|
Portfolio of Investments
|
|||||
|
Nuveen Municipal High Income Opportunity Fund (NMZ)
|
|||||
|
January 31, 2016 (Unaudited)
|
|||||
|
Principal
|
Optional Call
|
||||
|
Amount (000)
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
LONG-TERM INVESTMENTS 114.9% (100.0% of Total Investments)
|
|||||
|
MUNICIPAL BONDS 113.4% (98.7% of Total Investments)
|
|||||
|
Alabama – 1.7% (1.5% of Total Investments)
|
|||||
|
$ 1,000
|
Adamsville Solid Waste Disposal Authority, Alabama, Solid Waste Disposal Revenue Bonds, Green
|
8/20 at 100.00
|
N/R
|
$ 882,390
|
|
|
Mountain Management LLC Project, Series 2010, 8.750%, 8/01/30 (4)
|
|||||
|
1,000
|
Alabama Industrial Development Authority, Solid Waste Disposal Revenue Bonds, Pine City Fiber
|
4/16 at 100.00
|
B3
|
1,004,450
|
|
|
Co. Project, Series 1993, 6.450%, 12/01/23 (Alternative Minimum Tax)
|
|||||
|
2,000
|
Alabama Private Colleges and University Facilities Authority, Limited Obligation Bonds,
|
9/25 at 100.00
|
N/R
|
2,049,660
|
|
|
University of Mobile Project, Series 2015A, 6.000%, 9/01/45
|
|||||
|
1,770
|
Bessemer, Alabama, General Obligation Warrants, Series 2007, 6.500%, 2/01/37
|
2/17 at 101.00
|
N/R (5)
|
1,866,040
|
|
|
(Pre-refunded 2/01/17)
|
|||||
|
2,000
|
Jefferson County, Alabama, General Obligation Refunding Warrants, Series 2003A, 5.000%,
|
4/16 at 100.00
|
AA–
|
2,001,020
|
|
|
4/01/22 – NPFG Insured
|
|||||
|
1,000
|
Jefferson County, Alabama, General Obligation Warrants, Series 2004A, 5.000%, 4/01/24 –
|
4/16 at 100.00
|
AA–
|
1,012,300
|
|
|
NPFG Insured
|
|||||
|
1,000
|
Jefferson County, Alabama, Limited Obligation School Warrants, Education Tax Revenue Bonds,
|
7/16 at 100.00
|
A–
|
1,009,800
|
|
|
Series 2004A, 5.000%, 1/01/24
|
|||||
|
1,000
|
Jefferson County, Alabama, Sewer Revenue Warrants, Senior Lien Series 2013C, 0.000%,
|
10/23 at 105.00
|
AA
|
745,700
|
|
|
10/01/38 – AGM Insured
|
|||||
|
1,030
|
Selma Industrial Development Board, Alabama, Environmental Improvement Revenue Bonds, Zilkha
|
No Opt. Call
|
N/R
|
1,036,293
|
|
|
Biomass Selma LLC Project, Series 2015, 7.500%, 5/01/25 (Alternative Minimum Tax)
|
|||||
|
11,800
|
Total Alabama
|
11,607,653
|
|||
|
Arizona – 4.3% (3.8% of Total Investments)
|
|||||
|
1,420
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Tender Option
|
1/18 at 100.00
|
AA–
|
1,738,818
|
|
|
Bond Trust 2015-XF2046, 18.223%, 1/01/29 (IF) (6)
|
|||||
|
1,760
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Banner Health Systems, Tender
|
1/18 at 100.00
|
AA–
|
2,213,394
|
|
|
Option Bond Trust 4695, 19.710%, 1/01/32 (IF) (6)
|
|||||
|
1,000
|
Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, General Obligation
|
7/17 at 100.00
|
N/R
|
1,038,380
|
|
|
Bonds, Series 2007, 6.200%, 7/15/32
|
|||||
|
243
|
Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment
|
4/16 at 100.00
|
N/R
|
243,824
|
|
|
Lien Bonds, Series 2001A, 7.875%, 7/01/25
|
|||||
|
3,000
|
Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University
|
6/22 at 100.00
|
A
|
4,064,640
|
|
|
Project, Tender Option Bond Trust 1086, 17.212%, 6/01/42 (IF) (6)
|
|||||
|
25
|
Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Choice
|
No Opt. Call
|
N/R
|
25,264
|
|
|
Education and Development, Series 2006, 6.000%, 6/01/16
|
|||||
|
1,000
|
Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Desert
|
5/24 at 100.00
|
N/R
|
1,088,820
|
|
|
Heights Charter School, Series 2014, 7.250%, 5/01/44
|
|||||
|
2,000
|
Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, San
|
2/24 at 100.00
|
N/R
|
2,035,900
|
|
|
Tan Montessori School Project, Series 2014A , 9.000%, 2/01/44
|
|||||
|
480
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds Legacy
|
7/19 at 100.00
|
N/R (5)
|
586,637
|
|
|
Traditional School Project, Series 2009, 8.500%, 7/01/39 (Pre-refunded 7/01/19)
|
|||||
|
2,250
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, American
|
7/17 at 100.00
|
BB
|
2,133,360
|
|
|
Charter School Foundation, Series 2007A, 5.625%, 7/01/38
|
|||||
|
2,500
|
Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Carden
|
1/22 at 100.00
|
B
|
2,414,150
|
|
|
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:
|
|||||
|
1,315
|
6.000%, 6/01/40
|
6/19 at 100.00
|
BB+
|
1,363,050
|
|
|
500
|
6.100%, 6/01/45
|
6/19 at 100.00
|
BB+
|
519,015
|
|
|
1,150
|
Pinal County Industrial Development Authority, Arizona, Correctional Facilities Contract
|
4/16 at 100.00
|
BBB–
|
1,151,633
|
|
|
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–
|
3,464,390
|
|
|
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+
|
2,253,920
|
|
|
Series 2012A, 9.750%, 5/01/25
|
|||||
|
2,500
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
No Opt. Call
|
BBB+
|
2,930,625
|
|
|
Prepay Contract Obligations, Series 2007, 5.500%, 12/01/37
|
|||||
|
1,000
|
Yuma County Industrial Development Authority, Arizona, Exempt Revenue Bonds, Far West Water &
|
12/17 at 100.00
|
N/R
|
956,270
|
|
|
Sewer Inc. Refunding, Series 2007A, 6.375%, 12/01/37 (Alternative Minimum Tax)
|
|||||
|
27,718
|
Total Arizona
|
30,222,090
|
|||
|
California – 15.9% (13.8% of Total Investments)
|
|||||
|
1,470
|
Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Tender
|
No Opt. Call
|
AA
|
2,016,958
|
|
|
Option Bond Trust 2015-XF2179, 17.965%, 4/01/16 (IF)
|
|||||
|
1,000
|
California Enterprise Development Authority, Recovery Zone Facility Revenue Bonds, SunPower
|
4/21 at 100.00
|
N/R
|
1,146,840
|
|
|
Corporation – Headquarters Project, Series 2010, 8.500%, 4/01/31
|
|||||
|
2,205
|
California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Sonoma
|
4/16 at 100.00
|
B–
|
2,126,414
|
|
|
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
|
19.441%, 5/15/31 (IF) (6)
|
11/21 at 100.00
|
Aa3
|
2,210,200
|
|
|
1,875
|
20.442%, 11/15/40 (IF) (6)
|
11/21 at 100.00
|
Aa3
|
3,459,600
|
|
|
California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and
|
|||||
|
Clinics, Tender Option Bond Trust 3294:
|
|||||
|
250
|
17.790%, 8/15/41 (IF) (6)
|
8/22 at 100.00
|
AA
|
359,680
|
|
|
1,000
|
17.785%, 8/15/41 (IF) (6)
|
8/22 at 100.00
|
AA
|
1,438,590
|
|
|
1,020
|
California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Affordable
|
8/24 at 100.00
|
N/R
|
1,133,822
|
|
|
Housing Inc Projects, Series 2014B, 5.875%, 8/15/49
|
|||||
|
1,000
|
California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects
|
8/20 at 100.00
|
N/R
|
1,123,210
|
|
|
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 (5)
|
1,271,830
|
|
|
2009, 8.500%, 11/01/39 (Pre-refunded 11/01/19)
|
|||||
|
1,970
|
California School Finance Authority, Educational Facilities Revenue Bonds, Tri-Valley Learning
|
6/20 at 102.00
|
N/R
|
2,163,513
|
|
|
Corporation, Series 2012A, 7.000%, 6/01/47
|
|||||
|
1,300
|
California State, General Obligation Bonds, Tender Option Bond Trust 3162, 20.412%, 3/01/18 –
|
No Opt. Call
|
AA
|
2,148,848
|
|
|
AGM Insured (IF)
|
|||||
|
California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda
|
|||||
|
University Medical Center, Series 2014A:
|
|||||
|
800
|
5.250%, 12/01/44
|
12/24 at 100.00
|
BB+
|
866,664
|
|
|
1,000
|
5.500%, 12/01/54
|
12/24 at 100.00
|
BB+
|
1,091,650
|
|
|
520
|
California Statewide Communities Development Authority, Revenue Bonds, American Baptist
|
10/19 at 100.00
|
BBB+
|
577,845
|
|
|
Homes of the West, Series 2010, 6.250%, 10/01/39
|
|||||
|
4,000
|
California Statewide Communities Development Authority, Revenue Bonds, EnerTech Regional
|
No Opt. Call
|
N/R
|
12,600
|
|
|
Biosolids Project, Series 2007A, 5.500%, 12/01/33 (Alternative Minimum Tax) (4)
|
|||||
|
1,000
|
California Statewide Communities Development Authority, Special Tax Bonds, Community
|
9/23 at 100.00
|
N/R
|
1,069,090
|
|
|
Facilities District 2012-01, Fancher Creek, Series 2013A, 5.700%, 9/01/43
|
|||||
|
1,650
|
California Statewide Communities Development Authority, Statewide Community Infrastructure
|
9/21 at 100.00
|
N/R
|
1,801,668
|
|
|
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
|
590,540
|
|
|
University, Series 2011A, 7.500%, 11/01/41
|
|||||
|
1,500
|
California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity
|
4/16 at 100.00
|
CCC
|
1,489,710
|
|
|
Health System, Series 2005A, 5.000%, 7/01/39 (8)
|
|||||
|
2,750
|
California Statewide Community Development Authority, Revenue Bonds, Epidaurus Project, Series
|
3/16 at 100.00
|
N/R
|
2,755,968
|
|
|
2004A, 7.750%, 3/01/34
|
|||||
|
1,250
|
California Statewide Community Development Authority, Revenue Bonds, St. Joseph Health System,
|
7/18 at 100.00
|
AA–
|
1,386,163
|
|
|
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–
|
688,483
|
|
|
Option Bond Trust 2015-XF2186, 17.867%, 11/15/38 (IF)
|
|||||
|
California Statewide Community Development Authority, Revenue Bonds, Sutter Health, Tender
|
|||||
|
Option Bond Trust 3102:
|
|||||
|
745
|
18.042%, 11/15/38 (IF) (6)
|
5/18 at 100.00
|
AA–
|
997,764
|
|
|
1,000
|
19.130%, 11/15/48 (IF) (6)
|
5/18 at 100.00
|
AA–
|
1,360,760
|
|
|
1,880
|
Daly City Housing Development Finance Agency, California, Mobile Home Park Revenue Bonds,
|
12/17 at 100.00
|
N/R
|
1,933,392
|
|
|
Franciscan Mobile Home Park Project, Refunding Third Tier Series 2007C, 6.500%, 12/15/47
|
|||||
|
2,000
|
Daly City Housing Development Finance Agency, California, Mobile Home Park Revenue Bonds,
|
12/17 at 100.00
|
A
|
2,070,580
|
|
|
Franciscan Mobile Home Park, Refunding Series 2007A, 5.000%, 12/15/37
|
|||||
|
1,340
|
Elk Grove, California, Special Tax Bonds, Community Facilities District 2005-1, Series 2007,
|
9/16 at 101.00
|
N/R
|
1,359,095
|
|
|
5.250%, 9/01/37
|
|||||
|
500
|
Fontana Public Financing Authority, California, Tax Allocation Revenue Bonds, North Fontana
|
4/16 at 100.00
|
A+
|
523,780
|
|
|
Redevelopment Project, Tender Option Bonds Trust 1013, 18.609%, 9/01/32 – AMBAC
|
|||||
|
Insured (IF) (6)
|
|||||
|
1,000
|
Fontana, California, Special Tax Bonds, Community Facilities District 31 Citrus Heights North,
|
9/16 at 100.00
|
N/R
|
1,011,930
|
|
|
Series 2006, 5.000%, 9/01/26
|
|||||
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|||||
|
Bonds, Series 2007A-1:
|
|||||
|
6,765
|
5.000%, 6/01/33
|
6/17 at 100.00
|
B
|
6,319,254
|
|
|
9,035
|
5.750%, 6/01/47
|
6/17 at 100.00
|
B
|
8,689,681
|
|
|
2,140
|
5.125%, 6/01/47
|
6/17 at 100.00
|
B
|
1,913,374
|
|
|
2,500
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/22 at 100.00
|
B
|
2,350,800
|
|
|
Bonds, Series 2007A-2, 5.300%, 6/01/37
|
|||||
|
860
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/25 at 100.00
|
A+
|
1,350,303
|
|
|
Bonds, Tender Option Bond Trust 2015-XF1038, 17.300%, 6/01/45 (IF) (6)
|
|||||
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|||||
|
Bonds, Series 2015A:
|
|||||
|
2,000
|
5.000%, 6/01/40 (UB) (6)
|
6/25 at 100.00
|
A+
|
2,293,780
|
|
|
2,000
|
5.000%, 6/01/45 (WI/DD, Settling 2/04/16) (UB) (6)
|
6/25 at 100.00
|
A+
|
2,285,080
|
|
|
1,500
|
Grossmont Healthcare District, California, General Obligation Bonds, Tender Option Bond Trust
|
No Opt. Call
|
Aaa
|
3,119,460
|
|
|
3253, 22.944%, 1/15/19 (IF)
|
|||||
|
Hercules Redevelopment Agency, California, Tax Allocation Bonds, Merged Project Area, Series2005:
|
|||||
|
1,000
|
5.000%, 8/01/25 – AMBAC Insured
|
4/16 at 100.00
|
N/R
|
1,000,630
|
|
|
1,000
|
5.000%, 8/01/35 – AMBAC Insured
|
4/16 at 100.00
|
N/R
|
1,000,390
|
|
|
145
|
Lancaster Redevelopment Agency, California, Tax Allocation Bonds, Combined Redevelopment
|
No Opt. Call
|
BBB
|
166,718
|
|
|
Project Areas Housing Programs, Series 2009, 6.875%, 8/01/39
|
|||||
|
190
|
Lancaster Redevelopment Agency, California, Tax Allocation Bonds, Combined Redevelopment
|
8/19 at 100.00
|
N/R (5)
|
229,149
|
|
|
Project Areas Housing Programs, Series 2009, 6.875%, 8/01/39 (Pre-refunded 8/01/19)
|
|||||
|
550
|
Lathrop Financing Authority, California, Revenue Bonds, Water Supply Project Series 2003,
|
4/16 at 100.00
|
N/R
|
559,575
|
|
|
6.000%, 6/01/35
|
|||||
|
495
|
Lee Lake Public Financing Authority, California, Junior Lien Revenue Bonds, Series 2013B,
|
9/23 at 100.00
|
N/R
|
551,346
|
|
|
5.250%, 9/01/32
|
|||||
|
850
|
Los Angeles County, California, Community Development Commission Headquarters Office Building,
|
9/21 at 100.00
|
Aa3
|
1,438,489
|
|
|
Lease Revenue Bonds, Community Development Properties Los Angeles County Inc., Tender Option
|
|||||
|
Bond Trust Series 2011-23B, 18.449%, 9/01/42 (IF) (6)
|
|||||
|
1,825
|
Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International
|
5/20 at 100.00
|
AA
|
2,813,420
|
|
|
Airport, Tender Option Bond Trust 10-27B, 18.366%, 5/15/40 (IF) (6)
|
|||||
|
1,000
|
Lynwood Redevelopment Agency, California, Project A Revenue Bonds, Subordinate Lien Series
|
9/21 at 100.00
|
A–
|
1,246,340
|
|
|
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
|
A–
|
1,276,780
|
|
|
1,500
|
7.500%, 8/01/41
|
8/21 at 100.00
|
A–
|
1,903,200
|
|
|
470
|
Moreno Valley Unified School District, Riverside County, California, Special Tax Bonds,
|
4/16 at 100.00
|
N/R
|
479,941
|
|
|
Community Facilities District 2005-3, Series 2007, 5.000%, 9/01/37
|
|||||
|
500
|
National City Community Development Commission, California, Tax Allocation Bonds, National
|
8/21 at 100.00
|
A
|
628,605
|
|
|
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+
|
401,118
|
|
|
Project, Series 2011, 6.750%, 9/01/40
|
|||||
|
Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2010:
|
|||||
|
550
|
5.250%, 11/01/21
|
11/20 at 100.00
|
Ba1
|
597,828
|
|
|
1,000
|
6.000%, 11/01/41
|
11/20 at 100.00
|
Ba1
|
1,069,670
|
|
|
250
|
Palomar Pomerado Health, California, General Obligation Bonds, Tender Option Bond Trust 4683,
|
8/17 at 100.00
|
AA–
|
302,910
|
|
|
18.028%, 8/01/37 – NPFG Insured (IF) (6)
|
|||||
|
1,000
|
Pittsburg Redevelopment Agency, California, Tax Allocation Bonds, Los Medanos Community
|
9/18 at 100.00
|
BBB–
|
1,096,210
|
|
|
Development Project, Refunding Series 2008A, 6.500%, 9/01/28
|
|||||
|
733
|
River Rock Entertainment Authority, California, Revenue Bonds, Senior Notes Series 2011B,
|
4/16 at 100.00
|
N/R
|
75,118
|
|
|
8.000%, 11/01/18 (4)
|
|||||
|
1,200
|
Riverside County Redevelopment Agency, California, Tax Allocation Bonds, Jurupa Valley Project
|
10/21 at 100.00
|
A
|
1,483,656
|
|
|
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
|
18.270%, 12/01/30 – AMBAC Insured (IF) (6)
|
No Opt. Call
|
A+
|
1,574,580
|
|
|
2,015
|
18.270%, 12/01/33 – AMBAC Insured (IF) (6)
|
No Opt. Call
|
A+
|
4,349,660
|
|
|
2,500
|
San Bernardino Community College District, California, General Obligation Bonds, Tender Option
|
8/16 at 100.00
|
AA (5)
|
2,736,800
|
|
|
Bond Trust 11780, 17.486%, 2/01/27 (Pre-refunded 8/01/16) – 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+
|
1,262,966
|
|
|
1,000
|
8.000%, 12/01/31
|
12/21 at 100.00
|
BB+
|
1,272,990
|
|
|
1,000
|
San Jose, California, Airport Revenue Bonds, Tender Option Bond Trust 2015-XF01212, 17.477%,
|
3/17 at 100.00
|
AA
|
1,165,200
|
|
|
9/01/30 – AGM Insured (IF) (6)
|
|||||
|
1,000
|
Santa Margarita Water District, California, Special Tax Bonds, Community Facilities District
|
9/23 at 100.00
|
N/R
|
1,132,920
|
|
|
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
|
1,223,010
|
|
|
Allocation Bonds, Series 2011A, 7.000%, 8/01/41
|
|||||
|
1,000
|
Temecula Public Financing Authority, California, Special Tax Bonds, Community Facilities
|
9/16 at 100.00
|
N/R
|
1,002,650
|
|
|
District 03-02 Roripaugh, Series 2006, 5.450%, 9/01/26
|
|||||
|
1,000
|
Temecula Redevelopment Agency, California, Tax Allocation Revenue Bonds, Redevelopment
|
4/16 at 100.00
|
AA–
|
1,001,770
|
|
|
Project 1, Series 2002, 5.250%, 8/01/36 – NPFG Insured
|
|||||
|
1,890
|
Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed
|
4/16 at 100.00
|
B–
|
1,776,959
|
|
|
Bonds, Series 2005A-1, 5.500%, 6/01/45
|
|||||
|
650
|
Twentynine Palms Redevelopment Agency, California, Tax Allocation Bonds, Four Corners Project
|
9/21 at 100.00
|
BBB+
|
820,339
|
|
|
Area, Series 2011A, 7.650%, 9/01/42
|
|||||
|
1,250
|
University of California, General Revenue Bonds, Tender Option Bond Trust 2013-24U, 18.290%,
|
5/23 at 100.00
|
AA
|
2,078,600
|
|
|
5/15/39 (IF) (6)
|
|||||
|
97,693
|
Total California
|
110,228,456
|
|||
|
Colorado – 9.4% (8.2% of Total Investments)
|
|||||
|
2,000
|
Brighton Crossing Metropolitan District 4, Colorado, General Obligation Bonds, Limited Tax
|
7/18 at 100.00
|
N/R
|
2,040,860
|
|
|
Convertible to Unlimited Tax, Refunding Series 2013, 7.000%, 12/01/23
|
|||||
|
1,977
|
Cimarron Metropolitan District, Arvada, Colorado, Limited Tax Revenue Bonds, Convertible to
|
10/17 at 100.00
|
N/R
|
1,989,831
|
|
|
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
|
776,633
|
|
|
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
|
1,007,540
|
|
|
Jefferson County School District R-1 – Compass Montessori Secondary School, Series 2006,
|
|||||
|
5.625%, 2/15/36
|
|||||
|
2,320
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Mountain
|
10/22 at 100.00
|
N/R
|
2,513,279
|
|
|
Phoenix Community School, Series 2012, 7.000%, 10/01/42
|
|||||
|
200
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Skyview
|
7/24 at 100.00
|
BB+
|
212,076
|
|
|
Academy Project, Series 2014, 5.375%, 7/01/44
|
|||||
|
1,860
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Windsor
|
5/17 at 100.00
|
BBB–
|
1,890,225
|
|
|
Academy, Series 2007A, 5.700%, 5/01/37
|
|||||
|
1,825
|
Colorado Educational and Cultural Facilities Authority, Revenue Bonds, Pikes Peak School of
|
6/18 at 102.00
|
N/R (5)
|
2,029,510
|
|
|
Expeditionary Learning Charter School, Series 2008, 6.625%, 6/01/38 (Pre-refunded 6/01/18)
|
|||||
|
2,500
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, American Baptist Homes of the
|
2/24 at 100.00
|
N/R
|
3,011,800
|
|
|
Midwest Obligated Group, Series 2013, 8.000%, 8/01/43
|
|||||
|
1,000
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, American Baptist Homes Project,
|
2/26 at 100.00
|
N/R
|
1,013,800
|
|
|
Series 2016, 6.125%, 2/01/46
|
|||||
|
1,350
|
Colorado Health Facilities Authority, Colorado, Revenue Bonds, Colorado Senior Residences
|
6/22 at 100.00
|
N/R
|
1,086,750
|
|
|
Project, Series 2012, 6.750%, 6/01/32 (4)
|
|||||
|
750
|
Colorado Health Facilities Authority, Health Facilities Revenue Bonds, Sisters of Charity of
|
No Opt. Call
|
AA–
|
1,167,090
|
|
|
Leavenworth Health Services Corporation, Tender Option Bond Trust 2015-XF0054,
|
|||||
|
19.047%, 1/01/18 (IF)
|
|||||
|
1,285
|
Colorado Health Facilities Authority, Revenue Bonds, Craig Hospital Project, Series 2012,
|
12/22 at 100.00
|
A
|
1,458,514
|
|
|
5.000%, 12/01/32 (UB) (6)
|
|||||
|
290
|
Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan
|
6/16 at 100.00
|
BBB+
|
292,735
|
|
|
Society, Series 2006, 5.250%, 6/01/36
|
|||||
|
710
|
Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan
|
6/16 at 100.00
|
N/R (5)
|
721,942
|
|
|
Society, Series 2006, 5.250%, 6/01/36 (Pre-refunded 6/01/16)
|
|||||
|
Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project, Series 2007:
|
|||||
|
518
|
5.000%, 9/01/16 (Alternative Minimum Tax) (4), (7)
|
No Opt. Call
|
N/R
|
461,259
|
|
|
5,045
|
6.750%, 4/01/27 (Alternative Minimum Tax) (4)
|
4/17 at 100.00
|
N/R
|
4,562,395
|
|
|
2,224
|
Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project, Series
|
No Opt. Call
|
N/R
|
2,011,006
|
|
|
2013, 6.875%, 10/01/27 (Alternative Minimum Tax) (4)
|
|||||
|
2,000
|
Compark Business Campus Metropolitan District, Douglas County, Colorado, General Obligation
|
12/22 at 100.00
|
N/R
|
2,185,260
|
|
|
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
|
970,160
|
|
|
1,500
|
5.450%, 12/01/34
|
12/17 at 100.00
|
N/R
|
1,431,915
|
|
|
1,000
|
Denver City and County, Colorado, Special Facilities Airport Revenue Bonds, United Air Lines
|
10/17 at 100.00
|
BB–
|
1,039,550
|
|
|
Corporation, Series 2007A, 5.250%, 10/01/32 (Alternative Minimum Tax)
|
|||||
|
2,000
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/27 –
|
No Opt. Call
|
AA–
|
1,418,740
|
|
|
NPFG Insured
|
|||||
|
708
|
Erie Highlands Metropolitan District No. 1 (In the Town of Erie), Weld County, Colorado,
|
12/20 at 103.00
|
N/R
|
717,473
|
|
|
General Obligation Limited Tax Bonds, Series 2015B, 7.750%, 12/15/45
|
|||||
|
1,023
|
Fitzsimons Village Metropolitan District 1, Aurora, Arapahoe County, Colorado, Tax Increment
|
3/20 at 100.00
|
N/R
|
1,125,719
|
|
|
Public Improvement Fee Supported Revenue Bonds, Series 2010A, 7.500%, 3/01/40
|
|||||
|
1,000
|
Fitzsimons Village Metropolitan District 3, Arapahoe County, Colorado, Tax Increment/Public
|
No Opt. Call
|
N/R
|
1,018,520
|
|
|
Improvement Fee Supported Revenue Bonds, Series 2014A, 6.000%, 3/01/44
|
|||||
|
Foothills Metropolitan District, Fort Collins, Colorado, Special Revenue Bonds, Series 2014:
|
|||||
|
1,000
|
5.750%, 12/01/30
|
12/24 at 100.00
|
N/R
|
1,082,220
|
|
|
1,080
|
6.000%, 12/01/38
|
12/24 at 100.00
|
N/R
|
1,165,720
|
|
|
1,989
|
Great Western Metropolitan District 5, Colorado, General Obligation Limited Tax Revenue Bonds,
|
12/19 at 100.00
|
N/R
|
2,081,608
|
|
|
Series 2009A-1, 9.000%, 8/01/39
|
|||||
|
2,000
|
Heritage Todd Creek Metropolitan District, Colorado, General Obligation Bonds Limited Tax,
|
12/24 at 100.00
|
N/R
|
2,083,060
|
|
|
Refunding & Improvement Series 2015, 6.125%, 12/01/44
|
|||||
|
970
|
Heritage Todd Creek Metropolitan District, Colorado, General Obligation Bonds Limited Tax,
|
12/17 at 100.00
|
N/R
|
971,940
|
|
|
Series 2007A, 5.500%, 12/01/37
|
|||||
|
1,000
|
Iliff Commons Metropolitan District 2, City of Aurora, Arapahoe County, Colorado, General
|
12/20 at 100.00
|
N/R
|
1,019,200
|
|
|
Obligation Bonds, Limited Tax Convertible to Unlimited Tax Series 2015, 6.250%, 12/01/44
|
|||||
|
2,000
|
Jefferson Center Metropolitan District 1, Arvada, Jefferson County, Colorado, Revenue Bonds,
|
12/20 at 103.00
|
N/R
|
2,029,900
|
|
|
Refunding Series 2015, 5.500%, 12/01/45
|
|||||
|
3,145
|
Kit Carson County Health Service District, Colorado, Health Care Facility Revenue Bonds,
|
1/18 at 100.00
|
N/R
|
3,280,550
|
|
|
Series 2007, 6.750%, 1/01/34
|
|||||
|
1,250
|
Lewis Pointe Metropolitan District, Thornton, Colorado, Limited Tax Convertible to Unlimited
|
12/20 at 100.00
|
N/R
|
1,270,550
|
|
|
Tax General Obligation Bonds, Series 2015A, 6.000%, 12/01/44
|
|||||
|
5
|
Maher Ranch Metropolitan District 4, Colorado, General Obligation Limited Tax Bonds, Series
|
12/17 at 100.00
|
AA
|
5,130
|
|
|
2007, 5.250%, 12/01/36 – RAAI Insured
|
|||||
|
Mountain Shadows Metropolitan District, Colorado, General Obligation Limited Tax Bonds,
|
|||||
|
Series 2007:
|
|||||
|
976
|
5.500%, 12/01/27
|
12/16 at 100.00
|
N/R
|
957,739
|
|
|
1,000
|
5.625%, 12/01/37
|
12/16 at 100.00
|
N/R
|
986,800
|
|
|
2,000
|
Murphy Creek Metropolitan District 3, Aurora, Colorado, General Obligation Bonds, Refunding &
|
6/16 at 100.00
|
N/R
|
1,344,900
|
|
|
Improvement Series 2006, 6.125%, 12/01/35 (9)
|
|||||
|
1,080
|
Promenade at Castle Rock Metropolitan District 1, Colorado, General Obligation Bonds, Limited
|
12/20 at 103.00
|
N/R
|
1,120,964
|
|
|
Tax Series 2015A, 5.750%, 12/01/39
|
|||||
|
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
|
A–
|
1,164,170
|
|
|
1,000
|
6.000%, 1/15/41
|
7/20 at 100.00
|
A–
|
1,128,920
|
|
|
1,440
|
Rendezous Residential Metropolitan District, Colorado, Limited Tax General Obligation Bonds,
|
12/17 at 100.00
|
N/R
|
1,240,387
|
|
|
Refunding Series 2007, 5.375%, 12/01/21
|
|||||
|
1,000
|
STC Metropolitan District 2, Superior, Boulder County, Colorado, Limited Tax General
|
12/19 at 103.00
|
N/R
|
985,240
|
|
|
Obligation Bonds, Series 2015A, 6.000%, 12/01/38
|
|||||
|
875
|
STC Metropolitan District 2, Superior, Boulder County, Colorado, Limited Tax General
|
12/19 at 103.00
|
N/R
|
881,361
|
|
|
Obligation Bonds, Series 2015B, 7.750%, 12/15/38
|
|||||
|
3,000
|
Stone Ridge Metropolitan District 2, Colorado, General Obligation Bonds, Limited Tax
|
12/17 at 100.00
|
N/R
|
660,090
|
|
|
Convertible to Unlimited, Series 2007, 7.250%, 12/01/31 (10)
|
|||||
|
1,815
|
Three Springs Metropolitan District 3, Durango, La Plata County, Colorado, Property Tax
|
12/20 at 100.00
|
N/R
|
1,953,938
|
|
|
Supported Revenue Bonds, Series 2010, 7.750%, 12/01/39
|
|||||
|
67,460
|
Total Colorado
|
65,568,969
|
|||
|
Connecticut – 0.8% (0.7% of Total Investments)
|
|||||
|
2,500
|
Harbor Point Infrastructure Improvement District, Connecticut, Special Obligation Revenue
|
4/20 at 100.00
|
N/R
|
2,977,000
|
|
|
Bonds, Harbor Point Project, Series 2010A, 7.875%, 4/01/39
|
|||||
|
5,157
|
Mashantucket Western Pequot Tribe, Connecticut, Special Revenue Bonds, Subordinate Series
|
No Opt. Call
|
N/R
|
339,111
|
|
|
2013A, 6.050%, 7/01/31 (4)
|
|||||
|
1,000
|
Mohegan Tribe of Indians of Connecticut, Gaming Authority Priority Distribution Payment Public
|
7/16 at 100.00
|
B–
|
955,790
|
|
|
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 (5)
|
1,282,190
|
|
|
2011aA, 7.000%, 4/01/41 (Pre-refunded 4/01/21)
|
|||||
|
9,657
|
Total Connecticut
|
5,554,091
|
|||
|
Delaware – 0.4% (0.3% of Total Investments)
|
|||||
|
2,500
|
Delaware Economic Development Authority, Revenue Bonds, Odyssey Charter School Inc. Project,
|
3/25 at 100.00
|
N/R
|
2,528,675
|
|
|
Series 2015A, 7.000%, 9/01/45
|
|||||
|
District of Columbia – 0.7% (0.6% of Total Investments)
|
|||||
|
225
|
District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds,
|
No Opt. Call
|
Baa1
|
281,151
|
|
|
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–
|
1,155,010
|
|
|
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
|
BBB
|
3,219,800
|
|
|
23.003%, 10/01/37 (IF) (6)
|
|||||
|
250
|
District of Columbia, Revenue Bonds, KIPP DC Issue, Series 2013A, 6.000%, 7/01/33
|
7/23 at 100.00
|
BBB+
|
293,170
|
|
|
3,975
|
Total District of Columbia
|
4,949,131
|
|||
|
Florida – 15.6% (13.6% of Total Investments)
|
|||||
|
1,500
|
Alachua County Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Terraces
|
No Opt. Call
|
N/R
|
1,783,980
|
|
|
at Bonita Springs Project, Series 2011A, 8.125%, 11/15/46
|
|||||
|
885
|
Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series
|
5/16 at 100.00
|
N/R
|
868,229
|
|
|
2006A, 5.125%, 5/01/38
|
|||||
|
1,925
|
Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series
|
5/22 at 100.00
|
N/R
|
2,044,754
|
|
|
2012, 6.700%, 5/01/42
|
|||||
|
1,735
|
Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series
|
5/25 at 100.00
|
N/R
|
1,757,850
|
|
|
2015, 5.375%, 5/01/45
|
|||||
|
1,000
|
Babcock Ranch Community Independent Special District, Florida, Special Assessment Bonds,
|
11/25 at 100.00
|
N/R
|
1,003,080
|
|
|
Series 2015, 5.250%, 11/01/46
|
|||||
|
1,035
|
Beeline Community Development District, Palm Beach County, Florida, Special Assessment Bonds,
|
5/18 at 100.00
|
N/R
|
1,084,121
|
|
|
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
|
1,013,555
|
|
|
Project, Series 2013A, 6.125%, 11/01/33
|
|||||
|
960
|
Boggy Creek Improvement District, Orlando, Florida, Special Assessment Revenue Bonds,
|
5/23 at 100.00
|
N/R
|
1,005,091
|
|
|
Refunding Series 2013, 5.125%, 5/01/43
|
|||||
|
2,700
|
Brevard County, Florida, Industrial Development Revenue Bonds, TUFF Florida Tech Project,
|
11/19 at 100.00
|
BB+
|
2,942,136
|
|
|
Series 2009, 6.500%, 11/01/29
|
|||||
|
700
|
Broward County, Florida, Airport Facility Revenue Bonds, Learjet Inc., Series 2000, 7.500%,
|
11/16 at 100.00
|
B2
|
704,928
|
|
|
11/01/20 (Alternative Minimum Tax)
|
|||||
|
1,435
|
Capital Projects Finance Authority, Student Housing Revenue Bonds, Capital Projects Loan
|
4/16 at 100.00
|
AA–
|
1,435,072
|
|
|
Program – Florida Universities, Series 2001F, 5.000%, 10/01/31 – NPFG Insured
|
|||||
|
1,000
|
Celebration Pointe Community Development District 1, Alachua County, Florida, Special
|
5/24 at 100.00
|
N/R
|
1,022,150
|
|
|
Assessment Revenue Bonds, Series 2014, 5.125%, 5/01/45
|
|||||
|
2,000
|
Collier County Industrial Development Authority, Florida, Continuing Care Community Revenue
|
5/24 at 100.00
|
N/R
|
2,351,640
|
|
|
Bonds, Arlington of Naples Project, Series 2014A, 7.750%, 5/15/35
|
|||||
|
1,000
|
Copperstone Community Development District, Manatee County, Florida, Capital Improvement
|
5/17 at 100.00
|
N/R
|
1,007,210
|
|
|
Revenue Bonds, Series 2007, 5.200%, 5/01/38
|
|||||
|
995
|
Cordoba Ranch Community Development District, Hillsborough County, Florida, Special Assessment
|
5/16 at 100.00
|
N/R
|
998,143
|
|
|
Revenue Bonds, Series 2006, 5.550%, 5/01/37
|
|||||
|
900
|
Fishhawk Community Development District IV, Hillsborough County, Florida, Special Assessment
|
5/23 at 100.00
|
N/R
|
983,610
|
|
|
Revenue Bonds, Series 2013A, 7.000%, 5/01/33
|
|||||
|
1,850
|
Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Downtown Doral
|
7/24 at 100.00
|
N/R
|
1,945,275
|
|
|
Charter Elementary School Project, Series 2014A, 6.500%, 7/01/44
|
|||||
|
1,000
|
Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance
|
9/20 at 100.00
|
BB+
|
1,044,990
|
|
|
Charter School, Inc. Projects, Series 2010A, 6.000%, 9/15/40
|
|||||
|
2,000
|
Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance
|
6/21 at 100.00
|
BB–
|
2,368,900
|
|
|
Charter School, Inc. Projects, Series 2011A, 7.625%, 6/15/41
|
|||||
|
4,000
|
Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance
|
6/23 at 100.00
|
N/R
|
4,671,760
|
|
|
Charter School, Inc. Projects, Series 2013A, 8.500%, 6/15/44
|
|||||
|
2,500
|
Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special
|
11/22 at 100.00
|
N/R
|
2,623,225
|
|
|
Assessment Bonds, Doral Breeze Project Series 2012, 5.500%, 11/01/32
|
|||||
|
1,000
|
Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special
|
5/24 at 100.00
|
N/R
|
1,009,090
|
|
|
Assessment Improvement Bonds, Assessment Area Two Project, Refunding Series 2014A-2,
|
|||||
|
6.500%, 5/01/39
|
|||||
|
845
|
Grand Hampton Community Development District, Florida, Capital Improvement Revenue Bonds,
|
4/16 at 100.00
|
N/R
|
845,237
|
|
|
Series 2005, 5.500%, 5/01/36
|
|||||
|
1,960
|
Harmony Community Development District, Florida, Capital Improvement Revenue Bonds, Special
|
5/24 at 100.00
|
N/R
|
2,014,037
|
|
|
Assessment, Refunding Series 2014, 5.250%, 5/01/32
|
|||||
|
2,700
|
Hawks Point Community Development District, Florida, Special Assessment Revenue Bonds, Series
|
5/17 at 100.00
|
N/R
|
2,739,771
|
|
|
2007A, 5.300%, 5/01/39
|
|||||
|
3,000
|
Jacksonville Economic Development Commission, Florida, Health Care Facilities Revenue Bonds,
|
9/17 at 100.00
|
N/R
|
3,158,700
|
|
|
Florida Proton Therapy Institute Project, Series 2007A, 6.250%, 9/01/27
|
|||||
|
1,000
|
Lakes by the Bay South Community Development District, Florida, Special Assessment Bonds,
|
11/22 at 100.00
|
N/R
|
1,052,390
|
|
|
Series 2012, 5.750%, 11/01/42
|
|||||
|
665
|
Lakewood Ranch Stewardship District, Florida, Special Assessment Revenue Bonds, Lakewood
|
No Opt. Call
|
N/R
|
678,373
|
|
|
Centre North Project, Series 2015, 4.875%, 5/01/45
|
|||||
|
2,000
|
Lee County Industrial Development Authority, Florida, Charter School Revenue Bonds, Lee County
|
6/17 at 100.00
|
BB
|
2,031,840
|
|
|
Community Charter Schools, Series 2007A, 5.375%, 6/15/37
|
|||||
|
1,000
|
Lee County Industrial Development Authority, Florida, Healthcare Facilities Revenue Bonds, Shell
|
5/17 at 100.00
|
BBB–
|
1,048,750
|
|
|
Point/Alliance Obligated Group, Shell Point Village/Alliance Community Project, Series 2007,
|
|||||
|
5.000%, 11/15/22
|
|||||
|
12,190
|
Miami Beach, Florida, Resort Tax Revenue Bonds, Series 2015, 5.000%, 9/01/45 (UB)
|
9/25 at 100.00
|
AA–
|
13,945,848
|
|
|
750
|
Miami-Dade County Industrial Development Authority, Florida, Revenue Bonds, Youth Co-Op
|
9/25 at 100.00
|
N/R
|
771,473
|
|
|
Charter Schools Project, Series 2015A, 6.000%, 9/15/45
|
|||||
|
1,000
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Series 2008, Trust 1145, 18.220%,
|
10/18 at 100.00
|
AA
|
1,374,000
|
|
|
10/01/38 – AGC Insured (Alternative Minimum Tax) (IF) (6)
|
|||||
|
1,250
|
Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Tender Option Bond Trust
|
10/20 at 100.00
|
AA
|
1,939,100
|
|
|
11834, 18.095%, 10/01/33 – AGM Insured (IF)
|
|||||
|
1,880
|
Myrtle Creek Improvement District, Florida, Special Assessment Revenue Bonds, Series 2006A,
|
5/16 at 100.00
|
N/R
|
1,886,279
|
|
|
5.200%, 5/01/37
|
|||||
|
930
|
Northern Palm Beach County Improvement District, Florida, Water Control and Improvement Bonds,
|
8/26 at 100.00
|
N/R
|
942,592
|
|
|
Development Unit 53, Series 2015, 5.500%, 8/01/46
|
|||||
|
Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of Boca
|
|||||
|
Raton Project, Series 2014A:
|
|||||
|
620
|
7.000%, 6/01/29
|
6/22 at 102.00
|
N/R
|
735,531
|
|
|
3,110
|
7.500%, 6/01/49
|
6/22 at 102.00
|
N/R
|
3,807,511
|
|
|
1,510
|
Palm Glades Community Development District, Florida, Special Assessment Bonds, Series 2006A,
|
5/16 at 100.00
|
N/R
|
1,513,639
|
|
|
5.300%, 5/01/36
|
|||||
|
4,335
|
Pine Island Community Development District, Florida, Special Assessment Bonds, Bella Collina,
|
4/16 at 100.00
|
N/R
|
4,335,824
|
|
|
Series 2004, 5.750%, 5/01/35
|
|||||
|
990
|
Poinciana West Community Development District, Florida, Special Assessment Bonds, Series 2007,
|
5/17 at 100.00
|
N/R
|
1,006,978
|
|
|
6.000%, 5/01/37
|
|||||
|
450
|
Port Saint Lucie. Florida, Special Assessment Revenue Bonds, Southwest Annexation District 1B,
|
7/17 at 100.00
|
AA–
|
474,597
|
|
|
Series 2007, 5.000%, 7/01/33 – NPFG Insured
|
|||||
|
1,855
|
Reunion West Community Development District, Florida, Special Assessment Bonds, Series
|
5/22 at 100.00
|
N/R
|
1,960,865
|
|
|
2004A-1, 6.250%, 5/01/36
|
|||||
|
990
|
Shingle Creek Community Development District, Florida, Special Assessment Revenue Bonds,
|
11/25 at 100.00
|
N/R
|
1,002,702
|
|
|
Series 2015, 5.400%, 11/01/45
|
|||||
|
975
|
South Fork Community Development District, Florida, Capital Improvement Revenue Bonds, Series
|
4/16 at 100.00
|
N/R
|
975,351
|
|
|
2005, 5.350%, 5/01/36
|
|||||
|
1,190
|
Stoneybrook Venice Community Development District, Florida, Capital Improvement Revenue Bonds,
|
5/18 at 100.00
|
N/R
|
1,224,843
|
|
|
Series 2007, 6.750%, 5/01/38
|
|||||
|
1,095
|
Sweetwater Creek Community Development District, Saint John’s County, Florida, Capital
|
5/17 at 100.00
|
N/R
|
1,107,603
|
|
|
Improvement Revenue Bonds, Series 2007A, 5.500%, 5/01/38
|
|||||
|
1,250
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible,
|
5/17 at 100.00
|
N/R
|
1,003,038
|
|
|
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
|
1,509,428
|
|
|
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
|
685,023
|
|
|
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)
|
No Opt. Call
|
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)
|
|||||
|
120
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
5/18 at 100.00
|
N/R
|
122,755
|
|
|
ParcelSeries 2007-1. RMKT, 6.650%, 5/01/40 (4)
|
|||||
|
735
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing
|
5/17 at 100.00
|
N/R
|
711,825
|
|
|
ParcelSeries 2007A-1. RMKT, 5.250%, 5/01/39 (5)
|
|||||
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding
|
|||||
|
Series 2012A-1:
|
|||||
|
90
|
6.375%, 5/01/17
|
No Opt. Call
|
N/R
|
89,931
|
|
|
535
|
5.250%, 5/01/39
|
5/17 at 100.00
|
N/R
|
537,418
|
|
|
2,350
|
6.650%, 5/01/40
|
5/17 at 100.00
|
N/R
|
2,381,984
|
|
|
3,740
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series
|
5/18 at 100.00
|
N/R
|
2,314,686
|
|
|
2015-1, 0.000%, 5/01/40 (4)
|
|||||
|
2,300
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series
|
5/18 at 100.00
|
N/R
|
1,204,648
|
|
|
2015-2, 0.000%, 5/01/40 (4)
|
|||||
|
2,505
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series
|
5/18 at 100.00
|
N/R
|
25
|
|
|
2015-3, 6.610%, 5/01/40 (4)
|
|||||
|
4,370
|
Tolomato Community Development District, Florida, Special Assessment Bonds, Series 2006,
|
4/16 at 100.00
|
N/R
|
4,374,064
|
|
|
5.400%, 5/01/37
|
|||||
|
970
|
Two Creeks Community Development District, Florida, Capital Improvement Revenue Bonds, Series
|
5/16 at 100.00
|
N/R
|
970,359
|
|
|
2006, 5.250%, 5/01/37
|
|||||
|
1,000
|
Venetian Parc Community Development District, Miami-Dade County, Florida, Special Assessment
|
11/28 at 100.00
|
N/R
|
1,280,230
|
|
|
Bonds, Area One Project, Series 2013, 6.500%, 11/01/43
|
|||||
|
1,000
|
Waterset North Community Development District, Hillsborough County, Florida, Special
|
11/24 at 100.00
|
N/R
|
1,019,160
|
|
|
Assessment Revenue Bonds, Series 2014, 5.500%, 11/01/45
|
|||||
|
975
|
West Villages Improvement District, Florida, Special Assessment Revenue Bonds, Series 2006,
|
4/16 at 100.00
|
N/R
|
975,283
|
|
|
5.500%, 5/01/37
|
|||||
|
1,000
|
Windsor at Westside Community Development District, Osceola County, Florida, Special
|
11/25 at 100.00
|
N/R
|
1,019,600
|
|
|
Assessment Bonds, Area 1 Project, Series 2015, 5.125%, 11/01/45
|
|||||
|
112,635
|
Total Florida
|
108,442,123
|
|||
|
Georgia – 1.6% (1.4% of Total Investments)
|
|||||
|
1,000
|
Atlanta Urban Residential Finance Authority, Georgia, Multifamily Housing Revenue Bonds,
|
11/23 at 100.00
|
BBB+
|
1,023,150
|
|
|
Trestletree Village Apartments, Series 2013A, 5.000%, 11/01/48
|
|||||
|
860
|
Atlanta, Georgia, Tax Allocation Bonds, Beltline Project Series 2008A. Remarketed, 7.500%, 1/01/31
|
1/19 at 100.00
|
A2
|
996,516
|
|
|
1,250
|
Clayton County Development Authority, Georgia, Special Facilities Revenue Bonds, Delta Air
|
6/20 at 100.00
|
BB
|
1,555,113
|
|
|
Lines, Inc. Project, Series 2009A, 8.750%, 6/01/29
|
|||||
|
1,880
|
Douglas County Development Authority, Georgia, Charter School Revenue Bonds, Brighten Academy
|
10/23 at 100.00
|
N/R
|
2,073,245
|
|
|
Project, Series 2013A, 7.125%, 10/01/43
|
|||||
|
1,000
|
Fulton County Development Authority, Georgia, Revenue Bonds, Amana Academy Project, Series
|
4/23 at 100.00
|
N/R
|
1,018,700
|
|
|
2013A, 6.500%, 4/01/43
|
|||||
|
1,000
|
Fulton County Residential Care Facilities Elderly Authority, Georgia, First Mortgage Revenue
|
7/17 at 100.00
|
N/R
|
1,010,230
|
|
|
Bonds, Lenbrook Project, Series 2006A, 5.125%, 7/01/37
|
|||||
|
1,140
|
Fulton County Residential Care Facilities Elderly Authority, Georgia, First Mortgage Revenue
|
No Opt. Call
|
N/R
|
1,171,304
|
|
|
Bonds, Lenbrook Project, Series 2006B, 7.300%, 7/01/42
|
|||||
|
Liberty County Industrial Authority, Georgia, Revenue Bonds, Series 2014:
|
|||||
|
392
|
5.500%, 7/15/23
|
7/21 at 100.00
|
N/R
|
401,737
|
|
|
767
|
5.500%, 7/15/30
|
7/21 at 100.00
|
N/R
|
786,378
|
|
|
842
|
5.500%, 1/15/36
|
7/21 at 100.00
|
N/R
|
863,305
|
|
|
10,131
|
Total Georgia
|
10,899,678
|
|||
|
Guam – 0.5% (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
|
N/R (5)
|
2,998,548
|
|
|
(Pre-refunded 11/15/19)
|
|||||
|
330
|
Guam International Airport Authority, Revenue Bonds, Series 2013C, 6.375%, 10/01/43
|
10/23 at 100.00
|
BBB
|
390,047
|
|
|
(Alternative Minimum Tax)
|
|||||
|
2,775
|
Total Guam
|
3,388,595
|
|||
|
Hawaii – 0.4% (0.3% of Total Investments)
|
|||||
|
855
|
Hawaii Department of Budget and Finance, Private School Revenue Bonds, Montessori of Maui,
|
2/17 at 100.00
|
N/R
|
864,174
|
|
|
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
|
1,877,780
|
|
|
Company, Inc. and Subsidiary Projects, Series 2009, 6.500%, 7/01/39
|
|||||
|
2,510
|
Total Hawaii
|
2,741,954
|
|||
|
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–
|
697,040
|
|
|
Option Bond Trust 1102, 16.799%, 3/01/47 (IF) (6)
|
|||||
|
Illinois – 8.5% (7.4% of Total Investments)
|
|||||
|
915
|
Bolingbrook, Illinois, Sales Tax Revenue Bonds, Series 2005, 6.250%, 1/01/24
|
1/17 at 100.00
|
N/R
|
916,931
|
|
|
1,752
|
Chicago, Illinois, Certificates of Participation Tax Increment Bonds, 35th and State
|
No Opt. Call
|
N/R
|
1,762,806
|
|
|
Redevelopment Project, Series 2012, 6.100%, 1/15/29
|
|||||
|
2,665
|
Chicago, Illinois, Certificates of Participation, Tax Increment Allocation Revenue Bonds,
|
4/16 at 100.00
|
N/R
|
1,872,855
|
|
|
Diversey-Narragansett Project, Series 2006, 7.460%, 2/15/26
|
|||||
|
1,000
|
Chicago, Illinois, General Obligation Bonds, Project and Refunding Series 2005D, 5.500%, 1/01/37
|
1/25 at 100.00
|
BBB+
|
1,011,900
|
|
|
900
|
Chicago, Illinois, General Obligation Bonds, Project and Refunding Series 2014A, 5.250%, 1/01/30
|
1/24 at 100.00
|
BBB+
|
913,356
|
|
|
1,500
|
Chicago, Illinois, General Obligation Bonds, Variable Rate Demand Series 2007F, 5.500%, 1/01/42
|
1/25 at 100.00
|
BBB+
|
1,509,390
|
|
|
4,000
|
Cook County, Illinois, Recovery Zone Facility Revenue Bonds, Navistar International
|
10/20 at 100.00
|
Caa1
|
3,866,080
|
|
|
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
|
2,270,601
|
|
|
8.250%, 7/01/41
|
|||||
|
3,370
|
Illinois Finance Authority, Charter School Revenue Bonds, Chicago Charter School Foundation,
|
12/16 at 100.00
|
BBB
|
3,397,499
|
|
|
Series 2007, 5.000%, 12/01/36
|
|||||
|
1,000
|
Illinois Finance Authority, Recovery Zone Facility Revenue Bonds, Navistar International
|
10/20 at 100.00
|
Caa1
|
966,520
|
|
|
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
|
570,515
|
|
|
1,625
|
8.000%, 5/15/46
|
5/20 at 100.00
|
N/R
|
1,861,340
|
|
|
635
|
Illinois Finance Authority, Revenue Bonds, Christian Homes Inc., Refunding Series 2010,
|
3/16 at 100.00
|
BBB–
|
636,003
|
|
|
5.500%, 5/15/23
|
|||||
|
1,100
|
Illinois Finance Authority, Revenue Bonds, Elmhurst Memorial Healthcare, Series 2008A,
|
1/18 at 100.00
|
Baa2
|
1,174,481
|
|
|
5.625%, 1/01/37
|
|||||
|
1,000
|
Illinois Finance Authority, Revenue Bonds, Lake Forest College, Series 2012A, 6.000%, 10/01/48
|
10/22 at 100.00
|
BBB–
|
1,100,670
|
|
|
1,000
|
Illinois Finance Authority, Revenue Bonds, Montgomery Place Project, Series 2006A,
|
5/17 at 100.00
|
N/R
|
1,010,510
|
|
|
5.750%, 5/15/38
|
|||||
|
2,500
|
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Tender Option Bond Trust 4702,
|
11/17 at 100.00
|
A (5)
|
3,393,700
|
|
|
20.104%, 11/15/37 (Pre-refunded 11/15/17) (IF) (6)
|
|||||
|
2,900
|
Illinois Finance Authority, Revenue Bonds, Provena Health, Series 2009A, 7.750%, 8/15/34
|
8/19 at 100.00
|
BBB+
|
3,512,712
|
|
|
1,770
|
Illinois Finance Authority, Revenue Bonds, Sherman Health Systems, Series 2007A, 5.500%,
|
8/17 at 100.00
|
N/R (5)
|
1,899,688
|
|
|
8/01/37 (Pre-refunded 8/01/17)
|
|||||
|
Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Series 2009:
|
|||||
|
2,000
|
6.875%, 8/15/38 (Pre-refunded 8/15/19)
|
8/19 at 100.00
|
N/R (5)
|
2,417,900
|
|
|
3,850
|
7.000%, 8/15/44 (Pre-refunded 8/15/19)
|
8/19 at 100.00
|
N/R (5)
|
4,671,244
|
|
|
Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Tender Option Bond Trust
|
|||||
|
2015-XF0121:
|
|||||
|
250
|
21.477%, 2/15/19 – AGM Insured (IF) (6)
|
No Opt. Call
|
AA
|
441,560
|
|
|
1,685
|
21.461%, 2/15/35 – AGM Insured (IF) (6)
|
8/21 at 100.00
|
AA
|
2,975,154
|
|
|
6,020
|
Illinois Finance Authority, Student Housing Revenue Bonds, MJH Education Assistance Illinois
|
4/16 at 100.00
|
Caa2
|
5,417,699
|
|
|
IV LLC, Fullerton Village Project, Series 2004A, 5.125%, 6/01/35 (4)
|
|||||
|
200
|
Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/36
|
3/22 at 100.00
|
A–
|
210,044
|
|
|
1,105
|
Lombard Public Facilities Corporation, Illinois, First Tier Conference Center and Hotel Revenue
|
4/16 at 100.00
|
N/R
|
518,234
|
|
|
Bonds, Series 2005A-1, 7.125%, 1/01/36 (11)
|
|||||
|
2,000
|
Lombard Public Facilities Corporation, Illinois, First Tier Conference Center and Hotel Revenue
|
4/16 at 100.00
|
CC
|
1,711,060
|
|
|
Bonds, Series 2005A-2, 5.500%, 1/01/36 – ACA Insured
|
|||||
|
Lombard Public Facilities Corporation, Illinois, Second Tier Conference Center and Hotel Revenue
|
|||||
|
Bonds, Series 2005B:
|
|||||
|
285
|
5.250%, 1/01/25 (12)
|
4/16 at 100.00
|
D
|
93,762
|
|
|
1,175
|
5.250%, 1/01/36 (12)
|
4/16 at 100.00
|
D
|
386,563
|
|
|
1,430
|
Lombard Public Facilities Corporation, Illinois, Third Tier Conference Center and Hotel Revenue
|
7/18 at 100.00
|
N/R
|
143
|
|
|
Bonds, Series 2005C-3, 12.000%, 1/01/36 (4)
|
|||||
|
800
|
Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series
|
6/21 at 100.00
|
A–
|
963,728
|
|
|
2010, 6.000%, 6/01/28
|
|||||
|
980
|
Rantoul, Champaign County, Illinois, Tax Increment Revenue Bonds, Evans Road Series 2013B,
|
12/23 at 100.00
|
N/R
|
1,049,727
|
|
|
7.000%, 12/01/33
|
|||||
|
1,000
|
Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group,
|
11/23 at 100.00
|
AA
|
1,347,650
|
|
|
Inc., Series 2013, 7.125%, 11/01/43
|
|||||
|
750
|
Springfield, Sangamon County, Illinois, Special Service Area, Legacy Pointe, Special Assessment
|
3/17 at 102.00
|
N/R
|
780,577
|
|
|
Bonds, Series 2009, 7.875%, 3/01/32
|
|||||
|
953
|
Volo Village, Illinois, Special Service Area 3 Special Tax Bonds, Symphony Meadows Project 1,
|
3/16 at 102.00
|
N/R
|
962,606
|
|
|
Series 2006, 6.000%, 3/01/36 (Mandatory put 2/29/16)
|
|||||
|
895
|
Yorkville United City Business District, Illinois, Storm Water and Water Improvement Project
|
1/17 at 102.00
|
N/R
|
536,973
|
|
|
Revenue Bonds, Series 2007, 6.000%, 1/01/26 (13)
|
|||||
|
1,103
|
Yorkville, Illinois, Special Tax Bonds, Special Service Area 2005-108 Autumn Creek Project,
|
3/16 at 102.00
|
N/R
|
1,107,732
|
|
|
Series 2006, 6.000%, 3/01/36
|
|||||
|
58,793
|
Total Illinois
|
59,239,913
|
|||
|
Indiana – 3.6% (3.1% of Total Investments)
|
|||||
|
5,600
|
Carmel Redevelopment District, Indiana, Tax Increment Revenue Bonds, Series 2004A,
|
7/16 at 100.00
|
N/R
|
5,640,264
|
|
|
6.650%, 1/15/24
|
|||||
|
1,000
|
Indiana Bond Bank, Special Program Bonds, Hendricks Regional Health Project, Tender Option
|
No Opt. Call
|
AA
|
2,089,620
|
|
|
Bond Trust 10-77W, 18.831%, 4/01/30 – AMBAC Insured (IF) (6)
|
|||||
|
1,250
|
Indiana Bond Bank, Special Program Gas Revenue Bonds, JP Morgan Ventures Energy Corporation
|
No Opt. Call
|
A
|
2,050,200
|
|
|
Guaranteed, Tender Option Bond Trust 2015-XF0115, 17.952%, 4/15/18 (IF) (6)
|
|||||
|
1,000
|
Indiana Finance Authority, Educational Facilities Revenue Bonds, Discovery Charter School Project,
|
12/25 at 100.00
|
N/R
|
1,005,470
|
|
|
Series 2015A, 7.250%, 12/01/45
|
|||||
|
1,000
|
Indiana Finance Authority, Environmental Improvement Revenue Bonds, United States Steel
|
No Opt. Call
|
B+
|
698,790
|
|
|
Corporation Project, Refunding Series 2011, 6.000%, 12/01/19
|
|||||
|
2,000
|
Indiana Finance Authority, Environmental Improvement Revenue Bonds, United States Steel
|
No Opt. Call
|
B+
|
1,165,700
|
|
|
Corporation Project, Series 2012, 5.750%, 8/01/42 (Alternative Minimum Tax)
|
|||||
|
500
|
Indiana Finance Authority, Hospital Revenue Bonds, King’s Daughters’ Hospital and Health
|
8/20 at 100.00
|
BBB+
|
545,730
|
|
|
Services, Series 2010, 5.500%, 8/15/45
|
|||||
|
Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group Revenue Bonds, Tender
|
|||||
|
Option Bond Trust 2015-XF0106:
|
|||||
|
1,290
|
17.888%, 6/01/32 (IF) (6)
|
12/20 at 100.00
|
AA
|
1,896,816
|
|
|
1,250
|
18.882%, 12/01/32 (IF) (6)
|
12/19 at 100.00
|
AA
|
1,879,050
|
|
|
1,000
|
Indiana Health and Educational Facilities Financing Authority, Revenue Bonds, Ascension Health,
|
11/16 at 100.00
|
AA+
|
1,132,080
|
|
|
Tender Option Bond Trust 2015-XF0090, 18.047%, 5/15/33 (IF)
|
|||||
|
1,000
|
Shoals, Indiana, Exempt Facilities Revenue Bonds, National Gypsum Company Project, Series 2013,
|
11/23 at 100.00
|
N/R
|
1,125,620
|
|
|
7.250%, 11/01/43 (Alternative Minimum Tax)
|
|||||
|
1,000
|
St. Joseph County, Indiana, Economic Development Revenue Bonds, Chicago Trail Village
|
7/18 at 100.00
|
N/R
|
1,032,470
|
|
|
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
|
259,245
|
|
|
4,050
|
5.800%, 9/01/47
|
9/17 at 100.00
|
N/R
|
4,196,407
|
|
|
22,190
|
Total Indiana
|
24,717,462
|
|||
|
Iowa – 1.2% (1.0% of Total Investments)
|
|||||
|
1,000
|
Iowa Finance Authority, Health Facility Revenue Bonds, Care Initiatives Project, Series 2006A,
|
7/16 at 100.00
|
BB+
|
1,010,880
|
|
|
5.500%, 7/01/25
|
|||||
|
995
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc. Project,
|
8/22 at 100.00
|
BBB–
|
1,007,716
|
|
|
Series 2012, 4.750%, 8/01/42
|
|||||
|
2,000
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company
|
12/23 at 100.00
|
BB–
|
2,189,800
|
|
|
Project, Series 2013, 5.250%, 12/01/25
|
|||||
|
Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:
|
|||||
|
1,000
|
5.375%, 6/01/38
|
4/16 at 100.00
|
B+
|
971,560
|
|
|
2,865
|
5.625%, 6/01/46
|
4/16 at 100.00
|
B+
|
2,864,714
|
|
|
7,860
|
Total Iowa
|
8,044,670
|
|||
|
Kansas – 0.3% (0.3% of Total Investments)
|
|||||
|
2,000
|
University of Kansas Hospital Authority, Health Facilities Revenue Bonds, KU Health System,
|
9/25 at 100.00
|
A+
|
2,287,200
|
|
|
Refunding & Improvement, Series 2015, 5.000%, 9/01/45 (UB) (6)
|
|||||
|
Kentucky – 0.2% (0.2% of Total Investments)
|
|||||
|
500
|
Kentucky Economic Development Finance Authority, Hospital Facilities Revenue Bonds, Owensboro
|
6/20 at 100.00
|
BBB+
|
574,735
|
|
|
Medical Health System, Series 2010A, 6.000%, 6/01/30
|
|||||
|
1,000
|
Kentucky Housing Corporation, Multifamily Housing Revenue Bonds, Heritage Green Apartments
|
5/25 at 100.00
|
N/R
|
1,018,320
|
|
|
Project, Series 2015, 5.625%, 5/01/45
|
|||||
|
1,500
|
Total Kentucky
|
1,593,055
|
|||
|
Louisiana – 4.1% (3.6% of Total Investments)
|
|||||
|
2,350
|
Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing
|
7/23 at 100.00
|
N/R
|
2,621,707
|
|
|
(US) LLC Project, Series 2013, 6.000%, 7/01/36
|
|||||
|
8,500
|
Louisiana Local Government Environmental Facilities & Community Development Authority,
|
11/17 at 100.00
|
BBB+
|
9,198,869
|
|
|
Revenue Bonds, Westlake Chemical Corporation Project, Series 2007, 6.750%, 11/01/32
|
|||||
|
915
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
6/16 at 101.00
|
N/R (5)
|
943,319
|
|
|
Revenue Bonds, CDF Healthcare of Louisiana LLC, Series 2006A, 7.000%, 6/01/36
|
|||||
|
(Pre-refunded 6/01/16)
|
|||||
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
|||||
|
Revenue Bonds, Southgate Suites Retail Project, Series 2007A:
|
|||||
|
7,000
|
6.750%, 12/15/37 (4)
|
12/17 at 100.00
|
N/R
|
4,501,910
|
|
|
1,115
|
6.000%, 12/15/37 (4)
|
4/16 at 100.00
|
N/R
|
612,380
|
|
|
100
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
No Opt. Call
|
N/R
|
54,923
|
|
|
Revenue Bonds, Southgate Suites Retail Project, Series 2007B, 9.000%, 12/15/14
|
|||||
|
500
|
Louisiana Local Government Environmental Facilities and Community Development Authority,
|
11/20 at 100.00
|
BBB+
|
594,065
|
|
|
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, Woman’s Hospital Foundation Project, Tender Option Bonds Trust 1012:
|
|||||
|
750
|
20.555%, 10/01/40 (IF) (6)
|
10/20 at 100.00
|
A
|
1,206,630
|
|
|
750
|
20.543%, 10/01/40 (IF) (6)
|
10/20 at 100.00
|
A
|
1,206,345
|
|
|
1,000
|
Louisiana Public Facilities Authority, Dock and Wharf Revenue Bonds, Impala Warehousing (US)
|
7/23 at 100.00
|
N/R
|
1,123,700
|
|
|
LLC Project, Series 2013, 6.500%, 7/01/36 (Alternative Minimum Tax)
|
|||||
|
2,000
|
Louisiana Public Facilities Authority, Revenue Bonds, Lake Charles Charter Academy Foundation
|
12/21 at 100.00
|
N/R
|
2,279,680
|
|
|
Project, Series 2011A, 7.750%, 12/15/31
|
|||||
|
2,110
|
Louisiana Public Facilities Authority, Revenue Bonds, Southwest Louisiana Charter Academy
|
12/23 at 100.00
|
N/R
|
2,514,571
|
|
|
Foundation Project, Series 2013A, 8.125%, 12/15/33
|
|||||
|
2,000
|
Louisiana Public Facilities Authority, Solid Waste Disposal Facility Revenue Bonds, Louisiana
|
No Opt. Call
|
N/R
|
1,624,880
|
|
|
Pellets Inc Project, Series 2015, 7.000%, 7/01/24 (Alternative Minimum Tax) (4)
|
|||||
|
29,090
|
Total Louisiana
|
28,482,979
|
|||
|
Maine – 0.5% (0.4% of Total Investments)
|
|||||
|
3,155
|
Portland Housing Development Corporation, Maine, Section 8 Assisted Senior Living Revenue
|
4/16 at 100.00
|
Baa2
|
3,159,827
|
|
|
Bonds, Avesta Housing Development Corporation, Series 2004A, 6.000%, 2/01/34
|
|||||
|
Maryland – 1.1% (1.0% of Total Investments)
|
|||||
|
1,210
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
Ba1
|
1,229,372
|
|
|
9/01/39 – SYNCORA GTY Insured
|
|||||
|
3,000
|
Maryland Economic Development Corporation, Port Facilities Revenue Bonds, CNX Marine
|
9/20 at 100.00
|
BB–
|
2,879,670
|
|
|
Terminals Inc. Port of Baltimore Facility, Refunding Series 2010, 5.750%, 9/01/25
|
|||||
|
4,000
|
Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference
|
12/16 at 100.00
|
N/R
|
2,389,560
|
|
|
Center, Series 2006A, 5.000%, 12/01/31 (4)
|
|||||
|
2,500
|
Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference
|
12/16 at 100.00
|
N/R
|
1,493,475
|
|
|
Center, Series 2006B, 5.250%, 12/01/31
|
|||||
|
10,710
|
Total Maryland
|
7,992,077
|
|||
|
Massachusetts – 0.1% (0.1% of Total Investments)
|
|||||
|
90
|
Boston Industrial Development Financing Authority, Massachusetts, Senior Revenue Bonds,
|
4/16 at 100.00
|
Caa3
|
63,869
|
|
|
Crosstown Center Project, Series 2002, 6.500%, 9/01/35 (Alternative Minimum Tax)
|
|||||
|
419
|
Massachusetts Development Finance Agency, Revenue Bonds, Northern Berkshire Community
|
7/17 at 100.00
|
D
|
16,755
|
|
|
Services Inc., Series 2012A, 6.000%, 2/15/43 (4), (7)
|
|||||
|
333
|
Massachusetts Development Finance Agency, Revenue Bonds, Northern Berkshire Community
|
1/43 at 102.19
|
D
|
10,004
|
|
|
Services Inc., Series 2012B, 0.000%, 2/15/43 (4), (7)
|
|||||
|
475
|
Massachusetts Development Finance Agency, Revenue Bonds, Northern Berkshire Community
|
7/17 at 100.00
|
D
|
14,243
|
|
|
Services Inc., Series 2012C, 0.000%, 2/15/43 (4), (7)
|
|||||
|
480
|
Massachusetts Port Authority, Special Facilities Revenue Bonds, Delta Air Lines Inc., Series
|
7/16 at 100.00
|
N/R
|
481,507
|
|
|
2001A, 5.000%, 1/01/27 – AMBAC Insured (Alternative Minimum Tax)
|
|||||
|
1,797
|
Total Massachusetts
|
586,378
|
|||
|
Michigan – 3.0% (2.6% of Total Investments)
|
|||||
|
Detroit Local Development Finance Authority, Michigan, Tax Increment Bonds, Series 1998A:
|
|||||
|
900
|
5.500%, 5/01/21
|
5/16 at 100.00
|
B–
|
886,113
|
|
|
10
|
5.500%, 5/01/21 – ACA Insured
|
4/16 at 100.00
|
B–
|
9,846
|
|
|
4,000
|
Detroit, Michigan, Distributable State Aid General Obligation Bonds, Limited Tax Series 2010,
|
11/20 at 100.00
|
AA
|
4,355,200
|
|
|
5.250%, 11/01/35
|
|||||
|
88
|
Detroit, Michigan, General Obligation Bonds, Series 2003A, 5.250%, 4/01/22
|
4/16 at 100.00
|
N/R
|
87,576
|
|
|
116
|
Detroit, Michigan, General Obligation Bonds, Series 2004A-1, 5.250%, 4/01/19 – AMBAC Insured
|
4/16 at 100.00
|
N/R
|
116,348
|
|
|
477
|
Michigan Finance Authority, Detroit, Michigan, Local Government Loan Program, Unlimited Tax
|
4/16 at 100.00
|
A–
|
477,468
|
|
|
General Obligation Bonds, Series 2014G-4A, 5.250%, 4/01/22 – SYNCORA GTY Insured
|
|||||
|
634
|
Michigan Finance Authority, Detroit, Michigan, Local Government Loan Program, Unlimited Tax
|
4/16 at 100.00
|
A–
|
634,282
|
|
|
General Obligation Bonds, Series 2014G-5A, 5.250%, 4/01/19 – AMBAC Insured
|
|||||
|
970
|
Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Hope
|
4/21 at 100.00
|
BB–
|
850,418
|
|
|
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
|
B–
|
907,980
|
|
|
Academy Project, Series 2011, 8.000%, 7/15/41
|
|||||
|
1,670
|
Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American
|
12/17 at 100.00
|
N/R
|
1,700,127
|
|
|
Montessori Academy, Series 2007, 6.500%, 12/01/37
|
|||||
|
1,000
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, Chandler
|
4/16 at 100.00
|
BBB
|
1,001,800
|
|
|
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–
|
1,006,480
|
|
|
Public School Academy, Series 2007, 5.000%, 9/01/36
|
|||||
|
895
|
Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, David
|
6/17 at 100.00
|
N/R
|
899,368
|
|
|
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,
|
11/17 at 100.00
|
N/R
|
1,532,085
|
|
|
Series 2005A, 6.750%, 11/15/38
|
|||||
|
970
|
Michigan Strategic Fund, Limited Obligation Revenue Bonds, Detroit Thermal LLC Project, Series
|
12/23 at 100.00
|
N/R
|
950,813
|
|
|
2013, 8.500%, 12/01/30 (Alternative Minimum Tax)
|
|||||
|
865
|
Michigan Strategic Fund, Solid Waste Facility Limited Obligation Revenue Bonds, Canton
|
No Opt. Call
|
N/R
|
900,733
|
|
|
Renewables, LLC Sauk Trail Hills Project, Series 2014, 6.750%, 7/01/22
|
|||||
|
(Alternative Minimum Tax)
|
|||||
|
1,000
|
Royal Oak Hospital Finance Authority, Michigan, Hospital Revenue Bonds, William Beaumont
|
9/18 at 100.00
|
Aaa
|
1,190,350
|
|
|
Hospital, Refunding Series 2009V, 8.250%, 9/01/39 (Pre-refunded 9/01/18)
|
|||||
|
Summit Academy North, Michigan, Revenue Bonds, Public School Academy Series 2005:
|
|||||
|
1,000
|
5.500%, 11/01/30
|
4/16 at 100.00
|
BB
|
1,000,280
|
|
|
500
|
5.500%, 11/01/35
|
4/16 at 100.00
|
BB
|
500,060
|
|
|
500
|
Summit Academy, Michigan, Revenue Bonds, Public School Academy Series 2005, 6.375%, 11/01/35
|
4/16 at 100.00
|
BB
|
500,460
|
|
|
1,200
|
University of Michigan, General Revenue Bonds, Series 2015, 5.000%, 4/01/46 (UB) (6)
|
4/26 at 100.00
|
AAA
|
1,429,896
|
|
|
20,295
|
Total Michigan
|
20,937,683
|
|||
|
Minnesota – 0.4% (0.3% of Total Investments)
|
|||||
|
665
|
Brooklyn Park, Minnesota, Charter School Lease Revenue Bonds, Athlos Leadership Academy
|
7/25 at 100.00
|
N/R
|
679,683
|
|
|
Project, Series 2015A, 5.500%, 7/01/35
|
|||||
|
1,000
|
Columbus, Minnesota, Charter School Lease Revenue Bonds, New Millennium Academy Project,
|
7/25 at 100.00
|
BB
|
1,017,210
|
|
|
Series 2015A, 6.000%, 7/01/45
|
|||||
|
1,000
|
Saint Paul Port Authority, Minnesota, Solid Waste Disposal Revenue Bonds, Gerdau Saint Paul
|
10/22 at 100.00
|
BBB–
|
924,750
|
|
|
Steel Mill Project, Series 2012-7, 4.500%, 10/01/37 (Alternative Minimum Tax)
|
|||||
|
2,665
|
Total Minnesota
|
2,621,643
|
|||
|
Mississippi – 0.3% (0.2% of Total Investments)
|
|||||
|
728
|
Mississippi Home Corporation, Multifamily Housing Revenue Bonds, Tupelo Personal Care
|
10/19 at 101.00
|
N/R
|
739,224
|
|
|
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
|
1,124,300
|
|
|
Project, Series 2008A, 6.500%, 9/01/32
|
|||||
|
1,728
|
Total Mississippi
|
1,863,524
|
|||
|
Missouri – 2.3% (2.0% of Total Investments)
|
|||||
|
1,000
|
Hanley Road Corridor Transportation Development District, Brentwood and Maplewood, Missouri,
|
10/19 at 100.00
|
A–
|
1,118,240
|
|
|
Transportation Sales Revenue Bonds, Refunding Series 2009A, 5.875%, 10/01/36
|
|||||
|
2,000
|
Joplin Industrial Development Authority, Missouri, Tax Increment Revenue Bonds, Joplin Recovery
|
4/23 at 100.00
|
N/R
|
2,145,740
|
|
|
TIF Redevelopment Project, Series 2013B, 5.875%, 4/01/36
|
|||||
|
2,000
|
Liberty, Missouri, Special Obligation Tax Increment and Special Districts Bonds, Liberty Commons
|
6/25 at 100.00
|
N/R
|
2,041,420
|
|
|
Project, Subordinate Lien Series 2015B, 8.500%, 6/15/46
|
|||||
|
5,935
|
Missouri Environmental Improvement and Energy Resources Authority, Water Facility Revenue
|
12/16 at 100.00
|
AA+
|
6,024,737
|
|
|
Bonds, Missouri-American Water Company, Series 2006, 4.600%, 12/01/36 – AMBAC
|
|||||
|
Insured (Alternative Minimum Tax) (UB) (6)
|
|||||
|
1,100
|
Saint Louis Industrial Development Authority, Missouri, Confluence Academy Project, Series
|
6/18 at 100.00
|
N/R
|
1,103,916
|
|
|
2007A, 5.350%, 6/15/32
|
|||||
|
970
|
Saint Louis Land Clearance for Redevelopment Authority, Missouri, Tax-Exempt Recovery Zone
|
9/20 at 100.00
|
N/R
|
1,013,194
|
|
|
Facilities Improvement, Special Revenue Bonds, Kiel Opera House Project, Series 2010B,
|
|||||
|
7.000%, 9/01/35
|
|||||
|
1,640
|
Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Fashion Square Redevelopment
|
9/16 at 100.00
|
N/R
|
1,611,448
|
|
|
Project, Series 2008A, 6.300%, 8/22/26
|
|||||
|
732
|
Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Grace Lofts Redevelopment
|
6/16 at 100.00
|
N/R
|
698,218
|
|
|
Projects, Series 2007A, 6.000%, 3/27/26
|
|||||
|
15,377
|
Total Missouri
|
15,756,913
|
|||
|
Nebraska – 1.5% (1.3% of Total Investments)
|
|||||
|
6,485
|
Omaha Public Power District, Nebraska, Separate Electric System Revenue Bonds, Nebraska City 2,
|
2/17 at 100.00
|
AA+ (5)
|
10,615,880
|
|
|
Tender Option Bond Trust 11673, 20.228%, 8/01/40 (Pre-refunded 2/01/17) – BHAC Insured (IF)
|
|||||
|
Nevada – 0.9% (0.8% of Total Investments)
|
|||||
|
2,500
|
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan,
|
No Opt. Call
|
Aa1
|
3,347,700
|
|
|
Tender Option Bond Trust Series 2010-11836, 18.185%, 6/01/16 (IF)
|
|||||
|
500
|
Henderson, Nevada, Limited Obligation Bonds, Local Improvement District T-18, Inspirada Series
|
9/16 at 100.00
|
N/R
|
496,485
|
|
|
2006, 5.125%, 9/01/19
|
|||||
|
Sparks Tourism Improvement District 1, Legends at Sparks Marina, Nevada, Senior Sales Tax
|
|||||
|
Revenue Bonds Series 2008A:
|
|||||
|
660
|
6.500%, 6/15/20
|
6/18 at 100.00
|
B1
|
706,180
|
|
|
1,500
|
6.750%, 6/15/28
|
6/18 at 100.00
|
B1
|
1,602,810
|
|
|
5,160
|
Total Nevada
|
6,153,175
|
|||
|
New Jersey – 2.3% (2.0% of Total Investments)
|
|||||
|
2,100
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
9/22 at 101.00
|
BB–
|
2,312,205
|
|
|
Airlines Inc., Series 1999, 5.250%, 9/15/29 (Alternative Minimum Tax)
|
|||||
|
1,080
|
New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental
|
3/24 at 101.00
|
BB–
|
1,228,284
|
|
|
Airlines Inc., Series 2000A & 2000B, 5.625%, 11/15/30 (Alternative Minimum Tax)
|
|||||
|
1,000
|
New Jersey Economic Development Authority, Student Housing Revenue Bonds, Provident
|
6/20 at 100.00
|
Baa3
|
1,116,750
|
|
|
Group-Montclair Properties LLC, Montclair State University Student Housing Project, Series
|
|||||
|
2010A, 5.875%, 6/01/42
|
|||||
|
600
|
New Jersey Educational Facilities Authority, Revenue Bonds, University of Medicine and Dentistry
|
6/19 at 100.00
|
N/R (5)
|
726,858
|
|
|
of New Jersey, Refunding 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+
|
5,397,548
|
|
|
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–
|
1,049,350
|
|
|
2,000
|
6.625%, 7/01/38
|
7/18 at 100.00
|
BBB–
|
2,210,600
|
|
|
740
|
New Jersey Higher Education Assistance Authority, Student Loan Revenue Bonds, Series 2008A,
|
6/18 at 100.00
|
AA
|
800,118
|
|
|
6.125%, 6/01/30 – AGC Insured (Alternative Minimum Tax)
|
|||||