|
|
|
|
|
|
Portfolio of Investments
(Unaudited) |
|
|
|
|
Nuveen Select Tax-Free Income
Portfolio 2 (NXQ) |
|
|
|
|
June 30,
2010 |
|
|
|
Principal |
|
Optional Call |
|
|
Amount (000) |
Description (1) |
Provisions (2) |
Ratings (3) |
Value |
|
Alabama – 0.1% |
|
|
|
$
150 |
Alabama Water Pollution Control Authority, Revolving
Fund Loan Bonds, Series 1999, 5.750%, |
8/10 at 100.00 |
AA |
$ 150,890 |
|
8/15/23 – AMBAC Insured |
|
|
|
|
Arizona – 0.7% |
|
|
|
2,000 |
Salt Verde Financial Corporation, Arizona, Senior
Gas Revenue Bonds, Citigroup Energy Inc |
No Opt. Call |
A |
1,746,980 |
|
Prepay Contract Obligations, Series 2007, 5.000%,
12/01/37 |
|
|
|
|
Arkansas – 1.3% |
|
|
|
1,000 |
Fort Smith, Arkansas, Water and Sewer Revenue
Refunding and Construction Bonds, Series 2002A, |
10/11 at 100.00 |
AAA |
1,057,360 |
|
5.000%, 10/01/19
(Pre-refunded 10/01/11) – AGM Insured |
|
|
|
2,000 |
University of Arkansas, Fayetteville, Various
Facilities Revenue Bonds, Series 2002, 5.000%, |
12/12 at 100.00 |
Aa2 |
2,040,540 |
|
12/01/32 – FGIC Insured |
|
|
|
3,000 |
Total
Arkansas |
|
|
3,097,900 |
|
California – 7.2% |
|
|
|
1,000 |
Alameda Corridor Transportation Authority,
California, Subordinate Lien Revenue Bonds, Series |
10/17 at 100.00 |
A– |
813,820 |
|
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 |
|
|
|
500 |
California State Public Works Board, Lease Revenue
Refunding Bonds, Community Colleges |
12/10 at 100.00 |
A2 |
503,160 |
|
Projects, Series 1998A,
5.250%, 12/01/16 |
|
|
|
2,000 |
California State Public Works Board, Lease Revenue
Refunding Bonds, Various University of |
No Opt. Call |
Aa2 |
2,133,480 |
|
California Projects, Series
1993A, 5.500%, 6/01/14 |
|
|
|
60 |
California, General Obligation Bonds, Series 1997,
5.000%, 10/01/18 – AMBAC Insured |
9/10 at 100.00 |
A1 |
60,139 |
2,500 |
California, General Obligation Bonds, Series 2005,
5.000%, 3/01/31 |
3/16 at 100.00 |
A1 |
2,458,700 |
3,200 |
Golden State Tobacco Securitization Corporation,
California, Tobacco Settlement Asset-Backed |
6/13 at 100.00 |
AAA |
3,720,512 |
|
Bonds, Series 2003A-1,
6.750%, 6/01/39 (Pre-refunded 6/01/13) |
|
|
|
1,000 |
Golden State Tobacco Securitization Corporation,
California, Tobacco Settlement Asset-Backed |
6/17 at 100.00 |
BBB |
646,770 |
|
Bonds, Series 2007A-1,
5.125%, 6/01/47 |
|
|
|
450 |
M-S-R Energy Authority, Gas Revenue Bonds,
California, Citigroup Prepay Contracts, Series 2009C, |
No Opt. Call |
A |
484,758 |
|
6.500%, 11/01/39 |
|
|
|
1,195 |
Palmdale Elementary School District, Los Angeles
County, California, General Obligation Bonds, |
No Opt. Call |
AAA |
409,503 |
|
Series 2003, 0.000%,
8/01/28 – AGM 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 |
|
|
|
1,890 |
San Joaquin Delta Community College District,
California, General Obligation Bonds, Election |
8/18 at 47.14 |
AAA |
504,781 |
|
2004 Series 2008B, 0.000%,
8/01/31 – AGM Insured |
|
|
|
1,750 |
Tobacco Securitization Authority of Northern
California, Tobacco Settlement Asset-Backed |
6/15 at 100.00 |
BBB |
1,207,010 |
|
Bonds, Series 2005A-1, 5.500%, 6/01/45 |
|
|
|
19,460 |
Total
California |
|
|
17,274,417 |
|
Colorado – 10.9% |
|
|
|
500 |
Colorado Health Facilities Authority, Colorado,
Revenue Bonds, Catholic Health Initiatives, |
7/19 at 100.00 |
AA |
530,975 |
|
Series 2009A, 5.500%,
7/01/34 |
|
|
|
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) |
|
|
|
1,300 |
Colorado Health Facilities Authority, Revenue Bonds,
Catholic Health Initiatives, Series |
3/12 at 100.00 |
AA (4) |
1,405,599 |
|
2002A, 5.500%, 3/01/22
(Pre-refunded 3/01/12) |
|
|
|
2,020 |
Denver City and County, Colorado, Airport System
Revenue Bonds, Series 1991D, 7.750%, 11/15/13 |
No Opt. Call |
A+ |
2,215,475 |
|
(Alternative Minimum
Tax) |
|
|
|
5,000 |
Denver City and County, Colorado, Airport System
Revenue Refunding Bonds, Series 2001A, |
11/11 at 100.00 |
A+ |
5,259,749 |
|
5.625%, 11/15/17 – FGIC
Insured (Alternative Minimum Tax) |
|
|
|
1,555 |
Denver City and County, Colorado, Airport System
Revenue Refunding Bonds, Series 2001, 5.500%, |
11/11 at 100.00 |
A+ |
1,633,372 |
|
11/15/16 – FGIC
Insured |
|
|
|
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 |
|
|
|
2,000 |
Denver Convention Center Hotel Authority, Colorado,
Senior Revenue Bonds, Convention Center |
11/16 at 100.00 |
BBB– |
1,637,820 |
|
Hotel, Series 2006, 4.750%,
12/01/35 – SYNCORA GTY Insured |
|
|
|
|
E-470 Public Highway Authority, Colorado, Senior
Revenue Bonds, Series 2000B: |
|
|
|
5,100 |
0.000%, 9/01/24 – NPFG
Insured |
No Opt. Call |
A |
2,113,950 |
7,500 |
0.000%, 9/01/29 – NPFG
Insured |
No Opt. Call |
A |
2,164,125 |
4,000 |
0.000%, 9/01/33 – NPFG
Insured |
No Opt. Call |
A |
870,760 |
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 |
|
|
|
250 |
Northwest Parkway Public Highway Authority,
Colorado, Revenue Bonds, Senior Series 2001A, |
6/11 at 102.00 |
AAA |
266,680 |
|
5.250%, 6/15/41
(Pre-refunded 6/15/11) – AGM Insured |
|
|
|
1,100 |
University of Colorado Hospital Authority, Revenue
Bonds, Series 2001A, 5.600%, 11/15/31 |
11/11 at 100.00 |
A3 (4) |
1,174,877 |
|
(Pre-refunded 11/15/11) |
|
|
|
40,025 |
Total
Colorado |
|
|
26,013,268 |
|
Florida – 2.4% |
|
|
|
1,000 |
Hillsborough County Industrial Development
Authority, Florida, Hospital Revenue Bonds, Tampa |
10/16 at 100.00 |
A3 |
967,140 |
|
General Hospital, Series
2006, 5.250%, 10/01/41 |
|
|
|
1,500 |
Jacksonville, Florida, Guaranteed Entitlement
Revenue Refunding and Improvement Bonds, Series |
10/12 at 100.00 |
A+ |
1,540,290 |
|
2002, 5.000%, 10/01/21 –
FGIC Insured |
|
|
|
2,500 |
JEA, Florida, Electric System Revenue Bonds, Series
2006A, 5.000%, 10/01/41 – AGM Insured |
4/15 at 100.00 |
AAA |
2,543,150 |
625 |
Miami-Dade County Expressway Authority, Florida,
Toll System Revenue Refunding Bonds, Series |
7/11 at 101.00 |
A3 |
631,325 |
|
2001, 5.125%, 7/01/29 – FGIC Insured |
|
|
|
5,625 |
Total
Florida |
|
|
5,681,905 |
|
Illinois – 14.6% |
|
|
|
630 |
Chicago Metropolitan Housing Development
Corporation, Illinois, FHA-Insured Section 8 Assisted |
7/10 at 100.00 |
AA |
631,518 |
|
Housing Development Revenue
Refunding Bonds, Series 1992, 6.800%, 7/01/17 |
|
|
|
590 |
Chicago, Illinois, Motor Fuel Tax Revenue Bonds,
Series 2003A, 5.000%, 1/01/33 – AMBAC Insured |
7/13 at 100.00 |
AA+ |
596,714 |
1,665 |
Chicago, Illinois, Third Lien General Airport
Revenue Bonds, O’Hare International Airport, |
1/16 at 100.00 |
A1 |
1,640,674 |
|
Series 2005A, 5.000%,
1/01/33 – FGIC 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) |
|
|
|
2,185 |
Illinois Finance Authority, Revenue Bonds, YMCA of
Southwest Illinois, Series 2005, 5.000%, |
9/15 at 100.00 |
Aa3 |
1,910,630 |
|
9/01/31 – RAAI
Insured |
|
|
|
1,600 |
Illinois Finance Authority, Revenue Refunding Bonds,
Silver Cross Hospital and Medical |
8/18 at 100.00 |
BBB |
1,498,256 |
|
Centers, Series 2008A,
5.500%, 8/15/30 |
|
|
|
2,255 |
Illinois Health Facilities Authority, Revenue Bonds,
Lake Forest Hospital, Series 2002A, |
7/12 at 100.00 |
AA+ |
2,354,806 |
|
6.250%, 7/01/22 |
|
|
|
1,055 |
Illinois Health Facilities Authority, Revenue Bonds,
Loyola University Health System, Series |
7/11 at 100.00 |
Baa3 (4) |
1,114,344 |
|
2001A, 6.125%, 7/01/31
(Pre-refunded 7/01/11) |
|
|
|
380 |
Illinois Health Facilities Authority, Revenue
Refunding Bonds, Rockford Health System, Series |
9/10 at 100.00 |
N/R |
348,293 |
|
1997, 5.000%, 8/15/21 –
AMBAC Insured |
|
|
|
1,000 |
Illinois Housing Development Authority, Housing
Finance Bonds, Series 2005E, 4.750%, 7/01/30 – |
1/15 at 100.00 |
A+ |
991,080 |
|
FGIC Insured |
|
|
|
5,700 |
Illinois, Sales Tax Revenue Bonds, First Series
2002, 5.000%, 6/15/22 |
6/13 at 100.00 |
AAA |
5,966,132 |
45 |
Metropolitan Pier and Exposition Authority,
Illinois, Revenue Bonds, McCormick Place Expansion |
12/10 at 100.00 |
A2 |
45,180 |
|
Project, Series 1992A,
6.500%, 6/15/22 |
|
|
|
7,000 |
Metropolitan Pier and Exposition Authority,
Illinois, Revenue Refunding Bonds, McCormick Place |
6/12 at 101.00 |
AAA |
7,265,856 |
|
Expansion Project, Series
2002B, 5.000%, 6/15/21 – NPFG Insured |
|
|
|
5,045 |
Sauk Village, Illinois, General Obligation Alternate
Revenue Source Bonds, Tax Increment, |
12/12 at 100.00 |
A |
5,049,339 |
|
Series 2002A, 5.000%,
6/01/22 – RAAI Insured |
|
|
|
|
Sauk Village, Illinois, General Obligation Alternate
Revenue Source Bonds, Tax Increment, |
|
|
|
|
Series 2002B: |
|
|
|
1,060 |
0.000%, 12/01/17 – RAAI
Insured |
No Opt. Call |
A |
755,875 |
1,135 |
0.000%, 12/01/18 – RAAI
Insured |
No Opt. Call |
A |
753,833 |
1,100 |
Schaumburg, Illinois, General Obligation Bonds,
Series 2004B, 5.250%, 12/01/34 – FGIC Insured |
12/14 at 100.00 |
Aaa |
1,163,877 |
1,000 |
Yorkville, Illinois, General Obligation Debt
Certificates, Series 2003, 5.000%, 12/15/21 |
12/11 at 100.00 |
N/R (4) |
1,067,610 |
|
(Pre-refunded 12/15/11) – RAAI Insured |
|
|
|
35,095 |
Total
Illinois |
|
|
34,928,591 |
|
Indiana – 5.5% |
|
|
|
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 |
|
|
|
750 |
Indiana Health and Educational Facilities Financing
Authority, Revenue Bonds, Ascension |
No Opt. Call |
Aa1 |
760,170 |
|
Health, Series 2006B-5,
5.000%, 11/15/36 |
|
|
|
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 |
|
|
|
760 |
Indiana Housing Finance Authority, Single Family
Mortgage Revenue Bonds, Series 2002C-2, |
7/11 at 100.00 |
Aaa |
765,138 |
|
5.250%, 7/01/23
(Alternative Minimum Tax) |
|
|
|
4,380 |
Indiana Municipal Power Agency, Power Supply System
Revenue Bonds, Series 2002A, 5.125%, |
1/12 at 100.00 |
A+ |
4,472,330 |
|
1/01/21 – AMBAC
Insured |
|
|
|
385 |
St. Joseph County Hospital Authority, Indiana,
Revenue Bonds, Memorial Health System, Series |
8/10 at 100.00 |
AA– |
385,015 |
|
1998A, 4.625%, 8/15/28 –
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 |
|
|
|
3,840 |
Whiting Redevelopment District, Indiana, Tax
Increment Revenue Bonds, Lakefront Development |
No Opt. Call |
N/R |
3,820,800 |
|
Project, Series 2010, 6.000%, 1/15/19 (WI/DD, Settling
7/13/10) |
|
|
|
12,865 |
Total
Indiana |
|
|
13,126,921 |
|
Iowa – 3.2% |
|
|
|
1,355 |
Iowa Finance Authority, Single Family Mortgage
Revenue Bonds, Series 2007B, 4.800%, 1/01/37 |
7/16 at 100.00 |
AAA |
1,317,372 |
|
(Alternative Minimum
Tax) |
|
|
|
1,200 |
Iowa Tobacco Settlement Authority, Asset Backed
Settlement Revenue Bonds, Series 2005C, |
6/15 at 100.00 |
BBB |
849,216 |
|
5.375%, 6/01/38 |
|
|
|
1,000 |
Iowa Tobacco Settlement Authority, Tobacco
Asset-Backed Revenue Bonds, Series 2005B, |
6/17 at 100.00 |
BBB |
812,810 |
|
5.600%, 6/01/34 |
|
|
|
|
Iowa Tobacco Settlement Authority, Tobacco
Settlement Asset-Backed Revenue Bonds, Series 2001B: |
|
|
|
845 |
5.300%, 6/01/25
(Pre-refunded 6/01/11) |
6/11 at 101.00 |
AAA |
886,084 |
3,500 |
5.600%, 6/01/35 (Pre-refunded 6/01/11) |
6/11 at
101.00 |
AAA |
3,688,475 |
7,900 |
Total
Iowa |
|
|
7,553,957 |
|
Kansas – 0.7% |
|
|
|
795 |
Lawrence, Kansas, Hospital Revenue Bonds, Lawrence
Memorial Hospital, Refunding Series 2006, |
7/16 at 100.00 |
A3 |
741,242 |
|
4.875%, 7/01/36 |
|
|
|
1,000 |
Salina, Kansas, Hospital Revenue Bonds, Salina
Regional Medical Center, Series 2006, |
4/13 at 100.00 |
A1 |
959,260 |
|
4.500%, 10/01/26 |
|
|
|
1,795 |
Total
Kansas |
|
|
1,700,502 |
|
Louisiana – 2.3% |
|
|
|
2,180 |
Louisiana Public Facilities Authority, Revenue
Bonds, Baton Rouge General Hospital, Series |
7/14 at 100.00 |
A |
2,228,069 |
|
2004, 5.250%, 7/01/24 –
NPFG Insured |
|
|
|
3,000 |
Louisiana Public Facilities Authority, Revenue
Bonds, Tulane University, Series 2002A, 5.125%, |
7/12 at 100.00 |
N/R (4) |
3,260,100 |
|
7/01/27 (Pre-refunded 7/01/12) – AMBAC Insured |
|
|
|
5,180 |
Total
Louisiana |
|
|
5,488,169 |
|
Massachusetts – 2.5% |
|
|
|
3,000 |
Massachusetts Health and Educational Facilities
Authority, Revenue Bonds, Berkshire Health |
10/11 at 101.00 |
BBB+ |
3,035,640 |
|
System, Series 2001E,
6.250%, 10/01/31 |
|
|
|
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 |
|
|
|
1,270 |
Massachusetts Water Resources Authority, General
Revenue Bonds, Series 1993C, 5.250%, |
No Opt. Call |
Aa2 (4) |
1,434,757 |
|
12/01/15 – NPFG Insured
(ETM) |
|
|
|
820 |
Massachusetts Water Resources Authority, General
Revenue Bonds, Series 1993C, 5.250%, |
No Opt. Call |
Aa1 |
924,435 |
|
12/01/15 – NPFG Insured |
|
|
|
5,590 |
Total
Massachusetts |
|
|
5,885,522 |
|
Michigan – 1.5% |
|
|
|
545 |
Detroit, Michigan, General Obligation Bonds, Series
2003A, 5.250%, 4/01/19 – SYNCORA |
4/13 at 100.00 |
BB |
481,666 |
|
GTY Insured |
|
|
|
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 |
|
|
|
250 |
Royal Oak Hospital Finance Authority, Michigan,
Hospital Revenue Bonds, William Beaumont |
9/18 at 100.00 |
A1 |
297,995 |
|
Hospital, Refunding Series 2009V, 8.250%, 9/01/39 |
|
|
|
3,695 |
Total
Michigan |
|
|
3,684,388 |
|
Minnesota – 0.6% |
|
|
|
1,500 |
Minnesota Housing Finance Agency, Residential
Housing Finance Bonds, Series 2007-I, 4.850%, |
7/16 at 100.00 |
AA+ |
1,444,410 |
|
7/01/38 (Alternative Minimum Tax) |
|
|
|
|
Mississippi – 0.2% |
|
|
|
500 |
Mississippi Development Bank, Revenue Bonds,
Mississippi Municipal Energy Agency, Mississippi |
3/16 at 100.00 |
Baa2 |
501,190 |
|
Power, Series 2006A, 5.000%, 3/01/21 – SYNCORA GTY
Insured |
|
|
|
|
Nevada – 2.7% |
|
|
|
1,500 |
Clark County, Nevada, General Obligation Bank Bonds,
Southern Nevada Water Authority Loan, |
6/11 at 100.00 |
Aaa |
1,569,450 |
|
Series 2001, 5.300%,
6/01/19 (Pre-refunded 6/01/11) – FGIC 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: |
|
|
|
4,595 |
0.000%, 1/01/22 – AMBAC
Insured |
No Opt. Call |
N/R |
639,992 |
12,250 |
5.375%, 1/01/40 – AMBAC Insured (5) |
7/10 at
100.00 |
N/R |
3,318,403 |
19,345 |
Total
Nevada |
|
|
6,521,705 |
|
New
Jersey – 1.9% |
|
|
|
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 2003: |
|
|
|
1,000 |
6.375%, 6/01/32
(Pre-refunded 6/01/13) |
6/13 at 100.00 |
AAA |
1,136,270 |
1,010 |
6.250%, 6/01/43 (Pre-refunded 6/01/13) |
6/13 at
100.00 |
AAA |
1,167,823 |
4,510 |
Total New
Jersey |
|
|
4,595,093 |
|
New
Mexico – 3.1% |
|
|
|
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) |
|
|
|
|
University of New Mexico, FHA-Insured Mortgage
Hospital Revenue Bonds, Series 2004: |
|
|
|
555 |
4.625%, 1/01/25 – AGM
Insured |
7/14 at 100.00 |
AAA |
565,245 |
660 |
4.625%, 7/01/25 – AGM
Insured |
7/14 at 100.00 |
AAA |
672,184 |
2,000 |
4.750%, 7/01/27 – AGM
Insured |
7/14 at 100.00 |
AAA |
2,038,660 |
3,000 |
4.750%, 1/01/28 – AGM Insured |
7/14 at
100.00 |
AAA |
3,049,170 |
7,215 |
Total New
Mexico |
|
|
7,332,909 |
|
New
York – 2.8% |
|
|
|
2,000 |
New York City Municipal Water Finance Authority, New
York, Water and Sewerage System Revenue |
12/14 at 100.00 |
AAA |
2,067,680 |
|
Bonds, Series 2004B,
5.000%, 6/15/36 – AGM Insured (UB) |
|
|
|
1,700 |
New York Dorm Authority, FHA Insured Mortgage
Hospital Revenue Bonds, Kaleida Health, Series |
8/16 at 100.00 |
BB+ |
1,587,086 |
|
2006, 4.700%,
2/15/35 |
|
|
|
3,000 |
New York State Tobacco Settlement Financing
Corporation, Tobacco Settlement Asset-Backed and |
6/11 at 100.00 |
AA– |
3,108,720 |
|
State Contingency Contract-Backed Bonds, Series 2003B-1C,
5.500%, 6/01/16 |
|
|
|
6,700 |
Total New
York |
|
|
6,763,486 |
|
North Carolina – 0.5% |
|
|
|
1,155 |
Charlotte-Mecklenburg Hospital Authority, North
Carolina, Healthcare System Revenue Bonds, |
1/11 at 101.00 |
AA– |
1,160,244 |
|
Carolinas Healthcare System, Series 2001A, 5.000%,
1/15/31 |
|
|
|
|
Ohio – 1.8% |
|
|
|
|
Buckeye Tobacco Settlement Financing Authority,
Ohio, Tobacco Settlement Asset-Backed Revenue |
|
|
|
|
Bonds, Senior Lien, Series 2007A-2: |
|
|
|
1,850 |
5.375%, 6/01/24 |
6/17 at 100.00 |
BBB |
1,606,022 |
50 |
5.125%, 6/01/24 |
6/17 at 100.00 |
BBB |
42,297 |
680 |
5.875%, 6/01/30 |
6/17 at 100.00 |
BBB |
533,800 |
775 |
5.750%, 6/01/34 |
6/17 at 100.00 |
BBB |
579,840 |
2,180 |
5.875%, 6/01/47 |
6/17 at
100.00 |
BBB |
1,563,322 |
5,535 |
Total
Ohio |
|
|
4,325,281 |
|
Oklahoma – 1.5% |
|
|
|
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 |
|
|
|
3,000 |
Oklahoma Development Finance Authority, Revenue
Bonds, Saint John Health System, Series 2007, |
2/17 at 100.00 |
A |
2,862,480 |
|
5.000%, 2/15/42 |
|
|
|
4,000 |
Total
Oklahoma |
|
|
3,692,410 |
|
Pennsylvania – 1.9% |
|
|
|
1,000 |
Philadelphia Authority for Industrial Development,
Pennsylvania, Airport Revenue Bonds, |
7/11 at 101.00 |
A+ |
1,036,850 |
|
Philadelphia Airport System
Project, Series 2001A, 5.500%, 7/01/17 – FGIC Insured
(Alternative |
|
|
|
|
Minimum Tax) |
|
|
|
3,250 |
Philadelphia School District, Pennsylvania, General
Obligation Bonds, Series 2002A, 5.500%, |
2/12 at 100.00 |
AAA |
3,510,293 |
|
2/01/31 (Pre-refunded 2/01/12) – AGM Insured |
|
|
|
4,250 |
Total
Pennsylvania |
|
|
4,547,143 |
|
Puerto Rico – 1.6% |
|
|
|
1,035 |
Puerto Rico Housing Finance Authority, Capital Fund
Program Revenue Bonds, Series 2003, |
12/13 at 100.00 |
AA+ |
1,075,282 |
|
5.000%, 12/01/20 |
|
|
|
1,965 |
Puerto Rico Housing Finance Authority, Capital Fund
Program Revenue Bonds, Series 2003, |
12/13 at 100.00 |
AAA |
2,213,356 |
|
5.000%, 12/01/20
(Pre-refunded 12/01/13) |
|
|
|
10,000 |
Puerto Rico Sales Tax Financing Corporation, Sales
Tax Revenue Bonds, Series 2007A, 0.000%, |
No Opt. Call |
Aa2 |
570,400 |
|
8/01/54 – AMBAC Insured |
|
|
|
13,000 |
Total
Puerto Rico |
|
|
3,859,038 |
|
Rhode Island – 2.3% |
|
|
|
5,835 |
Rhode Island Tobacco Settlement Financing
Corporation, Tobacco Settlement Asset-Backed Bonds, |
6/12 at 100.00 |
BBB |
5,556,670 |
|
Series 2002A, 6.250%, 6/01/42 |
|
|
|
|
South Carolina – 5.2% |
|
|
|
700 |
Dorchester County School District 2, South Carolina,
Installment Purchase Revenue Bonds, |
12/14 at 100.00 |
AA– |
745,164 |
|
GROWTH, Series 2004,
5.250%, 12/01/20 |
|
|
|
4,000 |
Greenville County School District, South Carolina,
Installment Purchase Revenue Bonds, Series |
12/12 at 101.00 |
AA (4) |
4,551,920 |
|
2002, 5.875%, 12/01/19
(Pre-refunded 12/01/12) |
|
|
|
2,500 |
Lexington County Health Service District, South
Carolina, Hospital Revenue Refunding and |
11/13 at 100.00 |
A+ (4) |
2,901,475 |
|
Improvement Bonds, Series
2003, 6.000%, 11/01/18 (Pre-refunded 11/01/13) |
|
|
|
|
Medical University Hospital Authority, South
Carolina, FHA-Insured Mortgage Revenue Bonds, |
|
|
|
|
Series 2004A: |
|
|
|
500 |
5.250%, 8/15/20 – NPFG
Insured |
8/14 at 100.00 |
A |
528,495 |
2,435 |
5.250%, 2/15/21 – NPFG
Insured |
8/14 at 100.00 |
A |
2,565,297 |
525 |
Piedmont Municipal Power Agency, South Carolina,
Electric Revenue Refunding Bonds, Series |
9/10 at 100.00 |
A |
525,037 |
|
1998A, 4.750%, 1/01/25 –
NPFG Insured |
|
|
|
475 |
The College of Charleston, Charleston South
Carolina, Academic and Administrative Revenue |
4/14 at 100.00 |
A1 |
483,146 |
|
Bonds, Series 2004B, 5.125%, 4/01/30 – SYNCORA GTY
Insured |
|
|
|
11,135 |
Total South
Carolina |
|
|
12,300,534 |
|
South Dakota – 0.4% |
|
|
|
1,000 |
South Dakota Health and Educational Facilities
Authority, Revenue Bonds, Sioux Valley |
11/14 at 100.00 |
AA– |
1,002,610 |
|
Hospitals, Series 2004A, 5.250%, 11/01/34 |
|
|
|
|
Texas – 12.3% |
|
|
|
4,000 |
Brazos River Harbor Navigation District, Brazoria
County, Texas, Environmental Facilities |
5/12 at 101.00 |
BBB– |
4,045,640 |
|
Revenue Bonds, Dow Chemical
Company Project, Series 2002A-6, 6.250%, 5/15/33 (Mandatory |
|
|
|
|
put 5/15/17) (Alternative
Minimum Tax) |
|
|
|
1,500 |
Central Texas Regional Mobility Authority, Travis
and Williamson Counties, Toll Road Revenue |
1/15 at 100.00 |
A |
1,332,015 |
|
Bonds, Series 2005, 5.000%,
1/01/45 – FGIC Insured |
|
|
|
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 |
|
|
|
2,500 |
Harris County Health Facilities Development
Corporation, Texas, Hospital Revenue Bonds, Texas |
No Opt. Call |
A (4) |
2,890,025 |
|
Children’s Hospital, Series
1995, 5.500%, 10/01/16 – NPFG Insured (ETM) |
|
|
|
3,000 |
Harris County Health Facilities Development
Corporation, Texas, Thermal Utility Revenue Bonds, |
11/13 at 100.00 |
AA |
3,039,780 |
|
TECO Project, Series 2003,
5.000%, 11/15/30 – NPFG Insured |
|
|
|
6,610 |
Harris County-Houston Sports Authority, Texas,
Junior Lien Revenue Bonds, Series 2001H, |
11/31 at 53.78 |
A |
686,515 |
|
0.000%, 11/15/41 – NPFG
Insured |
|
|
|
575 |
Houston, Texas, Hotel Occupancy Tax and Special
Revenue Bonds, Convention and Entertainment |
No Opt. Call |
A2 |
258,342 |
|
Project, Series 2001B,
0.000%, 9/01/24 – AMBAC Insured |
|
|
|
2,000 |
Houston, Texas, Subordinate Lien Airport System
Revenue Bonds, Series 2002A, 5.625%, 7/01/20 – |
7/12 at 100.00 |
AAA |
2,056,720 |
|
AGM Insured (Alternative
Minimum Tax) |
|
|
|
3,125 |
Katy Independent School District, Harris, Fort Bend
and Waller Counties, Texas, General |
2/12 at 100.00 |
AAA |
3,356,000 |
|
Obligation Bonds, Series
2002A, 5.000%, 2/15/32 (Pre-refunded 2/15/12) |
|
|
|
1,400 |
Kerrville Health Facilities Development Corporation,
Texas, Revenue Bonds, Sid Peterson |
No Opt. Call |
BBB– |
1,283,688 |
|
Memorial Hospital Project,
Series 2005, 5.375%, 8/15/35 |
|
|
|
90 |
Lewisville Independent School District, Denton
County, Texas, General Obligation Bonds, Series |
8/11 at 100.00 |
AAA |
93,512 |
|
2004, 5.000%,
8/15/23 |
|
|
|
910 |
Lewisville Independent School District, Denton
County, Texas, General Obligation Bonds, Series |
8/11 at 100.00 |
AAA |
958,321 |
|
2004, 5.000%, 8/15/23
(Pre-refunded 8/15/11) |
|
|
|
335 |
Live Oak, Texas, General Obligation Bonds, Series
2004, 5.250%, 8/01/20 – NPFG Insured |
8/14 at 100.00 |
Aa3 |
352,889 |
4,850 |
Sam Rayburn Municipal Power Agency, Texas, Power
Supply System Revenue Refunding Bonds, Series |
10/12 at 100.00 |
BBB |
5,000,690 |
|
2002A, 5.500%, 10/01/17 –
RAAI Insured |
|
|
|
1,000 |
San Antonio, Texas, Water System Revenue Bonds,
Series 2005, 4.750%, 5/15/37 – NPFG Insured |
5/15 at 100.00 |
Aa1 |
1,005,130 |
500 |
Texas Water Development Board, Senior Lien State
Revolving Fund Revenue Bonds, Series 2000A, |
7/10 at 100.00 |
AAA |
502,085 |
|
5.625%, 7/15/13 |
|
|
|
1,560 |
Texas, General Obligation Bonds, Water Financial
Assistance Program, Series 2003A, 5.125%, |
8/13 at 100.00 |
Aaa |
1,506,367 |
|
8/01/42 (Alternative Minimum Tax) |
|
|
|
34,955 |
Total
Texas |
|
|
29,433,169 |
|
Utah – 0.7% |
|
|
|
1,435 |
Salt Lake City and Sandy Metropolitan Water
District, Utah, Water Revenue Bonds, Series 2004, |
7/14 at 100.00 |
Aa2 |
1,542,266 |
|
5.000%, 7/01/21 – AMBAC Insured |
|
|
|
|
Vermont – 0.4% |
|
|
|
915 |
Vermont Housing Finance Agency, Multifamily Housing
Bonds, Series 1999C, 5.800%, 8/15/16 – |
8/10 at 100.00 |
AAA |
916,620 |
|
AGM Insured |
|
|
|
|
Virginia – 1.1% |
|
|
|
1,340 |
Metropolitan District of Columbia Airprots
Authority, Virginia, Airport System Revenue Bonds, |
10/10 at 100.00 |
AA– |
1,340,549 |
|
Series 1998B, 5.000%,
10/01/28 – NPFG Insured (Alternative Minimum Tax) |
|
|
|
1,500 |
Metropolitan Washington DC Airports Authority,
Virginia, Dulles Toll Raod Revenue Bonds, |
10/26 at 100.00 |
AAA |
1,098,375 |
|
Series 2009C, 0.000%,
10/01/41 – AGC Insured |
|
|
|
250 |
Norfolk,
Virginia, Water Revenue Bonds, Series 1995, 5.750%, 11/01/13 – NPFG
Insured |
9/10 at
100.00 |
Aa2 |
251,013 |
3,090 |
Total
Virginia |
|
|
2,689,937 |
|
Washington – 2.9% |
|
|
|
6,715 |
Washington State Health Care Facilities Authority,
Revenue Bonds, Sisters of Providence Health |
10/11 at 100.00 |
AA |
6,949,823 |
|
System, Series 2001A, 5.125%, 10/01/17 – NPFG Insured |
|
|
|
|
Wisconsin – 0.9% |
|
|
|
1,000 |
Wisconsin Health and Educational Facilities
Authority, Revenue Bonds, Wheaton Franciscan |
8/13 at 100.00 |
BBB+ |
1,016,840 |
|
Services Inc., Series
2003A, 5.500%, 8/15/18 |
|
|
|
1,170 |
Wisconsin Housing and Economic Development
Authority, Home Ownership Revenue Bonds, Series |
3/12 at 100.00 |
AA |
1,193,681 |
|
2002G, 4.850%, 9/01/17 |
|
|
|
2,170 |
Total
Wisconsin |
|
|
2,210,521 |
$ 277,340 |
Total
Long-Term Investments (cost $239,880,770) – 97.7% |
|
|
233,678,469 |
Principal |
|
|
|
|
Amount (000) |
Description
(1) |
Value |
|
Short-Term
Investments – 2.1% |
|
$ 4,973 |
State Street Bank Euro Dollar Time Deposit, 0.010%, 7/01/10
$ 4,972,501 |
|
Total Short-Term Investments (cost $4,972,501) |
4,972,501 |
|
Total Investments (cost $244,853,271) – 99.8% |
238,650,970 |
|
Floating Rate Obligations – (0.4)% |
(1,000,000) |
|
Other Assets Less Liabilities – 0.6% |
1,469,096 |
|
Net Assets – 100% |
$
239,120,066 |