Negative Yields for 2001

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Negative Yields for 2001

Here is the 2001 list of negative yields. This study is limited to "actively traded" Municipal Bonds. To be labeled as actively traded on a specific day in 2001, a Municipal Bond must have traded at least four times.

Date

CUSIP

Municipal Bond Name / Description

Coupon

Maturity

Bid Side
Customer Sold
to Dealer
(Lowest / Highest)

Offer Side
Customer Purchase
from Dealer
(Lowest / Highest)

Yield*
Offer Side
(Lo Px / Hi Px)

# of
Trades

Volume
(000)

09/26/2001

649850-DF-8

NEW YORK ST ENVIRONMENTAL FACS CORP POLLUTN CTL REV ST WATER-REVOLVING FD-S

7.200

03/15/2011

101.361 / 101.361

101.970 / 101.970

-29.98% / -29.98%

3760

11/13/2001

238262-AD-1

DAUPHIN CNTY PA INDL DEV AUTH POLLUTN CTL REV PENNSYLVANIA ELEC CO PROJ

6.125

12/01/2007

100.430 / 100.430

102.399 / 102.399

-28.42% / -29.91%

200

09/21/2001

341535-FZ-0

FLORIDA ST BRD ED PUB ED

6.000

05/01/2003

101.000 / 101.000

103.440 / 103.600

-29.27% / -29.77%

220

10/23/2001

930868-AG-9

WAKE CNTY N C INDL FACS & POLLUTION CTL FING AUTH REV ADJ RATE-CAROLINA PWR

6.900

04/01/2009

102.031 / 102.031

-29.73% / -29.73%

750

06/18/2001

745290-DZ-6

PUERTO RICO PORTS AUTH REV SER D

6.000

07/01/2021

100.350 / 100.350

102.300 / 102.350

-28.59% / -29.33%

350

06/26/2001

649831-SZ-8

NEW YORK ST DORM AUTH REVS JUDICIAL FACS LEASE

7.375

07/01/2016

121.500 / 122.000

-28.60% / -29.29%

735

07/27/2001

132726-AA-8

CAMDEN ARK POLLUTN CTL REV INTL PAPER CO PROJ

5.750

02/01/2008

100.750 / 100.750

-29.29% / -29.29%

200

07/19/2001

649832-ZB-1

NEW YORK ST DORM AUTH REVS INSD-BROOKLYN LAW SCH

6.400

07/01/2011

101.850 / 101.850

103.250 / 103.250

-29.27% / -29.27%

180

06/14/2001

745290-DZ-6

PUERTO RICO PORTS AUTH REV SER D

6.000

07/01/2021

100.350 / 100.350

102.348 / 102.548

-25.28% / -29.19%

500

05/16/2001

792226-BG-6

ST MARY HOSP AUTH LANGHORNE PA HOSP REV REF-FRANCISCAN HEALTH-SER A

7.000

06/15/2015

100.300 / 100.300

102.500 / 102.500

-28.90% / -28.90%

160

03/21/2001

745245-ES-5

PUERTO RICO COMWLTH URBAN RENEWAL & HSG CORP REF

7.875

10/01/2004

103.090 / 103.090

101.000 / 103.465

5.87% / -28.73%

11/09/2001

649850-FF-6

NEW YORK ST ENVIRONMENTAL FACS CORP POLLUTN CTL REV ST WTR-REVOLVING FD-SER

7.100

09/15/2011

103.000 / 103.000

103.500 / 103.500

-28.52% / -28.52%

1475

01/30/2001

645793-M5-6

NEW JERSEY HEALTH CARE FACS FING AUTH REV BAYSHORE CMNTY HOSP ISSUE-A

6.500

07/01/2015

102.438 / 102.438

102.688 / 102.688

-28.50% / -28.50%

1520

08/22/2001

882485-FP-5

TEXAS HSG AGY RESIDENTIAL DEV REV MTG-SER A

7.500

07/01/2009

101.760 / 101.760

102.610 / 102.610

-28.42% / -28.42%

160

09/19/2001

473044-AF-2

JEFFERSON CNTY KY POLLUTN CTL REV B F GOODRICH CO PROJ SER B

6.200

02/01/2008

102.500 / 104.500

5.40% / -28.34%

340

06/21/2001

121574-AB-3

BURLINGTON CITY N J SR CTZNS HSG CORP MTG REV

7.500

02/01/2010

98.400 / 101.588

104.000 / 105.250

-28.31% / -28.31%

10/10/2001

575850-ZV-7

MASSACHUSETTS ST HEALTH & EDL FACS AUTH REV REF-BEVERLY HOSP-LOT 1-SER D

7.300

07/01/2013

101.720 / 101.720

102.570 / 102.570

-28.10% / -28.10%

1425

10/02/2001

657902-JD-5

NORTH CAROLINA MED CARE COMMN HEALTH CARE FACS REV REF-1ST MTG-FOREST AT DU

6.125

09/01/2015

103.500 / 103.500

-28.06% / -28.06%

06/20/2001

960041-BD-2

WESTERVILLE OHIO INDL DEV REV REF-1ST MTG HLTH CARE CORP PJ

10.000

01/01/2008

99.500 / 99.500

102.330 / 102.330

-28.05% / -28.05%

12/10/2001

767111-DJ-3

RIO GRANDE VY HEALTH FACS DEV CORP TEX HOSP REV UNREFUNDED BALANCE

8.000

08/01/2017

99.250 / 99.250

102.825 / 102.825

-27.93% / -27.93%

06/15/2001

745290-DZ-6

PUERTO RICO PORTS AUTH REV SER D

6.000

07/01/2021

100.350 / 100.350

102.348 / 102.349

-27.84% / -27.86%

275

05/10/2001

745232-HD-3

PUERTO RICO PUB BLDGS AUTH GTD PUB ED & HEALTH FACS REF-SER I

6.000

07/01/2012

100.400 / 100.400

102.150 / 102.150

-27.85% / -27.85%

100

10/02/2001

805777-FD-6

SAYRE PA HEALTH CARE FACS AUTH REV GUTHRIE HEALTHCARE SYS-SER A

7.000

03/01/2011

103.875 / 103.875

-27.68% / -27.68%

370

10/11/2001

471373-AW-0

JASPER CNTY IND POLLUTN CTL REV REF-COLL-NORTHERN IND PUB SVC

7.100

07/01/2017

104.000 / 107.600

-27.41% / -27.41%

820

04/25/2001

660291-BT-1

NORTH KANSAS CITY MO WTR REV REF

6.750

11/01/2005

103.475 / 103.875

-27.30% / -27.30%

500

05/07/2001

649657-DF-7

NEW YORK N Y CONV PRAMS 7.5% 10/01/13 SER54

10/01/2013

101.600 / 108.750

112.973 / 115.349

-23.35% / -27.28%

1020

02/16/2001

686509-TW-0

ORLANDO FLA UTILS COMMN WTR & ELEC REV REF-SUB-SER D-MBIA-IBC

5.500

10/01/2020

100.250 / 101.125

5.48% / -27.24%

280

04/02/2001

649656-GK-5

NEW YORK N Y PREREFUNDED-SER A

8.000

03/15/2011

112.000 / 112.000

118.610 / 118.610

-27.03% / -27.03%

100

10/17/2001

483670-AJ-4

KANAWHA CNTY W VA POLLUTN CTL REV FMC CORP PROJ

6.000

12/01/2007

99.500 / 99.940

103.750 / 103.750

-26.97% / -26.97%

270

10/09/2001

13033J-PB-2

CALIFORNIA HEALTH FACS FING AUTH REV REF-INSD-ADVENTIST HEALTH-A

6.500

03/01/2014

102.600 / 102.600

102.875 / 102.875

-26.90% / -26.90%

4000

12/14/2001

939780-YS-5

WASHINGTON ST HEALTH CARE FACS AUTH REV OVERLAKE HOSP MED CTR

7.200

10/01/2019

99.660 / 99.660

102.060 / 102.060

-26.71% / -26.71%

11/14/2001

041081-NZ-9

ARKANSAS ST DEV FIN AUTH SINGLE FAMILY MTG REV GNMA MTG-BKD-PG-E-ACRL 3/1/9

7.850

12/01/2021

100.000 / 100.000

102.500 / 102.500

-26.59% / -26.59%

08/28/2001

645793-S4-3

NEW JERSEY HEALTH CARE FACS FING AUTH REV SOCIETY OF THE VY HOSP-SER C

6.625

07/01/2010

101.441 / 101.441

102.500 / 103.500

-26.57% / -26.57%

290

08/29/2001

645793-S4-3

NEW JERSEY HEALTH CARE FACS FING AUTH REV SOCIETY OF THE VY HOSP-SER C

6.625

07/01/2010

102.500 / 102.500

-26.57% / -26.57%

540

03/14/2001

01852L-AA-8

ALLIANCE ARPT AUTH INC TEX SPL FACS REV AMERICAN AIRLINES INC PROJ

7.500

12/01/2029

99.082 / 99.082

102.081 / 104.000

5.58% / -26.55%

02/22/2001

106213-BZ-3

BRAZOS RIVER AUTH TEX POLLUTN CTL REV COLL-TEX UTILS-A-AMBAC-TCRS

7.875

03/01/2021

102.100 / 102.100

102.400 / 102.400

-26.47% / -26.47%

800

10/25/2001

838863-AA-6

SOUTH MILWAUKEE WIS INDL DEV REV MCGRAW-EDISON CO PROJ

5.750

11/01/2007

99.125 / 99.125

99.125 / 103.847

5.92% / -26.27%

1690

11/15/2001

895395-BJ-9

TRI CITY CALIF HOSP DIST REV ORIG ISSUE DISC REF-INSD

5.750

02/01/2015

101.375 / 101.375

-26.20% / -26.20%

1800

11/30/2001

286677-H2-8

ELIZABETH N J UNREFUNDED BALANCE

6.600

08/01/2006

104.027 / 104.527

3.75% / -26.14%

340

10/18/2001

946650-AA-6

WAYNESBORO VA INDL DEV AUTH POLLUTN CTL REV E I DU PONT DE NEMOURS & CO PR

5.450

04/01/2007

100.500 / 103.317

-26.13% / -26.13%

06/19/2001

130329-CM-5

CALIFORNIA HSG FIN AGY REV MULTI-UNIT RENTAL HSG

6.875

02/01/2022

99.925 / 99.925

101.500 / 103.750

-6.69% / -26.06%

04/12/2001

443354-AA-3

HUBBARD CNTY MINN INDL DEV REV POTLATCH CORP PRJ

6.700

08/01/2009

101.000 / 101.500

-6.88% / -25.87%

160

05/22/2001

159469-BT-1

CHAPEL HILL TEX INDPT SCH DIST PUB FACS CORP SCH FAC REV LEASE

7.100

08/15/2005

107.894 / 107.894

5.00% / -25.87%

12/17/2001

73358E-AC-8

PORT AUTH N Y & N J SPL OBLIG REV CONTL/EASTERN PJ LAGUARDIA

9.000

12/01/2010

100.000 / 100.000

103.750 / 103.750

-25.72% / -25.72%

125

03/09/2001

677660-AJ-1

OHIO ST WTR DEV AUTH POLLUTION CTL FACS REV GEN MTRS CORP

5.900

06/15/2008

99.004 / 99.410

100.350 / 102.000

5.84% / -25.65%

190

11/28/2001

915234-7W-2

UNIVERSITY WASH UNIV REVS UNREFUNDED BALANCE 1996

7.000

12/01/2021

98.951 / 98.951

102.351 / 104.190

6.78% / -25.44%

12/19/2001

074876-BN-2

BEAVER CNTY PA INDL DEV AUTH POLLUTN CTL REV COLT INDS INC PROJ

7.000

06/01/2008

98.500 / 98.500

102.250 / 102.250

-25.41% / -25.41%

155

07/19/2001

709174-HL-3

PENNSYLVANIA ST HIGHER EDL FACS AUTH REV ALLEGHENY GEN HOSP-SER A

7.000

09/01/2011

100.865 / 100.865

105.349 / 105.540

4.21% / -25.37%

100

07/11/2001

667026-3K-2

NORTHSIDE TEX INDPT SCH DIST REF

5.150

02/01/2002

100.857 / 100.857

101.307 / 101.307

-25.29% / -25.29%

1000

03/01/2001

986600-AJ-3

YORK CNTY VA INDL DEV AUTH POLLUTN CTL REV AMOCO OIL CO PROJ

5.500

02/15/2007

97.110 / 97.110

101.500 / 101.500

-25.26% / -25.26%

07/13/2001

797651-CR-5

SAN FRANCISCO CALIF ARPT IMPT CORP LEASE REV UTD AIRLS INC

8.000

07/01/2013

113.090 / 113.090

117.000 / 120.000

5.67% / -25.17%

06/28/2001

452015-BS-8

ILLINOIS INDL POLLUTN CTL FING AUTH REV CPC INTL INC PROJ

5.625

09/01/2007

102.225 / 102.375

-25.11% / -25.11%

400

09/19/2001

877897-BY-3

TAZEWELL CNTY VA INDL DEV AUTH REV REF-KROGER CO PJ-CONV 5/1/92

7.750

10/01/2005

101.250 / 101.250

104.375 / 104.875

-20.30% / -24.97%

290

10/03/2001

664843-UB-3

NORTHERN CALIF PWR AGY PUB PWR REV REF-HYDROELEC PJ NO ONE-SER A

5.000

07/01/2028

98.750 / 98.750

100.750 / 103.750

4.93% / -24.91%

295

06/14/2001

529665-BE-0

LEXINGTON TENN INDL DEV BRD REV INDL DEV-GARNER REBLT WTR PUMP

8.000

02/01/2005

97.300 / 97.300

101.801 / 101.801

-24.79% / -24.79%

01/29/2001

091156-EY-1

BIRMINGHAM JEFFERSON ALA CIVIC CTR AUTH SPL TAX CAP OUTLAY

7.250

01/01/2012

101.059 / 101.059

102.500 / 102.500

-24.70% / -24.70%

135

11/20/2001

367109-AC-9

GAS CITY IND ECONOMIC DEV 1ST MTG REV REF-KMART CORP

7.400

04/01/2006

105.276 / 105.276

-24.65% / -24.65%

100

07/06/2001

312066-AW-3

FAUQUIER CNTY VA INDL DEV AUTH HOSP REV REF-SER B

7.500

10/01/2020

103.750 / 103.750

-24.55% / -24.55%

500

05/25/2001

869075-BM-2

SUSANVILLE CALIF CTFS PARTN PUB FACS PROJ NO 2-SER B

6.000

05/01/2011

99.125 / 100.500

6.12% / -24.45%

725

05/23/2001

869075-BM-2

SUSANVILLE CALIF CTFS PARTN PUB FACS PROJ NO 2-SER B

6.000

05/01/2011

99.000 / 101.000

6.03% / -24.43%

1485

03/12/2001

40722K-AT-5

HAMILTON CNTY IND REDEV DIST TAX INCREMENT REV

7.125

02/01/2010

104.500 / 104.500

-24.37% / -24.37%

07/24/2001

956626-DX-0

WEST VIRGINIA ST HSG DEV FD

7.250

11/01/2018

103.500 / 105.000

-24.13% / -24.13%

12/19/2001

167590-CM-8

CHICAGO ILL O HARE INTL ARPT SPL FAC REV INTL TERMINAL

6.750

01/01/2018

101.750 / 102.625

5.82% / -23.98%

195

11/08/2001

64988H-TG-9

NEW YORK ST MED CARE FACS FIN AGY REV SISTERS OF CHARITY HOSP SER A

6.600

11/01/2007

104.000 / 104.250

-23.92% / -23.92%

1770

05/23/2001

130623-BU-4

CALIFORNIA ST

5.750

06/01/2008

101.890 / 102.000

-19.85% / -23.85%

4000

10/30/2001

483670-AJ-4

KANAWHA CNTY W VA POLLUTN CTL REV FMC CORP PROJ

6.000

12/01/2007

98.300 / 102.500

6.34% / -23.84%

05/22/2001

869075-BM-2

SUSANVILLE CALIF CTFS PARTN PUB FACS PROJ NO 2-SER B

6.000

05/01/2011

97.446 / 100.000

6.14% / -23.84%

1455

05/17/2001

419722-NN-9

HAWAII CNTY HAWAII REF

6.900

12/01/2003

100.380 / 100.380

102.670 / 102.670

-23.82% / -23.82%

400

01/22/2001

646128-5G-9

NEW JERSEY ST HSG & MTG FIN AGY REV HOME BUYER-AMT-F-2-RMK 8/5/92

6.300

04/01/2025

99.000 / 102.000

100.500 / 102.875

5.98% / -23.81%

120

11/06/2001

312810-CE-2

FAYETTEVILLE N C ST UNIV REV

8.200

10/01/2008

101.125 / 101.125

102.500 / 102.500

-23.71% / -23.71%

03/08/2001

720175-LE-6

PIEDMONT MUN PWR AGY S C ELEC REV REF-SER A-AMBAC-TCRS

5.750

01/01/2024

98.000 / 98.000

99.700 / 100.500

5.77% / -23.48%

08/03/2001

360052-AH-7

FULTON CNTY GA DEV AUTH SPL FACS REV DELTA AIRLINES INC PROJ

5.300

05/01/2013

97.250 / 97.250

99.000 / 100.000

5.30% / -23.43%

2435

10/18/2001

649887-BE-5

NEW YORK ST MUN BD BK AGY SPL PROG REV BUFFALO-SER A

6.875

03/15/2006

101.000 / 101.000

102.750 / 103.750

-3.52% / -23.35%

9060

02/14/2001

13033H-JG-2

CALIFORNIA HEALTH FACS FING AUTH REV CNTY PROG-SER B

7.200

01/01/2012

100.051 / 100.051

101.051 / 101.051

-23.30% / -23.30%

08/10/2001

745232-HY-7

PUERTO RICO PUB BLDGS AUTH GTD PUB ED & HEALTH FACS REF-SER I-MBIA-IBC

6.000

07/01/2012

101.375 / 101.375

102.080 / 102.100

-22.89% / -23.16%

720

10/02/2001

64988H-TJ-3

NEW YORK ST MED CARE FACS FIN AGY REV SISTERS OF CHARITY HOSP -SER A

6.625

11/01/2018

103.700 / 103.700

103.650 / 104.250

4.75% / -22.91%

5115

08/03/2001

795747-K8-6

SALT RIVER PROJ ARIZ AGRIC IMPT & PWR DIST ELEC SYS REV SER C

5.000

01/01/2025

95.500 / 98.282

100.000 / 101.500

4.89% / -22.58%

381

10/11/2001

928134-EU-5

VIRGINIA ST HSG DEV AUTH MULTI FAM MTG

6.700

11/01/2021

100.000 / 100.000

101.000 / 102.000

-22.21% / -22.21%

05/31/2001

37608P-BM-3

GILROY CALIF UNI SCH DIST CTFS PARTN MEASURE J CAP PROJS

4.500

09/01/2010

14.121 / 101.121

4.35% / -22.07%

3725

09/07/2001

686509-VB-3

ORLANDO FLA UTILS COMMN WTR & ELEC REV SUB-SER A-FGIC-TCRS

5.500

10/01/2026

97.500 / 97.500

101.500 / 101.500

-22.05% / -22.05%

02/28/2001

452226-F7-3

ILLINOIS ST SALES TAX REV

5.500

06/15/2006

106.919 / 107.162

4.02% / -21.96%

3000

07/31/2001

101026-BX-9

BOSTON MASS REV REF-FHA-BOSTON CITY HOSP-SER B

5.750

02/15/2023

100.000 / 100.000

103.000 / 103.000

-21.85% / -21.85%

335

01/25/2001

074876-BH-5

BEAVER CNTY PA INDL DEV AUTH POLLUTN CTL REV ST JOE MINERALS CORP PROJ

6.000

05/01/2007

96.630 / 96.630

102.000 / 102.000

-21.80% / -21.80%

08/29/2001

875231-FT-4

TAMPA FLA REV HLTH SYS-CATHOLIC HLTH-A-3

4.750

11/15/2028

89.781 / 90.281

93.500 / 94.874

5.10% / -21.80%

11/14/2001

649887-BE-5

NEW YORK ST MUN BD BK AGY SPL PROG REV BUFFALO-SER A

6.875

03/15/2006

103.500 / 103.500

-21.73% / -21.73%

1000

10/15/2001

649660-GK-7

NEW YORK N Y SER A-FSA-CR

7.250

03/15/2019

112.087 / 112.087

113.000 / 113.000

-21.63% / -21.63%

4000

02/07/2001

606353-NT-3

MISSOURI ST HSG DEV COMMN

7.000

09/15/2021

104.000 / 104.000

-21.57% / -21.57%

310

01/30/2001

835245-AQ-4

SOMERVILLE MASS HSG AUTH REV MTG-GNMA COLL CLAREND-MBIA-IBC

7.950

11/20/2030

103.613 / 103.613

104.250 / 104.250

-21.55% / -21.55%

4800

11/30/2001

280308-BX-4

EDGEWATER FLA WTR & SWR REV UNREFUNDED BAL

7.000

10/01/2021

103.750 / 103.750

-21.53% / -21.53%

105

01/22/2001

483670-AH-8

KANAWHA CNTY W VA POLLUTN CTL REV E I DUPONT DE NEMOURS CO PROJ

5.400

09/01/2007

99.610 / 99.610

101.610 / 101.610

-15.46% / -21.35%

240

11/02/2001

928129-5N-1

VIRGINIA ST HSG DEV AUTH COMWLTH MTG SER B-AMT-SUBSER B-6-RMK6\9\93

6.200

07/01/2021

102.450 / 104.500

3.06% / -21.32%

105

08/07/2001

474750-GD-2

JEFFERSON PARISH LA SCH BRD SALES & USE TAX REV

9.000

02/01/2005

111.000 / 111.000

116.000 / 116.000

-21.24% / -21.24%

10/30/2001

647634-5H-3

NEW ORLEANS LA UNREFUNDED BALANCE

6.000

09/01/2021

101.194 / 101.194

100.000 / 102.194

6.00% / -21.21%

04/27/2001

26822L-AK-0

E-470 PUB HWY AUTH COLO REV SR-SER A

5.000

09/01/2021

97.500 / 99.012

5.20% / -21.17%

210

10/04/2001

419818-CN-7

HAWAII ST HSG FIN & DEV CORP SINGLE FAMILY MTG PUR REV SER B

6.900

07/01/2016

103.550 / 103.550

-21.07% / -21.07%

11/08/2001

782470-AL-2

RUSSELL CNTY VA INDL DEV AUTH POLLUTN CTL REV APPALACHIAN PWR CO PROJ-SER G

7.700

11/01/2007

103.000 / 103.000

-21.01% / -21.01%

960

03/12/2001

13033J-VP-4

CALIFORNIA HEALTH FACS FING AUTH REV REF-KAISER PERMANENTE-SER A

6.250

03/01/2021

100.843 / 100.843

104.150 / 104.150

-20.99% / -20.99%

250

10/11/2001

162429-JQ-8

CHATTANOOGA TENN NEW PUB HSG AUTH

5.125

12/01/2011

103.840 / 103.840

105.448 / 105.448

-20.92% / -20.92%

300

02/20/2001

587844-BZ-3

MERCER CNTY N J IMPT AUTH REV STATE JUSTICE COMPLEX

4.875

01/01/2006

101.950 / 101.950

101.975 / 101.975

-20.89% / -20.89%

10430

01/26/2001

649841-AS-2

NEW YORK ST ENERGY RESH & DEV AUTH ELEC FACS REV CONS EDISON CO N Y INC PJ-

7.500

01/01/2026

101.720 / 101.720

102.000 / 102.250

-16.78% / -20.66%

2175

03/27/2001

649868-RM-0

NEW YORK ST HSG FIN AGY REV MULTIFAMILY HSG-SER A-MBIA-IBC

7.450

11/01/2028

102.541 / 102.541

103.200 / 103.200

-20.57% / -20.57%

420

02/20/2001

421715-BD-4

HAZELWOOD MO INDL DEV AUTH MULTIFAMILY HSG REV REF-SUB-CASHFLOW-LAKES APTS-

9.500

11/01/2006

100.000 / 100.000

101.000 / 102.000

-5.85% / -20.54%

110

08/28/2001

801620-FZ-3

SANTA CLARA CNTY CALIF MTG REV INSD MULTIPLIER-TERMAN APTS A

04/01/2007

57.000 / 57.000

60.180 / 60.180

-20.54% / -20.54%

07/30/2001

928134-DZ-5

VIRGINIA ST HSG DEV AUTH MULTI FAM MTG

6.200

11/01/2020

102.650 / 102.650

102.000 / 102.000

-20.54% / -20.54%

635

06/11/2001

795747-K8-6

SALT RIVER PROJ ARIZ AGRIC IMPT & PWR DIST ELEC SYS REV SER C

5.000

01/01/2025

99.992 / 101.750

5.00% / -20.45%

630

12/06/2001

79575D-AU-4

SALT RIVER PROJ ARIZ AGRIC IMPT & PWR DIST ELEC SYS REV SER D

5.750

01/01/2019

99.750 / 101.500

5.77% / -20.42%

11/27/2001

956626-HZ-1

WEST VIRGINIA ST HSG DEV FD

6.400

07/01/2008

99.000 / 99.000

102.000 / 102.000

-20.33% / -20.33%

05/17/2001

64970K-BP-1

NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV UNREFUNDED BAL-SER A-F

6.250

06/15/2021

98.935 / 98.935

101.750 / 101.750

-20.24% / -20.24%

600

09/26/2001

649887-BE-5

NEW YORK ST MUN BD BK AGY SPL PROG REV BUFFALO-SER A

6.875

03/15/2006

103.750 / 103.875

-20.22% / -20.22%

230

09/25/2001

074876-BN-2

BEAVER CNTY PA INDL DEV AUTH POLLUTN CTL REV COLT INDS INC PROJ

7.000

06/01/2008

99.300 / 99.300

101.801 / 101.801

-20.21% / -20.21%

10/30/2001

838863-AA-6

SOUTH MILWAUKEE WIS INDL DEV REV MCGRAW-EDISON CO PROJ

5.750

11/01/2007

100.550 / 103.844

5.31% / -20.03%

875

11/07/2001

645775-ZG-5

NEW JERSEY ECONOMIC DEV AUTH ECONOMIC DEV REV STEVEN SKLOW PROJ

7.375

04/01/2007

99.800 / 99.800

101.860 / 102.000

-17.49% / -19.99%

10/23/2001

101026-BX-9

BOSTON MASS REV REF-FHA-BOSTON CITY HOSP-SER B

5.750

02/15/2023

100.000 / 100.000

103.000 / 103.000

-19.84% / -19.84%

175

04/06/2001

419798-FJ-7

HAWAII ST DEPT BUDGET & FIN SPL PURP MTG REV MONEY MKT MUN-CITIZENS UTIL CO

6.900

11/01/2015

101.500 / 103.208

6.30% / -19.81%

610

08/21/2001

954217-AC-9

WEST MANHEIM TWP PA AUTH WTR REV

6.000

12/01/2011

101.170 / 101.170

102.000 / 102.000

-19.77% / -19.77%

560

07/09/2001

745232-HD-3

PUERTO RICO PUB BLDGS AUTH GTD PUB ED & HEALTH FACS REF-SER I

6.000

07/01/2012

100.400 / 100.400

102.000 / 102.000

-19.77% / -19.77%

585

06/27/2001

773835-AP-8

ROCKPORT IND POLLUTION CTL REV REF-INDIANA MICH PWR-B-MBIAIBC

7.600

03/01/2016

103.363 / 103.363

104.000 / 104.000

-19.76% / -19.76%

6000

12/11/2001

941345-BB-5

WATERFORD CALIF PUB FING AUTH REV SER A

7.000

09/15/2018

102.390 / 102.390

1.08% / -19.67%

04/25/2001

875290-AQ-1

TAMPA FLA WTR & SWR REV

6.600

04/01/2008

112.094 / 112.670

4.45% / -19.66%

2380

11/07/2001

796846-AP-8

SAN BERNARDINO CNTY CALIF TRANSN AUTH SALES TAX REV SER A

6.000

03/01/2010

100.173 / 101.000

103.000 / 110.321

2.73% / -19.49%

120

08/07/2001

074876-BN-2

BEAVER CNTY PA INDL DEV AUTH POLLUTN CTL REV COLT INDS INC PROJ

7.000

06/01/2008

98.500 / 98.500

101.751 / 101.751

-19.47% / -19.47%

02/13/2001

649658-ED-9

NEW YORK N Y PREREFUNDED-SER I

7.250

08/15/2015

108.300 / 108.300

113.000 / 113.000

-19.40% / -19.40%

240

04/16/2001

452226-F5-7

ILLINOIS ST SALES TAX REV

5.000

06/15/2004

103.620 / 103.620

103.670 / 103.670

3.75% / -19.35%

9280

06/21/2001

097916-DD-9

BOISE-KUNA IDAHO IRR DIST LUCKY PEAK HYDROELECTRIC PJ RV REF

6.600

07/01/2005

102.370 / 102.375

5.93% / -19.32%

09/10/2001

649731-FL-5

NEW YORK N Y NEW PUB HSG AUTH

5.375

01/01/2011

105.500 / 105.500

108.953 / 108.953

-19.21% / -19.21%

200

07/12/2001

575200-AP-5

MASON CNTY W VA POLLUTN CTL REV APPALACHIAN PWR CO PJ-SER H

7.875

11/01/2013

102.575 / 102.575

103.500 / 103.500

-19.20% / -19.20%

8020

10/31/2001

646139-HV-0

NEW JERSEY ST TPK AUTH TPK REV REF-SER A-MBIA-IBC

6.750

01/01/2008

101.693 / 101.693

102.250 / 102.375

3.66% / -19.17%

8800

02/28/2001

452226-F6-5

ILLINOIS ST SALES TAX REV

5.500

06/15/2005

106.145 / 106.145

3.91% / -19.08%

10596

07/13/2001

593213-AP-6

MIAMI BEACH FLA HSG FOR ELDERLY INC FIRST LIEN REV EDWARDS APTS-SECT 8 ASST

11.400

06/01/2012

109.550 / 111.550

-13.01% / -19.07%

1360

04/11/2001

443354-AA-3

HUBBARD CNTY MINN INDL DEV REV POTLATCH CORP PRJ

6.700

08/01/2009

99.425 / 99.425

101.000 / 102.000

-6.39% / -19.04%

1360

06/08/2001

084219-CK-8

BERKELEY CNTY S C WTR & SWR REV UNREFUNDED BALANCE

6.000

06/01/2010

99.000 / 99.000

101.500 / 101.500

-18.93% / -18.93%

10/10/2001

649861-CL-3

NEW YORK ST HSG FIN AGY OM-TOWPATH POWERS HSG PROJ

8.000

05/01/2019

106.000 / 106.000

-18.81% / -18.81%

1980

04/06/2001

649841-AS-2

NEW YORK ST ENERGY RESH & DEV AUTH ELEC FACS REV CONS EDISON CO N Y INC PJ-

7.500

01/01/2026

102.206 / 102.206

102.400 / 102.400

-18.80% / -18.80%

1400

01/19/2001

797400-CL-0

SAN DIEGO CNTY CALIF REGL TRANSN COMMN SALES TAX REV UNREFUNDED BAL-SER A

7.000

04/01/2006

105.290 / 105.290

106.000 / 107.125

-13.39% / -18.79%

125

06/05/2001

451888-BS-9

ILLINOIS DEV FIN AUTH POLLUTN CTL REV REF-COMMONWLTH EDISON-MBIA-IBC

7.250

06/01/2011

100.750 / 103.746

6.82% / -18.78%

745

01/24/2001

745232-HD-3

PUERTO RICO PUB BLDGS AUTH GTD PUB ED & HEALTH FACS REF-SER I

6.000

07/01/2012

99.000 / 99.000

100.875 / 103.300

-9.42% / -18.70%

07/12/2001

511678-LT-9

LAKELAND FLA ELEC & WTR REV

5.750

10/01/2019

99.551 / 100.625

101.750 / 101.750

-18.67% / -18.67%

105

08/29/2001

130627-AD-4

CALIFORNIA ST

5.000

06/01/2019

99.400 / 99.400

101.000 / 101.000

-18.61% / -18.61%

120

12/07/2001

395704-EC-9

GREENSBURG SALEM PA SCH DIST

3.300

01/01/2007

98.629 / 98.629

3.60% / -18.54%

200

08/30/2001

607114-ND-3

MOBILE ALA

6.200

02/15/2007

111.961 / 111.961

-18.44% / -18.44%

3000

10/25/2001

79289F-BH-4

ST PAUL MINN HSG & REDEV AUTH SINGLE FAMILY MTG REV REF-FNMA MTG BKD SECS P

6.950

12/01/2031

101.384 / 101.384

101.384 / 104.300

6.23% / -18.44%

120

06/08/2001

546395-KN-3

LOUISIANA PUB FACS AUTH HOSP REV REF-GENERAL HEALTH INC-SER A

6.500

11/01/2014

98.500 / 98.500

100.000 / 101.500

6.32% / -18.41%

10/10/2001

451888-BS-9

ILLINOIS DEV FIN AUTH POLLUTN CTL REV REF-COMMONWLTH EDISON-MBIA-IBC

7.250

06/01/2011

103.860 / 103.860

-18.26% / -18.26%

1370

07/10/2001

566492-AD-6

MARENGO CNTY ALA PORT AUTH PORT FAC REV CAP ACCUMULATOR-SER A

03/01/2019

27.154 / 27.154

29.723 / 29.723

-18.24% / -18.24%

700

02/13/2001

646139-MZ-5

NEW JERSEY ST TPK AUTH TPK REV REF-SER A-AMBAC-TCRS

6.750

01/01/2008

102.266 / 102.266

103.410 / 103.410

-18.21% / -18.21%

1500

10/01/2001

762211-PB-0

RHODE ISLAND HSG & MTG FIN CORP HOMEOWNERSHIP OPPTY-SER G-A

7.100

04/01/2018

100.000 / 102.325

103.250 / 103.250

-18.19% / -18.19%

2130

06/14/2001

649651-EL-6

NEW YORK N Y SER B

7.250

08/01/2002

99.500 / 99.500

102.941 / 102.941

-18.17% / -18.17%

10/30/2001

745290-DZ-6

PUERTO RICO PORTS AUTH REV SER D

6.000

07/01/2021

100.310 / 100.310

100.550 / 102.500

5.79% / -18.13%

2515

04/17/2001

708790-RF-9

PENNSYLVANIA HSG FIN AGY ISSUE M-RESIDTL DEV-SECT 8 AST

6.000

07/01/2007

103.151 / 103.151

105.000 / 105.000

-18.12% / -18.12%

200

12/21/2001

946650-AA-6

WAYNESBORO VA INDL DEV AUTH POLLUTN CTL REV E I DU PONT DE NEMOURS & CO PR

5.450

04/01/2007

101.550 / 102.000

5.01% / -18.10%

200

12/18/2001

745268-JR-4

PUERTO RICO ELEC PWR AUTH PWR REV REF-SER N

5.000

07/01/2012

98.000 / 99.000

100.000 / 101.250

5.00% / -18.05%

200

11/07/2001

246394-B4-1

DELAWARE ST HSG AUTH REV SR HOME MTG-AMT-B-SUBSER B-2

7.200

12/01/2021

102.943 / 102.943

103.318 / 103.318

-17.98% / -17.98%

4760

12/13/2001

924191-KS-7

VERMONT HSG FIN AGY HOME MTG PUR SER B

7.600

12/01/2024

102.000 / 102.000

102.250 / 102.460

6.24% / -17.85%

14840

11/28/2001

79575D-AU-4

SALT RIVER PROJ ARIZ AGRIC IMPT & PWR DIST ELEC SYS REV SER D

5.750

01/01/2019

100.270 / 101.750

2.22% / -17.73%

115

02/27/2001

592598-HV-1

METROPOLITAN TRANSN AUTH N Y TRAN FACS REV SER J

5.000

07/01/2017

98.120 / 101.625

5.17% / -17.73%

120

10/11/2001

613058-BQ-8

MONTGOMERY ALA MED CLINIC BRD HEALTH CARE FAC REV UNREFUNDED BALANCE

7.375

03/01/2006

101.300 / 101.300

102.800 / 102.800

-17.70% / -17.70%

2480

10/18/2001

928134-M8-5

VIRGINIA ST HSG DEV AUTH MULTI FAM SER F

7.100

05/01/2013

103.800 / 103.800

-17.61% / -17.61%

500

07/16/2001

441884-CB-7

HOUSTON CNTY ALA HOSP BRD SOUTHEAST ALA MED CTR PROJ

7.625

04/01/2007

105.000 / 108.486

5.87% / -17.55%

475

04/27/2001

508348-AB-5

LAKE CNTY ILL ELDERLY HSG CORP HSG DEV REV

7.750

01/01/2010

105.625 / 105.625

-17.55% / -17.55%

160

11/08/2001

523654-AU-5

LEE CNTY MISS HOSP SYS REV

6.800

10/01/2007

110.288 / 110.288

4.78% / -17.37%

725

07/19/2001

842475-SU-0

SOUTHERN CALIF PUB PWR AUTH PWR PROJ REV UNREFUNDED BALANCE

6.000

07/01/2018

99.452 / 99.452

99.452 / 101.000

6.05% / -17.35%

220

05/04/2001

649657-DF-7

NEW YORK N Y CONV PRAMS 7.5% 10/01/13 SER54

10/01/2013

108.750 / 109.000

110.500 / 110.500

-17.35% / -17.35%

495

12/04/2001

287290-GE-4

ELK GROVE CALIF UNI SCH DIST SPL TAX CAP APPREC-CMNTY FACS NO 1

12/01/2014

53.617 / 53.913

4.80% / -17.23%

860

08/02/2001

677553-NX-3

OHIO ST BLDG AUTH TOLEDO GOVT CTR-SER A

6.000

10/01/2007

103.875 / 103.875

-17.18% / -17.18%

1330

03/08/2001

646122-FX-4

NEW JERSEY ST HSG FIN AGY GEN HSG LN

5.250

11/01/2018

100.150 / 100.150

102.500 / 102.901

-14.12% / -17.12%

225

07/19/2001

895395-BJ-9

TRI CITY CALIF HOSP DIST REV ORIG ISSUE DISC REF-INSD

5.750

02/01/2015

99.831 / 99.831

100.781 / 100.781

-17.09% / -17.09%

200

11/28/2001

649694-A4-8

NEW YORK N Y CITY HSG AUTH GTD

4.000

01/01/2009

96.500 / 96.500

101.500 / 101.500

-17.05% / -17.05%

140

06/01/2001

544389-D2-2

LOS ANGELES CALIF CMNTY REDEV AGY PREREFUNDED-SER G-BIG BK ENTRY

6.625

07/01/2003

101.505 / 101.505

101.760 / 101.760

-16.96% / -16.96%

09/19/2001

244602-AN-8

DEERFIELD WIS INDL DEV REV FLAMBEAU PRODS CORP PROJ

7.250

06/01/2010

96.380 / 96.380

101.592 / 101.592

-16.87% / -16.87%

03/16/2001

702266-AK-3

PASADENA CALIF HEALTH FACS REV INSD-PACIFIC CLINICS-SER A

8.200

06/01/2018

100.810 / 100.810

101.830 / 102.000

7.98% / -16.82%

450

12/12/2001

857534-GN-5

STATE UNIV IOWA UNIV REVS

5.600

07/01/2008

99.701 / 99.701

101.128 / 101.128

-16.79% / -16.79%

140

06/07/2001

736698-ED-9

PORTLAND ORE HOSP FACS AUTH HOSP REV LEGACY HEALTH SYS-SER B

6.700

05/01/2021

99.025 / 103.500

6.79% / -16.77%

11/26/2001

743787-ZG-1

PROVIDENCE R I REF-SER A

5.700

08/01/2004

103.250 / 103.750

-10.38% / -16.61%

180

02/09/2001

649657-FV-0

NEW YORK N Y PREREFUNDED-SER I

7.250

08/15/2014

109.500 / 109.500

111.000 / 113.000

-13.40% / -16.59%

415

04/11/2001

967250-FL-0

WICHITA KANS HOSP REV

6.875

03/01/2007

109.584 / 109.584

-16.52% / -16.52%

400

12/04/2001

686543-JR-1

ORLANDO & ORANGE CNTY EXPWY AUTH FLA EXPWY REV PREREFUNDED-JR LIEN

6.750

07/01/2019

103.100 / 103.635

102.810 / 102.810

-16.45% / -16.45%

11/06/2001

928168-FS-7

VIRGINIA ST PUB BLDG AUTH BLDG REV REF-SER A

6.000

08/01/2003

101.185 / 101.185

101.385 / 101.385

-16.40% / -16.40%

200

12/12/2001

649860-RS-4

NEW YORK ST HSG FIN AGY MENTAL HYGIENE

7.600

11/01/2004

109.525 / 111.873

3.24% / -16.28%

1620

12/24/2001

367598-AU-3

GATEWAY ECONOMIC DEV CORP GTR CLEVELAND OHIO EXCISE TAX REV SUB-CUYAHOGA CN

7.500

09/01/2005

103.800 / 103.800

-16.28% / -16.28%

155

07/02/2001

720175-FN-3

PIEDMONT MUN PWR AGY S C ELEC REV REF

6.250

01/01/2018

103.000 / 103.500

-8.89% / -16.22%

200

08/21/2001

581408-GJ-4

MC KEESPORT PA AREA SCH DIST REF-SER C

5.000

04/01/2013

101.262 / 101.262

101.637 / 101.637

-16.22% / -16.22%

2220

11/29/2001

939784-LX-0

WASHINGTON ST HSG FIN COMMN SINGLE FAMILY MTG REV REF-GNMA & FNMA SECS PG-S

7.100

07/01/2022

102.330 / 102.330

103.680 / 103.680

-16.01% / -16.01%

220

11/26/2001

312810-CD-4

FAYETTEVILLE N C ST UNIV REV

8.200

10/01/2007

99.880 / 99.880

101.880 / 101.880

-16.01% / -16.01%

09/25/2001

084219-BD-5

BERKELEY CNTY S C WTR & SWR REV REF & IMPT

6.500

06/01/2006

102.805 / 102.805

103.500 / 103.500

-15.97% / -15.97%

2000

02/12/2001

45884A-NF-6

INTERMOUNTAIN PWR AGY UTAH PWR SUPPLY REV UNREFUNDED BALANCE-SER A

5.000

07/01/2021

93.000 / 95.324

95.000 / 101.000

5.41% / -15.66%

18960

07/16/2001

593213-AP-6

MIAMI BEACH FLA HSG FOR ELDERLY INC FIRST LIEN REV EDWARDS APTS-SECT 8 ASST

11.400

06/01/2012

110.550 / 110.550

-15.31% / -15.50%

710

10/16/2001

914716-ED-3

UNIVERSITY N C CHARLOTTE REV

7.000

07/01/2007

99.322 / 99.322

104.500 / 104.500

-15.45% / -15.45%

12/14/2001

720175-LF-3

PIEDMONT MUN PWR AGY S C ELEC REV REF-SER A

6.550

01/01/2016

101.000 / 101.000

-7.03% / -15.34%

02/07/2001

915115-VJ-5

UNIVERSITY TEX PERM UNIV FD

8.000

07/01/2003

107.150 / 107.150

109.608 / 109.608

-15.28% / -15.28%

100

12/21/2001

625914-BH-8

MUNICIPAL ENERGY AGY OF NEB PWR SUPPLY SYS REV SER B

6.000

04/01/2017

99.888 / 99.888

100.288 / 100.788

-1.92% / -15.28%

260

12/14/2001

649832-BP-6

NEW YORK ST DORM AUTH REVS FHA INSD MTG-CROUSE CMNTY CTR

7.500

08/01/2029

100.750 / 100.750

102.750 / 102.750

-15.22% / -15.22%

400

11/05/2001

121825-BD-4

BURLINGTON KANS POLLUTION CTL REV REF-KANSAS GAS & ELEC CO PJ

7.000

06/01/2031

99.250 / 99.250

102.718 / 102.718

-15.13% / -15.13%

325

08/07/2001

988593-BR-9

YUMA CNTY ARIZ HOSP DIST NO 001

6.350

11/15/2007

100.000 / 106.500

102.000 / 107.000

2.47% / -15.10%

10/02/2001

485093-AS-7

KANSAS CITY MO SCH DIST BLDG CORP LEASEHOLD REV REF-CAP IMPTS PROJ-SER A

6.500

02/01/2008

102.075 / 102.075

103.000 / 103.000

-15.10% / -15.10%

1600

12/06/2001

101026-BV-3

BOSTON MASS REV REF-FHA-BOSTON CITY HOSP-SER B

5.750

02/15/2013

99.029 / 99.029

102.500 / 102.500

-15.10% / -15.10%

125

12/20/2001

649850-4D-3

NEW YORK ST ENVIRONMENTAL FACS CORP POLLUTN CTL REV UNREFUNDED BAL-ST WTR-R

6.600

06/15/2005

102.218 / 102.218

102.875 / 102.875

-15.01% / -15.01%

300

10/29/2001

929862-WG-1

WACO TEX NEW PUB HSG AUTH

6.000

10/01/2008

107.451 / 107.451

110.388 / 110.388

-14.91% / -14.91%

700

11/27/2001

658196-KJ-8

NORTH CAROLINA EASTN MUN PWR AGY PWR SYS REV REF-SER A

6.500

01/01/2017

96.500 / 103.989

102.658 / 103.989

-14.88% / -14.88%

10/29/2001

606915-QG-4

MISSOURI ST ENVIRONMENTAL IMPT & ENERGY RES AUTH WTR POLL CTL REV UNREFUNDE

7.000

10/01/2010

102.575 / 102.700

6.61% / -14.85%

575

02/06/2001

364532-EF-4

GALVESTON TEX NEW PUB HSG AUTH

5.250

10/01/2011

102.128 / 102.128

104.750 / 104.750

-14.82% / -14.82%

100

12/17/2001

927780-L4-6

VIRGINIA COLLEGE BLDG AUTH VA EDL FACS REV PUB HIGHER ED FING PG-A-FSA-CR

4.125

09/01/2013

95.048 / 95.734

4.60% / -14.59%

680

01/16/2001

880458-PE-8

TENNESSEE HSG DEV AGY HOMEOWNERSHIP PROG-SER M

7.125

07/01/2017

103.000 / 103.500

1.51% / -14.47%

185

06/27/2001

646088-DP-6

NEW JERSEY ST HWY AUTH GARDEN ST PKWY GEN REV SR PKWY-MBIA-BOOK ENTRY

5.500

01/01/2015

100.064 / 100.064

101.420 / 101.420

-14.40% / -14.40%

510

06/20/2001

816533-JU-8

SELMA CALIF PUB FING AUTH REV TAXABLE

11.500

09/15/2016

96.000 / 96.000

100.840 / 103.500

10.71% / -14.27%

125

11/09/2001

349502-AB-0

FORT WORTH TEX SHADY OAKS MNR HSG DEV CORP FIRST LIEN REV

7.700

01/01/2010

103.083 / 103.158

-14.24% / -14.24%

2970

10/15/2001

649832-TC-6

NEW YORK ST DORM AUTH REVS INSD-MT SINAI SCH MEDICINE

6.750

07/01/2015

102.900 / 102.900

103.450 / 103.450

-14.10% / -14.10%

4735

10/11/2001

613058-BR-6

MONTGOMERY ALA MED CLINIC BRD HEALTH CARE FAC REV UNREFUNDED BALANCE

7.000

03/01/2015

99.726 / 99.726

100.300 / 100.300

-14.08% / -14.08%

1980

04/30/2001

79306E-PS-7

ST PAUL MINN PORT AUTH INDL DEV REV SER C

7.700

12/01/2002

94.020 / 94.020

102.750 / 102.750

-13.96% / -13.96%

08/29/2001

60635R-PX-9

MISSOURI ST HEALTH & EDL FACS AUTH HEALTH FACS REV PREREFUNDED

7.625

07/01/2018

102.250 / 102.250

107.250 / 107.250

-13.87% / -13.87%

12/11/2001

658196-KJ-8

NORTH CAROLINA EASTN MUN PWR AGY PWR SYS REV REF-SER A

6.500

01/01/2017

100.400 / 100.400

103.000 / 103.000

-13.85% / -13.85%

120

02/22/2001

59465M-AW-5

MICHIGAN ST HSG DEV AUTH RENTAL HSG REV SER B

7.750

04/01/2023

102.130 / 102.130

103.611 / 103.611

-13.81% / -13.81%

320

05/17/2001

130329-CM-5

CALIFORNIA HSG FIN AGY REV MULTI-UNIT RENTAL HSG

6.875

02/01/2022

100.000 / 104.375

6.73% / -13.79%

10/18/2001

928134-N5-0

VIRGINIA ST HSG DEV AUTH MULTI FAM SER F

7.000

05/01/2004

102.950 / 103.500

5.73% / -13.71%

585

01/24/2001

709170-AT-1

PENNSYLVANIA ST HIGHER EDL FACS AUTH COLLEGE & UNIV REVS

4.900

05/01/2008

100.000 / 101.000

4.90% / -13.61%

10/01/2001

613058-BR-6

MONTGOMERY ALA MED CLINIC BRD HEALTH CARE FAC REV UNREFUNDED BALANCE

7.000

03/01/2015

100.111 / 100.111

101.000 / 101.000

-13.61% / -13.61%

2120

01/25/2001

044492-AS-5

ASHLAND OHIO SAN SWR SYS MTG REV REF

7.250

04/01/2010

101.700 / 101.700

102.300 / 102.300

-13.56% / -13.56%

690

10/09/2001

602422-AA-5

MILWAUKEE WIS RES RECOVERY REV AMERICAN CAN CO PROJ

6.000

10/01/2007

100.750 / 100.750

-13.55% / -13.55%

390

07/18/2001

485093-AS-7

KANSAS CITY MO SCH DIST BLDG CORP LEASEHOLD REV REF-CAP IMPTS PROJ-SER A

6.500

02/01/2008

102.206 / 102.206

102.750 / 102.750

-13.49% / -13.49%

1980

08/21/2001

805777-FE-4

SAYRE PA HEALTH CARE FACS AUTH REV GUTHRIE HEALTHCARE SYS-SER A

6.000

03/01/2021

100.835 / 100.835

100.443 / 101.500

0.09% / -13.46%

2530

05/09/2001

649657-DF-7

NEW YORK N Y CONV PRAMS 7.5% 10/01/13 SER54

10/01/2013

100.750 / 105.000

108.400 / 112.041

6.10% / -13.33%

630

07/24/2001

606354-UL-0

MISSOURI ST HSG DEV COMMN MTG REV REF-FHA INSD-SER B

7.000

09/01/2010

104.000 / 104.000

-13.27% / -13.27%

315

01/30/2001

041790-CD-6

ARLINGTON TEX

6.900

08/01/2001

100.236 / 100.236

101.043 / 101.043

-13.24% / -13.24%

420

01/17/2001

115064-AD-9

BROWARD CNTY FLA RESOURCE RECOVERY REV BROWARD WASTE ENERGY-LP NORTH

7.950

12/01/2008

101.550 / 101.550

103.274 / 103.471

3.75% / -13.20%

545

11/29/2001

793190-DS-5

ST PETERS MO WTRWKS & SEW REV REF-SER A

6.250

11/01/2009

103.125 / 103.450

-10.73% / -13.03%

100

09/04/2001

797645-T4-0

SAN FRANCISCO CALIF CITY & CNTY SETTLEMENT OBLIG

3.500

03/15/2007

99.994 / 101.123

3.50% / -13.00%

335

11/05/2001

805777-FE-4

SAYRE PA HEALTH CARE FACS AUTH REV GUTHRIE HEALTHCARE SYS-SER A

6.000

03/01/2021

100.220 / 100.220

100.900 / 101.300

-7.25% / -12.99%

1120

05/31/2001

254839-ZX-4

DISTRICT COLUMBIA REV CAP APPREC-UNIV-GEORGETOWN-A

04/01/2040

97.020 / 97.020

-12.98% / -12.98%

28525

09/05/2001

115117-DP-5

BROWARD CNTY FLA WTR & SWR UTIL REV

6.000

10/01/2020

98.591 / 100.055

100.055 / 101.130

4.92% / -12.88%

05/21/2001

880458-PE-8

TENNESSEE HSG DEV AGY HOMEOWNERSHIP PROG-SER M

7.125

07/01/2017

101.318 / 101.318

102.750 / 104.000

-12.87% / -12.87%

1225

11/13/2001

649652-TQ-7

NEW YORK N Y PREREFUNDED-SER C-FGIC-TCRS

7.100

02/01/2004

101.828 / 104.500

104.328 / 104.328

-12.85% / -12.85%

180

05/15/2001

059221-LJ-8

BALTIMORE MD NEW PUB HSG AUTH

5.250

07/01/2011

104.250 / 104.250

-12.79% / -12.79%

11/08/2001

592597-WL-8

METROPOLITAN TRANSN AUTH N Y SVC CONTRACT TRANSIT FACS-SER 5

6.500

07/01/2016

100.858 / 100.858

103.000 / 103.000

-12.74% / -12.74%

120

07/16/2001

464230-BX-8

ISANTI CNTY MINN

6.500

11/01/2005

105.700 / 105.700

-12.71% / -12.71%

500

04/12/2001

645775-PP-6

NEW JERSEY ECONOMIC DEV AUTH ECONOMIC DEV REV BAKER PROT SVCS PJ-BORG WARNE

9.950

12/01/2003

99.330 / 99.330

100.080 / 102.801

9.90% / -12.67%

02/05/2001

546795-JJ-5

LOUISVILLE KY NEW PUB HSG AUTH

5.000

11/01/2009

103.800 / 105.250

4.11% / -12.60%

1450

04/05/2001

167592-GT-5

CHICAGO ILL O HARE INTL ARPT REV SER A-AMBAC-TCRS

7.500

01/01/2016

96.235 / 96.235

102.151 / 102.151

-12.53% / -12.53%

04/24/2001

338241-AE-2

FITZGERALD GA HSG DEV CORP REV OM-FIRST LIEN-SEC 8 ASSIST ELD

7.750

07/01/2004

99.955 / 99.955

103.500 / 103.500

-12.49% / -12.49%

05/01/2001

246394-AX-8

DELAWARE ST HSG AUTH REV HSG DEV

6.000

07/01/2020

102.000 / 103.000

-6.37% / -12.32%

525

11/29/2001

933623-BK-5

WAMEGO KANS POLLUTN CTL REV REF-WESTERN RES INC PROJ

6.000

02/01/2033

99.200 / 100.600

101.200 / 103.000

4.91% / -12.32%

07/31/2001

586111-HB-5

MEMPHIS-SHELBY CNTY TENN ARPT AUTH ARPT REV AMT-SER A

5.125

03/01/2021

99.000 / 101.699

5.20% / -12.26%

3915

11/08/2001

592597-WJ-3

METROPOLITAN TRANSN AUTH N Y SVC CONTRACT TRANSIT FACS-SER 5

7.000

07/01/2012

101.925 / 101.925

103.000 / 103.000

-12.25% / -12.25%

500

09/21/2001

79306E-QW-7

ST PAUL MINN PORT AUTH INDL DEV REV SER H

8.000

11/01/2002

96.030 / 96.030

102.030 / 102.030

-12.24% / -12.24%

01/18/2001

644686-QC-4

NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAM RESIDENTIAL MTG-B

7.700

07/01/2029

100.870 / 100.870

102.375 / 102.375

-12.23% / -12.23%

140

07/30/2001

649716-H5-9

NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV FUTURE TAX SECD-SER A

5.000

05/01/2025

99.031 / 100.000

5.00% / -12.18%

1640

07/17/2001

10741L-AX-4

BREVARD CNTY FLA HEALTH FACS AUTH HEALTH CARE FACS REV HEALTH FIRST INC PRO

5.000

04/01/2021

98.149 / 100.536

5.00% / -12.18%

315

12/04/2001

486306-AB-9

KAUKAUNA WIS POLLUTN CTL REV FLTG RATE-HAMMERMILL PAPER CO

6.600

11/15/2002

101.485 / 101.495

-12.15% / -12.15%

1500

10/09/2001

091156-EZ-8

BIRMINGHAM JEFFERSON ALA CIVIC CTR AUTH SPL TAX CAP OUTLAY

7.400

01/01/2008

100.550 / 100.750

-12.11% / -12.11%

200

06/19/2001

130624-BT-5

CALIFORNIA ST

5.750

06/01/2009

101.500 / 101.500

-12.11% / -12.11%

3625

02/01/2001

592098-XV-4

METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN WTR & SWR REV ORIG ISSUE D

5.500

01/01/2016

99.000 / 99.000

101.000 / 101.000

-12.08% / -12.08%

140

10/31/2001

791311-DU-4

ST LOUIS CNTY MO MTG REV GNMA COLL-SER A

7.950

08/01/2009

116.000 / 116.000

-12.06% / -12.06%

02/06/2001

610530-CS-4

MONROE CNTY GA DEV AUTH POLLUTION CTL REV ADJ-GA PWR CO-SCHERER-3RD SER

6.000

07/01/2025

100.373 / 100.373

102.681 / 103.250

-2.33% / -12.04%

270

10/30/2001

007204-AM-2

ADMIRAL PEARY PA AREA VOCATIONAL TECHNICAL SCH

5.250

02/01/2005

100.263 / 100.263

101.375 / 101.375

-12.00% / -12.00%

1520

02/28/2001

79130M-LU-0

ST LOUIS CNTY MO INDL DEV AUTH MULTIFAMILY HSG REV REF-SUB-GNMA-OAK FOREST

7.500

03/01/2031

100.000 / 102.000

7.50% / -11.86%

02/06/2001

546795-JK-2

LOUISVILLE KY NEW PUB HSG AUTH

5.000

11/01/2010

104.700 / 104.700

-10.60% / -11.80%

260

07/25/2001

810500-DA-3

SCOTTSDALE ARIZ PRESV AUTH EXCISE TAX REV REF

5.000

07/01/2020

99.500 / 102.000

5.02% / -11.79%

840

03/05/2001

791311-BF-9

ST LOUIS CNTY MO MTG REV GNMA COLL

7.650

03/01/2004

98.880 / 98.880

101.500 / 101.500

-11.79% / -11.79%

03/16/2001

149843-ML-5

CECIL CNTY MD SAN DIST-SER B

7.300

12/01/2003

100.000 / 100.000

100.772 / 100.772

-11.78% / -11.78%

100

06/18/2001

396080-EU-3

GREENVILLE HOSP SYS S C HOSP FACS REV

5.000

05/01/2031

98.017 / 98.920

5.10% / -11.71%

345

08/07/2001

649880-BZ-3

NEW YORK ST MED CARE FACS FIN AGY HOSP & NURSING HOME PRJ

7.400

11/01/2016

107.950 / 107.950

-11.71% / -11.71%

06/21/2001

899893-AA-9

TUPPER LAKE N Y HSG DEV CORP SECT 8 HSG REV

8.125

10/01/2010

99.450 / 99.450

100.823 / 105.450

4.87% / -11.67%

12/13/2001

875128-FX-3

TAMPA BAY WTR FLA UTIL SYS REV SER B

5.000

10/01/2031

96.333 / 96.333

96.393 / 100.000

5.19% / -11.66%

3720

02/09/2001

546795-JK-2

LOUISVILLE KY NEW PUB HSG AUTH

5.000

11/01/2010

104.700 / 104.700

-11.59% / -11.59%

170

08/16/2001

681759-JA-5

OMAHA NEB NEW PUB HSG AUTH

4.750

05/01/2008

101.090 / 101.090

104.300 / 104.300

-11.56% / -11.56%

100

08/08/2001

54438C-BC-5

LOS ANGELES CALIF CMNTY COLLEGE DIST SER A

5.000

06/01/2026

98.750 / 100.000

5.05% / -11.55%

3975

10/23/2001

941345-CF-5

WATERFORD CALIF PUB FING AUTH REV SER A

7.375

09/15/2020

96.500 / 96.500

103.250 / 103.250

-11.45% / -11.45%

02/05/2001

546795-JK-2

LOUISVILLE KY NEW PUB HSG AUTH

5.000

11/01/2010

103.400 / 104.700

4.20% / -11.38%

1670

08/17/2001

875128-FB-1

TAMPA BAY WTR FLA UTIL SYS REV REF & IMPT-SER A

5.000

10/01/2028

99.000 / 101.250

5.07% / -11.32%

475

11/26/2001

646054-RD-0

NEW JERSEY ST EDL FACS AUTH REV MONMOUTH COLLEGE

8.125

07/01/2005

98.500 / 98.500

101.500 / 101.500

-11.31% / -11.31%

10/10/2001

649860-JS-3

NEW YORK ST HSG FIN AGY NON PROFIT HSG

6.200

11/01/2012

108.500 / 108.500

-11.24% / -11.24%

720

07/23/2001

676193-FG-5

O FALLON MO

5.750

03/01/2010

100.000 / 100.000

101.300 / 101.300

-11.16% / -11.16%

2280

08/06/2001

928134-DD-4

VIRGINIA ST HSG DEV AUTH MULTI FAM MTG

6.300

11/01/2008

104.250 / 104.375

-11.16% / -11.16%

380

10/04/2001

546405-AX-9

LOUISIANA ST OFFICE FACS CORP LEASE REV REF-SER B

5.000

03/01/2009

106.880 / 106.880

3.92% / -11.14%

795

04/11/2001

386442-LX-3

GRAND RIVER DAM AUTH OKLA REV REF

5.000

06/01/2012

99.428 / 99.500

100.000 / 101.053

5.00% / -11.12%

10/16/2001

796253-NX-6

SAN ANTONIO TEX ELEC & GAS REV UNREFUNDED BALANCE-SER 2000

5.750

02/01/2011

101.253 / 105.872

101.808 / 105.997

3.00% / -11.08%

470

10/03/2001

13033J-SX-1

CALIFORNIA HEALTH FACS FING AUTH REV INSD-ADVENTIST HLTH SYS/WEST-B

6.500

03/01/2011

102.075 / 102.075

102.800 / 102.800

-10.87% / -10.87%

1200

09/05/2001

48543B-GG-7

KANSAS ST DEV FIN AUTH HEALTH FACS REV STORMONT VAIL HLTHCARE-SER K

5.375

11/15/2024

104.327 / 104.909

4.83% / -10.83%

06/20/2001

130626-BG-8

CALIFORNIA ST

5.000

03/01/2017

99.992 / 101.250

5.00% / -10.83%

130

11/07/2001

13033C-YG-6

CALIFORNIA HSG FIN AGY REV INSD-HSG-SER B

6.850

08/01/2026

102.795 / 102.795

103.200 / 105.125

1.25% / -10.79%

3555

08/01/2001

723168-AD-2

PINELLAS CNTY FLA POLLUTION CTL REV REF-FLA PWR CORP ANCLOTE&BARTW

7.200

12/01/2014

103.150 / 103.150

103.750 / 103.750

-10.77% / -10.77%

4000

08/23/2001

207726-AG-5

CONNECTICUT ST

5.250

07/01/2002

101.000 / 101.000

-10.76% / -10.76%

495

08/03/2001

491566-GC-3

KENTUCKY ST TPK AUTH TOLL RD REV

6.125

07/01/2008

104.925 / 104.925

100.717 / 107.000

4.26% / -10.68%

04/25/2001

79306E-JA-3

ST PAUL MINN PORT AUTH INDL DEV REV SER T

9.625

12/01/2002

97.300 / 97.300

102.800 / 102.800

-10.56% / -10.56%

06/28/2001

717823-F7-8

PHILADELPHIA PA GAS WKS REV THIRD SERS

5.125

08/01/2031

96.600 / 100.000

5.35% / -10.56%

1115

08/08/2001

763707-AA-4

RICHLAND CNTY S C SOLID WASTE DISP FACS REV UNION CAMP CORP PROJ-SER A

7.450

04/01/2021

101.500 / 102.000

103.500 / 104.500

-3.58% / -10.54%

240

09/10/2001

796422-YL-1

SAN ANTONIO TEX WTR REV PREREFUNDED-1997

6.500

05/15/2010

113.819 / 113.819

114.260 / 114.260

-10.39% / -10.39%

1200

06/18/2001

566761-FS-6

MARICOPA CNTY ARIZ HOSP REV SAMARITAN HEALTH SVC

7.625

01/01/2008

108.000 / 108.000

110.000 / 112.441

5.34% / -10.31%