|
|
Portfolio of Investments (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
Nuveen Select Maturities Municipal Fund (NIM)
|
|
|
|
|
|
December 31, 2013
|
|
|
|
|
Principal
|
|
|
Optional Call
|
|
|
Amount (000)
|
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
|
LONG-TERM INVESTMENTS – 98.1%
|
|
|
|
|
|
MUNICIPAL BONDS – 98.1%
|
|
|
|
|
|
Alabama – 0.1%
|
|
|
|
$ 180
|
|
Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health
|
11/15 at 100.00
|
Baa2
|
$ 167,276
|
|
|
System Inc., Series 2005A, 5.000%, 11/15/30
|
|
|
|
|
|
Alaska – 0.1%
|
|
|
|
155
|
|
Alaska State, Sport Fishing Revenue Bonds, Refunding Series 2011, 5.000%, 4/01/21
|
4/20 at 100.00
|
A1
|
172,896
|
|
|
Arizona – 3.0%
|
|
|
|
|
|
Arizona Health Facilities Authority, Hospital System Revenue Bonds, Phoenix Children’s
|
|
|
|
|
|
Hospital, Refunding Series 2012A:
|
|
|
|
60
|
|
5.000%, 2/01/20
|
No Opt. Call
|
BBB+
|
65,774
|
290
|
|
5.000%, 2/01/27
|
2/22 at 100.00
|
BBB+
|
292,352
|
|
|
Arizona Sports and Tourism Authority, Senior Revenue Refunding Bonds, Multipurpose Stadium
|
|
|
|
|
|
Facility Project, Series 2012A:
|
|
|
|
425
|
|
5.000%, 7/01/25
|
7/22 at 100.00
|
A1
|
459,034
|
685
|
|
5.000%, 7/01/26
|
7/22 at 100.00
|
A1
|
733,197
|
685
|
|
5.000%, 7/01/27
|
7/22 at 100.00
|
A1
|
723,840
|
100
|
|
Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Electric Power
|
3/23 at 100.00
|
BBB
|
88,225
|
|
|
Company Project, Series 2013A, 4.000%, 9/01/29
|
|
|
|
|
|
Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc
|
|
|
|
|
|
Prepay Contract Obligations, Series 2007:
|
|
|
|
100
|
|
5.000%, 12/01/17
|
No Opt. Call
|
A–
|
110,054
|
100
|
|
5.250%, 12/01/19
|
No Opt. Call
|
A–
|
110,692
|
35
|
|
5.000%, 12/01/32
|
No Opt. Call
|
A–
|
34,076
|
480
|
|
5.000%, 12/01/37
|
No Opt. Call
|
A–
|
461,035
|
750
|
|
Surprise Municipal Property Corporation, Arizona, Wastewater System Revenue Bonds, Series
|
4/14 at 100.00
|
A–
|
753,923
|
|
|
2007, 4.500%, 4/01/17
|
|
|
|
3,710
|
|
Total Arizona
|
|
|
3,832,202
|
|
|
Arkansas – 1.0%
|
|
|
|
600
|
|
Independence County, Arkansas, Pollution Control Revenue Bonds, Arkansas Power and Light
|
No Opt. Call
|
A–
|
575,472
|
|
|
Company Project, Series 2013, 2.375%, 1/01/21
|
|
|
|
605
|
|
North Little Rock, Arkansas, Electric Revenue Refunding Bonds, Series 1992A, 6.500%, 7/01/15 –
|
No Opt. Call
|
A (4)
|
638,535
|
|
|
NPFG Insured (ETM)
|
|
|
|
1,205
|
|
Total Arkansas
|
|
|
1,214,007
|
|
|
California – 5.3%
|
|
|
|
300
|
|
Alameda Corridor Transportation Authority, California, Senior Lien Revenue Refunding Bonds,
|
No Opt. Call
|
A
|
341,271
|
|
|
Series 2013A, 5.000%, 10/01/23
|
|
|
|
330
|
|
California Health Facilities Financing Authority, Revenue Bonds, Catholic Healthcare West,
|
7/15 at 100.00
|
A
|
350,932
|
|
|
Series 2008H, 5.125%, 7/01/22
|
|
|
|
125
|
|
California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard
|
No Opt. Call
|
AA
|
127,120
|
|
|
Children’s Hospital, Series 2008A, 1.450%, 8/15/33 (Mandatory put 3/15/17)
|
|
|
|
160
|
|
California Health Facilities Financing Authority, Revenue Bonds, Lucile Salter Packard
|
No Opt. Call
|
AA
|
162,714
|
|
|
Children’s Hospital, Series 2012C, 1.450%, 8/15/23 (Mandatory put 3/15/17)
|
|
|
|
550
|
|
California Health Facilities Financing Authority, Revenue Bonds, Saint Joseph Health System,
|
No Opt. Call
|
AA–
|
629,228
|
|
|
Series 2013D, 5.000%, 7/01/43 (Mandatory put 10/15/20)
|
|
|
|
500
|
|
California State, General Obligation Bonds, Various Purpose Series 2010, 5.500%, 3/01/40
|
3/20 at 100.00
|
A1
|
538,900
|
135
|
|
California Statewide Communities Development Authority, Revenue Bonds, Kaiser Permanente,
|
No Opt. Call
|
A+
|
152,882
|
|
|
Series 2009E-1, 5.000%, 4/01/44 (Mandatory put 5/01/17)
|
|
|
|
250
|
|
Delano, California, Certificates of Participation, Delano Regional Medical Center, Series
|
No Opt. Call
|
BBB–
|
258,140
|
|
|
2012, 5.000%, 1/01/24
|
|
|
|
600
|
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/17 at 100.00
|
B
|
505,542
|
|
|
Bonds, Series 2007A-1, 4.500%, 6/01/27
|
|
|
|
365
|
|
Lake Elsinore Redevelopment Agency, California, Special Tax Bonds, Community Facilities
|
10/17 at 100.00
|
AA–
|
366,821
|
|
|
District 90-2, Series 2007A, 4.500%, 10/01/24 – AGM Insured
|
|
|
|
|
|
Moulton Niguel Water District, California, Certificates of Participation, Refunding
|
|
|
|
|
|
Series 2003:
|
|
|
|
250
|
|
5.000%, 9/01/21 – AMBAC Insured
|
9/16 at 100.00
|
AAA
|
271,110
|
250
|
|
5.000%, 9/01/22 – AMBAC Insured
|
9/16 at 100.00
|
AAA
|
270,820
|
500
|
|
5.000%, 9/01/23 – AMBAC Insured
|
9/16 at 100.00
|
AAA
|
539,575
|
295
|
|
Mount San Antonio Community College District, Los Angeles County, California, General
|
2/14 at 100.00
|
AA
|
196,918
|
|
|
Obligation Bonds, Election of 2008, Series 2013A, 0.000%, 8/01/28
|
|
|
|
2,000
|
|
Palomar Pomerado Health, California, General Obligation Bonds, Series 2009A, 0.000%, 8/01/25 –
|
No Opt. Call
|
AA–
|
1,152,380
|
|
|
AGC Insured
|
|
|
|
35
|
|
Riverside County Transportation Commission, California, Toll Revenue Senior Lien Bonds, Series
|
6/23 at 100.00
|
BBB–
|
34,948
|
|
|
2013A, 5.750%, 6/01/44
|
|
|
|
300
|
|
Sacramento Municipal Utility District, California, Electric Revenue Bonds, Series 2004T,
|
5/14 at 100.00
|
AA+ (4)
|
305,415
|
|
|
5.000%, 5/15/30 (Pre-refunded 5/15/14) – BHAC Insured
|
|
|
|
2,000
|
|
San Diego Community College District, California, General Obligation Bonds, Refunding Series
|
No Opt. Call
|
AA+
|
553,760
|
|
|
2011, 0.000%, 8/01/37
|
|
|
|
8,945
|
|
Total California
|
|
|
6,758,476
|
|
|
Colorado – 4.0%
|
|
|
|
2,895
|
|
Centennial Downs Metropolitan District, Colorado, General Obligation Bonds, Series 1999,
|
12/14 at 100.00
|
N/R
|
2,930,522
|
|
|
5.000%, 12/01/20 – AMBAC Insured
|
|
|
|
1,175
|
|
Colorado Educational and Cultural Facilities Authority, Revenue Bonds, Classical Academy
|
6/14 at 100.00
|
A
|
1,176,892
|
|
|
Charter School, Series 2003, 4.500%, 12/01/18 – SYNCORA GTY Insured
|
|
|
|
55
|
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B, 0.000%, 9/01/33 –
|
No Opt. Call
|
A
|
16,968
|
|
|
NPFG Insured
|
|
|
|
1,000
|
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B, 0.000%, 3/01/36 –
|
9/20 at 41.72
|
A
|
260,580
|
|
|
NPFG Insured
|
|
|
|
500
|
|
Plaza Metropolitan District 1, Lakewood, Colorado, Tax Increment Revenue Bonds, Refunding
|
No Opt. Call
|
N/R
|
521,315
|
|
|
Series 2013, 5.000%, 12/01/20
|
|
|
|
200
|
|
Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private
|
7/20 at 100.00
|
Baa3
|
203,886
|
|
|
Activity Bonds, Series 2010, 6.000%, 1/15/41
|
|
|
|
5,825
|
|
Total Colorado
|
|
|
5,110,163
|
|
|
Connecticut – 2.0%
|
|
|
|
875
|
|
Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,
|
No Opt. Call
|
AAA
|
862,698
|
|
|
Series 2010A-3, 0.875%, 7/01/49 (Mandatory put 2/08/18)
|
|
|
|
|
|
Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator
|
|
|
|
|
|
Lisbon Project, Series 1993A:
|
|
|
|
95
|
|
5.500%, 1/01/14 (Alternative Minimum Tax)
|
No Opt. Call
|
N/R
|
95,000
|
1,570
|
|
5.500%, 1/01/15 (Alternative Minimum Tax)
|
7/14 at 100.00
|
A–
|
1,571,429
|
2,540
|
|
Total Connecticut
|
|
|
2,529,127
|
|
|
Delaware – 0.1%
|
|
|
|
170
|
|
Delaware Health Facilities Authority, Revenue Bonds, Nanticoke Memorial Hospital, Series 2013,
|
7/23 at 100.00
|
BBB–
|
155,693
|
|
|
5.000%, 7/01/28
|
|
|
|
|
|
District of Columbia – 0.2%
|
|
|
|
120
|
|
District of Columbia Student Dormitory Revenue Bonds, Provident Group – Howard Properties LLC
|
10/22 at 100.00
|
BBB–
|
110,879
|
|
|
Issue, Series 2013, 5.000%, 10/01/30
|
|
|
|
150
|
|
District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds,
|
No Opt. Call
|
Baa1
|
155,796
|
|
|
Series 2001, 6.500%, 5/15/33
|
|
|
|
270
|
|
Total District of Columbia
|
|
|
266,675
|
|
|
Florida – 7.0%
|
|
|
|
80
|
|
Citizens Property Insurance Corporation, Florida, High Risk Assessment Revenue, Senior Secured
|
No Opt. Call
|
A+
|
88,616
|
|
|
Bonds, Series 2009A-1, 5.375%, 6/01/16
|
|
|
|
160
|
|
Citizens Property Insurance Corporation, Florida, High-Risk Account Revenue Bonds, Coastal
|
No Opt. Call
|
A+
|
180,818
|
|
|
Account Senior Secured Series 2011A-1, 5.000%, 6/01/18
|
|
|
|
370
|
|
Collier County Educational Facilities Authority, Florida, Revenue Bonds, Hodges University,
|
11/23 at 100.00
|
BBB–
|
362,408
|
|
|
Series 2013, 6.000%, 11/01/33
|
|
|
|
|
|
Florida Citizens Property Insurance Corporation, High Risk Account Revenue Bonds, Series 2007A:
|
|
|
|
1,215
|
|
5.000%, 3/01/15 – NPFG Insured
|
No Opt. Call
|
A+
|
1,278,107
|
340
|
|
5.000%, 3/01/16 – NPFG Insured
|
No Opt. Call
|
A+
|
370,328
|
|
|
Florida Citizens Property Insurance Corporation, Personal and Commercial Lines Account Bonds,
|
|
|
|
|
|
Senior Secured Series 2012A-1:
|
|
|
|
50
|
|
5.000%, 6/01/18
|
No Opt. Call
|
A+
|
56,506
|
455
|
|
5.000%, 6/01/20
|
No Opt. Call
|
A+
|
516,530
|
600
|
|
Florida Department of Environmental Protection, Florida Forever Revenue Bonds, Series 2007B,
|
7/17 at 101.00
|
AA–
|
668,742
|
|
|
5.000%, 7/01/19 – NPFG Insured
|
|
|
|
520
|
|
Halifax Hospital Medical Center, Florida, Revenue Bonds, Series 2006, 5.250%, 6/01/26
|
6/16 at 100.00
|
A–
|
524,342
|
|
|
Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System,
|
|
|
|
|
|
Series 2009:
|
|
|
|
10
|
|
5.500%, 6/01/29 – AGM Insured
|
6/19 at 100.00
|
AA–
|
10,483
|
10
|
|
5.625%, 6/01/34 – AGC Insured
|
6/19 at 100.00
|
AA–
|
10,319
|
750
|
|
North Sumter County Utility Dependent District, Florida, Utility Revenue Bonds, Series 2010,
|
No Opt. Call
|
A
|
815,543
|
|
|
5.000%, 10/01/20
|
|
|
|
270
|
|
Orange County School Board, Florida, Certificates of Participation, Series 2005B, 5.000%,
|
8/15 at 100.00
|
Aa2
|
286,778
|
|
|
8/01/25 – AMBAC Insured
|
|
|
|
2,000
|
|
Orange County, Florida, Tourist Development Tax Revenue Bonds, Series 2005, 5.000%, 10/01/22 –
|
10/15 at 100.00
|
AA–
|
2,142,480
|
|
|
AMBAC Insured
|
|
|
|
130
|
|
Port Everglades Authority, Florida, Port Facilities Revenue Bonds, Series 1986, 7.125%,
|
No Opt. Call
|
Aaa
|
145,089
|
|
|
11/01/16 (ETM)
|
|
|
|
680
|
|
South Miami Health Facilities Authority, Florida, Hospital Revenue, Baptist Health System
|
8/17 at 100.00
|
AA
|
720,712
|
|
|
Obligation Group, Series 2007, 5.000%, 8/15/27
|
|
|
|
|
|
Tampa, Florida, Cigarette Tax Allocation Bonds, H. Lee Moffitt Cancer Center Project,
|
|
|
|
|
|
Refunding & Capital Improvement Series 2012A:
|
|
|
|
100
|
|
5.000%, 9/01/22
|
No Opt. Call
|
A+
|
113,335
|
350
|
|
5.000%, 9/01/23
|
9/22 at 100.00
|
A+
|
389,305
|
150
|
|
5.000%, 9/01/25
|
9/22 at 100.00
|
A+
|
163,062
|
8,240
|
|
Total Florida
|
|
|
8,843,503
|
|
|
Georgia – 1.1%
|
|
|
|
300
|
|
Cherokee County Water and Sewerage Authority, Georgia, Revenue Bonds, Series 1995, 5.200%,
|
8/22 at 100.00
|
A (4)
|
345,540
|
|
|
8/01/25 (Pre-refunded 8/01/22) – NPFG Insured
|
|
|
|
900
|
|
Private Colleges and Universities Authority, Georgia, Revenue Bonds, Mercer University
|
10/22 at 100.00
|
Baa2
|
980,928
|
|
|
Project, Refunding Series 2012C, 5.250%, 10/01/23
|
|
|
|
1,200
|
|
Total Georgia
|
|
|
1,326,468
|
|
|
Guam – 0.1%
|
|
|
|
140
|
|
Guam Waterworks Authority, Water and Wastewater System Revenue Bonds, Series 2013,
|
7/23 at 100.00
|
A–
|
135,733
|
|
|
5.500%, 7/01/43
|
|
|
|
|
|
Hawaii – 0.2%
|
|
|
|
200
|
|
Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaii Pacific
|
7/23 at 100.00
|
BB+
|
198,026
|
|
|
University, Series 2013A, 6.250%, 7/01/27
|
|
|
|
|
|
Idaho – 0.1%
|
|
|
|
100
|
|
Madison County, Idaho, Hospital Revenue Certificates of Participation, Madison Memorial
|
9/16 at 100.00
|
BB+
|
90,053
|
|
|
Hospital, Series 2006, 5.250%, 9/01/37
|
|
|
|
|
|
Illinois – 13.3%
|
|
|
|
200
|
|
Chicago, Illinois, Tax Increment Allocation Bonds, Irving/Cicero Redevelopment Project, Series
|
No Opt. Call
|
N/R
|
200,000
|
|
|
1998, 7.000%, 1/01/14
|
|
|
|
1,500
|
|
Cook County Township High School District 208, Illinois, General Obligation Bonds, Series
|
12/15 at 100.00
|
Aa3
|
1,609,365
|
|
|
2006, 5.000%, 12/01/21 – NPFG Insured
|
|
|
|
325
|
|
Cook County, Illinois, General Obligation Bonds, Refunding Series 2012C, 5.000%, 11/15/21
|
No Opt. Call
|
AA
|
362,963
|
2,000
|
|
Huntley, Illinois, Special Service Area 9, Special Tax Bonds, Series 2007, 5.100%, 3/01/28 –
|
3/17 at 100.00
|
AA–
|
2,153,740
|
|
|
AGC Insured
|
|
|
|
455
|
|
Illinois Finance Authority, Revenue Bonds, Centegra Health System, Series 2012, 5.000%, 9/01/27
|
9/22 at 100.00
|
A–
|
459,272
|
640
|
|
Illinois Finance Authority, Revenue Bonds, OSF Healthcare System, Series 2007A,
|
11/17 at 100.00
|
A
|
658,822
|
|
|
5.750%, 11/15/37
|
|
|
|
250
|
|
Illinois Finance Authority, Revenue Bonds, Roosevelt University, Series 2007, 5.250%, 4/01/22
|
4/17 at 100.00
|
BBB
|
253,818
|
700
|
|
Illinois Health Facilities Authority, Revenue Bonds, Silver Cross Hospital and Medical
|
2/14 at 100.00
|
BBB–
|
701,512
|
|
|
Centers, Series 1999, 5.500%, 8/15/19
|
|
|
|
110
|
|
Illinois State, General Obligation Bonds, Refunding Series 2006, 5.000%, 1/01/15
|
No Opt. Call
|
A–
|
114,677
|
290
|
|
Illinois State, General Obligation Bonds, Refunding Series 2007B, 5.000%, 1/01/16
|
No Opt. Call
|
A–
|
311,834
|
425
|
|
Illinois State, General Obligation Bonds, Refunding Series 2008, 4.250%, 4/01/16
|
No Opt. Call
|
A–
|
453,488
|
1,165
|
|
Illinois State, General Obligation Bonds, Refunding Series 2010, 5.000%, 1/01/19
|
No Opt. Call
|
A–
|
1,297,041
|
|
|
Illinois State, General Obligation Bonds, Refunding Series 2012:
|
|
|
|
390
|
|
5.000%, 8/01/20
|
No Opt. Call
|
A–
|
428,832
|
320
|
|
5.000%, 8/01/21
|
No Opt. Call
|
A–
|
346,221
|
275
|
|
5.000%, 8/01/23
|
No Opt. Call
|
A–
|
292,240
|
110
|
|
5.000%, 8/01/24
|
8/22 at 100.00
|
A–
|
115,213
|
230
|
|
Illinois State, General Obligation Bonds, Series 2006, 5.000%, 1/01/17
|
1/16 at 100.00
|
A–
|
246,132
|
25
|
|
Illinois State, General Obligation Bonds, Series 2007A, 5.500%, 6/01/15
|
No Opt. Call
|
A–
|
26,627
|
300
|
|
Illinois State, General Obligation Bonds, Series 2012A, 4.000%, 1/01/20
|
No Opt. Call
|
A–
|
314,343
|
|
|
Illinois State, General Obligation Bonds, Series 2013:
|
|
|
|
280
|
|
5.500%, 7/01/25
|
7/23 at 100.00
|
A–
|
301,683
|
240
|
|
5.500%, 7/01/26
|
7/23 at 100.00
|
A–
|
256,001
|
1,355
|
|
Kane & DeKalb Counties Community Unit School District 301, Illinois, General Obligation Bonds,
|
No Opt. Call
|
Aa3
|
1,201,695
|
|
|
Series 2006, 0.000%, 12/01/18 – NPFG Insured
|
|
|
|
1,000
|
|
Peoria Public Building Commission, Illinois, School District Facility Revenue Bonds, Peoria
|
12/18 at 79.62
|
AA–
|
674,630
|
|
|
County School District 150 Project, Series 2009A, 0.000%, 12/01/22 – AGC Insured
|
|
|
|
|
|
Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds,
|
|
|
|
|
|
Series 2010:
|
|
|
|
500
|
|
5.000%, 6/01/19
|
No Opt. Call
|
A
|
567,825
|
1,000
|
|
5.250%, 6/01/21
|
No Opt. Call
|
A
|
1,138,520
|
700
|
|
Regional Transportation Authority, Cook, DuPage, Kane, Lake, McHenry and Will Counties,
|
No Opt. Call
|
AA
|
831,768
|
|
|
Illinois, General Obligation Bonds, Series 1994D, 7.750%, 6/01/19 – FGIC Insured
|
|
|
|
500
|
|
Sterling, Whiteside County, Illinois, General Obligation Bonds, Alternate Revenue Source,
|
No Opt. Call
|
A+
|
509,985
|
|
|
Series 2012, 4.000%, 11/01/22
|
|
|
|
355
|
|
Will, Grundy, Kendall, LaSalle, Kankakee, Livingston and Cook Counties Community College
|
6/18 at 100.00
|
AA
|
376,165
|
|
|
District 525 Joliet Junior College, Illinois, General Obligation Bond, Series 2008, 5.750%, 6/01/28
|
|
|
|
620
|
|
Williamson & Johnson Counties Community Unit School District 2, Marion, Illinois, Limited Tax
|
10/19 at 103.00
|
BBB
|
663,022
|
|
|
General Obligation Lease Certificates, Series 2011, 7.000%, 10/15/22
|
|
|
|
16,260
|
|
Total Illinois
|
|
|
16,867,434
|
|
|
Indiana – 1.6%
|
|
|
|
210
|
|
Indiana Finance Authority, Educational Facilities Revenue Bonds, Drexel Foundation For
|
10/19 at 100.00
|
BB–
|
214,059
|
|
|
Educational Excellence, Inc., Series 2009A, 6.000%, 10/01/21
|
|
|
|
180
|
|
Indiana Finance Authority, Private Activity Bonds, Ohio River Bridges East End Crossing
|
1/17 at 100.00
|
BBB
|
191,907
|
|
|
Project, Series 2013B, 5.000%, 1/01/19 (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
Indiana Health Facility Financing Authority, Revenue Bonds, Community Hospitals of Indiana,
|
5/15 at 100.00
|
N/R (4)
|
1,062,890
|
|
|
Series 2005A, 5.000%, 5/01/35 (Pre-refunded 5/01/15) – AMBAC Insured
|
|
|
|
250
|
|
Jasper County, Indiana, Pollution Control Revenue Refunding Bonds, Northern Indiana Public
|
No Opt. Call
|
A
|
284,910
|
|
|
Service Company Project, Series 1994A Remarketed, 5.850%, 4/01/19 – NPFG Insured
|
|
|
|
250
|
|
Lake County Building Corporation, Indiana, First Mortgage Bonds, Series 2012, 4.750%, 2/01/21
|
No Opt. Call
|
N/R
|
252,405
|
1,890
|
|
Total Indiana
|
|
|
2,006,171
|
|
|
Iowa – 0.7%
|
|
|
|
500
|
|
Ames, Iowa, Hospital Revenue Bonds, Mary Greeley Medical Center, Series 2011, 5.250%, 6/15/27
|
6/20 at 100.00
|
A2
|
519,545
|
335
|
|
Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company
|
No Opt. Call
|
BB–
|
322,371
|
|
|
Project, Series 2013, 5.000%, 12/01/19
|
|
|
|
835
|
|
Total Iowa
|
|
|
841,916
|
|
|
Kansas – 0.1%
|
|
|
|
245
|
|
Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Capital
|
No Opt. Call
|
BBB+
|
165,904
|
|
|
Appreciation Revenue Bonds Redevelopment Project Area B – Major Multi-Sport Athletic Complex
|
|
|
|
|
|
Project, Subordinate Lien Series 2010B, 0.000%, 6/01/21
|
|
|
|
|
|
Kentucky – 1.4%
|
|
|
|
325
|
|
Kentucky Economic Development Finance Authority, Louisville Arena Project Revenue Bonds,
|
6/18 at 100.00
|
AA–
|
334,409
|
|
|
Louisville Arena Authority, Inc., Series 2008-A1, 5.750%, 12/01/28 – AGC Insured
|
|
|
|
200
|
|
Kentucky Housing Corporation, Housing Revenue Bonds, Series 2005G, 5.000%, 7/01/30
|
1/15 at 100.60
|
AAA
|
202,580
|
|
|
(Alternative Minimum Tax)
|
|
|
|
385
|
|
Kentucky Public Transportation Infrastructure Authority, First Tier Toll Revenue Bonds,
|
No Opt. Call
|
Baa3
|
425,367
|
|
|
Downtown Crossing Project, Series 2013A, 5.000%, 7/01/17
|
|
|
|
340
|
|
Lexington-Fayette Urban County Government Public Facilities Corporation, Kentucky State Lease
|
6/21 at 100.00
|
Aa3
|
357,228
|
|
|
Revenue Bonds, Eastern State Hospital Project, Series 2011A, 5.250%, 6/01/29
|
|
|
|
150
|
|
Louisville-Jefferson County Metropolitan Government, Kentucky, Environmental Facilities
|
No Opt. Call
|
A–
|
150,182
|
|
|
Revenue, Louisville Gas & Electric Company Project, Series 2007B, 1.600%, 6/01/33 (Mandatory
|
|
|
|
|
|
put 6/01/17)
|
|
|
|
320
|
|
Louisville-Jefferson County Metropolitan Government, Kentucky, Pollution Control Revenue
|
No Opt. Call
|
A1
|
321,302
|
|
|
Bonds, Louisville Gas and Electric Company Project, Series 2003A, 1.650%, 10/01/33 (Mandatory
|
|
|
|
|
|
put 4/03/17)
|
|
|
|
1,720
|
|
Total Kentucky
|
|
|
1,791,068
|
|
|
Louisiana – 1.3%
|
|
|
|
935
|
|
Louisiana Public Facilities Authority, Revenue Bonds, Baton Rouge General Hospital, Series
|
7/14 at 100.00
|
A (4)
|
957,608
|
|
|
2004, 5.250%, 7/01/24 (Pre-refunded 7/01/14) – NPFG Insured
|
|
|
|
255
|
|
Louisiana Public Facilities Authority, Revenue Bonds, Ochsner Clinic Foundation Project,
|
5/17 at 100.00
|
Baa1
|
251,022
|
|
|
Series 2007A, 5.250%, 5/15/38
|
|
|
|
385
|
|
Saint Charles Parish, Louisiana, Gulf Opportunity Zone Revenue Bonds, Valero Project, Series
|
No Opt. Call
|
BBB
|
380,599
|
|
|
2010, 4.000%, 12/01/40 (Mandatory put 6/01/22)
|
|
|
|
1,575
|
|
Total Louisiana
|
|
|
1,589,229
|
|
|
Maine – 0.1%
|
|
|
|
25
|
|
Maine Health and Higher Educational Facilities Authority Revenue Bonds, Eastern Maine Medical
|
No Opt. Call
|
Baa1
|
22,919
|
|
|
Center Obligated Group Issue, Series 2013, 3.000%, 7/01/23
|
|
|
|
35
|
|
Portland, Maine, General Airport Revenue Bonds, Refunding Series 2013, 5.000%, 7/01/22
|
No Opt. Call
|
BBB+
|
38,846
|
60
|
|
Total Maine
|
|
|
61,765
|
|
|
Massachusetts – 1.4%
|
|
|
|
500
|
|
Massachusetts Development Finance Agency, Revenue Bonds, Orchard Cove, Series 2007,
|
10/17 at 100.00
|
N/R
|
500,130
|
|
|
5.000%, 10/01/19
|
|
|
|
250
|
|
Massachusetts Development Finance Authority, Revenue Bonds, 100 Cambridge Street
|
2/14 at 100.00
|
A
|
248,593
|
|
|
Redevelopment, M/SRBC Project, Series 2002A, 5.125%, 2/01/34 – NPFG Insured
|
|
|
|
|
|
Massachusetts Port Authority, Special Facilities Revenue Bonds, Delta Air Lines Inc.,
|
|
|
|
|
|
Series 2001A:
|
|
|
|
100
|
|
5.200%, 1/01/20 – AMBAC Insured (Alternative Minimum Tax)
|
1/14 at 100.00
|
N/R
|
98,735
|
470
|
|
5.000%, 1/01/27 – AMBAC Insured (Alternative Minimum Tax)
|
7/14 at 100.00
|
N/R
|
429,975
|
500
|
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,
|
8/15 at 100.00
|
Aa2 (4)
|
540,443
|
|
|
5.000%, 8/15/30 (Pre-refunded 8/15/15)
|
|
|
|
1,820
|
|
Total Massachusetts
|
|
|
1,817,876
|
|
|
Michigan – 2.7%
|
|
|
|
400
|
|
Detroit Downtown Development Authority, Michigan, Tax Increment Refunding Bonds, Development
|
No Opt. Call
|
A–
|
214,272
|
|
|
Area 1 Projects, Series 1996B, 0.000%, 7/01/23
|
|
|
|
1,000
|
|
Detroit, Michigan, General Obligation Bonds, Series 2001A-1, 5.375%, 4/01/18 – NPFG Insured (5)
|
4/14 at 100.00
|
A
|
946,360
|
50
|
|
Detroit, Michigan, Second Lien Sewerage Disposal System Revenue Bonds, Series 2005A, 5.000%,
|
7/15 at 100.00
|
A
|
44,838
|
|
|
7/01/35 – NPFG Insured
|
|
|
|
150
|
|
Detroit, Michigan, Senior Lien Sewerage Disposal System Revenue Bonds, Series 2001B, 5.500%,
|
No Opt. Call
|
A
|
145,589
|
|
|
7/01/29 – FGIC Insured
|
|
|
|
280
|
|
Michigan Finance Authority, Revenue Bonds, Detroit City School District, Series 2012,
|
No Opt. Call
|
A+
|
306,698
|
|
|
5.000%,6/01/18
|
|
|
|
200
|
|
Michigan Finance Authority, Unemployment Obligation Assessment Revenue Bonds, Series 2012B,
|
7/16 at 100.00
|
AAA
|
218,114
|
|
|
5.000%, 7/01/22
|
|
|
|
1,000
|
|
Michigan Hospital Finance Authority, Refunding and Project Revenue Bonds, Ascension Health
|
No Opt. Call
|
AA+
|
1,007,470
|
|
|
Senior Credit Group, Series 2010F-5, 1.500%, 11/15/47 (Mandatory put 3/15/17)
|
|
|
|
500
|
|
Wayne County Airport Authority, Michigan, Revenue Bonds, Detroit Metropolitan Airport,
|
No Opt. Call
|
A
|
555,760
|
|
|
Refunding Series 2010C, 5.000%, 12/01/16
|
|
|
|
3,580
|
|
Total Michigan
|
|
|
3,439,101
|
|
|
Minnesota – 0.2%
|
|
|
|
260
|
|
Northern Municipal Power Agency, Minnesota, Electric System Revenue Bonds, Refunding Series
|
No Opt. Call
|
AA–
|
272,394
|
|
|
2009A, 5.000%, 1/01/15 – AGC Insured
|
|
|
|
|
|
Mississippi – 0.5%
|
|
|
|
|
|
Mississippi Hospital Equipment and Facilities Authority, Revenue Bonds, Baptist Memorial
|
|
|
|
|
|
Healthcare, Series 2004B-1:
|
|
|
|
100
|
|
5.000%, 9/01/16
|
9/14 at 100.00
|
AA–
|
102,753
|
300
|
|
5.000%, 9/01/24
|
9/14 at 100.00
|
AA–
|
307,857
|
250
|
|
Warren County, Mississippi, Gulf Opportunity Zone Revenue Bonds, International Paper Company,
|
2/14 at 100.00
|
BBB
|
245,780
|
|
|
Series 2006A, 4.800%, 8/01/30
|
|
|
|
650
|
|
Total Mississippi
|
|
|
656,390
|
|
|
Missouri – 1.3%
|
|
|
|
100
|
|
Missouri Health and Educational Facilities Authority, Educational Facilities Revenue Bonds,
|
5/23 at 100.00
|
BBB+
|
100,212
|
|
|
Saint Louis College of Pharmacy, Series 2013, 5.250%, 5/01/33
|
|
|
|
315
|
|
St. Louis County, Missouri, GNMA Collateralized Mortgage Revenue Bonds, Series 1989A, 8.125%,
|
7/20 at 100.00
|
AA+ (4)
|
376,718
|
|
|
8/01/20 (Pre-refunded 7/01/20) (Alternative Minimum Tax)
|
|
|
|
1,000
|
|
St. Louis, Missouri, Airport Revenue Bonds, Lambert-St. Louis International Airport, Series
|
No Opt. Call
|
A
|
1,172,900
|
|
|
2005, 5.500%, 7/01/19 – NPFG Insured
|
|
|
|
1,415
|
|
Total Missouri
|
|
|
1,649,830
|
|
|
Montana – 0.3%
|
|
|
|
260
|
|
Billings, Montana, Tax Increment Urban Renewal Revenue Bonds, Expanded North 27th Street,
|
1/23 at 100.00
|
N/R
|
238,113
|
|
|
Series 2013A, 5.000%, 7/01/33
|
|
|
|
90
|
|
University of Montana, Revenue Bonds, Series 1996D, 5.375%, 5/15/19 – NPFG Insured (ETM)
|
3/14 at 100.00
|
A (4)
|
103,589
|
350
|
|
Total Montana
|
|
|
341,702
|
|
|
Nebraska – 0.9%
|
|
|
|
1,000
|
|
Dodge County School District 1, Nebraska, Fremont Public Schools, General Obligation Bonds,
|
12/14 at 100.00
|
Aa3 (4)
|
1,045,980
|
|
|
Series 2004, 5.000%, 12/15/19 (Pre-refunded 12/15/14) – AGM Insured
|
|
|
|
100
|
|
Douglas County School District 10 Elkhorn, Nebraska, General Obligation Bonds, Public Schools
|
6/22 at 100.00
|
AA–
|
106,079
|
|
|
Series 2012, 4.000%, 6/15/23
|
|
|
|
1,100
|
|
Total Nebraska
|
|
|
1,152,059
|
|
|
Nevada – 1.8%
|
|
|
|
1,000
|
|
Clark County, Nevada, Airport Revenue Bonds, Subordinate Lien Series 2010B, 5.750%, 7/01/42
|
1/20 at 100.00
|
A+
|
1,067,420
|
250
|
|
Las Vegas Redevelopment Agency, Nevada, Tax Increment Revenue Bonds, Series 2009A,
|
6/19 at 100.00
|
BBB–
|
269,475
|
|
|
8.000%, 6/15/30
|
|
|
|
50
|
|
Las Vegas, Nevada, Special Improvement District 607 Providence, Local Improvement Refunding
|
No Opt. Call
|
N/R
|
50,562
|
|
|
Bonds, Series 2013, 5.000%, 6/01/22
|
|
|
|
775
|
|
Washoe County, Nevada, General Obligation Bonds, Reno-Sparks Convention & Visitors Authority,
|
7/21 at 100.00
|
AA
|
857,313
|
|
|
Refunding Series 2011, 5.000%, 7/01/23
|
|
|
|
2,075
|
|
Total Nevada
|
|
|
2,244,770
|
|
|
New Hampshire – 0.5%
|
|
|
|
600
|
|
New Hampshire Health and Education Facilities Authority, Hospital Revenue Bonds, Speare
|
7/15 at 100.00
|
N/R (4)
|
646,332
|
|
|
Memorial Hospital, Series 2004, 5.500%, 7/01/25 (Pre-refunded 7/01/15)
|
|
|
|
|
|
New Jersey – 5.1%
|
|
|
|
190
|
|
Bayonne Redevelopment Agency, New Jersey, Revenue Bonds, Royal Caribbean Cruises Project,
|
No Opt. Call
|
BB
|
186,077
|
|
|
Series 2006A, 4.750%, 11/01/16 (Alternative Minimum Tax)
|
|
|
|
|
|
New Jersey Economic Development Authority, Cigarette Tax Revenue Bonds, Series 2004:
|
|
|
|
230
|
|
5.375%, 6/15/14 (ETM)
|
No Opt. Call
|
Aaa
|
235,490
|
15
|
|
5.375%, 6/15/15 – RAAI Insured (ETM)
|
No Opt. Call
|
Aaa
|
16,116
|
120
|
|
5.500%, 6/15/16 – RAAI Insured (ETM)
|
No Opt. Call
|
Aaa
|
134,820
|
|
|
New Jersey Economic Development Authority, Cigarette Tax Revenue Refunding Bonds, Series 2012:
|
|
|
|
60
|
|
4.000%, 6/15/19
|
No Opt. Call
|
BBB+
|
63,629
|
200
|
|
5.000%, 6/15/20
|
No Opt. Call
|
BBB+
|
219,964
|
300
|
|
5.000%, 6/15/21
|
No Opt. Call
|
BBB+
|
326,229
|
325
|
|
5.000%, 6/15/22
|
No Opt. Call
|
BBB+
|
351,777
|
350
|
|
5.000%, 6/15/23
|
6/22 at 100.00
|
BBB+
|
374,262
|
210
|
|
5.000%, 6/15/24
|
6/22 at 100.00
|
BBB+
|
220,655
|
500
|
|
5.000%, 6/15/25
|
6/22 at 100.00
|
BBB+
|
519,520
|
150
|
|
5.000%, 6/15/26
|
6/22 at 100.00
|
BBB+
|
154,248
|
85
|
|
4.250%, 6/15/27
|
6/22 at 100.00
|
BBB+
|
78,737
|
300
|
|
5.000%, 6/15/28
|
No Opt. Call
|
BBB+
|
300,609
|
150
|
|
New Jersey Economic Development Authority, Private Activity Bonds, The Goethals Bridge
|
1/24 at 100.00
|
BBB–
|
150,939
|
|
|
Replacement Project, Series 2013, 5.000%, 1/01/28 (Alternative Minimum Tax)
|
|
|
|
50
|
|
New Jersey Health Care Facilities Financing Authority, State Contract Bonds, Hospital Asset
|
10/18 at 100.00
|
A+
|
50,593
|
|
|
Transformation Program, Series 2008A, 5.250%, 10/01/38
|
|
|
|
1,730
|
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Capital
|
No Opt. Call
|
A+
|
576,869
|
|
|
Appreciation Series 2010A, 0.000%, 12/15/33
|
|
|
|
1,515
|
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2010D,
|
No Opt. Call
|
A+
|
1,702,678
|
|
|
5.000%, 12/15/23
|
|
|
|
260
|
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2012B, 5.000%, 1/01/19
|
No Opt. Call
|
A+
|
300,420
|
250
|
|
South Jersey Port Corporation, New Jersey, Marine Terminal Revenue Refunding Bonds, Series
|
No Opt. Call
|
A1
|
245,110
|
|
|
2012Q, 3.000%, 1/01/22
|
|
|
|
300
|
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
6/17 at 100.00
|
B1
|
277,125
|
|
|
Series 2007-1A, 4.500%, 6/01/23
|
|
|
|
7,290
|
|
Total New Jersey
|
|
|
6,485,867
|
|
|
New York – 5.0%
|
|
|
|
220
|
|
Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue
|
1/20 at 100.00
|
BBB–
|
230,872
|
|
|
Bonds, Barclays Center Project, Series 2009, 6.000%, 7/15/30
|
|
|
|
770
|
|
Dormitory Authority of the State of New York, Third General Resolution Revenue Bonds, State
|
5/22 at 100.00
|
AA–
|
857,118
|
|
|
University Educational Facilities Issue, Series 2012A, 5.000%, 5/15/25
|
|
|
|
415
|
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series
|
2/21 at 100.00
|
A
|
441,465
|
|
|
2011A, 5.750%, 2/15/47
|
|
|
|
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2000A:
|
|
|
|
170
|
|
0.000%, 6/01/22 – AGM Insured
|
No Opt. Call
|
AA–
|
129,926
|
30
|
|
0.000%, 6/01/24 – AGM Insured
|
No Opt. Call
|
AA–
|
20,537
|
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A:
|
|
|
|
145
|
|
4.000%, 12/01/16 – AGM Insured
|
No Opt. Call
|
AA–
|
155,678
|
130
|
|
5.000%, 12/01/26 – SYNCORA GTY Insured
|
6/16 at 100.00
|
A–
|
135,526
|
25
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006B,
|
6/16 at 100.00
|
AA–
|
25,384
|
|
|
5.000%, 12/01/35 – AGM Insured
|
|
|
|
150
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006B,
|
6/16 at 100.00
|
A–
|
150,891
|
|
|
5.000%, 12/01/35
|
|
|
|
25
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006C,
|
9/16 at 100.00
|
A–
|
25,149
|
|
|
5.000%, 9/01/35
|
|
|
|
405
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006D,
|
9/16 at 100.00
|
A
|
433,787
|
|
|
5.000%, 9/01/25 – NPFG Insured
|
|
|
|
|
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006E:
|
|
|
|
150
|
|
5.000%, 12/01/17 – FGIC Insured
|
12/16 at 100.00
|
A
|
166,059
|
395
|
|
5.000%, 12/01/18 – NPFG Insured
|
12/16 at 100.00
|
A
|
435,017
|
210
|
|
5.000%, 12/01/21 – FGIC Insured
|
12/16 at 100.00
|
A
|
229,322
|
150
|
|
5.000%, 12/01/22 – FGIC Insured
|
12/16 at 100.00
|
A
|
162,455
|
190
|
|
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2006F, 5.000%,
|
11/16 at 100.00
|
A
|
208,001
|
|
|
5/01/19 – NPFG Insured
|
|
|
|
575
|
|
New York State Thruway Authority, General Revenue Junior Indebtedness Obligations, Series
|
No Opt. Call
|
A–
|
661,221
|
|
|
2013A, 5.000%, 5/01/19
|
|
|
|
|
|
New York State Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed and
|
|
|
|
|
|
State Contingency Contract-Backed Bonds, Series 2011B:
|
|
|
|
360
|
|
5.000%, 6/01/17
|
No Opt. Call
|
AA–
|
409,309
|
565
|
|
5.000%, 6/01/18
|
No Opt. Call
|
AA–
|
651,767
|
|
|
New York State Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed and
|
|
|
|
|
|
State Contingency Contract-Backed Bonds, Series 2013B:
|
|
|
|
100
|
|
5.000%, 6/01/20
|
6/15 at 100.00
|
AA–
|
105,730
|
150
|
|
5.000%, 6/01/21
|
6/16 at 100.00
|
AA–
|
162,399
|
100
|
|
5.000%, 6/01/22
|
6/17 at 100.00
|
AA–
|
110,728
|
400
|
|
Triborough Bridge and Tunnel Authority, New York, General Purpose Revenue Bonds, Refunding
|
No Opt. Call
|
AA–
|
468,524
|
|
|
Series 2013B, 5.000%, 11/15/21
|
|
|
|
5,830
|
|
Total New York
|
|
|
6,376,865
|
|
|
North Carolina – 0.2%
|
|
|
|
200
|
|
North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Refunding Series
|
No Opt. Call
|
A
|
230,368
|
|
|
2012A, 5.000%, 1/01/19
|
|
|
|
|
|
Ohio – 3.4%
|
|
|
|
45
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
No Opt. Call
|
Baa1
|
49,001
|
|
|
Bonds, Senior Lien, Series 2007A-1, 5.000%, 6/01/17
|
|
|
|
1,325
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
6/17 at 100.00
|
B–
|
1,094,318
|
|
|
Bonds, Senior Lien, Series 2007A-2, 5.125%, 6/01/24
|
|
|
|
480
|
|
Fairfield County, Ohio, Hospital Facilities Revenue Bonds, Fairfield Medical Center Project,
|
6/23 at 100.00
|
Baa2
|
449,486
|
|
|
Series 2013, 5.000%, 6/15/43
|
|
|
|
250
|
|
Lake County, Ohio, Hospital Facilities Revenue Bonds, Lake Hospital System, Inc., Refunding
|
8/18 at 100.00
|
A3
|
265,320
|
|
|
Series 2008C, 5.500%, 8/15/24
|
|
|
|
|
|
New Albany Community Authority, Ohio, Community Facilities Revenue Refunding Bonds,
|
|
|
|
|
|
Series 2012C:
|
|
|
|
25
|
|
4.000%, 10/01/18
|
No Opt. Call
|
A1
|
27,230
|
30
|
|
4.000%, 10/01/19
|
No Opt. Call
|
A1
|
32,529
|
40
|
|
4.000%, 10/01/20
|
No Opt. Call
|
A1
|
42,913
|
45
|
|
5.000%, 10/01/21
|
No Opt. Call
|
A1
|
50,700
|
35
|
|
5.000%, 10/01/22
|
No Opt. Call
|
A1
|
39,382
|
2,000
|
|
Ohio Turnpike Commission, Turnpike Revenue Bonds, Infrastructure Projects, Junior Lien
|
2/31 at 100.00
|
A+
|
1,228,440
|
|
|
Convertible Series 2013A-3, 0.000%, 2/15/34
|
|
|
|
1,000
|
|
Toledo-Lucas County Port Authority, Ohio, Port Revenue Bonds, Cargill Inc., Series 2004B,
|
No Opt. Call
|
A
|
1,048,020
|
|
|
4.500%, 12/01/15
|
|
|
|
5,275
|
|
Total Ohio
|
|
|
4,327,339
|
|
|
Oklahoma – 0.8%
|
|
|
|
1,000
|
|
Oklahoma Capitol Improvement Authority, State Facilities Revenue Bonds, Series 2005F, 5.000%,
|
7/15 at 100.00
|
AA
|
1,047,080
|
|
|
7/01/27 – AMBAC Insured
|
|
|
|
|
|
Pennsylvania – 7.7%
|
|
|
|
935
|
|
Beaver County Industrial Development Authority, Pennsylvania, Pollution Control Revenue
|
No Opt. Call
|
BBB–
|
906,885
|
|
|
Refunding Bonds, FirstEnergy Nuclear Generation Project, Series 2006B, 2.500%, 12/01/41
|
|
|
|
|
|
(Mandatory put 6/01/17)
|
|
|
|
100
|
|
Cumberland County Municipal Authority, Pennsylvania, Revenue Bonds, Presbyterian Homes Inc.,
|
No Opt. Call
|
BBB+
|
105,363
|
|
|
Refunding Series 2005A, 5.000%, 12/01/15 – RAAI Insured
|
|
|
|
200
|
|
Luzerne County Industrial Development Authority, Pennsylvania, Guaranteed Lease Revenue Bonds,
|
12/19 at 100.00
|
N/R
|
198,946
|
|
|
Series 2009, 7.750%, 12/15/27
|
|
|
|
205
|
|
Pennsylvania Economic Development Financing Authority, Health System Revenue Bonds , Albert
|
10/19 at 100.00
|
BBB+
|
220,961
|
|
|
Einstein Healthcare, Series 2009A, 6.250%, 10/15/23
|
|
|
|
215
|
|
Pennsylvania Economic Development Financing Authority, Unemployment Compensation Revenue
|
7/17 at 100.00
|
Aaa
|
241,909
|
|
|
Bonds, Series 2012B, 5.000%, 1/01/22
|
|
|
|
345
|
|
Pennsylvania Higher Educational Facilities Authority, College Revenue Bonds, Ninth Series
|
No Opt. Call
|
Aaa
|
367,480
|
|
|
1976, 7.625%, 7/01/15 (ETM)
|
|
|
|
225
|
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, University of the Arts,
|
3/14 at 100.00
|
N/R (4)
|
254,372
|
|
|
Series 1999, 5.150%, 3/15/20 – RAAI Insured (ETM)
|
|
|
|
125
|
|
Pennsylvania Public School Building Authority, Lease Revenue Bonds, School District of
|
12/16 at 100.00
|
AA–
|
121,039
|
|
|
Philadelphia, Series 2006B, 4.500%, 6/01/32 – AGM Insured
|
|
|
|
580
|
|
Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Subordinate Special Revenue
|
12/20 at 100.00
|
AA
|
534,047
|
|
|
Bonds, Series 2010A, 0.000%, 12/01/34
|
|
|
|
4,120
|
|
Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Eighteenth Series 2004, 5.000%, 8/01/15 –
|
8/14 at 100.00
|
BBB+
|
4,207,089
|
|
|
AMBAC Insured
|
|
|
|
1,115
|
|
Philadelphia Gas Works, Pennsylvania, Revenue Bonds, Twelfth Series 1990B, 7.000%, 5/15/20 –
|
No Opt. Call
|
A (4)
|
1,339,070
|
|
|
NPFG Insured (ETM)
|
|
|
|
865
|
|
St. Mary Hospital Authority, Pennsylvania, Health System Revenue Bonds, Catholic Health East,
|
5/19 at 100.00
|
Aa2
|
937,331
|
|
|
Series 2009D, 6.250%, 11/15/34
|
|
|
|
330
|
|
Union County Hospital Authority, Pennsylvania, Hospital Revenue Bonds, Evangelical Community
|
No Opt. Call
|
BBB+
|
362,261
|
|
|
Hospital Project, Refunding and Improvement Series 2011, 5.750%, 8/01/21
|
|
|
|
9,360
|
|
Total Pennsylvania
|
|
|
9,796,753
|
|
|
Puerto Rico – 0.9%
|
|
|
|
45
|
|
Puerto Rico Aqueduct and Sewerage Authority, Revenue Bonds, Senior Lien Series 2012A,
|
No Opt. Call
|
BBB–
|
32,951
|
|
|
5.000%, 7/01/22
|
|
|
|
20
|
|
Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2007N, 0.000%,
|
No Opt. Call
|
Baa3
|
12,971
|
|
|
7/01/19 – AMBAC Insured
|
|
|
|
500
|
|
Puerto Rico Industrial, Tourist, Educational, Medical and Environmental Control Facilities
|
No Opt. Call
|
BBB–
|
361,745
|
|
|
Financing Authority, Higher Education Revenue Bonds, Ana G. Mendez University System Project,
|
|
|
|
|
|
Refunding Series 2012, 5.000%, 4/01/27
|
|
|
|
975
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate Series
|
8/26 at 100.00
|
A+
|
685,220
|
|
|
2009A, 0.000%, 8/01/32
|
|
|
|
75
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate Series
|
No Opt. Call
|
A+
|
15,094
|
|
|
2010A, 0.000%, 8/01/32
|
|
|
|
25
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate Series
|
No Opt. Call
|
A+
|
2,935
|
|
|
2010C, 0.000%, 8/01/38
|
|
|
|
25
|
|
Puerto Rico, General Obligation and Public Improvement Bonds, Series 2002A, 5.500%, 7/01/17 –
|
No Opt. Call
|
BBB–
|
22,679
|
|
|
SYNCORA GTY Insured
|
|
|
|
1,665
|
|
Total Puerto Rico
|
|
|
1,133,595
|
|
|
Rhode Island – 1.3%
|
|
|
|
200
|
|
Rhode Island Health and Educational Building Corporation, Revenue Bonds, Care New England
|
9/23 at 100.00
|
BBB
|
198,000
|
|
|
Health System, Series 2013A, 5.500%, 9/01/28
|
|
|
|
|
|
Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,
|
|
|
|
|
|
Series 2002A:
|
|
|
|
430
|
|
6.125%, 6/01/32
|
6/14 at 100.00
|
BBB+
|
422,527
|
1,020
|
|
6.250%, 6/01/42
|
6/14 at 100.00
|
BBB–
|
982,597
|
1,650
|
|
Total Rhode Island
|
|
|
1,603,124
|
|
|
South Carolina – 4.9%
|
|
|
|
510
|
|
Greenville County School District, South Carolina, Installment Purchase Revenue Bonds, Series
|
12/16 at 100.00
|
AA
|
555,859
|
|
|
2006, 5.000%, 12/01/24
|
|
|
|
1,540
|
|
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1991, 6.750%,
|
No Opt. Call
|
Baa1 (4)
|
1,932,715
|
|
|
1/01/19 – FGIC Insured (ETM)
|
|
|
|
3,025
|
|
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1991, 6.750%,
|
No Opt. Call
|
Baa1
|
3,702,237
|
|
|
1/01/19 – FGIC Insured
|
|
|
|
5,075
|
|
Total South Carolina
|
|
|
6,190,811
|
|
|
South Dakota – 0.8%
|
|
|
|
1,000
|
|
South Dakota Health and Educational Facilities Authority, Revenue Bonds, Sanford Health,
|
5/17 at 100.00
|
A+
|
1,018,300
|
|
|
Series 2007, 5.000%, 11/01/27
|
|
|
|
|
|
Tennessee – 0.2%
|
|
|
|
|
|
Knox County Health, Educational and Housing Facility Board, Tennessee, Hospital Revenue
|
|
|
|
|
|
Refunding Bonds, Covenant Health, Series 2012A:
|
|
|
|
100
|
|
4.000%, 1/01/22
|
No Opt. Call
|
A
|
102,864
|
180
|
|
5.000%, 1/01/23
|
No Opt. Call
|
A
|
194,978
|
280
|
|
Total Tennessee
|
|
|
297,842
|
|
|
Texas – 10.7%
|
|
|
|
1,055
|
|
Austin, Texas, General Obligation Bonds, Series 2004, 5.000%, 9/01/20 (Pre-refunded 9/01/14) –
|
9/14 at 100.00
|
AAA
|
1,089,013
|
|
|
NPFG Insured
|
|
|
|
560
|
|
Bexar County Housing Finance Corporation, Texas, FNMA Guaranteed Multifamily Housing Revenue
|
No Opt. Call
|
N/R
|
580,530
|
|
|
Bonds, Villas Sonterra Apartments Project, Series 2007A, 4.700%, 10/01/15 (Alternative
|
|
|
|
|
|
Minimum Tax)
|
|
|
|
|
|
Bexar Metropolitan Water District, Texas, Waterworks System Revenue Bonds, Refunding
|
|
|
|
|
|
Series 2007:
|
|
|
|
125
|
|
5.000%, 5/01/23 – SYNCORA GTY Insured
|
5/17 at 100.00
|
A1
|
139,419
|
15
|
|
5.000%, 5/01/24 – SYNCORA GTY Insured
|
5/17 at 100.00
|
A1
|
16,704
|
25
|
|
5.000%, 5/01/25 – SYNCORA GTY Insured
|
5/17 at 100.00
|
A1
|
27,118
|
10
|
|
Bexar Metropolitan Water District, Texas, Waterworks System Revenue Bonds, Refunding Series
|
5/20 at 100.00
|
A1
|
10,547
|
|
|
2010, 5.875%, 5/01/40
|
|
|
|
10
|
|
Bexar Metropolitan Water District, Texas, Waterworks System Revenue Bonds, Series 2006,
|
5/16 at 100.00
|
A1
|
10,275
|
|
|
4.500%, 5/01/25 – NPFG Insured
|
|
|
|
|
|
Bexar Metropolitan Water District, Texas, Waterworks System Revenue Refunding Bonds,
|
|
|
|
|
|
Series 2009:
|
|
|
|
20
|
|
5.000%, 5/01/29
|
5/19 at 100.00
|
A1
|
20,621
|
185
|
|
5.000%, 5/01/39
|
5/19 at 100.00
|
A1
|
186,970
|
25
|
|
Brazos River Authority, Texas, Collateralized Pollution Control Revenue Bonds, Texas Utilities
|
3/14 at 100.00
|
CC
|
749
|
|
|
Electric Company, Series 2003D, 5.400%, 10/01/29 (Mandatory put 5/01/14)
|
|
|
|
2,000
|
|
Brazos River Authority, Texas, Collateralized Revenue Bonds, CenterPoint Energy Inc.,
|
6/14 at 100.00
|
A
|
2,028,820
|
|
|
Refunding Series 2004B, 4.250%, 12/01/17 – FGIC Insured
|
|
|
|
5
|
|
Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2005, 5.000%,
|
1/15 at 100.00
|
A (4)
|
5,238
|
|
|
1/01/45 (Pre-refunded 1/01/15) – FGIC Insured
|
|
|
|
500
|
|
Central Texas Regional Mobility Authority, Revenue Bonds, Senior Lien Series 2011,
|
1/21 at 100.00
|
Baa2
|
515,110
|
|
|
6.250%, 1/01/46
|
|
|
|
1,875
|
|
Denton Independent School District, Denton County, Texas, General Obligation Bonds, Series
|
8/16 at 100.00
|
AAA
|
2,077,650
|
|
|
2006, 5.000%, 8/15/20
|
|
|
|
610
|
|
Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Subordinate Lien
|
2/14 at 100.00
|
AA+ (4)
|
611,202
|
|
|
Series 2013C, 2.000%, 10/01/17 (Mandatory put 2/15/14) (Pre-refunded 2/15/14)
|
|
|
|
1,000
|
|
Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment
|
9/16 at 100.00
|
A2
|
1,083,360
|
|
|
Facilities Department, Refunding Series 2011B, 5.250%, 9/01/25
|
|
|
|
500
|
|
Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment
|
No Opt. Call
|
A2
|
318,905
|
|
|
Project, Series 2001B, 0.000%, 9/01/23 – AMBAC Insured
|
|
|
|
300
|
|
Kerrville Health Facilities Development Corporation, Texas, Revenue Bonds, Sid Peterson
|
2/16 at 100.00
|
BBB–
|
301,665
|
|
|
Memorial Hospital Project, Series 2005, 5.125%, 8/15/26
|
|
|
|
200
|
|
Love Field Airport Modernization Corporation, Texas, Special Facilities Revenue Bonds,
|
11/20 at 100.00
|
BBB–
|
199,984
|
|
|
Southwest Airlines Company, Series 2010, 5.250%, 11/01/40
|
|
|
|
|
|
McCamey County Hospital District, Texas, General Obligation Bonds, Series 2013:
|
|
|
|
100
|
|
5.000%, 12/01/25
|
No Opt. Call
|
Baa2
|
101,583
|
100
|
|
5.250%, 12/01/28
|
12/25 at 100.00
|
Baa2
|
99,637
|
|
|
North Central Texas Health Facilities Development Corporation, Texas, Revenue Bonds,
|
|
|
|
|
|
Children’s Medical Center Dallas Project, Series 2012:
|
|
|
|
400
|
|
5.000%, 8/15/24
|
8/22 at 100.00
|
AA
|
438,924
|
380
|
|
5.000%, 8/15/25
|
8/22 at 100.00
|
AA
|
412,300
|
1,060
|
|
North Texas Tollway Authority, Second Tier System Revenue Refunding Bonds, Series 2008F,
|
1/18 at 100.00
|
A3
|
1,108,410
|
|
|
5.750%, 1/01/38
|
|
|
|
750
|
|
North Texas Tollway Authority, Special Projects System Revenue Bonds, Current Interest Series
|
9/21 at 100.00
|
AA+
|
834,450
|
|
|
2011D, 5.000%, 9/01/24
|
|
|
|
|
|
North Texas Tollway Authority, Special Projects System Revenue Bonds, Series 2011A:
|
|
|
|
100
|
|
0.000%, 9/01/43
|
9/31 at 100.00
|
AA+
|
68,023
|
490
|
|
0.000%, 9/01/45
|
9/31 at 100.00
|
AA+
|
369,225
|
860
|
|
Texas Municipal Gas Acquisition and Supply Corporation I, Gas Supply Revenue Bonds, Series
|
6/14 at 100.00
|
A–
|
854,453
|
|
|
2006B, 0.720%, 12/15/17
|
|
|
|
100
|
|
Texas Municipal Gas Acquisition and Supply Corporation III, Gas Supply Revenue Bonds, Series
|
No Opt. Call
|
A3
|
94,831
|
|
|
2012, 5.000%, 12/15/32
|
|
|
|
13,360
|
|
Total Texas
|
|
|
13,605,716
|
|
|
Virgin Islands – 0.4%
|
|
|
|
525
|
|
Virgin Islands Public Finance Authority, Matching Fund Loan Notes Revenue Bonds, Senior Lien
|
10/20 at 100.00
|
BBB
|
520,443
|
|
|
Series 2010A, 5.000%, 10/01/29
|
|
|
|
|
|
Virginia – 0.6%
|
|
|
|
250
|
|
Virginia College Building Authority, Educational Facilities Revenue Refunding Bonds, Marymount
|
7/14 at 100.00
|
N/R
|
250,515
|
|
|
University, Series 1998, 5.100%, 7/01/18 – RAAI Insured
|
|
|
|
500
|
|
Virginia Small Business Financing Authority, Senior Lien Revenue Bonds, Elizabeth River
|
7/22 at 100.00
|
BBB–
|
484,055
|
|
|
Crossing, Opco LLC Project, Series 2012, 5.500%, 1/01/42 (Alternative Minimum Tax)
|
|
|
|
750
|
|
Total Virginia
|
|
|
734,570
|
|
|
Washington – 1.6%
|
|
|
|
1,050
|
|
Washington Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer Research
|
1/21 at 100.00
|
A
|
1,065,897
|
|
|
Center, Series 2011A, 5.375%, 1/01/31
|
|
|
|
330
|
|
Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 3, Series
|
No Opt. Call
|
Aa1
|
383,440
|
|
|
1989B, 7.125%, 7/01/16 – NPFG Insured
|
|
|
|
585
|
|
Whidbey Island Public Hospital District, Island County, Washington, General Obligation Bonds,
|
12/22 at 100.00
|
A2
|
600,935
|
|
|
Whidbey General Series 2013, 5.500%, 12/01/33
|
|
|
|
1,965
|
|
Total Washington
|
|
|
2,050,272
|
|
|
Wisconsin – 2.1%
|
|
|
|
|
|
University of Wisconsin Hospitals and Clinics Authority, Revenue Bonds, Refunding Series 2013A:
|
|
|
|
755
|
|
4.000%, 4/01/20
|
No Opt. Call
|
Aa3
|
805,366
|
25
|
|
5.000%, 4/01/21
|
No Opt. Call
|
Aa3
|
27,907
|
15
|
|
5.000%, 4/01/22
|
No Opt. Call
|
Aa3
|
16,691
|
25
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care,
|
4/15 at 100.00
|
A
|
25,217
|
|
|
Inc., Series 2010A, 5.625%, 4/15/33
|
|
|
|
320
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care,
|
No Opt. Call
|
A
|
354,560
|
|
|
Inc., Series 2010B, 5.000%, 7/15/20
|
|
|
|
675
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care,
|
7/21 at 100.00
|
A
|
703,121
|
|
|
Inc., Series 2012A, 5.000%, 7/15/25
|
|
|
|
30
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Ministry Health Care,
|
No Opt. Call
|
A+
|
33,711
|
|
|
Inc., Refunding 2012C, 5.000%, 8/15/17
|
|
|
|
|
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan
|
|
|
|
|
|
Healthcare System, Series 2006A:
|
|
|
|
500
|
|
5.250%, 8/15/18
|
8/16 at 100.00
|
A–
|
540,880
|
180
|
|
5.250%, 8/15/34
|
8/16 at 100.00
|
A–
|
174,371
|
2,525
|
|
Total Wisconsin
|
|
|
2,681,824
|
$ 125,065
|
|
Total Municipal Bonds (cost $121,357,490)
|
|
|
124,445,008
|