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UNITED STATES |
OMB APPROVAL |
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OMB
Number: 3235-0578 |
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FORM N-Q |
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QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number |
811-5785 |
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Colonial Investment Grade Municipal Trust |
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(Exact name of registrant as specified in charter) |
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One Financial Center, Boston, Massachusetts |
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02111 |
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(Address of principal executive offices) |
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(Zip code) |
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James R. Bordewick, Jr., Esq. Columbia Management Advisors, LLC One Financial Center Boston, MA 02111 |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: |
1-617-426-3750 |
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Date of fiscal year end: |
11/30/06 |
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Date of reporting period: |
8/31/06 |
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Item 1. Schedule of Investments.
INVESTMENT PORTFOLIO
August 31, 2006 (Unaudited) |
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Colonial Investment Grade Municipal Trust |
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Par ($) |
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Value ($)* |
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Municipal Bonds 141.2% |
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EDUCATION 6.0% |
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Education 2.9% |
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FL Broward County Educational Facilities Authority |
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Nova Southeastern University, |
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Series 2004 B, |
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5.500% 04/01/24 |
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155,000 |
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162,928 |
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IL Chicago State University |
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Series 1998, |
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Insured: MBIA |
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5.500% 12/01/23 |
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1,085,000 |
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1,261,172 |
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PA Higher Education Facilities Authority |
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Philadelphia University, |
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Series 2004 A, |
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5.125% 06/01/25 |
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500,000 |
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509,725 |
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TN Metropolitan Government, Nashville & Davidson County, Health & Educational Facilities Board |
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Meharry Medical College, |
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Series 1996, |
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Insured: AMBAC |
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6.000% 12/01/16 |
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1,575,000 |
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1,820,700 |
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Education Total |
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3,754,525 |
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Prep School 0.6% |
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KY Louisville & Jefferson County Metropolitan Government |
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Assumption High School Inc., |
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Series 2006, |
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5.000% 10/01/35 |
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500,000 |
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510,025 |
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NH Business Finance Authority |
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Proctor Academy, |
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Series 1998 A, |
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5.400% 06/01/17 |
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340,000 |
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348,860 |
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Prep School Total |
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858,885 |
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Student Loan 2.5% |
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CT Higher Education Supplemental Loan Authority |
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Senior Family Education Loan Program, |
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Series 2005 A, AMT, |
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Insured: MBIA |
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4.250% 11/15/19 |
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1,700,000 |
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1,694,798 |
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NE Nebhelp, Inc. |
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Series 1993 A-6, AMT, |
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Insured: MBIA |
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6.450% 06/01/18 |
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1,500,000 |
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1,532,970 |
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Student Loan Total |
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3,227,768 |
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EDUCATION TOTAL |
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7,841,178 |
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HEALTH CARE 26.8% |
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Continuing Care Retirement 9.7% |
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CA La Verne |
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Brethren Hillcrest Homes, |
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1
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Par ($) |
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Value ($) |
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Municipal Bonds (continued) |
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HEALTH CARE (continued) |
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Continuing Care Retirement (continued) |
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Series 2003 B, |
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6.625% 02/15/25 |
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350,000 |
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385,210 |
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CO Health Facilities Authority |
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Covenant Retirement Communities, Inc., |
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Series 2005 B, |
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5.000% 12/01/16 |
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860,000 |
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889,679 |
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CT Development Authority |
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Elim Park Baptist Home, Inc., |
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Series 2003, |
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5.750% 12/01/23 |
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250,000 |
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265,320 |
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FL Capital Projects Finance Authority |
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Glenridge on Palmer Ranch, |
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Series 2002 A, |
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8.000% 06/01/32 |
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500,000 |
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558,910 |
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FL Lee County Industrial Development Authority |
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Shell Point Village, |
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Series 1999 A, |
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5.500% 11/15/29 |
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175,000 |
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178,631 |
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GA Fulton County |
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Canterbury Court Project, |
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Series 2004 A, |
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6.125% 02/15/34 |
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250,000 |
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262,042 |
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GA Savannah Economic Development Authority |
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Marshes of Skidaway, |
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Series 2003 A, |
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7.400% 01/01/24 |
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250,000 |
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265,605 |
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IL Finance Authority |
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Washington & Jane Smith Community, |
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Series 2005 A, |
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6.250% 11/15/35 |
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500,000 |
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523,635 |
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IL Health Facilities Authority |
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Lutheran Hillside Village, |
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Series 2006, |
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5.125% 02/01/26 |
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875,000 |
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901,679 |
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Washington & Jane Smith Community, |
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Series 2003 A, |
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7.000% 11/15/32 |
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250,000 |
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270,912 |
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IN Health & Educational Facilities Financing Authority |
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Baptist Homes of Indiana Inc., |
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Series 2005, |
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5.250% 11/15/35 |
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500,000 |
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508,725 |
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MA Development Finance Agency |
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Loomis Communities, |
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Series 1999 A, |
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5.625% 07/01/15 |
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200,000 |
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205,442 |
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MD Westminster Economic Development Authority |
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Carroll Lutheran Village, Inc., |
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2
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Par ($) |
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Value ($) |
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Municipal Bonds (continued) |
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HEALTH CARE (continued) |
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Continuing Care Retirement (continued) |
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Series 2004 A, |
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5.875% 05/01/21 |
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500,000 |
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516,920 |
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MI Kentwood Economic Development Corporation |
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Holland Home, |
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Series 2006 A, |
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5.375% 11/15/36 |
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500,000 |
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509,600 |
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MO Cole County Industrial Development Authority |
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Lutheran Senior Services, |
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Series 2004, |
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5.500% 02/01/35 |
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500,000 |
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523,475 |
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MT Facility Finance Authority |
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St Johns Lutheran Minstries,Inc. |
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Series 2006 A, |
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6.125% 05/15/36 |
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200,000 |
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206,308 |
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NC Medical Care Commission |
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United Methodist Retirement Home, Inc. |
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Series 2005 C, |
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5.250% 10/01/24 |
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250,000 |
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254,975 |
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NJ Economic Development Authority |
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Lions Gate, |
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Series 2005 A: |
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5.750% 01/01/25 |
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310,000 |
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320,385 |
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5.875% 01/01/37 |
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100,000 |
|
103,277 |
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Lutheran Social Ministries, |
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Series 2005, |
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5.100% 06/01/27 |
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250,000 |
|
252,205 |
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Marcus L. Ward Home, |
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Series 2004, |
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5.750% 11/01/24 |
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350,000 |
|
376,628 |
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PA Bucks County Industrial Development Authority |
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Anns Choice, Inc., |
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Series 2005 A, |
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6.125% 01/01/25 |
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500,000 |
|
525,940 |
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PA Chartiers Valley Industrial & Commercial Development Authority |
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Friendship Village/South, |
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Series 2003 A, |
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5.250% 08/15/13 |
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500,000 |
|
509,540 |
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PA Delaware County Authority |
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Dunwoody Village, |
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Series 2003 A, |
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5.375% 04/01/17 |
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250,000 |
|
264,450 |
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PA Montgomery County Industrial Development Authority |
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Whitemarsh Continuing Care Retirement Community, |
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Series 2005: |
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6.125% 02/01/28 |
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200,000 |
|
211,256 |
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6.250% 02/01/35 |
|
300,000 |
|
317,625 |
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TN Johnson City Health & Educational Facilities Authority |
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3
|
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Par ($) |
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Value ($) |
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Municipal Bonds (continued) |
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|
|
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|
HEALTH CARE (continued) |
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|
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|
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Continuing Care Retirement (continued) |
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Appalachian Christian Village, |
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Series 2004 A, |
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6.250% 02/15/32 |
|
250,000 |
|
259,652 |
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TN Shelby County Health Educational & Housing Facilities Board |
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|
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Germantown Village, |
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|
|
|
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Series 2003 A, |
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|
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7.250% 12/01/34 |
|
150,000 |
|
160,937 |
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TX Abilene Health Facilities Development Corp. |
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Sears Methodist Retirement Center, |
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Series 2003 A, |
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7.000% 11/15/33 |
|
500,000 |
|
541,605 |
|
TX Tarrant County Cultural Education Facilities |
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Northwest Senior Housing-Edgemere, |
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Series 2006 A, |
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6.000% 11/15/36 |
|
250,000 |
|
263,722 |
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VA Suffolk Industrial Development Authority Retirement Facilities |
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Lake Prince Center, |
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Series 2006, |
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5.300% 09/01/31 |
|
250,000 |
|
252,993 |
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VA Virginia Beach Development Authority |
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Westminster-Canterbury of Hampton, |
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|
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Series 2005, |
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5.250% 11/01/26 |
|
300,000 |
|
306,456 |
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VA Winchester Industrial Development Authority |
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Westminster-Canterbury, |
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Series 2005 A, |
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5.300% 01/01/35 |
|
250,000 |
|
253,560 |
|
WI Health & Educational Facilities Authority |
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Eastcastle Place, Inc., |
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Series 2004, |
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6.125% 12/01/34 |
|
150,000 |
|
152,732 |
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Three Pillars Senior Living Communities, |
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Series 2003, |
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5.600% 08/15/23 |
|
300,000 |
|
311,100 |
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Continuing Care Retirement Total |
|
12,611,131 |
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Health Services 1.2% |
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CO Health Facilities Authority |
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National Jewish Medical & Research Center, |
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Series 1998 B, |
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|
|
|
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|
5.375% 01/01/29 |
|
250,000 |
|
252,293 |
|
LA Public Facilities Authority |
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|
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Pennington Medical Foundation Project, |
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|
|
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Series 2006, |
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|
|
|
|
|
5.000% 07/01/21 |
|
1,000,000 |
|
1,042,550 |
|
4
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Par ($) |
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Value ($) |
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Municipal Bonds (continued) |
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|
|
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|
|
HEALTH CARE (continued) |
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Health Services (continued) |
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MA Health & Educational Facilities Authority |
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Civic Investments, Inc., |
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Series 2002 A, |
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|
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|
9.000% 12/15/15 |
|
250,000 |
|
309,522 |
|
Health Services Total |
|
1,604,365 |
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Hospitals 12.5% |
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|
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|
AL Health Care Authority |
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|
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|
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Baptist Health, |
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|
|
|
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|
Series 2006 B, |
|
|
|
|
|
|
5.000% 11/15/21 |
|
850,000 |
|
882,988 |
|
AR Washington County |
|
|
|
|
|
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Washington Regional Medical Center, |
|
|
|
|
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|
Series 2005 B, |
|
|
|
|
|
|
5.000% 02/01/30 |
|
400,000 |
|
406,576 |
|
CA Health Facilities Financing Authority |
|
|
|
|
|
|
|
Catholic Healthcare West, |
|
|
|
|
|
|
Series 2004 I, |
|
|
|
|
|
|
4.950% 07/01/26 |
|
200,000 |
|
210,186 |
|
CA Statewide Communities Development Authority |
|
|
|
|
|
|
|
Kaiser Permanente, |
|
|
|
|
|
|
Series 2004 I, |
|
|
|
|
|
|
3.450% 04/01/35 |
|
250,000 |
|
243,515 |
|
CA Turlock |
|
|
|
|
|
|
|
Emanuel Medical Center, Inc., |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.375% 10/15/34 |
|
500,000 |
|
520,895 |
|
CO Health Facilities Authority |
|
|
|
|
|
|
|
Parkview Medical Center, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.000% 09/01/25 |
|
250,000 |
|
254,728 |
|
|
Vail Valley Medical Center, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.000% 01/15/20 |
|
250,000 |
|
259,865 |
|
DE Health Facilities Authority |
|
|
|
|
|
|
|
Beebe Medical Center, |
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
|
5.000% 06/01/16 |
|
500,000 |
|
523,435 |
|
FL Orange County Health Facilities Authority |
|
|
|
|
|
|
|
Orlando Regional Healthcare System: |
|
|
|
|
|
|
Series 1996 C, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
6.250% 10/01/13 |
|
720,000 |
|
824,774 |
|
|
Series 1999 E, |
|
|
|
|
|
|
6.000% 10/01/26 |
|
170,000 |
|
180,049 |
|
FL South Broward Hospital District |
|
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
5.625% 05/01/32 |
|
1,000,000 |
|
1,067,560 |
|
IL Southwestern Development Authority |
|
|
|
|
|
|
|
Anderson Hospital, |
|
|
|
|
|
5
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HEALTH CARE (continued) |
|
|
|
|
|
|
Hospitals (continued) |
|
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
5.375% 08/15/15 |
|
380,000 |
|
392,441 |
|
IN Health & Educational Facility Financing Authority |
|
|
|
|
|
|
|
Schneck Memorial Hospital Project, |
|
|
|
|
|
|
Series 2006 A, |
|
|
|
|
|
|
5.250% 02/15/36 |
|
350,000 |
|
367,552 |
|
IN Health Facility Financing Authority |
|
|
|
|
|
|
|
Community Foundation of Northwest Indiana, Inc., |
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
|
6.000% 03/01/34 |
|
150,000 |
|
159,837 |
|
KS University Hospital Authority |
|
|
|
|
|
|
|
Kansas University Health System, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
5.625% 09/01/32 |
|
500,000 |
|
532,180 |
|
LA Public Facilities Authority |
|
|
|
|
|
|
|
Touro Infirmary, |
|
|
|
|
|
|
Series 1999 A, |
|
|
|
|
|
|
5.625% 08/15/29 |
|
500,000 |
|
503,765 |
|
MA Health & Educational Facilities Authority |
|
|
|
|
|
|
|
Milford-Whitinsville Regional Hospital, |
|
|
|
|
|
|
Series 1998 C, |
|
|
|
|
|
|
5.750% 07/15/13 |
|
500,000 |
|
516,555 |
|
|
South Shore Hospital, |
|
|
|
|
|
|
Series 1999 F, |
|
|
|
|
|
|
5.750% 07/01/29 |
|
1,000,000 |
|
1,054,630 |
|
MD Health & Higher Educational Facilities Authority |
|
|
|
|
|
|
|
Adventist Healthcare, |
|
|
|
|
|
|
Series 2003 A: |
|
|
|
|
|
|
5.000% 01/01/16 |
|
250,000 |
|
258,193 |
|
|
5.750% 01/01/25 |
|
250,000 |
|
268,068 |
|
MI Hospital Finance Authority |
|
|
|
|
|
|
|
Oakwood Obligated Group, |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.500% 11/01/18 |
|
400,000 |
|
431,612 |
|
MN St. Paul Housing & Redevelopment Authority |
|
|
|
|
|
|
|
HealthEast, Inc.: |
|
|
|
|
|
|
Series 2001 A, |
|
|
|
|
|
|
5.700% 11/01/15 |
|
250,000 |
|
257,980 |
|
|
Series 2005, |
|
|
|
|
|
|
5.150% 11/15/20 |
|
250,000 |
|
258,053 |
|
MO Saline County Industrial Development Authority |
|
|
|
|
|
|
|
John Fitzgibbon Memorial Hospital, |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.625% 12/01/35 |
|
500,000 |
|
505,605 |
|
MT Facilities Finance Authority |
|
|
|
|
|
|
|
Montanas Childrens Home and Hospital, |
|
|
|
|
|
6
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HEALTH CARE (continued) |
|
|
|
|
|
|
Hospitals (continued) |
|
|
|
|
|
|
|
Series 2005 B, |
|
|
|
|
|
|
4.750% 01/01/24 |
|
250,000 |
|
254,463 |
|
NH Health & Education Facilities Authority |
|
|
|
|
|
|
|
Memorial Hospital at North Conway, |
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
5.250% 06/01/36 |
|
300,000 |
|
305,244 |
|
NH Higher Educational & Health Facilities Authority |
|
|
|
|
|
|
|
Catholic Medical Center, |
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
6.125% 07/01/32 |
|
60,000 |
|
64,739 |
|
NJ Health Care Facilities Financing Authority |
|
|
|
|
|
|
|
Capital Health Systems, Inc., |
|
|
|
|
|
|
Series 2003 A, |
|
|
|
|
|
|
5.750% 07/01/23 |
|
350,000 |
|
375,679 |
|
NV Henderson |
|
|
|
|
|
|
|
Catholic Healthcare West, |
|
|
|
|
|
|
Series 1999 A, |
|
|
|
|
|
|
6.750% 07/01/20 |
|
60,000 |
|
65,806 |
|
|
St. Rose Dominican Hospital, |
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
5.375% 07/01/26 |
|
195,000 |
|
199,565 |
|
NY Dormitory Authority |
|
|
|
|
|
|
|
Mt. Sinai - NYU Medical Center: |
|
|
|
|
|
|
Series 2000 C, |
|
|
|
|
|
|
5.500% 07/01/26 |
|
300,000 |
|
305,163 |
|
|
Series 2000 C, |
|
|
|
|
|
|
5.500% 07/01/26 |
|
200,000 |
|
203,442 |
|
|
North Shore - Long Island Jewish Medical Center, |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.500% 05/01/33 |
|
100,000 |
|
106,468 |
|
OH Lakewood |
|
|
|
|
|
|
|
Lakewood Hospital Association, |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.500% 02/15/14 |
|
385,000 |
|
412,092 |
|
RI Health & Educational Building Corp. |
|
|
|
|
|
|
|
Hospital Foundation, |
|
|
|
|
|
|
Lifespan Obligated Group, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
6.375% 08/15/21 |
|
65,000 |
|
71,553 |
|
SC Jobs Economic Development Authority |
|
|
|
|
|
|
|
Bon Secours-St. Francis Medical Center, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
5.500% 11/15/23 |
|
500,000 |
|
530,105 |
|
SC Lexington County Health Services |
|
|
|
|
|
|
|
Lexington Medical Center, |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.500% 11/01/23 |
|
500,000 |
|
529,050 |
|
SD Health & Educational Facilities Authority |
|
|
|
|
|
|
|
Sioux Valley Hospital & Health System, |
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
7
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HEALTH CARE (continued) |
|
|
|
|
|
|
Hospitals (continued) |
|
|
|
|
|
|
|
5.250% 11/01/34 |
|
250,000 |
|
260,650 |
|
VA Augusta County Industrial Development Authority |
|
|
|
|
|
|
|
Augusta Health Care, Inc., |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.250% 09/01/19 |
|
1,000,000 |
|
1,082,440 |
|
WI Health & Educational Facilities Authority |
|
|
|
|
|
|
|
Aurora Health Care, Inc., |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
6.400% 04/15/33 |
|
175,000 |
|
193,975 |
|
|
Fort Healthcare, Inc., |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.375% 05/01/18 |
|
385,000 |
|
409,178 |
|
Hospitals Total |
|
16,250,654 |
|
|||
Intermediate Care Facilities 0.5% |
|
|
|
|
|
|
IL Development Finance Authority |
|
|
|
|
|
|
|
Hoosier Care, Inc., |
|
|
|
|
|
|
Series 1999 A, |
|
|
|
|
|
|
7.125% 06/01/34 |
|
450,000 |
|
456,097 |
|
MA Development Finance Agency |
|
|
|
|
|
|
|
Evergreen Center, Inc., |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.000% 01/01/24 |
|
250,000 |
|
245,155 |
|
Intermediate Care Facilities Total |
|
701,252 |
|
|||
Nursing Homes 2.9% |
|
|
|
|
|
|
AK Juneau |
|
|
|
|
|
|
|
St. Anns Care Center, Inc., |
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
6.875% 12/01/25 |
|
485,000 |
|
485,296 |
|
CO Health Facilities Authority |
|
|
|
|
|
|
|
Evangelical Lutheran Good Samaritan Foundation, |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.000% 06/01/35 |
|
125,000 |
|
127,046 |
|
|
Pioneer Health Care, |
|
|
|
|
|
|
Series 1989, |
|
|
|
|
|
|
10.500% 05/01/19 |
|
1,490,000 |
|
1,210,446 |
|
DE Economic Development Authority |
|
|
|
|
|
|
|
Churchman Village Project, |
|
|
|
|
|
|
Series 1991 A, |
|
|
|
|
|
|
10.000% 03/01/21 |
|
840,000 |
|
851,475 |
|
PA Chester County Industrial Development Authority |
|
|
|
|
|
|
|
Pennsylvania Nursing Home, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
8.500% 05/01/32 |
|
740,000 |
|
770,614 |
|
PA Delaware County Industrial Development Authority |
|
|
|
|
|
|
|
Care Institute-Main Line LLC, |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
8
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HEALTH CARE (continued) |
|
|
|
|
|
|
Nursing Homes (continued) |
|
|
|
|
|
|
|
9.000% 08/01/31 |
|
540,000 |
|
395,755 |
|
Nursing Homes Total |
|
3,840,632 |
|
|||
HEALTH CARE TOTAL |
|
35,008,034 |
|
|||
HOUSING 13.6% |
|
|
|
|
|
|
Assisted Living/Senior 1.2% |
|
|
|
|
|
|
NC Medical Care Commission |
|
|
|
|
|
|
|
DePaul Community Facilities, |
|
|
|
|
|
|
Series 1998, |
|
|
|
|
|
|
6.125% 01/01/28 |
|
500,000 |
|
474,460 |
|
NY Suffolk County Industrial Development Agency |
|
|
|
|
|
|
|
Gurwin-Jewish Phase II, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
6.700% 05/01/39 |
|
500,000 |
|
541,390 |
|
OR Clackamas County Hospital Facility Authority |
|
|
|
|
|
|
|
Robison Jewish Home, |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.250% 10/01/27 |
|
500,000 |
|
501,595 |
|
Assisted Living/Senior Total |
|
1,517,445 |
|
|||
Multi-Family 7.4% |
|
|
|
|
|
|
DC Housing Finance Agency |
|
|
|
|
|
|
|
Henson Ridge, |
|
|
|
|
|
|
Series 2004 E, AMT, |
|
|
|
|
|
|
Insured: FHA |
|
|
|
|
|
|
5.100% 06/01/37 |
|
500,000 |
|
511,180 |
|
FL Broward County Housing Finance Authority |
|
|
|
|
|
|
|
Chaves Lake Apartment Project, |
|
|
|
|
|
|
Series 2000 A, AMT, |
|
|
|
|
|
|
7.500% 07/01/40 |
|
500,000 |
|
518,670 |
|
FL Capital Trust Agency |
|
|
|
|
|
|
|
Atlantic Housing Foundation, Inc., |
|
|
|
|
|
|
Series 2005 C, |
|
|
|
|
|
|
5.875% 01/01/28 |
|
375,000 |
|
377,989 |
|
FL Clay County Housing Finance Authority |
|
|
|
|
|
|
|
Madison Commons Apartments, |
|
|
|
|
|
|
Series 2000 A, AMT, |
|
|
|
|
|
|
7.450% 07/01/40 |
|
245,000 |
|
253,805 |
|
MA Housing Finance Agency |
|
|
|
|
|
|
|
Series 2004 A, AMT, |
|
|
|
|
|
|
Insured: FSA |
|
|
|
|
|
|
5.250% 07/01/25 |
|
2,000,000 |
|
2,065,880 |
|
|
Series 2005 E, AMT, |
|
|
|
|
|
|
5.000% 12/01/28 |
|
250,000 |
|
253,543 |
|
ME Housing Authority |
|
|
|
|
|
|
|
Series 2005 A-2, AMT, |
|
|
|
|
|
|
4.950% 11/15/27 |
|
500,000 |
|
504,620 |
|
MN Minneapolis Student Housing |
|
|
|
|
|
|
|
Riverton Community Housing, Inc., |
|
|
|
|
|
9
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HOUSING (continued) |
|
|
|
|
|
|
Multi-Family (continued) |
|
|
|
|
|
|
|
Series 2006 A, |
|
|
|
|
|
|
5.700% 08/01/40 |
|
250,000 |
|
249,360 |
|
MN White Bear Lake |
|
|
|
|
|
|
|
Birch Lake Townhome: |
|
|
|
|
|
|
Series 1989 A, AMT, |
|
|
|
|
|
|
10.250% 07/15/19 |
|
775,000 |
|
735,088 |
|
|
Series 1989 B, AMT, |
|
|
|
|
|
|
(a) 07/15/19 |
|
666,000 |
|
199,800 |
|
NC Medical Care Commission |
|
|
|
|
|
|
|
ARC Project, |
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
|
5.800% 10/01/34 |
|
655,000 |
|
695,302 |
|
NJ Middlesex County Improvement Authority |
|
|
|
|
|
|
|
Student Housing Urban Renewal, |
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
|
5.000% 08/15/18 |
|
300,000 |
|
309,933 |
|
NM Mortgage Finance Authority |
|
|
|
|
|
|
|
Series 2005 E, AMT, |
|
|
|
|
|
|
Insured: FHA |
|
|
|
|
|
|
4.800% 09/01/40 |
|
500,000 |
|
492,495 |
|
NY New York City Housing Development Corp. |
|
|
|
|
|
|
|
Series 2005 F-1, |
|
|
|
|
|
|
4.650% 11/01/25 |
|
500,000 |
|
508,565 |
|
OH Montgomery County |
|
|
|
|
|
|
|
Heartland of Centerville, LLC, |
|
|
|
|
|
|
Series 2005, AMT, |
|
|
|
|
|
|
Insured: FHLMC |
|
|
|
|
|
|
4.950% 11/01/35 |
|
250,000 |
|
252,738 |
|
Resolution Trust Corp. |
|
|
|
|
|
|
|
Pass-Through Certificates, |
|
|
|
|
|
|
Series 1993 A, |
|
|
|
|
|
|
8.500% 12/01/16(b) |
|
227,741 |
|
224,422 |
|
WA Seattle Housing Authority |
|
|
|
|
|
|
|
High Rise Rehabilitation Phase I LP, |
|
|
|
|
|
|
Series 2005, AMT, |
|
|
|
|
|
|
Insured: FSA |
|
|
|
|
|
|
5.000% 11/01/25 |
|
500,000 |
|
507,685 |
|
WA Tacoma Housing Authority |
|
|
|
|
|
|
|
Redwood, |
|
|
|
|
|
|
Series 2005, AMT, |
|
|
|
|
|
|
Guarantor: GNMA |
|
|
|
|
|
|
5.050% 11/20/37 |
|
1,040,000 |
|
1,057,898 |
|
Multi-Family Total |
|
9,718,973 |
|
|||
Single-Family 5.0% |
|
|
|
|
|
|
CO Housing Finance Authority |
|
|
|
|
|
|
|
Series 2000 B-2, AMT, |
|
|
|
|
|
|
7.250% 10/01/31 |
|
75,000 |
|
76,614 |
|
10
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
HOUSING (continued) |
|
|
|
|
|
|
Single-Family (continued) |
|
|
|
|
|
|
IL Chicago |
|
|
|
|
|
|
|
Series 2000 A, AMT, |
|
|
|
|
|
|
Insured: FNMA |
|
|
|
|
|
|
7.150% 09/01/31 |
|
30,000 |
|
30,833 |
|
MA Housing Finance Agency |
|
|
|
|
|
|
|
Series 2005 118, AMT, |
|
|
|
|
|
|
4.850% 12/01/35 |
|
750,000 |
|
740,932 |
|
|
Series 2005 B, |
|
|
|
|
|
|
5.000% 06/01/30 |
|
455,000 |
|
469,414 |
|
ME Housing Authority |
|
|
|
|
|
|
|
Series 2005 D-2, AMT, |
|
|
|
|
|
|
4.800% 11/15/36 |
|
1,500,000 |
|
1,494,435 |
|
MN Minneapolis St./Paul Housing Finance Board |
|
|
|
|
|
|
|
Series 2006, AMT, |
|
|
|
|
|
|
Insured: GNMA |
|
|
|
|
|
|
5.000% 12/01/38 |
|
500,000 |
|
506,160 |
|
MT Board of Housing |
|
|
|
|
|
|
|
Series 2005 A, AMT, |
|
|
|
|
|
|
5.000% 06/01/36 |
|
1,000,000 |
|
1,011,190 |
|
ND Housing Finance Agency |
|
|
|
|
|
|
|
Series 2006 A, AMT, |
|
|
|
|
|
|
4.850% 07/01/21 |
|
500,000 |
|
508,835 |
|
OK Housing Finance Agency |
|
|
|
|
|
|
|
Series 2006 C, AMT, |
|
|
|
|
|
|
Insured: GNMA |
|
|
|
|
|
|
4.900% 09/01/21 |
|
705,000 |
|
719,608 |
|
PA Pittsburgh Urban Redevelopment Authority |
|
|
|
|
|
|
|
Series 2006 C, |
|
|
|
|
|
|
Insured: GNMA |
|
|
|
|
|
|
4.800% 04/01/28 |
|
500,000 |
|
502,175 |
|
WI Housing & Economic Development Authority |
|
|
|
|
|
|
|
Series 2005 C, AMT, |
|
|
|
|
|
|
4.875% 03/01/36 |
|
495,000 |
|
495,584 |
|
Single-Family Total |
|
6,555,780 |
|
|||
HOUSING TOTAL |
|
17,792,198 |
|
|||
INDUSTRIALS 3.1% |
|
|
|
|
|
|
Food Products 1.0% |
|
|
|
|
|
|
MI Strategic Fund |
|
|
|
|
|
|
|
Imperial Holly Corp., |
|
|
|
|
|
|
Series 1998 C, AMT, |
|
|
|
|
|
|
6.550% 11/01/25 |
|
250,000 |
|
250,788 |
|
NE Washington County WasteWater Facilities Authority |
|
|
|
|
|
|
|
Cargill, Inc., |
|
|
|
|
|
|
Series 2002, AMT, |
|
|
|
|
|
|
5.900% 11/01/27 |
|
1,000,000 |
|
1,084,780 |
|
Food Products Total |
|
1,335,568 |
|
11
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
INDUSTRIALS (continued) |
|
|
|
|
|
|
Forest Products & Paper 1.1% |
|
|
|
|
|
|
AL Camden Industrial Development Board |
|
|
|
|
|
|
|
Weyerhaeuser Co., |
|
|
|
|
|
|
Series 2003 B, AMT, |
|
|
|
|
|
|
6.375% 12/01/24 |
|
275,000 |
|
300,000 |
|
AR Camden Environmental Improvement Authority |
|
|
|
|
|
|
|
International Paper Co., |
|
|
|
|
|
|
Series 2004 A, AMT, |
|
|
|
|
|
|
5.000% 11/01/18 |
|
500,000 |
|
509,025 |
|
FL Escambia County |
|
|
|
|
|
|
|
International Paper Co., |
|
|
|
|
|
|
Series 2003 A, AMT, |
|
|
|
|
|
|
5.750% 11/01/27 |
|
250,000 |
|
262,385 |
|
MS Lowndes County |
|
|
|
|
|
|
|
Weyerhaeuser Co., |
|
|
|
|
|
|
Series 1992 B, |
|
|
|
|
|
|
6.700% 04/01/22 |
|
325,000 |
|
386,448 |
|
Forest Products & Paper Total |
|
1,457,858 |
|
|||
Manufacturing 0.2% |
|
|
|
|
|
|
MO Development Finance Board |
|
|
|
|
|
|
|
Procter & Gamble Co., |
|
|
|
|
|
|
Series 1999, AMT, |
|
|
|
|
|
|
5.200% 03/15/29 |
|
250,000 |
|
274,995 |
|
Manufacturing Total |
|
274,995 |
|
|||
Oil & Gas 0.8% |
|
|
|
|
|
|
NJ Middlesex County Pollution Control Authority |
|
|
|
|
|
|
|
Amerada Hess Corp., |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
6.050% 09/15/34 |
|
175,000 |
|
190,986 |
|
NV Clark County Industrial Development Authority |
|
|
|
|
|
|
|
Southwest Gas Corp., |
|
|
|
|
|
|
Series 2003 E, AMT, |
|
|
|
|
|
|
5.800% 03/01/38 |
|
250,000 |
|
266,690 |
|
TX Gulf Coast Industrial Development Authority |
|
|
|
|
|
|
|
Citgo Petroleum, |
|
|
|
|
|
|
Series 1998, AMT, |
|
|
|
|
|
|
8.000% 04/01/28 |
|
250,000 |
|
283,480 |
|
VI Virgin Islands Public Finance Authority |
|
|
|
|
|
|
|
Hovensa LLC, |
|
|
|
|
|
|
Series 2003, AMT, |
|
|
|
|
|
12
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
INDUSTRIALS (continued) |
|
|
|
|
|
|
Oil & Gas (continued) |
|
|
|
|
|
|
|
6.125% 07/01/22 |
|
200,000 |
|
220,226 |
|
Oil & Gas Total |
|
961,382 |
|
|||
INDUSTRIALS TOTAL |
|
4,029,803 |
|
|||
OTHER 17.4% |
|
|
|
|
|
|
Other 0.2% |
|
|
|
|
|
|
PR Commonwealth of Puerto Rico Government Development Bank |
|
|
|
|
|
|
|
Series 2006 B, |
|
|
|
|
|
|
5.000% 12/01/15 |
|
250,000 |
|
266,822 |
|
Other Total |
|
266,822 |
|
|||
Other Industrial Development Bonds 0.4% |
|
|
|
|
|
|
NJ Economic Development Authority |
|
|
|
|
|
|
|
GMT Realty LLC, |
|
|
|
|
|
|
Series 2006 B, AMT, |
|
|
|
|
|
|
6.875% 01/01/37(c) |
|
500,000 |
|
503,470 |
|
Other Industrial Development Bonds Total |
|
503,470 |
|
|||
Pool/Bond Bank 1.4% |
|
|
|
|
|
|
KS Development Finance Authority |
|
|
|
|
|
|
|
Water Pollution Control, |
|
|
|
|
|
|
Series 2001, |
|
|
|
|
|
|
5.500% 11/01/17 |
|
1,125,000 |
|
1,283,670 |
|
OH Summit County Port Authority |
|
|
|
|
|
|
|
Seville Project, |
|
|
|
|
|
|
Series 2005 A, |
|
|
|
|
|
|
5.100% 05/15/25 |
|
495,000 |
|
500,094 |
|
Pool/Bond Bank Total |
|
1,783,764 |
|
|||
Refunded/Escrowed(d) 13.3% |
|
|
|
|
|
|
CA Golden State Tobacco Securitization Corp. |
|
|
|
|
|
|
|
Series 2003 B, |
|
|
|
|
|
|
Pre-refunded 06/01/13, |
|
|
|
|
|
|
5.500% 06/01/43 |
|
500,000 |
|
552,350 |
|
CO Highlands Ranch Metropolitan District No. 2 |
|
|
|
|
|
|
|
Series 1996, |
|
|
|
|
|
|
Escrowed to Maturity, |
|
|
|
|
|
|
Insured: CGIC |
|
|
|
|
|
|
6.500% 06/15/11 |
|
725,000 |
|
815,320 |
|
FL Orange County Health Facilities Authority |
|
|
|
|
|
|
|
Orlando Regional Healthcare System: |
|
|
|
|
|
|
Series 1996 C, |
|
|
|
|
|
|
Escrowed to Maturity, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
6.250% 10/01/13 |
|
1,740,000 |
|
2,009,509 |
|
|
Series 1999 E, |
|
|
|
|
|
|
Pre-refunded 10/01/09, |
|
|
|
|
|
|
6.000% 10/01/26 |
|
5,000 |
|
5,378 |
|
|
Series 2002, |
|
|
|
|
|
|
Pre-refunded 12/01/12, |
|
|
|
|
|
13
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
OTHER (continued) |
|
|
|
|
|
|
Refunded/Escrowed(d) (continued) |
|
|
|
|
|
|
|
5.750% 12/01/32 |
|
150,000 |
|
166,242 |
|
IL Development Finance Authority |
|
|
|
|
|
|
|
Adventist Health System, |
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
Pre-refunded 11/15/09, |
|
|
|
|
|
|
5.500% 11/15/20 |
|
900,000 |
|
959,031 |
|
IL Health Facilities Authority |
|
|
|
|
|
|
|
Lutheran Senior Ministries, |
|
|
|
|
|
|
Series 2001 A, |
|
|
|
|
|
|
Pre-refunded 08/15/11, |
|
|
|
|
|
|
7.375% 08/15/31 |
|
250,000 |
|
292,978 |
|
|
Swedish American Hospital, |
|
|
|
|
|
|
Series 2000, |
|
|
|
|
|
|
Pre-refunded 05/15/10, |
|
|
|
|
|
|
6.875% 11/15/30 |
|
500,000 |
|
552,940 |
|
MA Development Finance Agency |
|
|
|
|
|
|
|
Western New England College, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
Pre-refunded 12/01/12, |
|
|
|
|
|
|
6.125% 12/01/32 |
|
315,000 |
|
358,681 |
|
MD Health & Higher Educational Facilities Authority |
|
|
|
|
|
|
|
University of Maryland Medical System, |
|
|
|
|
|
|
Series 2000, |
|
|
|
|
|
|
Pre-refunded 07/01/10, |
|
|
|
|
|
|
6.750% 07/01/30 |
|
250,000 |
|
280,128 |
|
MI Garden City School District |
|
|
|
|
|
|
|
Series 2001, |
|
|
|
|
|
|
Pre-refunded 05/01/11, |
|
|
|
|
|
|
Insured: QSBLF |
|
|
|
|
|
|
5.500% 05/01/16 |
|
325,000 |
|
350,857 |
|
MN University of Minnesota |
|
|
|
|
|
|
|
Series 1996 A, |
|
|
|
|
|
|
Escrowed to Maturity: |
|
|
|
|
|
|
5.500% 07/01/21 |
|
2,000,000 |
|
2,292,200 |
|
|
5.750% 07/01/14 |
|
500,000 |
|
566,580 |
|
MO Health & Educational Facilities Authority |
|
|
|
|
|
|
|
Central Institute for the Deaf, |
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
Pre-refunded 01/01/10, |
|
|
|
|
|
|
Insured: RAD |
|
|
|
|
|
|
5.850% 01/01/22 |
|
600,000 |
|
641,628 |
|
NC Lincoln County |
|
|
|
|
|
|
|
Lincoln County Hospital, |
|
|
|
|
|
|
Series 1991, |
|
|
|
|
|
|
Escrowed to Maturity, |
|
|
|
|
|
|
9.000% 05/01/07 |
|
25,000 |
|
25,840 |
|
NC Municipal Power Agency |
|
|
|
|
|
|
|
Catawba No. 1, |
|
|
|
|
|
|
Series 1986, |
|
|
|
|
|
|
Escrowed to Maturity, |
|
|
|
|
|
14
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
OTHER (continued) |
|
|
|
|
|
|
Refunded/Escrowed(d) (continued) |
|
|
|
|
|
|
|
5.000% 01/01/20 |
|
1,670,000 |
|
1,844,348 |
|
NH Higher Educational & Health Facilities Authority |
|
|
|
|
|
|
|
Catholic Medical Center, |
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
Pre-refunded 7/01/12, |
|
|
|
|
|
|
6.125% 07/01/32 |
|
440,000 |
|
495,594 |
|
NV Henderson |
|
|
|
|
|
|
|
Catholic Healthcare West, |
|
|
|
|
|
|
Series 1999 A, |
|
|
|
|
|
|
Pre-refunded 07/01/10, |
|
|
|
|
|
|
6.750% 07/01/20 |
|
440,000 |
|
491,515 |
|
|
St. Rose Dominican Hospital, |
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
Pre-refunded 07/01/08, |
|
|
|
|
|
|
5.375% 07/01/26 |
|
55,000 |
|
56,891 |
|
NY Convention Center Operating Corp. |
|
|
|
|
|
|
|
Yale Building Project, |
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
Escrowed to Maturity, |
|
|
|
|
|
|
(a) 06/01/08 |
|
700,000 |
|
656,271 |
|
RI State Health & Educational Building |
|
|
|
|
|
|
|
Hospital Financing Lifespan, |
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
Pre-refunded 08/15/12, |
|
|
|
|
|
|
6.375% 08/15/21 |
|
435,000 |
|
496,552 |
|
TN Shelby County Health, Educational & Housing Facilities Board |
|
|
|
|
|
|
|
Open Arms Development Centers: |
|
|
|
|
|
|
Series 1992 A, |
|
|
|
|
|
|
Pre-refunded 08/01/07, |
|
|
|
|
|
|
9.750% 08/01/19 |
|
375,000 |
|
412,207 |
|
|
Series 1992 C, |
|
|
|
|
|
|
Pre-refunded 08/01/12, |
|
|
|
|
|
|
9.750% 08/01/19 |
|
380,000 |
|
417,704 |
|
TX Texas Tech University |
|
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
Pre-refunded 02/15/09, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
5.000% 02/15/29 |
|
2,500,000 |
|
2,582,700 |
|
Refunded/Escrowed Total |
|
17,323,444 |
|
|||
Tobacco 2.1% |
|
|
|
|
|
|
CA Golden State Tobacco Securitization Corp. |
|
|
|
|
|
|
|
Series 2003 A-1, |
|
|
|
|
|
|
6.250% 06/01/33 |
|
750,000 |
|
822,637 |
|
CA Tobacco Securitization Authority |
|
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
(a) 06/01/46 |
|
6,000,000 |
|
536,100 |
|
NY Tsasc, Inc. |
|
|
|
|
|
|
|
Series 2006 1, |
|
|
|
|
|
|
5.125% 06/01/42 |
|
750,000 |
|
754,515 |
|
15
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
OTHER (continued) |
|
|
|
|
|
|
Tobacco (continued) |
|
|
|
|
|
|
SC Tobacco Settlement Management Authority |
|
|
|
|
|
|
|
San Diego County Tobacco, |
|
|
|
|
|
|
Series 2001 B, |
|
|
|
|
|
|
6.375% 05/15/28 |
|
400,000 |
|
430,032 |
|
WI Badger Tobacco Asset Securitization Corp. |
|
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
6.375% 06/01/32 |
|
250,000 |
|
269,363 |
|
Tobacco Total |
|
2,812,647 |
|
|||
OTHER TOTAL |
|
22,690,147 |
|
|||
OTHER REVENUE 2.6% |
|
|
|
|
|
|
Hotels 0.6% |
|
|
|
|
|
|
MA Boston Industrial Development Financing Authority |
|
|
|
|
|
|
|
Crosstown Center Hotel LLC, |
|
|
|
|
|
|
Series 2002, AMT, |
|
|
|
|
|
|
6.500% 09/01/35 |
|
285,000 |
|
293,587 |
|
NJ Middlesex County Improvement Authority |
|
|
|
|
|
|
|
Heldrich Associates LLC, |
|
|
|
|
|
|
Series 2005 B, |
|
|
|
|
|
|
6.250% 01/01/37 |
|
500,000 |
|
513,715 |
|
Hotels Total |
|
807,302 |
|
|||
Recreation 1.6% |
|
|
|
|
|
|
CA Cabazon Band Mission Indians |
|
|
|
|
|
|
|
Series 2004: |
|
|
|
|
|
|
8.375% 10/01/15 (b) |
|
105,000 |
|
107,709 |
|
|
8.750% 10/01/19 (b) |
|
360,000 |
|
370,861 |
|
DC District of Columbia |
|
|
|
|
|
|
|
Smithsonian Institute, |
|
|
|
|
|
|
Series 1997, |
|
|
|
|
|
|
5.000% 02/01/28 |
|
1,000,000 |
|
1,014,260 |
|
NY New York Liberty Development Corp. |
|
|
|
|
|
|
|
National Sports Museum Project, |
|
|
|
|
|
|
Series 2006 A, |
|
|
|
|
|
|
6.125% 02/15/19 |
|
250,000 |
|
257,768 |
|
OR Cow Creek Band Umpqua Tribe of Indians |
|
|
|
|
|
|
|
Series 2006 C, |
|
|
|
|
|
|
5.625% 10/01/26 (b) |
|
350,000 |
|
354,767 |
|
Recreation Total |
|
2,105,365 |
|
|||
Retail 0.4% |
|
|
|
|
|
|
NY New York City Industrial Development Agency |
|
|
|
|
|
|
|
IAC/Interactive Corp., |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
16
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
OTHER REVENUE (continued) |
|
|
|
|
|
|
Retail (continued) |
|
|
|
|
|
|
|
5.000% 09/01/35 |
|
500,000 |
|
506,510 |
|
Retail Total |
|
506,510 |
|
|||
OTHER REVENUE TOTAL |
|
3,419,177 |
|
|||
RESOURCE RECOVERY 3.4% |
|
|
|
|
|
|
Disposal 1.6% |
|
|
|
|
|
|
FL Lee County Solid Waste Systems |
|
|
|
|
|
|
|
Series 2006 A, AMT, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
5.000% 10/01/17 |
|
1,500,000 |
|
1,602,855 |
|
OH Solid Waste |
|
|
|
|
|
|
|
Republic Services, |
|
|
|
|
|
|
Series 2004, AMT, |
|
|
|
|
|
|
4.250% 04/01/33 |
|
500,000 |
|
487,950 |
|
Disposal Total |
|
2,090,805 |
|
|||
Resource Recovery 1.8% |
|
|
|
|
|
|
MA Industrial Finance Agency |
|
|
|
|
|
|
|
Ogden Haverhill Project, |
|
|
|
|
|
|
Series 1998 A, AMT, |
|
|
|
|
|
|
5.450% 12/01/12 |
|
1,250,000 |
|
1,298,313 |
|
PA Delaware County Industrial Development Authority |
|
|
|
|
|
|
|
BFI, |
|
|
|
|
|
|
Series 1997 A, |
|
|
|
|
|
|
6.100% 07/01/13 |
|
1,000,000 |
|
1,041,550 |
|
Resource Recovery Total |
|
2,339,863 |
|
|||
RESOURCE RECOVERY TOTAL |
|
4,430,668 |
|
|||
TAX-BACKED 43.3% |
|
|
|
|
|
|
Local Appropriated 3.7% |
|
|
|
|
|
|
CA Compton |
|
|
|
|
|
|
|
Civic Center & Capital Improvements, |
|
|
|
|
|
|
Series 1997 A, |
|
|
|
|
|
|
5.500% 09/01/15 |
|
500,000 |
|
517,345 |
|
CA Los Angeles County |
|
|
|
|
|
|
|
Series 1999 A, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
(a) 08/01/21 |
|
2,135,000 |
|
1,092,885 |
|
MN Andover Economic Development Authority |
|
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.000% 02/01/19 |
|
600,000 |
|
626,796 |
|
MN Hibbing Economic Development Authority |
|
|
|
|
|
|
|
Series 1997, |
|
|
|
|
|
|
6.400% 02/01/12 |
|
335,000 |
|
336,504 |
|
MO St. Louis Industrial Development Authority |
|
|
|
|
|
|
|
St. Louis Convention Center, |
|
|
|
|
|
17
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TAX-BACKED (continued) |
|
|
|
|
|
|
Local Appropriated (continued) |
|
|
|
|
|
|
|
Series 2000, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
(a) 07/15/18 |
|
300,000 |
|
180,825 |
|
SC Berkeley County School District |
|
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
5.000% 12/01/28 |
|
500,000 |
|
511,250 |
|
SC Dorchester County School District No. 2 |
|
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.250% 12/01/29 |
|
250,000 |
|
261,383 |
|
SC Lancaster Educational Assistance Program |
|
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.000% 12/01/26 |
|
550,000 |
|
562,270 |
|
SC Laurens County School District No. 55 |
|
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.250% 12/01/30 |
|
350,000 |
|
364,014 |
|
SC Newberry County School District |
|
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.000% 12/01/30 |
|
350,000 |
|
356,202 |
|
Local Appropriated Total |
|
4,809,474 |
|
|||
Local General Obligations 12.9% |
|
|
|
|
|
|
CA Modesto High School District |
|
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
(a) 08/01/19 |
|
1,350,000 |
|
772,389 |
|
CA Pomona Unified School District |
|
|
|
|
|
|
|
Series 2000 A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
6.450% 08/01/22 |
|
1,000,000 |
|
1,264,050 |
|
CA Vallejo City Unified School District |
|
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.900% 08/01/25 |
|
2,000,000 |
|
2,392,840 |
|
CA West Contra Costa Unified School District |
|
|
|
|
|
|
|
Series 2001 B, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
6.000% 08/01/24 |
|
250,000 |
|
306,610 |
|
CO Highlands Ranch Metropolitan District No. 2 |
|
|
|
|
|
|
|
Series 1996, |
|
|
|
|
|
|
Insured: CGIC |
|
|
|
|
|
|
6.500% 06/15/11 |
|
650,000 |
|
730,704 |
|
IL Chicago |
|
|
|
|
|
|
|
Series 1995 A-2, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
6.250% 01/01/14 |
|
1,480,000 |
|
1,704,975 |
|
18
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TAX-BACKED (continued) |
|
|
|
|
|
|
Local General Obligations (continued) |
|
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
5.500% 01/01/23 |
|
1,000,000 |
|
1,156,340 |
|
IL Hoffman Estates Park District |
|
|
|
|
|
|
|
Debt Certificates, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.000% 12/01/16 |
|
500,000 |
|
525,480 |
|
IL St. Clair County |
|
|
|
|
|
|
|
Public Building Commission, |
|
|
|
|
|
|
Series 1997 B, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
(a) 12/01/13 |
|
2,000,000 |
|
1,497,940 |
|
|
Series 1999, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
(a) 10/01/16 |
|
2,000,000 |
|
1,317,200 |
|
IL Will County School District No. 17 |
|
|
|
|
|
|
|
Series 2001, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
8.500% 12/01/15 |
|
1,400,000 |
|
1,893,724 |
|
MI St. Johns Public School |
|
|
|
|
|
|
|
Series 1998, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
5.100% 05/01/25 |
|
1,000,000 |
|
1,115,590 |
|
NY New York City |
|
|
|
|
|
|
|
Series 2003 J, |
|
|
|
|
|
|
5.500% 06/01/18 |
|
500,000 |
|
543,025 |
|
OH Kenston Local School District |
|
|
|
|
|
|
|
Series 2003, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.000% 12/01/23 |
|
1,000,000 |
|
1,053,320 |
|
TX Dallas County Flood Control District |
|
|
|
|
|
|
|
Series 2002, |
|
|
|
|
|
|
7.250% 04/01/32 |
|
500,000 |
|
531,130 |
|
Local General Obligations Total |
|
16,805,317 |
|
|||
Special Non-Property Tax 6.5% |
|
|
|
|
|
|
FL Tampa Sports Authority |
|
|
|
|
|
|
|
Series 1995, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.750% 10/01/25 |
|
1,000,000 |
|
1,186,590 |
|
IL Bolingbrook |
|
|
|
|
|
|
|
Sales Tax Revenue, |
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
(e) 01/01/24 |
|
|
|
|
|
|
(6.250% 01/01/08) |
|
250,000 |
|
237,325 |
|
KS Wyandotte County |
|
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.000% 12/01/20 |
|
100,000 |
|
103,742 |
|
NJ Economic Development Authority |
|
|
|
|
|
|
|
Cigarette Tax, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
19
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TAX-BACKED (continued) |
|
|
|
|
|
|
Special Non-Property Tax (continued) |
|
|
|
|
|
|
|
5.750% 06/15/29 |
|
500,000 |
|
535,590 |
|
NM Dona Ana County |
|
|
|
|
|
|
|
Series 1998, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
5.500% 06/01/15 |
|
1,000,000 |
|
1,124,690 |
|
NY Local Government Assistance Corp. |
|
|
|
|
|
|
|
Series 1993 E, |
|
|
|
|
|
|
5.000% 04/01/21 |
|
3,000,000 |
|
3,252,960 |
|
NY New York City Transitional Finance Authority |
|
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
5.000% 11/15/26 |
|
1,960,000 |
|
2,049,121 |
|
Special Non-Property Tax Total |
|
8,490,018 |
|
|||
Special Property Tax 5.7% |
|
|
|
|
|
|
CA Huntington Beach Community Facilities District |
|
|
|
|
|
|
|
Grand Coast Resort, |
|
|
|
|
|
|
Series 2001-1, |
|
|
|
|
|
|
6.450% 09/01/31 |
|
300,000 |
|
322,071 |
|
CA Lincoln Community Facilities District No. 2003-1 |
|
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.550% 09/01/18 |
|
500,000 |
|
525,485 |
|
CA Oakdale Public Financing Authority |
|
|
|
|
|
|
|
Central City Redevelopment Project, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.375% 06/01/33 |
|
500,000 |
|
519,695 |
|
FL Celebration Community Development District |
|
|
|
|
|
|
|
Series 2003 A, |
|
|
|
|
|
|
6.400% 05/01/34 |
|
240,000 |
|
254,107 |
|
FL Double Branch Community Development District |
|
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
6.700% 05/01/34 |
|
325,000 |
|
362,723 |
|
FL Seven Oaks Community Development District |
|
|
|
|
|
|
|
Series 2004 A, |
|
|
|
|
|
|
5.875% 05/01/35 |
|
495,000 |
|
508,108 |
|
|
Series 2004 B, |
|
|
|
|
|
|
5.000% 05/01/09 |
|
190,000 |
|
190,498 |
|
FL West Villages Improvement District |
|
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
5.500% 05/01/37 |
|
500,000 |
|
508,465 |
|
FL Westridge Community Development District |
|
|
|
|
|
|
|
Series 2005, |
|
|
|
|
|
|
5.800% 05/01/37 |
|
500,000 |
|
507,455 |
|
20
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TAX-BACKED (continued) |
|
|
|
|
|
|
Special Property Tax (continued) |
|
|
|
|
|
|
GA Atlanta |
|
|
|
|
|
|
|
Series 2005 A, AMT, |
|
|
|
|
|
|
5.625% 01/01/16 |
|
400,000 |
|
411,772 |
|
IL Chicago |
|
|
|
|
|
|
|
Pilsen Redevelopment, |
|
|
|
|
|
|
Series 2004 B, |
|
|
|
|
|
|
6.750% 06/01/22 |
|
610,000 |
|
643,336 |
|
IL Du Page County Special Service Area No. 31 |
|
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
5.400% 03/01/16 |
|
250,000 |
|
252,422 |
|
IL Lincolnshire Special Services Area No. 1 |
|
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
6.250% 03/01/34 |
|
225,000 |
|
235,859 |
|
IL Plano Special Service Area No.4 |
|
|
|
|
|
|
|
Series 2005 5-B, |
|
|
|
|
|
|
6.000% 03/01/35 |
|
750,000 |
|
745,072 |
|
IL Volo Village Special Service Area No. 3 |
|
|
|
|
|
|
|
Series 2006 1, |
|
|
|
|
|
|
6.000% 03/01/36 |
|
250,000 |
|
252,275 |
|
IN City of Portage |
|
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
5.000% 01/15/27 |
|
105,000 |
|
105,482 |
|
MO Fenton |
|
|
|
|
|
|
|
Tax Increment Revenue, |
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
4.500% 04/01/21 |
|
500,000 |
|
507,045 |
|
MO Riverside |
|
|
|
|
|
|
|
Tax Increment Revenue, |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
|
5.250% 05/01/20 |
|
500,000 |
|
514,695 |
|
Special Property Tax Total |
|
7,366,565 |
|
|||
State Appropriated 10.9% |
|
|
|
|
|
|
IN Office Building Commission |
|
|
|
|
|
|
|
Womens Prison, |
|
|
|
|
|
|
Series 1995 B, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
6.250% 07/01/16 |
|
2,820,000 |
|
3,284,059 |
|
KY Property & Buildings Commission |
|
|
|
|
|
|
|
Series 2001, |
|
|
|
|
|
|
5.500% 11/01/14 |
|
455,000 |
|
492,128 |
|
NY Dormitory Authority |
|
|
|
|
|
|
|
City University, |
|
|
|
|
|
|
Series 1993 A, |
|
|
|
|
|
|
5.750% 07/01/18 |
|
5,000,000 |
|
5,634,700 |
|
|
State University, |
|
|
|
|
|
|
Series 2000 C, |
|
|
|
|
|
|
Insured: FSA |
|
|
|
|
|
|
5.750% 05/15/17 |
|
1,000,000 |
|
1,159,920 |
|
21
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TAX-BACKED (continued) |
|
|
|
|
|
|
State Appropriated (continued) |
|
|
|
|
|
|
NY Urban Development Corp. |
|
|
|
|
|
|
|
Series 1995, |
|
|
|
|
|
|
5.600% 04/01/15 |
|
1,000,000 |
|
1,100,700 |
|
UT Building Ownership Authority |
|
|
|
|
|
|
|
Facilities Master Lease, |
|
|
|
|
|
|
Series 1998 C, |
|
|
|
|
|
|
Insured: FSA |
|
|
|
|
|
|
5.500% 05/15/19 |
|
1,750,000 |
|
1,992,498 |
|
WV Building Commission |
|
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
5.375% 07/01/18 |
|
500,000 |
|
557,775 |
|
State Appropriated Total |
|
14,221,780 |
|
|||
State General Obligations 3.6% |
|
|
|
|
|
|
CA State |
|
|
|
|
|
|
|
Series 1995, |
|
|
|
|
|
|
5.750% 03/01/19 |
|
70,000 |
|
70,635 |
|
MA State |
|
|
|
|
|
|
|
Series 1998 C, |
|
|
|
|
|
|
5.250% 08/01/17 |
|
1,000,000 |
|
1,111,340 |
|
PR Commonwealth of Puerto Rico Aqueduct & Sewer Authority |
|
|
|
|
|
|
|
Series 1995, |
|
|
|
|
|
|
Insured: MBIA: |
|
|
|
|
|
|
6.250% 07/01/12 |
|
1,000,000 |
|
1,135,440 |
|
|
6.250% 07/01/13 |
|
750,000 |
|
864,990 |
|
|
Series 2001, |
|
|
|
|
|
|
Insured: FSA |
|
|
|
|
|
|
5.500% 07/01/17 |
|
1,000,000 |
|
1,136,430 |
|
|
Series 2004 A, |
|
|
|
|
|
|
5.000% 07/01/30 |
|
415,000 |
|
432,430 |
|
State General Obligations Total |
|
4,751,265 |
|
|||
TAX-BACKED TOTAL |
|
56,444,419 |
|
|||
TRANSPORTATION 8.6% |
|
|
|
|
|
|
Air Transportation 2.3% |
|
|
|
|
|
|
IN Indianapolis Airport Authority |
|
|
|
|
|
|
|
FedEx Corp., |
|
|
|
|
|
|
Series 2004, AMT, |
|
|
|
|
|
|
5.100% 01/15/17 |
|
250,000 |
|
261,845 |
|
NC Charlotte/Douglas International Airport |
|
|
|
|
|
|
|
US Airways, Inc., |
|
|
|
|
|
|
Series 2000, AMT, |
|
|
|
|
|
|
7.750% 02/01/28 |
|
500,000 |
|
532,520 |
|
NJ Economic Development Authority |
|
|
|
|
|
|
|
Continental Airlines, Inc., |
|
|
|
|
|
|
Series 1999, AMT, |
|
|
|
|
|
|
6.250% 09/15/19 |
|
500,000 |
|
511,610 |
|
22
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TRANSPORTATION (continued) |
|
|
|
|
|
|
Air Transportation (continued) |
|
|
|
|
|
|
NY New York City Industrial Development Agency |
|
|
|
|
|
|
|
Terminal One Group-JFK International Airport, |
|
|
|
|
|
|
Series 2005, AMT, |
|
|
|
|
|
|
5.500% 01/01/21 |
|
250,000 |
|
269,458 |
|
NY Port Authority of New York & New Jersey |
|
|
|
|
|
|
|
JFK International Air Terminal, |
|
|
|
|
|
|
Series 1997, AMT, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
6.250% 12/01/08 |
|
1,000,000 |
|
1,052,290 |
|
TX Houston Industrial Development Corp. |
|
|
|
|
|
|
|
United Parcel Service, |
|
|
|
|
|
|
Series 2002, AMT, |
|
|
|
|
|
|
6.000% 03/01/23 |
|
365,000 |
|
382,662 |
|
Air Transportation Total |
|
3,010,385 |
|
|||
Airports 0.9% |
|
|
|
|
|
|
MA Port Authority |
|
|
|
|
|
|
|
Series 1999 599R, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
7.277% 07/01/29(f) |
|
1,000,000 |
|
1,142,040 |
|
Airports Total |
|
1,142,040 |
|
|||
Toll Facilities 3.0% |
|
|
|
|
|
|
CA Foothill/Eastern Transportation Corridor Agency |
|
|
|
|
|
|
|
Series 1995 A, |
|
|
|
|
|
|
5.000% 01/01/35(g) |
|
1,000,000 |
|
1,000,270 |
|
CA San Joaquin Hills Transportation Corridor Agency |
|
|
|
|
|
|
|
Series 1997 A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
(a) 01/15/15 |
|
2,000,000 |
|
1,430,740 |
|
CO Northwest Parkway Public Highway Authority |
|
|
|
|
|
|
|
Series 2001 D, |
|
|
|
|
|
|
7.125% 06/15/41 |
|
500,000 |
|
496,440 |
|
NH Turnpike Systems |
|
|
|
|
|
|
|
Series 1991 C, IFRN, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
10.180% 11/01/17(f) |
|
1,000,000 |
|
1,049,880 |
|
Toll Facilities Total |
|
3,977,330 |
|
|||
Transportation 2.4% |
|
|
|
|
|
|
IL Regional Transportation Authority |
|
|
|
|
|
|
|
Series 1994 C, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
7.750% 06/01/20 |
|
1,000,000 |
|
1,367,860 |
|
NV Department of Business & Industry |
|
|
|
|
|
|
|
Las Vegas Monorail Project, |
|
|
|
|
|
|
Series 2000: |
|
|
|
|
|
|
7.375% 01/01/30 |
|
250,000 |
|
257,350 |
|
23
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
TRANSPORTATION (continued) |
|
|
|
|
|
|
Transportation (continued) |
|
|
|
|
|
|
|
7.375% 01/01/40 |
|
250,000 |
|
257,205 |
|
OH Toledo-Lucas County Port Authority |
|
|
|
|
|
|
|
Series 1992, |
|
|
|
|
|
|
6.450% 12/15/21 |
|
1,000,000 |
|
1,205,130 |
|
Transportation Total |
|
3,087,545 |
|
|||
TRANSPORTATION TOTAL |
|
11,217,300 |
|
|||
UTILITIES 16.4% |
|
|
|
|
|
|
Independent Power Producers 1.1% |
|
|
|
|
|
|
NY Suffolk County Industrial Development Authority |
|
|
|
|
|
|
|
Nissequogue Cogeneration Partners Facilities, |
|
|
|
|
|
|
Series 1998, AMT, |
|
|
|
|
|
|
5.500% 01/01/23 |
|
550,000 |
|
543,323 |
|
PA Carbon City Industrial Development Authority |
|
|
|
|
|
|
|
Panther Creek Partners, |
|
|
|
|
|
|
Series 2000, AMT, |
|
|
|
|
|
|
6.650% 05/01/10 |
|
110,000 |
|
116,070 |
|
PA Economic Development Financing Authority |
|
|
|
|
|
|
|
Colver Project, |
|
|
|
|
|
|
Series 2005 G, AMT, |
|
|
|
|
|
|
5.125% 12/01/15 |
|
425,000 |
|
421,587 |
|
PR Commonwealth of Puerto Rico Industrial, Tourist, Educational, Medical & Environmental Cogeneration Facilities |
|
|
|
|
|
|
|
AES Project, |
|
|
|
|
|
|
Series 2000, AMT, |
|
|
|
|
|
|
6.625% 06/01/26 |
|
320,000 |
|
348,483 |
|
Independent Power Producers Total |
|
1,429,463 |
|
|||
Investor Owned 11.0% |
|
|
|
|
|
|
CA Chula Vista Industrial Development Authority |
|
|
|
|
|
|
|
Enova Corp., |
|
|
|
|
|
|
Series 1996 B, AMT, |
|
|
|
|
|
|
5.500% 12/01/21 |
|
625,000 |
|
679,919 |
|
FL Polk County Industrial Development Authority |
|
|
|
|
|
|
|
Tampa Electric Co., |
|
|
|
|
|
|
Series 1996, AMT, |
|
|
|
|
|
|
5.850% 12/01/30 |
|
500,000 |
|
510,140 |
|
IN Petersburg |
|
|
|
|
|
|
|
Indiana Power & Light Co., |
|
|
|
|
|
|
Series 1993 B, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.400% 08/01/17 |
|
2,500,000 |
|
2,773,875 |
|
MI Strategic Fund |
|
|
|
|
|
|
|
Detroit Edison Co., |
|
|
|
|
|
|
Series 1998 A, AMT, |
|
|
|
|
|
24
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
UTILITIES (continued) |
|
|
|
|
|
|
Investor Owned (continued) |
|
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.550% 09/01/29 |
|
3,000,000 |
|
3,158,610 |
|
MS Business Finance Corp. |
|
|
|
|
|
|
|
Systems Energy Resources, |
|
|
|
|
|
|
Series 1998, |
|
|
|
|
|
|
5.875% 04/01/22 |
|
1,000,000 |
|
1,001,440 |
|
MT Forsyth |
|
|
|
|
|
|
|
Northwestern Corp., |
|
|
|
|
|
|
Series 2006, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
4.650% 08/01/23 |
|
500,000 |
|
508,250 |
|
|
Portland General, |
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
5.200% 05/01/33 |
|
150,000 |
|
154,070 |
|
NH Business Finance Authority |
|
|
|
|
|
|
|
Public Service Co., |
|
|
|
|
|
|
Series 2006 B, AMT, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
4.750% 05/01/21 |
|
250,000 |
|
254,122 |
|
NV Clark County Industrial Development Authority |
|
|
|
|
|
|
|
Nevada Power Co.: |
|
|
|
|
|
|
Series 1995 B, AMT, |
|
|
|
|
|
|
5.900% 10/01/30 |
|
250,000 |
|
250,025 |
|
|
Series 1997 A, AMT, |
|
|
|
|
|
|
5.900% 11/01/32 |
|
250,000 |
|
250,048 |
|
OH Air Quality Development Authority |
|
|
|
|
|
|
|
Cleveland Electric Illuminating Co., |
|
|
|
|
|
|
Series 2002 A, |
|
|
|
|
|
|
6.000% 12/01/13 |
|
650,000 |
|
669,695 |
|
PA Economic Development Financing Authority |
|
|
|
|
|
|
|
Reliant Energy, Inc., |
|
|
|
|
|
|
Series 2001 A, AMT, |
|
|
|
|
|
|
6.750% 12/01/36 |
|
200,000 |
|
214,900 |
|
TX Brazos River Authority |
|
|
|
|
|
|
|
TXU Energy Co., LLC: |
|
|
|
|
|
|
Series 1999, AMT, |
|
|
|
|
|
|
7.700% 04/01/33 |
|
250,000 |
|
291,862 |
|
|
Series 2001 C, AMT, |
|
|
|
|
|
|
5.750% 05/01/36 |
|
100,000 |
|
106,091 |
|
|
Series 2003 C, AMT, |
|
|
|
|
|
|
6.750% 10/01/38 |
|
270,000 |
|
303,855 |
|
TX Matagorda County Navigation District No. 1 |
|
|
|
|
|
|
|
Centerpoint Energy, Inc., |
|
|
|
|
|
|
Series 1997, AMT, |
|
|
|
|
|
|
Insured: AMBAC |
|
|
|
|
|
|
5.125% 11/01/28 |
|
2,000,000 |
|
2,177,020 |
|
WY Campbell County |
|
|
|
|
|
|
|
Black Hills Power, Inc., |
|
|
|
|
|
|
Series 2004, |
|
|
|
|
|
25
|
|
|
Par ($) |
|
Value ($) |
|
Municipal Bonds (continued) |
|
|
|
|
|
|
UTILITIES (continued) |
|
|
|
|
|
|
Investor Owned (continued) |
|
|
|
|
|
|
|
5.350% 10/01/24 |
|
500,000 |
|
519,165 |
|
WY Converse County |
|
|
|
|
|
|
|
PacifiCorp, |
|
|
|
|
|
|
Series 1988, |
|
|
|
|
|
|
3.900% 01/01/14 |
|
500,000 |
|
482,465 |
|
Investor Owned Total |
|
14,305,552 |
|
|||
Joint Power Authority 2.8% |
|
|
|
|
|
|
MA Municipal Wholesale Electric Co. |
|
|
|
|
|
|
|
Series 2001 6-A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.250% 07/01/14 |
|
1,000,000 |
|
1,079,550 |
|
NC Eastern Municipal Power Agency |
|
|
|
|
|
|
|
Series 2003 F, |
|
|
|
|
|
|
5.500% 01/01/16 |
|
285,000 |
|
305,072 |
|
NC Municipal Power Agency |
|
|
|
|
|
|
|
Catawba Electric No. 1: |
|
|
|
|
|
|
Series 1998 A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.500% 01/01/15 |
|
640,000 |
|
714,637 |
|
|
Series 2003 A, |
|
|
|
|
|
|
Insured: MBIA |
|
|
|
|
|
|
5.250% 01/01/18 |
|
1,500,000 |
|
1,609,110 |
|
Joint Power Authority Total |
|
3,708,369 |
|
|||
Water & Sewer 1.5% |
|
|
|
|
|
|
MS V Lakes Utility District |
|
|
|
|
|
|
|
Series 1994, |
|
|
|
|
|
|
8.250% 07/15/24(h) |
|
135,000 |
|
103,278 |
|
WA King County |
|
|
|
|
|
|
|
Series 1999, |
|
|
|
|
|
|
Insured: FGIC |
|
|
|
|
|
|
5.250% 01/01/30 |
|
1,750,000 |
|
1,816,115 |
|
Water & Sewer Total |
|
1,919,393 |
|
|||
UTILITIES TOTAL |
|
21,362,777 |
|
|||
|
Total Municipal Bonds |
|
|
|
184,235,701 |
|
|
|
|
|
|
|
|
Municipal Preferred Stocks 2.0% |
|
|
Shares |
|
|
|
HOUSING 2.0% |
|
|
|
|
|
|
Multi-Family 2.0% |
|
|
|
|
|
|
Charter Mac Equity Issuer Trust |
|
|
|
|
|
|
|
AMT: |
|
|
|
|
|
|
6.300% 04/30/19(b) |
|
500,000 |
|
543,970 |
|
|
Series 2000, |
|
|
|
|
|
|
7.600% 11/30/10(b) |
|
500,000 |
|
554,935 |
|
26
|
|
|
Shares |
|
Value ($) |
|
Municipal Preferred Stocks (continued) |
|
|
|
|
|
|
HOUSING (continued) |
|
|
|
|
|
|
Multi-Family (continued) |
|
|
|
|
|
|
GMAC Municipal Mortgage Trust |
|
|
|
|
|
|
|
AMT, |
|
|
|
|
|
|
5.600% 10/31/39(b) |
|
500,000 |
|
522,875 |
|
Munimae TE Bond Subsidiary LLC |
|
|
|
|
|
|
|
Series 2005 C-3, AMT, |
|
|
|
|
|
|
5.500% 11/29/49(b) |
|
1,000,000 |
|
1,011,440 |
|
Multi-Family Total |
|
2,633,220 |
|
|||
HOUSING TOTAL |
|
2,633,220 |
|
|||
|
Total
Municipal Preferred Stocks |
|
|
|
2,633,220 |
|
Investment Company 0.0% |
|
|
|
|
|
|
|
Dreyfus Tax-Exempt Cash Management Fund |
|
957 |
|
957 |
|
|
Total Investment Company |
|
|
|
957 |
|
|
|
|
Par ($) |
|
|
|
|
|
|
|
|
|
|
Short-Term Obligations 0.7% |
|
|
|
|
|
|
VARIABLE RATE DEMAND NOTES (i) 0.7% |
|
|
|
|
|
|
FL Orange County School Board |
|
|
|
|
|
|
|
Series 2002 B, |
|
|
|
|
|
|
SPA: SunTrust Bank |
|
|
|
|
|
|
3.410% 08/01/27 |
|
400,000 |
|
400,000 |
|
FL Pinellas County Health Facility Authority |
|
|
|
|
|
|
|
All Childrens Hospital, |
|
|
|
|
|
|
Series 1985, |
|
|
|
|
|
|
LOC: Wachovia Bank N.A. |
|
|
|
|
|
|
3.560% 12/01/15 |
|
400,000 |
|
400,000 |
|
MI Detroit Sewage Disposal Revenue |
|
|
|
|
|
|
|
Series 2003 B, |
|
|
|
|
|
|
LOC: Dexia Credit Local |
|
|
|
|
|
|
3.410% 07/01/33 |
|
100,000 |
|
100,000 |
|
VARIABLE RATE DEMAND NOTES TOTAL |
|
900,000 |
|
|||
|
Total Short-Term Obligations |
|
|
|
900,000 |
|
27
|
Total Investments 143.9% |
|
|
|
187,769,878 |
|
|
Auction Preferred Shares Plus Cumulative Unpaid Distributions- (46.0)% |
|
|
|
(60,016,272 |
) |
|
Other Assets & Liabilities, Net 2.1% |
|
|
|
2,776,712 |
|
|
Net Assets 100.0% |
|
|
|
130,530,318 |
|
|
Notes to Investment Portfolio: |
|
|
* |
Security Valuation:
Debt securities generally are valued by pricing services approved by the Funds Board of Trustees, based upon market transactions for normal, institutional-size trading units of similar securities. The services may use various pricing techniques which take into account appropriate factors such as yield, quality, coupon rate, maturity, type of issue, trading characteristics and other data, as well as broker quotes. Debt securities for which quotations are readily available are valued at an over-the-counter or exchange bid quotation. Certain debt securities, which tend to be more thinly traded and of lesser quality, are priced based on fundamental analysis of the financial condition of the issuer and the estimated value of any collateral. Valuations developed through pricing techniques may vary from the actual amounts realized upon sale of the securities, and the potential variation may be greater for those securities valued using fundamental analysis.
Short-term debt obligations maturing within 60 days are valued at amortized cost, which approximates market value.
Investments in other investment companies are valued at net asset value.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded.
Investments for which market quotations are not readily available, or have quotations which management believes are not appropriate, are valued at fair value as determined in good faith under consistently applied procedures established by and under the general supervision of the Board of Trustees. If a security is valued at a fair value, such value is likely to be different from the last quoted market price for the security. |
|
|
|
|
(a) |
Zero coupon bond. |
|
|
|
|
(b) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2006, these securities, which did not include any illiquid securities except the following, amounted to $3,690,979, which represents 2.8% of net assets. |
Security |
|
Acquisition |
|
Par/Unit |
|
Cost |
|
Value |
|||
Resolution
Trust Corp., |
|
08/27/93 |
|
$ |
227,741 |
|
$ |
232,276 |
|
$ |
224,422 |
|
(c) |
Security purchased on a delayed delivery basis. |
|
(d) |
The Trust has been informed that each issuer has placed direct obligations of the U.S. Government in an irrevocable trust, solely for the payment of principal and interest. |
|
(e) |
Step bond. This security is currently not paying a coupon. Shown parenthetically is the next interest rate to be paid and the date the Trust will begin accruing at this rate. |
|
(f) |
The interest rate shown on floating rate or variable rate securities reflects the rate at August 31, 2006. |
|
(g) |
Security pledged as collateral for open futures contracts. |
28
|
(h) |
The issuer is in default of certain debt covenants. Income is not being accrued. At August 31, 2006, the value of this security represents 0.1% of net assets. |
|
(i) |
Variable rate demand notes. These securities are payable upon demand and are secured by letters of credit or other credit support agreements from banks. The interest rates change periodically and the interest rates shown reflect the rates at August 31, 2006. |
|
(j) |
Cost for federal income tax purposes is $178,163,689. |
|
(k) |
Unrealized appreciation and depreciation at August 31, 2006 based on cost of investments for federal income tax purposes was: |
|
|
Unrealized |
|
Unrealized |
|
Net Unrealized |
|
|
|||
|
|
13,720,667 |
|
$ |
(4,114,478 |
) |
$ |
9,606,189 |
|
|
|
At August 31, 2006, the Trust held the following open short futures contracts:
Type |
|
Number of |
|
Value |
|
Aggregate |
|
Expiration |
|
Unrealized |
|
|||
10-Year U.S Treasury Notes |
|
157 |
|
$ |
16,865,234 |
|
$ |
16,545,880 |
|
Sept-06 |
|
$ |
(319,354 |
) |
U.S Treasury Bonds |
|
35 |
|
3,874,063 |
|
3,782,621 |
|
Sept-06 |
|
(91,442 |
) |
|||
|
|
|
|
|
|
|
|
|
|
$ |
(410,796 |
) |
||
At August 31, 2006, the Trust held the following forward swap contract:
Notional |
|
Effective |
|
Expiration |
|
Counter- |
|
Receive |
|
Fixed |
|
Variable |
|
Net Unrealized |
|
||
$ |
12,000,000 |
|
08/08/06 |
|
11/07/06 |
|
JPMorgan Chase Bank |
|
(Pay |
) |
4.168 |
|
BMA Index |
|
$ |
(215,543 |
) |
29
Item 2. Controls and Procedures.
(a) The registrants principal executive officer and principal financial officer, based on their evaluation of the registrants disclosure controls and procedures as of a date within 90 days of the filing of this report, have concluded that such controls and procedures are adequately designed to ensure that information required to be disclosed by the registrant in Form N-Q is accumulated and communicated to the registrants management, including the principal executive officer and principal financial officer, or persons performing similar functions, as appropriate to allow timely decisions regarding required disclosure.
(b) There were no changes in the registrants internal control over financial reporting that occurred during the registrants last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting.
Item 3. Exhibits.
Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) attached hereto as Exhibit 99.CERT.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
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Colonial Investment Grade Municipal Trust |
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By (Signature and Title) |
/s/ Christopher L. Wilson |
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Christopher L. Wilson, President |
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Date |
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October 27, 2006 |
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Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title) |
/s/ Christopher L. Wilson |
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Christopher L. Wilson, President |
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Date |
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October 27, 2006 |
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By (Signature and Title) |
/s/ J. Kevin Connaughton |
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J. Kevin Connaughton, Treasurer |
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Date |
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October 27, 2006 |
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