Portfolio of Investments (Unaudited)
|
|||||
Nuveen Premium Income Municipal Fund, Inc. (NPI)
|
|||||
January 31, 2012
|
|||||
Principal
|
Optional Call
|
||||
Amount (000)
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
Alabama – 4.7% (3.1% of Total Investments)
|
|||||
$ 4,050
|
Alabama 21st Century Authority, Tobacco Settlement Revenue Bonds, Series 2000, 6.125%, 12/01/16
|
6/12 at 100.00
|
A1
|
$ 4,094,955
|
|
Alabama Special Care Facilities Financing Authority, Revenue Bonds, Ascension Health,
|
|||||
Series 2006C-2:
|
|||||
1,435
|
5.000%, 11/15/36 (UB)
|
11/16 at 100.00
|
AA+
|
1,507,424
|
|
4,000
|
5.000%, 11/15/39 (UB)
|
11/16 at 100.00
|
AA+
|
4,187,600
|
|
6,000
|
Alabama Special Care Facilities Financing Authority, Revenue Bonds, Ascension Health, Series
|
11/16 at 100.00
|
AA+
|
6,281,400
|
|
2006D, 5.000%, 11/15/39 (UB)
|
|||||
Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health
|
|||||
System Inc., Series 2005A:
|
|||||
6,000
|
5.250%, 11/15/20
|
11/15 at 100.00
|
Baa2
|
6,239,460
|
|
1,300
|
5.000%, 11/15/30
|
11/15 at 100.00
|
Baa2
|
1,267,435
|
|
12,000
|
Birmingham Waterworks and Sewerage Board, Alabama, Water and Sewerage Revenue Bonds,
|
1/17 at 100.00
|
AA+
|
12,300,000
|
|
Series 2007A, 4.500%, 1/01/43 – BHAC Insured
|
|||||
2,890
|
Courtland Industrial Development Board, Alabama, Pollution Control Revenue Bonds, International
|
6/15 at 100.00
|
BBB
|
2,917,513
|
|
Paper Company, Series 2005A, 5.000%, 6/01/25
|
|||||
5,020
|
DCH Health Care Authority, Alabama, Healthcare Facilities Revenue Bonds, Series 2002,
|
6/12 at 101.00
|
A
|
5,107,699
|
|
5.250%, 6/01/18
|
|||||
1,000
|
Montgomery BMC Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist
|
11/14 at 100.00
|
A3 (4)
|
1,132,580
|
|
Medical Center, Series 2004C, 5.250%, 11/15/29 (Pre-refunded 11/15/14)
|
|||||
43,695
|
Total Alabama
|
45,036,066
|
|||
Alaska – 1.4% (0.9% of Total Investments)
|
|||||
Anchorage, Alaska, General Obligation Refunding Bonds, Series 2003A:
|
|||||
2,000
|
5.250%, 9/01/17 (Pre-refunded 9/01/13) – FGIC Insured
|
9/13 at 100.00
|
AA (4)
|
2,157,280
|
|
2,035
|
5.250%, 9/01/18 (Pre-refunded 9/01/13) – FGIC Insured
|
9/13 at 100.00
|
AA (4)
|
2,195,032
|
|
10,500
|
Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds,
|
6/14 at 100.00
|
B2
|
8,628,270
|
|
Series 2006A, 5.000%, 6/01/32
|
|||||
14,535
|
Total Alaska
|
12,980,582
|
|||
Arizona – 2.1% (1.4% of Total Investments)
|
|||||
Glendale Industrial Development Authority, Arizona, Revenue Bonds, John C. Lincoln Health
|
|||||
Network, Series 2005B:
|
|||||
500
|
5.250%, 12/01/24
|
12/15 at 100.00
|
BBB
|
515,290
|
|
660
|
5.250%, 12/01/25
|
12/15 at 100.00
|
BBB
|
676,718
|
|
9,720
|
Phoenix Civic Improvement Corporation, Arizona, Junior Lien Airport Revenue Bonds, Series
|
No Opt. Call
|
A+
|
10,369,102
|
|
2010A, 5.000%, 7/01/40
|
|||||
4,100
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
No Opt. Call
|
A–
|
4,076,466
|
|
Prepay Contract Obligations, Series 2007, 5.000%, 12/01/37
|
|||||
4,130
|
University of Arizona, Certificates of Participation, Series 2002B, 5.125%, 6/01/18 – AMBAC Insured
|
6/12 at 100.00
|
AA–
|
4,185,425
|
|
19,110
|
Total Arizona
|
19,823,001
|
|||
Arkansas – 0.2% (0.1% of Total Investments)
|
|||||
2,000
|
Washington County, Arkansas, Hospital Revenue Bonds, Washington Regional Medical Center,
|
2/15 at 100.00
|
Baa1
|
2,082,480
|
|
Series 2005B, 5.000%, 2/01/25
|
|||||
California – 22.4% (14.9% of Total Investments)
|
|||||
9,200
|
Alameda Corridor Transportation Authority, California, Subordinate Lien Revenue Bonds, Series
|
No Opt. Call
|
BBB+
|
6,092,240
|
|
2004A, 0.000%, 10/01/20 – AMBAC Insured
|
|||||
10,000
|
Anaheim Public Finance Authority, California, Public Improvement Project Lease Bonds, Series
|
9/17 at 100.00
|
A1
|
9,638,000
|
|
2007A-1, 4.375%, 3/01/37 – FGIC Insured
|
|||||
4,000
|
California Department of Water Resources, Power Supply Revenue Bonds, Series 2002A, 6.000%,
|
5/12 at 101.00
|
Aaa
|
4,098,640
|
|
5/01/15 (Pre-refunded 5/01/12)
|
|||||
5,400
|
California Educational Facilities Authority, Revenue Bonds, University of Southern California,
|
10/15 at 100.00
|
Aa1
|
5,773,086
|
|
Series 2005, 4.750%, 10/01/28 (UB)
|
|||||
1,500
|
California Educational Facilities Authority, Revenue Bonds, University of the Pacific, Series
|
11/15 at 100.00
|
A2
|
1,564,140
|
|
2006, 5.000%, 11/01/30
|
|||||
California Health Facilities Financing Authority, Health Facility Revenue Bonds, Adventist
|
|||||
Health System/West, Series 2003A:
|
|||||
3,730
|
5.000%, 3/01/28
|
3/13 at 100.00
|
A
|
3,771,217
|
|
7,000
|
5.000%, 3/01/33
|
3/13 at 100.00
|
A
|
7,052,150
|
|
5,425
|
California Health Facilities Financing Authority, Revenue Bonds, Catholic Healthcare West,
|
No Opt. Call
|
A+
|
5,887,102
|
|
Series 2004I, 4.950%, 7/01/26 (Mandatory put 7/01/14)
|
|||||
8,560
|
California Health Facilities Financing Authority, Revenue Bonds, Cedars-Sinai Medical Center,
|
11/15 at 100.00
|
AAA
|
8,966,514
|
|
Series 2005, 5.000%, 11/15/27
|
|||||
8,570
|
California Health Facilities Financing Authority, Revenue Bonds, Kaiser Permanante System,
|
4/16 at 100.00
|
A+
|
8,807,646
|
|
Series 2006, 5.000%, 4/01/37
|
|||||
4,250
|
California Health Facilities Financing Authority, Revenue Bonds, Providence Health & Services,
|
10/19 at 100.00
|
AA
|
4,704,070
|
|
Series 2009B, 5.500%, 10/01/39
|
|||||
3,015
|
California Health Facilities Financing Authority, Revenue Bonds, Sutter Health, Series 2007A,
|
11/16 at 100.00
|
AA–
|
3,103,309
|
|
5.000%, 11/15/42 (UB)
|
|||||
9,355
|
California State Public Works Board, Lease Revenue Bonds, Department of Corrections, Series
|
No Opt. Call
|
A2
|
9,890,948
|
|
1993E, 5.500%, 6/01/15
|
|||||
1,000
|
California State Public Works Board, Lease Revenue Bonds, Various Capital Projects, Series
|
3/20 at 100.00
|
A2
|
1,127,730
|
|
2010A-1, 6.000%, 3/01/35
|
|||||
California State, General Obligation Bonds, Series 2004:
|
|||||
1,160
|
5.125%, 2/01/25
|
2/14 at 100.00
|
A1
|
1,238,602
|
|
10,000
|
5.125%, 2/01/26
|
2/14 at 100.00
|
A1
|
10,612,500
|
|
California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity
|
|||||
Health System, Series 2005A:
|
|||||
1,640
|
5.250%, 7/01/30
|
7/15 at 100.00
|
BBB
|
1,636,080
|
|
4,730
|
5.000%, 7/01/39
|
7/15 at 100.00
|
BBB
|
4,368,675
|
|
5,000
|
California Statewide Community Development Authority, Revenue Bonds, St. Joseph Health System,
|
7/18 at 100.00
|
AA–
|
5,358,600
|
|
Series 2007A, 5.750%, 7/01/47 – FGIC Insured
|
|||||
7,130
|
California Statewide Community Development Authority, Revenue Bonds, Sutter Health, Tender
|
No Opt. Call
|
AA–
|
9,581,009
|
|
Option Bond Trust 3175, 13.832%, 5/15/14 (IF)
|
|||||
3,130
|
California, Economic Recovery Revenue Bonds, Series 2004A, 5.250%, 7/01/14
|
No Opt. Call
|
Aa3
|
3,482,250
|
|
905
|
California, Economic Recovery Revenue Bonds, Series 2004A, 5.250%, 7/01/14 (ETM)
|
No Opt. Call
|
AAA
|
1,011,500
|
|
3,575
|
Chula Vista, California, Industrial Development Revenue Bonds, San Diego Gas and Electric
|
6/14 at 102.00
|
A
|
3,826,573
|
|
Company, Series 1996A, 5.300%, 7/01/21
|
|||||
4,890
|
Clovis Unified School District, Fresno County, California, General Obligation Bonds, Series
|
No Opt. Call
|
AA+
|
2,576,590
|
|
2006B, 0.000%, 8/01/26 – NPFG Insured
|
|||||
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
|||||
Bonds, Series 2007A-1:
|
|||||
7,200
|
5.000%, 6/01/33
|
6/17 at 100.00
|
B–
|
5,393,952
|
|
2,000
|
5.750%, 6/01/47
|
6/17 at 100.00
|
B–
|
1,512,140
|
|
3,000
|
5.125%, 6/01/47
|
6/17 at 100.00
|
B–
|
2,043,630
|
|
5,000
|
Kern Community College District, California, General Obligation Bonds, Series 2006, 0.000%,
|
No Opt. Call
|
Aa2
|
3,034,650
|
|
11/01/24 – AGM Insured
|
|||||
15,000
|
Los Angeles Department of Water and Power, California, Waterworks Revenue Bonds, Series 2011A,
|
1/21 at 100.00
|
AA
|
16,716,300
|
|
5.000%, 7/01/41
|
|||||
590
|
Martinez, California, Home Mortgage Revenue Bonds, Series 1983A, 10.750%, 2/01/16 (ETM)
|
No Opt. Call
|
Aaa
|
709,469
|
|
15,810
|
Pomona, California, GNMA/FNMA Collateralized Securities Program Single Family Mortgage Revenue
|
No Opt. Call
|
Aaa
|
21,284,213
|
|
Bonds, Series 1990A, 7.600%, 5/01/23 (ETM)
|
|||||
5,000
|
Rancho Mirage Joint Powers Financing Authority, California, Revenue Bonds, Eisenhower Medical
|
7/14 at 100.00
|
Baa2 (4)
|
5,663,550
|
|
Center, Series 2004, 5.875%, 7/01/26 (Pre-refunded 7/01/14)
|
|||||
2,000
|
Redwood City School District, San Mateo County, California, General Obligation Bonds, Series
|
7/12 at 100.00
|
A+
|
2,031,380
|
|
2002, 5.000%, 7/15/27 – FGIC Insured
|
|||||
2,570
|
Sacramento Municipal Utility District, California, Electric Revenue Bonds, Series 2003R,
|
8/13 at 100.00
|
A1 (4)
|
2,757,841
|
|
5.000%, 8/15/22 (Pre-refunded 8/15/13) – NPFG Insured
|
|||||
1,130
|
Sacramento Municipal Utility District, California, Electric Revenue Bonds, Series 2003R,
|
No Opt. Call
|
A+
|
1,193,043
|
|
5.000%, 8/15/22 – NPFG Insured
|
|||||
San Diego County, California, Certificates of Participation, Burnham Institute, Series 2006:
|
|||||
400
|
5.000%, 9/01/21
|
9/15 at 102.00
|
Baa3
|
419,008
|
|
445
|
5.000%, 9/01/23
|
9/15 at 102.00
|
Baa3
|
458,519
|
|
3,500
|
San Diego Unified Port District, California, Revenue Bonds, Series 2004B, 5.000%, 9/01/29 –
|
9/14 at 100.00
|
A+
|
3,664,220
|
|
NPFG Insured
|
|||||
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue
|
|||||
Refunding Bonds, Series 1997A:
|
|||||
10,450
|
0.000%, 1/15/31 – NPFG Insured
|
No Opt. Call
|
BBB
|
2,626,294
|
|
7,150
|
0.000%, 1/15/32 – NPFG Insured
|
No Opt. Call
|
BBB
|
1,670,669
|
|
50,400
|
0.000%, 1/15/34 – NPFG Insured
|
No Opt. Call
|
BBB
|
10,179,792
|
|
24,025
|
0.000%, 1/15/36 – NPFG Insured
|
No Opt. Call
|
BBB
|
4,194,525
|
|
Union City Community Redevelopment Agency, California, Tax Allocation Revenue Bonds,
|
|||||
Redevelopment Project, Subordinate Lien Series 2011:
|
|||||
1,000
|
6.500%, 12/01/24
|
No Opt. Call
|
A
|
1,165,490
|
|
1,000
|
6.625%, 12/01/25
|
No Opt. Call
|
A
|
1,170,230
|
|
1,325
|
6.750%, 12/01/26
|
No Opt. Call
|
A
|
1,570,589
|
|
282,160
|
Total California
|
213,628,675
|
|||
Colorado – 1.8% (1.2% of Total Investments)
|
|||||
2,500
|
Centennial Water and Sanitation District, Colorado, Water and Sewerage Revenue Bonds, Series
|
12/14 at 100.00
|
AA+
|
2,749,250
|
|
2004, 5.000%, 12/01/21 – FGIC Insured
|
|||||
690
|
Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Bromley
|
9/15 at 100.00
|
A
|
735,236
|
|
School, Series 2005, 5.125%, 9/15/20 – SYNCORA GTY Insured
|
|||||
2,125
|
Colorado Health Facilities Authority, Revenue Bonds, Evangelical Lutheran Good Samaritan
|
6/16 at 100.00
|
A–
|
2,167,628
|
|
Society, Series 2005, 5.000%, 6/01/29
|
|||||
1,000
|
Colorado Health Facilities Authority, Revenue Bonds, Parkview Medical Center, Series 2004,
|
9/14 at 100.00
|
A3
|
1,018,270
|
|
5.000%, 9/01/25
|
|||||
800
|
Colorado Health Facilities Authority, Revenue Bonds, Poudre Valley Health Care, Series 2005F,
|
3/15 at 100.00
|
A
|
825,472
|
|
5.000%, 3/01/25
|
|||||
275
|
Colorado Housing Finance Authority, Single Family Program Senior Bonds, Series 2000B-2,
|
4/12 at 105.00
|
AA
|
282,959
|
|
7.250%, 10/01/31 (Alternative Minimum Tax)
|
|||||
3,220
|
Denver City and County, Colorado, Airport System Revenue Bonds, Series 1991D, 7.750%, 11/15/13
|
No Opt. Call
|
A+
|
3,447,976
|
|
(Alternative Minimum Tax)
|
|||||
20,500
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B, 0.000%, 9/01/32 –
|
No Opt. Call
|
BBB
|
5,898,055
|
|
NPFG Insured
|
|||||
250
|
Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private Activity
|
7/20 at 100.00
|
Baa3
|
266,883
|
|
Bonds, Series 2010, 6.000%, 1/15/41
|
|||||
31,360
|
Total Colorado
|
17,391,729
|
|||
Connecticut – 0.5% (0.3% of Total Investments)
|
|||||
1,930
|
Connecticut, General Obligation Bonds, Series 2001C, 5.500%, 12/15/16
|
No Opt. Call
|
AA
|
2,367,570
|
|
2,310
|
Greater New Haven Water Pollution Control Authority, Connecticut, Regional Wastewater System
|
11/15 at 100.00
|
A1
|
2,454,190
|
|
Revenue Bonds, Series 2005A, 5.000%, 11/15/30 – NPFG Insured
|
|||||
4,240
|
Total Connecticut
|
4,821,760
|
|||
Delaware – 0.1% (0.1% of Total Investments)
|
|||||
1,000
|
Delaware Health Facilities Authority, Revenue Bonds, Christiana Care Health Services Inc.,
|
10/20 at 100.00
|
AA
|
1,091,330
|
|
Series 2010A, 5.000%, 10/01/40 – NPFG Insured
|
|||||
District of Columbia – 2.3% (1.6% of Total Investments)
|
|||||
3,960
|
District of Columbia Housing Finance Agency, GNMA Collateralized Single Family Mortgage
|
6/12 at 100.00
|
AA+
|
3,966,653
|
|
Revenue Bonds, Series 1988E-4, 6.375%, 6/01/26 (Alternative Minimum Tax)
|
|||||
9,505
|
District of Columbia, General Obligation Bonds, Series 1998B, 6.000%, 6/01/20 – NPFG Insured
|
No Opt. Call
|
Aa2
|
12,207,652
|
|
2,130
|
Washington Convention Center Authority, District of Columbia, Dedicated Tax Revenue Bonds,
|
10/16 at 100.00
|
AA+
|
2,429,265
|
|
Tender Option Bond Trust 1606, 11.636%, 10/01/30 – AMBAC Insured (IF)
|
|||||
3,335
|
Washington Convention Center Authority, District of Columbia, Dedicated Tax Revenue Bonds,
|
10/16 at 100.00
|
AA+
|
3,803,367
|
|
Tender Option Bond Trust 1730, 11.612%, 10/01/30 – AMBAC Insured (IF)
|
|||||
18,930
|
Total District of Columbia
|
22,406,937
|
|||
Florida – 7.1% (4.7% of Total Investments)
|
|||||
2,875
|
Brevard County Health Facilities Authority, Florida, Revenue Bonds, Health First Inc. Project, Series
|
4/16 at 100.00
|
A–
|
3,030,221
|
|
2005, 5.000%, 4/01/24
|
|||||
2,000
|
Florida Ports Financing Commission, Revenue Bonds, State Transportation Trust Fund, Refunding
|
10/21 at 100.00
|
AA+
|
2,281,420
|
|
Series 2011B, 5.375%, 10/01/29 (Alternative Minimum Tax)
|
|||||
8,000
|
Hillsborough County Aviation Authority, Florida, Revenue Bonds, Tampa International Airport,
|
10/13 at 100.00
|
A+
|
8,523,920
|
|
Series 2003A, 5.375%, 10/01/16 – NPFG Insured (Alternative Minimum Tax)
|
|||||
5,400
|
Hillsborough County Industrial Development Authority, Florida, Exempt Facilities Remarketed
|
4/12 at 100.00
|
N/R
|
5,042,790
|
|
Revenue Bonds, National Gypsum Company, Apollo Beach Project, Series 2000B, 7.125%, 4/01/30
|
|||||
(Alternative Minimum Tax)
|
|||||
8,000
|
JEA, Florida, Water and Sewer System Revenue Bonds, Series 2010D, 5.000%, 10/01/39
|
No Opt. Call
|
AA
|
8,848,640
|
|
19,750
|
Miami-Dade County Expressway Authority, Florida, Toll System Revenue Bonds, Series 2006,
|
7/16 at 100.00
|
A
|
20,238,023
|
|
4.500%, 7/01/33 – AMBAC Insured
|
|||||
7,475
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2010B,
|
10/20 at 100.00
|
A2
|
7,908,027
|
|
5.000%, 10/01/41
|
|||||
6,910
|
South Miami Health Facilities Authority, Florida, Hospital Revenue, Baptist Health System
|
8/17 at 100.00
|
AA
|
7,203,053
|
|
Obligation Group, Series 2007, 5.000%, 8/15/42 (UB)
|
|||||
1,785
|
Tallahassee, Florida, Energy System Revenue Bonds, Series 2005, 5.000%, 10/01/28 – NPFG Insured
|
10/15 at 100.00
|
AA
|
1,941,348
|
|
2,375
|
Volusia County School Board, Florida, Certificates of Participation, Series 2005B, 5.000%,
|
8/15 at 100.00
|
Aa3
|
2,530,396
|
|
8/01/22 – AGM Insured
|
|||||
64,570
|
Total Florida
|
67,547,838
|
|||
Georgia – 1.6% (1.1% of Total Investments)
|
|||||
2,625
|
Fulton County Development Authority, Georgia, Revenue Bonds, Georgia Tech Molecular Science
|
5/14 at 100.00
|
Aa3
|
2,829,488
|
|
Building, Series 2004, 5.250%, 5/01/24 – NPFG Insured
|
|||||
6,025
|
Fulton-DeKalb Hospital Authority, Georgia, Revenue Refunding Certificates, Series 2003,
|
1/14 at 100.00
|
Aa2
|
6,388,368
|
|
5.250%, 1/01/20 – AGM Insured
|
|||||
5,010
|
Metropolitan Atlanta Rapid Transit Authority, Georgia, Sales Tax Revenue Refunding Bonds,
|
No Opt. Call
|
Aa2
|
5,991,810
|
|
Series 1992P, 6.250%, 7/01/20 – AMBAC Insured
|
|||||
13,660
|
Total Georgia
|
15,209,666
|
|||
Hawaii – 1.1% (0.8% of Total Investments)
|
|||||
5,000
|
Hawaii State, General Obligation Bonds, Series 2003DA, 5.250%, 9/01/21 – NPFG Insured
|
9/13 at 100.00
|
AA
|
5,342,950
|
|
5,000
|
Hawaii State, General Obligation Bonds, Series 2003DA, 5.250%, 9/01/21 (Pre-refunded 9/01/13) –
|
9/13 at 100.00
|
Aa2 (4)
|
5,391,550
|
|
NPFG Insured
|
|||||
10,000
|
Total Hawaii
|
10,734,500
|
|||
Idaho – 0.3% (0.2% of Total Investments)
|
|||||
Madison County, Idaho, Hospital Revenue Certificates of Participation, Madison Memorial
|
|||||
Hospital, Series 2006:
|
|||||
2,185
|
5.250%, 9/01/30
|
9/16 at 100.00
|
BB+
|
1,972,225
|
|
600
|
5.250%, 9/01/37
|
9/16 at 100.00
|
BB+
|
520,764
|
|
2,785
|
Total Idaho
|
2,492,989
|
|||
Illinois – 12.3% (8.2% of Total Investments)
|
|||||
Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax
|
|||||
Revenues, Series 1998B-1:
|
|||||
8,890
|
0.000%, 12/01/16 – FGIC Insured
|
No Opt. Call
|
AA–
|
7,968,107
|
|
10,000
|
0.000%, 12/01/20 – FGIC Insured
|
No Opt. Call
|
AA–
|
7,552,600
|
|
10,130
|
0.000%, 12/01/24 – FGIC Insured
|
No Opt. Call
|
AA–
|
6,216,781
|
|
Chicago Board of Education, Illinois, Unlimited Tax General Obligation Bonds, Dedicated Tax
|
|||||
Revenues, Series 1999A:
|
|||||
15,000
|
0.000%, 12/01/21 – FGIC Insured
|
No Opt. Call
|
AA–
|
10,770,600
|
|
10,000
|
0.000%, 12/01/23 – FGIC Insured
|
No Opt. Call
|
AA–
|
6,526,300
|
|
3,800
|
Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011,
|
12/21 at 100.00
|
AA
|
4,246,728
|
|
5.250%, 12/01/40
|
|||||
2,630
|
Chicago, Illinois, Sales Tax Revenue Bonds, Series 2011A, 5.000%, 1/01/41
|
1/22 at 100.00
|
AAA
|
2,917,328
|
|
13,310
|
Cook County, Illinois, General Obligation Bonds, Refunding Series 2010A, 5.250%, 11/15/33
|
11/20 at 100.00
|
AA
|
14,567,928
|
|
8,810
|
Illinois Development Finance Authority, Pollution Control Revenue Refunding Bonds, Illinois
|
8/12 at 100.00
|
Baa1
|
8,822,951
|
|
Power Company, Series 1994A, 5.700%, 2/01/24 – NPFG Insured
|
|||||
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2004:
|
|||||
1,050
|
5.250%, 11/15/22
|
5/14 at 100.00
|
A
|
1,093,670
|
|
3,000
|
5.250%, 11/15/23
|
5/14 at 100.00
|
A
|
3,111,750
|
|
985
|
Illinois Finance Authority, Revenue Bonds, Proctor Hospital, Series 2006, 5.125%, 1/01/25
|
1/16 at 100.00
|
BB+
|
884,491
|
|
2,880
|
Illinois Finance Authority, Revenue Bonds, Provena Health, Series 2009A, 7.750%, 8/15/34
|
8/19 at 100.00
|
BBB+
|
3,508,762
|
|
1,225
|
Illinois Health Facilities Authority, Revenue Bonds, Condell Medical Center, Series 2002,
|
5/12 at 100.00
|
Aaa
|
1,243,681
|
|
5.500%, 5/15/32 (Pre-refunded 5/15/12)
|
|||||
10,230
|
Illinois Health Facilities Authority, Revenue Bonds, Sherman Health Systems, Series 1997,
|
8/12 at 100.00
|
BBB
|
10,235,013
|
|
5.250%, 8/01/27 – AMBAC Insured
|
|||||
1,000
|
Lombard Public Facilities Corporation, Illinois, Second Tier Conference Center and Hotel
|
1/16 at 100.00
|
CCC
|
615,080
|
|
Revenue Bonds, Series 2005B, 5.250%, 1/01/30
|
|||||
10,000
|
Metropolitan Pier and Exposition Authority, Illinois, McCormick Place Expansion Project
|
6/20 at 100.00
|
AAA
|
10,810,100
|
|
Refunding Bonds, Series 2010A, 5.500%, 6/15/50
|
|||||
6,450
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
No Opt. Call
|
A3
|
6,034,749
|
|
Project, Series 1993A, 0.000%, 6/15/15 – FGIC Insured
|
|||||
3,590
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
No Opt. Call
|
A3 (4)
|
3,490,162
|
|
Project, Series 1993A, 0.000%, 6/15/15 – FGIC Insured (ETM)
|
|||||
3,000
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place
|
No Opt. Call
|
AAA
|
4,275,870
|
|
Hospitality Facility, Series 1996A, 7.000%, 7/01/26 (ETM)
|
|||||
3,000
|
Upper Illinois River Valley Development Authority, Healthcare Facilities Revenue Bonds, Morris
|
6/12 at 101.00
|
BBB+
|
3,034,440
|
|
Hospital, Series 2001, 6.625%, 12/01/31
|
|||||
128,980
|
Total Illinois
|
117,927,091
|
|||
Indiana – 0.5% (0.3% of Total Investments)
|
|||||
2,005
|
Hamilton County Public Building Corporation, Indiana, First Mortgage Bonds, Series 2004,
|
8/14 at 100.00
|
Aaa
|
2,207,405
|
|
5.000%, 8/01/22 – AGM Insured
|
|||||
2,500
|
Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group, Refunding Series 2010B.,
|
12/20 at 100.00
|
AA
|
2,662,325
|
|
5.000%, 12/01/37
|
|||||
4,505
|
Total Indiana
|
4,869,730
|
|||
Iowa – 1.3% (0.8% of Total Investments)
|
|||||
2,520
|
Iowa Finance Authority, Industrial Remarketed Revenue Refunding Bonds, Urbandale Hotel
|
No Opt. Call
|
AA+ (4)
|
2,972,794
|
|
Corporation, Series 1989A, 8.500%, 8/01/16 (Alternative Minimum Tax) (ETM)
|
|||||
Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C:
|
|||||
10,000
|
5.500%, 6/01/42
|
6/15 at 100.00
|
B+
|
7,546,800
|
|
2,000
|
5.625%, 6/01/46
|
6/15 at 100.00
|
B+
|
1,505,800
|
|
14,520
|
Total Iowa
|
12,025,394
|
|||
Kansas – 0.7% (0.5% of Total Investments)
|
|||||
6,000
|
Kansas Department of Transportation, Highway Revenue Bonds, Series 2004A, 5.000%, 3/01/21 (UB)
|
3/14 at 100.00
|
AAA
|
6,496,140
|
|
Kentucky – 2.0% (1.3% of Total Investments)
|
|||||
3,800
|
Kentucky Economic Development Finance Authority, Hospital Facilities Revenue Bonds, Owensboro
|
No Opt. Call
|
Baa2
|
4,237,722
|
|
Medical Health System, Series 2010A, 6.500%, 3/01/45
|
|||||
9,195
|
Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease
|
6/21 at 100.00
|
Aa3
|
10,485,978
|
|
Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/30
|
|||||
Marshall County School District Finance Corporation, Kentucky, School Building Revenue Bonds,
|
|||||
Series 2004:
|
|||||
1,210
|
5.000%, 6/01/19 (Pre-refunded 6/01/14) – AMBAC Insured
|
6/14 at 100.00
|
Aa3 (4)
|
1,339,071
|
|
1,270
|
5.000%, 6/01/20 (Pre-refunded 6/01/14) – AMBAC Insured
|
6/14 at 100.00
|
Aa3 (4)
|
1,405,471
|
|
1,335
|
5.000%, 6/01/21 (Pre-refunded 6/01/14) – AMBAC Insured
|
6/14 at 100.00
|
Aa3 (4)
|
1,477,404
|
|
16,810
|
Total Kentucky
|
18,945,646
|
|||
Louisiana – 4.8% (3.2% of Total Investments)
|
|||||
2,915
|
Jefferson Sales Tax District, Jefferson Parish, Louisiana, Special Sales Tax Revenue Refunding
|
12/12 at 100.00
|
A+ (4)
|
3,037,809
|
|
Bonds, Series 2002, 5.250%, 12/01/19 (Pre-refunded 12/01/12) – AMBAC Insured
|
|||||
Louisiana Public Facilities Authority, Extended Care Facilities Revenue Bonds, Comm-Care
|
|||||
Corporation Project, Series 1994:
|
|||||
215
|
11.000%, 2/01/14 (ETM)
|
No Opt. Call
|
N/R (4)
|
236,861
|
|
1,995
|
11.000%, 2/01/14 (ETM)
|
No Opt. Call
|
N/R (4)
|
2,197,852
|
|
2,000
|
Louisiana Public Facilities Authority, Hospital Revenue Bonds, Franciscan Missionaries of Our
|
8/15 at 100.00
|
A+
|
2,056,760
|
|
Lady Health System, Series 2005A, 5.250%, 8/15/31
|
|||||
5,800
|
Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,
|
5/17 at 100.00
|
Baa1
|
5,933,400
|
|
Series 2007A, 5.500%, 5/15/47
|
|||||
4,305
|
Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,
|
5/21 at 100.00
|
Baa1
|
4,960,953
|
|
Series 2011, 6.750%, 5/15/41
|
|||||
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2005A:
|
|||||
1,200
|
5.000%, 5/01/25 – FGIC Insured
|
5/15 at 100.00
|
Aa1
|
1,325,544
|
|
2,210
|
5.000%, 5/01/26 – FGIC Insured
|
5/15 at 100.00
|
Aa1
|
2,441,210
|
|
2,500
|
5.000%, 5/01/27 – FGIC Insured
|
5/15 at 100.00
|
Aa1
|
2,717,325
|
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2006A:
|
|||||
930
|
4.750%, 5/01/39 – AGM Insured (UB)
|
5/16 at 100.00
|
Aa1
|
973,431
|
|
10,105
|
4.500%, 5/01/41 – FGIC Insured (UB)
|
5/16 at 100.00
|
Aa1
|
10,397,641
|
|
Tobacco Settlement Financing Corporation, Louisiana, Tobacco Settlement Asset-Backed Bonds,
|
|||||
Series 2001B:
|
|||||
350
|
5.500%, 5/15/30
|
5/12 at 100.00
|
A1
|
355,110
|
|
8,785
|
5.875%, 5/15/39
|
5/12 at 100.00
|
A–
|
8,865,822
|
|
43,310
|
Total Louisiana
|
45,499,718
|
|||
Maryland – 1.2% (0.8% of Total Investments)
|
|||||
2,200
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
BB+
|
2,151,820
|
|
9/01/27 – SYNCORA GTY Insured
|
|||||
450
|
Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Mercy Medical
|
7/21 at 100.00
|
BBB
|
512,069
|
|
Center Issue, Series 2011, 6.000%, 7/01/25
|
|||||
2,000
|
Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Washington County
|
No Opt. Call
|
BBB–
|
2,112,040
|
|
Hospital, Series 2008, 5.750%, 1/01/33
|
|||||
3,445
|
Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Western Maryland
|
7/16 at 100.00
|
BBB
|
3,545,043
|
|
Health, Series 2006A, 4.750%, 7/01/36 – NPFG Insured
|
|||||
2,995
|
Montgomery County Housing Opportunities Commission, Maryland, Multifamily Housing
|
7/12 at 100.00
|
Aaa
|
2,999,043
|
|
Development Bonds, Series 2000B, 6.200%, 7/01/30 (Alternative Minimum Tax)
|
|||||
11,090
|
Total Maryland
|
11,320,015
|
|||
Massachusetts – 4.5% (3.0% of Total Investments)
|
|||||
2,025
|
Massachusetts Health and Educational Facilities Authority, Revenue Refunding Bonds, Suffolk
|
7/19 at 100.00
|
BBB
|
2,126,372
|
|
University Issue, Series 2009A, 5.750%, 7/01/39
|
|||||
2,825
|
Massachusetts Industrial Finance Agency, Resource Recovery Revenue Refunding Bonds, Ogden
|
6/12 at 100.00
|
A–
|
2,827,543
|
|
Haverhill Project, Series 1998A, 5.450%, 12/01/12 (Alternative Minimum Tax)
|
|||||
700
|
Massachusetts Port Authority, Special Facilities Revenue Bonds, ConRac Project, Series 2011A,
|
7/21 at 100.00
|
A
|
763,273
|
|
5.125%, 7/01/41
|
|||||
3,820
|
Massachusetts State, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%,
|
1/14 at 100.00
|
A1 (4)
|
4,176,062
|
|
1/01/24 (Pre-refunded 1/01/14) – FGIC Insured
|
|||||
13,000
|
Massachusetts Water Pollution Abatement Trust, Pooled Loan Program Bonds, Series 2006,
|
8/16 at 100.00
|
AAA
|
13,627,120
|
|
4.375%, 8/01/36 (UB)
|
|||||
5,960
|
Massachusetts Water Resources Authority, General Revenue Bonds, Series 2005A, 5.250%,
|
8/17 at 100.00
|
AA+
|
6,934,400
|
|
8/01/25 – NPFG Insured
|
|||||
5,535
|
Massachusetts Water Resources Authority, General Revenue Bonds, Series 2007A, 4.500%,
|
2/17 at 100.00
|
AA+
|
5,736,197
|
|
8/01/46 – AGM Insured (UB) (5)
|
|||||
6,700
|
Metropolitan Boston Transit Parking Corporation, Massachusetts, Systemwide Parking Revenue
|
7/21 at 100.00
|
A+
|
7,213,019
|
|
Bonds, Senior Lien Series 2011, 5.000%, 7/01/41
|
|||||
40,565
|
Total Massachusetts
|
43,403,986
|
|||
Michigan – 3.5% (2.3% of Total Investments)
|
|||||
Detroit, Michigan, General Obligation Bonds, Series 2003A:
|
|||||
3,565
|
5.250%, 4/01/22 – SYNCORA GTY Insured
|
4/13 at 100.00
|
BB
|
3,005,545
|
|
1,275
|
5.250%, 4/01/23 – SYNCORA GTY Insured
|
4/13 at 100.00
|
BB
|
1,062,164
|
|
3,000
|
Kent Hospital Finance Authority, Michigan, Revenue Bonds, Metropolitan Hospital, Series 2005A,
|
7/15 at 100.00
|
BB+
|
3,024,630
|
|
6.000%, 7/01/35
|
|||||
2,750
|
Lansing Board of Water and Light, Michigan, Utility System Rvenue Bonds Series 2011A,
|
7/21 at 100.00
|
AA–
|
3,198,690
|
|
5.500%, 7/01/41
|
|||||
10,000
|
Michigan State Building Authority, Revenue Refunding Bonds, Facilities Program, Series 2003II,
|
10/13 at 100.00
|
Aa3
|
10,411,600
|
|
5.000%, 10/15/23 – NPFG Insured
|
|||||
1,000
|
Michigan State Building Authority, Revenue Refunding Bonds, Facilities Program, Series
|
No Opt. Call
|
Aa3
|
1,127,650
|
|
2011-I-A, 5.375%, 10/15/41
|
|||||
Michigan State Hospital Finance Authority, Revenue Bonds, Trinity Health Care Group,
|
|||||
Series 2006A:
|
|||||
725
|
5.000%, 12/01/31 (Pre-refunded 12/01/16) (UB)
|
12/16 at 100.00
|
N/R (4)
|
870,986
|
|
3,275
|
5.000%, 12/01/31 (UB)
|
12/16 at 100.00
|
AA
|
3,443,171
|
|
850
|
Monroe County Hospital Finance Authority, Michigan, Mercy Memorial Hospital Corporation
|
6/16 at 100.00
|
BBB–
|
850,901
|
|
Revenue Bonds, Series 2006, 5.500%, 6/01/35
|
|||||
6,390
|
Wayne County, Michigan, Airport Revenue Bonds, Detroit Metropolitan Airport, Series 2002D,
|
12/12 at 100.00
|
A2
|
6,495,946
|
|
5.500%, 12/01/19 – FGIC Insured (Alternative Minimum Tax)
|
|||||
32,830
|
Total Michigan
|
33,491,283
|
|||
Minnesota – 4.6% (3.1% of Total Investments)
|
|||||
13,650
|
Cohasset, Minnesota, Pollution Control Revenue Bonds, Allete Inc., Series 2004, 4.950%, 7/01/22
|
7/14 at 100.00
|
A2
|
14,315,847
|
|
2,000
|
Duluth Economic Development Authority, Minnesota, Healthcare Facilities Revenue Bonds,
|
2/14 at 100.00
|
N/R (4)
|
2,203,780
|
|
Benedictine Health System – St. Mary’s Duluth Clinic, Series 2004, 5.375%, 2/15/22
|
|||||
(Pre-refunded 2/15/14)
|
|||||
Eden Prairie, Minnesota, GNMA Collateralized Multifamily Housing Revenue Bonds, Rolling Hills
|
|||||
Project, Series 2001A:
|
|||||
1,000
|
6.150%, 8/20/31
|
2/12 at 105.00
|
Aaa
|
1,051,410
|
|
2,000
|
6.200%, 2/20/43
|
2/12 at 105.00
|
Aaa
|
2,102,480
|
|
3,000
|
Minneapolis-St. Paul Metropolitan Airports Commission, Minnesota, Airport Revenue Bonds,
|
1/20 at 100.00
|
AA–
|
3,325,140
|
|
Senior Lien Series 2010A, 5.000%, 1/01/35
|
|||||
90
|
Minnesota Agricultural and Economic Development Board, Healthcare System Revenue Bonds,
|
5/12 at 100.00
|
A
|
90,141
|
|
Fairview Hospital and Healthcare Services, Series 1997A, 5.750%, 11/15/26 – NPFG Insured
|
|||||
1,500
|
Minnesota Municipal Power Agency, Electric Revenue Bonds, Series 2004A, 5.250%, 10/01/24
|
10/14 at 100.00
|
A3
|
1,631,775
|
|
1,545
|
St. Paul Housing and Redevelopment Authority, Minnesota, Revenue Bonds, Healtheast Inc.,
|
11/15 at 100.00
|
BB+
|
1,572,007
|
|
Series 2005, 6.000%, 11/15/25
|
|||||
14,625
|
St. Paul Housing and Redevelopment Authority, Minnesota, Sales Tax Revenue Refunding Bonds,
|
11/15 at 103.00
|
AA–
|
17,670,510
|
|
Civic Center Project, Series 1996, 7.100%, 11/01/23 – AGM Insured
|
|||||
39,410
|
Total Minnesota
|
43,963,090
|
|||
Mississippi – 0.8% (0.5% of Total Investments)
|
|||||
6,875
|
Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial
|
9/14 at 100.00
|
AA
|
7,253,675
|
|
Healthcare, Series 2004B-1, 5.000%, 9/01/24 (UB)
|
|||||
Missouri – 0.6% (0.4% of Total Investments)
|
|||||
2,000
|
Cole County Industrial Development Authority, Missouri, Revenue Bonds, Lutheran Senior
|
2/14 at 100.00
|
N/R
|
2,036,880
|
|
Services – Heisinger Project, Series 2004, 5.250%, 2/01/24
|
|||||
500
|
Hannibal Industrial Development Authority, Missouri, Health Facilities Revenue Bonds, Hannibal
|
3/16 at 100.00
|
BBB+
|
520,980
|
|
Regional Hospital, Series 2006, 5.000%, 3/01/22
|
|||||
Missouri Development Finance Board, Infrastructure Facilities Revenue Bonds, Branson Landing
|
|||||
Project, Series 2005A:
|
|||||
1,565
|
6.000%, 6/01/20
|
No Opt. Call
|
A
|
1,789,984
|
|
1,660
|
5.000%, 6/01/35
|
6/15 at 100.00
|
A
|
1,705,235
|
|
5,725
|
Total Missouri
|
6,053,079
|
|||
Nebraska – 0.3% (0.2% of Total Investments)
|
|||||
1,620
|
Omaha Public Power District, Nebraska, Separate Electric System Revenue Bonds, Nebraska City
|
2/17 at 100.00
|
AA+
|
2,765,632
|
|
2, Series 2006A, 20.018%, 8/01/40 – AMBAC Insured (IF)
|
|||||
Nevada – 2.5% (1.7% of Total Investments)
|
|||||
10,410
|
Clark County School District, Nevada, General Obligation Bonds, Series 2002C, 5.500%, 6/15/18
|
6/12 at 100.00
|
AA (4)
|
10,616,743
|
|
(Pre-refunded 6/15/12) – NPFG Insured
|
|||||
8,800
|
Clark County, Nevada, Airport Revenue Bonds, Subordinate Lien Series 2010B, 5.750%, 7/01/42
|
1/20 at 100.00
|
Aa3
|
9,889,792
|
|
2,700
|
Las Vegas Redevelopment Agency, Nevada, Tax Increment Revenue Bonds, Series 2009A,
|
6/19 at 100.00
|
A
|
3,227,229
|
|
8.000%, 6/15/30
|
|||||
21,910
|
Total Nevada
|
23,733,764
|
|||
New Hampshire – 0.0% (0.0% of Total Investments)
|
|||||
340
|
New Hampshire Housing Finance Authority, Single Family Mortgage Acquisition Revenue Bonds,
|
7/12 at 100.00
|
Aa3
|
340,527
|
|
Series 1996B, 6.400%, 1/01/27 (Alternative Minimum Tax)
|
|||||
New Jersey – 8.0% (5.3% of Total Investments)
|
|||||
10,150
|
Delaware River Port Authority, Pennsylvania and New Jersey, Revenue Bonds, Port District
|
7/12 at 100.00
|
AA–
|
10,172,229
|
|
Project, Series 1999B, 5.625%, 1/01/26 – AGM Insured
|
|||||
275
|
Middlesex County Improvement Authority, New Jersey, Senior Revenue Bonds, Heldrich Center
|
No Opt. Call
|
B3
|
167,841
|
|
Hotel/Conference Center Project, Series 2005A, 5.000%, 1/01/15
|
|||||
New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2005P:
|
|||||
3,655
|
5.250%, 9/01/24
|
9/15 at 100.00
|
A+
|
4,068,819
|
|
2,000
|
5.250%, 9/01/26
|
9/15 at 100.00
|
A+
|
2,228,640
|
|
300
|
New Jersey Educational Facilities Authority, Revenue Refunding Bonds, University of Medicine
|
6/19 at 100.00
|
Baa1
|
367,104
|
|
and Dentistry of New Jersey, Series 2009B, 7.500%, 12/01/32
|
|||||
800
|
New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters
|
7/18 at 100.00
|
BBB–
|
832,776
|
|
University Hospital, Series 2007, 5.750%, 7/01/37
|
|||||
3,850
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series
|
No Opt. Call
|
A+
|
4,763,336
|
|
2006A, 5.250%, 12/15/20
|
|||||
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2003C:
|
|||||
5,410
|
5.500%, 6/15/20 (Pre-refunded 6/15/13)
|
6/13 at 100.00
|
Aaa
|
5,801,846
|
|
9,250
|
5.500%, 6/15/23 (Pre-refunded 6/15/13)
|
6/13 at 100.00
|
Aaa
|
9,919,978
|
|
7,330
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2011B,
|
6/21 at 100.00
|
A+
|
8,688,835
|
|
5.500%, 6/15/31
|
|||||
New Jersey Turnpike Authority, Revenue Bonds, Series 2000A:
|
|||||
3,915
|
6.000%, 1/01/14 – NPFG Insured (ETM)
|
No Opt. Call
|
A+ (4)
|
4,339,973
|
|
7,585
|
6.000%, 1/01/14 – NPFG Insured (ETM)
|
No Opt. Call
|
A+ (4)
|
8,408,352
|
|
2,500
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 – FGIC Insured
|
7/13 at 100.00
|
A+
|
2,647,050
|
|
9,130
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.000%, 1/01/25 – AGM Insured
|
1/15 at 100.00
|
AA–
|
9,814,659
|
|
4,535
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
6/17 at 100.00
|
B1
|
4,259,862
|
|
Series 2007-1A, 4.500%, 6/01/23
|
|||||
70,685
|
Total New Jersey
|
76,481,300
|
|||
New Mexico – 0.7% (0.5% of Total Investments)
|
|||||
5,585
|
Santa Fe County, New Mexico, Correctional System Gross Receipts Tax Revenue Bonds, Series
|
No Opt. Call
|
AA–
|
6,995,380
|
|
1997, 6.000%, 2/01/27 – AGM Insured
|
|||||
New York – 13.7% (9.1% of Total Investments)
|
|||||
Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue
|
|||||
Bonds, Barclays Center Project, Series 2009:
|
|||||
2,000
|
6.000%, 7/15/30
|
1/20 at 100.00
|
BBB–
|
2,126,660
|
|
5,000
|
0.000%, 7/15/44
|
No Opt. Call
|
BBB–
|
770,750
|
|
Dormitory Authority of the State of New York, Revenue Bonds, University of Rochester,
|
|||||
Series 2004A:
|
|||||
1,000
|
5.250%, 7/01/22
|
7/14 at 100.00
|
Aa3
|
1,068,450
|
|
500
|
5.250%, 7/01/24
|
7/14 at 100.00
|
Aa3
|
531,375
|
|
1,025
|
Dormitory Authority of the State of New York, Revenue Bonds, University of Rochester, Series
|
7/14 at 100.00
|
AA+ (4)
|
1,145,366
|
|
2004A, 5.250%, 7/01/20 (Pre-refunded 7/01/14)
|
|||||
1,995
|
Dormitory Authority of the State of New York, State and Local Appropriation Lease Bonds,
|
7/14 at 100.00
|
AA–
|
2,163,438
|
|
Upstate Community Colleges, Series 2004B, 5.250%, 7/01/20
|
|||||
5,325
|
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General
|
3/21 at 100.00
|
AAA
|
5,990,465
|
|
Purpose Series 2011C, 5.000%, 3/15/41
|
|||||
2,335
|
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, Series
|
3/15 at 100.00
|
AAA
|
2,606,771
|
|
2005F, 5.000%, 3/15/24 – AMBAC Insured
|
|||||
6,915
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Series 2006A, 4.500%,
|
2/17 at 100.00
|
A
|
6,860,579
|
|
2/15/47 – NPFG Insured
|
|||||
6,000
|
Liberty Development Corporation, New York, Goldman Sachs Headquarter Revenue Bonds, Series
|
No Opt. Call
|
A1
|
6,599,760
|
|
2005, 5.250%, 10/01/35
|
|||||
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A:
|
|||||
7,000
|
5.000%, 12/01/23 – FGIC Insured
|
6/16 at 100.00
|
A–
|
7,775,040
|
|
5,000
|
5.000%, 12/01/24 – FGIC Insured
|
6/16 at 100.00
|
A–
|
5,520,550
|
|
5,000
|
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2006F, 4.250%,
|
11/16 at 100.00
|
A–
|
5,127,100
|
|
5/01/33 – NPFG Insured
|
|||||
3,900
|
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2005B,
|
11/15 at 100.00
|
A
|
4,126,278
|
|
5.000%, 11/15/30 – AMBAC Insured
|
|||||
5,780
|
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2005F,
|
11/15 at 100.00
|
A
|
6,115,356
|
|
5.000%, 11/15/30
|
|||||
750
|
Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2011A,
|
11/21 at 100.00
|
A
|
820,710
|
|
5.000%, 11/15/41
|
|||||
3,000
|
Metropolitan Transportation Authority, New York, Transportation Revenue Refunding Bonds,
|
11/12 at 100.00
|
A
|
3,088,470
|
|
Series 2002A, 5.125%, 11/15/21 – FGIC Insured
|
|||||
New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, United
|
|||||
Jewish Appeal – Federation of Jewish Philanthropies of New York Inc., Series 2004A:
|
|||||
2,185
|
5.250%, 7/01/20
|
7/14 at 100.00
|
Aa1
|
2,395,700
|
|
2,050
|
5.250%, 7/01/21
|
7/14 at 100.00
|
Aa1
|
2,243,561
|
|
2,420
|
5.250%, 7/01/22
|
4/14 at 100.00
|
Aa1
|
2,643,027
|
|
1,370
|
5.250%, 7/01/24
|
4/14 at 100.00
|
Aa1
|
1,469,969
|
|
3,125
|
New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue
|
12/20 at 100.00
|
AA+
|
3,580,000
|
|
Bonds, Second Generation Resolution, Fiscal 2011 Series EE, 5.375%, 6/15/43
|
|||||
7,175
|
New York City, New York, General Obligation Bonds, Fiscal Series 2003D, 5.250%, 10/15/22
|
10/13 at 100.00
|
AA
|
7,710,829
|
|
(WI/DD, Settling 2/09/12)
|
|||||
5,325
|
New York City, New York, General Obligation Bonds, Fiscal Series 2003D, 5.250%, 10/15/22
|
10/13 at 100.00
|
N/R (4)
|
5,770,703
|
|
(Pre-refunded 10/15/13) (WI/DD, Settling 2/09/12)
|
|||||
95
|
New York City, New York, General Obligation Bonds, Fiscal Series 2003J, 5.500%, 6/01/23
|
6/13 at 100.00
|
AA
|
100,899
|
|
4,905
|
New York City, New York, General Obligation Bonds, Fiscal Series 2003J, 5.500%, 6/01/23
|
6/13 at 100.00
|
AA+ (4)
|
5,249,037
|
|
(Pre-refunded 6/01/13)
|
|||||
7,960
|
New York City, New York, General Obligation Bonds, Fiscal Series 2005M, 5.000%, 4/01/24 (UB)
|
4/15 at 100.00
|
AA
|
8,801,372
|
|
6,000
|
New York City, New York, General Obligation Bonds, Series 2004C-1, 5.250%, 8/15/20 (UB)
|
8/14 at 100.00
|
AA
|
6,651,900
|
|
New York Convention Center Development Corporation, Hotel Unit Fee Revenue Bonds, Series 2005:
|
|||||
5,000
|
5.000%, 11/15/44 – AMBAC Insured
|
11/15 at 100.00
|
AA+
|
5,281,000
|
|
1,630
|
17.308%, 11/15/44 – AMBAC Insured (IF)
|
11/15 at 100.00
|
AA+
|
1,996,424
|
|
650
|
New York Counties Tobacco Trust I, Tobacco Settlement Pass-Through Bonds, Series 2000B,
|
6/12 at 100.00
|
Baa1
|
633,568
|
|
6.500%, 6/01/35
|
|||||
6,460
|
New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, Series
|
3/14 at 100.00
|
AAA
|
6,924,086
|
|
2004A-1, 5.000%, 3/15/26 – FGIC Insured
|
|||||
4,750
|
Port Authority of New York and New Jersey, Consolidated Revenue Bonds, One Hundred
|
3/14 at 101.00
|
Aa2
|
5,110,240
|
|
Thirty-Fifth Series 2004, 5.000%, 9/15/28 – SYNCORA GTY Insured
|
|||||
1,325
|
Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air
|
12/20 at 100.00
|
BBB–
|
1,433,319
|
|
Terminal LLC Project, Eighth Series 2010, 6.000%, 12/01/42
|
|||||
124,950
|
Total New York
|
130,432,752
|
|||
North Carolina – 1.6% (1.0% of Total Investments)
|
|||||
Charlotte, North Carolina, Certificates of Participation, Governmental Facilities Projects,
|
|||||
Series 2003G:
|
|||||
5,785
|
5.250%, 6/01/22 (UB)
|
6/13 at 100.00
|
AA+
|
6,121,051
|
|
3,475
|
5.250%, 6/01/23 (UB)
|
6/13 at 100.00
|
AA+
|
3,679,261
|
|
2,850
|
Charlotte-Mecklenberg Hospital Authority, North Carolina, Carolinas HealthCare System Revenue
|
1/18 at 100.00
|
AA–
|
3,234,294
|
|
Bonds, Series 2008, Trust 1149, 15.087%, 7/15/32 (IF) (5)
|
|||||
1,050
|
Charlotte-Mecklenburg Hospital Authority, North Carolina, Health Care System Revenue Bonds,
|
1/17 at 100.00
|
AA–
|
1,116,896
|
|
Carolinas Health Care, Series 2007A, 5.000%, 1/15/31
|
|||||
1,000
|
Gaston County Industrial Facilities and Pollution Control Financing Authority, North Carolina,
|
8/15 at 100.00
|
N/R
|
821,270
|
|
National Gypsum Company Project Exempt Facilities Revenue Bonds, Series 2005, 5.750%, 8/01/35
|
|||||
(Alternative Minimum Tax)
|
|||||
14,160
|
Total North Carolina
|
14,972,772
|
|||
Ohio – 1.4% (1.0% of Total Investments)
|
|||||
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
|||||
Bonds, Senior Lien, Series 2007A-2:
|
|||||
250
|
5.125%, 6/01/24
|
6/17 at 100.00
|
B–
|
197,183
|
|
2,850
|
5.875%, 6/01/30
|
6/17 at 100.00
|
B–
|
2,216,645
|
|
2,745
|
5.750%, 6/01/34
|
6/17 at 100.00
|
B–
|
2,044,009
|
|
6,285
|
5.875%, 6/01/47
|
6/17 at 100.00
|
B–
|
4,670,635
|
|
1,000
|
Ohio Higher Educational Facilities Commission, Revenue Bonds, University of Dayton, Refunding
|
12/20 at 100.00
|
A
|
1,126,380
|
|
Series 2011A, 5.375%, 12/01/30
|
|||||
495
|
Ohio State University, General Receipts Bonds, Series 2003B, 5.250%, 6/01/20
|
6/13 at 100.00
|
Aa1
|
523,413
|
|
2,225
|
Ohio State University, General Receipts Bonds, Series 2003B, 5.250%, 6/01/20
|
6/13 at 100.00
|
N/R (4)
|
2,372,206
|
|
(Pre-refunded 6/01/13)
|
|||||
665
|
Richland County, Ohio, Hospital Facilities Revenue Refunding Bonds, MedCentral Health System
|
11/12 at 100.00
|
A–
|
670,453
|
|
Obligated Group, Series 2000A, 6.125%, 11/15/16
|
|||||
16,515
|
Total Ohio
|
13,820,924
|
|||
Oklahoma – 2.5% (1.7% of Total Investments)
|
|||||
1,050
|
Norman Regional Hospital Authority, Oklahoma, Hospital Revenue Bonds, Series 2005, 5.375%,
|
9/16 at 100.00
|
BB+
|
988,208
|
|
9/01/36
|
|||||
3,500
|
Oklahoma Capitol Improvement Authority, State Facilities Revenue Bonds, Series 2005F, 5.000%,
|
7/15 at 100.00
|
AA
|
3,912,055
|
|
7/01/24 – AMBAC Insured
|
|||||
Oklahoma Development Finance Authority, Revenue Bonds, Saint John Health System, Series 2007:
|
|||||
6,840
|
5.000%, 2/15/37
|
No Opt. Call
|
A
|
7,141,302
|
|
1,335
|
5.000%, 2/15/42
|
No Opt. Call
|
A
|
1,387,639
|
|
10,035
|
Tulsa County Industrial Authority, Oklahoma, Health Care Revenue Bonds, Saint Francis Health
|
12/16 at 100.00
|
AA+
|
10,504,237
|
|
System, Series 2006, 5.000%, 12/15/36 (UB)
|
|||||
143
|
Tulsa County Industrial Authority, Oklahoma, Health Care Revenue Bonds, Saint Francis Health
|
12/16 at 100.00
|
AA+
|
155,156
|
|
System, Series 2008, Trust 3500, 8.464%, 6/15/30 (IF)
|
|||||
22,903
|
Total Oklahoma
|
24,088,597
|
|||
Oregon – 0.4% (0.3% of Total Investments)
|
|||||
1,060
|
Oregon Department of Administrative Services, Certificates of Participation, Series 2005A,
|
5/15 at 100.00
|
AA
|
1,143,146
|
|
5.000%, 5/01/24 – AGM Insured
|
|||||
2,500
|
Oregon State Department of Transportation, Highway User Tax Revenue Bonds, Series 2004A,
|
11/14 at 100.00
|
AAA
|
2,815,625
|
|
5.000%, 11/15/21 (Pre-refunded 11/15/14)
|
|||||
3,560
|
Total Oregon
|
3,958,771
|
|||
Pennsylvania – 5.5% (3.7% of Total Investments)
|
|||||
4,530
|
Allegheny County, Pennsylvania, General Obligation Bonds, Series 2011C-65, 5.375%, 5/01/31
|
5/21 at 100.00
|
A+
|
4,968,776
|
|
980
|
Bucks County Industrial Development Authority, Pennsylvania, Charter School Revenue Bonds,
|
3/17 at 100.00
|
BBB
|
872,171
|
|
School Lane Charter School, Series 2007A, 5.000%, 3/15/37
|
|||||
Lancaster Higher Education Authority, Pennsylvania, Revenue Bonds, Franklin and Marshall
|
|||||
College, Series 2003C:
|
|||||
1,340
|
5.250%, 4/15/15
|
4/13 at 100.00
|
AA–
|
1,405,915
|
|
1,960
|
5.250%, 4/15/17
|
4/13 at 100.00
|
AA–
|
2,051,591
|
|
1,670
|
Montgomery County Industrial Development Authority, Pennsylvania, FHA Insured Mortgage Revenue
|
8/20 at 100.00
|
AA
|
1,827,164
|
|
Bonds, New Regional Medical Center Project, Series 2010, 5.375%, 8/01/38
|
|||||
870
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, St. Joseph’s University,
|
11/20 at 100.00
|
A–
|
930,004
|
|
Series 2010A, 5.000%, 11/01/40
|
|||||
1,000
|
Pennsylvania State University, General Revenue Bonds, Series 2005, 5.000%, 9/01/29
|
9/15 at 100.00
|
Aa1
|
1,112,210
|
|
5,250
|
Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Subordinate Special Revenue
|
12/20 at 100.00
|
Aa3
|
4,624,358
|
|
Bonds, Series 2010A-2, 0.000%, 12/01/34
|
|||||
2,625
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2006A, 5.000%, 12/01/26 –
|
6/16 at 100.00
|
Aa3
|
2,863,271
|
|
AMBAC Insured
|
|||||
Philadelphia Gas Works, Pennsylvania, Revenue Bonds, General Ordinance, Fifth Series 2004A-1:
|
|||||
4,505
|
5.000%, 9/01/21 – AGM Insured
|
9/14 at 100.00
|
AA–
|
4,773,138
|
|
4,735
|
5.000%, 9/01/22 – AGM Insured
|
9/14 at 100.00
|
AA–
|
4,978,000
|
|
7,570
|
Philadelphia Redevelopment Authority, Pennsylvania, Multifamily Housing Mortgage Revenue
|
4/12 at 100.00
|
N/R
|
7,475,526
|
|
Bonds, Cricket Court Apartments, Series 1998A, 6.200%, 4/01/25 (Alternative Minimum Tax)
|
|||||
14,000
|
State Public School Building Authority, Pennsylvania, Lease Revenue Bonds, Philadelphia School
|
6/13 at 100.00
|
AA+ (4)
|
14,935,480
|
|
District, Series 2003, 5.250%, 6/01/24 (Pre-refunded 6/01/13) – AGM Insured
|
|||||
51,035
|
Total Pennsylvania
|
52,817,604
|
|||
Puerto Rico – 0.3% (0.2% of Total Investments)
|
|||||
2,500
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A,
|
8/17 at 100.00
|
Aa2
|
2,650,250
|
|
5.250%, 8/01/57
|
|||||
Rhode Island – 0.5% (0.3% of Total Investments)
|
|||||
Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,
|
|||||
Series 2002A:
|
|||||
1,020
|
6.125%, 6/01/32
|
6/12 at 100.00
|
BBB
|
1,020,867
|
|
3,800
|
6.250%, 6/01/42
|
6/12 at 100.00
|
Ba1
|
3,800,000
|
|
4,820
|
Total Rhode Island
|
4,820,867
|
|||
South Carolina – 4.5% (3.0% of Total Investments)
|
|||||
8,610
|
Dorchester County School District 2, South Carolina, Installment Purchase Revenue Bonds,
|
12/14 at 100.00
|
AA–
|
9,490,803
|
|
GROWTH, Series 2004, 5.250%, 12/01/24
|
|||||
Greenville County School District, South Carolina, Installment Purchase Revenue Bonds,
|
|||||
Series 2003:
|
|||||
5,090
|
5.250%, 12/01/18 (UB)
|
12/13 at 100.00
|
AA
|
5,463,759
|
|
3,595
|
5.250%, 12/01/20 (UB)
|
12/13 at 100.00
|
AA
|
3,824,469
|
|
1,865
|
5.250%, 12/01/21 (UB)
|
12/13 at 100.00
|
AA
|
1,978,467
|
|
Lexington County Health Service District, South Carolina, Hospital Revenue Bonds, Series 2004:
|
|||||
1,805
|
6.000%, 5/01/19 (Pre-refunded 5/01/14)
|
5/14 at 100.00
|
AA– (4)
|
2,031,690
|
|
2,400
|
5.500%, 5/01/24 (Pre-refunded 5/01/14)
|
5/14 at 100.00
|
AA– (4)
|
2,674,560
|
|
South Carolina JOBS Economic Development Authority, Hospital Refunding and Improvement
|
|||||
Revenue Bonds, Palmetto Health Alliance, Series 2003C:
|
|||||
13,345
|
6.375%, 8/01/34 (Pre-refunded 8/01/13)
|
8/13 at 100.00
|
BBB+ (4)
|
14,514,689
|
|
1,655
|
6.375%, 8/01/34 (Pre-refunded 8/01/13)
|
8/13 at 100.00
|
BBB+ (4)
|
1,804,000
|
|
875
|
South Carolina Jobs-Economic Development Authority, Hospital Revenue Bonds, Palmetto Health,
|
8/21 at 100.00
|
AA–
|
1,021,239
|
|
Refunding Series 2011A, 6.500%, 8/01/39 – AGM Insured
|
|||||
39,240
|
Total South Carolina
|
42,803,676
|
|||
Tennessee – 1.5% (1.0% of Total Investments)
|
|||||
6,400
|
Johnson City Health and Educational Facilities Board, Tennessee, Revenue Bonds, Mountain
|
7/16 at 100.00
|
BBB+
|
6,556,928
|
|
States Health Alliance, Series 2006A, 5.500%, 7/01/36
|
|||||
6,100
|
Knox County Health, Educational and Housing Facilities Board, Tennessee, Hospital Revenue
|
1/17 at 31.69
|
A–
|
1,439,112
|
|
Refunding Bonds, Covenant Health, Series 2006, 0.000%, 1/01/40
|
|||||
5,000
|
Metropolitan Government of Nashville-Davidson County Health and Educational Facilities Board,
|
10/19 at 100.00
|
AA
|
5,598,350
|
|
Tennessee, Revenue Refunding Bonds, Vanderbilt University, Series 2009B, 5.000%, 10/01/39
|
|||||
410
|
Sullivan County Health Educational and Housing Facilities Board, Tennessee, Revenue Bonds,
|
9/16 at 100.00
|
BBB+
|
418,762
|
|
Wellmont Health System, Series 2006C, 5.250%, 9/01/36
|
|||||
Sumner County Health, Educational, and Housing Facilities Board, Tennessee, Revenue Refunding
|
|||||
Bonds, Sumner Regional Health System Inc., Series 2007:
|
|||||
1,300
|
5.500%, 11/01/37 (6), (7)
|
11/17 at 100.00
|
N/R
|
96,083
|
|
3,000
|
5.500%, 11/01/46 (6), (7)
|
11/17 at 100.00
|
N/R
|
221,730
|
|
390
|
Tennessee Housing Development Agency, Homeownership Program Bonds, Series 2004, 5.000%,
|
7/13 at 100.00
|
AA+
|
394,754
|
|
7/01/34 (Alternative Minimum Tax)
|
|||||
22,600
|
Total Tennessee
|
14,725,719
|
|||
Texas – 14.6% (9.7% of Total Investments)
|
|||||
5,000
|
Alliance Airport Authority, Texas, Special Facilities Revenue Bonds, American Airlines Inc.,
|
12/12 at 100.00
|
N/R
|
1,302,850
|
|
Series 2007, 5.250%, 12/01/29 (Alternative Minimum Tax) (6)
|
|||||
8,840
|
Board of Regents, University of Texas System, Financing System Revenue Bonds, Series 2006F,
|
2/17 at 100.00
|
AAA
|
9,220,562
|
|
4.250%, 8/15/36 (UB)
|
|||||
2,150
|
Brazos River Authority, Texas, Pollution Control Revenue Bonds, TXU Energy Company LLC
|
10/13 at 101.00
|
CC
|
387,473
|
|
Project, Series 2003C, 6.750%, 10/01/38 (Alternative Minimum Tax)
|
|||||
2,500
|
Capital Area Cultural Education Facilities Finance Corporation, Texas, Revenue Bonds, The Roman
|
4/20 at 100.00
|
Baa2
|
2,705,625
|
|
Catholic Diocese of Austin, Series 2005B. Remarketed, 6.125%, 4/01/45
|
|||||
3,380
|
Central Texas Regional Mobility Authority, Senior Lien Revenue Bonds, Series 2011,
|
1/21 at 100.00
|
BBB–
|
3,627,991
|
|
6.250%, 1/01/46
|
|||||
2,500
|
Colorado River Municipal Water District, Texas, Water System Revenue Bonds, Series 2011,
|
1/21 at 100.00
|
AA–
|
2,753,825
|
|
5.000%, 1/01/36
|
|||||
3,500
|
Dallas-Ft. Worth International Airport, Texas, Joint Revenue Bonds, Refunding Series 2010A,
|
11/20 at 100.00
|
A+
|
3,752,035
|
|
5.000%, 11/01/42
|
|||||
4,000
|
Harris County-Houston Sports Authority, Texas, Junior Lien Revenue Refunding Bonds, Series
|
5/12 at 100.00
|
BBB
|
3,506,880
|
|
2001B, 5.250%, 11/15/40 – NPFG Insured
|
|||||
5,000
|
Houston, Texas, First Lien Combined Utility System Revenue Bonds, Series 2004A,
|
5/14 at 100.00
|
AA
|
5,455,150
|
|
5.250%, 5/15/25 – NPFG Insured
|
|||||
4,000
|
Houston, Texas, First Lien Combined Utility System Revenue Bonds, Series 2011D,
|
11/21 at 100.00
|
AA
|
4,481,120
|
|
5.000%, 11/15/40
|
|||||
13,975
|
Hutto Independent School District, Williamson County, Texas, General Obligation Bonds, Series
|
8/16 at 100.00
|
AAA
|
14,729,231
|
|
2007A, 4.750%, 8/01/43 (UB)
|
|||||
Kerrville Health Facilities Development Corporation, Texas, Revenue Bonds, Sid Peterson
|
|||||
Memorial Hospital Project, Series 2005:
|
|||||
2,000
|
5.250%, 8/15/21
|
No Opt. Call
|
BBB–
|
2,104,080
|
|
2,800
|
5.125%, 8/15/26
|
No Opt. Call
|
BBB–
|
2,868,376
|
|
4,000
|
Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds,
|
11/20 at 100.00
|
BBB–
|
4,069,840
|
|
Southwest Airlines Company, Series 2010, 5.250%, 11/01/40
|
|||||
1,505
|
Lower Colorado River Authority, Texas, Contract Revenue Refunding Bonds, Transmission Services
|
5/13 at 100.00
|
A (4)
|
1,602,374
|
|
Corporation, Series 2003C, 5.250%, 5/15/23 (Pre-refunded 5/15/13) – AMBAC Insured
|
|||||
Lower Colorado River Authority, Texas, Revenue Refunding and Improvement Bonds, Series 2003:
|
|||||
245
|
5.250%, 5/15/24 (Pre-refunded 5/15/13) – AMBAC Insured
|
5/13 at 100.00
|
A1 (4)
|
260,805
|
|
125
|
5.250%, 5/15/24 (Pre-refunded 5/15/13) – AMBAC Insured
|
5/13 at 100.00
|
A1 (4)
|
132,378
|
|
20
|
5.250%, 5/15/24 (Pre-refunded 5/15/13) – AMBAC Insured
|
5/13 at 100.00
|
A1 (4)
|
21,269
|
|
3,010
|
Lower Colorado River Authority, Texas, Revenue Refunding and Improvement Bonds, Series 2003,
|
5/13 at 100.00
|
A1
|
3,152,885
|
|
5.250%, 5/15/24 – AMBAC Insured
|
|||||
5,650
|
North Texas Tollway Authority, Second Tier System Revenue Refunding Bonds, Series 2008F,
|
1/18 at 100.00
|
A3
|
6,112,057
|
|
5.750%, 1/01/38
|
|||||
North Texas Tollway Authority, Special Projects System Revenue Bonds, Series 2011:
|
|||||
2,070
|
0.000%, 9/01/43
|
9/31 at 100.00
|
AA
|
1,362,805
|
|
8,470
|
0.000%, 9/01/45
|
9/31 at 100.00
|
AA
|
6,157,605
|
|
11,000
|
Pearland Independent School District, Brazoria County, Texas, General Obligation Bonds, Tender
|
2/17 at 100.00
|
AAA
|
12,301,520
|
|
Option Bond Trust 1124, 7.485%, 8/15/26 (IF)
|
|||||
2,000
|
Sabine River Authority, Texas, Pollution Control Revenue Bonds, TXU Electric Company, Series
|
11/15 at 100.00
|
CCC
|
300,400
|
|
2001C, 5.200%, 5/01/28
|
|||||
12,130
|
Tarrant County Cultural & Educational Facilities Financing Corporation, Texas, Revenue Bonds,
|
2/17 at 100.00
|
AA–
|
12,636,306
|
|
Texas Health Resources, Series 2007A, 5.000%, 2/15/36 (UB)
|
|||||
7,255
|
Tarrant County Health Facilities Development Corporation, Texas, GNMA Collateralized Mortgage
|
6/12 at 104.00
|
Aaa
|
7,560,653
|
|
Loan Revenue Bonds, Eastview Nursing Home, Ebony Lake Nursing Center, Ft. Stockton Nursing
|
|||||
Center, Lynnhaven Nursing Center and Mission Oaks Manor, Series 2000A-1, 7.625%, 12/20/32
|
|||||
5,000
|
Tarrant Regional Water District, Texas, Water Revenue Refunding and Improvement Bonds, Series
|
3/13 at 100.00
|
AAA
|
5,250,200
|
|
1999, 5.250%, 3/01/17 – AGM Insured
|
|||||
2,985
|
Texas State, General Obligation Bonds, Series 2008, Trust 3213, 13.913%, 4/01/28 (IF)
|
4/17 at 100.00
|
AAA
|
4,796,776
|
|
25,000
|
Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series
|
No Opt. Call
|
BBB+
|
14,725,750
|
|
2002A, 0.000%, 8/15/24 – AMBAC Insured
|
|||||
2,200
|
Tomball Hospital Authority, Texas, Hospital Revenue Bonds, Tomball Regional Hospital, Series
|
7/15 at 100.00
|
Aaa
|
2,514,402
|
|
2005, 5.000%, 7/01/20 (Pre-refunded 7/01/15)
|
|||||
152,310
|
Total Texas
|
139,853,223
|
|||
Virginia – 1.1% (0.7% of Total Investments)
|
|||||
5,000
|
Metropolitan Washington D.C. Airports Authority, Virginia, Airport System Revenue Bonds,
|
10/20 at 100.00
|
AA–
|
5,491,550
|
|
Series 2010A, 5.000%, 10/01/39
|
|||||
4,585
|
Virginia Beach Development Authority, Virginia, Multifamily Residential Rental Housing Revenue
|
10/14 at 100.00
|
N/R
|
4,674,270
|
|
Bonds, Mayfair Apartments I and II, Series 1999, 7.500%, 10/01/39 (Alternative Minimum Tax)
|
|||||
9,585
|
Total Virginia
|
10,165,820
|
|||
Washington – 3.0% (2.0% of Total Investments)
|
|||||
2,500
|
Energy Northwest, Washington, Electric Revenue Refunding Bonds, Columbia Generating Station,
|
7/12 at 100.00
|
Aa1
|
2,554,775
|
|
Series 2002A, 5.750%, 7/01/17 – NPFG Insured
|
|||||
3,125
|
Skagit County Public Hospital District 1, Washington, General Obligation Bonds, Series 2004A,
|
6/14 at 100.00
|
A1
|
3,411,688
|
|
5.375%, 12/01/20 – NPFG Insured
|
|||||
3,955
|
Washington State Health Care Facilities Authority, Revenue Bonds, Kadlec Regional Medical
|
12/20 at 100.00
|
Baa2
|
4,053,361
|
|
Center, Series 2010, 5.500%, 12/01/39
|
|||||
Washington State Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Revenue Bonds,
|
|||||
Series 2002:
|
|||||
1,705
|
6.500%, 6/01/26
|
6/13 at 100.00
|
A3
|
1,780,395
|
|
2,715
|
6.625%, 6/01/32
|
6/13 at 100.00
|
Baa1
|
2,824,958
|
|
6,480
|
Washington State, Motor Vehicle Fuel Tax General Obligation Bonds, Series 2002-03C, 0.000%,
|
No Opt. Call
|
AA+
|
4,523,299
|
|
6/01/24 – NPFG Insured
|
|||||
11,050
|
Washington, General Obligation Bonds, Series 2000S-5, 0.000%, 1/01/20 – FGIC Insured
|
No Opt. Call
|
AA+
|
9,420,788
|
|
31,530
|
Total Washington
|
28,569,264
|
|||
Wisconsin – 3.7% (2.4% of Total Investments)
|
|||||
Badger Tobacco Asset Securitization Corporation, Wisconsin, Tobacco Settlement Asset-Backed
|
|||||
Bonds, Series 2002:
|
|||||
665
|
6.125%, 6/01/27 (Pre-refunded 6/01/12)
|
6/12 at 100.00
|
Aaa
|
678,134
|
|
300
|
6.375%, 6/01/32 (Pre-refunded 6/01/12)
|
6/12 at 100.00
|
Aaa
|
306,174
|
|
Milwaukee Redevelopment Authority, Wisconsin, Lease Revenue Bonds, Public Schools,
|
|||||
Series 2003A:
|
|||||
1,000
|
5.125%, 8/01/22 (Pre-refunded 8/01/13) – AMBAC Insured
|
8/13 at 100.00
|
Aa3 (4)
|
1,071,340
|
|
750
|
5.125%, 8/01/23 (Pre-refunded 8/01/13) – AMBAC Insured
|
8/13 at 100.00
|
Aa3 (4)
|
803,505
|
|
1,415
|
Monroe Redevelopment Authority, Wisconsin, Development Revenue Bonds, The Monroe Clinic, Inc.,
|
2/19 at 100.00
|
A3
|
1,558,113
|
|
Series 2009, 5.875%, 2/15/39
|
|||||
9,000
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Healthcare Inc.,
|
4/13 at 100.00
|
BBB+
|
9,259,110
|
|
Series 2003, 6.400%, 4/15/33
|
|||||
1,635
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Carroll College Inc.,
|
4/12 at 100.00
|
BBB
|
1,639,987
|
|
Series 2001, 6.125%, 10/01/16
|
|||||
790
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Divine Savior
|
5/16 at 100.00
|
BBB
|
795,498
|
|
Healthcare, Series 2006, 5.000%, 5/01/32
|
|||||
6,025
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Franciscan Sisters of
|
9/13 at 100.00
|
BBB+ (4)
|
6,550,019
|
|
Christian Charity Healthcare Ministry, Series 2003A, 6.000%, 9/01/22 (Pre-refunded 9/01/13)
|
|||||
4,995
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Franciscan Sisters of
|
9/17 at 100.00
|
BBB+
|
5,024,970
|
|
Christian Charity HealthCare Ministry, Series 2007, 5.000%, 9/01/33
|
|||||
2,000
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan
|
8/16 at 100.00
|
BBB+
|
2,010,760
|
|
Healthcare System, Series 2006, 5.250%, 8/15/34
|
|||||
2,000
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan
|
8/13 at 100.00
|
BBB+
|
2,020,360
|
|
Services Inc., Series 2003A, 5.250%, 8/15/25
|
|||||
Wisconsin State, General Obligation Bonds, Series 2004-3:
|
|||||
175
|
5.250%, 5/01/19 – FGIC Insured
|
5/14 at 100.00
|
AA
|
192,350
|
|
130
|
5.250%, 5/01/21 – FGIC Insured
|
5/14 at 100.00
|
AA
|
142,607
|
|
Wisconsin State, General Obligation Bonds, Series 2004-3:
|
|||||
1,545
|
5.250%, 5/01/19 (Pre-refunded 5/01/14) – FGIC Insured
|
5/14 at 100.00
|
Aa2 (4)
|
1,706,108
|
|
1,135
|
5.250%, 5/01/21 (Pre-refunded 5/01/14) – FGIC Insured
|
5/14 at 100.00
|
Aa2 (4)
|
1,253,353
|
|
33,560
|
Total Wisconsin
|
35,012,388
|
|||
Wyoming – 0.4% (0.2% of Total Investments)
|
|||||
3,400
|
Sweetwater County, Wyoming, Solid Waste Disposal Revenue Bonds, FMC Corporation, Series 2005,
|
12/15 at 100.00
|
BBB+
|
3,441,509
|
|
5.600%, 12/01/35 (Alternative Minimum Tax)
|
|||||
$ 1,491,473
|
Total Long-Term Investments (cost $1,335,551,057) – 148.6%
|
1,418,947,139
|
|||
Short-Term Investments – 1.8% (1.2% of Total Investments)
|
|||||
Illinois – 0.6% (0.4% of Total Investments)
|
|||||
5,585
|
Central Lake County Joint Action Water Agency, Illinois, Water Revenue Bonds, Tender Option
|
No Opt. Call
|
N/R
|
5,585,000
|
|
Bond Trust B18, Variable Rate Demand Obligations, 0.100%, 5/01/20 – AMBAC Insured (8)
|
|||||
Pennsylvania – 0.5% (0.3% of Total Investments)
|
|||||
4,970
|
Delaware Valley Regional Finance Authority, Pennsylvania, Local Government Revenue Bonds,
|
No Opt. Call
|
N/R
|
4,970,000
|
|
Tender Option Bond Trust 2028, Variable Rate Demand Obligations, 0.110%, 8/01/28 – AMBAC
|
|||||
Insured (8)
|
|||||
Texas – 0.7% (0.5% of Total Investments)
|
|||||
7,000
|
Texas State, General Obligation Bonds, Transportation Commission Mobility Fund, Tender Option
|
No Opt. Call
|
F-1+
|
7,000,000
|
|
Bond Trust 2043, Variable Rate Demand Obligations, 0.070%, 4/01/29 (8)
|
|||||
$ 17,555
|
Total Short-Term Investments (cost $17,555,000)
|
17,555,000
|
|||
Total Investments (cost $1,353,106,057) – 150.4%
|
1,436,502,139
|
||||
Floating Rate Obligations – (10.5)%
|
(100,039,000)
|
||||
Variable Rate MuniFund Term Preferred Shares, at Liquidation Value – (42.1)% (9)
|
(402,400,000)
|
||||
Other Assets Less Liabilities – 2.2%
|
21,047,543
|
||||
Net Assets Applicable to Common Shares – 100%
|
$ 955,110,682
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Investments:
|
|||||||||||||||
Municipal Bonds
|
$ | — | $ | 1,418,629,326 | $ | 317,813 | $ | 1,418,947,139 | |||||||
Short-Term Investments
|
— | 17,555,000 | — | 17,555,000 | |||||||||||
Total
|
$ | — | $ | 1,436,184,326 | $ | 317,813 | $ | 1,436,502,139 |
Level 3
|
|
Municipal Bonds
|
|
Balance at the beginning of period
|
$318,630
|
Gains (losses):
|
|
Net realized gains (losses)
|
—
|
Net change in unrealized appreciation (depreciation)
|
(817)
|
Purchases at cost
|
—
|
Sales at proceeds
|
—
|
Net discounts (premiums)
|
—
|
Transfers in to
|
—
|
Transfers out of
|
—
|
Balance at the end of period
|
$317,813
|
Gross unrealized:
|
|||
Appreciation
|
$ | 113,989,250 | |
Depreciation
|
(33,372,059 | ) | |
Net unrealized appreciation (depreciation) of investments
|
$ | 80,617,191 |
(1)
|
All percentages shown in the Portfolio of Investments are based on net assets applicable to Common
|
|
shares unless otherwise noted.
|
||
(2)
|
Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption.
|
|
There may be other call provisions at varying prices at later dates. Certain mortgage-backed securities
|
||
may be subject to periodic principal paydowns.
|
||
(3)
|
Ratings: Using the highest of Standard & Poor’s Group ("Standard & Poor's"), Moody’s Investors Service,
|
|
Inc. ("Moody's") or Fitch, Inc. ("Fitch") rating. Ratings below BBB by Standard & Poor’s, Baa by Moody’s or
|
||
BBB by Fitch are considered to be below investment grade. Holdings designated N/R are not rated by any
|
||
of these national rating agencies.
|
||
(4)
|
Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities,
|
|
which ensure the timely payment of principal and interest. Certain bonds backed by U.S. Government or
|
||
agency securities are regarded as having an implied rating equal to the rating of such securities.
|
||
(5)
|
Investment, or portion of investment, has been pledged to collateralize the net payment obligations for
|
|
investments in inverse floating rate transactions.
|
||
(6)
|
At or subsequent to the end of the reporting period, this security is non-income producing. Non-income
|
|
producing security, in the case of a bond, generally denotes that the issuer has (1) defaulted on the
|
||
payment of principal or interest, (2) is under the protection of the Federal Bankruptcy Court or (3) the Fund’s
|
||
Adviser has concluded that the issue is not likely to meet its future interest payment obligations and has
|
||
directed the Fund’s custodian to cease accruing additional income on the Fund’s records.
|
||
(7)
|
For fair value measurement disclosure purposes, investment categorized as Level 3.
|
|
(8)
|
Investment has a maturity of more than one year, but has variable rate and demand features which qualify
|
|
it as a short-term investment. The rate disclosed is that in effect at the end of the reporting period. This
|
||
rate changes periodically based on market conditions or a specified market index.
|
||
(9)
|
Variable Rate MuniFund Term Preferred Shares, at Liquidation Value as a percentage of Total Investments
|
|
is 28.0%.
|
||
N/R
|
Not rated.
|
|
WI/DD
|
Purchased on a when-issued or delayed delivery basis.
|
|
(ETM)
|
Escrowed to maturity.
|
|
(IF)
|
Inverse floating rate investment.
|
|
(UB)
|
Underlying bond of an inverse floating rate trust reflected as a financing transaction.
|
a.
|
The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
|
b.
|
There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
|