| Srl |
Moody's |
Quantity |
Description |
Coupon |
Maturity |
- |
Yield |
Approx. |
| No. |
S & P |
Cusip |
|
Call Date |
Call Price |
- |
|
Price |
| 1) |
BAA1 |
40000 |
LEE CO, FL IMP REV |
0.000 |
10/1/2011 |
YTM |
1.500% |
98.422 |
|
A |
523484HE6 |
NATL INS OID-5.85 B/E N/C |
|
|
|
|
|
| 2) |
AA3 |
25000 |
TRENTON, NJ TAXABLE |
4.600 |
4/1/2012 |
YTM |
2.000% |
103.982 |
|
NR |
895130H47 |
(ST AID) AGM INS B/E N/C |
|
|
|
|
|
| 3) |
AA3 |
45000 |
NEW YORK STATE DORM AUTH REV |
5.500 |
7/1/2012 |
YTM |
3.413% |
|
|
AA- |
64983X3N2 |
CITY UNIV B/E |
7/1/2011 |
100.000 |
YTC |
1.000% |
103.636 |
| 4) |
AA1 |
15000 |
PHOENIX, ARIZONA |
6.700 |
7/1/2012 |
YTM |
1.250% |
109.741 |
|
AAA |
7188137S1 |
REG-N/C |
|
|
|
|
|
| 5) |
A1 |
10000 |
LONGWOOD CSD,NY |
5.000 |
3/15/2013 |
YTM |
1.250% |
109.271 |
|
NR |
543364CC5 |
NATL INS B/E N/C |
|
|
|
|
|
| 6) |
AA2 |
5000 |
WISCONSIN RAPIDS, WI S/D |
5.125 |
4/1/2013 |
YTM |
2.300% |
106.992 |
|
NR |
976891DD0 |
TAXABLE NATL INS B/E N/C |
|
|
|
|
|
| 7) |
AA3 |
25000 |
TRENTON, NJ TAXABLE |
4.700 |
4/1/2013 |
YTM |
2.500% |
105.429 |
|
NR |
895130H54 |
AGM INS B/E N/C |
|
|
|
|
|
| 8) |
AA3 |
10000 |
PHILADELPHIA PA WTR & SWR REV |
5.250 |
7/1/2013 |
YTM |
1.500% |
110.292 |
|
AAA |
717893QB0 |
AGM INS B/E N/C |
|
|
|
|
|
| 9) |
A1 |
10000 |
TUCSON, AZ STREET & HWY REV |
4.700 |
7/1/2013 |
YTM |
1.500% |
108.782 |
|
AA |
898785JZ4 |
NATL INS B/E |
|
|
|
|
|
| 10) |
AA3 |
50000 |
PITTSBURGH, PA |
5.000 |
9/1/2013 |
YTM |
1.350% |
110.627 |
|
AAA |
725209FA3 |
AGM INS B/E |
|
|
|
|
|
| 11) |
AA3 |
50000 |
ST PETERSBURG, FL EXCISE TAX |
5.150 |
10/1/2013 |
YTM |
1.500% |
110.889 |
|
A |
793257BG0 |
REV NATL INS B/E N/C |
|
|
|
|
|
| 12) |
BAA1 |
30000 |
POLK CO FL S/D SALES TAX REV |
5.000 |
10/1/2013 |
YTM |
2.000% |
108.871 |
|
A+ |
731127BF2 |
NATL INS B/E N/C |
|
|
|
|
|
| 13) |
A1 |
20000 |
NORTH CAROLINA MED CARE FACIL |
5.000 |
11/1/2013 |
YTM |
2.000% |
109.104 |
|
A+ |
657902H88 |
REV (NOVANT HLTH) B/E N/C |
|
|
|
|
|
| 14) |
NR |
10000 |
DUNDEE, ILL |
5.000 |
12/1/2013 |
YTM |
2.000% |
109.336 |
|
AA |
265300BC6 |
AMBAC INS B/E |
|
|
|
|
|
| 15) |
AA3 |
10000 |
OKLAHOMA TURNPIKE REV |
4.000 |
1/1/2014 |
YTM |
1.750% |
107.211 |
|
AA- |
679111RW6 |
XLCA INS B/E |
|
|
|
|
|
| 16) |
AA2 |
10000 |
MARIETTA, GA |
5.000 |
2/1/2014 |
YTM |
1.500% |
111.548 |
|
AA+ |
567643NS6 |
B/E N/C |
|
|
|
|
|
| 17) |
AA2 |
5000 |
SENECA VALLEY, PA S/D |
5.000 |
2/15/2014 |
YTM |
2.000% |
109.912 |
|
NR |
817207ML4 |
(ST AID) NATL INS B/E N/C |
|
|
|
|
|
| 18) |
NR |
25000 |
SPRINGFIELD, IL |
5.000 |
3/1/2014 |
YTM |
2.000% |
110.037 |
|
NR |
850578PY5 |
ELECTRIC REV B/E |
|
|
|
|
|
| 19) |
AA2 |
15000 |
FOND DU LAC CO, WI |
4.000 |
3/1/2014 |
YTM |
1.500% |
108.447 |
|
NR |
344442JK5 |
B/E N/C |
|
|
|
|
|
| 20) |
NR |
15000 |
NEW YORK STATE THRUEWAY REV |
5.000 |
4/1/2014 |
YTM |
1.500% |
112.100 |
|
AA |
650014MK6 |
B/E |
|
|
|
|
|
| 21) |
AA3 |
15000 |
NEW YORK STATE THRUWAY AUTH |
5.000 |
4/1/2014 |
YTM |
1.500% |
112.100 |
|
AAA |
650013R98 |
REV-FSA-B/E-N/C |
|
|
|
|
|
| 22) |
AAA |
10000 |
ALPHARETTA, GA |
5.000 |
5/1/2014 |
YTM |
1.500% |
112.375 |
|
AAA |
020807ER0 |
B/E |
|
|
|
|
|
| 23) |
AA2 |
20000 |
GRAND BLANC, MI S/D |
5.000 |
5/1/2014 |
YTM |
2.200% |
109.758 |
|
AAA |
385244HA9 |
Q-SBLF AGM INS B/E N/C |
|
|
|
|
|
| 24) |
A3 |
10000 |
LONG ISLAND PWR AUTH REV,NY |
5.000 |
5/1/2014 |
YTM |
1.500% |
112.375 |
|
A- |
542690V82 |
N/C B/E |
|
|
|
|
|
| 25) |
NR |
15000 |
LONGMONT COLO SALES TAX REV |
4.000 |
5/15/2014 |
YTM |
1.400% |
109.307 |
|
AA+ |
543103BW4 |
B/E N/C |
|
|
|
|
|
| 26) |
AAA |
15000 |
CLARK CO, NV |
5.000 |
6/1/2014 |
YTM |
2.000% |
110.729 |
|
AAA |
180847K20 |
AGM INS B/E N/C |
|
|
|
|
|
| 27) |
BAA1 |
15000 |
ONSLOW, NC WATER & SEWER REV |
5.000 |
6/1/2014 |
YTM |
1.600% |
112.262 |
|
A |
682852BL1 |
NATL INS B/E N/C |
|
|
|
|
|
| 28) |
NR |
10000 |
KENTUCKY INFRA AUTH REV |
5.250 |
8/1/2014 |
YTM |
1.500% |
114.142 |
|
AA |
4913133B6 |
B/E N/C |
|
|
|
|
|
| 29) |
AA3 |
95000 |
ST PETERSBURG, FL EXCISE TAX |
5.000 |
10/1/2014 |
YTM |
1.500% |
113.747 |
|
A |
793257BH8 |
REV NATL INS B/E N/C |
|
|
|
|
|
| 30) |
AA2 |
20000 |
MIAMI-DADE CO, FL WTR & SWR |
5.000 |
10/1/2014 |
YTM |
1.500% |
113.747 |
|
AAA |
59334DEF7 |
REV AGM INS B/E N/C |
|
|
|
|
|
| 31) |
A1 |
100000 |
SYRACUSE, NY |
5.000 |
11/1/2014 |
YTM |
1.500% |
114.020 |
|
A |
871702TA4 |
NATL INS B/E |
|
|
|
|
|
| 32) |
A2 |
20000 |
METROPOLITAN TRANS AUTH REV NY |
5.000 |
11/15/2014 |
YTM |
1.400% |
114.585 |
|
A |
59259YBT5 |
B/E |
|
|
|
|
|
| 33) |
AA2 |
15000 |
TRIBOROUGH BRIDGE & TUNNEL |
4.000 |
11/15/2014 |
YTM |
1.500% |
110.105 |
|
AA- |
89602NHT4 |
AUTH REV, NY B/E N/C |
|
|
|
|
|
| 34) |
AA3 |
10000 |
SWANTON, OHIO S/D |
0.000 |
12/1/2014 |
YTM |
1.750% |
92.893 |
|
NR |
869835DL9 |
OID-4.07 B/E N/C |
|
|
|
|
|
| 35) |
AA3 |
15000 |
NEW JERSEY TRANS TRUST FUND |
5.750 |
12/15/2014 |
YTM |
1.500% |
117.510 |
|
AAA |
646136HM6 |
REV AGM INS B/E N/C |
|
|
|
|
|
| 36) |
AA2 |
5000 |
HOUSTON,TX |
5.375 |
3/1/2015 |
YTM |
2.686% |
|
|
AA |
4423305P7 |
NATL INS B/E |
3/1/2014 |
100.000 |
YTC |
2.000% |
111.292 |
| 37) |
A2 |
100000 |
MARYLAND HEALTH & ED REV |
4.000 |
7/1/2015 |
YTM |
2.250% |
107.939 |
|
A |
5742175K7 |
(UNIV OF MARYLAND MED SYSTMEM) |
|
|
|
|
|
| 38) |
AA2 |
25000 |
PORT AUTH REV OF NY & NJ |
4.500 |
9/15/2015 |
YTM |
2.500% |
109.379 |
|
AA- |
73358TR78 |
CONSOLIDATED REV TAXABLE B/E |
|
|
|
|
|
| 39) |
A1 |
10000 |
BARRINGTON, NH S/D |
4.300 |
10/1/2015 |
YTM |
2.500% |
108.510 |
|
NR |
068590BJ6 |
AMBAC INS B/E N/C |
|
|
|
|
|
| 40) |
AA2 |
5000 |
KENTUCKY PROPERTY & BLDG REV |
5.100 |
10/1/2015 |
YTM |
3.000% |
109.795 |
|
A+ |
49151EQT3 |
N/C |
|
|
|
|
|
| 41) |
AA2 |
15000 |
RHODE ISLAND |
5.000 |
11/15/2015 |
YTM |
2.000% |
114.706 |
|
AA |
76222RCW0 |
NATL INS B/E N/C |
|
|
|
|
|
| 42) |
A2 |
15000 |
METROPOLITAN TRANS AUTH REV NY |
5.000 |
11/15/2015 |
YTM |
2.200% |
113.649 |
|
A |
59259RB37 |
B/E N/C |
|
|
|
|
|
| 43) |
A3 |
5000 |
NEW JERSEY TURNPIKE AUTH REV |
6.500 |
1/1/2016 |
YTM |
2.250% |
121.169 |
|
A+ |
646139E27 |
B/E N/C |
|
|
|
|
|
| 44) |
A1 |
10000 |
MONTICELLO NY CSD |
5.000 |
6/15/2016 |
YTM |
2.674% |
|
|
NR |
614546DM8 |
(ST AID) NATL INS B/E |
6/15/2015 |
100.000 |
YTC |
2.250% |
112.367 |
| 45) |
AA2 |
15000 |
MESA AZ |
3.875 |
7/1/2016 |
YTM |
2.300% |
108.522 |
|
AA |
590485RH3 |
NATL INS B/E N/C |
|
|
|
|
|
| 46) |
AA3 |
25000 |
MARICOPA CO, AZ USD #95 |
4.500 |
7/1/2016 |
YTM |
2.250% |
112.194 |
|
NR |
567430LT8 |
(QUEEN CREEK) AGM INS B/E N/C |
|
|
|
|
|
| 47) |
NR |
25000 |
SPRINGFIELD, MASS |
5.000 |
8/1/2016 |
YTM |
2.250% |
115.105 |
|
NR |
850752KF2 |
AGM INS B/E N/C |
|
|
|
|
|
| 48) |
AA3 |
15000 |
PITTSBURGH, PA WATER & SEWER |
5.000 |
9/1/2016 |
YTM |
2.500% |
113.806 |
|
AAA |
725304PA1 |
REV AGM INS B/E N/C |
|
|
|
|
|
| 49) |
AA3 |
25000 |
SOUTH CAROLINA TRANS AUTH |
4.000 |
10/1/2016 |
YTM |
2.609% |
|
|
NR |
837152HS9 |
INFRA BK REV AMBAC INS B/E |
10/1/2014 |
100.000 |
YTC |
2.000% |
107.767 |
| 50) |
AA3 |
20000 |
MICHIGAN BLDG AUTH REV |
0.000 |
10/15/2016 |
YTM |
3.250% |
82.139 |
|
A+ |
594614E54 |
NATL INS B/E OID-4.28 |
|
|
|
|
|
| 51) |
AA2 |
10000 |
VIRGINIA RESOURCE AUTH WATER |
0.000 |
11/1/2016 |
YTM |
2.750% |
84.544 |
|
AA |
928181GC4 |
& SEWER REV OID-4.64 B/E N/C |
|
|
|
|
|
| 52) |
AA3 |
25000 |
ALLEGHENY CO.,PA AIRPORT REV |
5.000 |
1/1/2017 |
YTM |
3.000% |
111.421 |
|
AAA |
01728LDJ8 |
AGM INS B/E N/C |
|
|
|
|
|
| 53) |
A2 |
25000 |
CHICAGO, ILL AIRPORT REV |
5.500 |
1/1/2017 |
YTM |
3.250% |
112.745 |
|
A |
167562EG8 |
(MIDWAY) NATL INS B/E N/C |
|
|
|
|
|
| 54) |
AAA |
5000 |
WAKE CO, NC |
4.000 |
2/1/2017 |
YTM |
2.500% |
108.815 |
|
AAA |
930863P74 |
B/E |
|
|
|
|
|
| 55) |
A1 |
30000 |
ILLINOIS MUNI ELECTRIC |
5.250 |
2/1/2017 |
YTM |
3.250% |
111.464 |
|
A+ |
452024DA7 |
AGENCY REV NATL INS B/E |
|
|
|
|
|
| 56) |
NR |
25000 |
PENN DELCO, PA S/D |
3.200 |
2/15/2017 |
YTM |
8.643% |
|
|
AA |
707332LT7 |
(ST AID) B/E |
2/15/2015 |
100.000 |
YTC |
5.000% |
43.457 |
| 57) |
BAA2 |
10000 |
JASPER IND PC REV (NORTHERN |
5.700 |
7/1/2017 |
YTM |
4.250% |
108.493 |
|
BBB- |
471373BY5 |
INDIANA PUBLIC SVC) AMBAC B/E |
|
|
|
|
|
| 58) |
NR |
10000 |
MARICOPA CO, AZ S/D #8 |
5.000 |
7/1/2017 |
YTM |
2.500% |
115.570 |
|
AAA |
56674MAK4 |
(OSBORN) AGM INS B/E N/C |
|
|
|
|
|
| 59) |
NR |
10000 |
TRINITY, PA S/D |
4.100 |
11/1/2017 |
YTM |
3.338% |
|
|
A+ |
896417KT8 |
(ST AID) NATL INS B/E |
11/1/2013 |
100.000 |
YTC |
2.500% |
104.811 |
| 60) |
A1 |
10000 |
DENVER, COLO AIRPORT REV |
5.000 |
11/15/2017 |
YTM |
3.000% |
112.838 |
|
A+ |
249182AN6 |
B/E N/C |
|
|
|
|
|
| 61) |
AA3 |
25000 |
NEW JERSEY TRANS TRUST REV |
5.250 |
12/15/2017 |
YTM |
3.006% |
|
|
AA- |
6461355L3 |
NATL INS B/E |
12/15/2015 |
100.000 |
YTC |
2.300% |
114.557 |
| 62) |
BAA1 |
10000 |
MISSOURI ELEC REV |
4.200 |
1/1/2018 |
YTM |
4.049% |
|
|
A |
606092AG9 |
NATL INS B/E |
1/1/2016 |
100.000 |
YTC |
4.000% |
100.944 |
| 63) |
A1 |
10000 |
TULLY, NY CSD |
4.000 |
6/15/2018 |
YTM |
3.267% |
|
|
NR |
899419FM2 |
(ST AID) NATL INS B/E |
6/15/2014 |
100.000 |
YTC |
2.600% |
104.992 |
| 64) |
AA3 |
50000 |
NEW JERSEY TRANS TRUST FUND |
5.250 |
12/15/2018 |
YTM |
3.367% |
|
|
AA- |
6461355M1 |
REV NATL INS B/E |
12/15/2015 |
100.000 |
YTC |
2.500% |
113.494 |
| 65) |
AA2 |
10000 |
ILLINOIS FIN AUTH REV |
5.000 |
8/15/2019 |
YTM |
3.700% |
109.812 |
|
AA+ |
45200FXF1 |
(NORTHWESTERN MEM HOSP) B/E |
|
|
|
|
|
| 66) |
A1 |
10000 |
DELAWARE CO, PA UNIVERSITY REV |
5.000 |
12/1/2019 |
YTM |
3.500% |
111.739 |
|
A |
246008LS3 |
(VILLANOVA UNIV) B/E |
|
|
|
|
|
| 67) |
BAA1 |
25000 |
HILLSBOROUGH CO, FL PCR |
5.500 |
10/1/2023 |
YTM |
4.978% |
|
|
BBB |
432320DN6 |
(TAMPA ELECTRIC CO) B/E |
10/1/2012 |
100.000 |
YTC |
3.000% |
104.964 |
| 68) |
A1 |
25000 |
OCALA, FL UTILITY REV |
5.250 |
10/1/2025 |
YTM |
4.549% |
|
|
NR |
674564CY3 |
NATL INS B/E |
10/1/2015 |
100.000 |
YTC |
3.600% |
107.573 |
| 69) |
AA3 |
10000 |
NEW YORK STATE THRWY AUTH REV |
5.125 |
1/1/2027 |
YTM |
4.406% |
|
|
AAA |
650009QH9 |
AGM INS B/E |
7/1/2015 |
100.000 |
YTC |
3.250% |
108.288 |
| 70) |
BAA1 |
100000 |
PIEDMONT MUNI POWER AGENCY |
0.000 |
1/1/2028 |
YTM |
5.250% |
40.768 |
|
A- |
720175SG4 |
REV, SC OID-5.76 B/E |
|
|
|
|
|
| 71) |
A1 |
50000 |
SAN FRANCISCO, CA AIRPORT REV |
4.500 |
5/1/2028 |
YTM |
4.500% |
100.000 |
|
A |
797652R22 |
SF'26 NATL INS B/E 30 DAY @100 |
|
|
|
|
|
| 72) |
A2 |
25000 |
METROPOLITAN TRANS AUTH REV |
6.500 |
11/15/2028 |
YTM |
4.804% |
|
|
A |
59259R8P2 |
NY SF'24 B/E |
11/15/2018 |
100.000 |
YTC |
3.600% |
120.397 |
| 73) |
A3 |
15000 |
NEW ORLEANS, LA |
5.250 |
12/1/2029 |
YTM |
5.000% |
103.057 |
|
BBB |
64763FHG7 |
AMBAC INS B/E SF'26 |
12/1/2014 |
100.000 |
|
|
|
| 74) |
NR |
25000 |
NEW YORK STATE DORM AUTH REV |
6.125 |
1/1/2031 |
YTM |
4.952% |
|
|
AA- |
64983M5B0 |
(CITY UNIV) SF'25 B/E |
1/1/2019 |
100.000 |
YTC |
4.000% |
114.897 |
| 75) |
AA3 |
15000 |
HARRIS CO TX TOLL ROAD REV |
5.000 |
8/15/2033 |
YTM |
4.610% |
|
|
AA- |
414004WV9 |
NATL ISN SF'30 B/E |
8/15/2014 |
100.000 |
YTC |
3.500% |
105.468 |
| 76) |
A2 |
75000 |
METRO TRANS AUTH REV, NY |
5.250 |
11/15/2036 |
YTM |
4.772% |
|
|
A |
59259R5J9 |
SF'34 B/E |
11/15/2017 |
100.000 |
YTC |
4.100% |
107.089 |
| 77) |
AA2 |
5000 |
PORT AUTHORITY OF NY & NJ |
5.000 |
9/1/2038 |
YTM |
4.670% |
|
|
AA- |
7335818D7 |
CONSOLIDATED REV SF'35 B/E |
9/1/2013 |
101.000 |
YTC |
3.500% |
105.111 |
| 78) |
AA2 |
25000 |
BALTIMORE, MD SEWER REV |
5.125 |
7/1/2042 |
YTM |
4.892% |
|
|
AA |
05922KGT0 |
NATL INS B/E SF'33 |
7/1/2012 |
100.000 |
YTC |
3.000% |
103.719 |