|
|
|
|
|
|
Portfolio of Investments
(Unaudited) |
|
|
|
|
Nuveen Select Tax-Free Income
Portfolio (NXP) |
|
|
|
|
June 30,
2010 |
|
|
|
Principal |
|
Optional Call |
|
|
Amount (000) |
Description (1) |
Provisions (2) |
Ratings (3) |
Value |
|
Alaska – 1.9% |
|
|
|
$ 2,475 |
Alaska Municipal Bond Bank Authority, General
Obligation Bonds, Series 2003E, 5.250%, 12/01/23 |
12/13 at 100.00 |
A+ (4) |
$ 2,835,360 |
|
(Pre-refunded 12/01/13) –
NPFG Insured |
|
|
|
2,500 |
Northern Tobacco Securitization Corporation, Alaska,
Tobacco Settlement Asset-Backed Bonds, |
6/14 at 100.00 |
Baa3 |
1,606,250 |
|
Series 2006A, 5.000%, 6/01/46 |
|
|
|
4,975 |
Total
Alaska |
|
|
4,441,610 |
|
Arkansas – 0.4% |
|
|
|
5,915 |
Arkansas Development Finance Authority, Tobacco
Settlement Revenue Bonds, Arkansas Cancer |
No Opt. Call |
Aa2 |
898,962 |
|
Research Center Project, Series 2006, 0.000%, 7/01/46 – AMBAC
Insured |
|
|
|
|
California –
6.0% |
|
|
|
2,000 |
Alameda Corridor Transportation Authority,
California, Subordinate Lien Revenue Bonds, Series |
10/17 at 100.00 |
A– |
1,627,640 |
|
2004A, 0.000%, 10/01/25 –
AMBAC Insured |
|
|
|
3,325 |
California Department of Water Resources, Power
Supply Revenue Bonds, Series 2002A, |
5/12 at 101.00 |
AA– |
3,698,797 |
|
6.000%, 5/01/14 |
|
|
|
1,000 |
California Statewide Community Development
Authority, Revenue Bonds, Methodist Hospital |
8/19 at 100.00 |
AA |
1,110,290 |
|
Project, Series 2009,
6.750%, 2/01/38 |
|
|
|
2,645 |
Cypress Elementary School District, San Bernardino
County, California, General Obligation |
No Opt. Call |
AAA |
652,336 |
|
Bonds, Series 2009A,
0.000%, 5/01/34 – AGM Insured |
|
|
|
3,000 |
Golden State Tobacco Securitization Corporation,
California, Tobacco Settlement Asset-Backed |
6/13 at 100.00 |
AAA |
3,487,980 |
|
Bonds, Series 2003A-1,
6.750%, 6/01/39 (Pre-refunded 6/01/13) |
|
|
|
1,130 |
Los Angeles Department of Water and Power,
California, Waterworks Revenue Refunding Bonds, |
7/11 at 100.00 |
AA |
1,135,492 |
|
Series 2001A, 5.125%,
7/01/41 – FGIC Insured |
|
|
|
365 |
Los Angeles, California, Parking System Revenue
Bonds, Series 1999A, 5.250%, 5/01/29 – |
11/10 at 100.00 |
A+ |
368,157 |
|
AMBAC Insured |
|
|
|
1,000 |
Moreno Valley Unified School District, Riverside
County, California, General Obligation Bonds, |
No Opt. Call |
A |
463,220 |
|
Series 2007, 0.000%,
8/01/23 – NPFG Insured |
|
|
|
590 |
Palomar Pomerado Health Care District, California,
Certificates of Participation, Series 2009, |
11/19 at 100.00 |
Baa2 |
632,987 |
|
6.750%, 11/01/39 |
|
|
|
750 |
Tobacco Securitization Authority of Northern
California, Tobacco Settlement Asset-Backed |
6/15 at 100.00 |
BBB |
517,290 |
|
Bonds, Series 2005A-1,
5.500%, 6/01/45 |
|
|
|
1,150 |
Woodside Elementary School District, San Mateo
County, California, General Obligation Bonds, |
No Opt. Call |
AAA |
332,879 |
|
Series 2007, 0.000%, 10/01/30 – AMBAC Insured |
|
|
|
16,955 |
Total
California |
|
|
14,027,068 |
|
Colorado –
11.2% |
|
|
|
1,700 |
Colorado Health Facilities Authority, Revenue Bonds,
Catholic Health Initiatives, Series |
3/12 at 100.00 |
AA (4) |
1,841,066 |
|
2002A, 5.500%, 3/01/22
(Pre-refunded 3/01/12) |
|
|
|
690 |
Colorado Health Facilities Authority, Revenue Bonds,
Catholic Health Initiatives, Series |
3/12 at 100.00 |
AA (4) |
746,049 |
|
2002A, 5.500%, 3/01/22
(Pre-refunded 3/01/12) |
|
|
|
390 |
Colorado Water Resources and Power Development
Authority, Small Water Resources Revenue |
11/10 at 100.00 |
A |
391,661 |
|
Bonds, Series 2000A,
5.800%, 11/01/20 – FGIC Insured |
|
|
|
6,815 |
Denver City and County, Colorado, Airport System
Revenue Bonds, Series 1991D, 7.750%, 11/15/13 |
No Opt. Call |
A+ |
7,474,487 |
|
(Alternative Minimum
Tax) |
|
|
|
5,000 |
Denver City and County, Colorado, Airport System
Revenue Refunding Bonds, Series 2001A, |
11/11 at 100.00 |
A+ |
5,259,750 |
|
5.625%, 11/15/17 – FGIC
Insured (Alternative Minimum Tax) |
|
|
|
3,000 |
Denver Convention Center Hotel Authority, Colorado,
Senior Revenue Bonds, Convention Center |
12/13 at 100.00 |
N/R (4) |
3,329,070 |
|
Hotel, Series 2003A,
5.000%, 12/01/23 (Pre-refunded 12/01/13) – SYNCORA GTY Insured |
|
|
|
500 |
Denver, Colorado, Airport System Revenue Refunding
Bonds, Series 2003B, 5.000%, 11/15/33 – |
11/13 at 100.00 |
A+ |
500,740 |
|
SYNCORA GTY
Insured |
|
|
|
5,000 |
E-470 Public Highway Authority, Colorado, Senior
Revenue Bonds, Series 2000B, 0.000%, 9/01/28 |
9/10 at 31.42 |
Aaa |
1,569,750 |
|
(Pre-refunded 9/01/10) –
NPFG Insured |
|
|
|
12,500 |
E-470 Public Highway Authority, Colorado, Toll
Revenue Bonds, Series 2006A, 0.000%, 9/01/38 – |
9/26 at 54.77 |
A |
1,747,500 |
|
NPFG Insured |
|
|
|
3,160 |
Northwest Parkway Public Highway Authority,
Colorado, Revenue Bonds, Senior Series 2001A, |
6/11 at 102.00 |
N/R (4) |
3,378,388 |
|
5.500%, 6/15/20 (Pre-refunded 6/15/11) – AMBAC Insured |
|
|
|
38,755 |
Total
Colorado |
|
|
26,238,461 |
|
District of Columbia –
0.0% |
|
|
|
60 |
District of Columbia, Revenue Bonds, Catholic
University of America, Series 1999, 5.625%, |
10/10 at 100.50 |
A |
60,626 |
|
10/01/29 – AMBAC Insured |
|
|
|
|
Florida – 7.5% |
|
|
|
2,000 |
Halifax Hospital Medical Center, Florida, Revenue
Bonds, Series 2006, 5.375%, 6/01/46 |
6/16 at 100.00 |
A– |
1,880,160 |
5,000 |
Jacksonville Health Facilities Authority, Florida,
Revenue Bonds, Ascension Health, Series |
11/12 at 101.00 |
Aa1 |
5,098,700 |
|
2002A, 5.250%,
11/15/32 |
|
|
|
10,000 |
JEA St. John’s River Power Park System, Florida,
Revenue Refunding Bonds, Issue 2, Series |
10/11 at 100.00 |
Aa2 |
10,467,999 |
|
2002-17, 5.000%, 10/01/17 |
|
|
|
17,000 |
Total
Florida |
|
|
17,446,859 |
|
Illinois –
14.0% |
|
|
|
1,965 |
Board of Trustees of Southern Illinois University,
Housing and Auxiliary Facilities System |
No Opt. Call |
A |
1,218,320 |
|
Revenue Bonds, Series
1999A, 0.000%, 4/01/20 – NPFG Insured |
|
|
|
2,600 |
Chicago Heights, Illinois, General Obligation
Corporate Purpose Bonds, Series 1993, 5.650%, |
12/10 at 100.00 |
A |
2,652,780 |
|
12/01/17 – FGIC
Insured |
|
|
|
195 |
DuPage County Community School District 200,
Wheaton, Illinois, General Obligation Bonds, |
11/13 at 100.00 |
Aa2 |
215,522 |
|
Series 2003B, 5.250%,
11/01/20 – AGM Insured |
|
|
|
805 |
DuPage County Community School District 200,
Wheaton, Illinois, General Obligation Bonds, |
11/13 at 100.00 |
Aa2 (4) |
917,676 |
|
Series 2003B, 5.250%,
11/01/20 (Pre-refunded 11/01/13) – AGM Insured |
|
|
|
600 |
Illinois Educational Facilities Authority, Student
Housing Revenue Bonds, Educational |
5/12 at 101.00 |
Aaa |
666,036 |
|
Advancement Foundation
Fund, University Center Project, Series 2002, 6.000%, 5/01/22 |
|
|
|
|
(Pre-refunded
5/01/12) |
|
|
|
1,050 |
Illinois Finance Authority, Revenue Bonds, Loyola
University of Chicago, Tender Option Bond |
No Opt. Call |
Aa1 |
1,108,538 |
|
Trust 1137, 9.176%, 7/01/15
(IF) |
|
|
|
4,000 |
Illinois Finance Authority, Revenue Bonds,
Northwestern Memorial Hospital, Series 2004A, |
8/14 at 100.00 |
N/R (4) |
4,695,600 |
|
5.500%, 8/15/43
(Pre-refunded 8/15/14) |
|
|
|
1,000 |
Illinois Finance Authority, Revenue Bonds, Silver
Cross Hospital and Medical Centers, Series |
8/19 at 100.00 |
BBB |
1,063,600 |
|
2009, 6.875%,
8/15/38 |
|
|
|
2,100 |
Illinois Finance Authority, Revenue Refunding Bonds,
Silver Cross Hospital and Medical |
8/18 at 100.00 |
BBB |
1,966,461 |
|
Centers, Series 2008A,
5.500%, 8/15/30 |
|
|
|
1,320 |
Illinois Health Facilities Authority, Revenue Bonds,
Decatur Memorial Hospital, Series 2001, |
10/11 at 100.00 |
A |
1,346,677 |
|
5.600%, 10/01/16 |
|
|
|
2,950 |
Illinois Health Facilities Authority, Revenue Bonds,
Lake Forest Hospital, Series 2002A, |
7/12 at 100.00 |
AA+ |
3,109,005 |
|
6.000%, 7/01/17 |
|
|
|
2,275 |
Illinois Health Facilities Authority, Revenue
Refunding Bonds, Elmhurst Memorial Healthcare, |
1/13 at 100.00 |
Baa1 |
2,349,757 |
|
Series 2002, 6.250%,
1/01/17 |
|
|
|
130 |
Illinois Health Facilities Authority, Revenue
Refunding Bonds, Rockford Health System, Series |
9/10 at 100.00 |
N/R |
119,153 |
|
1997, 5.000%, 8/15/21 –
AMBAC Insured |
|
|
|
3,125 |
Metropolitan Pier and Exposition Authority,
Illinois, Revenue Bonds, McCormick Place Expansion |
No Opt. Call |
A |
2,355,500 |
|
Project, Series 1992A,
0.000%, 6/15/17 – FGIC Insured |
|
|
|
810 |
Metropolitan Pier and Exposition Authority,
Illinois, Revenue Bonds, McCormick Place Expansion |
No Opt. Call |
AAA |
257,264 |
|
Project, Series 2002A,
0.000%, 6/15/30 – NPFG Insured |
|
|
|
5,000 |
Metropolitan Pier and Exposition Authority,
Illinois, Revenue Refunding Bonds, McCormick Place |
6/12 at 101.00 |
AAA |
5,189,900 |
|
Expansion Project, Series
2002B, 5.000%, 6/15/21 – NPFG Insured |
|
|
|
1,300 |
Schaumburg, Illinois, General Obligation Bonds,
Series 2004B, 5.250%, 12/01/34 – FGIC Insured |
12/14 at 100.00 |
Aaa |
1,375,491 |
|
Yorkville, Illinois, General Obligation Debt
Certificates, Series 2003: |
|
|
|
1,000 |
5.000%, 12/15/19
(Pre-refunded 12/15/11) – RAAI Insured |
12/11 at 100.00 |
N/R (4) |
1,067,610 |
1,000 |
5.000%, 12/15/20 (Pre-refunded 12/15/11) – RAAI
Insured |
12/11 at
100.00 |
N/R
(4) |
1,067,610 |
33,225 |
Total
Illinois |
|
|
32,742,500 |
|
Indiana – 6.7% |
|
|
|
1,000 |
Franklin Community Multi-School Building
Corporation, Marion County, Indiana, First Mortgage |
7/14 at 100.00 |
A (4) |
1,148,370 |
|
Revenue Bonds, Series 2004,
5.000%, 7/15/22 (Pre-refunded 7/15/14) – FGIC Insured |
|
|
|
1,770 |
Indiana Health Facility Financing Authority,
Hospital Revenue Refunding Bonds, Columbus |
No Opt. Call |
AAA |
2,002,808 |
|
Regional Hospital, Series
1993, 7.000%, 8/15/15 – AGM Insured |
|
|
|
1,000 |
Indiana Health Facility Financing Authority, Revenue
Bonds, Community Foundation of Northwest |
3/17 at 100.00 |
BBB |
988,880 |
|
Indiana, Series 2007,
5.500%, 3/01/37 |
|
|
|
9,855 |
Indianapolis Local Public Improvement Bond Bank,
Indiana, Waterworks Project, Series 2002A, |
7/12 at 100.00 |
AAA |
10,765,305 |
|
5.125%, 7/01/21
(Pre-refunded 7/01/12) – NPFG Insured |
|
|
|
750 |
West Clark 2000 School Building Corporation, Clark
County, Indiana, First Mortgage Bonds, |
1/15 at 100.00 |
AA+ |
786,218 |
|
Series 2005, 5.000%, 7/15/22 – NPFG Insured |
|
|
|
14,375 |
Total
Indiana |
|
|
15,691,581 |
|
Iowa – 1.7% |
|
|
|
1,000 |
Iowa Tobacco Settlement Authority, Asset Backed
Settlement Revenue Bonds, Series 2005C, |
6/15 at 100.00 |
BBB |
707,680 |
|
5.375%, 6/01/38 |
|
|
|
4,000 |
Iowa Tobacco Settlement Authority, Tobacco
Asset-Backed Revenue Bonds, Series 2005B, |
6/17 at 100.00 |
BBB |
3,251,240 |
|
5.600%, 6/01/34 |
|
|
|
5,000 |
Total
Iowa |
|
|
3,958,920 |
|
Kansas – 0.5% |
|
|
|
500 |
Lawrence, Kansas, Hospital Revenue Bonds, Lawrence
Memorial Hospital, Refunding Series 2006, |
7/16 at 100.00 |
A3 |
466,190 |
|
4.875%, 7/01/36 |
|
|
|
750 |
Wamego, Kansas, Pollution Control Revenue Bonds,
Kansas Gas and Electric Company, Series 2004, |
6/14 at 100.00 |
A |
763,223 |
|
5.300%, 6/01/31 – NPFG Insured |
|
|
|
1,250 |
Total
Kansas |
|
|
1,229,413 |
|
Kentucky – 0.5% |
|
|
|
1,100 |
Jefferson County, Kentucky, Health System Revenue
Bonds, Alliant Health System Inc., Series |
9/13 at 100.50 |
A (4) |
1,108,756 |
|
1998, 5.125%, 10/01/18 – NPFG Insured (ETM) |
|
|
|
|
Louisiana –
1.1% |
|
|
|
2,695 |
Tobacco Settlement Financing Corporation, Louisiana,
Tobacco Settlement Asset-Backed Bonds, |
5/11 at 101.00 |
BBB |
2,645,196 |
|
Series 2001B, 5.875%, 5/15/39 |
|
|
|
|
Massachusetts –
1.3% |
|
|
|
500 |
Massachusetts Health and Educational Facilities
Authority, Revenue Bonds, CareGroup Inc., |
7/18 at 100.00 |
A3 |
490,690 |
|
Series 2008E-1 &2,
5.000%, 7/01/28 |
|
|
|
20 |
Massachusetts Health and Educational Facilities
Authority, Revenue Bonds, Partners HealthCare |
7/11 at 101.00 |
AA |
20,982 |
|
System Inc., Series 2001C,
6.000%, 7/01/17 |
|
|
|
480 |
Massachusetts Health and Educational Facilities
Authority, Revenue Bonds, Partners HealthCare |
7/11 at 101.00 |
AAA |
512,237 |
|
System Inc., Series 2001C,
6.000%, 7/01/17 (Pre-refunded 7/01/11) |
|
|
|
1,970 |
Massachusetts Housing Finance Agency, Housing Bonds, Series
2009F, 5.700%, 6/01/40 |
12/18 at
100.00 |
AA– |
2,008,120 |
2,970 |
Total
Massachusetts |
|
|
3,032,029 |
|
Michigan – 1.6% |
|
|
|
1,000 |
Michigan State Hospital Finance Authority, Hospital
Revenue Bonds, Detroit Medical Center |
8/10 at 100.00 |
BB– |
909,470 |
|
Obligated Group, Series
1998A, 5.125%, 8/15/18 |
|
|
|
2,900 |
Michigan State Hospital Finance Authority, Hospital
Revenue Refunding Bonds, Trinity Health |
12/12 at 100.00 |
AA |
2,904,727 |
|
Credit Group, Series 2002C, 5.375%, 12/01/30 |
|
|
|
3,900 |
Total
Michigan |
|
|
3,814,197 |
|
Missouri – 0.7% |
|
|
|
5,000 |
Kansas City Municipal Assistance Corporation,
Missouri, Leasehold Revenue Bonds, Series |
No Opt. Call |
AA– |
1,662,700 |
|
2004B-1, 0.000%, 4/15/30 – AMBAC Insured |
|
|
|
|
Nevada – 5.2% |
|
|
|
2,500 |
Clark County, Nevada, Motor Vehicle Fuel Tax Highway
Improvement Revenue Bonds, Series 2003, |
7/13 at 100.00 |
AA– |
2,576,925 |
|
5.000%, 7/01/23 – AMBAC
Insured |
|
|
|
1,000 |
Clark County, Nevada, Passenger Facility Charge
Revenue Bonds, Las Vegas-McCarran |
1/20 at 100.00 |
Aa3 |
993,860 |
|
International Airport,
Series 2010A, 5.250%, 7/01/42 |
|
|
|
|
Director of Nevada State Department of Business and
Industry, Revenue Bonds, Las Vegas |
|
|
|
|
Monorail Project, First Tier, Series 2000: |
|
|
|
2,360 |
0.000%, 1/01/21 – AMBAC
Insured |
No Opt. Call |
N/R |
349,044 |
4,070 |
0.000%, 1/01/22 – AMBAC
Insured |
No Opt. Call |
N/R |
566,870 |
6,025 |
5.375%, 1/01/40 – AMBAC
Insured (5) |
7/10 at 100.00 |
N/R |
1,632,112 |
1,500 |
Las Vegas Redevelopment Agency, Nevada, Tax
Increment Revenue Bonds, Series 2009A, |
6/19 at 100.00 |
A |
1,734,810 |
|
8.000%, 6/15/30 |
|
|
|
1,515 |
Reno, Nevada, Capital Improvement Revenue Bonds,
Series 2002, 5.500%, 6/01/21 – FGIC Insured |
6/12 at 100.00 |
A |
1,537,271 |
2,555 |
Reno, Nevada, Capital Improvement Revenue Bonds,
Series 2002, 5.500%, 6/01/21 (Pre-refunded |
6/12 at 100.00 |
A3 (4) |
2,797,802 |
|
6/01/12) – FGIC Insured |
|
|
|
21,525 |
Total
Nevada |
|
|
12,188,694 |
|
New
Hampshire – 0.2% |
|
|
|
350 |
New Hampshire Housing Finance Authority, Single
Family Mortgage Acquisition Bonds, Series |
5/11 at 100.00 |
Aa2 |
357,620 |
|
2001A, 5.600%, 7/01/21 (Alternative Minimum Tax) |
|
|
|
|
New
Jersey – 2.7% |
|
|
|
2,500 |
New Jersey Health Care Facilities Financing
Authority, Revenue Bonds, Somerset Medical Center, |
7/13 at 100.00 |
Ba2 |
2,291,000 |
|
Series 2003, 5.500%,
7/01/23 |
|
|
|
|
Tobacco Settlement Financing Corporation, New
Jersey, Tobacco Settlement Asset-Backed Bonds, |
|
|
|
|
Series 2002: |
|
|
|
1,175 |
5.750%, 6/01/32
(Pre-refunded 6/01/12) |
6/12 at 100.00 |
AAA |
1,261,927 |
1,000 |
6.000%, 6/01/37
(Pre-refunded 6/01/12) |
6/12 at 100.00 |
AAA |
1,104,560 |
2,500 |
Tobacco Settlement Financing Corporation, New
Jersey, Tobacco Settlement Asset-Backed Bonds, |
6/17 at 100.00 |
BBB |
1,639,200 |
|
Series 2007-1A, 5.000%, 6/01/41 |
|
|
|
7,175 |
Total New
Jersey |
|
|
6,296,687 |
|
New
Mexico – 2.2% |
|
|
|
1,000 |
New Mexico Mortgage Finance Authority, Multifamily
Housing Revenue Bonds, St Anthony, Series |
9/17 at 100.00 |
AAA |
1,007,650 |
|
2007A, 5.250%, 9/01/42
(Alternative Minimum Tax) |
|
|
|
4,000 |
University of New Mexico, FHA-Insured Mortgage
Hospital Revenue Bonds, Series 2004, 4.625%, |
7/14 at 100.00 |
AAA |
4,073,840 |
|
7/01/25 – AGM Insured |
|
|
|
5,000 |
Total New
Mexico |
|
|
5,081,490 |
|
New
York – 0.4% |
|
|
|
1,000 |
Dormitory Authority of the State of New York,
FHA-Insured Mortgage Revenue Bonds, Kaleida |
2/14 at 100.00 |
AAA |
1,028,830 |
|
Health, Series 2004, 5.050%, 2/15/25 |
|
|
|
|
North Carolina –
1.7% |
|
|
|
1,000 |
North Carolina Eastern Municipal Power Agency, Power
System Revenue Bonds, Series 2008C, |
1/19 at 100.00 |
A– |
1,181,540 |
|
6.750%, 1/01/24 |
|
|
|
2,195 |
North Carolina Eastern Municipal Power Agency, Power
System Revenue Refunding Bonds, Series |
9/10 at 100.00 |
A– |
2,197,656 |
|
1993B, 5.500%,
1/01/21 |
|
|
|
500 |
Raleigh Durham Airport Authority, North Carolina,
Airport Revenue Bonds, Series 2001A, 5.250%, |
5/11 at 101.00 |
Aa3 |
513,970 |
|
11/01/17 – FGIC Insured |
|
|
|
3,695 |
Total North
Carolina |
|
|
3,893,166 |
|
Ohio – 0.6% |
|
|
|
1,500 |
Buckeye Tobacco Settlement Financing Authority,
Ohio, Tobacco Settlement Asset-Backed Revenue |
6/17 at 100.00 |
BBB |
1,115,220 |
|
Bonds, Senior Lien, Series
2007A-2, 6.000%, 6/01/42 |
|
|
|
300 |
Lebanon, Ohio, Electric System Mortgage Revenue
Bonds, Series 2001, 5.500%, 12/01/17 |
12/10 at 101.00 |
Aa3 (4) |
309,627 |
|
(Pre-refunded 12/01/10) – AMBAC Insured |
|
|
|
1,800 |
Total
Ohio |
|
|
1,424,847 |
|
Oklahoma – 2.1% |
|
|
|
1,000 |
Norman Regional Hospital Authority, Oklahoma,
Hospital Revenue Bonds, Series 2005, |
9/16 at 100.00 |
BB+ |
829,930 |
|
5.375%, 9/01/36 |
|
|
|
4,000 |
Oklahoma Development Finance Authority, Revenue
Bonds, St. John Health System, Series 2004, |
2/14 at 100.00 |
A |
4,023,480 |
|
5.000%, 2/15/24 |
|
|
|
5,000 |
Total
Oklahoma |
|
|
4,853,410 |
|
Pennsylvania –
0.5% |
|
|
|
500 |
Pennsylvania Higher Educational Facilities
Authority, Revenue Bonds, Widener University, |
7/13 at 100.00 |
BBB+ |
506,850 |
|
Series 2003, 5.250%,
7/15/24 |
|
|
|
700 |
Pennsylvania Turnpike Commission, Turnpike Revenue
Bonds, Series 2004A, 5.500%, 12/01/31 – |
12/14 at 100.00 |
Aa3 |
739,886 |
|
AMBAC Insured |
|
|
|
1,200 |
Total
Pennsylvania |
|
|
1,246,736 |
|
Puerto Rico –
0.5% |
|
|
|
1,000 |
Puerto Rico Sales Tax Financing Corporation, Sales
Tax Revenue Bonds, First Subordinate Series |
8/19 at 100.00 |
A+ |
1,063,250 |
|
2009A, 6.000%, 8/01/42 |
|
|
|
|
South Carolina –
7.6% |
|
|
|
1,250 |
Dorchester County School District 2, South Carolina,
Installment Purchase Revenue Bonds, |
12/14 at 100.00 |
AA– |
1,330,650 |
|
GROWTH, Series 2004,
5.250%, 12/01/20 |
|
|
|
10,000 |
Greenville County School District, South Carolina,
Installment Purchase Revenue Bonds, Series |
12/12 at 101.00 |
AA (4) |
11,379,796 |
|
2002, 5.875%, 12/01/19
(Pre-refunded 12/01/12) |
|
|
|
1,500 |
Lexington County Health Service District, South
Carolina, Hospital Revenue Refunding and |
11/13 at 100.00 |
A+ (4) |
1,740,885 |
|
Improvement Bonds, Series
2003, 6.000%, 11/01/18 (Pre-refunded 11/01/13) |
|
|
|
520 |
South Carolina JOBS Economic Development Authority,
Economic Development Revenue Bonds, Bon |
11/12 at 100.00 |
A3 (4) |
580,148 |
|
Secours Health System Inc.,
Series 2002A, 5.625%, 11/15/30 (Pre-refunded 11/15/12) |
|
|
|
1,980 |
South Carolina JOBS Economic Development Authority,
Economic Development Revenue Bonds, Bon |
11/12 at 100.00 |
A– |
1,984,000 |
|
Secours Health System Inc.,
Series 2002B, 5.625%, 11/15/30 |
|
|
|
685 |
Tobacco Settlement Revenue Management Authority,
South Carolina, Tobacco Settlement |
5/12 at 100.00 |
BBB (4) |
713,099 |
|
Asset-Backed Bonds, Series 2001B, 6.000%, 5/15/22 (Pre-refunded
5/15/12) |
|
|
|
15,935 |
Total South
Carolina |
|
|
17,728,578 |
|
Texas – 8.5% |
|
|
|
5,000 |
Brazos River Harbor Navigation District, Brazoria
County, Texas, Environmental Facilities Revenue |
5/12 at 101.00 |
BBB– |
5,057,050 |
|
Bonds, Dow Chemical Company
Project, Series 2002A-6, 6.250%, 5/15/33 (Mandatory put 5/15/17) |
|
|
|
|
(Alternative Minimum
Tax) |
|
|
|
1,000 |
Dallas Area Rapid Transit, Texas, Senior Lien Sales
Tax Revenue Bonds, Series 2001, 5.000%, |
12/11 at 100.00 |
AAA |
1,065,450 |
|
12/01/31 (Pre-refunded
12/01/11) – AMBAC Insured |
|
|
|
360 |
Dallas-Fort Worth International Airport Public
Facility Corporation, Texas, Airport Hotel Revenue |
9/10 at 100.00 |
AAA |
360,576 |
|
Bonds, Series 2001, 5.500%,
1/15/20 – AGM Insured |
|
|
|
2,300 |
Harris County Health Facilities Development
Corporation, Texas, Thermal Utility Revenue Bonds, |
11/13 at 100.00 |
AA |
2,330,498 |
|
TECO Project, Series 2003,
5.000%, 11/15/30 – NPFG Insured |
|
|
|
1,750 |
Harris County-Houston Sports Authority, Texas,
Junior Lien Revenue Bonds, Series 2001H, |
No Opt. Call |
A |
426,528 |
|
0.000%, 11/15/30 – NPFG
Insured |
|
|
|
3,470 |
Harris County-Houston Sports Authority, Texas,
Senior Lien Revenue Refunding Bonds, Series |
11/30 at 61.17 |
A |
483,198 |
|
2001A, 0.000%, 11/15/38 –
NPFG Insured |
|
|
|
2,805 |
Harris County-Houston Sports Authority, Texas, Third
Lien Revenue Bonds, Series 2004-A3., |
11/24 at 52.47 |
A |
449,249 |
|
0.000%, 11/15/35 – NPFG
Insured |
|
|
|
45 |
Irving Independent School District, Dallas County,
Texas, General Obligation Refunding Bonds, |
2/12 at 100.00 |
AAA |
45,660 |
|
Series 2002A, 5.000%,
2/15/31 |
|
|
|
3,455 |
Irving Independent School District, Dallas County,
Texas, General Obligation Refunding Bonds, |
2/12 at 100.00 |
AAA |
3,710,394 |
|
Series 2002A, 5.000%,
2/15/31 (Pre-refunded 2/15/12) |
|
|
|
1,780 |
Leander Independent School District, Williamson and
Travis Counties, Texas, General Obligation |
8/16 at 35.23 |
AAA |
423,053 |
|
Bonds, Series 2007, 0.000%,
8/15/37 |
|
|
|
2,000 |
North Texas Thruway Authority, First Tier System
Revenue Refunding Bonds, Capital Appreciation |
1/25 at 100.00 |
A2 |
1,563,940 |
|
Series 2008I, 0.000%,
1/01/43 |
|
|
|
2,000 |
Richardson Hospital Authority, Texas, Revenue Bonds,
Richardson Regional Medical Center, |
12/13 at 100.00 |
Baa2 |
1,908,820 |
|
Series 2004, 6.000%,
12/01/34 |
|
|
|
465 |
San Antonio, Texas, Water System Revenue Refunding
Bonds, Series 1992, 6.000%, 5/15/16 |
5/12 at 100.00 |
Aa3 (4) |
496,169 |
|
(Pre-refunded 5/15/12) –
NPFG Insured |
|
|
|
1,750 |
Texas, General Obligation Bonds, Water Financial
Assistance Program, Series 2003A, 5.125%, |
8/13 at 100.00 |
Aaa |
1,689,835 |
|
8/01/42 (Alternative Minimum Tax) |
|
|
|
28,180 |
Total
Texas |
|
|
20,010,420 |
|
Utah – 0.4% |
|
|
|
775 |
Utah State Building Ownership Authority, Lease
Revenue Bonds, State Facilities Master Lease |
11/11 at 100.00 |
AA+ |
814,215 |
|
Program, Series 2001B, 5.250%, 5/15/24 |
|
|
|
|
Virginia – 1.1% |
|
|
|
1,500 |
Fairfax County Economic Development Authority,
Virginia, Residential Care Facilities Mortgage |
10/17 at 100.00 |
N/R |
1,443,825 |
|
Revenue Bonds, Goodwin
House, Inc., Series 2007A, 5.125%, 10/01/42 |
|
|
|
2,000 |
Metropolitan Washington DC Airports Authority,
Virginia, Dulles Toll Road Revenue Bonds, |
10/28 at 100.00 |
BBB+ |
1,195,040 |
|
Dulles Metrorail Capital Appreciation, Series 2010B, 0.000%,
10/01/44 |
|
|
|
3,500 |
Total
Virginia |
|
|
2,638,865 |
|
Washington –
6.8% |
|
|
|
250 |
Energy Northwest, Washington, Electric Revenue
Refunding Bonds, Columbia Generating Station – |
7/12 at 100.00 |
Aaa |
271,393 |
|
Nuclear Project 2, Series
2002C, 5.500%, 7/01/17 – NPFG Insured |
|
|
|
2,470 |
Snohomish County Public Utility District 1,
Washington, Generation System Revenue Bonds, |
No Opt. Call |
Aaa |
2,612,000 |
|
Series 1989, 6.750%,
1/01/12 (ETM) |
|
|
|
9,750 |
Washington State Health Care Facilities Authority,
Revenue Bonds, Sisters of Providence Health |
10/11 at 100.00 |
AA |
10,090,957 |
|
System, Series 2001A,
5.125%, 10/01/17 – NPFG Insured |
|
|
|
2,025 |
Washington State Tobacco Settlement Authority,
Tobacco Settlement Asset-Backed Revenue Bonds, |
6/13 at 100.00 |
BBB |
2,071,372 |
|
Series 2002, 6.500%,
6/01/26 |
|
|
|
2,115 |
Washington State, Motor Vehicle Fuel Tax General
Obligation Bonds, Series 2003F, 0.000%, |
No Opt. Call |
AA+ |
954,500 |
|
12/01/27 – NPFG Insured |
|
|
|
16,610 |
Total
Washington |
|
|
16,000,222 |
|
West Virginia –
0.2% |
|
|
|
500 |
West Virginia Hospital Finance Authority, Revenue
Bonds, United Hospital Center Inc. Project, |
6/16 at 100.00 |
A+ |
485,045 |
|
Series 2006A, 4.500%, 6/01/26 – AMBAC Insured |
|
|
|
|
Wisconsin –
1.8% |
|
|
|
640 |
Badger Tobacco Asset Securitization Corporation,
Wisconsin, Tobacco Settlement Asset-Backed |
6/12 at 100.00 |
AAA |
690,413 |
|
Bonds, Series 2002, 6.125%,
6/01/27 (Pre-refunded 6/01/12) |
|
|
|
1,000 |
Wisconsin Health and Educational Facilities
Authority, Revenue Bonds, Wheaton Franciscan |
8/13 at 100.00 |
BBB+ |
1,023,230 |
|
Services Inc., Series
2003A, 5.500%, 8/15/17 |
|
|
|
2,500 |
Wisconsin,
General Obligation Refunding Bonds, Series 2003-3, 5.000%,
11/01/26 |
11/13 at
100.00 |
AA |
2,602,200 |
4,140 |
Total
Wisconsin |
|
|
4,315,843 |
$ 270,560 |
Total
Long-Term Investments (cost $224,169,732) – 97.6% |
|
|
228,426,796 |
|
|
|
|
|
Principal |
|
|
|
|
Amount (000) |
Description (1) |
|
|
Value |
|
Short-Term Investments –
1.0% |
|
|
|
$ 2,374 |
State
Street Bank Euro Dollar Time Deposit, 0.010%, 7/01/10 |
|
|
$ 2,373,785 |
|
Total
Short-Term Investments (cost $2,373,785) |
|
|
2,373,785 |
|
Total
Investments (cost $226,543,517) – 98.6% |
|
|
230,800,581 |
|
Other
Assets Less Liabilities – 1.4% |
|
|
3,291,747 |
|
Net Assets
– 100% |
|
|
$
234,092,328 |