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. DroegerVice 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.
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 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.