Investment Company Act file number 811-06379
Nuveen Insured Municipal Opportunity Fund, Inc.
(Exact name of registrant as specified in charter)
333 West Wacker Drive, Chicago, Illinois 60606
(Address of principal executive offices) (Zip code)
Jessica R. Droeger—Vice President and Secretary
333 West Wacker Drive, Chicago, Illinois 60606
(Name and address of agent for service)
Registrant's telephone number, including area code: 312-917-7700
Date of fiscal year end: 10/31
Date of reporting period: 01/31/05
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments
Portfolio of Investments (Unaudited)
Nuveen Insured Municipal Opportunity Fund, Inc. (NIO)
January 31, 2005
| Principal |
Optional Call |
Market |
||||
|---|---|---|---|---|---|---|
| Amount (000) |
Description(1) |
Provisions* |
Ratings** |
Value |
||
Alabama - 15.5% (10.3% of Total Investments) |
||||||
|
||||||
| $ | 3,815 |
Alabama Housing Finance Authority, GNMA Collateralized Multifamily Housing Revenue Refunding Bonds, |
7/05 at 103.00 |
Aaa |
$ 3,956,155 |
|
Royal Hills Apartments, Series 1995F, 6.500%, 7/20/30 |
||||||
11,000 |
Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health |
5/05 at 102.00 |
AAA |
11,305,580 |
||
System Inc., Series 1995B, 5.875%, 11/15/20 - MBIA Insured |
||||||
Birmingham Special Care Facilities Financing Authority, Alabama, Revenue Bonds, Baptist Health |
||||||
System Inc., Series 1996A: |
||||||
7,465 |
5.875%, 11/15/19 - MBIA Insured |
11/06 at 102.00 |
AAA |
8,021,590 |
||
1,750 |
5.875%, 11/15/26 - MBIA Insured |
11/06 at 102.00 |
AAA |
1,873,113 |
||
11,175 |
Hoover Board of Education, Alabama, Capital Outlay Tax Anticipation Warrants, Series 2001, 5.250%, |
2/11 at 100.00 |
AAA |
12,261,657 |
||
2/15/22 - MBIA Insured |
||||||
Jefferson County, Alabama, Sewer Revenue Refunding Warrants, Series 1997A: |
||||||
25,825 |
5.375%, 2/01/27 (Pre-refunded to 2/01/07) - FGIC Insured |
2/07 at 100.00 |
AAA |
27,294,701 |
||
10,195 |
5.375%, 2/01/27 - FGIC Insured |
2/07 at 100.00 |
AAA |
10,647,454 |
||
Jefferson County, Alabama, Sewer Revenue Capital Improvement Warrants, Series 1999A: |
||||||
10,815 |
5.000%, 2/01/33 (Pre-refunded to 2/01/09) - FGIC Insured |
2/09 at 101.00 |
AAA |
11,799,814 |
||
9,790 |
5.000%, 2/01/33 (Pre-refunded to 2/01/09) - FGIC Insured |
2/09 at 101.00 |
AAA |
10,704,778 |
||
12,000 |
5.375%, 2/01/36 (Pre-refunded to 2/01/09) - FGIC Insured |
2/09 at 101.00 |
AAA |
13,290,600 |
||
29,860 |
5.750%, 2/01/38 (Pre-refunded to 2/01/09) - FGIC Insured |
2/09 at 101.00 |
AAA |
33,493,066 |
||
18,760 |
Jefferson County, Alabama, Sewer Revenue Capitol Improvement Warrants, Series 2001A, 5.000%, |
2/11 at 101.00 |
AAA |
20,804,840 |
||
2/01/41 (Pre-refunded to 2/01/11) - FGIC Insured |
||||||
Jefferson County, Alabama, Sewer Revenue Capital Improvement Warrants, Series 2002B: |
||||||
2,500 |
5.125%, 2/01/42 (Pre-refunded to 8/01/12) - FGIC Insured |
8/12 at 100.00 |
AAA |
2,793,550 |
||
2,500 |
5.125%, 2/01/42 (Pre-refunded to 8/01/12) - FGIC Insured |
8/12 at 100.00 |
AAA |
2,804,125 |
||
Jefferson County, Alabama, Sewer Revenue Capital Improvement Warrants, Series 2002D: |
||||||
425 |
5.000%, 2/01/38 (Pre-refunded to 8/01/12) - FGIC Insured |
8/12 at 100.00 |
AAA |
471,406 |
||
1,940 |
5.000%, 2/01/38 (Pre-refunded to 8/01/12) - FGIC Insured |
8/12 at 100.00 |
AAA |
2,159,996 |
||
14,800 |
5.000%, 2/01/42 (Pre-refunded to 8/01/12) - FGIC Insured |
8/12 at 100.00 |
AAA |
16,478,320 |
||
5,240 |
Jefferson County, Alabama, Sewer Revenue Refunding Warrants, Series 2003B, 5.000%, 2/01/41 |
2/11 at 101.00 |
AAA |
5,829,448 |
||
(Pre-refunded to 2/01/11) - FGIC Insured |
||||||
6,000 |
University of Alabama, Tuscaloosa, General Revenue Bonds, Series 2004A, 5.000%, 7/01/29 - MBIA |
7/14 at 100.00 |
AAA |
6,315,060 |
||
Insured |
||||||
Alaska - 2.3% (1.6% of Total Investments) |
||||||
|
||||||
11,245 |
Alaska Housing Finance Corporation, General Mortgage Revenue Bonds, Series 1999A, 6.050%, |
6/09 at 100.00 |
AAA |
11,743,941 |
||
6/01/39 - MBIA Insured |
||||||
11,460 |
Alaska Housing Finance Corporation, Governmental Purpose Bonds, Series 1995A, 5.875%, 12/01/30 - |
12/05 at 102.00 |
AAA |
11,853,995 |
||
MBIA Insured |
||||||
390 |
Alaska Housing Finance Corporation, Collateralized Veterans Mortgage Program Bonds, First Series |
12/09 at 100.00 |
AAA |
408,950 |
||
1999A-2, 6.250%, 6/01/39 (Alternative Minimum Tax) |
||||||
3,190 |
Alaska Housing Finance Corporation, Collateralized Veterans Mortgage Program Bonds, First Series |
12/09 at 100.00 |
AAA |
3,371,447 |
||
1999A-1, 6.150%, 6/01/39 |
||||||
3,000 |
Alaska Student Loan Corporation, Student Loan Revenue Bonds, Series 1998A, 5.250%, 7/01/14 |
7/08 at 100.00 |
AAA |
3,138,540 |
||
(Alternative Minimum Tax) - AMBAC Insured |
||||||
Arizona - 1.1% (0.8% 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 |
AAA |
2,146,520 |
||
2,000 |
5.000%, 9/01/27 - AMBAC Insured |
3/15 at 100.00 |
AAA |
2,127,820 |
||
1,000 |
Maricopa County Union High School District 210, Phoenix, Arizona, General Obligation Bonds, Series |
7/14 at 100.00 |
AAA |
1,083,100 |
||
2004A, 5.000%, 7/01/22 - FSA Insured |
||||||
1,150 |
Phoenix Civic Improvement Corporation, Arizona, Junior Lien Wastewater System Revenue Bonds, Series |
7/14 at 100.00 |
AAA |
1,219,529 |
||
2004, 5.000%, 7/01/27 - MBIA Insured |
||||||
5,695 |
Pima County Industrial Development Authority, Arizona, Lease Obligation Revenue Refunding Bonds, |
7/05 at 101.50 |
AAA |
5,953,553 |
||
Tucson Electric Power Company, Series 1988A, 7.250%, 7/15/10 - FSA Insured |
||||||
2,000 |
Yuma County Industrial Development Authority, Arizona, Hospital Revenue Bonds, Yuma Regional |
8/11 at 101.00 |
AAA |
2,284,940 |
||
Medical Center, Series 2001, 5.500%, 8/01/20 (Pre-refunded to 8/01/11) - FSA Insured |
||||||
California - 27.5% (18.3% of Total Investments) |
||||||
|
||||||
California Rural Home Mortgage Finance Authority, GNMA Mortgage-Backed Securities Program Single |
||||||
Family Mortgage Revenue Bonds, Series 1996A: |
||||||
105 |
7.550%, 11/01/26 (Alternative Minimum Tax) |
No Opt. Call |
AAA |
106,263 |
||
85 |
7.750%, 5/01/27 (Alternative Minimum Tax) |
No Opt. Call |
AAA |
86,051 |
||
4,500 |
California, General Obligation Bonds, Series 1998, 5.000%, 10/01/19 - FGIC Insured |
10/08 at 101.00 |
AAA |
4,826,925 |
||
10,000 |
California Department of Veterans Affairs, Home Purchase Revenue Bonds, Series 2002A, 5.300%, |
6/12 at 101.00 |
AAA |
10,760,600 |
||
12/01/21 - AMBAC Insured |
||||||
2,820 |
California Department of Water Resources, Water System Revenue Bonds, Central Valley Project, |
12/14 at 100.00 |
AAA |
2,991,879 |
||
Series 2005AC, 5.000%, 12/01/27 - MBIA Insured |
||||||
California Department of Water Resources, Power Supply Revenue Bonds, Series 2002A: |
||||||
30,000 |
5.375%, 5/01/17 - XLCA Insured |
5/12 at 101.00 |
AAA |
33,468,900 |
||
35,000 |
5.375%, 5/01/18 - AMBAC Insured |
5/12 at 101.00 |
AAA |
38,929,100 |
||
20,000 |
Cucamonga County Water District, San Bernardino County, California, Certificates of Participation, |
9/11 at 101.00 |
AAA |
20,919,000 |
||
Water Shares Purchase, Series 2000, 5.125%, 9/01/35 - FGIC Insured |
||||||
5,000 |
Long Beach Bond Financing Authority, California, Lease Revenue Refunding Bonds, Long Beach Aquarium |
11/11 at 101.00 |
AAA |
5,321,800 |
||
of the South Pacific, Series 2001, 5.250%, 11/01/30 - AMBAC Insured |
||||||
20,000 |
Los Angeles Unified School District, California, General Obligation Bonds, Series 2003A, 5.000%, |
7/13 at 100.00 |
AAA |
21,617,000 |
||
7/01/21 - FSA Insured |
||||||
9,000 |
Orange County, California, Refunding Recovery Bonds, Series 1995A, 5.750%, 6/01/15 - MBIA Insured |
6/05 at 102.00 |
AAA |
9,279,900 |
||
12,500 |
Orange County, California, Recovery Certificates of Participation, Series 1996A, 6.000%, 7/01/26 - |
7/06 at 102.00 |
AAA |
13,353,500 |
||
MBIA Insured |
||||||
6,205 |
Port of Oakland, California, Revenue Bonds, Series 2002L, 5.000%, 11/01/22 (Alternative Minimum |
11/12 at 100.00 |
AAA |
6,507,059 |
||
Tax) - FGIC Insured |
||||||
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 |
AAA |
15,879,450 |
||
5,000 |
5.125%, 6/15/33 - AMBAC Insured |
12/11 at 101.00 |
AAA |
5,237,050 |
||
6,000 |
Redlands Unified School District, San Bernardino County, California, General Obligation Bonds, |
7/13 at 100.00 |
AAA |
6,343,680 |
||
Series 2003, 5.000%, 7/01/26 - FSA Insured |
||||||
19,300 |
Sacramento Power Authority, California, Revenue Bonds, Power Authority Cogeneration Project, Series |
7/06 at 102.00 |
AAA |
20,566,273 |
||
1995, 5.875%, 7/01/15 - MBIA Insured |
||||||
6,500 |
Salinas, California, GNMA Collateralized Housing Facility Revenue Refunding Bonds, Villa Serra |
7/05 at 101.00 |
AAA |
6,637,605 |
||
Project, Series 1994A, 6.600%, 7/20/30 |
||||||
10,000 |
San Francisco Airports Commission, California, Revenue Bonds, San Francisco International Airport, |
5/06 at 101.00 |
AAA |
10,377,100 |
||
Second Series Issue 13B, 5.500%, 5/01/26 (Alternative Minimum Tax) - MBIA Insured |
||||||
13,710 |
San Francisco Airports Commission, California, Revenue Refunding Bonds, San Francisco International |
5/11 at 100.00 |
AAA |
14,297,885 |
||
Airport, Second Series 2001, Issue 27A, 5.250%, 5/01/26 (Alternative Minimum Tax) - MBIA Insured |
||||||
11,500 |
San Francisco Bay Area Rapid Transit District, California, Sales Tax Revenue Bonds, Series 2001, |
7/11 at 100.00 |
AAA |
12,003,700 |
||
5.125%, 7/01/36 - AMBAC Insured |
||||||
66,685 |
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Senior Lien Toll Road |
No Opt. Call |
AAA |
33,174,454 |
||
Revenue Bonds, Series 1993, 0.000%, 1/01/21 |
||||||
San Joaquin Hills Transportation Corridor Agency, Orange County, California, Toll Road Revenue |
||||||
Refunding Bonds, Series 1997A: |
||||||
31,615 |
5.250%, 1/15/30 - MBIA Insured |
1/07 at 102.00 |
AAA |
33,434,127 |
||
21,500 |
0.000%, 1/15/32 - MBIA Insured |
No Opt. Call |
AAA |
5,495,830 |
||
12,525 |
San Jose Redevelopment Agency, California, Tax Allocation Bonds, Merged Area Redevelopment Project, |
8/10 at 101.00 |
AAA |
13,286,395 |
||
Series 2002, 5.000%, 8/01/20 - MBIA Insured |
||||||
11,000 |
Santa Ana Financing Authority, California, Lease Revenue Bonds, Police Administration and Housing |
No Opt. Call |
AAA |
13,757,260 |
||
Facility, Series 1994A, 6.250%, 7/01/24 - MBIA Insured |
||||||
Colorado - 7.0% (4.7% of Total Investments) |
||||||
|
||||||
10,000 |
Denver City and County, Colorado, Airport System Revenue Refunding Bonds, Series 2001A, 5.500%, |
11/11 at 100.00 |
AAA |
11,011,400 |
||
11/15/15 (Alternative Minimum Tax) - FGIC Insured |
||||||
10,545 |
Denver City and County, Colorado, Airport System Revenue Bonds, Series 1996D, 5.500%, 11/15/25 - |
11/06 at 101.00 |
AAA |
11,123,077 |
||
MBIA Insured |
||||||
4,950 |
Denver Convention Center Hotel Authority, Colorado, Senior Revenue Bonds, Convention Center Hotel, |
12/13 at 100.00 |
AAA |
5,141,268 |
||
Series 2003A, 5.000%, 12/01/33 - XLCA Insured |
||||||
35,995 |
E-470 Public Highway Authority, Colorado, Senior Revenue Bonds, Series 1997B, 0.000%, 9/01/23 - |
No Opt. Call |
AAA |
14,935,405 |
||
MBIA 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 |
34,978,944 |
||
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 |
7,303,964 |
||
(Pre-refunded to 9/01/10) - MBIA Insured |
||||||
10,000 |
E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/27 - MBIA |
No Opt. Call |
AAA |
3,285,500 |
||
Insured |
||||||
1,250 |
Jefferson County School District R1, Colorado, General Obligation Bonds, Series 2004, 5.000%, |
12/14 at 100.00 |
AAA |
1,346,313 |
||
12/15/24 - FSA Insured |
||||||
2,500 |
Summit County School District RE-1, Colorado, General Obligation Bonds, Series 2004B, 5.000%, |
12/14 at 100.00 |
Aaa |
2,691,975 |
||
12/01/24 - FGIC Insured |
||||||
Connecticut - 0.3% (0.2% of Total Investments) |
||||||
|
||||||
4,000 |
Connecticut, General Obligation Bonds, Series 2004D, 5.000%, 12/01/24 - MBIA Insured |
12/14 at 100.00 |
Aaa |
4,317,280 |
||
District of Columbia - 1.0% (0.7% of Total Investments) |
||||||
|
||||||
2,090 |
District of Columbia Housing Finance Agency, GNMA Collateralized Single Family Mortgage Revenue |
6/05 at 100.00 |
AAA |
2,096,918 |
||
Bonds, Series 1990B, 7.100%, 12/01/24 (Alternative Minimum Tax) |
||||||
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 |
AAA |
5,398,800 |
||
5,000 |
5.125%, 10/01/25 - FGIC Insured |
10/13 at 100.00 |
AAA |
5,382,850 |
||
Florida - 5.1% (3.4% of Total Investments) |
||||||
|
||||||
3,445 |
Collier County, Florida, Capital Improvement Revenue Bonds, Series 2005, 5.000%, 10/01/24 (WI, |
10/14 at 100.00 |
AAA |
3,700,171 |
||
settling 2/02/05) - MBIA Insured |
||||||
2,285 |
Florida Municipal Loan Council, Revenue Bonds, Series 2005A, 5.000%, 2/01/23 (WI, settling |
2/15 at 100.00 |
AAA |
2,459,117 |
||
2/15/05) - MBIA Insured |
||||||
4,425 |
Jacksonville Economic Development Commission, Florida, Healthcare Facilities Revenue Bonds, Mayo |
11/12 at 100.00 |
AAA |
4,907,104 |
||
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 |
AAA |
1,639,080 |
||
AMBAC Insured |
||||||
35,920 |
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2002, |
10/12 at 100.00 |
AAA |
37,881,950 |
||
5.375%, 10/01/32 (Alternative Minimum Tax) - FGIC Insured |
||||||
2,150 |
Miami-Dade County, Florida, Aviation Revenue Bonds, Miami International Airport, Series 2002A, |
10/12 at 100.00 |
AAA |
2,218,736 |
||
5.125%, 10/01/35 (Alternative Minimum Tax) - FSA Insured |
||||||
Ocala, Florida, Utility System Revenue Bonds, Series 2005B: |
||||||
1,025 |
5.250%, 10/01/24 - FGIC Insured |
10/15 at 100.00 |
Aaa |
1,143,326 |
||
2,590 |
5.000%, 10/01/27 - FGIC Insured |
10/15 at 100.00 |
Aaa |
2,765,369 |
||
3,000 |
Orange County, Florida, Revenue Refunding Bonds, Solid Waste Facility, Series 2003, 5.000%, |
10/13 at 100.00 |
AAA |
3,287,940 |
||
10/01/14 - MBIA Insured |
||||||
Plantation, Florida, Non-Ad Valorem Revenue Refunding and Improvement Bonds, Series 2003: |
||||||
2,010 |
5.000%, 8/15/16 - FSA Insured |
8/13 at 100.00 |
Aaa |
2,205,191 |
||
2,110 |
5.000%, 8/15/17 - FSA Insured |
8/13 at 100.00 |
Aaa |
2,304,394 |
||
2,225 |
5.000%, 8/15/18 - FSA Insured |
8/13 at 100.00 |
Aaa |
2,429,989 |
||
Georgia - 0.9% (0.6% of Total Investments) |
||||||
|
||||||
1,000 |
Atlanta, Georgia, Water and Wastewater Revenue Bonds, Series 2004, 5.000%, 11/01/22 - FSA Insured |
11/14 at 100.00 |
AAA |
1,082,120 |
||
1,520 |
College Park Business and Industrial Development Authority, Georgia, Public Safety Project Revenue |
9/14 at 102.00 |
AAA |
1,706,975 |
||
Bonds, 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 |
AAA |
1,894,196 |
||
1,135 |
5.250%, 5/01/20 - MBIA Insured |
5/14 at 100.00 |
AAA |
1,265,559 |
||
5,000 |
Glynn-Brunswick Memorial Hospital Authority, Georgia, Revenue Bonds, Southeast Georgia Health |
8/06 at 102.00 |
AAA |
5,286,250 |
||
Systems, Series 1996, 5.250%, 8/01/13 - MBIA Insured |
||||||
Hawaii - 1.9% (1.3% of Total Investments) |
||||||
|
||||||
24,250 |
Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric Company |
5/06 at 101.00 |
AAA |
25,513,668 |
||
Inc., Series 1996A, 6.200%, 5/01/26 (Alternative Minimum Tax) - MBIA Insured |
||||||
Idaho - 0.2% (0.0% of Total Investments) |
||||||
|
||||||
855 |
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1994B-1, 6.750%, 7/01/22 |
No Opt. Call |
Aa1 |
867,834 |
||
770 |
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1994B-2, 6.900%, 7/01/26 |
No Opt. Call |
Aa1 |
811,064 |
||
(Alternative Minimum Tax) |
||||||
930 |
Idaho Housing Agency, Single Family Mortgage Senior Bonds, Series 1995B, 6.600%, 7/01/27 |
7/05 at 102.00 |
Aaa |
949,456 |
||
(Alternative Minimum Tax) |
||||||
Illinois - 7.4% (5.0% 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 |
1,177,523 |
||
12,500 |
Chicago, Illinois, General Airport Second Lien Revenue Refunding Bonds, O'Hare International |
7/05 at 101.00 |
AAA |
12,645,250 |
||
Airport, Series 1993C, 5.000%, 1/01/18 - MBIA Insured |
||||||
Chicago, Illinois, Second Lien Passenger Facility Charge Revenue Refunding Bonds, O'Hare |
||||||
International Airport, Series 2001E: |
||||||
4,615 |
5.500%, 1/01/17 (Alternative Minimum Tax) - AMBAC Insured |
1/11 at 101.00 |
AAA |
5,065,286 |
||
4,870 |
5.500%, 1/01/18 (Alternative Minimum Tax) - AMBAC Insured |
1/11 at 101.00 |
AAA |
5,344,630 |
||
5,000 |
DuPage and Will Counties Community School District 204 - Indian Prairie, Illinois, General |
12/11 at 100.00 |
AAA |
5,401,250 |
||
Obligation Bonds, Series 2001, 5.000%, 12/30/15 - FGIC Insured |
||||||
5,455 |
Eastern Illinois University, Auxiliary Facilities System Revenue Bonds, Series 1989, 0.000%, |
4/05 at 76.71 |
AAA |
4,165,874 |
||
10/01/09 - MBIA Insured |
||||||
10,000 |
Illinois Development Finance Authority, Revenue Bonds, Provena Health, Series 1998A, 5.500%, |
5/08 at 101.00 |
AAA |
10,822,700 |
||
5/15/21 - MBIA Insured |
||||||
2,095 |
Illinois Educational Facilities Authority, Revenue Bonds, Robert Morris College, Series 2000, |
12/07 at 100.00 |
Aaa |
2,264,360 |
||
5.800%, 6/01/30 - MBIA Insured |
||||||
2,180 |
Illinois Educational Facilities Authority, Revenue Bonds, DePaul University, Series 2000, 5.500%, |
10/10 at 101.00 |
AAA |
2,478,551 |
||
10/01/19 (Pre-refunded to 10/01/10) - AMBAC Insured |
||||||
7,000 |
Illinois Health Facilities Authority, Revenue Bonds, Hospital Sisters Services Inc. Obligated |
6/08 at 101.00 |
Aaa |
7,429,450 |
||
Group, Series 1998A, 5.000%, 6/01/18 - MBIA Insured |
||||||
4,500 |
Illinois Health Facilities Authority, Revenue Bonds, Alexian Brothers Health System, Series 1999, |
1/09 at 101.00 |
AAA |
4,758,750 |
||
5.000%, 1/01/19 - FSA Insured |
||||||
22,410 |
Illinois, General Obligation Bonds, Illinois FIRST Program, Series 2002, 5.125%, 2/01/27 - FGIC |
2/12 at 100.00 |
AAA |
23,640,757 |
||
Insured |
||||||
4,560 |
Macon County, Illinois, Revenue Bonds, Millikin University, Series 1995, 6.250%, 10/01/16 |
10/05 at 100.00 |
AAA |
4,684,944 |
||
(Pre-refunded to 10/01/05) - AMBAC Insured |
||||||
Schaumburg, Illinois, General Obligation Bonds, Series 2004B: |
||||||
4,260 |
5.000%, 12/01/22 - FGIC Insured |
12/14 at 100.00 |
AAA |
4,594,325 |
||
2,365 |
5.000%, 12/01/23 - FGIC Insured |
12/14 at 100.00 |
AAA |
2,542,635 |
||
Indiana - 4.0% (2.7% of Total Investments) |
||||||
|
||||||
2,030 |
Decatur Township-Marion County Multi-School Building Corporation, Indiana, First Mortgage Bonds, |
7/13 at 100.00 |
AAA |
2,199,383 |
||
Series 2003, 5.000%, 7/15/20 - FGIC Insured |
||||||
11,000 |
Indiana Health Facility Financing Authority, Hospital Revenue Bonds, Daughters of Charity, Series |
5/06 at 100.00 |
Aaa |
11,139,480 |
||
1993, 5.750%, 11/15/22 |
||||||
4,035 |
Indiana State Office Building Commission, Revenue Bonds, Indiana State Museum, Series 2004C, |
No Opt. Call |
AAA |
4,569,557 |
||
5.250%, 7/01/15 - FGIC Insured |
||||||
3,250 |
Indianapolis Local Public Improvement Bond Bank, Indiana, Waterworks Project, Series 2002A, |
7/12 at 100.00 |
AAA |
3,479,743 |
||
5.250%, 7/01/33 - MBIA Insured |
||||||
20,000 |
Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1999E, 0.000%, 2/01/28 - AMBAC |
No Opt. Call |
AAA |
6,388,400 |
||
Insured |
||||||
1,340 |
Monroe-Gregg Grade School Building Corporation, Morgan County, Indiana, First Mortgage Bonds, |
1/14 at 100.00 |
AAA |
1,419,810 |
||
Series 2004, 5.000%, 1/15/25 - FSA Insured |
||||||
Noblesville Redevelopment Authority, Indiana, Economic Development Lease Rental Bonds, Exit 10 |
||||||
Project, Series 2003: |
||||||
3,110 |
5.000%, 1/15/21 - AMBAC Insured |
7/13 at 100.00 |
AAA |
3,330,033 |
||
5,000 |
5.000%, 1/15/28 - AMBAC Insured |
7/13 at 100.00 |
AAA |
5,226,000 |
||
10,000 |
Purdue University, Indiana, Student Fee Bonds, Series 2002O, 5.000%, 7/01/19 - MBIA Insured |
1/12 at 100.00 |
AAA |
10,856,500 |
||
3,705 |
Whitley County Middle School Building Corporation, Columbia City, Indiana, First Mortgage Bonds, |
7/13 at 100.00 |
AAA |
4,060,384 |
||
Series 2003, 5.000%, 7/15/16 - FSA Insured |
||||||
Iowa - 0.3% (0.2% of Total Investments) |
||||||
|
||||||
3,045 |
Ames, Iowa, Hospital Revenue Refunding Bonds, Mary Greeley Medical Center, Series 2003, 5.000%, |
6/13 at 100.00 |
Aaa |
3,314,361 |
||
6/15/15 - AMBAC Insured |
||||||
Kansas - 0.7% (0.5% of Total Investments) |
||||||
|
||||||
1,055 |
Butler County Unified School District 394, Kansas, General Obligation Bonds, Series 2004, 5.000%, |
9/14 at 100.00 |
AAA |
1,150,994 |
||
9/01/20 - FSA Insured |
||||||
2,055 |
Kansas State Turnpike Authority, Revenue Bonds, Series 2004A-2, 5.000%, 9/01/23 - FSA Insured |
9/14 at 101.00 |
AAA |
2,230,394 |
||
5,000 |
University of Kansas Hospital Authority, Health Facilities Revenue Bonds, KU Health System, Series |
9/09 at 100.00 |
AAA |
5,475,350 |
||
1999A, 5.650%, 9/01/29 - AMBAC Insured |
||||||
Kentucky - 1.4% (1.0% of Total Investments) |
||||||
|
||||||
3,870 |
Kenton County School District Finance Corporation, Kentucky, School Building Revenue Bonds, Series |
6/14 at 100.00 |
Aaa |
4,208,045 |
||
2004, 5.000%, 6/01/20 - MBIA Insured |
||||||
12,980 |
Louisville and Jefferson County Metropolitan Sewer District, Kentucky, Sewer and Drainage System |
11/11 at 101.00 |
AAA |
14,482,565 |
||
Revenue Bonds, Series 2001A, 5.500%, 5/15/34 - MBIA Insured |
||||||
Louisiana - 1.6% (1.1% of Total Investments) |
||||||
|
||||||
5,000 |
De Soto Parish, Louisiana, Pollution Control Revenue Refunding Bonds, Cleco Utility Group Inc. |
9/09 at 102.00 |
AAA |
5,656,900 |
||
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 |
AAA |
3,367,672 |
||
MBIA Insured |
||||||
1,640 |
Louisiana Public Facilities Authority, Revenue Bonds, Baton Rouge General Hospital, Series 2004, |
7/14 at 100.00 |
AAA |
1,784,714 |
||
5.250%, 7/01/24 - MBIA Insured |
||||||
6,895 |
Orleans Levee District, Louisiana, Levee District General Obligation Bonds, Series 1986, 5.950%, |
12/05 at 103.00 |
AAA |
7,300,150 |
||
11/01/15 - FSA Insured |
||||||
3,000 |
St. Charles Parish, Louisiana, Pollution Control Revenue Bonds, Louisiana Power and Light Company, |
6/05 at 100.00 |
AAA |
3,099,300 |
||
Series 1991, 7.500%, 6/01/21 (Alternative Minimum Tax) - FSA Insured |
||||||
Maine - 0.2% (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 |
3,139,320 |
||
7/01/28 - FSA Insured |
||||||
Massachusetts - 6.6% (4.4% of Total Investments) |
||||||
|
||||||
22,500 |
Massachusetts Development Finance Authority, Revenue Bonds, WGBH Educational Foundation, Series |
1/12 at 101.00 |
AAA |
24,302,475 |
||
2002A, 5.375%, 1/01/42 - AMBAC Insured |
||||||
8,400 |
Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Berkshire Health Systems, |
10/05 at 102.00 |
AAA |
8,762,376 |
||
Series 1995D, 6.000%, 10/01/13 - MBIA Insured |
||||||
1,105 |
Massachusetts Housing Finance Agency, Housing Revenue Refunding Bonds, Series 1995A, 6.100%, |
12/05 at 102.00 |
AAA |
1,143,476 |
||
12/01/16 - MBIA Insured |
||||||
15,000 |
Massachusetts, Special Obligation Dedicated Tax Revenue Bonds, Series 2004, 5.250%, 1/01/23 - FGIC |
1/14 at 100.00 |
AAA |
16,542,000 |
||
Insured |
||||||
33,315 |
Massachusetts Turnpike Authority, Metropolitan Highway System Revenue Bonds, Senior Series 1997A, |
1/07 at 102.00 |
AAA |
34,007,619 |
||
5.000%, 1/01/37 - MBIA Insured |
||||||
1,500 |
University of Massachusetts Building Authority, Senior Lien Project Revenue Bonds, Series 2004-1, |
11/14 at 100.00 |
AAA |
1,698,090 |
||
5.375%, 11/01/20 - AMBAC Insured |
||||||
Michigan - 7.3% (4.9% of Total Investments) |
||||||
|
||||||
6,000 |
Detroit, Michigan, General Obligation Bonds, Series 2001A-1, 5.375%, 4/01/18 - MBIA Insured |
10/11 at 100.00 |
AAA |
6,705,060 |
||
5,490 |
Detroit City School District, Wayne County, Michigan, Unlimited Tax School Building and Site |
No Opt. Call |
AAA |
6,852,893 |
||
Improvement Bonds, Series 2001A, 6.000%, 5/01/29 - FSA Insured |
||||||
Detroit, Michigan, Sewerage Disposal System Revenue Bonds, Series 1999A: |
||||||
15,825 |
5.750%, 7/01/26 (Pre-refunded to 1/01/10) - FGIC Insured |
1/10 at 101.00 |
AAA |
17,995,241 |
||
20,000 |
5.875%, 7/01/27 (Pre-refunded to 1/01/10) - FGIC Insured |
1/10 at 101.00 |
AAA |
22,856,400 |
||
8,700 |
Detroit, Michigan, Senior Lien Water Supply System Revenue Bonds, Series 1997A, 5.000%, 7/01/27 - |
7/07 at 101.00 |
AAA |
9,106,464 |
||
MBIA Insured |
||||||
8,000 |
Gaylord Community Schools, Otsego and Antrim Counties, Michigan, School Building and Site Refunding |
5/07 at 37.75 |
AAA |
2,851,760 |
||
Bonds, Series 1992, 0.000%, 5/01/21 (Pre-refunded to 5/01/07) - MBIA Insured |
||||||
Grand Rapids Community College, Kent County, Michigan, General Obligation Refunding Bonds, Series |
||||||
2003: |
||||||
1,050 |
5.250%, 5/01/17 - AMBAC Insured |
5/13 at 100.00 |
AAA |
1,170,109 |
||
1,085 |
5.250%, 5/01/20 - AMBAC Insured |
5/13 at 100.00 |
AAA |
1,203,569 |
||
27,000 |
Okemos Public School District, Ingham County, Michigan, School Building and Site Bonds, Series |
5/06 at 34.54 |
AAA |
9,071,730 |
||
1991I, 0.000%, 5/01/21 (Pre-refunded to 5/01/06) - MBIA Insured |
||||||
10,000 |
Wayne County, Michigan, Limited Tax General Obligation Airport Hotel Revenue Bonds, Detroit |
12/11 at 101.00 |
AAA |
10,961,800 |
||
Metropolitan Wayne County Airport, Series 2001A, 5.250%, 12/01/25 - MBIA Insured |
||||||
6,850 |
Wayne County, Michigan, Airport Revenue Bonds, Detroit Metropolitan Wayne County Airport, Series |
12/08 at 101.00 |
AAA |
7,337,309 |
||
1998A, 5.375%, 12/01/15 (Alternative Minimum Tax) - MBIA Insured |
||||||
Minnesota - 1.1% (0.7% of Total Investments) |
||||||
|
||||||
13,020 |
St. Paul Housing and Redevelopment Authority, Minnesota, GNMA Collateralized Multifamily Housing |
12/11 at 102.00 |
Aaa |
14,009,780 |
||
Revenue Bonds, Marian Center Project, Series 2001A, 6.450%, 6/20/43 |
||||||
Nebraska - 0.2% (0.1% of Total Investments) |
||||||
|
||||||
Nebraska Public Power District, General Revenue Bonds, Series 2005A: |
||||||
1,000 |
5.000%, 1/01/24 - FSA Insured |
1/15 at 100.00 |
AAA |
1,076,500 |
||
1,000 |
5.000%, 1/01/25 - FSA Insured |
1/15 at 100.00 |
AAA |
1,071,430 |
||
Nevada - 8.1% (5.4% of Total Investments) |
||||||
|
||||||
12,105 |
Clark County, Nevada, General Obligation Bank Bonds, Southern Nevada Water Authority Loan, Series |
12/12 at 100.00 |
AAA |
12,552,764 |
||
2002, 5.000%, 6/01/32 - MBIA Insured |
||||||
7,370 |
Clark County, Nevada, Subordinate Lien Airport Revenue Bonds, Series 2004A-2, 5.125%, 7/01/25 - |
7/14 at 100.00 |
AAA |
7,894,891 |
||
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 |
AAA |
16,666,350 |
||
13,000 |
5.375%, 1/01/40 - AMBAC Insured |
1/10 at 100.00 |
AAA |
13,767,650 |
||
530 |
Nevada Housing Division, Single Family Mortgage Bonds, Senior Series 1994B-1, 6.700%, 10/01/17 |
4/05 at 101.00 |
Aa2 |
541,443 |
||
410 |
Nevada Housing Division, Single Family Mortgage Bonds, Senior Series 1994B-2, 6.950%, 10/01/26 |
4/05 at 101.00 |
Aa2 |
412,882 |
||
(Alternative Minimum Tax) |
||||||
40,285 |
Reno, Nevada, Capital Improvement Revenue Bonds, Series 2002, 5.375%, 6/01/32 - FGIC Insured |
6/12 at 100.00 |
AAA |
43,647,992 |
||
10,000 |
Reno, Nevada, Senior Lien Sales and Room Tax Revenue Bonds, Reno Transportation Rail Access |
6/12 at 100.00 |
AAA |
10,532,200 |
||
Corridor Project, Series 2002, 5.125%, 6/01/27 - AMBAC Insured |
||||||
New Jersey - 1.8% (1.2% 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 |
Aaa |
2,189,720 |
||
2,250 |
5.125%, 10/01/22 - MBIA Insured |
10/14 at 100.00 |
Aaa |
2,452,095 |
||
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 |
AAA |
4,154,189 |
||
3,850 |
5.000%, 7/01/23 - MBIA Insured |
7/14 at 100.00 |
AAA |
4,141,676 |
||
2,120 |
New Jersey Educational Facilities Authority, Revenue Bonds, Ramapo College, Series 2004E, 5.000%, |
7/14 at 100.00 |
AAA |
2,297,910 |
||
7/01/21 - FGIC Insured |
||||||
5,000 |
New Jersey Turnpike Authority, Revenue Bonds, Series 2003A, 5.000%, 1/01/19 - FGIC Insured |
7/13 at 100.00 |
AAA |
5,425,600 |
||
2,795 |
Rutgers State University, New Jersey, Revenue Bonds, Series 2004E, 5.000%, 5/01/22 - FGIC Insured |
5/14 at 100.00 |
AAA |
3,012,535 |
||
New York - 6.1% (4.1% of Total Investments) |
||||||
|
||||||
8,685 |
Long Island Power Authority, New York, Electric System General Revenue Bonds, Series 1998A, |
6/08 at 101.00 |
AAA |
9,446,501 |
||
5.300%, 12/01/19 - FSA Insured |
||||||
Metropolitan Transportation Authority, New York, State Service Contract Refunding Bonds, Series |
||||||
2002A: |
||||||
2,500 |
5.000%, 7/01/21 - FGIC Insured |
7/12 at 100.00 |
AAA |
2,704,825 |
||
5,000 |
5.000%, 7/01/25 - FGIC Insured |
7/12 at 100.00 |
AAA |
5,338,150 |
||
15,000 |
New York City Municipal Water Finance Authority, New York, Water and Sewerage System Revenue Bonds, |
6/06 at 101.00 |
AAA |
15,634,200 |
||
Fiscal Series 1997A, 5.375%, 6/15/26 - FSA Insured |
||||||
New York City Municipal Water Finance Authority, New York, Water and Sewerage System Revenue Bonds, |
||||||
Fiscal Series 1996B: |
||||||
3,520 |
5.750%, 6/15/26 (Pre-refunded to 6/15/06) - MBIA Insured |
6/06 at 101.00 |
AAA |
3,717,965 |
||
6,480 |
5.750%, 6/15/26 - MBIA Insured |
6/06 at 101.00 |
AAA |
6,843,528 |
||
1,880 |
Dormitory Authority of the State of New York, FHA-Insured Mortgage Revenue Bonds, Montefiore |
2/15 at 100.00 |
AAA |
2,024,873 |
||
Hospital, Series 2004, 5.000%, 8/01/23 - FGIC Insured |
||||||
5,000 |
New York State Urban Development Corporation, Correctional Capital Facilities Revenue Bonds, Series |
1/07 at 102.00 |
AAA |
5,408,150 |
||
1996-7, 5.700%, 1/01/27 (Pre-refunded to 1/01/07) - MBIA 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 |
1,075,360 |
||
5,000 |
5.000%, 3/15/25 - FGIC Insured |
3/14 at 100.00 |
AAA |
5,333,500 |
||
New York City Sales Tax Asset Receivable Corporation, New York, Dedicated Revenue Bonds, Local |
||||||
Government Assistance Corporation, Series 2004A: |
||||||
4,825 |
5.000%, 10/15/24 - MBIA Insured |
10/14 at 100.00 |
AAA |
5,195,560 |
||
1,665 |
5.000%, 10/15/25 - MBIA Insured |
10/14 at 100.00 |
AAA |
1,784,580 |
||
15,000 |
Triborough Bridge and Tunnel Authority, New York, Subordinate Lien General Purpose Revenue |
11/12 at 100.00 |
AAA |
15,622,200 |
||
Refunding Bonds, Series 2002E, 5.000%, 11/15/32 - MBIA Insured |
||||||
North Carolina - 0.8% (0.5% 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 |
AAA |
2,284,708 |
||
2,575 |
5.000%, 5/01/26 - FGIC Insured |
5/14 at 100.00 |
AAA |
2,736,453 |
||
5,000 |
North Carolina Municipal Power Agency 1, Catawba Electric Revenue Bonds, Series 2003A, 5.250%, |
1/13 at 100.00 |
AAA |
5,567,400 |
||
1/01/16 - FSA Insured |
||||||
Ohio - 2.6% (1.7% of Total Investments) |
||||||
|
||||||
2,650 |
Cleveland State University, Ohio, General Receipts Bonds, Series 2004, 5.250%, 6/01/24 - FGIC |
6/14 at 100.00 |
AAA |
2,926,395 |
||
Insured |
||||||
2,000 |
Columbus City School District, Franklin County, Ohio, General Obligation Bonds, Series 2004, |
12/14 at 100.00 |
AAA |
2,209,200 |
||
5.250%, 12/01/25 - FSA Insured |
||||||
2,385 |
Columbus, Ohio, Tax Increment Financing Bonds, Easton Project, Series 2004A, 5.000%, 12/01/22 - |
6/14 at 100.00 |
AAA |
2,556,648 |
||
AMBAC Insured |
||||||
20,100 |
Lucas County, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 1999, |
11/09 at 101.00 |
AAA |
21,636,243 |
||
5.375%, 11/15/39 - AMBAC Insured |
||||||
1,320 |
Ohio Housing Finance Agency, GNMA Mortgage-Backed Securities Program Residential Mortgage Revenue |
3/05 at 102.00 |
Aaa |
1,323,986 |
||
Bonds, Series 1995A-2, 6.625%, 3/01/26 (Alternative Minimum Tax) |
||||||
3,000 |
Ross Local School District Board of Education, Butler County, Ohio, General Obligation Bonds, |
12/13 at 100.00 |
Aaa |
3,158,460 |
||
Series 2003, 5.000%, 12/01/28 - FSA Insured |
||||||
Oklahoma - 1.4% (0.9% of Total Investments) |
||||||
|
||||||
6,710 |
Oklahoma Housing Finance Agency, GNMA Collateralized Single Family Mortgage Revenue Bonds, Series |
No Opt. Call |
AAA |
6,950,084 |
||
1987A, 7.997%, 8/01/18 (Alternative Minimum Tax) |
||||||
5,245 |
Oklahoma State Industries Authority, Revenue Bonds, Oklahoma Medical Research Foundation, Series |
2/11 at 100.00 |
Aaa |
5,708,553 |
||
2001, 5.250%, 2/01/21 - AMBAC Insured |
||||||
4,880 |
University of Oklahoma, Student Housing Revenue Bonds, Series 2004, 5.000%, 7/01/22 - AMBAC |
7/14 at 100.00 |
Aaa |
5,273,523 |
||
Insured |
||||||
Oregon - 0.1% (0.1% of Total Investments) |
||||||
|
||||||
1,745 |
Oregon Housing and Community Services Department, Single Family Mortgage Revenue Bonds, Series |
7/05 at 102.00 |
Aa2 |
1,789,602 |
||
1995A, 6.450%, 7/01/26 (Alternative Minimum Tax) |
||||||
Puerto Rico - 0.2% (0.1% of Total Investments) |
||||||
|
||||||
2,000 |
Puerto Rico Highway and Transportation Authority, Highway Revenue Bonds, Series 2003G, 5.250%, |
7/13 at 100.00 |
AAA |
2,242,200 |
||
7/01/19 - FGIC Insured |
||||||
Rhode Island - 2.0% (1.4% of Total Investments) |
||||||
|
||||||
2,195 |
Providence Housing Development Corporation, Rhode Island, FHA-Insured Mortgage Revenue Refunding |
7/05 at 101.00 |
AAA |
2,241,929 |
||
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, Series |
2/11 at 100.00 |
AAA |
22,886,136 |
||
1993B, 5.250%, 8/01/21 (Pre-refunded to 2/01/11) - MBIA Insured |
||||||
1,405 |
Rhode Island Health and Educational Building Corporation, HIgher Education Auxiliary Enterprise |
9/14 at 100.00 |
Aaa |
1,585,655 |
||
Revenue Bonds, Series 2004A, 5.500%, 9/15/24 - AMBAC Insured |
||||||
South Carolina - 4.1% (2.7% of Total Investments) |
||||||
|
||||||
10,000 |
Beaufort County, South Carolina, Tax Increment Bonds, New River Redevelopment Project, Series 2002, |
12/12 at 100.00 |
AAA |
10,484,500 |
||
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 |
AAA |
2,189,960 |
||
2,105 |
5.250%, 8/15/23 - MBIA Insured |
8/14 at 100.00 |
AAA |
2,297,965 |
||
Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1988A: |
||||||
9,190 |
0.000%, 1/01/13 (Pre-refunded to 7/01/09) - AMBAC Insured |
7/09 at 76.63 |
AAA |
6,158,679 |
||
4,855 |
0.000%, 1/01/13 - AMBAC Insured |
No Opt. Call |
AAA |
3,442,049 |
||
7,955 |
0.000%, 1/01/13 - AMBAC Insured |
No Opt. Call |
AAA |
5,586,399 |
||
South Carolina JOBS Economic Development Authority, Hospital Revenue Bonds, Oconee Memorial |
||||||
Hospital Inc., Series 1995: |
||||||
3,000 |
6.150%, 3/01/15 - CONNIE LEE/AMBAC Insured |
3/05 at 102.00 |
AAA |
3,068,520 |
||
600 |
6.150%, 3/01/25 - CONNIE LEE/AMBAC Insured |
3/05 at 102.00 |
AAA |
613,722 |
||
8,000 |
South Carolina Jobs Economic Development Authority, Industrial Revenue Bonds, South Carolina |
11/12 at 100.00 |
AAA |
8,579,840 |
||
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 |
AAA |
10,647,400 |
||
Electric and Gas Company, Series 2002B, 5.450%, 11/01/32 (Alternative Minimum Tax) - AMBAC Insured |
||||||
Tennessee - 0.5% (0.4% of Total Investments) |
||||||
|
||||||
6,455 |
Memphis-Shelby County Airport Authority, Tennessee, Airport Revenue Bonds, Series 2001A, 5.500%, |
3/11 at 100.00 |
AAA |
7,062,286 |
||
3/01/18 (Alternative Minimum Tax) - FSA Insured |
||||||
Texas - 18.9% (12.6% of Total Investments) |
||||||
|
||||||
Austin, Texas, General Obligation Bonds, Series 2002: |
||||||
2,150 |
5.375%, 9/01/18 - MBIA Insured |
9/12 at 100.00 |
AAA |
2,407,291 |
||
2,250 |
5.375%, 9/01/19 - MBIA Insured |
9/12 at 100.00 |
AAA |
2,513,070 |
||
22,650 |
Brazos River Authority, Texas, Revenue Refunding Bonds, Houston Industries Inc., Series 1998C, |
5/08 at 102.00 |
AAA |
24,391,785 |
||
5.125%, 5/01/19 (Optional put 5/01/08) - AMBAC Insured |
||||||
1,127 |
Capital Area Housing Finance Corporation, Texas, FNMA Backed Single Family Mortgage Revenue |
4/12 at 106.00 |
AAA |
1,226,927 |
||
Refunding Bonds, Series 2002A-2, 6.300%, 4/01/35 (Alternative Minimum Tax) - AMBAC Insured |
||||||
11,460 |
Dallas County Utility and Reclamation District, Texas, Unlimited Tax General Obligation Refunding |
3/05 at 100.00 |
AAA |
11,676,021 |
||
Bonds, Series 1999B, 5.875%, 2/15/29 (Pre-refunded to 3/15/05) - AMBAC Insured |
||||||
12,500 |
Dallas-Ft. Worth International Airport, Texas, Joint Revenue Bonds, Series 2000A, 6.125%, 11/01/35 |
11/09 at 100.00 |
AAA |
13,911,000 |
||
(Alternative Minimum Tax) - FGIC Insured |
||||||
25,000 |
Harris County-Houston Sports Authority, Texas, Junior Lien Revenue Refunding Bonds, Series 2001B, |
11/11 at 100.00 |
AAA |
26,141,250 |
||
5.250%, 11/15/40 - MBIA Insured |
||||||
Harris County, Texas, Toll Road Senior Lien Revenue Bonds, Series 1989: |
||||||
9,000 |
0.000%, 8/15/18 (Pre-refunded to 8/15/09) - AMBAC Insured |
8/09 at 53.84 |
AAA |
4,214,970 |
||
39,000 |
0.000%, 8/15/19 (Pre-refunded to 8/15/09) - AMBAC Insured |
8/09 at 50.26 |
AAA |
17,050,410 |
||
7,280 |
0.000%, 8/15/20 (Pre-refunded to 8/15/09) - AMBAC Insured |
8/09 at 46.91 |
AAA |
2,971,114 |
||
5,085 |
0.000%, 8/15/21 (Pre-refunded to 8/15/09) - AMBAC Insured |
8/09 at 43.80 |
AAA |
1,937,283 |
||
2,130 |
Harris County Health Facilities Development Corporation, Texas, Thermal Utility Revenue Bonds, TECO |
11/13 at 100.00 |
AAA |
2,321,508 |
||
Project, Series 2003, 5.000%, 11/15/15 - MBIA Insured |
||||||
6,570 |
Houston, Texas, General Obligation Public Improvement Bonds, Series 2001A, 5.375%, 3/01/19 - FSA |
3/11 at 100.00 |
AAA |
7,269,836 |
||
Insured |
||||||
4,170 |
Houston, Texas, Subordinate Lien Airport System Revenue Bonds, Series 2000B, 5.500%, 7/01/30 - FSA |
7/10 at 100.00 |
AAA |
4,560,938 |
||
Insured |
||||||
8,225 |
Houston, Texas, Subordinate Lien Airport System Revenue Refunding Bonds, Series 1997, 5.125%, |
7/07 at 100.00 |
AAA |
8,617,579 |
||
7/01/22 - FGIC Insured |
||||||
17,500 |
Houston, Texas, Hotel Occupancy Tax and Special Revenue Bonds, Convention and Entertainment |
9/11 at 100.00 |
AAA |
18,568,375 |
||
Project, Series 2001B, 5.250%, 9/01/33 - AMBAC Insured |
||||||
12,826 |
Houston Housing Finance Corporation, Texas, GNMA Collateralized Mortgage Multifamily Housing |
9/11 at 105.00 |
Aaa |
13,686,881 |
||
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 |
AAA |
4,392,640 |
||
5,000 |
5.250%, 5/15/25 - MBIA Insured |
5/14 at 100.00 |
AAA |
5,458,300 |
||
23,865 |
Jefferson County Health Facilities Development Corporation, Texas, FHA-Insured Mortgage Revenue |
8/11 at 100.00 |
AAA |
25,963,688 |
||
Bonds, Baptist Hospital of Southeast Texas, Series 2001, 5.500%, 8/15/41 - AMBAC Insured |
||||||
8,205 |
Lower Colorado River Authority, Texas, Revenue Refunding and Improvement Bonds, Series 2001A, |
5/11 at 100.00 |
AAA |
8,673,095 |
||
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 (Alternative Minimum Tax) - FGIC Insured |
10/11 at 100.00 |
AAA |
3,535,948 |
||
3,375 |
5.500%, 10/01/19 (Alternative Minimum Tax) - FGIC Insured |
10/11 at 100.00 |
AAA |
3,723,502 |
||
7,205 |
San Antonio, Texas, Airport System Improvement Revenue Bonds, Series 2001, 5.375%, 7/01/15 |
7/11 at 101.00 |
AAA |
7,822,829 |
||
(Alternative Minimum Tax) - FGIC Insured |
||||||
Tarrant County Health Facilities Development Corporation, Texas, Revenue Bonds, Texas Health |
||||||
Resources System, Series 1997A: |
||||||
2,900 |
5.250%, 2/15/22 - MBIA Insured |
2/08 at 102.00 |
AAA |
3,111,816 |
||
6,820 |
5.000%, 2/15/26 - MBIA Insured |
2/08 at 101.00 |
AAA |
7,008,573 |
||
8,715 |
Texas Department of Housing and Community Affairs, Single Family Mortgage Revenue Bonds, Series |
9/06 at 102.00 |
AAA |
9,030,832 |
||
1996D, 6.250%, 9/01/28 (Alternative Minimum Tax) - MBIA Insured |
||||||
1,910 |
Waco, Texas, Combined Tax and Revenue Certificates of Obligation, Series 2004, 5.000%, 2/01/21 - |
2/14 at 100.00 |
AAA |
2,056,917 |
||
MBIA Insured |
||||||
1,840 |
Ysleta Independent School District Public Facility Corporation, Texas, Lease Revenue Refunding |
11/09 at 100.00 |
AAA |
2,006,465 |
||
Bonds, Series 2001, 5.375%, 11/15/24 - AMBAC Insured |
||||||
Utah - 1.2% (0.8% of Total Investments) |
||||||
|
||||||
2,000 |
Clearfield City, Utah, Sales Tax Revenue Bonds, Series 2003, 5.000%, 7/01/28 - FGIC Insured |
7/13 at 100.00 |
AAA |
2,094,320 |
||
10,000 |
Intermountain Power Agency, Utah, Power Supply Revenue Refunding Bonds, Series 2003A, 5.000%, |
7/13 at 100.00 |
AAA |
10,955,300 |
||
7/01/16 - FSA Insured |
||||||
2,200 |
Utah Housing Finance Agency, FHA-Insured Section 8 Assisted Multifamily Housing Revenue Bonds, |
7/05 at 100.00 |
AA |
2,203,476 |
||
Series 1992A, 7.400%, 7/01/24 |
||||||
Virginia - 1.6% (1.1% of Total Investments) |
||||||
|
||||||
1,035 |
Loudoun County Industrial Development Authority, Virginia, Public Safety Facilities Lease Revenue |
6/14 at 100.00 |
AAA |
1,151,924 |
||
Bonds, 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 |
AAA |
5,335,374 |
||
5.500%, 10/01/19 (Alternative Minimum Tax) - MBIA Insured |
||||||
4,265 |
Metropolitan Washington D.C. Airports Authority, Airport System Revenue Bonds, Series 2004A, |
10/14 at 100.00 |
AAA |
4,619,933 |
||
5.000%, 10/01/20 - MBIA Insured |
||||||
10,000 |
Virginia Housing Development Authority, Commonwealth Mortgage Bonds, Series 2001H-1, 5.375%, |
7/11 at 100.00 |
AAA |
10,189,500 |
||
7/01/36 - MBIA Insured |
||||||
Washington - 1.8% (1.2% of Total Investments) |
||||||
|
||||||
2,500 |
Grant County Public Utility District 2, Washington, Revenue Bonds, Wanapum Hydroelectric |
1/15 at 100.00 |
AAA |
2,614,300 |
||
Development, Series 2005A, 5.000%, 1/01/29 (WI, settling 2/01/05) - FGIC Insured |
||||||
3,500 |
King County School District 401, Highline, Washington, General Obligation Bonds, Series 2004, |
12/14 at 100.00 |
AAA |
3,745,315 |
||
5.000%, 10/01/24 - FGIC Insured |
||||||
4,000 |
King County School District 414, Lake Washington, Washington, General Obligation Bonds, Series |
12/14 at 100.00 |
AAA |
4,420,680 |
||
2004, 5.000%, 12/01/15 - FSA Insured |
||||||
3,195 |
Kitsap County, Washington, Limited Tax General Obligation Bonds, Series 2000, 5.500%, 7/01/25 - |
7/10 at 100.00 |
AAA |
3,497,822 |
||
AMBAC Insured |
||||||
4,250 |
Snohomish County Public Utility District 1, Washington, Generation System Revenue Bonds, Series |
7/05 at 100.00 |
AAA |
5,217,385 |
||
1989, 6.650%, 1/01/16 - FGIC Insured |
||||||
4,345 |
Washington State Public Power Supply System, Nuclear Project 1 Revenue Refunding Bonds, Series |
7/07 at 102.00 |
AAA |
4,649,498 |
||
1997A, 5.125%, 7/01/17 - AMBAC Insured |
||||||
West Virginia - 0.8% (0.5% of Total Investments) |
||||||
|
||||||
10,000 |
Harrison County Commission, West Virginia, Solid Waste Disposal Revenue Bonds, West Penn Power |
5/05 at 100.00 |
AAA |
10,091,800 |
||
Company - Harrison Station, Series 1993B, 6.300%, 5/01/23 (Alternative Minimum Tax) - MBIA Insured |
||||||
Wisconsin - 3.9% (2.6% of Total Investments) |
||||||
|
||||||
680 |
Wisconsin Housing and Economic Development Authority, Housing Revenue Bonds, Series 1992A, 6.850%, |
7/05 at 100.00 |
AAA |
681,149 |
||
11/01/12 - MBIA Insured |
||||||
2,890 |
Wisconsin, General Obligation Bonds, Series 2004-3, 5.250%, 5/01/20 - FGIC Insured |
5/14 at 100.00 |
AAA |
3,217,664 |
||
10,945 |
Wisconsin, General Obligation Bonds, Series 2004-4, 5.000%, 5/01/20 - MBIA Insured |
5/14 at 100.00 |
AAA |
11,876,201 |
||
15,000 |
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Marshfield Clinic, Series |
2/07 at 102.00 |
AAA |
16,031,700 |
||
1997, 5.750%, 2/15/27 - MBIA Insured |
||||||
18,000 |
Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Healthcare Inc., |
8/07 at 102.00 |
AAA |
19,325,700 |
||
Series 1997, 5.250%, 8/15/17 - MBIA Insured |
||||||
| $ | 1,987,733 |
Total Long-Term Investments (cost $1,794,376,377) - 149.5% |
1,956,448,646 |
|||
Other Assets Less Liabilities - 2.5% |
32,239,848 |
|||||
Preferred Shares, at Liquidation Value - (52.0)% |
(680,000,000) |
|||||
Net Assets Applicable to Common Shares - 100% |
$1,308,688,494 |
|||||
|
All of the bonds in the portfolio are either covered by Original Issue Insurance, Secondary Market Insurance or |
||
Portfolio Insurance, or are backed by an escrow or trust containing sufficient U.S. Government or U.S. |
|||
Government agency securities, any of which ensure the timely payment of principal and interest. |
|||
(1) |
All percentages shown in the Portfolio of Investments are based on net assets applicable to Common |
||
shares unless otherwise noted. |
|||
* |
Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There |
||
may be other call provisions at varying prices at later dates. |
|||
** |
Ratings: Using the higher of Standard & Poor's or Moody's rating. |
||
(WI) |
Security purchased on a when-issued basis. |
||
Income Tax Information |
|||
The following information is presented on an income tax basis. Differences between amounts for financial |
|||
statement and federal income tax purposes are primarily due to timing differences in recognizing income |
|||
on taxable market discount securities and timing differences in recognizing certain gains and losses on |
|||
security transactions. |
|||
At January 31, 2005, the cost of investments was $1,793,618,282. |
|||
Gross unrealized appreciation and gross unrealized depreciation of investments at January 31, 2005, |
|||
were as follows: |
|||
Gross unrealized: |
|||
Appreciation |
$163,609,583 |
||
Depreciation |
(779,219) |
||
Net unrealized appreciation of investments |
$162,830,364 |
||
Item 2. Controls and Procedures.
Item 3. Exhibits.
File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: EX-99 CERT Attached hereto.
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) Nuveen Insured Municipal Opportunity Fund, Inc.
By (Signature and Title)* /s/ Jessica R. Droeger--Vice President and Secretary
Date 04/01/05
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* /s/ Gifford R. Zimmerman--Chief Administrative Officer (principal executive officer)
Date 04/01/05
By (Signature and Title)* /s/ Stephen D. Foy--Vice President and Controller (principal financial officer)
Date 04/01/05
* Print the name and title of each signing officer under his or her signature.