/13 at 100.00
|
N/R
|
646,298
|
|
|
Projects, Series 2007A, 6.000%, 3/27/26
|
|||||
|
13,604
|
Total Missouri
|
12,865,469
|
|||
|
Montana – 0.4% (0.4% of Total Investments)
|
|||||
|
2,700
|
Montana Board of Investments, Exempt Facility Revenue Bonds, Stillwater Mining Company,
|
1/14 at 100.00
|
B+
|
2,707,047
|
|
|
Series 2000, 8.000%, 7/01/20 (Alternative Minimum Tax)
|
|||||
|
Nebraska – 1.6% (1.4% of Total Investments)
|
|||||
|
6,485
|
Omaha Public Power District, Nebraska, Separate Electric System Revenue Bonds, Nebraska
|
2/17 at 100.00
|
AA+
|
9,722,571
|
|
|
City 2, Series 2006A, 20.414%, 8/01/40 – AMBAC Insured (IF)
|
|||||
|
Nevada – 0.8% (0.7% of Total Investments)
|
|||||
|
2,500
|
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan,
|
No Opt. Call
|
AA+
|
2,714,900
|
|
|
Tender Option Bond Trust Series 2010-11836, 18.035%, 6/01/16 (IF)
|
|||||
|
Sparks Tourism Improvement District 1, Legends at Sparks Marina, Nevada, Senior Sales Tax
|
|||||
|
Revenue Bonds Series 2008A:
|
|||||
|
825
|
6.500%, 6/15/20
|
6/18 at 100.00
|
B2
|
853,372
|
|
|
1,500
|
6.750%, 6/15/28
|
6/18 at 100.00
|
B2
|
1,469,580
|
|
|
4,825
|
Total Nevada
|
5,037,852
|
|||
|
New Jersey – 2.5% (2.2% of Total Investments)
|
|||||
|
2,100
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
9/22 at 101.00
|
B
|
1,979,943
|
|
|
Airlines Inc., Series 1999, 5.250%, 9/15/29 (Alternative Minimum Tax)
|
|||||
|
2,000
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
11/13 at 100.00
|
B
|
2,000,980
|
|
|
Airlines Inc., Series 2000, 7.000%, 11/15/30 (Alternative Minimum Tax)
|
|||||
|
1,000
|
New Jersey Economic Development Authority, Student Housing Revenue Bonds, Provident
|
6/20 at 100.00
|
Baa3
|
1,049,160
|
|
|
Group-Montclair Properties LLC, Montclair State University Student Housing Project, Series
|
|||||
|
2010A, 5.875%, 6/01/42
|
|||||
|
600
|
New Jersey Educational Facilities Authority, Revenue Refunding Bonds, University of Medicine
|
6/19 at 100.00
|
Baa1 (6)
|
793,260
|
|
|
and Dentistry of New Jersey, Series 2009B, 7.500%, 12/01/32 (Pre-refunded 6/01/19)
|
|||||
|
5,200
|
New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters
|
7/18 at 100.00
|
BB+
|
5,271,812
|
|
|
University Hospital, Series 2007, 5.750%, 7/01/37
|
|||||
|
New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Saint Joseph’s
|
|||||
|
Healthcare System Obligated Group Issue, Series 2008:
|
|||||
|
1,000
|
6.000%, 7/01/18
|
No Opt. Call
|
BBB–
|
1,114,910
|
|
|
2,000
|
6.625%, 7/01/38
|
7/18 at 100.00
|
BBB–
|
2,135,980
|
|
|
1,000
|
New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series 2008A,
|
6/18 at 100.00
|
AA–
|
1,045,510
|
|
|
6.125%, 6/01/30 – AGC Insured (Alternative Minimum Tax)
|
|||||
|
14,900
|
Total New Jersey
|
15,391,555
|
|||
|
New Mexico – 0.5% (0.4% of Total Investments)
|
|||||
|
1,000
|
Jicarilla Apache Nation, New Mexico, Revenue Bonds, Series 2002A, 5.500%, 9/01/23
|
No Opt. Call
|
N/R
|
936,640
|
|
|
1,000
|
Mariposa East Public Improvement District, New Mexico, General Obligation Bonds, Series 2006,
|
9/16 at 100.00
|
N/R
|
807,540
|
|
|
6.000%, 9/01/32 (4)
|
|||||
|
475
|
Montecito Estates Public Improvement District, New Mexico, Special Levee Revenue Bonds, Series
|
10/17 at 100.00
|
N/R
|
463,068
|
|
|
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–
|
971,745
|
|
|
Project, Series 2010A, 5.875%, 7/01/30
|
|||||
|
3,440
|
Total New Mexico
|
3,178,993
|
|||
|
New York – 2.1% (1.8% of Total Investments)
|
|||||
|
1,000
|
Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue
|
1/20 at 100.00
|
BBB–
|
1,109,330
|
|
|
Bonds, Barclays Center Project, Series 2009, 6.375%, 7/15/43
|
|||||
|
New York City Industrial Development Agency, New York, American Airlines-JFK International
|
|||||
|
Airport Special Facility Revenue Bonds, Series 2005:
|
|||||
|
1,745
|
7.500%, 8/01/16 (Alternative Minimum Tax)
|
No Opt. Call
|
N/R
|
1,816,632
|
|
|
1,000
|
7.625%, 8/01/25 (Alternative Minimum Tax)
|
8/16 at 101.00
|
N/R
|
1,098,790
|
|
|
1,000
|
8.000%, 8/01/28
|
8/16 at 101.00
|
N/R
|
1,109,220
|
|
|
1,000
|
7.750%, 8/01/31 (Alternative Minimum Tax)
|
8/16 at 101.00
|
N/R
|
1,099,250
|
|
|
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx
|
|||||
|
Parking Development Company, LLC Project, Series 2007:
|
|||||
|
1,500
|
5.750%, 10/01/37 (7)
|
10/17 at 100.00
|
N/R
|
629,910
|
|
|
5,000
|
5.875%, 10/01/46 (8)
|
10/17 at 102.00
|
N/R
|
2,099,700
|
|
|
1,030
|
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special
|
7/16 at 101.00
|
N/R
|
950,989
|
|
|
Needs Facilities Pooled Program, Series 2008A-1, 5.800%, 7/01/23
|
|||||
|
1,375
|
New York Liberty Development Corporation, Second Priority Liberty Revenue Refunding Bonds,
|
1/20 at 100.00
|
A–
|
1,498,736
|
|
|
Bank of America Tower at One Bryant Park Project, Series 2010, 6.375%, 7/15/49
|
|||||
|
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
|
18.375%, 1/15/44 (IF) (5)
|
1/20 at 100.00
|
AA+
|
284,090
|
|
|
625
|
18.375%, 1/15/44 (IF) (5)
|
1/20 at 100.00
|
AA+
|
710,225
|
|
|
530
|
Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air
|
12/20 at 100.00
|
BBB
|
587,876
|
|
|
Terminal LLC Project, Eighth Series 2010, 6.000%, 12/01/42
|
|||||
|
16,055
|
Total New York
|
12,994,748
|
|||
|
North Carolina – 1.9% (1.6% of Total Investments)
|
|||||
|
1,970
|
Albemarle Hospital Authority, North Carolina, Health Care Facilities Revenue Bonds, Series
|
10/17 at 100.00
|
N/R
|
1,744,317
|
|
|
2007, 5.250%, 10/01/38
|
|||||
|
940
|
Charlotte-Mecklenberg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA
|
No Opt. Call
|
AA–
|
1,051,822
|
|
|
Carolinas HealthCare System, Tender Option Bond Trust 11963, 19.013%, 1/15/19 (IF)
|
|||||
|
5,250
|
North Carolina Capital Facilities Finance Agency, Solid Waste Facilities Revenue Bonds,
|
7/16 at 100.00
|
N/R
|
5,151,405
|
|
|
Liberty Tire Services of North Carolina LLC, Series 2004A, 6.750%, 7/01/29
|
|||||
|
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
|
1,045,000
|
|
|
1,000
|
6.125%, 6/01/35
|
6/18 at 100.00
|
BBB
|
1,041,600
|
|
|
960
|
North Carolina Capital Facilities Financing Agency, Revenue Bonds, Duke University, Series
|
10/16 at 100.00
|
AA+
|
1,532,275
|
|
|
2008, Tender Option Bonds Trust 3248, 27.579%, 10/01/21 (IF)
|
|||||
|
11,120
|
Total North Carolina
|
||||