|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL
|
|
|
|
|
|
|
|
|
|
|
|
|
AMOUNT IN
|
|
|
|
|
COUPON
|
|
|
MATURITY
|
|
|
|
|
THOUSANDS
|
|
|
|
|
RATE
|
|
|
DATE
|
|
|
VALUE
|
|
|
|
|
|
Missouri (0.8%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Missouri Joint Municipal Electrical Utility Commission, Plum Point Ser 2006 (NATL-RE Insd)
|
|
|
5.00
|
|
|
|
01/01/25
|
|
|
|
1,845,960
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nevada (5.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Clark County, Transportation Impr Ltd Tax Ser 06/01/92 B (AMBAC Insd)
|
|
|
6.50
|
|
|
|
06/01/17
|
|
|
|
4,698,880
|
|
|
8,000
|
|
|
Nevada Capital Improvement & Cultural Affairs Ser 2008 C (FSA Insd)
(a)
|
|
|
5.00
|
|
|
|
06/01/26
|
|
|
|
8,027,945
|
|
|
1,500
|
|
|
Nevada Department of Business & Industry, Las Vegas Monorail 1st Tier Ser 2000 (AMBAC Insd) (e)
|
|
|
0.00
|
|
|
|
01/01/21
|
|
|
|
136,125
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,862,950
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Jersey (4.8%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,195
|
|
|
New Jersey Economic Development Authority, School Facilities Construction Series N-1
|
|
|
5.50
|
|
|
|
09/01/24
|
|
|
|
1,293,372
|
|
|
510
|
|
|
New Jersey Educational Facilities Authority, Rowan University Ser 2008 B (AGC Insd)
|
|
|
5.00
|
|
|
|
07/01/26
|
|
|
|
545,154
|
|
|
2,755
|
|
|
New Jersey Housing Mortgage Finance Authority, Home Buyer Ser 2000 CC (AMT) (NATL-RE Insd)
|
|
|
5.875
|
|
|
|
10/01/31
|
|
|
|
2,766,902
|
|
|
5,860
|
|
|
New Jersey Transportation Trust Fund Authority, Transportation System 2006 Ser C (AGC Insd) (e)
|
|
|
0.00
|
|
|
|
12/15/26
|
|
|
|
2,205,059
|
|
|
2,000
|
|
|
New Jersey Transportation Trust Fund Authority, Ser 2005 C (FGIC Insd)
|
|
|
5.25
|
|
|
|
06/15/20
|
|
|
|
2,098,000
|
|
|
2,500
|
|
|
New Jersey Turnpike Authority, Ser 2003 A (AMBAC Insd)
|
|
|
5.00
|
|
|
|
01/01/30
|
|
|
|
2,522,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,430,487
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Mexico (0.6%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Albuquerque, Gross Receipts Lodgers Tax Refg Ser 2004 A (FSA Insd)
|
|
|
5.00
|
|
|
|
07/01/37
|
|
|
|
1,505,775
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New York (14.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,360
|
|
|
Hudson Yards Infrastructure Corporation, Ser 2006 A (NATL-RE Insd)
|
|
|
4.50
|
|
|
|
02/15/47
|
|
|
|
1,085,770
|
|
|
1,000
|
|
|
Long Island Power Authority, Ser 2006 A (XLCA Insd)
|
|
|
5.00
|
|
|
|
12/01/26
|
|
|
|
1,007,410
|
|
|
6,805
|
|
|
Metropolitan Transportation Authority, State Service Contract Refg Ser 2002 B (NATL-RE Insd)
|
|
|
5.50
|
|
|
|
07/01/20
|
|
|
|
7,086,931
|
|
|
10,000
|
|
|
Metropolitan Transportation Authority, Transportation Refg Ser 2002 A (AMBAC Insd)
|
|
|
5.50
|
|
|
|
11/15/17
|
|
|
|
10,499,800
|
|
|
2,000
|
|
|
Metropolitan Transportation Authority, Transportation Refg Ser 2002 A (FGIC Insd)
|
|
|
5.00
|
|
|
|
11/15/25
|
|
|
|
2,016,120
|
|
|
1,000
|
|
|
New York City Industrial Development Agency, New York, Queens Baseball Stadium Ser 2006 (AMBAC Insd)
|
|
|
5.00
|
|
|
|
01/01/31
|
|
|
|
895,790
|
|
|
2,000
|
|
|
New York City Industrial Development Agency, New York, Yankee Stadium Ser 2006 (FGIC Insd)
|
|
|
5.00
|
|
|
|
03/01/46
|
|
|
|
1,646,640
|
|
|
940
|
|
|
New York State Dormitory Authority, Montefiore Hospital FHA Insured Mtge Ser 2004 (FGIC Insd)
|
|
|
5.50
|
|
|
|
05/15/29
|
|
|
|
988,842
|
|
|
2,000
|
|
|
New York State Dormitory Authority, Montefiore Hospital FHA Insured Mtge Ser 2004 (FGIC Insd)
|
|
|
5.00
|
|
|
|
08/01/29
|
|
|
|
2,011,460
|
|
|
5,000
|
|
|
New York State Energy Research & Development Authority, Brooklyn Union Gas Co 1996 Ser (NATL-RE Insd)
(d)
|
|
|
5.50
|
|
|
|
01/01/21
|
|
|
|
5,001,850
|
|
|
1,725
|
|
|
New York State Thruway Authority St Personal Transportation Series A
|
|
|
5.00
|
|
|
|
03/15/25
|
|
|
|
1,831,553
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,072,166
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ohio (1.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,125
|
|
|
Cleveland, Public Power System Ser 2008B-2 (NATL-RE Insd) (e)
|
|
|
0.00
|
|
|
|
11/15/28
|
|
|
|
755,055
|
|
|
2,800
|
|
|
Cleveland, Public Power System Ser 2008B-2 (NATL-RE Insd) (e)
|
|
|
0.00
|
|
|
|
11/15/38
|
|
|
|
525,588
|
|
|
1,965
|
|
|
Hamilton County, Sales Tax 2000 (AMBAC Insd)
|
|
|
5.25
|
|
|
|
12/01/32
|
|
|
|
1,890,723
|
|
|
350
|
|
|
Ohio State Water Develepment Authority Pollution Refunding Firstenergy Series A
|
|
|
5.875
|
|
|
|
06/01/33
|
|
|
|
364,088
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,535,454
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oregon (0.7%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,685
|
|
|
Oregon Department of Administrative Services, COPs Ser 2005 B (FGIC Insd)
|
|
|
5.00
|
|
|
|
11/01/24
|
|
|
|
1,734,034
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pennsylvania (4.7%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Delaware County Industrial Development Authority, Aqua Inc Ser A 2005 (AMT) (FGIC Insd)
|
|
|
5.00
|
|
|
|
11/01/37
|
|
|
|
1,317,180
|
|
|
4,000
|
|
|
Pennsylvania Turnpike Commission, Ser A 2004 (AMBAC Insd)
|
|
|
5.00
|
|
|
|
12/01/34
|
|
|
|
4,024,480
|
|
|
4,000
|
|
|
Pennsylvania Turnpike Commission, Ser R 2001 (AMBAC Insd)
|
|
|
5.00
|
|
|
|
12/01/26
|
|
|
|
3,970,200
|
|
|
720
|
|
|
Philadelphia, Ser 2008 B (AGC Insd)
|
|
|
7.125
|
|
|
|
07/15/38
|
|
|
|
791,201
|
|
|
1,000
|
|
|
Philadelphia School District, Ser 2008 E (BHAC Insd)
|
|
|
5.125
|
|
|
|
09/01/23
|
|
|
|
1,077,910
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,180,971
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Puerto Rico (0.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,160
|
|
|
Puerto Rico Sales Tax Financing Corporation Ser 2009 A
|
|
|
5.00
|
|
|
|
08/01/39
|
|
|
|
1,179,848
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
South Carolina (5.6%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
Medical University Hospital Authority, FHA Insured Mtge Ser 2004 A (NATL-RE Insd)
|
|
|
5.25
|
|
|
|
02/15/25
|
|
|
|
1,016,780
|
|
|
9,325
|
|
|
South Carolina Public Service Authority, Ser 2002 B (FSA Insd)
|
|
|
5.375
|
|
|
|
01/01/17
|
|
|
|
10,116,693
|
|
|
2,000
|
|
|
South Carolina Public Service Authority, Santee Cooper Ser 2003 A (AMBAC Insd) (a)
|
|
|
11.023
|
|
|
|
01/01/27
|
|
|
|
2,053,271
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,186,744
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Texas (10.6%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Austin, Water & Wastewater Refg Ser 2001 A & B (FSA Insd)
(a)
|
|
|
5.125
|
|
|
|
05/15/27
|
|
|
|
5,065,722
|
|
|
2,000
|
|
|
Austin, Water & Wastewater Ser 2004 A (AMBAC Insd)
|
|
|
5.00
|
|
|
|
11/15/27
|
|
|
|
2,053,100
|
|
|
800
|
|
|
Friendswood Independent School District, Ser 2008 (PSF Insd)
|
|
|
5.00
|
|
|
|
02/15/27
|
|
|
|
846,104
|
|
|
1,840
|
|
|
Harris County Health Facilities Development Corp., Thermal Utility Ser 2008 (AGC Insd)
|
|
|
5.00
|
|
|
|
11/15/27
|
|
|
|
1,828,960
|
|
|
1,000
|
|
|
Houston Community College System, Senior Lien Fee Ser 2008 (FSA Insd)
|
|
|
5.00
|
|
|
|
04/15/26
|
|
|
|
1,046,620
|
|
|
225
|
|
|
Houston Community College System, Senior Lien Fee Ser 2008 (FSA Insd)
|
|
|
4.50
|
|
|
|
04/15/27
|
|
|
|
222,550
|
|
|
3,615
|
|
|
Houston, Hotel Occupancy Ser B (e)
|
|
|
0.00
|
|
|
|
09/01/27
|
|
|
|
1,175,453
|
|
|
4,465
|
|
|
Houston, Combined Utility First Lien Refg 2004 Ser A (FGIC Insd)
|
|
|
5.25
|
|
|
|
05/15/23
|
|
|
|
4,644,582
|
|
|
6,700
|
|
|
North Texas Tollway Authority, Ser D (AGC Insd) (e)
|
|
|
0.00
|
|
|
|
01/01/28
|
|
|
|
2,203,697
|
|
|
1,455
|
|
|
North Texas Tollway Authority, System Revenue Refg Ser 2008 D (AGC Insd) (e)
|
|
|
0.00
|
|
|
|
01/01/31
|
|
|
|
385,415
|
|
|
2,000
|
|
|
San Antonio, Water & Refg Ser 2002 (FSA Insd)
|
|
|
5.50
|
|
|
|
05/15/18
|
|
|
|
2,007,080
|
|
|
5,735
|
|
|
Texas Turnpike Authority, Central Texas Turnpike System (BHAC Insd) (e)
|
|
|
0.00
|
|
|
|
08/15/27
|
|
|
|
2,259,819
|
|
|
410
|
|
|
Victoria Independent School District, Ser 2008 (PSF Insd)
|
|
|
5.00
|
|
|
|
02/15/24
|
|
|
|
443,969
|
|
|
815
|
|
|
Victoria Independent School District, Ser 2008 (PSF Insd)
|
|
|
5.00
|
|
|
|
02/15/25
|
|
|
|
877,665
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,060,736
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Washington (12.4%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000
|
|
|
Cowlitz County, Public Utility District # 1, Production Ser 2006 (NATL-RE Insd)
|
|
|
5.00
|
|
|
|
09/01/31
|
|
|
|
2,853,570
|
|
|
3,000
|
|
|
King County, Sewer Refg 2001 (FGIC Insd)
|
|
|
5.00
|
|
|
|
01/01/31
|
|
|
|
3,008,670
|
|
|
4,010
|
|
|
Port of Seattle, Passenger Facility Ser 1998 A (NATL-RE Insd)
|
|
|
5.00
|
|
|
|
12/01/23
|
|
|
|
3,969,299
|
|
|
2,500
|
|
|
Port of Seattle, Ser 2001 B (AMT) (NATL-RE Insd)
|
|
|
5.625
|
|
|
|
02/01/24
|
|
|
|
2,504,675
|
|
|
10,000
|
|
|
Seattle, Light & Power Refg Rev 2001 (FSA Insd)
|
|
|
5.125
|
|
|
|
03/01/26
|
|
|
|
10,042,500
|
|