|
|
|
|
|
|
|
|
Portfolio of Investments (Unaudited)
|
|
|
|
|
|
Nuveen Select Tax-Free Income Portfolio (NXP)
|
|
|
|
|
|
December 31, 2011
|
|
|
|
|
|
|
|
|
|
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)
|
$ 2,706,883
|
|
|
(Pre-refunded 12/01/13) – NPFG Insured
|
|
|
|
2,675
|
|
Northern Tobacco Securitization Corporation, Alaska, Tobacco Settlement Asset-Backed Bonds,
|
6/14 at 100.00
|
B2
|
1,845,456
|
|
|
Series 2006A, 5.000%, 6/01/46
|
|
|
|
5,150
|
|
Total Alaska
|
|
|
4,552,339
|
|
|
Arizona – 1.4%
|
|
|
|
2,500
|
|
Arizona Health Facilities Authority, Hospital Revenue Bonds, Catholic Healthcare West, Series
|
No Opt. Call
|
A
|
2,564,750
|
|
|
2011B-1&2, 5.250%, 3/01/39
|
|
|
|
625
|
|
Pima County Industrial Development Authority, Arizona, Revenue Bonds, Tucson Electric Power
|
10/20 at 100.00
|
BBB–
|
630,400
|
|
|
Company, Series 2010A, 5.250%, 10/01/40
|
|
|
|
3,125
|
|
Total Arizona
|
|
|
3,195,150
|
|
|
Arkansas – 0.5%
|
|
|
|
5,915
|
|
Arkansas Development Finance Authority, Tobacco Settlement Revenue Bonds, Arkansas Cancer
|
No Opt. Call
|
Aa2
|
1,116,575
|
|
|
Research Center Project, Series 2006, 0.000%, 7/01/46 – AMBAC Insured
|
|
|
|
|
|
California – 11.1%
|
|
|
|
2,000
|
|
Alameda Corridor Transportation Authority, California, Subordinate Lien Revenue Bonds, Series
|
10/17 at 100.00
|
BBB+
|
1,871,860
|
|
|
2004A, 0.000%, 10/01/25 – AMBAC Insured
|
|
|
|
1,290
|
|
Anaheim Public Finance Authority, California, Subordinate Lease Revenue Bonds, Public
|
No Opt. Call
|
AA–
|
389,735
|
|
|
Improvement Project, Series 1997C, 0.000%, 9/01/30 – AGM Insured
|
|
|
|
3,325
|
|
California Department of Water Resources, Power Supply Revenue Bonds, Series 2002A, 6.000%,
|
5/12 at 101.00
|
AA– (4)
|
3,421,990
|
|
|
5/01/14 (Pre-refunded 5/01/12)
|
|
|
|
1,000
|
|
California Statewide Community Development Authority, Revenue Bonds, Methodist Hospital
|
8/19 at 100.00
|
Aa2
|
1,151,180
|
|
|
Project, Series 2009, 6.750%, 2/01/38
|
|
|
|
3,790
|
|
Coast Community College District, Orange County, California, General Obligation Bonds, Series
|
8/16 at 33.79
|
Aa1
|
891,256
|
|
|
2006C, 0.000%, 8/01/36 – AGM Insured
|
|
|
|
2,645
|
|
Cypress Elementary School District, Orange County, California, General Obligation Bonds,
|
No Opt. Call
|
AA
|
685,875
|
|
|
Series 2009A, 0.000%, 5/01/34 – AGM Insured
|
|
|
|
1,980
|
|
Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement
|
No Opt. Call
|
A2
|
781,961
|
|
|
Asset-Backed Revenue Bonds, Series 2005A, 0.000%, 6/01/28 – AMBAC Insured
|
|
|
|
3,000
|
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/13 at 100.00
|
Aaa
|
3,268,830
|
|
|
Bonds, Series 2003A-1, 6.750%, 6/01/39 (Pre-refunded 6/01/13)
|
|
|
|
2,350
|
|
Golden Valley Unified School District, Madera County, California, General Obligation Bonds,
|
8/17 at 56.07
|
AA–
|
824,686
|
|
|
Election 2006 Series 2007A, 0.000%, 8/01/29 – AGM Insured
|
|
|
|
3,030
|
|
Grossmont Union High School District, San Diego County, California, General Obligation Bonds,
|
No Opt. Call
|
Aa2
|
1,578,660
|
|
|
Series 2006, 0.000%, 8/01/25 – NPFG Insured
|
|
|
|
365
|
|
Los Angeles, California, Parking System Revenue Bonds, Series 1999A, 5.250%, 5/01/29 –
|
5/12 at 100.00
|
AA–
|
369,030
|
|
|
AMBAC Insured
|
|
|
|
1,000
|
|
Moreno Valley Unified School District, Riverside County, California, General Obligation Bonds,
|
No Opt. Call
|
AA–
|
530,560
|
|
|
Series 2007, 0.000%, 8/01/23 – NPFG Insured
|
|
|
|
5,395
|
|
Napa Valley Community College District, Napa and Sonoma Counties, California, General
|
8/17 at 46.57
|
Aa2
|
1,665,383
|
|
|
Obligation Bonds, Election 2002 Series 2007C, 0.000%, 8/01/32 – NPFG Insured
|
|
|
|
590
|
|
Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2009,
|
11/19 at 100.00
|
Baa3
|
613,989
|
|
|
6.750%, 11/01/39
|
|
|
|
4,390
|
|
Pittsburg Redevelopment Agency, California, Tax Allocation Bonds, Los Medanos Community
|
No Opt. Call
|
A+
|
1,378,811
|
|
|
Development Project, Series 1999, 0.000%, 8/01/29 – AMBAC Insured
|
|
|
|
1,700
|
|
Placentia-Yorba Linda Unified School District, Orange County, California, Certificates of
|
No Opt. Call
|
A+
|
414,324
|
|
|
Participation, Series 2006, 0.000%, 10/01/34 – FGIC Insured
|
|
|
|
8,000
|
|
Poway Unified School District, San Diego County, California, School Facilities Improvement
|
No Opt. Call
|
Aa2
|
2,268,320
|
|
|
District 2007-1 General Obligation Bonds, Series 2009A, 0.000%, 8/01/33
|
|
|
|
2,930
|
|
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue
|
No Opt. Call
|
BBB
|
923,507
|
|
|
Refunding Bonds, Series 1997A, 0.000%, 1/15/27 – NPFG Insured
|
|
|
|
1,250
|
|
San Jose, California, Airport Revenue Bonds, Series 2004D, 5.000%, 3/01/28 – NPFG Insured
|
3/14 at 100.00
|
A2
|
1,264,900
|
2,110
|
|
Sierra Sands Unified School District, Kern County, California, General Obligation Bonds,
|
No Opt. Call
|
Aa3
|
797,010
|
|
|
Election of 2006, Series 2006A, 0.000%, 11/01/28 – FGIC Insured
|
|
|
|
915
|
|
Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed
|
6/15 at 100.00
|
BB–
|
601,036
|
|
|
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
|
405,985
|
|
|
Series 2007, 0.000%, 10/01/30 – AMBAC Insured
|
|
|
|
54,205
|
|
Total California
|
|
|
26,098,888
|
|
|
Colorado – 5.8%
|
|
|
|
1,000
|
|
Colorado Health Facilities Authority, Health Facilities Revenue Bonds, Sisters of Charity of
|
No Opt. Call
|
AA
|
1,018,820
|
|
|
Leavenworth Health Services Corporation, Series 2010A, 5.000%, 1/01/40
|
|
|
|
|
|
Colorado Health Facilities Authority, Revenue Bonds, Catholic Health Initiatives, Series 2002A:
|
|
|
|
1,700
|
|
5.500%, 3/01/22 (Pre-refunded 3/02/12)
|
3/12 at 100.00
|
AA (4)
|
1,715,351
|
690
|
|
5.500%, 3/01/22 (Pre-refunded 3/01/12)
|
3/12 at 100.00
|
Aa2 (4)
|
696,231
|
3,660
|
|
Denver City and County, Colorado, Airport System Revenue Bonds, Series 1991D, 7.750%, 11/15/13
|
No Opt. Call
|
A+
|
3,930,181
|
|
|
(Alternative Minimum Tax)
|
|
|
|
3,000
|
|
Denver Convention Center Hotel Authority, Colorado, Revenue Bonds, Convention Center Hotel,
|
12/13 at 100.00
|
N/R (4)
|
3,254,670
|
|
|
Senior Lien 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+
|
506,710
|
|
|
SYNCORA GTY Insured
|
|
|
|
2,000
|
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004B, 0.000%, 9/01/32 –
|
9/20 at 50.83
|
BBB
|
486,760
|
|
|
NPFG Insured
|
|
|
|
12,500
|
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2006B, 0.000%, 9/01/38 –
|
9/26 at 54.77
|
BBB
|
1,853,625
|
|
|
NPFG Insured
|
|
|
|
25,050
|
|
Total Colorado
|
|
|
13,462,348
|
|
|
Florida – 3.0%
|
|
|
|
2,000
|
|
Halifax Hospital Medical Center, Florida, Revenue Bonds, Series 2006, 5.375%, 6/01/46
|
6/16 at 100.00
|
A–
|
1,977,940
|
5,050
|
|
Jacksonville Health Facilities Authority, Florida, Revenue Bonds, Ascension Health, Series
|
11/12 at 101.00
|
AA+
|
5,145,041
|
|
|
2002A, 5.250%, 11/15/32
|
|
|
|
7,050
|
|
Total Florida
|
|
|
7,122,981
|
|
|
Georgia – 0.9%
|
|
|
|
2,000
|
|
Franklin County Industrial Building Authority, Georgia, Revenue Bonds, Ty Cobb Regional
|
12/20 at 100.00
|
N/R
|
2,067,320
|
|
|
Medical Center Project, Series 2010, 8.125%, 12/01/45
|
|
|
|
|
|
Illinois – 14.5%
|
|
|
|
2,465
|
|
Board of Trustees of Southern Illinois University, Housing and Auxiliary Facilities System
|
No Opt. Call
|
A2
|
1,697,448
|
|
|
Revenue Bonds, Series 1999A, 0.000%, 4/01/20 – NPFG Insured
|
|
|
|
735
|
|
Chicago Board of Education, Cook County, Illinois, General Obligation Bonds, Dedicated
|
No Opt. Call
|
AA–
|
760,901
|
|
|
Revenues Series 2011A, 5.000%, 12/01/41
|
|
|
|
2,600
|
|
Chicago Heights, Illinois, General Obligation Corporate Purpose Bonds, Series 1993, 5.650%,
|
6/12 at 100.00
|
BBB (4)
|
2,655,770
|
|
|
12/01/17 (Pre-refunded 6/01/12) – FGIC Insured
|
|
|
|
195
|
|
DuPage County Community School District 200, Wheaton, Illinois, General Obligation Bonds,
|
11/13 at 100.00
|
Aa3
|
208,699
|
|
|
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
|
Aa3 (4)
|
876,476
|
|
|
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
|
617,586
|
|
|
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
|
1,132,089
|
|
|
Trust 1137, 9.274%, 7/01/15 (IF)
|
|
|
|
4,000
|
|
Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Hospital, Series 2004A,
|
8/14 at 100.00
|
N/R (4)
|
4,504,080
|
|
|
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–
|
1,080,090
|
|
|
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–
|
2,044,980
|
|
|
Centers, Series 2008A, 5.500%, 8/15/30
|
|
|
|
1,320
|
|
Illinois Health Facilities Authority, Revenue Bonds, Decatur Memorial Hospital, Series 2001,
|
4/12 at 100.00
|
A
|
1,322,917
|
|
|
5.600%, 10/01/16
|
|
|
|
2,950
|
|
Illinois Health Facilities Authority, Revenue Bonds, Lake Forest Hospital, Series 2002A,
|
7/12 at 100.00
|
AA+
|
3,013,101
|
|
|
6.000%, 7/01/17
|
|
|
|
2,275
|
|
Illinois Health Facilities Authority, Revenue Refunding Bonds, Elmhurst Memorial Healthcare,
|
1/13 at 100.00
|
Baa1
|
2,339,633
|
|
|
Series 2002, 6.250%, 1/01/17
|
|
|
|
450
|
|
Illinois Health Facilities Authority, Revenue Refunding Bonds, Rockford Health System, Series
|
2/12 at 100.00
|
N/R
|
432,356
|
|
|
1997, 5.000%, 8/15/21 – AMBAC Insured
|
|
|
|
3,125
|
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
No Opt. Call
|
A3
|
2,668,656
|
|
|
Project, Series 1993A, 0.000%, 6/15/17 – FGIC Insured
|
|
|
|
|
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
|
|
|
|
|
Project, Series 2002A:
|
|
|
|
1,720
|
|
0.000%, 12/15/29 – NPFG Insured
|
No Opt. Call
|
AAA
|
678,781
|
810
|
|
0.000%, 6/15/30 – NPFG Insured
|
No Opt. Call
|
AAA
|
303,199
|
5,000
|
|
0.000%, 12/15/36 – NPFG Insured
|
No Opt. Call
|
AAA
|
1,178,500
|
5,000
|
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Refunding Bonds, McCormick Place
|
6/12 at 101.00
|
AAA
|
5,095,250
|
|
|
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
|
1,405,859
|
39,500
|
|
Total Illinois
|
|
|
34,016,371
|
|
|
Indiana – 6.2%
|
|
|
|
1,000
|
|
Franklin Community Multi-School Building Corporation, Marion County, Indiana, First Mortgage
|
7/14 at 100.00
|
A+ (4)
|
1,113,780
|
|
|
Revenue Bonds, Series 2004, 5.000%, 7/15/22 (Pre-refunded 7/15/14) – FGIC Insured
|
|
|
|
1,260
|
|
Indiana Health Facility Financing Authority, Hospital Revenue Refunding Bonds, Columbus
|
No Opt. Call
|
AA–
|
1,383,984
|
|
|
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+
|
1,005,940
|
|
|
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
|
AA+ (4)
|
10,095,950
|
|
|
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+
|
804,375
|
|
|
Series 2005, 5.000%, 7/15/22 – NPFG Insured
|
|
|
|
13,865
|
|
Total Indiana
|
|
|
14,404,029
|
|
|
Iowa – 1.8%
|
|
|
|
1,000
|
|
Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C,
|
6/15 at 100.00
|
BBB
|
743,920
|
|
|
5.375%, 6/01/38
|
|
|
|
4,000
|
|
Iowa Tobacco Settlement Authority, Tobacco Asset-Backed Revenue Bonds, Series 2005B,
|
6/17 at 100.00
|
BBB
|
3,511,760
|
|
|
5.600%, 6/01/34
|
|
|
|
5,000
|
|
Total Iowa
|
|
|
4,255,680
|
|
|
Kansas – 0.5%
|
|
|
|
500
|
|
Lawrence, Kansas, Hospital Revenue Bonds, Lawrence Memorial Hospital, Refunding Series 2006,
|
7/16 at 100.00
|
A2
|
501,805
|
|
|
4.875%, 7/01/36
|
|
|
|
750
|
|
Wamego, Kansas, Pollution Control Revenue Bonds, Kansas Gas and Electric Company, Series 2004,
|
6/14 at 100.00
|
BBB+
|
769,200
|
|
|
5.300%, 6/01/31 – NPFG Insured
|
|
|
|
1,250
|
|
Total Kansas
|
|
|
1,271,005
|
|
|
Kentucky – 1.1%
|
|
|
|
2,500
|
|
Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Baptist Healthcare
|
8/21 at 100.00
|
A1
|
2,519,200
|
|
|
System Obligated Group, Series 2011, 5.250%, 8/15/46
|
|
|
|
|
|
Louisiana – 1.2%
|
|
|
|
2,790
|
|
Tobacco Settlement Financing Corporation, Louisiana, Tobacco Settlement Asset-Backed Bonds,
|
5/12 at 100.00
|
A–
|
2,791,200
|
|
|
Series 2001B, 5.875%, 5/15/39
|
|
|
|
|
|
Massachusetts – 1.1%
|
|
|
|
500
|
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, CareGroup Inc.,
|
7/18 at 100.00
|
A–
|
516,950
|
|
|
Series 2008E-1 &2, 5.000%, 7/01/28
|
|
|
|
20
|
|
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Partners HealthCare
|
7/12 at 100.00
|
AA
|
20,273
|
|
|
System Inc., Series 2001C, 6.000%, 7/01/17
|
|
|
|
1,915
|
|
Massachusetts Housing Finance Agency, Housing Bonds, Series 2009F, 5.700%, 6/01/40
|
12/18 at 100.00
|
AA–
|
1,986,276
|
2,435
|
|
Total Massachusetts
|
|
|
2,523,499
|
|
|
Michigan – 2.3%
|
|
|
|
2,450
|
|
Detroit, Michigan, Sewer Disposal System Revenue Bonds, Second Lien, Series 2006B, 5.000%,
|
7/16 at 100.00
|
A
|
2,454,386
|
|
|
7/01/33 – FGIC Insured
|
|
|
|
2,655
|
|
Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, Trinity Health
|
12/12 at 100.00
|
AA
|
2,677,382
|
|
|
Credit Group, Series 2002C, 5.375%, 12/01/30
|
|
|
|
245
|
|
Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, Trinity Health
|
12/12 at 100.00
|
N/R (4)
|
256,527
|
|
|
Credit Group, Series 2002C, 5.375%, 12/01/30 (Pre-refunded 12/01/12)
|
|
|
|
5,350
|
|
Total Michigan
|
|
|
5,388,295
|
|
|
Missouri – 1.0%
|
|
|
|
|
|
Kansas City Municipal Assistance Corporation, Missouri, Leasehold Revenue Bonds, Series
|
|
|
|
|
|
2004B-1:
|
|
|
|
500
|
|
0.000%, 4/15/23 – AMBAC Insured
|
No Opt. Call
|
AA–
|
327,045
|
5,000
|
|
0.000%, 4/15/30 – AMBAC Insured
|
No Opt. Call
|
AA–
|
1,925,650
|
5,500
|
|
Total Missouri
|
|
|
2,252,695
|
|
|
Nevada – 4.5%
|
|
|
|
750
|
|
Clark County, Nevada, Airport Revenue Bonds, Tender Option Bond Trust Series 11823, 20.357%,
|
No Opt. Call
|
Aa3
|
1,019,670
|
|
|
1/01/18 (IF)
|
|
|
|
2,500
|
|
Clark County, Nevada, Motor Vehicle Fuel Tax Highway Improvement Revenue Bonds, Series 2003,
|
7/13 at 100.00
|
AA– (4)
|
2,670,375
|
|
|
5.000%, 7/01/23 (Pre-refunded 7/01/13) – AMBAC Insured
|
|
|
|
1,000
|
|
Clark County, Nevada, Passenger Facility Charge Revenue Bonds, Las Vegas-McCarran
|
1/20 at 100.00
|
Aa3
|
1,046,860
|
|
|
International Airport, Series 2010A, 5.250%, 7/01/42
|
|
|
|
1,500
|
|
Las Vegas Redevelopment Agency, Nevada, Tax Increment Revenue Bonds, Series 2009A,
|
6/19 at 100.00
|
A
|
1,742,775
|
|
|
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
|
A3
|
1,527,635
|
2,555
|
|
Reno, Nevada, Capital Improvement Revenue Bonds, Series 2002, 5.500%, 6/01/21 (Pre-refunded
|
6/12 at 100.00
|
A3 (4)
|
2,611,823
|
|
|
6/01/12) – FGIC Insured
|
|
|
|
9,820
|
|
Total Nevada
|
|
|
10,619,138
|
|
|
New Hampshire – 0.2%
|
|
|
|
325
|
|
New Hampshire Housing Finance Authority, Single Family Mortgage Acquisition Bonds, Series
|
5/12 at 100.00
|
Aa3
|
339,232
|
|
|
2001A, 5.600%, 7/01/21 (Alternative Minimum Tax)
|
|
|
|
|
|
New Jersey – 6.3%
|
|
|
|
2,500
|
|
New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Somerset Medical Center,
|
7/13 at 100.00
|
Ba2
|
2,286,400
|
|
|
Series 2003, 5.500%, 7/01/23
|
|
|
|
35,000
|
|
New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Series 2006C,
|
No Opt. Call
|
AA–
|
9,594,900
|
|
|
0.000%, 12/15/34 – AGM Insured
|
|
|
|
1,010
|
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
6/12 at 100.00
|
Aaa
|
1,033,523
|
|
|
Series 2002, 5.750%, 6/01/32 (Pre-refunded 6/01/12)
|
|
|
|
2,500
|
|
Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds,
|
6/17 at 100.00
|
BB–
|
1,801,925
|
|
|
Series 2007-1A, 5.000%, 6/01/41
|
|
|
|
41,010
|
|
Total New Jersey
|
|
|
14,716,748
|
|
|
New Mexico – 2.2%
|
|
|
|
1,000
|
|
New Mexico Mortgage Finance Authority, Multifamily Housing Revenue Bonds, St Anthony, Series
|
9/17 at 100.00
|
N/R
|
981,680
|
|
|
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
|
AA–
|
4,123,880
|
|
|
7/01/25 – AGM Insured
|
|
|
|
5,000
|
|
Total New Mexico
|
|
|
5,105,560
|
|
|
New York – 0.9%
|
|
|
|
1,000
|
|
Dormitory Authority of the State of New York, FHA-Insured Mortgage Revenue Bonds, Kaleida
|
2/14 at 100.00
|
AAA
|
1,037,570
|
|
|
Health, Series 2004, 5.050%, 2/15/25
|
|
|
|
500
|
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Senior Fiscal 2012 Series
|
No Opt. Call
|
A
|
518,010
|
|
|
2011A, 5.250%, 2/15/47
|
|
|
|
530
|
|
Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air
|
12/20 at 100.00
|
BBB–
|
559,076
|
|
|
Terminal LLC Project, Eighth Series 2010, 6.000%, 12/01/42
|
|
|
|
2,030
|
|
Total New York
|
|
|
2,114,656
|
|
|
North Carolina – 1.1%
|
|
|
|
1,000
|
|
North Carolina Eastern Municipal Power Agency, Power System Revenue Bonds, Series 2008C,
|
1/19 at 100.00
|
A–
|
1,224,300
|
|
|
6.750%, 1/01/24
|
|
|
|
1,420
|
|
North Carolina Eastern Municipal Power Agency, Power System Revenue Refunding Bonds, Series
|
1/12 at 100.00
|
A–
|
1,423,351
|
|
|
1993B, 5.500%, 1/01/21
|
|
|
|
2,420
|
|
Total North Carolina
|
|
|
2,647,651
|
|
|
Ohio – 0.5%
|
|
|
|
1,620
|
|
Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue
|
6/17 at 100.00
|
BB–
|
1,188,724
|
|
|
Bonds, Senior Lien, Series 2007A-2, 6.000%, 6/01/42
|
|
|
|
|
|
Oklahoma – 2.1%
|
|
|
|
1,000
|
|
Norman Regional Hospital Authority, Oklahoma, Hospital Revenue Bonds, Series 2005,
|
9/16 at 100.00
|
BB+
|
902,400
|
|
|
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
|
4,103,440
|
|
|
5.000%, 2/15/24
|
|
|
|
5,000
|
|
Total Oklahoma
|
|
|
5,005,840
|
|
|
Pennsylvania – 0.9%
|
|
|
|
500
|
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Widener University,
|
7/13 at 100.00
|
BBB+
|
511,235
|
|
|
Series 2003, 5.250%, 7/15/24
|
|
|
|
1,000
|
|
Pennsylvania Turnpike Commission, Motor License Fund-Enhanced Subordinate Special Revenue
|
12/20 at 100.00
|
AA
|
856,740
|
|
|
Bonds, Series 2010B, 0.000%, 12/01/30
|
|
|
|
700
|
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2004A, 5.500%, 12/01/31 –
|
12/14 at 100.00
|
Aa3
|
753,487
|
|
|
AMBAC Insured
|
|
|
|
2,200
|
|
Total Pennsylvania
|
|
|
2,121,462
|
|
|
Puerto Rico – 2.0%
|
|
|
|
1,000
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, First Subordinate Series
|
8/19 at 100.00
|
A+
|
1,097,140
|
|
|
2009A, 6.000%, 8/01/42
|
|
|
|
|
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A:
|
|
|
|
17,500
|
|
0.000%, 8/01/41 – NPFG Insured
|
No Opt. Call
|
Aa2
|
2,928,100
|
1,000
|
|
0.000%, 8/01/43 – NPFG Insured
|
No Opt. Call
|
Aa2
|
147,460
|
7,000
|
|
0.000%, 8/01/54 – AMBAC Insured
|
No Opt. Call
|
Aa2
|
491,190
|
26,500
|
|
Total Puerto Rico
|
|
|
4,663,890
|
|
|
South Carolina – 6.9%
|
|
|
|
1,250
|
|
Dorchester County School District 2, South Carolina, Installment Purchase Revenue Bonds,
|
12/14 at 100.00
|
AA–
|
1,374,425
|
|
|
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)
|
10,617,200
|
|
|
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
|
AA– (4)
|
1,654,620
|
|
|
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)
|
544,482
|
|
|
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–
|
1,985,544
|
|
|
Secours Health System Inc., Series 2002B, 5.625%, 11/15/30
|
|
|
|
15,250
|
|
Total South Carolina
|
|
|
16,176,271
|
|
|
Texas – 9.7%
|
|
|
|
5,000
|
|
Brazos River Harbor Navigation District, Brazoria County, Texas, Environmental Facilities
|
5/12 at 101.00
|
BBB
|
5,086,450
|
|
|
Revenue Bonds, Dow Chemical Company Project, Series 2002A-6, 6.250%, 5/15/33 (Mandatory
|
|
|
|
|
|
put 5/15/17) (Alternative Minimum Tax)
|
|
|
|
250
|
|
Central Texas Regional Mobility Authority, Senior Lien Revenue Bonds, Series 2011,
|
1/21 at 100.00
|
BBB–
|
254,608
|
|
|
6.000%, 1/01/41
|
|
|
|
500
|
|
Central Texas Regional Mobility Authority, Travis and Williamson Counties, Toll Road Revenue
|
1/15 at 100.00
|
BBB
|
459,345
|
|
|
Bonds, Series 2005, 5.000%, 1/01/35 – FGIC Insured
|
|
|
|
360
|
|
Dallas-Fort Worth International Airport Public Facility Corporation, Texas, Airport Hotel
|
1/12 at 100.00
|
AA–
|
360,828
|
|
|
Revenue 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
|
2,355,890
|
|
|
TECO Project, Series 2003, 5.000%, 11/15/30 – NPFG Insured
|
|
|
|
2,585
|
|
Harris County-Houston Sports Authority, Texas, Revenue Bonds, Junior Lien Series 2001H,
|
No Opt. Call
|
BBB
|
665,482
|
|
|
0.000%, 11/15/30 – NPFG Insured
|
|
|
|
3,805
|
|
Harris County-Houston Sports Authority, Texas, Revenue Bonds, Third Lien Series 2004-A3,
|
11/24 at 52.47
|
BBB
|
668,234
|
|
|
0.000%, 11/15/35 – NPFG Insured
|
|
|
|
3,765
|
|
Harris County-Houston Sports Authority, Texas, Senior Lien Revenue Refunding Bonds, Series
|
11/30 at 61.17
|
BBB
|
629,508
|
|
|
2001A, 0.000%, 11/15/38 – NPFG Insured
|
|
|
|
45
|
|
Irving Independent School District, Dallas County, Texas, General Obligation Refunding Bonds,
|
2/12 at 100.00
|
AAA
|
45,210
|
|
|
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
|
3,475,868
|
|
|
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
|
501,088
|
|
|
Bonds, Series 2007, 0.000%, 8/15/37
|
|
|
|
2,000
|
|
North Texas Tollway Authority, First Tier System Revenue Refunding Bonds, Capital Appreciation
|
1/25 at 100.00
|
A2
|
1,912,020
|
|
|
Series 2008I, 0.000%, 1/01/43
|
|
|
|
2,000
|
|
Richardson Hospital Authority, Texas, Revenue Bonds, Richardson Regional Medical Center,
|
12/13 at 100.00
|
A
|
2,027,860
|
|
|
Series 2004, 6.000%, 12/01/34
|
|
|
|
240
|
|
San Antonio, Texas, Water System Revenue Refunding Bonds, Series 1992, 6.000%, 5/15/16
|
5/12 at 100.00
|
Aa3 (4)
|
244,661
|
|
|
(Pre-refunded 5/15/12) – NPFG Insured
|
|
|
|
1,470
|
|
Texas Turnpike Authority, Central Texas Turnpike System Revenue Bonds, First Tier Series
|
8/12 at 100.00
|
BBB+
|
1,476,836
|
|
|
2002A, 5.750%, 8/15/38 – AMBAC Insured
|
|
|
|
1,750
|
|
Texas, General Obligation Bonds, Water Financial Assistance Program, Series 2003A, 5.125%,
|
8/13 at 100.00
|
Aaa
|
1,766,888
|
|
|
8/01/42 (Alternative Minimum Tax)
|
|
|
|
830
|
|
Wood County Central Hospital District, Texas, Revenue Bonds, East Texas Mecical Center Quitman
|
11/21 at 100.00
|
Baa2
|
835,121
|
|
|
Project, Series 2011, 6.000%, 11/01/41
|
|
|
|
32,135
|
|
Total Texas
|
|
|
22,765,897
|
|
|
Virginia – 1.4%
|
|
|
|
1,000
|
|
Fairfax County Economic Development Authority, Virginia, Residential Care Facilities Mortgage
|
10/17 at 100.00
|
N/R
|
979,450
|
|
|
Revenue Bonds, Goodwin House, Inc., Series 2007A, 5.125%, 10/01/42
|
|
|
|
1,000
|
|
Henrico County Economic Development Authority, Virginia, Residential Care Facility Revenue
|
No Opt. Call
|
BBB
|
966,860
|
|
|
Bonds, Westminster Canterbury of Richmond, Series 2006, 5.000%, 10/01/35
|
|
|
|
2,000
|
|
Metropolitan Washington DC Airports Authority, Virginia, Dulles Toll Road Revenue Bonds,
|
10/28 at 100.00
|
BBB+
|
1,402,480
|
|
|
Dulles Metrorail Capital Appreciation, Series 2010B, 0.000%, 10/01/44
|
|
|
|
4,000
|
|
Total Virginia
|
|
|
3,348,790
|
|
|
Washington – 2.5%
|
|
|
|
250
|
|
Energy Northwest, Washington, Electric Revenue Refunding Bonds, Columbia Generating Station,
|
7/12 at 100.00
|
Aa1
|
256,238
|
|
|
Series 2002A, 5.500%, 7/01/17 – NPFG Insured
|
|
|
|
990
|
|
Washington State Health Care Facilities Authority, Revenue Bonds, Fred Hutchinson Cancer
|
1/21 at 100.00
|
A
|
1,021,739
|
|
|
Research Center, Series 2011A, 5.625%, 1/01/35
|
|
|
|
2,000
|
|
Washington State Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Revenue Bonds,
|
6/13 at 100.00
|
A3
|
2,047,820
|
|
|
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+
|
1,130,277
|
|
|
12/01/27 – NPFG Insured
|
|
|
|
1,330
|
|
Snohomish County Public Utility District 1, Washington, Generation System Revenue Bonds,
|
No Opt. Call
|
AA– (4)
|
1,330,239
|
|
|
Series 1989, 6.750%, 1/01/12 (ETM)
|
|
|
|
6,685
|
|
Total Washington
|
|
|
5,786,313
|
|
|
West Virginia – 0.2%
|
|
|
|
500
|
|
West Virginia Hospital Finance Authority, Revenue Bonds, United Hospital Center Inc. Project,
|
6/16 at 100.00
|
A+
|
498,145
|
|
|
Series 2006A, 4.500%, 6/01/26 – AMBAC Insured
|
|
|
|
|
|
Wisconsin – 1.6%
|
|
|
|
470
|
|
Badger Tobacco Asset Securitization Corporation, Wisconsin, Tobacco Settlement Asset-Backed
|
6/12 at 100.00
|
Aaa
|
481,590
|
|
|
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+
|
1,030,690
|
|
|
Services Inc., Series 2003A, 5.500%, 8/15/17
|
|
|
|
2,150
|
|
Wisconsin, General Obligation Refunding Bonds, Series 2003-3, 5.000%, 11/01/26
|
11/13 at 100.00
|
AA
|
2,232,238
|
3,620
|
|
Total Wisconsin
|
|
|
3,744,518
|
$ 338,800
|
|
Total Investments (cost $216,730,831) – 97.3%
|
|
|
227,880,410
|
|
|
Other Assets Less Liabilities – 2.7%
|
|
|
6,344,114
|
|
|
Net Assets – 100%
|
|
|
$ 234,224,524
|