|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL
|
|
|
|
|
|
|
|
|
|
|
|
|
AMOUNT IN
|
|
|
|
|
COUPON
|
|
|
MATURITY
|
|
|
|
|
THOUSANDS
|
|
|
|
|
RATE
|
|
|
DATE
|
|
|
VALUE
|
|
|
|
|
|
Tax-Exempt Municipal Bonds (158.4%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Alaska (3.9%)
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
10,000
|
|
|
North Slope Borough, Alaska, Ser 2000 B (MBIA Insd)
|
|
|
0.00
|
%
|
|
|
06/30/10
|
|
|
$
|
9,468,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Arizona (1.8%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,305
|
|
|
Arizona, Ser 2008 A (FSA Insd)
|
|
|
5.00
|
|
|
|
09/01/27
|
|
|
|
1,306,918
|
|
|
2,000
|
|
|
Arizona Board of Regents, Arizona State University Ser 2004 COPs (AMBAC Insd)
|
|
|
5.00
|
|
|
|
09/01/30
|
|
|
|
1,984,060
|
|
|
1,000
|
|
|
Phoenix Civic Improvement Corporation, Arizona, Jr Lien Wastewater Ser 2004
(MBIA Insd)
|
|
|
5.00
|
|
|
|
07/01/27
|
|
|
|
1,009,640
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,300,618
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
California (21.7%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,205
|
|
|
Alameda County Joint Powers Authority, California, Ser 2008 A (FSA Insd)
|
|
|
5.00
|
|
|
|
12/01/24
|
|
|
|
1,234,728
|
|
|
945
|
|
|
Alvord Unified School District, California, Ser 2007 A (FSA Insd)
|
|
|
5.00
|
|
|
|
08/01/27
|
|
|
|
969,693
|
|
|
16,000
|
|
|
Anaheim Public Financing Authority, California, Anaheim Electric Ser 2007-A
(MBIA Insd)
(a)
|
|
|
4.50
|
|
|
|
10/01/37
|
|
|
|
14,484,960
|
|
|
2,500
|
|
|
California Department of Water and Power Supply, Ser 2008 H (FSA Insd)
|
|
|
5.00
|
|
|
|
05/01/22
|
|
|
|
2,605,625
|
|
|
4,000
|
|
|
Eastern Municipal Water District, Water & Sewer Refg Ser 2006 A COPs (MBIA
Insd)
|
|
|
5.00
|
|
|
|
07/01/32
|
|
|
|
3,977,720
|
|
|
4,530
|
|
|
Fontana Unified School District, California, Ser B (FSA Insd)
|
|
|
0.00
|
|
|
|
08/01/30
|
|
|
|
1,378,977
|
|
|
6,000
|
|
|
Golden State Tobacco Securitization Corporation, Enhanced Asset Backed Ser
2005 A (FGIC Insd)
|
|
|
5.00
|
|
|
|
06/01/38
|
|
|
|
5,408,400
|
|
|
2,000
|
|
|
Kern County Board of Education, Refg 2006 Ser A COPs (MBIA Insd)
|
|
|
5.00
|
|
|
|
06/01/31
|
|
|
|
1,967,760
|
|
|
3,000
|
|
|
Los Angeles, California, Ser 2004 A (MBIA Insd)
|
|
|
5.00
|
|
|
|
09/01/24
|
|
|
|
3,083,760
|
|
|
725
|
|
|
Oakland Joint Powers Financing Authority, California, Oakland Administration
Buildings 2008 Ser B (AGC Insd)
|
|
|
5.00
|
|
|
|
08/01/23
|
|
|
|
728,400
|
|
|
500
|
|
|
Oakland Joint Powers Financing Authority, California, Oakland Administration
Buildings 2008 Ser B (AGC Insd)
|
|
|
5.00
|
|
|
|
08/01/25
|
|
|
|
495,480
|
|
|
2,000
|
|
|
Sacramento County Sanitation District Financing Authority, California,
Sacramento Regional Ser 2006 (FGIC Insd)
|
|
|
5.00
|
|
|
|
12/01/36
|
|
|
|
1,978,940
|
|
|
5,000
|
|
|
San Diego County Water Authority, California, Ser 2004 A COPs (FSA Insd) (a)
|
|
|
5.00
|
|
|
|
05/01/29
|
|
|
|
5,036,650
|
|
|
1,000
|
|
|
San Francisco City & County, City Buildings Ser 2007 A COPs (FGIC Insd)
|
|
|
5.00
|
|
|
|
06/15/28
|
|
|
|
1,010,370
|
|
|
2,000
|
|
|
San Francisco City & County, City Buildings Ser 2007 A COPs (FGIC Insd)
|
|
|
4.50
|
|
|
|
09/01/37
|
|
|
|
1,766,660
|
|
|
3,310
|
|
|
University of California (a)
|
|
|
4.50
|
|
|
|
05/15/31
|
|
|
|
3,209,915
|
|
|
2,690
|
|
|
University of California (a)
|
|
|
4.50
|
|
|
|
05/15/31
|
|
|
|
2,576,350
|
|
|
1,000
|
|
|
University of California, Limited Projects Ser 2005 B (FSA Insd)
|
|
|
5.00
|
|
|
|
05/15/30
|
|
|
|
1,010,440
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,924,828
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colorado (5.2%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Arkansas River Power Authority, Colorado, Power Ser 2006 (XLCA Insd)
|
|
|
5.25
|
|
|
|
10/01/40
|
|
|
|
1,723,520
|
|
|
510
|
|
|
Colorado Health Facilities Authority, Ser 2006 ( FSA Insd)
|
|
|
4.75
|
|
|
|
09/01/25
|
|
|
|
504,686
|
|
|
5,000
|
|
|
Denver City & County, Colorado, Airport Refg Ser 2000 A (AMT) (AMBAC Insd)
|
|
|
6.00
|
|
|
|
11/15/18
|
|
|
|
5,073,600
|
|
|
6,500
|
|
|
Denver Convention Center Hotel Authority, Colorado, Refg Ser 2006 (XLCA Insd)
|
|
|
5.00
|
|
|
|
12/01/35
|
|
|
|
5,426,395
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,728,201
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Connecticut (0.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,225
|
|
|
Connecticut Health and Educational Facilities Authority, Quinnipiac
University Ser K-1 (MBIA Insd)
|
|
|
5.00
|
|
|
|
07/01/27
|
|
|
|
1,225,894
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
District of Columbia (2.0%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
District of Columbia Ballpark, Ser 2006 B-1 (FGIC Insd)
|
|
|
5.00
|
|
|
|
02/01/31
|
|
|
|
3,675,960
|
|
|
500
|
|
|
District of Columbia Water & Sewer Authority, Ser 2008 A (AGC Insd)
|
|
|
5.00
|
|
|
|
10/01/28
|
|
|
|
504,730
|
|
|
625
|
|
|
District of Columbia Water & Sewer Authority, Ser 2008 A (AGC Insd)
|
|
|
5.00
|
|
|
|
10/01/29
|
|
|
|
627,925
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,808,615
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Florida (6.4%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,265
|
|
|
Mid-Bay Bridge Authority, Florida, Ser 2008 A (AGC Insd)
|
|
|
5.00
|
|
|
|
10/01/27
|
|
|
|
1,246,518
|
|
|
2,155
|
|
|
Miami Dade County, Florida, Miami Intl Airport Refg Ser 2003 B (AMT) (MBIA
Insd)
|
|
|
5.25
|
|
|
|
10/01/18
|
|
|
|
2,151,811
|
|
|
2,270
|
|
|
Miami Dade County, Florida, Miami Intl Airport Refg Ser 2003 B (AMT) (MBIA
Insd)
|
|
|
5.25
|
|
|
|
10/01/19
|
|
|
|
2,241,920
|
|
|
10,000
|
|
|
Tampa Bay Water, Florida, Ser 2001 B (FGIC Insd)
|
|
|
5.00
|
|
|
|
10/01/31
|
|
|
|
9,945,000
|
|