N-Q 1 nq1.htm NIM Form N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

FORM N-Q


QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number         811-7056         

        Nuveen Select Maturities Municipal Fund         
(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:            3/31          

Date of reporting period:         6/30/06         

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 Select Maturities Municipal Fund (NIM)             
    June 30, 2006             
Principal        Optional Call         
Amount (000)    Description    Provisions (1)    Ratings (2)    Value 
    Alabama – 2.1%             
$          2,000    Alabama 21st Century Authority, Tobacco Settlement Revenue Bonds, Series 2001, 5.750%, 12/01/17    12/11 at 101.00    A–   $   2,091,960 
500    Marshall County Healthcare Authority, Alabama, Revenue Bonds, Series 2002A, 6.250%, 1/01/22    1/12 at 101.00    A–    537,420 
2,500    Total Alabama            2,629,380 
    Arizona – 1.2%             
700    Phoenix Industrial Development Authority, Arizona, Statewide Single Family Mortgage Revenue    4/08 at 101.50    AAA    718,074 
     Bonds, Series 1998C, 6.650%, 10/01/29 (Alternative Minimum Tax)             
750    Winslow Industrial Development Authority, Arizona, Hospital Revenue Bonds, Winslow Memorial    No Opt. Call    N/R    752,925 
     Hospital, Series 1998, 5.750%, 6/01/08             
1,450    Total Arizona            1,470,999 
    Arkansas – 4.1%             
1,000    Fort Smith, Arkansas, Water and Sewer Revenue Refunding and Construction Bonds, Series 2002A,    10/11 at 100.00    AAA    1,050,890 
     5.250%, 10/01/17 – FSA Insured             
1,500    Jefferson County, Arkansas, Pollution Control Revenue Bonds, Entergy Arkansas Inc. Project,    6/11 at 100.00    A–    1,490,535 
     Series 2006, 4.600%, 10/01/17             
1,000    Jonesboro, Arkansas, Industrial Development Revenue Bonds, Anheuser Busch Inc. Project, Series    No Opt. Call    A+    1,024,540 
     2002, 4.600%, 11/15/12             
1,380    North Little Rock, Arkansas, Electric Revenue Refunding Bonds, Series 1992A, 6.500%, 7/01/15 –    No Opt. Call    AAA    1,573,366 
     MBIA Insured             
4,880    Total Arkansas            5,139,331 
    California – 1.7%             
2,115    Vernon, California, Electric System Revenue Bonds, Malburg Generating Station Project, Series    4/08 at 100.00    Aaa    2,168,742 
     2003C, 5.250%, 4/01/17 (Pre-refunded 4/01/08)             
    Colorado – 14.1%             
2,895    Centennial Downs Metropolitan District, Colorado, General Obligation Bonds, Series 1999,    12/14 at 100.00    AAA    3,004,663 
     5.000%, 12/01/20 – AMBAC Insured             
1,175    Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds,    12/13 at 100.00    AAA    1,173,296 
     Classical Academy, Series 2003, 4.500%, 12/01/18 – XLCA Insured             
1,380    Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Douglas    7/12 at 100.00    BBB    1,423,953 
     County School District RE-1 – DCS Montessori School, Series 2002A, 6.000%, 7/15/22             
435    Colorado Housing Finance Authority, Single Family Program Senior Bonds, Series 2000D-2,    4/10 at 105.00    AA    442,665 
     6.900%, 4/01/29 (Alternative Minimum Tax)             
1,025    Denver Health and Hospitals Authority, Colorado, Healthcare Revenue Bonds, Series 2001A,    12/11 at 100.00    BBB    1,074,374 
     6.000%, 12/01/23             
1,465    Denver West Metropolitan District, Colorado, General Obligation Refunding and Improvement    12/13 at 100.00    AA    1,431,686 
     Bonds, Series 2003, 4.500%, 12/01/18 – RAAI Insured             
1,340    Eagle Bend Metropolitan District 2, Colorado, General Obligation Bonds, Series 2004, 5.000%,    12/14 at 101.00    AA    1,368,730 
     12/01/20 – RAAI Insured             
104    El Paso County, Colorado, FNMA Mortgage-Backed Single Family Revenue Refunding Bonds, Series    No Opt. Call    Aaa    108,257 
     1992A-2, 8.750%, 6/01/11             
1,750    Erie, Boulder and Weld Counties, Colorado, Water Enterprise Revenue Bonds, Series 1998,    12/08 at 100.00    A    1,754,305 
     5.000%, 12/01/23 – ACA Insured             
70    Northwest Parkway Public Highway Authority, Colorado, Revenue Bonds, Senior Series 2001A,    6/11 at 102.00    AAA    72,135 
     5.250%, 6/15/41 – FSA Insured             
5,875    Northwest Parkway Public Highway Authority, Colorado, Senior Lien Revenue Bonds, Series 2001B,    6/11 at 38.04    AAA    1,767,494 
     0.000%, 6/15/27 – AMBAC Insured             
1,000    Summit County, Colorado, Sports Facilities Revenue Refunding Bonds, Keystone Resorts    No Opt. Call    AAA    1,006,280 
     Management, Inc. Project, Series 1990, 7.750%, 9/01/06             
2,845    University of Colorado Hospital Authority, Revenue Bonds, Series 2001A, 5.600%, 11/15/21    11/11 at 100.00    Baa1    2,946,908 
21,359    Total Colorado            17,574,746 
    Connecticut – 1.7%             
    Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator             
    Lisbon Project, Series 1993A:             
500     5.500%, 1/01/14 (Alternative Minimum Tax)    7/06 at 100.00    BBB    502,100 
1,570     5.500%, 1/01/15 (Alternative Minimum Tax)    9/06 at 100.00    BBB    1,586,564 
2,070    Total Connecticut            2,088,664 
    District Of Columbia – 0.6%             
685    District of Columbia, General Obligation Refunding Bonds, Series 1993A, 6.000%, 6/01/07 –    No Opt. Call    AAA    698,063 
     MBIA Insured             
85    District of Columbia, General Obligation Refunding Bonds, Series 1993A, 6.000%, 6/01/07 – MBIA    No Opt. Call    AAA    86,559 
     Insured (ETM)             
770    Total District Of Columbia            784,622 
    Florida – 3.7%             
2,400    Deltona, Florida, Utility Systems Water and Sewer Revenue Bonds, Series 2003, 5.250%,    10/13 at 100.00    AAA    2,548,128 
     10/01/17 – MBIA Insured             
2,000    Orange County, Florida, Tourist Development Tax Revenue Bonds, Series 2005, 5.000%, 10/01/22 –    10/15 at 100.00    AAA    2,072,560 
     AMBAC Insured             
4,400    Total Florida            4,620,688 
    Illinois – 11.2%             
845    Chicago, Illinois, Tax Increment Allocation Bonds, Irving/Cicero Redevelopment Project, Series    1/09 at 100.00    N/R    886,828 
     1998, 7.000%, 1/01/14             
4,920    Illinois Development Finance Authority, GNMA Collateralized Mortgage Revenue Bonds, Greek    4/11 at 105.00    Aaa    5,030,257 
     American Nursing Home Committee, Series 2000A, 7.600%, 4/20/40             
2,000    Illinois Development Finance Authority, Revenue Refunding Bonds, Olin Corporation, Series    4/10 at 102.00    BBB–    2,131,520 
     1993D, 6.750%, 3/01/16             
2,000    Illinois Educational Facilities Authority, Revenue Bonds, Art Institute of Chicago, Series    3/14 at 100.00    A1    1,982,580 
     2000, 4.450%, 3/01/34 (Mandatory put 3/01/15)             
1,000    Illinois Educational Facilities Authority, Student Housing Revenue Bonds, Educational    5/12 at 101.00    Baa3    1,105,990 
     Advancement Foundation Fund, University Center Project, Series 2002, 6.625%, 5/01/17             
695    Illinois Health Facilities Authority, Revenue Bonds, Silver Cross Hospital and Medical    8/09 at 101.00    A    713,751 
     Centers, Series 1999, 5.500%, 8/15/19             
515    Illinois Health Facilities Authority, Revenue Bonds, Silver Cross Hospital and Medical    8/09 at 101.00    A (3)    542,316 
     Centers, Series 1999, 5.500%, 8/15/19 (Pre-refunded 8/15/09)             
1,000    Illinois Health Facilities Authority, Revenue Refunding Bonds, Edward Hospital, Series 1993A,    9/06 at 100.00    A+    1,015,990 
     6.000%, 2/15/19             
585    Illinois Housing Development Authority, Section 8 Elderly Housing Revenue Bonds, Skyline    11/06 at 100.00    A–    585,497 
     Towers Apartments, Series 1992B, 6.625%, 11/01/07             
13,560    Total Illinois            13,994,729 
    Indiana – 0.8%             
1,000    Indianapolis Local Public Improvement Bond Bank, Indiana, Series 1992D, 6.600%, 2/01/07    No Opt. Call    AA    1,015,850 
    Iowa – 2.4%             
1,000    Iowa Finance Authority, Healthcare Revenue Bonds, Genesis Medical Center, Series 2000,    7/10 at 100.00    A1    1,054,100 
     6.250%, 7/01/25             
1,800    Iowa Tobacco Settlement Authority, Tobacco Settlement Asset-Backed Revenue Bonds, Series    6/11 at 101.00    AAA    1,902,204 
     2001B, 5.300%, 6/01/25 (Pre-refunded 6/01/11)             
2,800    Total Iowa            2,956,304 
    Kansas – 2.9%             
3,500    Wichita, Kansas, Hospital Facilities Revenue Refunding and Improvement Bonds, Via Christi    11/11 at 101.00    A+    3,620,540 
     Health System Inc., Series 2001-III, 5.500%, 11/15/21             
    Kentucky – 1.6%             
2,000    Kentucky Housing Corporation, Housing Revenue Bonds, Series 2005G, 5.000%, 7/01/30    1/15 at 100.60    AAA    2,049,260 
     (Alternative Minimum Tax)             
    Maryland – 0.9%             
1,100    Maryland Energy Financing Administration, Revenue Bonds, AES Warrior Run Project, Series 1995,    9/07 at 100.00    N/R    1,109,691 
     7.400%, 9/01/19 (Alternative Minimum Tax)             
    Massachusetts – 1.3%             
1,475    Massachusetts Housing Finance Agency, Rental Housing Mortgage Revenue Bonds, Series 2000H,    7/10 at 100.00    AAA    1,560,388 
     6.650%, 7/01/41 – MBIA Insured (Alternative Minimum Tax)             
    Michigan – 2.1%             
1,000    Cornell Township Economic Development Corporation, Michigan, Environmental Improvement Revenue    5/12 at 100.00    AAA    1,095,960 
     Refunding Bonds, MeadWestvaco Corporation-Escanaba Project, Series 2002, 5.875%, 5/01/18             
     (Pre-refunded 5/01/12)             
500    Michigan State Hospital Finance Authority, Collateralized Loan, Detroit Medical Center, Series    No Opt. Call    Baa3    500,782 
     2001, 7.360%, 3/01/07             
600    Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, Sinai Hospital,    7/06 at 102.00    Ba3    609,600 
     Series 1995, 6.625%, 1/01/16             
470    Michigan State Hospital Finance Authority, Revenue Refunding Bonds, Detroit Medical Center,    9/06 at 100.00    BB–    470,691 
     Series 1988A, 8.125%, 8/15/12             
2,570    Total Michigan            2,677,033 
    Minnesota – 0.9%             
1,000    White Earth Band of Chippewa Indians, Minnesota, Revenue Bonds, Series 2000A, 7.000%,    No Opt. Call    A    1,077,610 
     12/01/11 – ACA Insured             
    Nebraska – 0.8%             
1,000    Dodge County School District 1, Nebraska, Fremont Public Schools, General Obligation Bonds,    12/14 at 100.00    Aaa    1,036,610 
     Series 2004, 5.000%, 12/15/19 – FSA Insured             
    New York – 8.4%             
1,000    Dormitory Authority of the State of New York, Revenue Bonds, Brooklyn Law School, Series    7/13 at 100.00    AA    1,067,850 
     2003A, 5.500%, 7/01/15 – RAAI Insured             
1,500    New York State Energy Research and Development Authority, Facilities Revenue Bonds,    9/06 at 100.00    A1    1,500,165 
     Consolidated Edison Company Inc., Series 2001A, 4.700%, 6/01/36 (Mandatory put 10/01/12)             
     (Alternative Minimum Tax)             
695    New York State Medical Care Facilities Finance Agency, FHA-Insured Mortgage Hospital and    8/06 at 102.00    AA+    709,949 
     Nursing Home Revenue Bonds, Series 1995C, 6.100%, 8/15/15             
2,130    Niagara Falls, Niagara County, New York, General Obligation Water Treatment Plant Bonds,    No Opt. Call    AAA    2,245,233 
     Series 1994, 8.500%, 11/01/07 – MBIA Insured (Alternative Minimum Tax) (ETM)             
4,300    Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air    No Opt. Call    AAA    4,911,417 
     Terminal LLC, Sixth Series 1997, 7.000%, 12/01/12 – MBIA Insured (Alternative Minimum Tax)             
9,625    Total New York            10,434,614 
    North Carolina – 1.6%             
1,880    Union County, North Carolina, Certificates of Participation, Series 2003, 5.000%, 6/01/18 –    6/13 at 101.00    AAA    1,965,653 
     AMBAC Insured             
    Ohio – 0.8%             
1,000    Toledo-Lucas County Port Authority, Ohio, Port Revenue Bonds, Cargill Inc., Series 2004B,    No Opt. Call    A+    997,530 
     4.500%, 12/01/15             
    Oklahoma – 0.9%             
1,150    Oklahoma State Industries Authority, Health System Revenue Refunding Bonds, Baptist Medical    8/06 at 102.00    AAA    1,168,699 
     Center, Series 1995D, 5.000%, 8/15/14 – AMBAC Insured             
    Pennsylvania – 1.1%             
1,205    Pennsylvania Higher Educational Facilities Authority, College Revenue Bonds, Ninth Series    No Opt. Call    Aaa    1,365,506 
     1976, 7.625%, 7/01/15 (ETM)             
    South Carolina – 6.4%             
750    Berkeley County School District, South Carolina, Installment Purchase Revenue Bonds, Securing    12/13 at 100.00    AA    771,060 
     Assets for Education, Series 2003, 5.250%, 12/01/19             
1,540    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1991, 6.750%,    No Opt. Call    AAA    1,891,028 
     1/01/19 – FGIC Insured (ETM)             
2,835    Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1991, 6.750%,    No Opt. Call    AAA    3,417,167 
     1/01/19 – FGIC Insured             
1,260    South Carolina JOBS Economic Development Authority, Hospital Revenue Bonds, Palmetto Health    No Opt. Call    Baa2 (3)    1,367,352 
     Alliance, Series 2000A, 7.000%, 12/15/10 (ETM)             
500    Tobacco Settlement Revenue Management Authority, South Carolina, Tobacco Settlement    5/11 at 101.00    BBB    524,240 
     Asset-Backed Bonds, Series 2001B, 6.000%, 5/15/22             
6,885    Total South Carolina            7,970,847 
    Tennessee – 1.8%             
    Shelby County Health, Educational and Housing Facilities Board, Tennessee, Hospital Revenue             
    Bonds, Methodist Healthcare, Series 2002:             
750     6.000%, 9/01/17 (Pre-refunded 9/01/12)    9/12 at 100.00     A– (3)    831,157 
1,250     6.000%, 9/01/17 (Pre-refunded 9/01/12)    9/12 at 100.00     A– (3)    1,385,263 
2,000    Total Tennessee            2,216,420 
    Texas – 5.4%             
1,055    Austin, Texas, General Obligation Bonds, Series 2004, 5.000%, 9/01/20 – MBIA Insured    9/14 at 100.00    AAA    1,087,388 
385    Austin-Travis County Mental Health Center, Texas, Revenue Bonds, Mental Health and Mental    9/06 at 100.50    AAA    388,384 
     Retardation Center Facilities Acquisition Program, Series 1995A, 6.500%, 3/01/15 – FSA Insured             
2,000    Brazos River Authority, Texas, Collateralized Revenue Refunding Bonds, CenterPoint Energy    6/14 at 100.00    AAA    1,951,660 
     Inc., Series 2004B, 4.250%, 12/01/17 – FGIC Insured             
140    Galveston Property Finance Authority Inc., Texas, Single Family Mortgage Revenue Bonds, Series    9/06 at 100.00    A3    140,792 
     1991A, 8.500%, 9/01/11             
2,500    Matagorda County Navigation District 1, Texas, Pollution Control Revenue Refunding Bonds,    No Opt. Call    BBB    2,503,425 
     Central Power and Light Company, Series 2001A, 4.550%, 11/01/29 (Mandatory put 11/01/06)             
200    Travis County Health Facilities Development Corporation, Texas, Hospital Revenue Bonds,    9/06 at 100.00    Aaa    201,402 
     Daughters of Charity National Health System, Series 1993B, 5.900%, 11/15/07 (ETM)             
415    Tri-County Mental Health and Retardation Center, Texas, Revenue Bonds, Facilities Acquisition    9/06 at 100.50    AAA    418,648 
     Program, Series 1995E, 6.500%, 3/01/15 – FSA Insured             
6,695    Total Texas            6,691,699 
    Utah – 1.5%             
1,875    Bountiful, Davis County, Utah, Hospital Revenue Refunding Bonds, South Davis Community    No Opt. Call    N/R    1,928,325 
     Hospital Project, Series 1998, 6.000%, 12/15/10             
    Washington – 9.7%             
    Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 1, Series             
    1993A:             
1,340     7.000%, 7/01/07 (ETM)    No Opt. Call    Aaa    1,382,130 
1,130     7.000%, 7/01/08 (ETM)    No Opt. Call    Aaa    1,198,094 
    Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 1, Series             
    1993A:             
160     7.000%, 7/01/07    No Opt. Call    Aaa    164,856 
1,870     7.000%, 7/01/08    No Opt. Call    AAA    1,978,236 
295    Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 3, Series    No Opt. Call    AAA    358,416 
     1989B, 7.125%, 7/01/16 – MBIA Insured             
7,000    Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 3, Series    No Opt. Call    Aaa    6,999,227 
     1990B, 0.000%, 7/01/06             
11,795    Total Washington            12,080,959 
    West Virginia – 1.6%             
2,000    Harrison County Commission, West Virginia, Solid Waste Disposal Revenue Bonds, West Penn Power    8/06 at 100.00    AAA    2,004,800 
     Company, Series 1994C, 6.750%, 8/01/24 – MBIA Insured (Alternative Minimum Tax)             
    Wisconsin – 3.8%             
    Badger Tobacco Asset Securitization Corporation, Wisconsin, Tobacco Settlement Asset-Backed             
    Bonds, Series 2002:             
845     6.125%, 6/01/27    6/12 at 100.00    BBB    896,477 
1,480     6.375%, 6/01/32    6/12 at 100.00    BBB    1,580,359 
1,000    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Agnesian Healthcare    7/11 at 100.00    A–    1,048,060 
     Inc., Series 2001, 6.000%, 7/01/21             
1,150    Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care Inc.,    2/09 at 101.00    A    1,172,057 
     Series 1999A, 5.500%, 2/15/20 – ACA Insured             
4,475    Total Wisconsin            4,696,953 
$      120,134    Total Investments (cost $119,412,568) – 97.1%            121,097,192 
    Other Assets Less Liabilities – 2.9%            3,677,096 
  Net Assets – 100%           $ 124,774,288 
   

(1)    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. Certain mortgage-backed securities
    may be subject to periodic principal paydowns.   
(2)    Ratings: Using the higher of Standard & Poor's or Moody's rating. Ratings below BBB by
    Standard & Poor's Group or Baa by Moody's Investor Service, Inc. are considered to be   
    below investment grade. 
(3)    Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency 
    securities which ensure the timely payment of principal and interest. Such investments are 
    normally considered to be equivalent to AAA rated securities. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 

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 the treatment of paydown gains and losses, timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions.

At June 30, 2006, the cost of investments was $119,371,865.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2006, were as follows:

Gross unrealized:     
  Appreciation    $ 2,726,263 
  Depreciation    (1,000,936) 
Net unrealized appreciation (depreciation) of investments    $ 1,725,327 

Item 2. Controls and Procedures.

  1. The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
  2. There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

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.


SIGNATURES

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 Select Maturities Municipal Fund        

By (Signature and Title)*          /s/ Jessica R. Droeger                     
                                                    Jessica R. Droeger
                                                    Vice President and Secretary

Date         August 28, 2006        

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                    
                                                   Gifford R. Zimmerman
                                                   Chief Administrative Officer (principal executive officer) 

Date         August 28, 2006        

By (Signature and Title)*         /s/ Stephen D. Foy                              
                                                   Stephen D. Foy
                                                   Vice President and Controller (principal financial officer) 

Date        August 28, 2006        

* Print the name and title of each signing officer under his or her signature.