|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PRINCIPAL
|
|
|
|
|
|
|
|
|
|
|
|
|
AMOUNT IN
|
|
|
|
|
COUPON
|
|
|
MATURITY
|
|
|
|
|
THOUSANDS
|
|
|
|
|
RATE
|
|
|
DATE
|
|
|
VALUE
|
|
|
3,000
|
|
|
Tobacco Settlement Financing Corporation, New Jersey, Ser 2007-1A
|
|
|
4.625
|
|
|
|
06/01/26
|
|
|
|
2,462,940
|
|
|
3,000
|
|
|
Tobacco Settlement Financing Corporation, New Jersey, Ser 2007-1B
|
|
|
0.00
|
|
|
|
06/01/41
|
|
|
|
222,660
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,720,195
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New
Mexico (0.5%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
940
|
|
|
New Mexico Finance Authority, Ser A
|
|
|
5.00
|
|
|
|
06/01/27
|
|
|
|
963,434
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New York
(10.2%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,000
|
|
|
Metropolitan Transportation Authority, New York, Transportation
Ser 2003 B (MBIA Insd)
|
|
|
5.25
|
|
|
|
11/15/22
|
|
|
|
5,179,900
|
|
|
3,000
|
|
|
Nassau County Tobacco Settlement Corporation, New York,
Ser 2006 A-3
|
|
|
5.125
|
|
|
|
06/01/46
|
|
|
|
2,469,900
|
|
|
465
|
|
|
New York City, New York, Subser L-1
|
|
|
5.00
|
|
|
|
04/01/26
|
|
|
|
474,984
|
|
|
1,950
|
|
|
New York City Trust for Cultural Resources, Museum of
Modern Art Refg Ser 2008 1A (a)
|
|
|
5.00
|
|
|
|
04/01/27
|
|
|
|
2,026,145
|
|
|
6,000
|
|
|
Tobacco Settlement Financing Corporation, New York, State
Contingency Ser 2003 B-1C
|
|
|
5.50
|
|
|
|
06/01/21
|
|
|
|
6,225,960
|
|
|
3,000
|
|
|
Triborough Bridge & Tunnel Authority, New York, Refg Ser 2002 B
|
|
|
5.25
|
|
|
|
11/15/19
|
|
|
|
3,171,090
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,547,979
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
North
Carolina (1.1%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
North Carolina Municipal Power Agency #1, Catawba Ser 1993
(MBIA Insd)
|
|
|
5.25
|
|
|
|
01/01/20
|
|
|
|
2,044,940
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ohio (2.7%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000
|
|
|
American Municipal Power Ohio, Inc. Ser 2008 A (AGC Insd) (a)
|
|
|
5.25
|
|
|
|
02/15/33
|
|
|
|
1,008,190
|
|
|
5,000
|
|
|
Cuyahoga County, Ohio, Cleveland Clinic Ser 2003 A
|
|
|
6.00
|
|
|
|
01/01/32
|
|
|
|
5,210,900
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,219,090
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pennsylvania (2.0%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
665
|
|
|
Allegheny County Redevelopment Authority, Pennsylvania, West Penn
Allegheny Health Ser 2007 A (a)
|
|
|
5.375
|
|
|
|
11/15/40
|
|
|
|
1,596,451
|
|
|
2,000
|
|
|
Pennsylvania, First Ser 2003 (MBIA Insd)
(a)
|
|
|
5.00
|
|
|
|
01/01/13
|
(c)
|
|
|
2,159,530
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,755,981
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rhode Island (0.8%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500
|
|
|
Rhode Island Economic Development Corporation, Airport Refg
Ser 2004 A (AMT) (FSA Insd)
|
|
|
5.00
|
|
|
|
07/01/21
|
|
|
|
1,440,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
South
Carolina (5.8%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Charleston Educational Excellence Financing Corporation, South
Carolina, Charleston County School District Ser 2005
|
|
|
5.25
|
|
|
|
12/01/29
|
|
|
|
2,019,240
|
|
|
4,565
|
|
|
Grand Strand Water & Sewer Authority, South Carolina, Refg Ser 2002
(FSA Insd)
|
|
|
5.375
|
|
|
|
06/01/19
|
|
|
|
4,833,194
|
|
|
40
|
|
|
Lexington County, South Carolina, Health Services District, Lexmed Inc,
Ser 2007 A
|
|
|
5.00
|
|
|
|
11/01/16
|
|
|
|
40,618
|
|
|
210
|
|
|
Richland County Environmental Improvement Revenue, South Carolina,
International Paper Company Ser 2007 A
|
|
|
4.60
|
|
|
|
09/01/12
|
|
|
|
203,946
|
|
|
4,000
|
|
|
South Carolina Public Service Authority, Santee Cooper Ser 2003 A
(AMBAC Insd) (a)
|
|
|
5.00
|
|
|
|
01/01/27
|
|
|
|
4,056,930
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,153,928
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Tennessee
(2.0%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000
|
|
|
Tennessee Energy Acquisition Corporation, Ser 2006 A (a)
|
|
|
5.25
|
|
|
|
09/01/19
|
|
|
|
3,897,240
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Texas (12.3%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000
|
|
|
Alliance Airport Authority, Texas, Federal Express Corp Refg
Ser 2006 (AMT)
|
|
|
4.85
|
|
|
|
04/01/21
|
|
|
|
1,739,520
|
|
|
1,000
|
|
|
Austin, Texas, Water & Wastewater ROLS RR II R - 574 (FSA Insd)
|
|
|
9.00
|
(f)
|
|
|
05/15/27
|
|
|
|
1,035,340
|
|
|
1,000
|
|
|
Board of Regents of the University of Houston System Ser 2008 (a)
|
|
|
5.00
|
|
|
|
02/15/33
|
|
|
|
1,012,468
|
|
|
575
|
|
|
Friendswood, Texas, Independent School District (PSF Insd)
|
|
|
5.00
|
|
|
|
02/15/25
|
|
|
|
590,353
|
|
|
1,360
|
|
|
Harris County, Texas, Health Facilities Development Corp.
|
|
|
5.25
|
|
|
|
11/15/23
|
|
|
|
1,419,242
|
|
|
2,350
|
|
|
Houston, Texas, Hotel Occupancy Ser B
|
|
|
0.00
|
|
|
|
09/01/25
|
|
|
|
939,413
|
|
|
1,460
|
|
|
Houston, Texas, Independent School District
|
|
|
5.00
|
|
|
|
02/15/28
|
|
|
|
1,478,191
|
|
|
5,000
|
|
|
Houston, Texas, Combined Utility First Lien Refg 2004 Ser A
(MBIA Insd)
|
|
|
5.25
|
|
|
|
05/15/25
|
|
|
|
5,102,051
|
|
|
5,200
|
|
|
North Texas Tollway Authority, Ser D
|
|
|
0.00
|
|
|
|
01/01/28
|
|
|
|
1,668,784
|
|
|
1,000
|
|
|
Tarrant County Cultural Educational Facilities Finance Corp,
|
|
|
5.125
|
|
|
|
05/15/37
|
|
|
|
875,730
|
|
|
4,000
|
|
|
Tarrant County Regional Water District, Texas, Refg & Impr Ser 2002
(FSA Insd)
|
|
|
5.25
|
|
|
|
03/01/17
|
|
|
|
4,283,439
|
|
|
325
|
|
|
Taxas Municipal Gas Acquisition and Supply Corp. Ser 2008 D
|
|
|
6.25
|
|
|
|
12/15/26
|
|
|
|
308,331
|
|
|
3,000
|
|
|
West Harris County Regional Water Authority, Texas, Water Ser 2005
(FSA Insd)
|
|
|
5.00
|
|
|
|
12/15/24
|
|
|
|
3,065,460
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,518,322
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utah (1.3%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500
|
|
|
Intermountain Power Agency, Utah, 2003 Ser A (FSA Insd)
|
|
|
5.00
|
|
|
|
07/01/21
|
|
|
|
2,571,700
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Virginia
(9.4%)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,250
|
|
|
Fairfax County Economic Development Authority, Virginia, Goodwin
House Inc Ser 2007
|
|
|
5.125
|
|
|
|
10/01/42
|
|
|
|
1,075,738
|
|
|
10,000
|
|
|
Fairfax County Industrial Development Authority, Virginia, Inova Health
Refg Ser 1993 A
|
|
|
5.25
|
|
|
|
08/15/19
|
|
|
|
10,786,701
|
|
|
4,000
|
|
|
Norfolk, Virginia, Water Ser 1993 (AMBAC Insd)
|
|
|
5.375
|
|
|
|
11/01/23
|
|
|
|
4,006,160
|
|
|
2,000
|
|
|
Prince William County Service Authority, Virginia, Water & Sewer Refg
Ser 2003
|
|
|
5.00
|
|
|
|
07/01/21
|
|
|
|
2,099,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,967,999
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|