|
|
|
|
|
|
Portfolio of Investments (Unaudited)
|
|
|
|
|
Nuveen Insured Municipal Opportunity Fund, Inc. (NIO)
|
|
|
|
|
July 31, 2009
|
|
|
|
|
|
|
Principal
|
|
Optional Call
|
|
|
Amount (000)
|
Description (1)
|
Provisions (2)
|
Ratings (3)
|
Value
|
|
Alabama 6.3% (4.0% of Total Investments)
|
|
|
|
$ 10,500
|
Birmingham Waterworks And Sewer Board, Alabama, Water and Sewer Revenue Bonds, 4.500%,
|
1/17 at 100.00
|
Aa1
|
$ 9,277,065
|
|
1/01/43 AMBAC Insured (UB)
|
|
|
|
11,175
|
Hoover Board of Education, Alabama, Capital Outlay Tax Anticipation Warrants, Series 2001,
|
2/11 at 100.00
|
AA
|
11,541,764
|
|
5.250%, 2/15/22 MBIA Insured
|
|
|
|
2,500
|
Jefferson County, Alabama, Sewer Revenue Capital Improvement Warrants, Series 2002B, 5.125%,
|
8/12 at 100.00
|
AAA
|
2,735,950
|
|
2/01/42 (Pre-refunded 8/01/12) FGIC Insured
|
|
|
|
|
Jefferson County, Alabama, Sewer Revenue Capital Improvement Warrants, Series 2002D:
|
|
|
|
425
|
5.000%, 2/01/38 (Pre-refunded 8/01/12) FGIC Insured
|
8/12 at 100.00
|
AAA
|
458,401
|
14,800
|
5.000%, 2/01/42 (Pre-refunded 8/01/12) FGIC Insured
|
8/12 at 100.00
|
AAA
|
16,143,100
|
18,760
|
Jefferson County, Alabama, Sewer Revenue Capitol Improvement Warrants, Series 2001A, 5.000%,
|
2/11 at 101.00
|
AAA
|
19,773,040
|
|
2/01/41 (Pre-refunded 2/01/11) FGIC Insured
|
|
|
|
10,195
|
Jefferson County, Alabama, Sewer Revenue Refunding Warrants, Series 1997A, 5.375%, 2/01/27
|
8/10 at 100.00
|
Caa3
|
3,531,752
|
|
FGIC Insured
|
|
|
|
5,240
|
Jefferson County, Alabama, Sewer Revenue Refunding Warrants, Series 2003B, 5.000%, 2/01/41
|
2/11 at 101.00
|
AAA
|
5,558,382
|
|
(Pre-refunded 2/01/11) FGIC Insured
|
|
|
|
73,595
|
Total Alabama
|
|
|
69,019,454
|
|
Alaska 0.6% (0.4% of Total Investments)
|
|
|
|
2,425
|
Alaska Housing Finance Corporation, Collateralized Veterans Mortgage Program Bonds, First
|
12/09 at 100.00
|
AAA
|
2,430,602
|
|
Series 1999A-1, 6.150%, 6/01/39
|
|
|
|
3,745
|
Alaska Housing Finance Corporation, General Mortgage Revenue Bonds, Series 1999A, 6.050%,
|
12/09 at 100.00
|
AAA
|
3,746,685
|
|
6/01/39 MBIA Insured
|
|
|
|
6,170
|
Total Alaska
|
|
|
6,177,287
|
|
Arizona 2.3% (1.5% of Total Investments)
|
|
|
|
|
Arizona State University, Certificates of Participation, Resh Infrastructure Projects,
|
|
|
|
|
Series 2005A:
|
|
|
|
2,000
|
5.000%, 9/01/25 AMBAC Insured
|
3/15 at 100.00
|
AA
|
2,021,260
|
2,000
|
5.000%, 9/01/27 AMBAC Insured
|
3/15 at 100.00
|
AA
|
2,004,740
|
1,000
|
Arizona State University, System Revenue Bonds, Series 2005, 5.000%, 7/01/27 AMBAC Insured
|
7/15 at 100.00
|
N/R
|
1,028,300
|
1,000
|
Maricopa County Union High School District 210, Phoenix, Arizona, General Obligation Bonds,
|
7/14 at 100.00
|
AAA
|
1,155,780
|
|
Series 2004A, 5.000%, 7/01/22 (Pre-refunded 7/01/14) FSA Insured
|
|
|
|
5,200
|
Mesa, Arizona, Utility System Revenue Bonds, Reset Option Longs, Series 11032 11034, 13.143%,
|
7/17 at 100.00
|
AAA
|
3,224,104
|
|
7/01/31 FSA Insured (IF)
|
|
|
|
1,150
|
Phoenix Civic Improvement Corporation, Arizona, Junior Lien Wastewater System Revenue Bonds,
|
7/14 at 100.00
|
AA+
|
1,172,023
|
|
Series 2004, 5.000%, 7/01/27 MBIA Insured
|
|
|
|
13,490
|
Phoenix Civic Improvement Corporation, Arizona, Junior Lien Water System Revenue Bonds, Series
|
7/15 at 100.00
|
AAA
|
13,743,747
|
|
2005, 4.750%, 7/01/25 MBIA Insured
|
|
|
|
1,350
|
Pima County Industrial Development Authority, Arizona, Lease Obligation Revenue Refunding
|
1/10 at 100.00
|
Aa3
|
1,357,250
|
|
Bonds, Tucson Electric Power Company, Series 1988A, 7.250%, 7/15/10 FSA Insured
|
|
|
|
27,190
|
Total Arizona
|
|
|
25,707,204
|
|
Arkansas 0.2% (0.1% of Total Investments)
|
|
|
|
2,660
|
Arkansas State University, Student Fee Revenue Bonds, Beebe Campus, Series 2006, 5.000%,
|
9/15 at 100.00
|
N/R
|
2,591,798
|
|
9/01/35 AMBAC Insured
|
|
|
|
|
California 30.8% (19.4% of Total Investments)
|
|
|
|
5,600
|
Alameda Corridor Transportation Authority, California, Subordinate Lien Revenue Bonds, Series
|
No Opt. Call
|
A
|
2,517,312
|
|
2004A, 0.000%, 10/01/20 AMBAC Insured
|
|
|
|
10,000
|
California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2002A, 5.300%,
|
6/12 at 101.00
|
Aa2
|
10,268,900
|
|
12/01/21 AMBAC Insured
|
|
|
|
|
California Department of Water Resources, Power Supply Revenue Bonds, Series 2002A:
|
|
|
|
30,000
|
5.375%, 5/01/17 (Pre-refunded 5/01/12) SYNCORA GTY Insured
|
5/12 at 101.00
|
Aaa
|
34,001,998
|
20,000
|
5.375%, 5/01/18 (Pre-refunded 5/01/12) AMBAC Insured
|
5/12 at 101.00
|
Aaa
|
22,668,000
|
|
California Department of Water Resources, Water System Revenue Bonds, Central Valley Project,
|
|
|
|
|
Series 2005AC:
|
|
|
|
30
|
5.000%, 12/01/24 (Pre-refunded 12/01/14) MBIA Insured
|
12/14 at 100.00
|
AAA
|
35,174
|
25
|
5.000%, 12/01/27 (Pre-refunded 12/01/14) MBIA Insured
|
12/14 at 100.00
|
AAA
|
29,312
|
|
California Department of Water Resources, Water System Revenue Bonds, Central Valley Project,
|
|
|
|
|
Series 2005AC:
|
|
|
|
3,670
|
5.000%, 12/01/24 NPFG Insured (UB)
|
12/14 at 100.00
|
AAA
|
3,844,876
|
2,795
|
5.000%, 12/01/27 MBIA Insured (UB)
|
12/14 at 100.00
|
AAA
|
2,891,232
|
10,150
|
California, General Obligation Bonds, Series 2004, 5.000%, 6/01/31 AMBAC Insured
|
12/14 at 100.00
|
A
|
9,594,998
|
3,500
|
Coachella Valley Unified School District, Riverside County, California, General Obligation
|
8/15 at 100.00
|
A
|
3,503,605
|
|
Bonds, Series 2005A, 5.000%, 8/01/26 FGIC Insured
|
|
|
|
20,000
|
Cucamonga County Water District, San Bernardino County, California, Certificates of
|
9/11 at 101.00
|
AA
|
18,472,600
|
|
Participation, Water Shares Purchase, Series 2000, 5.125%, 9/01/35 FGIC Insured
|
|
|
|
5,750
|
East Bay Municipal Utility District, Alameda and Contra Costa Counties, California, Water
|
6/15 at 100.00
|
AAA
|
5,922,500
|
|
System Subordinated Revenue Bonds, Series 2005A, 5.000%, 6/01/27 MBIA Insured
|
|
|
|
10,000
|
Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed
|
6/15 at 100.00
|
A
|
8,257,800
|
|
Revenue Bonds, Series 2005A, 5.000%, 6/01/38 FGIC Insured
|
|
|
|
1,520
|
Hayward Redevelopment Agency, California, Downtown Redevelopment Project Tax Allocation Bonds,
|
3/16 at 100.00
|
A
|
1,198,003
|
|
Series 2006, 5.000%, 3/01/36 SYNCORA GTY Insured
|
|
|
|
5,600
|
Kern Community College District, California, General Obligation Bonds, Series 2006, 0.000%,
|
No Opt. Call
|
AAA
|
2,233,280
|
|
11/01/24 FSA Insured
|
|
|
|
5,000
|
Long Beach Bond Financing Authority, California, Lease Revenue Refunding Bonds, Long Beach
|
11/11 at 101.00
|
BBB
|
4,259,400
|
|
Aquarium of the South Pacific, Series 2001, 5.250%, 11/01/30 AMBAC Insured
|
|
|
|
2,740
|
Los Angeles Harbors Department, California, Revenue Bonds, Series 2006A, 5.000%, 8/01/22
|
8/16 at 102.00
|
AA
|
2,703,174
|
|
FGIC Insured (Alternative Minimum Tax)
|
|
|
|
20,000
|
Los Angeles Unified School District, California, General Obligation Bonds, Series 2003A,
|
7/13 at 100.00
|
AAA
|
20,488,200
|
|
5.000%, 7/01/21 FSA Insured
|
|
|
|
3,000
|
Los Angeles Unified School District, California, General Obligation Bonds, Series 2006F,
|
7/16 at 100.00
|
AA
|
3,010,320
|
|
5.000%, 7/01/24 FGIC Insured
|
|
|
|
5,200
|
Palomar Pomerado Health General Obligation Bonds, Election of 2004, California, Series 2009A,
|
8/29 at 100.00
|
AAA
|
2,995,460
|
|
0.000%, 8/01/38 AGC Insured
|
|
|
|
6,205
|
Port of Oakland, California, Revenue Bonds, Series 2002L, 5.000%, 11/01/22 FGIC Insured
|
11/12 at 100.00
|
A1
|
5,604,294
|
|
(Alternative Minimum Tax)
|
|
|
|
|
Poway Redevelopment Agency, California, Tax Allocation Bonds, Paguay Redevelopment Project,
|
|
|
|
|
Series 2001:
|
|
|
|
15,000
|
5.200%, 6/15/30 AMBAC Insured
|
12/11 at 101.00
|
N/R
|
12,712,500
|
5,000
|
5.125%, 6/15/33 AMBAC Insured
|
12/11 at 101.00
|
N/R
|
4,032,600
|
2,035
|
Redding, California, Electric System Revenue Certificates of Participation, Series 2005,
|
6/15 at 100.00
|
AA
|
1,751,341
|
|
5.000%, 6/01/30 FGIC Insured
|
|
|
|
6,000
|
Redlands Unified School District, San Bernardino County, California, General Obligation Bonds,
|
7/13 at 100.00
|
AAA
|
6,050,640
|
|
Series 2003, 5.000%, 7/01/26 FSA Insured
|
|
|
|
2,970
|
Riverside Community College District, California, General Obligation Bonds, Series 2005,
|
8/15 at 100.00
|
AAA
|
3,083,692
|
|
5.000%, 8/01/22 FSA Insured
|
|
|
|
2,500
|
Sacramento County Sanitation District Financing Authority, California, Revenue Bonds, Series
|
12/15 at 100.00
|
AA
|
2,565,000
|
|
2005B, 4.750%, 12/01/21 FGIC Insured
|
|
|
|
13,710
|
San Francisco Airports Commission, California, Revenue Refunding Bonds, San Francisco
|
5/11 at 100.00
|
A1
|
12,949,643
|
|
International Airport, Second Series 2001, Issue 27A, 5.250%, 5/01/26 MBIA Insured
|
|
|
|
|
(Alternative Minimum Tax)
|
|
|
|
3,030
|
San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series
|
7/11 at 100.00
|
AA+
|
3,031,788
|
|
2001, 5.125%, 7/01/36 AMBAC Insured
|
|
|
|
8,470
|
San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series
|
7/11 at 100.00
|
AA+ (4)
|
9,203,502
|
|
2001, 5.125%, 7/01/36 (Pre-refunded 7/01/11) AMBAC Insured
|
|
|
|
1,220
|
San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series
|
7/15 at 100.00
|
AA+
|
1,266,092
|
|
2005A, 5.000%, 7/01/22 MBIA Insured
|
|
|
|
66,685
|
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Senior Lien Toll
|
No Opt. Call
|
AAA
|
41,815,491
|
|
Road Revenue Bonds, Series 1993, 0.000%, 1/01/21 (ETM)
|
|
|
|
|
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue
|
|
|
|
|
Refunding Bonds, Series 1997A:
|
|
|
|
31,615
|
5.250%, 1/15/30 NPFG Insured
|
1/10 at 100.00
|
A
|
21,373,953
|
21,500
|
0.000%, 1/15/32 NPFG Insured
|
No Opt. Call
|
A
|
3,662,740
|
12,525
|
San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment
|
8/10 at 101.00
|
A (4)
|
13,220,388
|
|
Project, Series 2002, 5.000%, 8/01/20 (Pre-refunded 8/01/10) MBIA Insured
|
|
|
|
19,595
|
San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment
|
8/17 at 100.00
|
A
|
13,944,782
|
|
Project, Series 2006C, 4.250%, 8/01/30 MBIA Insured
|
|
|
|
11,250
|
Santa Ana Financing Authority, California, Lease Revenue Bonds, Police Administration and
|
No Opt. Call
|
AA
|
12,266,325
|
|
Housing Facility, Series 1994A, 6.250%, 7/01/24 MBIA Insured
|
|
|
|
6,785
|
Santa Clara Valley Water District, California, Water Revenue Bonds, Series 2006A, 3.750%,
|
6/16 at 100.00
|
AAA
|
5,902,950
|
|
6/01/25 FSA Insured
|
|
|
|
5,000
|
Walnut Energy Center Authority, California, Electric Revenue Bonds, Turlock Irrigation
|
1/14 at 100.00
|
A+
|
4,798,950
|
|
District, Series 2004A, 5.000%, 1/01/34 AMBAC Insured
|
|
|
|
405,675
|
Total California
|
|
|
338,132,815
|
|
Colorado 7.1% (4.5% of Total Investments)
|
|
|
|
1,080
|
Arkansas River Power Authority, Colorado, Power Revenue Bonds, Series 2006, 5.250%, 10/01/40
|
10/16 at 100.00
|
BBB
|
847,811
|
|
SYNCORA GTY Insured
|
|
|
|
1,900
|
Aspen, Colorado, Sales Tax Revenue Bonds, Parks and Open Space, Series 2005B, 5.250%,
|
11/15 at 100.00
|
AAA
|
2,026,065
|
|
11/01/24 FSA Insured
|
|
|
|
1,000
|
Colorado Department of Transportation, Certificates of Participation, Series 2004, 5.000%,
|
6/14 at 100.00
|
AA
|
1,034,650
|
|
6/15/25 MBIA Insured
|
|
|
|
4,950
|
Denver Convention Center Hotel Authority, Colorado, Senior Revenue Bonds, Convention Center
|
12/13 at 100.00
|
N/R (4)
|
5,552,613
|
|
Hotel, Series 2003A, 5.000%, 12/01/33 (Pre-refunded 12/01/13) SYNCORA GTY Insured
|
|
|
|
1,740
|
Douglas County School District RE1, Douglas and Elbert Counties, Colorado, General Obligation
|
12/14 at 100.00
|
Aa2
|
1,774,365
|
|
Bonds, Series 2005B, 5.000%, 12/15/28 FSA Insured
|
|
|
|
35,995
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%,
|
No Opt. Call
|
A
|
13,529,801
|
|
9/01/23 NPFG Insured
|
|
|
|
30,800
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000A, 5.750%, 9/01/35
|
9/10 at 102.00
|
AAA
|
33,155,274
|
|
(Pre-refunded 9/01/10) MBIA Insured
|
|
|
|
11,800
|
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 2000B, 0.000%, 9/01/15
|
9/10 at 74.80
|
Aaa
|
8,723,386
|
|
(Pre-refunded 9/01/10) NPFG Insured
|
|
|
|
10,000
|
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/27
|
No Opt. Call
|
A
|
2,721,900
|
|
NPFG Insured
|
|
|
|
4,520
|
Jefferson County School District R1, Colorado, General Obligation Bonds, Series 2004, 5.000%,
|
12/14 at 100.00
|
AAA
|
4,657,001
|
|
12/15/24 FSA Insured (UB)
|
|
|
|
2,500
|
Summit County School District RE-1, Summit, Colorado, General Obligation Bonds, Series 2004B,
|
12/14 at 100.00
|
Aa3
|
2,619,125
|
|
5.000%, 12/01/24 FGIC Insured
|
|
|
|
1,000
|
University of Colorado, Enterprise System Revenue Bonds, Series 2005, 5.000%, 6/01/30
|
6/15 at 100.00
|
AA
|
1,014,070
|
|
FGIC Insured
|
|
|
|
107,285
|
Total Colorado
|
|
|
77,656,061
|
|
District of Columbia 1.1% (0.7% of Total Investments)
|
|
|
|
|
District of Columbia Water and Sewerage Authority, Subordinate Lien Public Utility Revenue
|
|
|
|
|
Bonds, Series 2003:
|
|
|
|
5,000
|
5.125%, 10/01/24 FGIC Insured
|
10/13 at 100.00
|
AA
|
5,102,000
|
5,000
|
5.125%, 10/01/25 FGIC Insured
|
10/13 at 100.00
|
AA
|
5,079,250
|
2,670
|
Washington Convention Center Authority, District of Columbia, Senior Lien Dedicated Tax
|
10/16 at 100.00
|
AAA
|
2,281,889
|
|
Revenue Bonds, Series 2007, Residuals 1606, 11.216%, 10/01/30 AMBAC Insured (IF)
|
|
|
|
12,670
|
Total District of Columbia
|
|
|
12,463,139
|
|
Florida 6.3% (4.0% of Total Investments)
|
|
|
|
1,000
|
Hillsborough County School Board, Florida, Certificates of Participation, Master Lease
|
7/15 at 100.00
|
AA
|
1,002,500
|
|
Program, Series 2005A, 5.000%, 7/01/26 MBIA Insured
|
|
|
|
|
Indian Trace Development District, Florida, Water Management Special Benefit Assessment Bonds,
|
|
|
|
|
Series 2005:
|
|
|
|
645
|
5.000%, 5/01/25 MBIA Insured
|
5/15 at 102.00
|
Baa1
|
553,287
|
1,830
|
5.000%, 5/01/27 MBIA Insured
|
5/15 at 102.00
|
Baa1
|
1,522,944
|
4,425
|
Jacksonville Economic Development Commission, Florida, Healthcare Facilities Revenue Bonds,
|
11/12 at 100.00
|
Aa2
|
4,462,967
|
|
Mayo Clinic, Series 2001C, 5.500%, 11/15/36 MBIA Insured
|
|
|
|
1,505
|
Lee County, Florida, Transportation Facilities Revenue Bonds, Series 2004B, 5.000%, 10/01/21
|
10/14 at 100.00
|
A
|
1,557,479
|
|
AMBAC Insured
|
|
|
|
2,000
|
Marco Island, Florida, Water Utility System Revenue Bonds, Series 2003, 5.000%, 10/01/27
|
10/13 at 100.00
|
A
|
1,992,780
|
|
MBIA Insured
|
|
|
|
2,150
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2002A,
|
10/12 at 100.00
|
AAA
|
1,866,931
|
|
5.125%, 10/01/35 FSA Insured (Alternative Minimum Tax)
|
|
|
|
35,920
|
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2002,
|
10/12 at 100.00
|
A
|
31,936,111
|
|
5.375%, 10/01/32 FGIC Insured (Alternative Minimum Tax)
|
|
|
|
12,930
|
Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System, Series
|
12/15 at 100.00
|
A1
|
10,935,677
|
|
2005A, 5.000%, 6/01/32 MBIA Insured
|
|
|
|
5,320
|
Miami-Dade County, Florida, Public Facilities Revenue Bonds, Jackson Health System, Series
|
6/15 at 100.00
|
A1
|
4,805,875
|
|
2005B, 5.000%, 6/01/25 MBIA Insured
|
|
|
|
|
Northern Palm Beach County Improvement District, Florida, Revenue Bonds, Water Control and
|
|
|
|
|
Improvement Development Unit 9B, Series 2005:
|
|
|
|
1,290
|
5.000%, 8/01/23 MBIA Insured
|
8/15 at 102.00
|
A
|
1,317,284
|
2,145
|
5.000%, 8/01/29 MBIA Insured
|
8/15 at 102.00
|
AA
|
2,089,445
|
2,320
|
Osceola County, Florida, Transportation Revenue Bonds, Osceola Parkway, Series 2004, 5.000%,
|
4/14 at 100.00
|
A3
|
2,344,151
|
|
4/01/23 MBIA Insured
|
|
|
|
2,225
|
Plantation, Florida, Non-Ad Valorem Revenue Refunding and Improvement Bonds, Series 2003,
|
8/13 at 100.00
|
Aa3
|
2,283,963
|
|
5.000%, 8/15/18 FSA Insured
|
|
|
|
75,705
|
Total Florida
|
|
|
68,671,394
|
|
Georgia 1.0% (0.7% of Total Investments)
|
|
|
|
1,000
|
Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 2004, 5.000%, 11/01/22
|
11/14 at 100.00
|
AAA
|
1,014,210
|
|
FSA Insured
|
|
|
|
1,520
|
College Park Business and Industrial Development Authority, Georgia, Revenue Bonds, Public
|
9/14 at 102.00
|
AA
|
1,591,242
|
|
Safety Project, Series 2004, 5.250%, 9/01/23 MBIA Insured
|
|
|
|
|
Fulton County Development Authority, Georgia, Revenue Bonds, Georgia Tech Molecular Science
|
|
|
|
|
Building, Series 2004:
|
|
|
|
1,695
|
5.250%, 5/01/19 MBIA Insured
|
5/14 at 100.00
|
Aa3
|
1,852,381
|
1,135
|
5.250%, 5/01/20 MBIA Insured
|
5/14 at 100.00
|
Aa3
|
1,229,534
|
4,500
|
5.000%, 5/01/36 MBIA Insured
|
5/14 at 100.00
|
Aa3
|
4,486,500
|
1,250
|
Glynn-Brunswick Memorial Hospital Authority, Georgia, Revenue Bonds, Southeast Georgia Health
|
10/09 at 100.00
|
AA
|
1,251,775
|
|
Systems, Series 1996, 5.250%, 8/01/13 MBIA Insured
|
|
|
|
11,100
|
Total Georgia
|
|
|
11,425,642
|
|
Idaho 0.2% (0.2% of Total Investments)
|
|
|
|
170
|
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1994B-1, 6.750%, 7/01/22
|
No Opt. Call
|
Aa1
|
178,247
|
135
|
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1994B-2, 6.900%, 7/01/26
|
No Opt. Call
|
Aa1
|
139,919
|
|
(Alternative Minimum Tax)
|
|
|
|
180
|
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1995B, 6.600%, 7/01/27
|
1/10 at 100.00
|
Aaa
|
185,992
|
|
(Alternative Minimum Tax)
|
|
|
|
|
Idaho Housing and Finance Association, Grant and Revenue Anticipation Bonds, Federal Highway
|
|
|
|
|
Trust Funds, Series 2006:
|
|
|
|
1,000
|
5.000%, 7/15/23 MBIA Insured
|
7/16 at 100.00
|
Aa3
|
1,041,920
|
1,065
|
5.000%, 7/15/24 MBIA Insured
|
7/16 at 100.00
|
Aa3
|
1,106,077
|
2,550
|
Total Idaho
|
|
|
2,652,155
|
|
Illinois 6.0% (3.7% of Total Investments)
|
|
|
|
1,050
|
Bedford Park, Illinois, General Obligation Bonds, Series 2004A, 5.250%, 12/15/20 FSA Insured
|
12/14 at 100.00
|
AAA
|
1,116,224
|
|
Chicago, Illinois, Second Lien Passenger Facility Charge Revenue Refunding Bonds, OHare
|
|
|
|
|
International Airport, Series 2001E:
|
|
|
|
4,615
|
5.500%, 1/01/17 AMBAC Insured (Alternative Minimum Tax)
|
1/11 at 101.00
|
A1
|
4,646,890
|
4,870
|
5.500%, 1/01/18 AMBAC Insured (Alternative Minimum Tax)
|
1/11 at 101.00
|
A1
|
4,881,737
|
7,200
|
Chicago, Illinois, Third Lien General Airport Revenue Bonds, OHare International Airport,
|
1/16 at 100.00
|
A1
|
7,333,056
|
|
Series 2005A, 5.250%, 1/01/24 MBIA Insured
|
|
|
|
10,000
|
Illinois Development Finance Authority, Revenue Bonds, Provena Health, Series 1998A, 5.500%,
|
11/09 at 100.50
|
A
|
9,665,900
|
|
5/15/21 MBIA Insured
|
|
|
|
2,095
|
Illinois Educational Facilities Authority, Revenue Bonds, Robert Morris College, Series 2000,
|
12/09 at 100.00
|
Baa1
|
2,095,461
|
|
5.800%, 6/01/30 MBIA Insured
|
|
|
|
22,510
|
Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2002, 5.125%, 2/01/27
|
2/12 at 100.00
|
AA
|
22,851,927
|
|
FGIC Insured
|
|
|
|
20,045
|
Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion
|
No Opt. Call
|
AAA
|
4,005,793
|
|
Project, Series 2002A, 0.000%, 12/15/35 MBIA Insured
|
|
|
|
|
Schaumburg, Illinois, General Obligation Bonds, Series 2004B:
|
|
|
|
4,260
|
5.000%, 12/01/22 FGIC Insured
|
12/14 at 100.00
|
AA+
|
4,476,110
|
2,365
|
5.000%, 12/01/23 FGIC Insured
|
12/14 at 100.00
|
AA+
|
2,478,851
|
4,000
|
Southwestern Illinois Development Authority, School Revenue Bonds, Triad School District 2,
|
No Opt. Call
|
A+
|
1,689,720
|
|
Madison County, Illinois, Series 2006, 0.000%, 10/01/25 NPFG Insured
|
|
|
|
83,010
|
Total Illinois
|
|
|
65,241,669
|
|
Indiana 3.9% (2.4% of Total Investments)
|
|
|
|
2,030
|
Decatur Township-Marion County Multi-School Building Corporation, Indiana, First Mortgage
|
7/13 at 100.00
|
AA+ (4)
|
2,302,609
|
|
Bonds, Series 2003, 5.000%, 7/15/20 (Pre-refunded 7/15/13) FGIC Insured
|
|
|
|
8,000
|
Indiana Municipal Power Agency, Power Supply Revenue Bonds, Series 2007A, 5.000%, 1/01/42
|
1/17 at 100.00
|
A+
|
7,606,160
|
|
MBIA Insured
|
|
|
|
20,000
|
Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E, 0.000%, 2/01/28
|
No Opt. Call
|
AA
|
7,530,800
|
|
AMBAC Insured
|
|
|
|
3,250
|
Indianapolis Local Public Improvement Bond Bank, Indiana, Waterworks Project, Series 2002A,
|
7/12 at 100.00
|
AAA
|
3,646,533
|
|
5.250%, 7/01/33 (Pre-refunded 7/01/12) MBIA Insured
|
|
|
|
1,340
|
Monroe-Gregg Grade School Building Corporation, Morgan County, Indiana, First Mortgage Bonds,
|
1/14 at 100.00
|
AAA
|
1,532,129
|
|
Series 2004, 5.000%, 1/15/25 (Pre-refunded 1/15/14) FSA Insured
|
|
|
|
5,000
|
Noblesville Redevelopment Authority, Indiana, Economic Development Lease Rental Bonds, Exit 10
|
7/13 at 100.00
|
AA
|
5,030,150
|
|
Project, Series 2003, 5.000%, 1/15/28 AMBAC Insured
|
|
|
|
10,000
|
Purdue University, Indiana, Student Fee Bonds, Series 2002O, 5.000%, 7/01/19 MBIA Insured
|
1/12 at 100.00
|
Aa1
|
10,349,100
|
3,705
|
Whitley County Middle School Building Corporation, Columbia City, Indiana, First Mortgage
|
7/13 at 100.00
|
Aa3 (4)
|
4,231,703
|
|
Bonds, Series 2003, 5.000%, 7/15/16 (Pre-refunded 7/15/13) FSA Insured
|
|
|
|
53,325
|
Total Indiana
|
|
|
42,229,184
|
|
Kansas 1.3% (0.8% of Total Investments)
|
|
|
|
2,055
|
Kansas Turnpike Authority, Revenue Bonds, Series 2004A-2, 5.000%, 9/01/23 FSA Insured
|
9/14 at 101.00
|
AAA
|
2,195,747
|
|
Neosho County Unified School District 413, Kansas, General Obligation Bonds, Series 2006:
|
|
|
|
2,145
|
5.000%, 9/01/27 FSA Insured
|
9/14 at 100.00
|
Aa3
|
2,248,754
|
4,835
|
5.000%, 9/01/29 FSA Insured
|
9/14 at 100.00
|
Aa3
|
5,025,934
|
5,000
|
University of Kansas Hospital Authority, Health Facilities Revenue Bonds, KU Health System,
|
9/09 at 100.00
|
AAA
|
5,020,250
|
|
Series 1999A, 5.650%, 9/01/29 (Pre-refunded 9/01/09) AMBAC Insured
|
|
|
|
14,035
|
Total Kansas
|
|
|
14,490,685
|
|
Kentucky 3.7% (2.3% of Total Investments)
|
|
|
|
3,870
|
Kenton County School District Finance Corporation, Kentucky, School Building Revenue Bonds,
|
6/14 at 100.00
|
Aa3
|
4,039,390
|
|
Series 2004, 5.000%, 6/01/20 MBIA Insured
|
|
|
|
|
Kentucky State Property and Buildings Commission, Revenue Bonds, Project 93, Refunding
|
|
|
|
|
Series 2009:
|
|
|
|
3,860
|
5.250%, 2/01/20 AGC Insured
|
2/19 at 100.00
|
AAA
|
4,329,994
|
10,000
|
5.250%, 2/01/24 AGC Insured
|
2/19 at 100.00
|
AAA
|
10,789,600
|
7,500
|
Kentucky Turnpike Authority, Economic Development Road Revenue Bonds, Revitalization Project,
|
7/16 at 100.00
|
AA+
|
7,868,175
|
|
Series 2006B, 5.000%, 7/01/25 AMBAC Insured
|
|
|
|
12,980
|
Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage
|
11/11 at 101.00
|
AA
|
13,158,735
|
|
System Revenue Bonds, Series 2001A, 5.500%, 5/15/34 MBIA Insured
|
|
|
|
38,210
|
Total Kentucky
|
|
|
40,185,894
|
|
Louisiana 5.9% (3.7% of Total Investments)
|
|
|
|
5,000
|
DeSoto Parish, Louisiana, Pollution Control Revenue Refunding Bonds, Cleco Utility Group Inc.
|
9/09 at 102.00
|
Baa1
|
4,716,050
|
|
Project, Series 1999, 5.875%, 9/01/29 AMBAC Insured
|
|
|
|
3,025
|
Lafayette City and Parish, Louisiana, Utilities Revenue Bonds, Series 2004, 5.250%, 11/01/22
|
11/14 at 100.00
|
A1
|
3,156,830
|
|
MBIA Insured
|
|
|
|
4,545
|
Louisiana Public Facilities Authority, Revenue Bonds, Baton Rouge General Hospital, Series
|
7/14 at 100.00
|
A
|
4,611,584
|
|
2004, 5.250%, 7/01/24 MBIA Insured
|
|
|
|
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2005A:
|
|
|
|
2,400
|
5.000%, 5/01/25 FGIC Insured
|
5/15 at 100.00
|
AA
|
2,489,208
|
4,415
|
5.000%, 5/01/26 FGIC Insured
|
5/15 at 100.00
|
AA
|
4,557,031
|
5,000
|
5.000%, 5/01/27 FGIC Insured
|
5/15 at 100.00
|
AA
|
5,135,250
|
|
Louisiana State, Gasoline and Fuels Tax Revenue Bonds, Series 2006:
|
|
|
|
3,300
|
4.750%, 5/01/39 FSA Insured (UB)
|
5/16 at 100.00
|
AAA
|
3,227,730
|
35,725
|
4.500%, 5/01/41 FGIC Insured (UB)
|
5/16 at 100.00
|
Aa2
|
32,229,309
|
38
|
Louisiana State, Gasoline Tax Revenue Bonds, Series 2006, Residuals 660-1, 13.832%, 5/01/41
|
5/16 at 100.00
|
AA
|
23,333
|
|
FGIC Insured (IF)
|
|
|
|
4,950
|
Orleans Levee District, Louisiana, Levee District General Obligation Bonds, Series 1986,
|
12/09 at 100.00
|
AAA
|
4,963,266
|
|
5.950%, 11/01/15 FSA Insured
|
|
|
|
68,398
|
Total Louisiana
|
|
|
65,109,591
|
|
Maine 0.3% (0.2% of Total Investments)
|
|
|
|
3,000
|
Maine Health and Higher Educational Facilities Authority, Revenue Bonds, Series 2003B, 5.000%,
|
7/13 at 100.00
|
AAA
|
3,360,840
|
|
7/01/28 (Pre-refunded 7/01/13) FSA Insured
|
|
|
|
|
Maryland 0.3% (0.2% of Total Investments)
|
|
|
|
5,345
|
Baltimore, Maryland, Senior Lien Convention Center Hotel Revenue Bonds, Series 2006A, 5.250%,
|
9/16 at 100.00
|
Baa3
|
3,806,495
|
|
9/01/28 SYNCORA GTY Insured
|
|
|
|
|
Massachusetts 5.7% (3.6% of Total Investments)
|
|
|
|
22,500
|
Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation,
|
1/12 at 101.00
|
N/R (4)
|
25,049,700
|
|
Series 2002A, 5.375%, 1/01/42 (Pre-refunded 1/01/12) AMBAC Insured
|
|
|
|
11,000
|
Massachusetts School Building Authority, Dedicated Sales Tax Revenue Bonds, Series 2005A,
|
8/15 at 100.00
|
AAA
|
11,847,550
|
|
5.000%, 8/15/23 FSA Insured (UB)
|
|
|
|
7,255
|
Massachusetts Water Resources Authority, General Revenue Bonds, 4.500%, 8/01/46
|
2/17 at 100.00
|
AAA
|
6,373,010
|
|
FSA Insured (UB)
|
|
|
|
15,000
|
Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%, 1/01/23
|
1/14 at 100.00
|
A (4)
|
17,013,300
|
|
(Pre-refunded 1/01/14) FGIC Insured
|
|
|
|
1,500
|
University of Massachusetts Building Authority, Senior Lien Project Revenue Bonds, Series
|
11/14 at 100.00
|
A+ (4)
|
1,764,570
|
|
2004-1, 5.375%, 11/01/20 (Pre-refunded 11/01/14) AMBAC Insured
|
|
|
|
57,255
|
Total Massachusetts
|
|
|
62,048,130
|
|
Michigan 6.7% (4.2% of Total Investments)
|
|
|
|
5,490
|
Detroit City School District, Wayne County, Michigan, Unlimited Tax School Building and Site
|
No Opt. Call
|
AAA
|
5,508,337
|
|
Improvement Bonds, Series 2001A, 6.000%, 5/01/29 FSA Insured (UB)
|
|
|
|
6,000
|
Detroit, Michigan, General Obligation Bonds, Series 2001A-1, 5.375%, 4/01/18 MBIA Insured
|
10/11 at 100.00
|
A
|
5,633,100
|
7,420
|
Detroit, Michigan, Senior Lien Water Supply System Revenue Bonds, Series 1997A, 5.000%,
|
1/10 at 100.00
|
A+
|
6,698,479
|
|
7/01/27 MBIA Insured
|
|
|
|
|
Detroit, Michigan, Sewerage Disposal System Revenue Bonds, Series 1999A:
|
|
|
|
15,825
|
5.750%, 7/01/26 (Pre-refunded 1/01/10) FGIC Insured
|
1/10 at 101.00
|
Aaa
|
16,327,919
|
20,000
|
5.875%, 7/01/27 (Pre-refunded 1/01/10) FGIC Insured
|
1/10 at 101.00
|
Aaa
|
20,646,000
|
1,085
|
Grand Rapids Community College, Kent County, Michigan, General Obligation Refunding Bonds,
|
5/13 at 100.00
|
AA
|
1,167,731
|
|
Series 2003, 5.250%, 5/01/20 AMBAC Insured
|
|
|
|
6,850
|
Wayne County, Michigan, Airport Revenue Bonds, Detroit Metropolitan Wayne County Airport,
|
12/09 at 100.50
|
A
|
6,853,357
|
|
Series 1998A, 5.375%, 12/01/15 MBIA Insured (Alternative Minimum Tax)
|
|
|
|
10,000
|
Wayne County, Michigan, Limited Tax General Obligation Airport Hotel Revenue Bonds, Detroit
|
12/11 at 101.00
|
A
|
10,069,100
|
|
Metropolitan Wayne County Airport, Series 2001A, 5.250%, 12/01/25 MBIA Insured
|
|
|
|
72,670
|
Total Michigan
|
|
|
72,904,023
|
|
Minnesota 2.3% (1.4% of Total Investments)
|
|
|
|
5,000
|
City of Minneapolis, Minnesota, Health Care System Revenue Bonds, Fairview Health Services,
|
11/18 at 100.00
|
AAA
|
5,462,000
|
|
Series 2008B, 6.500%, 11/15/38 AGC Insured
|
|
|
|
4,000
|
Northern Municipal Power Agency, Minnesota, Electric System Revenue Bonds, Refunding Series
|
No Opt. Call
|
AAA
|
4,378,280
|
|
2009A, 5.000%, 1/01/15 AGC Insured
|
|
|
|
13,020
|
Saint Paul Housing and Redevelopment Authority, Minnesota, Multifamily Housing Revenue Bonds,
|
12/11 at 102.00
|
Aaa
|
14,997,087
|
|
Marian Center Project, Series 2001A, 6.450%, 6/20/43 (Pre-refunded 12/20/11)
|
|
|
|
22,020
|
Total Minnesota
|
|
|
24,837,367
|
|
Nebraska 2.8% (1.8% of Total Investments)
|
|
|
|
27,125
|
Lincoln, Nebraska, Electric System Revenue Bonds, Series 2007A, 4.500%, 9/01/37
|
9/17 at 100.00
|
AA
|
24,652,014
|
|
FGIC Insured (UB)
|
|
|
|
5,000
|
Municipal Energy Agency of Nebraska, Power Supply System Revenue and Refunding Bonds, Series
|
4/19 at 100.00
|
AAA
|
5,219,950
|
|
2009A, 5.375%, 4/01/39 BHAC Insured
|
|
|
|
1,000
|
Nebraska Public Power District, General Revenue Bonds, Series 2005A, 5.000%, 1/01/25
|
1/15 at 100.00
|
AAA
|
1,027,630
|
|
FSA Insured
|
|
|
|
33,125
|
Total Nebraska
|
|
|
30,899,594
|
|
Nevada 7.1% (4.5% of Total Investments)
|
|
|
|
8,475
|
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan,
|
12/12 at 100.00
|
AA+
|
8,129,135
|
|
Series 2002, 5.000%, 6/01/32 MBIA Insured
|
|
|
|
3,630
|
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan,
|
12/12 at 100.00
|
AA+ (4)
|
4,102,880
|
|
Series 2002, 5.000%, 6/01/32 (Pre-refunded 12/01/12) MBIA Insured
|
|
|
|
7,370
|
Clark County, Nevada, Subordinate Lien Airport Revenue Bonds, Series 2004A-2, 5.125%,
|
7/14 at 100.00
|
Aa3
|
7,454,165
|
|
7/01/25 FGIC Insured
|
|
|
|
|
Director of Nevada State Department of Business and Industry, Revenue Bonds, Las Vegas
|
|
|
|
|
Monorail Project, First Tier, Series 2000:
|
|
|
|
15,000
|
5.625%, 1/01/34 AMBAC Insured
|
1/10 at 102.00
|
Caa2
|
3,008,100
|
13,000
|
5.375%, 1/01/40 AMBAC Insured
|
1/10 at 100.00
|
Caa2
|
2,607,280
|
14,985
|
Reno, Nevada, Capital Improvement Revenue Bonds, Series 2002, 5.375%, 6/01/32 FGIC Insured
|
6/12 at 100.00
|
A
|
12,833,753
|
25,300
|
Reno, Nevada, Capital Improvement Revenue Bonds, Series 2002, 5.375%, 6/01/32 (Pre-refunded
|
6/12 at 100.00
|
Baa1 (4)
|
28,334,986
|
|
6/01/12) FGIC Insured
|
|
|
|
10,000
|
Reno, Nevada, Senior Lien Sales and Room Tax Revenue Bonds, Reno Transportation Rail Access
|
6/12 at 100.00
|
Baa3 (4)
|
11,141,900
|
|
Corridor Project, Series 2002, 5.125%, 6/01/27 (Pre-refunded 6/01/12) AMBAC Insured
|
|
|
|
97,760
|
Total Nevada
|
|
|
77,612,199
|
|
New Jersey 2.4% (1.5% of Total Investments)
|
|
|
|
|
Essex County Improvement Authority, New Jersey, Guaranteed Revenue Bonds, Project
|
|
|
|
|
Consolidation, Series 2004:
|
|
|
|
2,000
|
5.125%, 10/01/21 MBIA Insured
|
10/14 at 100.00
|
A1
|
2,081,040
|
2,250
|
5.125%, 10/01/22 MBIA Insured
|
10/14 at 100.00
|
A1
|
2,328,930
|
|
New Jersey Economic Development Authority, Revenue Bonds, Motor Vehicle Surcharge,
|
|
|
|
|
Series 2004A:
|
|
|
|
3,850
|
5.000%, 7/01/22 MBIA Insured
|
7/14 at 100.00
|
A
|
3,919,454
|
3,850
|
5.000%, 7/01/23 MBIA Insured
|
7/14 at 100.00
|
A
|
3,911,831
|
8,250
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 FGIC Insured
|
7/13 at 100.00
|
A+
|
8,837,565
|
3,320
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2005A, 5.000%, 1/01/21 FSA Insured (UB)
|
1/15 at 100.00
|
AAA
|
3,543,436
|
2,000
|
New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/23 FSA Insured (UB)
|
7/13 at 100.00
|
AAA
|
2,074,720
|
25,520
|
Total New Jersey
|
|
|
26,696,976
|
|
New Mexico 1.6% (1.0% of Total Investments)
|
|
|
|
3,660
|
San Juan County, New Mexico, Subordinate Gross Receipts Tax Revenue Bonds, Series 2005,
|
6/15 at 100.00
|
A+
|
3,717,462
|
|
5.000%, 6/15/25 MBIA Insured
|
|
|
|
13,600
|
University of New Mexico, System Improvement Subordinated Lien Revenue Bonds, Series 2007A,
|
6/17 at 100.00
|
AAA
|
13,460,328
|
|
5.000%, 6/01/36 FSA Insured
|
|
|
|
17,260
|
Total New Mexico
|
|
|
17,177,790
|
|
New York 7.0% (4.4% of Total Investments)
|
|
|
|
1,880
|
Dormitory Authority of the State of New York, FHA-Insured Mortgage Revenue Bonds, Montefiore
|
2/15 at 100.00
|
A
|
1,899,796
|
|
Hospital, Series 2004, 5.000%, 8/01/23 FGIC Insured
|
|
|
|
3,335
|
Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, Series
|
3/15 at 100.00
|
AAA
|
3,478,405
|
|
2005F, 5.000%, 3/15/24 AMBAC Insured
|
|
|
|
3,820
|
Hudson Yards Infrastructure Corporation, New York, Revenue Bonds, Series 2006A, 4.500%,
|
2/17 at 100.00
|
A
|
3,049,735
|
|
2/15/47 MBIA Insured
|
|
|
|
12,500
|
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 2006A,
|
6/16 at 100.00
|
A
|
12,643,375
|
|
5.000%, 12/01/25 FGIC Insured
|
|
|
|
6,900
|
Long Island Power Authority, New York, Electric System Revenue Bonds, Series 2006F, 4.250%,
|
11/16 at 100.00
|
A
|
5,641,854
|
|
5/01/33 MBIA Insured
|
|
|
|
|
Metropolitan Transportation Authority, New York, State Service Contract Refunding Bonds,
|
|
|
|
|
Series 2002A:
|
|
|
|
1,500
|
5.000%, 7/01/21 FGIC Insured
|
7/12 at 100.00
|
AA
|
1,521,255
|
5,000
|
5.000%, 7/01/25 FGIC Insured
|
7/12 at 100.00
|
AA
|
5,029,400
|
2,615
|
New York City Industrial Development Agency, New York, Revenue Bonds, Yankee Stadium Project
|
3/19 at 100.00
|
AAA
|
2,948,674
|
|
Pilot, Series 2009A, 7.000%, 3/01/49 AGC Insured
|
|
|
|
5,000
|
New York City, New York, General Obligation Bonds, Fiscal Series 2005F-1, 5.000%, 9/01/21
|
9/15 at 100.00
|
AA
|
5,209,850
|
|
AMBAC Insured
|
|
|
|
10,000
|
New York City, New York, General Obligation Bonds, Fiscal Series 2005M, 5.000%, 4/01/26
|
4/15 at 100.00
|
AA
|
10,162,000
|
|
FGIC Insured
|
|
|
|
5,000
|
New York State Thruway Authority, General Revenue Bonds, Series 2005F, 5.000%, 1/01/26
|
1/15 at 100.00
|
A+
|
5,082,750
|
|
AMBAC Insured
|
|
|
|
|
New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds,
|
|
|
|
|
Series 2004A-1:
|
|
|
|
1,000
|
5.000%, 3/15/23 FGIC Insured
|
3/14 at 100.00
|
AAA
|
1,041,090
|
5,000
|
5.000%, 3/15/25 FGIC Insured
|
3/14 at 100.00
|
AAA
|
5,163,700
|
3,650
|
New York State Urban Development Corporation, State Personal Income Tax Revenue Bonds, Series
|
3/15 at 100.00
|
AAA
|
3,792,496
|
|
2005B, 5.000%, 3/15/25 FSA Insured (UB)
|
|
|
|
10,000
|
Triborough Bridge and Tunnel Authority, New York, Subordinate Lien General Purpose Revenue
|
11/12 at 100.00
|
Aa3
|
10,038,300
|
|
Refunding Bonds, Series 2002E, 5.000%, 11/15/32 MBIA Insured
|
|
|
|
77,200
|
Total New York
|
|
|
76,702,680
|
|
North Carolina 1.5% (1.0% of Total Investments)
|
|
|
|
|
Mooresville, North Carolina, Enterprise System Revenue Bonds, Series 2004:
|
|
|
|
2,115
|
5.000%, 5/01/22 FGIC Insured
|
5/14 at 100.00
|
A
|
2,118,384
|
2,575
|
5.000%, 5/01/26 FGIC Insured
|
5/14 at 100.00
|
A
|
2,598,639
|
5,000
|
North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Series 2003A, 5.250%,
|
1/13 at 100.00
|
AAA
|
5,344,150
|
|
1/01/16 FSA Insured
|
|
|
|
|
Raleigh Durham Airport Authority, North Carolina, Airport Revenue Bonds, Series 2005A:
|
|
|
|
3,205
|
5.000%, 5/01/23 AMBAC Insured
|
5/15 at 100.00
|
Aa3
|
3,252,722
|
3,295
|
5.000%, 5/01/24 AMBAC Insured
|
5/15 at 100.00
|
Aa3
|
3,337,440
|
16,190
|
Total North Carolina
|
|
|
16,651,335
|
|
North Dakota 0.6% (0.4% of Total Investments)
|
|
|
|
|
Grand Forks, North Dakota, Sales Tax Revenue Bonds, Alerus Project, Series 2005A:
|
|
|
|
2,195
|
5.000%, 12/15/22 MBIA Insured
|
12/15 at 100.00
|
A1
|
2,283,459
|
1,355
|
5.000%, 12/15/23 MBIA Insured
|
12/15 at 100.00
|
A1
|
1,402,046
|
3,000
|
5.000%, 12/15/24 MBIA Insured
|
12/15 at 100.00
|
A1
|
3,095,730
|
6,550
|
Total North Dakota
|
|
|
6,781,235
|
|
Ohio 4.3% (2.7% of Total Investments)
|
|
|
|
2,650
|
Cleveland State University, Ohio, General Receipts Bonds, Series 2004, 5.250%, 6/01/24
|
6/14 at 100.00
|
A
|
2,657,632
|
|
FGIC Insured
|
|
|
|
2,000
|
Columbus City School District, Franklin County, Ohio, General Obligation Bonds, Series 2004,
|
12/14 at 100.00
|
AAA
|
2,345,780
|
|
5.250%, 12/01/25 (Pre-refunded 12/01/14) FSA Insured
|
|
|
|
2,385
|
Columbus, Ohio, Tax Increment Financing Bonds, Easton Project, Series 2004A, 5.000%,
|
6/14 at 100.00
|
BBB+
|
2,392,346
|
|
12/01/22 AMBAC Insured
|
|
|
|
2,205
|
Hamilton City School District, Ohio, General Obligation Bonds, Series 2005, 5.000%, 12/01/24
|
6/15 at 100.00
|
Baa1
|
2,240,523
|
|
MBIA Insured
|
|
|
|
19,595
|
Hamilton County, Ohio, Sales Tax Bonds, Subordinate Lien, Series 2006, 4.250%, 12/01/32
|
12/16 at 100.00
|
A2
|
15,986,973
|
|
AMBAC Insured
|
|
|
|
20,100
|
Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 1999,
|
11/09 at 101.00
|
N/R
|
18,390,093
|
|
5.375%, 11/15/39 AMBAC Insured
|
|
|
|
3,000
|
Ross Local School District, Butler County, Ohio, General Obligation Bonds, Series 2003,
|
12/13 at 100.00
|
Aa3 (4)
|
3,453,990
|
|
5.000%, 12/01/28 (Pre-refunded 12/01/13) FSA Insured
|
|
|
|
51,935
|
Total Ohio
|
|
|
47,467,337
|
|
Oklahoma 3.1% (1.9% of Total Investments)
|
|
|
|
3,500
|
Oklahoma Capitol Improvement Authority, State Facilities Revenue Bonds, Series 2005F, 5.000%,
|
7/15 at 100.00
|
AA
|
3,647,070
|
|
7/01/24 AMBAC Insured
|
|
|
|
2,270
|
Oklahoma Housing Finance Agency, GNMA Collateralized Single Family Mortgage Revenue Bonds,
|
No Opt. Call
|
AAA
|
2,464,562
|
|
Series 1987A, 7.997%, 8/01/18 (Alternative Minimum Tax)
|
|
|
|
21,000
|
Oklahoma Municipal Power Authority, Power Supply System Revenue Bonds, Series 2007, 4.500%,
|
1/17 at 100.00
|
A
|
17,487,120
|
|
1/01/47 FGIC Insured
|
|
|
|
5,245
|
Oklahoma State Industries Authority, Revenue Bonds, Oklahoma Medical Research Foundation,
|
2/11 at 100.00
|
A1
|
5,264,774
|
|
Series 2001, 5.250%, 2/01/21 AMBAC Insured
|
|
|
|
4,880
|
University of Oklahoma, Student Housing Revenue Bonds, Series 2004, 5.000%, 7/01/22
|
7/14 at 100.00
|
A1
|
4,888,198
|
|
AMBAC Insured
|
|
|
|
36,895
|
Total Oklahoma
|
|
|
33,751,724
|
|
Oregon 0.3% (0.2% of Total Investments)
|
|
|
|
2,535
|
Oregon Department of Administrative Services, Certificates of Participation, Series 2005A,
|
5/15 at 100.00
|
AAA
|
2,633,155
|
|
5.000%, 5/01/25 FSA Insured
|
|
|
|
780
|
Oregon Housing and Community Services Department, Single Family Mortgage Revenue Bonds, Series
|
1/10 at 100.00
|
Aa2
|
780,624
|
|
1995A, 6.450%, 7/01/26 (Alternative Minimum Tax)
|
|
|
|
3,315
|
Total Oregon
|
|
|
3,413,779
|
|
Pennsylvania 3.4% (2.1% of Total Investments)
|
|
|
|
7,925
|
Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Series 2006A,
|
6/16 at 100.00
|
AAA
|
8,197,779
|
|
5.000%, 6/01/26 FSA Insured (UB)
|
|
|
|
1,800
|
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Drexel University, Series
|
5/15 at 100.00
|
A+
|
1,803,420
|
|
2005A, 5.000%, 5/01/28 MBIA Insured
|
|
|
|
11,740
|
Pennsylvania Public School Building Authority, Lease Revenue Bonds, School District of
|
12/16 at 100.00
|
AAA
|
10,575,744
|
|
Philadelphia, Series 2006B, 4.500%, 6/01/32 FSA Insured (UB)
|
|
|
|
2,625
|
Pennsylvania Turnpike Commission, Turnpike Revenue Bonds, Series 2006A, 5.000%, 12/01/26
|
6/16 at 100.00
|
Aa3
|
2,688,893
|
|
AMBAC Insured
|
|
|
|
6,335
|
Radnor Township School District, Delaware County, Pennsylvania, General Obligation Bonds,
|
8/15 at 100.00
|
Aa3
|
6,531,132
|
|
Series 2005B, 5.000%, 2/15/30 FSA Insured
|
|
|
|
|
Reading School District, Berts County, Pennsylvania, General Obligation Bonds, Series 2005:
|
|
|
|
3,285
|
5.000%, 1/15/22 FSA Insured (UB)
|
1/16 at 100.00
|
AAA
|
3,479,406
|
3,450
|
5.000%, 1/15/23 FSA Insured (UB)
|
1/16 at 100.00
|
AAA
|
3,634,299
|
37,160
|
Total Pennsylvania
|
|
|
36,910,673
|
|
Puerto Rico 1.0% (0.6% of Total Investments)
|
|
|
|
2,500
|
Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2005RR, 5.000%, 7/01/30
|
7/15 at 100.00
|
AAA
|
2,937,075
|
|
(Pre-refunded 7/01/15) SYNCORA GTY Insured
|
|
|
|
2,000
|
Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2003G, 5.250%,
|
7/13 at 100.00
|
BBB
|
1,917,820
|
|
7/01/19 FGIC Insured
|
|
|
|
1,550
|
Puerto Rico Municipal Finance Agency, Series 2005C, 5.250%, 8/01/21 CIFG Insured
|
No Opt. Call
|
BBB
|
1,507,282
|
36,000
|
Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Series 2007A, 0.000%,
|
No Opt. Call
|
AA
|
4,327,560
|
|
8/01/42 FGIC Insured
|
|
|
|
42,050
|
Total Puerto Rico
|
|
|
10,689,737
|
|
Rhode Island 2.3% (1.5% of Total Investments)
|
|
|
|
2,195
|
Providence Housing Development Corporation, Rhode Island, FHA-Insured Section 8 Assisted
|
1/10 at 100.00
|
AA
|
2,197,897
|
|
Mortgage Revenue Refunding Bonds, Barbara Jordan Apartments, Series 1994A, 6.750%,
|
|
|
|
|
7/01/25 MBIA Insured
|
|
|
|
20,475
|
Rhode Island Depositors Economic Protection Corporation, Special Obligation Refunding Bonds,
|
2/11 at 100.00
|
A (4)
|
21,860,134
|
|
Series 1993B, 5.250%, 8/01/21 (Pre-refunded 2/01/11) MBIA Insured
|
|
|
|
1,405
|
Rhode Island Health & Educational Building Corporation, Higher Education Auxiliary Enterprise
|
9/14 at 100.00
|
A2
|
1,453,627
|
|
Revenue Bonds, Series 2004A, 5.500%, 9/15/24 AMBAC Insured
|
|
|
|
24,075
|
Total Rhode Island
|
|
|
25,511,658
|
|
South Carolina 6.6% (4.1% of Total Investments)
|
|
|
|
14,650
|
Anderson County School District 5, South Carolina, General Obligation Bonds, Series 2008,
|
2/18 at 100.00
|
AAA
|
15,172,566
|
|
Trust 1181, 9.469%, 2/01/38 FSA Insured (IF)
|
|
|
|
10,000
|
Beaufort County, South Carolina, Tax Increment Bonds, New River Redevelopment Project, Series
|
12/12 at 100.00
|
A
|
9,964,300
|
|
2002, 5.000%, 6/01/27 MBIA Insured
|
|
|
|
|
Medical University Hospital Authority, South Carolina, FHA-Insured Mortgage Revenue Bonds,
|
|
|
|
|
Series 2004A:
|
|
|
|
2,000
|
5.250%, 8/15/22 MBIA Insured
|
8/14 at 100.00
|
A
|
2,049,620
|
2,105
|
5.250%, 8/15/23 MBIA Insured
|
8/14 at 100.00
|
A
|
2,150,784
|
3,685
|
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1988A, 0.000%,
|
No Opt. Call
|
Aaa
|
2,980,760
|
|
1/01/13 AMBAC Insured (ETM)
|
|
|
|
7,955
|
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1988A, 0.000%,
|
No Opt. Call
|
N/R
|
6,818,151
|
|
1/01/13 AMBAC Insured
|
|
|
|
8,000
|
South Carolina JOBS Economic Development Authority, Industrial Revenue Bonds, South Carolina
|
11/12 at 100.00
|
A
|
8,070,640
|
|
Electric and Gas Company, Series 2002A, 5.200%, 11/01/27 AMBAC Insured
|
|
|
|
10,000
|
South Carolina JOBS Economic Development Authority, Industrial Revenue Bonds, South Carolina
|
11/12 at 100.00
|
A
|
8,979,900
|
|
Electric and Gas Company, Series 2002B, 5.450%, 11/01/32 AMBAC Insured (Alternative
|
|
|
|
|
Minimum Tax)
|
|
|
|
17,500
|
South Carolina Transportation Infrastructure Bank, Revenue Bonds, Series 2007A, 4.500%,
|
10/16 at 100.00
|
A1
|
15,781,325
|
|
10/01/34 SYNCORA GTY Insured
|
|
|
|
75,895
|
Total South Carolina
|
|
|
71,968,046
|
|
Tennessee 0.6% (0.4% of Total Investments)
|
|
|
|
6,455
|
Memphis-Shelby County Airport Authority, Tennessee, Airport Revenue Bonds, Series 2001A,
|
3/11 at 100.00
|
AAA
|
6,507,350
|
|
5.500%, 3/01/18 FSA Insured (Alternative Minimum Tax)
|
|
|
|
|
Texas 12.6% (7.9% of Total Investments)
|
|
|
|
22,650
|
Brazos River Authority, Texas, Revenue Refunding Bonds, Houston Industries Inc., Series 1998C,
|
11/09 at 101.00
|
BBB+
|
21,854,759
|
|
5.125%, 5/01/19 AMBAC Insured
|
|
|
|
521
|
Capital Area Housing Finance Corporation, Texas, FNMA Backed Single Family Mortgage Revenue
|
4/12 at 106.00
|
Aaa
|
539,061
|
|
Refunding Bonds, Series 2002A-2, 6.300%, 4/01/35 AMBAC Insured (Alternative Minimum Tax)
|
|
|
|
12,500
|
Dallas-Ft. Worth International Airport, Texas, Joint Revenue Bonds, Series 2000A, 6.125%,
|
11/09 at 100.00
|
A+
|
12,503,250
|
|
11/01/35 FGIC Insured (Alternative Minimum Tax)
|
|
|
|
25,000
|
Harris County-Houston Sports Authority, Texas, Junior Lien Revenue Refunding Bonds, Series
|
11/11 at 100.00
|
A
|
19,619,000
|
|
2001B, 5.250%, 11/15/40 MBIA Insured
|
|
|
|
4,671
|
Houston Housing Finance Corporation, Texas, GNMA Collateralized Mortgage Multifamily Housing
|
9/11 at 105.00
|
Aaa
|
4,737,328
|
|
Revenue Bonds, RRG Apartments Project, Series 2001, 6.350%, 3/20/42
|
|
|
|
|
Houston, Texas, First Lien Combined Utility System Revenue Bonds, Series 2004A:
|
|
|
|
4,000
|
5.250%, 5/15/24 FGIC Insured
|
5/14 at 100.00
|
AA
|
4,146,840
|
5,000
|
5.250%, 5/15/25 MBIA Insured
|
5/14 at 100.00
|
AA
|
5,157,400
|
17,500
|
Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment
|
9/11 at 100.00
|
A
|
16,964,500
|
|
Project, Series 2001B, 5.250%, 9/01/33 AMBAC Insured
|
|
|
|
23,865
|
Jefferson County Health Facilities Development Corporation, Texas, FHA-Insured Mortgage
|
8/11 at 100.00
|
N/R
|
21,834,327
|
|
Revenue Bonds, Baptist Hospital of Southeast Texas, Series 2001, 5.500%, 8/15/41
|
|
|
|
|
AMBAC Insured
|
|
|
|
140
|
Lower Colorado River Authority, Texas, Revenue Refunding and Improvement Bonds, Series 2001A,
|
5/11 at 100.00
|
A1 (4)
|
150,577
|
|
5.000%, 5/15/21 (Pre-refunded 5/15/11) MBIA Insured
|
|
|
|
8,065
|
Lower Colorado River Authority, Texas, Revenue Refunding and Improvement Bonds, Series 2001A,
|
5/11 at 100.00
|
A1
|
8,141,859
|
|
5.000%, 5/15/21 MBIA Insured
|
|
|
|
|
Port of Houston Authority, Harris County, Texas, General Obligation Port Improvement Bonds,
|
|
|
|
|
Series 2001B:
|
|
|
|
3,205
|
5.500%, 10/01/18 FGIC Insured (Alternative Minimum Tax)
|
10/11 at 100.00
|
AAA
|
3,270,254
|
3,375
|
5.500%, 10/01/19 FGIC Insured (Alternative Minimum Tax)
|
10/11 at 100.00
|
AAA
|
3,430,451
|
7,205
|
San Antonio, Texas, Airport System Improvement Revenue Bonds, Series 2001, 5.375%, 7/01/15
|
7/11 at 101.00
|
A+
|
7,353,495
|
|
FGIC Insured (Alternative Minimum Tax)
|
|
|
|
7,550
|
Waco Health Facilities Development Corporation, Texas, Hillcrest Health System Project, FHA
|
8/16 at 100.00
|
A
|
6,830,712
|
|
Insured Mortgage Revenue Bonds, Series 2006A, 5.000%, 8/01/31 MBIA Insured
|
|
|
|
1,840
|
Ysleta Independent School District Public Facility Corporation, Texas, Lease Revenue Refunding
|
11/09 at 100.00
|
A+
|
1,843,110
|
|
Bonds, Series 2001, 5.375%, 11/15/24 AMBAC Insured
|
|
|
|
147,087
|
Total Texas
|
|
|
138,376,923
|
|
Utah 1.6% (1.0% of Total Investments)
|
|
|
|
2,000
|
Clearfield City, Utah, Sales Tax Revenue Bonds, Series 2003, 5.000%, 7/01/28 (Pre-refunded
|
7/13 at 100.00
|
AA (4)
|
2,277,140
|
|
7/01/13) FGIC Insured
|
|
|
|
15,000
|
Utah Transit Authority, Sales Tax Revenue Bonds, Series 2008A, 5.000%, 6/15/32 FSA Insured (UB)
|
6/18 at 100.00
|
AAA
|
15,366,300
|
17,000
|
Total Utah
|
|
|
17,643,440
|
|
Virginia 1.5% (0.9% of Total Investments)
|
|
|
|
1,035
|
Loudoun County Industrial Development Authority, Virginia, Lease Revenue Bonds, Public Safety
|
6/14 at 100.00
|
AAA
|
1,132,911
|
|
Facilities, Series 2003A, 5.250%, 12/15/20 FSA Insured
|
|
|
|
4,840
|
Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Series 2001A,
|
10/11 at 101.00
|
AA
|
4,958,096
|
|
5.500%, 10/01/19 MBIA Insured (Alternative Minimum Tax)
|
|
|
|
10,000
|
Virginia Housing Development Authority, Commonwealth Mortgage Bonds, Series 2001H-1, 5.375%,
|
7/11 at 100.00
|
AAA
|
10,045,500
|
|
7/01/36 NPFG Insured (UB)
|
|
|
|
15,875
|
Total Virginia
|
|
|
16,136,507
|
|
Washington 4.0% (2.5% of Total Investments)
|
|
|
|
2,500
|
Grant County Public Utility District 2, Washington, Revenue Bonds, Wanapum Hydroelectric
|
1/15 at 100.00
|
Aa2
|
2,510,475
|
|
Development, Series 2005A, 5.000%, 1/01/29 FGIC Insured
|
|
|
|
3,500
|
King County School District 401, Highline, Washington, General Obligation Bonds, Series 2004,
|
12/14 at 100.00
|
AA+
|
3,675,840
|
|
5.000%, 10/01/24 FGIC Insured
|
|
|
|
5,000
|
King County, Washington, General Obligation Sewer Bonds, Series 2009, Trust 1W, 13.356%,
|
1/19 at 100.00
|
AAA
|
5,346,250
|
|
1/01/39 AGC Insured (IF)
|
|
|
|
4,345
|
King County, Washington, Sewer Revenue Bonds, Tender Option Bond Trust 3090, 12.938%,
|
7/17 at 100.00
|
AAA
|
4,307,459
|
|
1/01/39 FSA Insured (IF)
|
|
|
|
3,195
|
Kitsap County, Washington, Limited Tax General Obligation Bonds, Series 2000, 5.500%, 7/01/25
|
7/10 at 100.00
|
AA (4)
|
3,344,079
|
|
(Pre-refunded 7/01/10) AMBAC Insured
|
|
|
|
4,250
|
Snohomish County Public Utility District 1, Washington, Generation System Revenue Bonds,
|
No Opt. Call
|
Aaa
|
5,388,448
|
|
Series 1989, 6.650%, 1/01/16 FGIC Insured (ETM)
|
|
|
|
|
Tacoma, Washington, Solid Waste Utility Revenue Refunding Bonds, Series 2006:
|
|
|
|
3,890
|
5.000%, 12/01/24 SYNCORA GTY Insured
|
12/16 at 100.00
|
AA
|
4,015,025
|
4,085
|
5.000%, 12/01/25 SYNCORA GTY Insured
|
12/16 at 100.00
|
AA
|
4,188,024
|
4,290
|
5.000%, 12/01/26 SYNCORA GTY Insured
|
12/16 at 100.00
|
AA
|
4,374,127
|
5,945
|
Washington State, General Obligation Bonds, Series 2009, Trust 1212, 12.408%, 7/01/31 FSA
|
7/16 at 100.00
|
AAA
|
6,362,993
|
|
Insured (IF)
|
|
|
|
41,000
|
Total Washington
|
|
|
43,512,720
|
|
Wisconsin 2.6% (1.6% of Total Investments)
|
|
|
|
15,000
|
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic,
|
8/09 at 100.00
|
AA
|
13,657,200
|
|
Series 1997, 5.750%, 2/15/27 MBIA Insured
|
|
|
|
290
|
Wisconsin, General Obligation Bonds, Series 2004-3, 5.250%, 5/01/20 FGIC Insured
|
5/14 at 100.00
|
Aa3
|
312,055
|
2,600
|
Wisconsin, General Obligation Bonds, Series 2004-3, 5.250%, 5/01/20 (Pre-refunded 5/01/14)
|
5/14 at 100.00
|
Aa3 (4)
|
3,022,240
|
|
FGIC Insured
|
|
|
|
10,945
|
Wisconsin, General Obligation Bonds, Series 2004-4, 5.000%, 5/01/20 MBIA Insured
|
5/14 at 100.00
|
AA
|
11,663,539
|
28,835
|
Total Wisconsin
|
|
|
28,655,034
|
$ 1,943,050
|
Total Investments (cost $1,770,555,227) 158.9%
|
|
|
1,741,777,564
|
|
Floating Rate Obligations (10.8)%
|
|
|
(118,133,333)
|
|
Other Assets Less Liabilities 4.2%
|
|
|
45,528,739
|
|
Auction Rate Preferred Shares, at Liquidation Value (52.3)% (5)
|
|
|
(573,300,000)
|
|
Net Assets Applicable to Common Shares 100%
|
|
|
$ 1,095,872,970
|