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 811-21449
Nuveen Municipal High Income Opportunity Fund
(Exact name of registrant as specified in charter)
Nuveen Investments
333 West Wacker Drive, Chicago, Illinois 60606
(Address of principal executive offices) (Zip code)
Gifford R. Zimmerman
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: October 31
Date of reporting period: January 31, 2019
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
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| LONG-TERM INVESTMENTS – 153.9% (100.0% of Total Investments) | ||||||
| MUNICIPAL BONDS – 152.5% (99.1% of Total Investments) | ||||||
| Alabama – 0.6% (0.4% of Total Investments) | ||||||
| $ 182 | Adamsville Solid Waste Disposal Authority, Alabama, Solid Waste Disposal Revenue Bonds, Big Sky Environmental LLC Project, Refunding Taxable Series 2017C, 0.000%, 9/01/37, 144A | 4/19 at 100.00 | N/R | $2 | ||
| 1,000 | Adamsville Solid Waste Disposal Authority, Alabama, Solid Waste Disposal Revenue Bonds, Big Sky Environmental LLC Project, Series 2017A, 6.750%, 9/01/37, 144A | 9/27 at 100.00 | N/R | 948,390 | ||
| 213 | Adamsville Solid Waste Disposal Authority, Alabama, Solid Waste Disposal Revenue Bonds, Big Sky Environmental LLC Project, Taxable Series 2017B, 6.750%, 9/01/37, 144A | 9/27 at 100.00 | N/R | 202,665 | ||
| 1,000 | Alabama Industrial Development Authority, Solid Waste Disposal Revenue Bonds, Pine City Fiber Co Project, Series 1993, 6.450%, 12/01/23 (Alternative Minimum Tax) | 4/19 at 100.00 | B1 | 1,005,220 | ||
| 2,000 | Alabama Private Colleges and University Facilities Authority, Limited Obligation Bonds, University of Mobile Project, Series 2015A, 6.000%, 9/01/45, 144A | 9/25 at 100.00 | N/R | 1,945,560 | ||
| 1,000 | Jefferson County, Alabama, Sewer Revenue Warrants, Senior Lien Series 2013C, 0.000%, 10/01/38 – AGM Insured | 10/23 at 105.00 | BB+ | 895,750 | ||
| 5,395 | Total Alabama | 4,997,587 | ||||
| Arizona – 3.1% (2.0% of Total Investments) | ||||||
| 5,000 | Arizona Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Pinecrest Academy of Nevada-Sloan Canyon Project, Refunding Series 2018A, 6.150%, 9/15/53, 144A | 9/23 at 105.00 | BB+ | 5,053,800 | ||
| 1,000 | Arizona Industrial Development Authority, Education Facility Revenue Bonds, Caurus Academy Project, Series 2018A, 6.500%, 6/01/50, 144A | 6/28 at 100.00 | N/R | 1,003,350 | ||
| 3,000 | Phoenix Industrial Development Authority, Arizona, Lease Revenue Bonds, Rowan University Project, Tender Option Bond Trust 2016-XF2337, 14.230%, 6/01/42, 144A (IF) (4) | 6/22 at 100.00 | N/R | 3,803,280 | ||
| 440 | Phoenix Industrial Development Authority, Arizona, Multifamily Housing Revenue Bonds, Deer Valley Veterans Assisted Living Project, Series 2016A, 5.125%, 7/01/36 | 7/24 at 101.00 | N/R | 430,804 | ||
| 1,000 | Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Desert Heights Charter School, Series 2014, 7.250%, 5/01/44 | 5/24 at 100.00 | N/R | 1,082,420 | ||
| 100 | Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Edkey Charter Schools Project, Series 2014A, 6.875%, 7/01/34 | 7/20 at 102.00 | BB- | 96,255 | ||
| Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, Edkey Charter Schools Project, Series 2016: | ||||||
| 245 | 5.250%, 7/01/36 | 7/26 at 100.00 | BB- | 215,233 | ||
| 400 | 5.375%, 7/01/46 | 7/26 at 100.00 | BB- | 338,872 | ||
| 475 | 5.500%, 7/01/51 | 7/26 at 100.00 | BB- | 400,781 | ||
| 2,000 | Pima County Industrial Development Authority, Arizona, Education Facility Revenue Bonds, San Tan Montessori School Project, Series 2014A, 9.000%, 2/01/44 | 2/24 at 100.00 | N/R | 2,280,440 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Arizona (continued) | ||||||
| $ 465 | Pima County Industrial Development Authority, Arizona, Education Revenue Bonds Legacy Traditional School Project, Series 2009, 8.500%, 7/01/39 (Pre-refunded 7/01/19) | 7/19 at 100.00 | N/R (5) | $477,662 | ||
| 2,500 | Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Carden Traditional Schools Project, Series 2012, 7.500%, 1/01/42 | 1/22 at 100.00 | B | 2,224,125 | ||
| Pima County Industrial Development Authority, Arizona, Education Revenue Bonds, Paradise Education Center Project, Series 2010: | ||||||
| 1,315 | 6.000%, 6/01/40 (Pre-refunded 6/01/19) | 6/19 at 100.00 | BB+ (5) | 1,333,423 | ||
| 500 | 6.100%, 6/01/45 (Pre-refunded 6/01/19) | 6/19 at 100.00 | BB+ (5) | 507,165 | ||
| 1,150 | Pinal County Industrial Development Authority, Arizona, Correctional Facilities Contract Revenue Bonds, Florence West Prison LLC, Series 2002A, 5.250%, 10/01/22 – ACA Insured | 4/19 at 100.00 | BBB- | 1,151,058 | ||
| 1,665 | Quechan Indian Tribe of the Fort Yuma Reservation, Arizona, Tribal Economic Development Bonds, Series 2012A, 9.750%, 5/01/25 | 5/22 at 100.00 | BB- | 1,835,379 | ||
| 2,500 | Salt Verde Financial Corporation, Arizona, Senior Gas Revenue Bonds, Citigroup Energy Inc Prepay Contract Obligations, Series 2007, 5.500%, 12/01/37, 144A | No Opt. Call | Ba3 | 3,044,875 | ||
| 975 | Yuma County Industrial Development Authority, Arizona, Exempt Revenue Bonds, Far West Water & Sewer Inc Refunding, Series 2007A, 6.375%, 12/01/37 (Alternative Minimum Tax) | 4/19 at 100.00 | N/R | 928,288 | ||
| 24,730 | Total Arizona | 26,207,210 | ||||
| California – 21.2% (13.8% of Total Investments) | ||||||
| 18,875 | Alameda Corridor Transportation Authority, California, Revenue Bonds, Refunding Second Subordinate Lien Series 2016B, 5.000%, 10/01/37 (UB) (4) | 10/26 at 100.00 | Baa2 | 20,849,891 | ||
| 2,205 | California County Tobacco Securitization Agency, Tobacco Settlement Asset-Backed Bonds, Sonoma County Tobacco Securitization Corporation, Series 2005, 5.125%, 6/01/38 | 4/19 at 100.00 | BB | 2,210,424 | ||
| 1,000 | California Enterprise Development Authority, Recovery Zone Facility Revenue Bonds, SunPower Corporation - Headquarters Project, Series 2010, 8.500%, 4/01/31 | 4/21 at 100.00 | N/R | 1,049,360 | ||
| California Health Facilities Financing Authority, Refunding Revenue Bonds, Stanford Hospital and Clinics, Tender Option Bond Trust 2016-XF2353: | ||||||
| 1,250 | 15.801%, 11/15/40, 144A (IF) (4) | 11/21 at 100.00 | AA- | 1,761,525 | ||
| 1,875 | 16.799%, 11/15/40, 144A (IF) (4) | 11/21 at 100.00 | N/R | 2,693,175 | ||
| California Health Facilities Financing Authority, Revenue Bonds, Children's Hospital Los Angeles, Series 2017A: | ||||||
| 5,165 | 5.000%, 8/15/42 (UB) (4) | 8/27 at 100.00 | Baa2 | 5,696,014 | ||
| 22,115 | 5.000%, 8/15/47 (UB) (4) | 8/27 at 100.00 | Baa2 | 24,303,279 | ||
| 12,500 | California Health Facilities Financing Authority, Revenue Bonds, Kaiser Permanente System, Series 2017A-2, 4.000%, 11/01/44 (UB) (4) | 11/27 at 100.00 | AA- | 12,768,000 | ||
| California Health Facilities Financing Authority, Revenue Bonds, Stanford Hospitals and Clinics, Tender Option Bond Trust 2016-XG0049: | ||||||
| 1,000 | 14.202%, 8/15/51, 144A (IF) (4) | 8/22 at 100.00 | AA | 1,297,930 | ||
| 250 | 14.205%, 8/15/51, 144A (IF) (4) | 8/22 at 100.00 | AA | 324,505 | ||
| 1,020 | California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Affordable Housing Inc Projects, Series 2014B, 5.875%, 8/15/49 | 8/24 at 100.00 | N/R | 1,088,972 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| California (continued) | ||||||
| $ 970 | California Municipal Finance Authority, Mobile Home Park Revenue Bonds, Caritas Projects Series 2010B, 7.250%, 8/15/45 (Pre-refunded 8/15/20) | 8/20 at 100.00 | N/R (5) | $1,044,942 | ||
| 500 | California Municipal Finance Authority, Revenue Bonds, California Baptist University, Series 2016A, 5.000%, 11/01/36, 144A | 11/26 at 100.00 | N/R | 540,930 | ||
| California Municipal Finance Authority, Revenue Bonds, Eisenhower Medical Center, Refunding Series 2017B: | ||||||
| 7,430 | 4.000%, 7/01/42 (UB) (4) | 7/27 at 100.00 | BBB- | 7,498,579 | ||
| 1,000 | 5.000%, 7/01/42 | 7/27 at 100.00 | BBB- | 1,093,170 | ||
| 1,000 | California Municipal Finance Authority, Revenue Bonds, Harbor Regional Center Project, Series 2009, 8.500%, 11/01/39 (Pre-refunded 11/01/19) | 11/19 at 100.00 | A3 (5) | 1,050,170 | ||
| 20,925 | California Municipal Finance Authority, Revenue Bonds, Linxs APM Project, Senior Lien Series 2018A, 4.000%, 12/31/47 (Alternative Minimum Tax) (UB) (4) | 6/28 at 100.00 | BBB+ | 20,641,676 | ||
| 400 | California Pollution Contol Financing Authority, Solid Waste Disposal Revenue Bonds, Aemerge Redpak Services Southern California, LLC Project, Subordinate Series 2017, 8.000%, 12/01/27 (Alternative Minimum Tax), 144A | No Opt. Call | N/R | 394,724 | ||
| 1,950 | California School Finance Authority, Educational Facilities Revenue Bonds, Tri-Valley Learning Corporation, Series 2012A, 7.000%, 6/01/47 (6) | 6/20 at 102.00 | N/R | 1,452,750 | ||
| 1,300 | California State, General Obligation Bonds, Tender Option Bond Trust 2016-XG0039, 16.514%, 3/01/40 – AGM Insured, 144A (IF) (4) | 3/20 at 100.00 | AA | 1,489,696 | ||
| California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2014A: | ||||||
| 800 | 5.250%, 12/01/44 | 12/24 at 100.00 | BB- | 847,192 | ||
| 1,000 | 5.500%, 12/01/54 | 12/24 at 100.00 | BB- | 1,070,230 | ||
| 6,940 | California Statewide Communities Development Authority, California, Revenue Bonds, Loma Linda University Medical Center, Series 2016A, 5.250%, 12/01/56, 144A | 6/26 at 100.00 | BB- | 7,314,413 | ||
| 520 | California Statewide Communities Development Authority, Revenue Bonds, American Baptist Homes of the West, Series 2010, 6.250%, 10/01/39 | 10/19 at 100.00 | BBB+ | 533,811 | ||
| 500 | California Statewide Communities Development Authority, Revenue Bonds, Lancer Educational Student Housing Project, Refunding Series 2016A, 5.000%, 6/01/46, 144A | 6/26 at 100.00 | N/R | 529,170 | ||
| 1,000 | California Statewide Communities Development Authority, Special Tax Bonds, Community Facilities District 2012-01, Fancher Creek, Series 2013A, 5.700%, 9/01/43 | 9/22 at 100.00 | N/R | 1,047,590 | ||
| 1,580 | California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2011A, 8.000%, 9/02/41 | 9/21 at 100.00 | N/R | 1,624,382 | ||
| 500 | California Statewide Community Development Authority, Revenue Bonds, California Baptist University, Series 2011A, 7.500%, 11/01/41 (Pre-refunded 11/01/21) | 11/21 at 100.00 | N/R (5) | 579,095 | ||
| 1,500 | California Statewide Community Development Authority, Revenue Bonds, Daughters of Charity Health System, Series 2005A, 5.500%, 7/01/39 | 4/19 at 100.00 | CC | 1,225,575 | ||
| 1,825 | Daly City Housing Development Finance Agency, California, Mobile Home Park Revenue Bonds, Franciscan Mobile Home Park Project, Refunding Third Tier Series 2007C, 6.500%, 12/15/47 | 4/19 at 100.00 | N/R | 1,827,281 | ||
| 2,000 | Daly City Housing Development Finance Agency, California, Mobile Home Park Revenue Bonds, Franciscan Mobile Home Park, Refunding Series 2007A, 5.000%, 12/15/37 | 4/19 at 100.00 | A+ | 2,003,660 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| California (continued) | ||||||
| Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Series 2015A: | ||||||
| $ 2,000 | 5.000%, 6/01/40 (UB) (4) | 6/25 at 100.00 | A+ | $2,204,580 | ||
| 2,000 | 5.000%, 6/01/45 (UB) (4) | 6/25 at 100.00 | A+ | 2,193,760 | ||
| 3,500 | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Senior Convertible Series 2007A-2, 5.300%, 6/01/37 | 6/22 at 100.00 | B3 | 3,500,700 | ||
| 2,660 | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-1, 5.000%, 6/01/47 | 6/22 at 100.00 | N/R | 2,520,350 | ||
| 5,000 | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Series 2018A-2, 5.000%, 6/01/47 | 6/22 at 100.00 | N/R | 4,737,500 | ||
| 860 | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Tender Option Bond Trust 2015-XF1038, 14.049%, 6/01/45, 144A (IF) (4) | 6/25 at 100.00 | Aa2 | 1,193,259 | ||
| 1,500 | Grossmont Healthcare District, California, General Obligation Bonds, Tender Option Bond Trust 2017-XF2453, 19.341%, 7/15/40, 144A (IF) (4) | 7/21 at 100.00 | N/R | 2,167,350 | ||
| Hercules Redevelopment Agency, California, Tax Allocation Bonds, Merged Project Area, Series 2005: | ||||||
| 1,000 | 5.000%, 8/01/25 – AMBAC Insured | 4/19 at 100.00 | N/R | 1,016,070 | ||
| 1,000 | 5.000%, 8/01/35 – AMBAC Insured | 4/19 at 100.00 | N/R | 1,011,400 | ||
| Lancaster Redevelopment Agency, California, Tax Allocation Bonds, Combined Redevelopment Project Areas Housing Programs, Series 2009: | ||||||
| 145 | 6.875%, 8/01/39 (Pre-refunded 8/01/19) | 8/19 at 100.00 | BBB (5) | 148,774 | ||
| 190 | 6.875%, 8/01/39 (Pre-refunded 8/01/19) | 8/19 at 100.00 | N/R (5) | 194,946 | ||
| 390 | Lee Lake Public Financing Authority, California, Junior Lien Revenue Bonds, Series 2013B, 5.250%, 9/01/32 | 9/23 at 100.00 | N/R | 413,782 | ||
| 850 | Los Angeles County, California, Community Development Commission Headquarters Office Building, Lease Revenue Bonds, Community Development Properties Los Angeles County Inc, Tender Option Bond Trust 2016-XL0022, 15.328%, 9/01/42, 144A (IF) (4) | 9/21 at 100.00 | N/R | 1,109,556 | ||
| 1,825 | Los Angeles Department of Airports, California, Revenue Bonds, Los Angeles International Airport, Tender Option Bond Trust 2016-XL0005, 14.740%, 5/15/40, 144A (IF) (4) | 5/20 at 100.00 | N/R | 2,105,959 | ||
| 1,000 | Lynwood Redevelopment Agency, California, Tax Allocation Revenue Bonds, Project Area A, Subordinate Lien Series 2011A, 7.000%, 9/01/31 | 9/21 at 100.00 | A | 1,127,820 | ||
| March Joint Powers Redevelopment Agency, California, Tax Allocation Revenue Bonds, March Air Force Base Redevelopment Project, Series 2011A: | ||||||
| 1,000 | 7.000%, 8/01/26 (Pre-refunded 8/01/21) | 8/21 at 100.00 | N/R (5) | 1,130,600 | ||
| 1,500 | 7.500%, 8/01/41 (Pre-refunded 8/01/21) | 8/21 at 100.00 | N/R (5) | 1,714,140 | ||
| 500 | National City Community Development Commission, California, Tax Allocation Bonds, National City Redevelopment Project, Series 2011, 7.000%, 8/01/32 (Pre-refunded 8/01/21) | 8/21 at 100.00 | A (5) | 566,685 | ||
| 330 | Novato Redevelopment Agency, California, Tax Allocation Bonds, Hamilton Field Redevelopment Project, Series 2011, 6.750%, 9/01/40 | 9/21 at 100.00 | A- | 362,762 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| California (continued) | ||||||
| Palomar Pomerado Health Care District, California, Certificates of Participation, Series 2010: | ||||||
| $ 295 | 5.250%, 11/01/21 (Pre-refunded 11/01/20) | 11/20 at 100.00 | Ba1 (5) | $308,101 | ||
| 1,000 | 6.000%, 11/01/41 (Pre-refunded 11/01/20) | 11/20 at 100.00 | Ba1 (5) | 1,075,250 | ||
| 1,200 | Riverside County Redevelopment Agency, California, Tax Allocation Bonds, Jurupa Valley Project Area, Series 2011B, 6.750%, 10/01/30 | 10/21 at 100.00 | A | 1,350,468 | ||
| Sacramento City Financing Authority California, Lease Revenue Bonds, Master Lease Program Facilities Projects, Tender Option Bond Trust 2016-XG0100: | ||||||
| 750 | 15.048%, 12/01/30, 144A (IF) (4) | No Opt. Call | AA- | 1,386,368 | ||
| 2,015 | 15.048%, 12/01/33, 144A (IF) (4) | No Opt. Call | AA- | 4,042,412 | ||
| San Buenaventura, California, Revenue Bonds, Community Memorial Health System, Series 2011: | ||||||
| 960 | 8.000%, 12/01/26 | 12/21 at 100.00 | BB | 1,095,754 | ||
| 1,000 | 8.000%, 12/01/31 | 12/21 at 100.00 | BB | 1,118,820 | ||
| 4,095 | San Francisco City and County Redevelopment Agency Successor Agency, California, Tax Allocation Bonds, Mission Bay South Redevelopment Project, Subordinate Series 2016D, 0.000%, 8/01/31, 144A | 8/21 at 61.78 | N/R | 2,243,937 | ||
| 1,000 | Santa Margarita Water District, California, Special Tax Bonds, Community Facilities District 2013-1 Village of Sendero, Series 2013, 5.625%, 9/01/43 | 9/23 at 100.00 | N/R | 1,072,910 | ||
| 1,000 | Santee Community Development Commission, California, Santee Redevelopment Project Tax Allocation Bonds, Series 2011A, 7.000%, 8/01/41 (Pre-refunded 2/01/21) | 2/21 at 100.00 | A (5) | 1,107,110 | ||
| 1,065 | Temecula Public Financing Authority, California, Special Tax Bonds, Community Facilities District 16-01, Series 2017, 6.250%, 9/01/47, 144A | 9/27 at 100.00 | N/R | 1,075,480 | ||
| 1,890 | Tobacco Securitization Authority of Northern California, Tobacco Settlement Asset-Backed Bonds, Series 2005A-1, 5.500%, 6/01/45 | 4/19 at 100.00 | B- | 1,898,411 | ||
| 650 | Twentynine Palms Redevelopment Agency, California, Tax Allocation Bonds, Four Corners Project Area, Series 2011A, 7.650%, 9/01/42 (Pre-refunded 9/01/21) | 9/21 at 100.00 | BBB+ (5) | 749,164 | ||
| 1,250 | University of California, General Revenue Bonds, Tender Option Bond Trust 2016-XL0001, 14.770%, 5/15/39, 144A (IF) (4) | 5/23 at 100.00 | N/R | 1,773,525 | ||
| 166,315 | Total California | 177,569,814 | ||||
| Colorado – 7.4% (4.8% of Total Investments) | ||||||
| 500 | Cherry Creek Corporate Center Metropolitan District, Arapahoe County, Colorado, Revenue Bonds, Refunding Subordinate Lien Series 2016B, 8.000%, 6/15/37 | 12/21 at 103.00 | N/R | 467,650 | ||
| 750 | Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Community Leadership Academy Project, Series 2008, 6.250%, 7/01/28 | 4/19 at 100.00 | BB+ | 751,425 | ||
| 1,000 | Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Jefferson County School District R-1 - Compass Montessori Secondary School, Series 2006, 5.625%, 2/15/36 | 4/19 at 100.00 | N/R | 999,950 | ||
| 2,220 | Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Mountain Phoenix Community School, Series 2012, 7.000%, 10/01/42 | 10/22 at 100.00 | N/R | 2,297,589 | ||
| 560 | Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Skyview Academy Project, Series 2014, 5.375%, 7/01/44, 144A | 7/24 at 100.00 | BB | 565,589 | ||
| 2,500 | Colorado Health Facilities Authority, Colorado, Revenue Bonds, American Baptist Homes of the Midwest Obligated Group, Series 2013, 8.000%, 8/01/43 | 2/24 at 100.00 | N/R | 2,797,300 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Colorado (continued) | ||||||
| $ 1,000 | Colorado Health Facilities Authority, Colorado, Revenue Bonds, American Baptist Homes Project, Series 2016, 6.125%, 2/01/46, 144A | 2/26 at 100.00 | N/R | $979,960 | ||
| 1,285 | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Craig Hospital Project, Series 2012, 5.000%, 12/01/32 (UB) (4) | 12/22 at 100.00 | A+ | 1,396,063 | ||
| 750 | Colorado Health Facilities Authority, Health Facilities Revenue Bonds, Sisters of Charity of Leavenworth Health Services Corporation, Tender Option Bond Trust 2015-XF0054, 15.282%, 1/01/30, 144A (IF) | 1/20 at 100.00 | AA- | 839,198 | ||
| 518 | Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project, Series 2007, 5.000%, 12/01/18 (Alternative Minimum Tax) (7) | No Opt. Call | N/R | — | ||
| Colorado Housing and Finance Authority, Revenue Bonds, Confluence Energy LLC Project, Series 2017: | ||||||
| 5,045 | 6.750%, 4/01/27 (Alternative Minimum Tax) (7) | No Opt. Call | N/R | 635,924 | ||
| 2,224 | 6.875%, 10/01/27 (Alternative Minimum Tax) (7) | No Opt. Call | N/R | 769,417 | ||
| 2,000 | Compark Business Campus Metropolitan District, Douglas County, Colorado, General Obligation Bonds, Series 2012A, 6.750%, 12/01/39 | 12/22 at 100.00 | N/R | 2,059,980 | ||
| Confluence Metropolitan District, Colorado, General Obligation Limited Tax Bonds, Series 2007: | ||||||
| 1,000 | 5.400%, 12/01/27 | 4/19 at 100.00 | N/R | 600,000 | ||
| 1,500 | 5.450%, 12/01/34 | 4/19 at 100.00 | N/R | 900,000 | ||
| 1,000 | Cross Creek Metropolitan District 2, Aurora, Colorado, Unlimited Tax General Obligation Bonds, Refunding Series 2018, 5.375%, 11/01/50, 144A | 11/29 at 100.00 | N/R | 1,001,120 | ||
| 10,000 | Denver City and County, Colorado, Airport System Revenue Bonds, Subordinate Lien Series 2018A, 4.000%, 12/01/48 (Alternative Minimum Tax) (UB) (4) | 12/28 at 100.00 | A | 10,048,000 | ||
| 2,000 | E-470 Public Highway Authority, Colorado, Toll Revenue Bonds, Series 2004A, 0.000%, 9/01/27 – NPFG Insured | No Opt. Call | BBB+ | 1,554,560 | ||
| 708 | Erie Highlands Metropolitan District No 1 (In the Town of Erie), Weld County, Colorado, General Obligation Limited Tax Bonds, Series 2015B, 7.750%, 12/15/45 | 12/20 at 103.00 | N/R | 695,291 | ||
| 880 | Fitzsimons Village Metropolitan District 1, Aurora, Arapahoe County, Colorado, Tax Increment Public Improvement Fee Supported Revenue Bonds, Series 2010A, 7.500%, 3/01/40 | 3/20 at 100.00 | N/R | 898,383 | ||
| 1,000 | Fitzsimons Village Metropolitan District 3, Arapahoe County, Colorado, Tax Increment/Public Improvement Fee Supported Revenue Bonds, Series 2014A, 6.000%, 3/01/44 | 3/20 at 100.00 | N/R | 939,660 | ||
| Foothills Metropolitan District, Fort Collins, Colorado, Special Revenue Bonds, Series 2014: | ||||||
| 1,000 | 5.750%, 12/01/30 | 12/24 at 100.00 | N/R | 1,021,710 | ||
| 2,080 | 6.000%, 12/01/38 | 12/24 at 100.00 | N/R | 2,114,486 | ||
| 1,989 | Great Western Metropolitan District 5, Colorado, General Obligation Limited Tax Revenue Bonds, Series 2009A-1, 9.000%, 8/01/39 (8), (9) | 12/19 at 100.00 | N/R | 1,895,298 | ||
| 2,000 | Heritage Todd Creek Metropolitan District, Colorado, General Obligation Bonds Limited Tax, Refunding & Improvement Series 2015, 6.125%, 12/01/44 | 12/24 at 100.00 | N/R | 2,018,780 | ||
| 912 | Heritage Todd Creek Metropolitan District, Colorado, General Obligation Bonds Limited Tax, Series 2007A, 5.500%, 12/01/37 | 4/19 at 100.00 | N/R | 891,033 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Colorado (continued) | ||||||
| $ 1,000 | Iliff Commons Metropolitan District 2, Aurora, Arapahoe County, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax Series 2015, 6.250%, 12/01/44 | 12/20 at 103.00 | N/R | $1,004,840 | ||
| 305 | Iliff Commons Metropolitan District 2, Aurora, Arapahoe County, Colorado, General Obligation Bonds, Subordinated Limited Tax Convertible to Unlimited Tax Series 2016B, 8.000%, 12/15/46 | 12/21 at 103.00 | N/R | 306,559 | ||
| 2,000 | Jefferson Center Metropolitan District 1, Arvada, Jefferson County, Colorado, Revenue Bonds, Refunding Series 2015, 5.500%, 12/01/45 | 12/20 at 103.00 | N/R | 1,929,220 | ||
| Johnstown Plaza Metropolitan District, Colorado, Special Revenue Bonds, Series 2016A: | ||||||
| 675 | 5.250%, 12/01/36 | 12/21 at 103.00 | N/R | 652,212 | ||
| 1,265 | 5.375%, 12/01/46 | 12/21 at 103.00 | N/R | 1,210,264 | ||
| 2,930 | Kit Carson County Health Service District, Colorado, Health Care Facility Revenue Bonds, Series 2007, 6.750%, 1/01/34 | 4/19 at 100.00 | N/R | 2,844,180 | ||
| 500 | Larkridge Metropolitan District No 2, In the City of Thornton, Adams County, Colorado, General Obligation, Limited Tax Convertible to Unlimited Tax, Improvement Bonds, Refunding Series 2019, 5.250%, 12/01/48 | 12/23 at 103.00 | N/R | 500,595 | ||
| 1,250 | Lewis Pointe Metropolitan District, Thornton, Colorado, Limited Tax Convertible to Unlimited Tax General Obligation Bonds, Series 2015A, 6.000%, 12/01/44 | 12/20 at 100.00 | N/R | 1,251,800 | ||
| 500 | Leyden Rock Metropolitan District No 10, In the City of Arvada, Colorado, Limited Tax General Obligation Bonds, Refunding and Improvement Series 20016A, 5.000%, 12/01/45 | 12/21 at 103.00 | N/R | 502,220 | ||
| 500 | Leyden Rock Metropolitan District No 10, In the City of Arvada, Colorado, Limited Tax General Obligation Bonds, Refunding and Improvement Series 20016B, 7.250%, 12/15/45 | 12/21 at 103.00 | N/R | 495,035 | ||
| 500 | Midcities Metropolitan District No 2, In the City and County of Broomfield, Colorado, Subordinate Special Revenue Refunding Bonds, Series 2016B, 7.750%, 12/15/46 | 12/21 at 103.00 | N/R | 488,195 | ||
| 2,000 | Murphy Creek Metropolitan District 3, Aurora, Colorado, General Obligation Bonds, Refunding & Improvement Series 2006, 6.125%, 12/01/35 (10) | 4/19 at 100.00 | N/R | 1,640,000 | ||
| 1,000 | Pinon Pines Metropolitan District No 1, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2016, 5.375%, 12/01/46 | 12/21 at 103.00 | N/R | 894,810 | ||
| 1,080 | Promenade at Castle Rock Metropolitan District 1, Colorado, General Obligation Bonds, Limited Tax Series 2015A, 5.750%, 12/01/39 | 12/20 at 103.00 | N/R | 1,121,288 | ||
| Regional Transportation District, Colorado, Denver Transit Partners Eagle P3 Project Private Activity Bonds, Series 2010: | ||||||
| 1,000 | 6.500%, 1/15/30 | 7/20 at 100.00 | Baa3 | 1,015,800 | ||
| 1,000 | 6.000%, 1/15/41 | 7/20 at 100.00 | BBB+ | 1,017,400 | ||
| 1,000 | South Aurora Regional Improvement Authority, Aurora, Colorado, Special Revenue Bonds, Series 2018, 6.250%, 12/01/57 | 12/23 at 103.00 | N/R | 1,007,020 | ||
| 978 | STC Metropolitan District 2, Superior, Boulder County, Colorado, Limited Tax General Obligation Bonds, Series 2015A, 6.000%, 12/01/38 | 12/19 at 103.00 | N/R | 996,592 | ||
| 875 | STC Metropolitan District 2, Superior, Boulder County, Colorado, Limited Tax General Obligation Bonds, Series 2015B, 7.750%, 12/15/38 | 12/19 at 103.00 | N/R | 880,696 | ||
| 3,000 | Stone Ridge Metropolitan District 2, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited, Series 2007, 7.250%, 12/01/31 (6) | 4/19 at 100.00 | N/R | 480,000 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Colorado (continued) | ||||||
| $ 1,815 | Three Springs Metropolitan District 3, Durango, La Plata County, Colorado, Property Tax Supported Revenue Bonds, Series 2010, 7.750%, 12/01/39 | 12/20 at 100.00 | N/R | $1,850,393 | ||
| 965 | VDW Metropolitan District 2, Larimer County, Colorado, General Obligation Bonds, Refunding Limited Tax Series 2016B, 7.250%, 12/15/45 | 12/21 at 103.00 | N/R | 924,364 | ||
| 72,559 | Total Colorado | 62,151,849 | ||||
| Connecticut – 0.5% (0.3% of Total Investments) | ||||||
| 2,500 | Harbor Point Infrastructure Improvement District, Connecticut, Special Obligation Revenue Bonds, Harbor Point Project, Series 2010A, 7.875%, 4/01/39 (Pre-refunded 4/01/20) | 4/20 at 100.00 | N/R (5) | 2,674,725 | ||
| 6,047 | Mashantucket Western Pequot Tribe, Connecticut, Special Revenue Bonds, Subordinate Series 2013A, 6.050%, 7/01/31 (cash 4.000%, PIK 2.050%) (6) | No Opt. Call | N/R | 207,101 | ||
| 1,000 | Stamford, Connecticut, Special Obligation Revenue Bonds, Mill River Corridor Project, Series 2011aA, 7.000%, 4/01/41 (Pre-refunded 4/01/21) | 4/21 at 100.00 | N/R (5) | 1,109,560 | ||
| 9,547 | Total Connecticut | 3,991,386 | ||||
| Delaware – 0.3% (0.2% of Total Investments) | ||||||
| 2,500 | Delaware Economic Development Authority, Revenue Bonds, Odyssey Charter School Inc Project, Series 2015A, 7.000%, 9/01/45, 144A | 3/25 at 100.00 | N/R | 2,598,525 | ||
| District of Columbia – 0.5% (0.3% of Total Investments) | ||||||
| 165 | District of Columbia Tobacco Settlement Corporation, Tobacco Settlement Asset-Backed Bonds, Series 2001, 6.500%, 5/15/33 | No Opt. Call | Baa1 | 177,929 | ||
| 1,000 | District of Columbia, Revenue Bonds, Cesar Chavez Public Charter Schools for Public Policy, Series 2011, 7.500%, 11/15/31 | 11/20 at 100.00 | B- | 1,018,260 | ||
| 2,500 | District of Columbia, Revenue Bonds, Howard University, Tender Option Bond Trust 2016-XG0094, 19.448%, 10/01/37, 144A (IF) (4) | 4/21 at 100.00 | A1 | 2,968,875 | ||
| 250 | District of Columbia, Revenue Bonds, KIPP DC Issue, Series 2013A, 6.000%, 7/01/33 (Pre-refunded 7/01/23) | 7/23 at 100.00 | BBB+ (5) | 294,418 | ||
| 3,915 | Total District of Columbia | 4,459,482 | ||||
| Florida – 13.4% (8.7% of Total Investments) | ||||||
| 1,500 | Alachua County Health Facilities Authority, Florida, Health Facilties Revenue Bonds, Terraces at Bonita Springs Project, Series 2011A, 8.125%, 11/15/46 | 11/21 at 100.00 | N/R | 1,631,880 | ||
| 815 | Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series 2006A, 5.125%, 5/01/38 | 4/19 at 100.00 | N/R | 763,305 | ||
| 1,840 | Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series 2012, 6.700%, 5/01/42 | 5/22 at 100.00 | N/R | 1,870,728 | ||
| 1,735 | Ave Maria Stewardship Community District, Florida, Capital Improvement Revenue Bonds, Series 2015, 5.375%, 5/01/45 | 5/25 at 100.00 | N/R | 1,676,860 | ||
| 995 | Babcock Ranch Community Independent Special District, Charlotte County, Florida, Special Assessment Bonds, Series 2015, 5.250%, 11/01/46 | 11/25 at 100.00 | N/R | 1,017,577 | ||
| 905 | Belmont Community Development District, Florida, Capital Improvement Revenue Bonds, Phase 1 Project, Series 2013A, 6.125%, 11/01/33 | 11/24 at 100.00 | N/R | 1,012,496 | ||
| 1,850 | Boggy Creek Improvement District, Orlando, Florida, Special Assessment Revenue Bonds, Refunding Series 2013, 5.125%, 5/01/43 | 5/23 at 100.00 | N/R | 1,852,053 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Florida (continued) | ||||||
| $ 2,700 | Brevard County, Florida, Industrial Development Revenue Bonds, TUFF Florida Tech Project, Series 2009, 6.500%, 11/01/29 | 11/19 at 100.00 | BB+ | $2,753,406 | ||
| 700 | Broward County, Florida, Airport Facility Revenue Bonds, Learjet Inc, Series 2000, 7.500%, 11/01/20 (Alternative Minimum Tax) | 4/19 at 100.00 | Caa1 | 700,175 | ||
| 1,435 | Capital Projects Finance Authority, Florida, Student Housing Revenue Bonds, Capital Projects Loan Program, Series 2001F-1, 5.000%, 10/01/31 – NPFG Insured | 4/19 at 100.00 | Baa2 | 1,444,342 | ||
| 1,000 | Capital Trust Agency, Florida, Revenue Bonds, Palm Coast Senior Living Community Project, Series 2017A, 7.000%, 10/01/49, 144A | 4/24 at 103.00 | N/R | 940,170 | ||
| 2,595 | Capital Trust Agency, Florida, Revenue Bonds, Provision CARES Proton Therapy Center, Orlando Project, Series 2018, 7.500%, 6/01/48, 144A | 6/28 at 100.00 | N/R | 2,673,447 | ||
| 1,000 | Capital Trust Agency, Florida, Senior Living Facilities Revenue Bonds, Elim Senior Housing, Inc Project, Series 2017, 5.875%, 8/01/52, 144A | 8/24 at 103.00 | N/R | 980,620 | ||
| 1,000 | Celebration Pointe Community Development District 1, Alachua County, Florida, Special Assessment Revenue Bonds, Series 2014, 5.125%, 5/01/45 | 5/24 at 100.00 | N/R | 1,002,420 | ||
| 2,000 | Collier County Industrial Development Authority, Florida, Continuing Care Community Revenue Bonds, Arlington of Naples Project, Series 2014A, 7.750%, 5/15/35, 144A | 5/24 at 100.00 | N/R | 1,957,020 | ||
| 940 | Copperstone Community Development District, Manatee County, Florida, Capital Improvement Revenue Bonds, Series 2007, 5.200%, 5/01/38 | 4/19 at 100.00 | N/R | 940,310 | ||
| 935 | Cordoba Ranch Community Development District, Hillsborough County, Florida, Special Assessment Revenue Bonds, Series 2006, 5.550%, 5/01/37 | 4/19 at 100.00 | N/R | 904,594 | ||
| 800 | Fishhawk Community Development District IV, Hillsborough County, Florida, Special Assessment Revenue Bonds, Series 2013A, 7.000%, 5/01/33 | 5/23 at 100.00 | N/R | 827,960 | ||
| 1,850 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Downtown Doral Charter Elementary School Project, Series 2014A, 6.500%, 7/01/44 | 7/24 at 100.00 | N/R | 1,862,395 | ||
| 1,000 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Downtown Doral Charter Elementary School Project, Series 2017A, 5.750%, 7/01/44, 144A | 7/27 at 100.00 | N/R | 971,990 | ||
| 565 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Florida Charter Foundation Inc Projects, Series 2016A, 5.000%, 7/15/46, 144A | 7/26 at 100.00 | N/R | 530,524 | ||
| 1,000 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2010A, 6.000%, 9/15/40 | 9/20 at 100.00 | BB+ | 1,028,850 | ||
| 2,000 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc Projects, Series 2011A, 7.625%, 6/15/41 | 6/21 at 100.00 | BB | 2,147,800 | ||
| 4,000 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Renaissance Charter School, Inc. Projects, Series 2013A, 8.500%, 6/15/44 | 6/23 at 100.00 | N/R | 4,540,760 | ||
| 14,300 | Florida, Development Finance Corporation, Surface Transportation Facility Revenue Bonds, Brightline Passenger Rail Project - South Segment, Series 2017, 5.625%, 1/01/47 (Alternative Minimum Tax) (Mandatory Put 1/01/28), 144A | 4/19 at 105.00 | N/R | 14,816,659 | ||
| 2,500 | Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special Assessment Bonds, Doral Breeze Project Series 2012, 5.500%, 11/01/32 | 11/22 at 100.00 | N/R | 2,642,300 | ||
| 1,000 | Grand Bay at Doral Community Development District, Miami-Dade County, Florida, Special Assessment Improvement Bonds, Assessment Area Two Project, Refunding Series 2014A-2, 6.500%, 5/01/39 | 5/24 at 100.00 | N/R | 1,037,070 | ||
| 1,940 | Harmony Community Development District, Florida, Capital Improvement Revenue Bonds, Special Assessment, Refunding Series 2014, 5.250%, 5/01/32 | 5/24 at 100.00 | N/R | 1,978,082 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Florida (continued) | ||||||
| $ 1,000 | Lakes by the Bay South Community Development District, Florida, Special Assessment Bonds, Series 2012, 5.750%, 11/01/42 | 11/22 at 100.00 | N/R | $1,022,480 | ||
| 665 | Lakewood Ranch Stewardship District, Florida, Special Assessment Revenue Bonds, Lakewood Centre North Project, Series 2015, 4.875%, 5/01/45 | 5/25 at 100.00 | N/R | 650,969 | ||
| 2,000 | Lee County Industrial Development Authority, Florida, Charter School Revenue Bonds, Lee County Community Charter Schools, Series 2007A, 5.375%, 6/15/37 | 4/19 at 100.00 | BB- | 1,889,480 | ||
| 630 | Lee County Industrial Development Authority, Florida, Healthcare Facilities Revenue Bonds, Preserve Project, Series 2017A, 5.750%, 12/01/52, 144A | 12/22 at 105.00 | N/R | 632,967 | ||
| 12,190 | Miami Beach, Florida, Resort Tax Revenue Bonds, Series 2015, 5.000%, 9/01/45 (UB) (4) | 9/25 at 100.00 | AA- | 13,735,448 | ||
| 750 | Miami Dade County Industrial Development Authority, Florida, Educational Facilities Revenue Bonds, South Florida Autism Charter School Project, Series 2017, 6.000%, 7/01/47, 144A | 7/27 at 100.00 | N/R | 714,660 | ||
| 1,085 | Miami World Center Community Development District, Miami-Dade County, Florida, Special Assessment Bonds, Series 2017, 5.250%, 11/01/49 | 11/27 at 100.00 | N/R | 1,107,785 | ||
| 750 | Miami-Dade County Industrial Development Authority, Florida, Revenue Bonds, Youth Co-Op Charter Schools Project, Series 2015A, 6.000%, 9/15/45, 144A | 9/25 at 100.00 | N/R | 757,433 | ||
| 1,250 | Miami-Dade County, Florida, Water and Sewer System Revenue Bonds, Tender Option Bond Trust 2016-XG0030, 14.555%, 10/01/39 – AGM Insured, 144A (IF) | 10/20 at 100.00 | Aa3 | 1,522,787 | ||
| 930 | Northern Palm Beach County Improvement District, Florida, Water Control and Improvement Bonds, Development Unit 53, Series 2015, 5.500%, 8/01/46 | 8/26 at 100.00 | N/R | 955,584 | ||
| Palm Beach County Health Facilities Authority, Florida, Revenue Bonds, Sinai Residences of Boca Raton Project, Series 2014A: | ||||||
| 620 | 7.000%, 6/01/29 | 6/22 at 102.00 | N/R | 688,814 | ||
| 3,110 | 7.500%, 6/01/49 | 6/22 at 102.00 | N/R | 3,496,915 | ||
| 3,665 | Pine Island Community Development District, Florida, Special Assessment Bonds, Bella Collina, Series 2004, 5.750%, 5/01/35 | 4/19 at 100.00 | N/R | 3,645,502 | ||
| 1,710 | Reunion West Community Development District, Florida, Special Assessment Bonds, Series 2004A-1, 6.250%, 5/01/36 | 5/22 at 100.00 | N/R | 1,803,400 | ||
| 2,500 | Rolling Oaks Community Development District, Florida, Special Assessment Bonds, Series 2016, 6.000%, 11/01/47 | 11/27 at 100.00 | N/R | 2,689,725 | ||
| 990 | Shingle Creek Community Development District, Florida, Special Assessment Revenue Bonds, Series 2015, 5.400%, 11/01/45 | 11/25 at 100.00 | N/R | 982,981 | ||
| 870 | Sweetwater Creek Community Development District, Saint John's County, Florida, Capital Improvement Revenue Bonds, Series 2007A, 5.500%, 5/01/38 | 4/19 at 100.00 | N/R | 846,771 | ||
| 2,500 | Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible, Capital Appreciation, Series 2012A-3, 6.610%, 5/01/40 (9) | 5/19 at 100.00 | N/R | 2,464,325 | ||
| 1,540 | Tolomato Community Development District, Florida, Special Assessment Bonds, Convertible, Capital Appreciation, Series 2012A-4, 6.610%, 5/01/40 (9) | 5/22 at 100.00 | N/R | 1,261,876 | ||
| Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series 2007-3: | ||||||
| 120 | 6.375%, 5/01/19 (6) | No Opt. Call | N/R | 1 | ||
| 1,360 | 6.650%, 5/01/40 (6) | 4/19 at 100.00 | N/R | 14 | ||
| 2,845 | Tolomato Community Development District, Florida, Special Assessment Bonds, Hope Note, Series 2007A-2, 5.250%, 5/01/39 (6) | 5/19 at 100.00 | N/R | 28 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Florida (continued) | ||||||
| $ 120 | Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing Parcel Series 2007-1. RMKT, 6.650%, 5/01/40 | 4/19 at 100.00 | N/R | $111,505 | ||
| 600 | Tolomato Community Development District, Florida, Special Assessment Bonds, Non Performing Parcel Series 2007A-1. RMKT, 5.250%, 5/01/39 | 5/19 at 100.00 | N/R | 504,288 | ||
| 3,740 | Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-1, 6.610%, 5/01/40 (6) | 4/19 at 100.00 | N/R | 3,001,387 | ||
| 2,300 | Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-2, 6.610%, 5/01/40 (6) | 4/19 at 100.00 | N/R | 1,514,251 | ||
| 2,505 | Tolomato Community Development District, Florida, Special Assessment Bonds, Refunding Series 2015-3, 6.610%, 5/01/40 (6) | 4/19 at 100.00 | N/R | 25 | ||
| 3,545 | Tolomato Community Development District, Florida, Special Assessment Bonds, Series 2006, 5.400%, 5/01/37 | 4/19 at 100.00 | N/R | 3,548,226 | ||
| 3,405 | Twin Creeks North Community Development District, Florida, Special Assessment Bonds, Master Infrastructure Improvements, Series 2016A-2, 6.375%, 11/01/47 | 11/31 at 100.00 | N/R | 3,442,353 | ||
| 1,000 | Venetian Parc Community Development District, Miami-Dade County, Florida, Special Assessment Bonds, Area One Project, Series 2013, 6.500%, 11/01/43 | 11/28 at 100.00 | N/R | 1,269,460 | ||
| 975 | Waterset North Community Development District, Hillsborough County, Florida, Special Assessment Revenue Bonds, Series 2014, 5.500%, 11/01/45 | 11/24 at 100.00 | N/R | 1,009,310 | ||
| 116,170 | Total Florida | 111,776,543 | ||||
| Georgia – 0.9% (0.6% of Total Investments) | ||||||
| 1,000 | Atlanta Urban Residential Finance Authority, Georgia, Multifamily Housing Revenue Bonds, Testletree Village Apartments, Series 2013A, 5.000%, 11/01/48 | 11/23 at 100.00 | BBB+ | 1,010,430 | ||
| 1,250 | Clayton County Development Authority, Georgia, Special Facilities Revenue Bonds, Delta Air Lines, Inc. Project, Series 2009A, 8.750%, 6/01/29 | 6/20 at 100.00 | Baa3 | 1,353,863 | ||
| 1,880 | Douglas County Development Authority, Georgia, Charter School Revenue Bonds, Brighten Academy Project, Series 2013A, 7.125%, 10/01/43 | 10/23 at 100.00 | N/R | 1,951,515 | ||
| 1,000 | Fulton County Development Authority, Georgia, Revenue Bonds, Amana Academy Project, Series 2013A, 6.500%, 4/01/43 | 4/23 at 100.00 | N/R | 1,010,010 | ||
| Liberty County Industrial Authority, Georgia, Revenue Bonds, Series 2014: | ||||||
| 360 | 5.500%, 7/15/23 | 7/21 at 100.00 | N/R | 360,499 | ||
| 767 | 5.500%, 7/15/30 | 7/21 at 100.00 | N/R | 765,555 | ||
| 842 | 5.500%, 1/15/36 | 7/21 at 100.00 | N/R | 840,984 | ||
| 7,099 | Total Georgia | 7,292,856 | ||||
| Guam – 0.4% (0.2% of Total Investments) | ||||||
| 2,445 | Guam Government, General Obligation Bonds, 2009 Series A, 7.000%, 11/15/39 (Pre-refunded 11/15/19) | 11/19 at 100.00 | N/R (5) | 2,546,737 | ||
| 330 | Guam International Airport Authority, Revenue Bonds, Series 2013C, 6.375%, 10/01/43 (Alternative Minimum Tax) | 10/23 at 100.00 | BBB+ | 374,992 | ||
| 2,775 | Total Guam | 2,921,729 | ||||
| Hawaii – 0.2% (0.1% of Total Investments) | ||||||
| 1,655 | Hawaii Department of Budget and Finance, Special Purpose Revenue Bonds, Hawaiian Electric Company, Inc and Subsidiary Projects, Series 2009, 6.500%, 7/01/39 | 7/19 at 100.00 | BBB- | 1,684,674 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Idaho – 0.1% (0.0% of Total Investments) | ||||||
| $ 500 | Idaho Health Facilities Authority, Revenue Bonds, Saint Luke's Health System Project, Tender Option Bond Trust 2016-XG0066, 13.340%, 3/01/47, 144A (IF) (4) | 3/22 at 100.00 | AA- | $ 602,785 | ||
| Illinois – 27.0% (17.6% of Total Investments) | ||||||
| 625 | Bolingbrook, Illinois, Sales Tax Revenue Bonds, Series 2005, 6.250%, 1/01/24 | 4/19 at 100.00 | N/R | 609,669 | ||
| 10,670 | Chicago Board of Education, Illinois, Dedicated Capital Improvement Tax Revenue Bonds, Series 2016, 6.000%, 4/01/46 (UB) (4) | 4/27 at 100.00 | A | 12,166,254 | ||
| 1,500 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Project Series 2015C, 5.250%, 12/01/39 | 12/24 at 100.00 | B+ | 1,536,135 | ||
| 1,000 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2010F, 5.000%, 12/01/31 | 12/20 at 100.00 | BB- | 1,009,300 | ||
| 1,000 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Refunding Series 2018D, 5.000%, 12/01/46 | 12/28 at 100.00 | B+ | 1,008,430 | ||
| 15,385 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016A, 7.000%, 12/01/44 | 12/25 at 100.00 | B+ | 17,622,441 | ||
| 2,025 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2016B, 6.500%, 12/01/46 | 12/26 at 100.00 | B+ | 2,273,873 | ||
| 9,910 | Chicago Board of Education, Illinois, General Obligation Bonds, Dedicated Revenues, Series 2017A, 7.000%, 12/01/46, 144A | 12/27 at 100.00 | B+ | 11,681,412 | ||
| 3,000 | Chicago Greater Metropolitan Water Reclamation District, Illinois, General Obligation Bonds, Capital Improvement, Green 2014 Series 2015A, 5.000%, 12/01/44 (UB) (4) | 12/24 at 100.00 | AA+ | 3,333,600 | ||
| 7,500 | Chicago Transit Authority, Illinois, Sales Tax Receipts Revenue Bonds, Series 2011, 5.250%, 12/01/40 (UB) (4) | 12/21 at 100.00 | A3 | 7,886,925 | ||
| 1,511 | Chicago, Illinois, Certificates of Participation Tax Increment Bonds, 35th and State Redevelopoment Project, Series 2012, 6.100%, 1/15/29 | 3/19 at 100.00 | N/R | 1,508,948 | ||
| 2,510 | Chicago, Illinois, Certificates of Participation, Tax Increment Allocation Revenue Bonds, Diversey-Narragansett Project, Series 2006, 7.460%, 2/15/26 (6) | 4/19 at 100.00 | N/R | 1,831,247 | ||
| 5,000 | Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Refunding Senior Lien Series 2018A, 4.000%, 1/01/43 (Alternative Minimum Tax) (UB) (4) | 1/29 at 100.00 | A | 4,931,600 | ||
| 30,500 | Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Senior Lien Series 2018B, 5.000%, 1/01/48 (UB) (4) | 1/29 at 100.00 | A | 33,950,465 | ||
| 2,000 | Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2014A, 5.250%, 1/01/30 | 1/24 at 100.00 | Ba1 | 2,102,160 | ||
| 9,400 | Chicago, Illinois, General Obligation Bonds, Project & Refunding Series 2017A, 6.000%, 1/01/38 | 1/27 at 100.00 | BBB- | 10,514,746 | ||
| 1,000 | Chicago, Illinois, General Obligation Bonds, Project and Refunding Series 2005D, 5.500%, 1/01/37 | 1/25 at 100.00 | Ba1 | 1,060,380 | ||
| 130 | Chicago, Illinois, General Obligation Bonds, Refunding Series 2016C, 5.000%, 1/01/38 | 1/26 at 100.00 | BBB- | 134,676 | ||
| 1,500 | Chicago, Illinois, General Obligation Bonds, VAribale Rate Demand Series 2007F, 5.500%, 1/01/42 | 1/25 at 100.00 | Ba1 | 1,575,405 | ||
| 5,000 | City of Chicago, Illinois, Chicago O'Hare International Airport, Senior Special Facilities Revenue Bonds, TRIPs Obliated Group, Series 2018, 5.000%, 7/01/48 (Alternative Minimum Tax) | 7/28 at 100.00 | BBB | 5,437,700 | ||
| 4,000 | Cook County, Illinois, Recovery Zone Facility Revenue Bonds, Navistar International Corporation Project, Series 2010, 6.750%, 10/15/40 | 10/20 at 100.00 | BB- | 4,161,560 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Illinois (continued) | ||||||
| $ 5,000 | Illinois Finance Authority Revenue Bonds, Ness Healthcare NFP, Series 2016A, 6.375%, 11/01/46, 144A | 11/26 at 100.00 | N/R | $4,512,400 | ||
| 1,000 | Illinois Finance Authority, Recovery Zone Facility Revenue Bonds, Navistar International Corporation Project, Series 2010, 6.750%, 10/15/40 | 10/20 at 100.00 | B2 | 1,044,450 | ||
| 11,175 | Illinois Finance Authority, Revenue Bonds, Ascension Health/fkaPresence Health Network, Series 2016C, 4.000%, 2/15/41 (UB) | 2/27 at 100.00 | Aa2 | 11,289,767 | ||
| 1,000 | Illinois Finance Authority, Revenue Bonds, Lake Forest College, Series 2012A, 6.000%, 10/01/48 | 10/22 at 100.00 | BBB- | 1,052,280 | ||
| 5,000 | Illinois Finance Authority, Revenue Bonds, Northwestern Memorial Healthcare, Series 2017A, 4.000%, 7/15/47 (UB) (4) | 1/28 at 100.00 | AA+ | 5,048,650 | ||
| Illinois Finance Authority, Revenue Bonds, Provena Health, Series 2009A: | ||||||
| 25 | 7.750%, 8/15/34 (Pre-refunded 8/15/19) | 8/19 at 100.00 | N/R (5) | 25,791 | ||
| 2,875 | 7.750%, 8/15/34 (Pre-refunded 8/15/19) | 8/19 at 100.00 | N/R (5) | 2,965,994 | ||
| Illinois Finance Authority, Revenue Bonds, Silver Cross Hospital and Medical Centers, Series 2009: | ||||||
| 2,000 | 6.875%, 8/15/38 (Pre-refunded 8/15/19) | 8/19 at 100.00 | N/R (5) | 2,054,520 | ||
| 3,850 | 7.000%, 8/15/44 (Pre-refunded 8/15/19) | 8/19 at 100.00 | N/R (5) | 3,956,645 | ||
| Illinois Finance Authority, Revenue Bonds, The Carle Foundation, Tender Option Bond Trust 2015-XF0121: | ||||||
| 1,685 | 17.655%, 8/15/41, 144A (IF) (4) | 8/21 at 100.00 | AA | 2,275,053 | ||
| 250 | 17.667%, 8/15/41, 144A (IF) (4) | 8/21 at 100.00 | AA | 337,610 | ||
| 5,000 | Illinois Finance Authority, Revenue Bonds, The University of Chicago Medical Center, Series 2016B, 4.000%, 8/15/41 (UB) (4) | 2/27 at 100.00 | AA- | 5,085,950 | ||
| Illinois State, General Obligation Bonds, November Series 2016: | ||||||
| 1,000 | 5.000%, 11/01/35 | 11/26 at 100.00 | BBB- | 1,038,940 | ||
| 1,000 | 5.000%, 11/01/37 | 11/26 at 100.00 | BBB- | 1,034,290 | ||
| 9,945 | Illinois State, General Obligation Bonds, November Series 2017D, 5.000%, 11/01/27 (UB) (4) | No Opt. Call | BBB | 10,801,861 | ||
| 630 | Illinois State, General Obligation Bonds, Series 2012A, 5.000%, 3/01/36 | 3/22 at 100.00 | BBB- | 639,475 | ||
| 5,445 | Illinois State, Sales Tax Revenue Bonds, Build Illinois, Refunding Junior Obligation September Series 2016C, 4.000%, 6/15/31 (UB) (4) | 6/26 at 100.00 | BBB | 5,418,483 | ||
| 2,000 | Lombard Public Facilities Corporation, Illinois, Conference Center and Hotel Revenue Bonds, First Tier Series 2005A-2, 5.500%, 1/01/36 | 3/28 at 100.00 | N/R | 1,825,860 | ||
| 10,000 | Metropolitan Pier and Exposition Authority, Illinois, Revenue Bonds, McCormick Place Expansion Project, Series 2002A, 0.000%, 12/15/33 – NPFG Insured | No Opt. Call | BBB- | 5,213,800 | ||
| 800 | Railsplitter Tobacco Settlement Authority, Illinois, Tobacco Settlement Revenue Bonds, Series 2010, 6.000%, 6/01/28 (Pre-refunded 6/01/21) | 6/21 at 100.00 | N/R (5) | 876,920 | ||
| 900 | Rantoul, Champaign County, Illinois, Tax Increment Revenue Bonds, Evans Road Series 2013B, 7.000%, 12/01/33 | 12/23 at 100.00 | N/R | 916,038 | ||
| Sales Tax Securitization Corporation, Illinois, Sales Tax Securitzation Bonds, Series 2018C: | ||||||
| 9,875 | 5.000%, 1/01/36 (UB) (4) | 1/29 at 100.00 | AA- | 10,992,159 | ||
| 17,750 | 5.250%, 1/01/48 (UB) (4) | 1/29 at 100.00 | AA- | 19,672,325 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Illinois (continued) | ||||||
| $ 1,000 | Southwestern Illinois Development Authority, Health Facility Revenue Bonds, Memorial Group, Inc, Series 2013, 7.125%, 11/01/43 (Pre-refunded 11/01/23) | 11/23 at 100.00 | N/R (5) | $1,235,810 | ||
| 895 | Yorkville United City Business District, Illinois, Storm Water and Water Improvement Project Revenue Bonds, Series 2007, 6.000%, 1/01/26 (11) | 4/19 at 100.00 | N/R | 474,350 | ||
| 215,266 | Total Illinois | 226,126,347 | ||||
| Indiana – 2.2% (1.4% of Total Investments) | ||||||
| 3,830 | Carmel Redevelopment District, Indiana, Tax Increment Revenue Bonds, Series 2004A, 6.650%, 7/15/24 | 1/24 at 100.00 | N/R | 3,901,200 | ||
| 1,000 | Indiana Bond Bank, Special Program Bonds, Hendricks Regional Health Project, Tender Option Bond Trust 2016-XL0019, 15.328%, 4/01/30, 144A (IF) (4) | No Opt. Call | AA | 1,942,390 | ||
| 1,250 | Indiana Bond Bank, Special Program Gas Revenue Bonds, JP Morgan Ventures Energy Corporation Guaranteed, Tender Option Bond Trust 2015-XF0115, 14.524%, 10/15/20, 144A (IF) (4) | No Opt. Call | A | 1,499,100 | ||
| 1,000 | Indiana Finance Authority, Educational Facilities Revenue Bonds, Discovery Charter School Project, Series 2015A, 7.250%, 12/01/45 | 12/25 at 100.00 | BB- | 1,050,220 | ||
| 1,000 | Indiana Finance Authority, Environmental Improvement Revenue Bonds, United States Steel Corporation Project, Refunding Series 2011, 6.000%, 12/01/19 | No Opt. Call | B | 1,021,490 | ||
| 2,000 | Indiana Finance Authority, Environmental Improvement Revenue Bonds, United States Steel Corporation Project, Series 2012, 5.750%, 8/01/42 (Alternative Minimum Tax) | 8/22 at 100.00 | B | 2,006,240 | ||
| 500 | Indiana Finance Authority, Hospital Revenue Bonds, King's Daughters' Hospital and Health Services, Series 2010, 5.500%, 8/15/45 | 8/20 at 100.00 | Baa2 | 517,950 | ||
| Indiana Finance Authority, Revenue Bonds, Trinity Health Care Group Revenue Bonds, Tender Option Bond Trust 2015-XF0106: | ||||||
| 1,290 | 14.487%, 12/01/37, 144A (IF) (4) | 12/20 at 100.00 | AA- | 1,580,224 | ||
| 1,250 | 15.484%, 12/01/38, 144A (IF) (4) | 12/19 at 100.00 | AA- | 1,393,838 | ||
| 1,000 | Shoals, Indiana, Exempt Facilities Revenue Bonds, National Gypsum Company Project, Series 2013, 7.250%, 11/01/43 (Alternative Minimum Tax) | 11/23 at 100.00 | N/R | 1,099,590 | ||
| 940 | St Joseph County, Indiana, Economic Development Revenue Bonds, Chicago Trail Village Apartments, Series 2005A, 7.500%, 7/01/35 | 7/19 at 100.00 | N/R | 925,129 | ||
| 1,375 | Terre Haute, Indiana, Economic Development Solid Waste Facility Revenue Bonds, Pyrolyx USA Indiana, LLC Project, Series 2017A, 7.250%, 12/01/28 (Alternative Minimum Tax) | No Opt. Call | N/R | 1,343,746 | ||
| 16,435 | Total Indiana | 18,281,117 | ||||
| Iowa – 0.8% (0.5% of Total Investments) | ||||||
| 1,030 | Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Alcoa Inc. Project, Series 2012, 4.750%, 8/01/42 | 8/22 at 100.00 | Ba2 | 1,054,462 | ||
| 2,000 | Iowa Finance Authority, Iowa, Midwestern Disaster Area Revenue Bonds, Iowa Fertilizer Company Project, Series 2013, 5.250%, 12/01/25 | 12/23 at 100.00 | B- | 2,122,120 | ||
| Iowa Tobacco Settlement Authority, Asset Backed Settlement Revenue Bonds, Series 2005C: | ||||||
| 1,000 | 5.375%, 6/01/38 | 4/19 at 100.00 | B2 | 993,390 | ||
| 2,900 | 5.625%, 6/01/46 | 4/19 at 100.00 | B | 2,869,811 | ||
| 6,930 | Total Iowa | 7,039,783 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Kansas – 0.7% (0.5% of Total Investments) | ||||||
| $ 5,305 | University of Kansas Hospital Authority, Health Facilities Revenue Bonds, KU Health System, Refunding & Improvement Series 2015, 5.000%, 9/01/45 (UB) (4) | 9/25 at 100.00 | AA- | $ 5,788,126 | ||
| Kentucky – 7.4% (4.8% of Total Investments) | ||||||
| Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Health, Refunding Series 2017A: | ||||||
| 5,450 | 5.000%, 6/01/41 | 6/27 at 100.00 | BB+ | 5,757,271 | ||
| 3,300 | 5.000%, 6/01/45 | 6/27 at 100.00 | BB+ | 3,469,455 | ||
| 12,665 | 5.000%, 6/01/45 (UB) (4) | 6/27 at 100.00 | BB+ | 13,315,348 | ||
| 500 | Kentucky Economic Development Finance Authority, Hospital Revenue Bonds, Owensboro Medical Health System, Series 2010A, 6.000%, 6/01/30 (Pre-refunded 6/01/20) | 6/20 at 100.00 | BB+ (5) | 527,700 | ||
| Kentucky Economic Development Finance Authority, Revenue Bonds, Next Generation Kentucky Information Highway Project, Senior Series 2015A: | ||||||
| 11,000 | 5.000%, 7/01/37 (UB) | 7/25 at 100.00 | Baa2 | 11,825,440 | ||
| 9,295 | 5.000%, 7/01/40 (UB) | 7/25 at 100.00 | Baa2 | 9,775,273 | ||
| 16,800 | 5.000%, 1/01/45 (UB) | 7/25 at 100.00 | Baa2 | 17,424,624 | ||
| 59,010 | Total Kentucky | 62,095,111 | ||||
| Louisiana – 1.4% (0.9% of Total Investments) | ||||||
| 2,205 | Ascension Parish Industrial development Board, Louisiana, Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.000%, 7/01/36 | 7/23 at 100.00 | N/R | 2,334,919 | ||
| 100 | Louisiana Local Government Environmental Facilities and Community Development Authority, Revenue Bonds, Southgate Suites Retail Project, Series 2007B, 9.000%, 12/15/19 (6) | No Opt. Call | N/R | 1 | ||
| 500 | Louisiana Local Government Environmental Facilities and Community Development Authority, Revenue Bonds, Westlake Chemical Corporation Projects, Series 2010A-1, 6.500%, 11/01/35 | 11/20 at 100.00 | BBB | 532,440 | ||
| Louisiana Local Government Environmental Facilities and Community Development Authority, Revenue Bonds, Womans Hospital Foundation Project, Tender Option Bond Trust 2016-XF2336: | ||||||
| 750 | 17.713%, 10/01/40, 144A (IF) (4) | 10/20 at 100.00 | N/R | 953,745 | ||
| 750 | 17.723%, 10/01/40, 144A (IF) (4) | 10/20 at 100.00 | N/R | 953,872 | ||
| 1,000 | Louisiana Public Facilities Authority, Dock and Wharf Revenue Bonds, Impala Warehousing (US) LLC Project, Series 2013, 6.500%, 7/01/36 (Alternative Minimum Tax), 144A | 7/23 at 100.00 | N/R | 1,087,020 | ||
| 1,785 | Louisiana Public Facilities Authority, Revenue Bonds, Lake Charles Charter Academy Foundation Project, Series 2011A, 7.750%, 12/15/31 | 12/21 at 100.00 | N/R | 1,931,138 | ||
| 2,000 | Louisiana Public Facilities Authority, Revenue Bonds, Loyola University Project, Refunding Series 2017, 0.000%, 10/01/33 (9) | No Opt. Call | BBB | 1,843,340 | ||
| 2,110 | Louisiana Public Facilities Authority, Revenue Bonds, Southwest Louisiana Charter Academy Foundation Project, Series 2013A, 8.125%, 12/15/33 | 12/23 at 100.00 | N/R | 2,235,207 | ||
| 2,000 | Louisiana Public Facilities Authority, Solid Waste Disposal Facility Revenue Bonds, Lousiana Pellets Inc Project, Series 2015, 7.000%, 7/01/24 (Alternative Minimum Tax), 144A (6) | No Opt. Call | N/R | 20 | ||
| 13,200 | Total Louisiana | 11,871,702 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Maine – 0.4% (0.2% of Total Investments) | ||||||
| $ 3,155 | Portland Housing Development Corporation, Maine, Section 8 Assisted Senior Living Revenue Bonds, Avesta Housing Development Corporation, Series 2004A, 6.000%, 2/01/34 | 4/19 at 100.00 | Baa2 | $ 3,159,859 | ||
| Maryland – 0.9% (0.6% of Total Investments) | ||||||
| 3,000 | Maryland Economic Development Corporation, Port Facilities Revenue Bonds, CNX Marine Terminals Inc Port of Baltimore Facility, Refunding Series 2010, 5.750%, 9/01/25 | 9/20 at 100.00 | BB- | 3,089,430 | ||
| 4,000 | Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference Center, Series 2006A, 5.000%, 12/01/31 (6) | 4/19 at 100.00 | N/R | 2,720,000 | ||
| 2,500 | Maryland Economic Development Corporation, Revenue Bonds, Chesapeake Bay Hyatt Conference Center, Series 2006B, 5.250%, 12/01/31 (6) | 4/19 at 100.00 | N/R | 1,700,000 | ||
| 9,500 | Total Maryland | 7,509,430 | ||||
| Massachusetts – 1.7% (1.1% of Total Investments) | ||||||
| 5,735 | Massachusetts Educational Financing Authority, Education Loan Revenue Bonds, Issue K, Series 2017B, 4.250%, 7/01/46 (Alternative Minimum Tax) (UB) (4) | 7/26 at 100.00 | A | 5,818,616 | ||
| 5,000 | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2016A, 5.000%, 3/01/46 (UB) (4) | 3/24 at 100.00 | AA | 5,509,450 | ||
| 2,985 | Massachusetts State, General Obligation Bonds, Consolidated Loan, Series 2016E, 4.000%, 4/01/33 (UB) (4) | 4/25 at 100.00 | AA | 3,153,324 | ||
| 13,720 | Total Massachusetts | 14,481,390 | ||||
| Michigan – 1.8% (1.2% of Total Investments) | ||||||
| Detroit Local Development Finance Authority, Michigan, Tax Increment Bonds, Series 1998A: | ||||||
| 10 | 5.500%, 5/01/21 – ACA Insured | 4/19 at 100.00 | B- | 10,028 | ||
| 485 | 5.500%, 5/01/21 | 5/19 at 100.00 | B- | 482,944 | ||
| 88 | Detroit, Michigan, General Obligation Bonds, Series 2003A, 5.250%, 4/01/22 | 4/19 at 100.00 | N/R | 86,246 | ||
| 116 | Detroit, Michigan, General Obligation Bonds, Series 2004A-1, 5.250%, 4/01/19 – AMBAC Insured | 3/19 at 100.00 | N/R | 116,164 | ||
| 930 | Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Hope Academy Project, Series 2011, 8.125%, 4/01/41 | 4/21 at 100.00 | B | 772,728 | ||
| 1,245 | Michigan Finance AuthorIty, Public School Academy Limited Obligation Revenue Bonds, Voyageur Academy Project, Refunding Series 2017 Private Placement of 2017, 5.900%, 7/15/46, 144A | 7/27 at 100.00 | N/R | 977,449 | ||
| Michigan Housing Development Authority, Rental Housing Revenue Bonds, Series 2015A: | ||||||
| 2,225 | 4.350%, 10/01/45 (UB) (4) | 10/24 at 100.00 | AA | 2,273,038 | ||
| 4,500 | 4.600%, 4/01/52 (UB) (4) | 10/24 at 100.00 | AA | 4,628,385 | ||
| 1,620 | Michigan Public Educational Facilities Authority, Charter School Revenue Bonds, American Montessori Academy, Series 2007, 6.500%, 12/01/37 | 4/19 at 100.00 | N/R | 1,620,016 | ||
| 1,000 | Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, Chandler Park Academy Project, Series 2008, 6.500%, 11/01/35 | 4/19 at 100.00 | BBB | 1,001,230 | ||
| 1,000 | Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, Richfield Public School Academy, Series 2007, 5.000%, 9/01/36 | 4/19 at 100.00 | BBB- | 999,960 | ||
| 825 | Michigan Public Educational Facilities Authority, Limited Obligation Revenue Bonds, David Ellis Academy-West Charter School Project, Series 2007, 5.875%, 6/01/37 | 4/19 at 100.00 | N/R | 809,061 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Michigan (continued) | ||||||
| $ 865 | Michigan Strategic Fund, Limited Obligation Revenue Bonds, Detroit Thermal LLC Project, Series 2018, 7.000%, 12/01/30 (Alternative Minimum Tax), 144A | 12/23 at 100.00 | N/R | $965,720 | ||
| 500 | Summit Academy, Michigan, Revenue Bonds, Public School Academy Series 2005, 6.375%, 11/01/35 | 4/19 at 100.00 | B+ | 500,095 | ||
| 15,409 | Total Michigan | 15,243,064 | ||||
| Minnesota – 0.8% (0.5% of Total Investments) | ||||||
| 665 | Brooklyn Park, Minnesota, Charter School Lease Revenue Bonds, Athlos Leadership Academy Project, Series 2015A, 5.500%, 7/01/35 | 7/25 at 100.00 | N/R | 680,448 | ||
| 1,000 | Columbus, Minnesota, Charter School Lease Revenue Bonds, New Millennium Academy Project, Series 2015A, 6.000%, 7/01/45 | 7/25 at 100.00 | B- | 849,670 | ||
| 505 | Greenwood, Minnesota, Charter School Lease Revenue Bonds, Main Street School of Performing Arts Project, Series 2016A, 5.000%, 7/01/47 | 7/26 at 100.00 | N/R | 466,852 | ||
| 2,000 | Saint Paul Housing & Redevelopment Authority, Minnesota, Charter School Lease Revenue Bonds, Community School of Excellence, Series 2016A, 5.750%, 7/01/47, 144A | 7/26 at 100.00 | N/R | 1,997,100 | ||
| 3,000 | Saint Paul Port Authority, Minnesota, Solid Waste Disposal Revenue Bonds, Gerdau Saint Paul Steel Mill Project, Series 2012-7, 4.500%, 10/01/37 (Alternative Minimum Tax), 144A | 10/22 at 100.00 | Ba1 | 2,740,890 | ||
| 7,170 | Total Minnesota | 6,734,960 | ||||
| Mississippi – 0.1% (0.1% of Total Investments) | ||||||
| 622 | Mississippi Home Corporation, Multifamily Housing Revenue Bonds, Tupelo Personal Care Apartments, Series 2004-2, 6.125%, 9/01/34 (Alternative Minimum Tax) | 10/19 at 100.00 | N/R | 623,819 | ||
| Missouri – 2.3% (1.5% of Total Investments) | ||||||
| 1,000 | Hanley Road Corridor Transportation Development District, Brentwood and Maplewood, Missouri, Transportation Sales Revenue Bonds, Refunding Series 2009A, 5.875%, 10/01/36 | 10/19 at 100.00 | A- | 1,016,320 | ||
| 2,000 | Joplin Industrial Development Authority, Missouri, Tax Increment Revenue Bonds, Joplin Recovery TIF Redevelopment Project, Series 2013B, 5.875%, 4/01/36 | 4/23 at 100.00 | N/R | 2,078,500 | ||
| 655 | Kansas City Industrial Development Authority, Missouri, Sales Tax Revenue Bonds, Ward Parkway Center Community Improvement District, Senior Refunding & Improvement Series 2016, 5.000%, 4/01/46, 144A | 4/26 at 100.00 | N/R | 638,802 | ||
| 2,000 | Liberty, Missouri, Special Obligation Tax Increment and Special Districts Bonds, Liberty Commons Project, Subordinate Lien Series 2015B, 8.500%, 6/15/46, 144A | 6/25 at 100.00 | N/R | 1,955,040 | ||
| 10,000 | Missouri Health and Educational Facilities Authority, Health Facilities Revenue Bonds, Mercy Health, Series 2017C, 4.000%, 11/15/49 (UB) (4) | 11/27 at 100.00 | AA- | 10,125,300 | ||
| 1,100 | Saint Louis Industrial Development Authority, Missouri, Confluence Academy Project, Series 2007A, 5.350%, 6/15/32 | 4/19 at 100.00 | N/R | 1,036,761 | ||
| 960 | Saint Louis Land Clearance for Redevelopment Authority, Missouri, Tax-Exempt Recovery Zone Facilities Improvement, Special Revenue Bonds, Kiel Opera House Project, Series 2010B, 7.000%, 9/01/35 | 9/20 at 100.00 | N/R | 981,379 | ||
| 1,353 | Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Fashion Square Redevelopment Project, Series 2008A, 6.300%, 8/22/26 | 8/19 at 100.00 | N/R | 1,331,460 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Missouri (continued) | ||||||
| $ 732 | Saint Louis, Missouri, Tax Increment Financing Revenue Bonds, Grace Lofts Redevelopment Projects, Series 2007A, 6.000%, 12/31/26 | 3/26 at 100.00 | N/R | $ 256,200 | ||
| 19,800 | Total Missouri | 19,419,762 | ||||
| Nevada – 1.5% (1.0% of Total Investments) | ||||||
| 1,000 | City of Henderson, Nevada, Local Improvement District No T-20 Rainbow Canyon, Local Improvement Bonds, Series 2018, 5.375%, 9/01/48 | 9/28 at 100.00 | N/R | 999,220 | ||
| 10,000 | Las Vegas Convention and Visitors Authority, Nevada, Convention Center Expansion Revenue Bonds, Series 2018B, 4.000%, 7/01/49 (UB) (4) | 7/28 at 100.00 | A+ | 10,070,000 | ||
| Sparks Tourism Improvement District 1, Legends at Sparks Marina, Nevada, Senior Sales Tax Revenue Bonds Series 2008A: | ||||||
| 305 | 6.500%, 6/15/20 | 4/19 at 100.00 | Ba3 | 305,259 | ||
| 1,500 | 6.750%, 6/15/28 | 3/19 at 100.00 | Ba3 | 1,501,185 | ||
| 12,805 | Total Nevada | 12,875,664 | ||||
| New Jersey – 6.0% (3.9% of Total Investments) | ||||||
| 2,500 | New Jersey Economic Development Authority, Lease Revenue Bonds, State Government Buildings-Health Department & Taxation Division Office Project, Series 2018A, 5.000%, 6/15/47 (UB) (4) | 12/27 at 100.00 | BBB+ | 2,610,850 | ||
| 5,000 | New Jersey Economic Development Authority, Lease Revenue Bonds, State Government Buildings-Juvenile Justice Commission Facilities Project, Series 2018C, 5.000%, 6/15/47 (UB) (4) | 12/27 at 100.00 | BBB+ | 5,221,700 | ||
| 9,500 | New Jersey Economic Development Authority, School Facilities Construction Bonds, Series 2017DDD, 5.000%, 6/15/42 (UB) (4) | 6/27 at 100.00 | BBB+ | 9,948,970 | ||
| 2,100 | New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental Airlines Inc., Series 1999, 5.250%, 9/15/29 (Alternative Minimum Tax) | 8/22 at 101.00 | BB | 2,279,571 | ||
| 1,080 | New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental Airlines Inc., Series 2000A & 2000B, 5.625%, 11/15/30 (Alternative Minimum Tax) | 3/24 at 101.00 | Ba3 | 1,218,791 | ||
| 1,000 | New Jersey Economic Development Authority, Student Housing Revenue Bonds, Provident Group-Montclair Properties LLC, Montclair State University Student Housing Project, Series 2010A, 5.875%, 6/01/42 (Pre-refunded 6/01/20) | 6/20 at 100.00 | N/R (5) | 1,055,120 | ||
| 600 | New Jersey Educational Facilities Authority, Revenue Bonds, University of Medicine and Dentistry of New Jersey, Refunding Series 2009B, 7.500%, 12/01/32 (Pre-refunded 6/01/19) | 6/19 at 100.00 | N/R (5) | 611,406 | ||
| 5,200 | New Jersey Health Care Facilities Financing Authority, New Jersey, Revenue Bonds, Saint Peters University Hospital, Series 2007, 5.750%, 7/01/37 | 4/19 at 100.00 | BB+ | 5,213,364 | ||
| 40,000 | New Jersey Transportation Trust Fund Authority, Transportation System Bonds, Refunding Series 2006C, 0.000%, 12/15/36 – AMBAC Insured (UB) (4) | No Opt. Call | A- | 18,318,000 | ||
| 1,000 | South Jersey Port Corporation, New Jersey, Marine Terminal Revenue Bonds, Subordinate Series 2017B, 5.000%, 1/01/42 (Alternative Minimum Tax) | 1/28 at 100.00 | Baa1 | 1,063,490 | ||
| 2,200 | Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series 2018B, 5.000%, 6/01/46 | 6/28 at 100.00 | BBB | 2,197,250 | ||
| 70,180 | Total New Jersey | 49,738,512 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| New Mexico – 0.7% (0.4% of Total Investments) | ||||||
| $ 320 | Mariposa East Public Improvement District, New Mexico, Revenue Bonds, Capital Appreciation Taxable Series 2015D, 0.000%, 3/01/32 (6) | 3/19 at 51.34 | N/R | $147,200 | ||
| 55 | Mariposa East Public Improvement District, New Mexico, Special Levy Revenue Bonds, Series 2015A, 5.900%, 9/01/32 | 9/25 at 100.00 | N/R | 53,991 | ||
| 250 | Mariposa East Public Improvement District, New Mexico, Special Levy Revenue Bonds, Series 2015B, 5.900%, 9/01/32 | 9/25 at 100.00 | N/R | 245,415 | ||
| 415 | Mariposa East Public Improvement District, New Mexico, Special Levy Revenue Bonds, Series 2015C, 5.900%, 9/01/32 | 9/25 at 100.00 | N/R | 392,744 | ||
| 1,210 | Mesa Del Sol Public Improvement District 1, Albuquerque, New Mexico, Special Levy Revenue Bonds, Series 2013, 7.250%, 10/01/43 | 10/23 at 100.00 | N/R | 1,241,436 | ||
| 965 | New Mexico Hospital Equipment Loan Council, First Mortgage Revenue Bonds, La Vida LLena Project, Series 2010A, 5.875%, 7/01/30 | 7/20 at 100.00 | BBB | 994,712 | ||
| 1,020 | Volterra Public Improvement District, Albuquerque, New Mexico, Special Levy Revenue Bonds, Series 2014, 6.750%, 10/01/33 | 10/24 at 100.00 | N/R | 1,035,647 | ||
| 1,452 | Winrock Town Center Tax Increment Development District, Albuquerque, New Mexico, Gross Receipts Tax Increment Bonds, Senior Lien Series 2015, 6.000%, 5/01/40, 144A | 5/20 at 103.00 | N/R | 1,460,465 | ||
| 5,687 | Total New Mexico | 5,571,610 | ||||
| New York – 9.7% (6.3% of Total Investments) | ||||||
| 1,000 | Brooklyn Arena Local Development Corporation, New York, Payment in Lieu of Taxes Revenue Bonds, Barclays Center Project, Series 2009, 6.375%, 7/15/43 (Pre-refunded 1/15/20) | 1/20 at 100.00 | AA+ (5) | 1,045,280 | ||
| 4,000 | Build NYC Resource Corporation, New York, Revenue Bonds, Albert Einstein College of Medicine, Inc, Series 2015, 5.500%, 9/01/45, 144A | 9/25 at 100.00 | N/R | 4,246,920 | ||
| 500 | Dormitory Authority of the State of New York, Revenue Bonds, Montefiore Obligated Group, Series 2018A, 4.000%, 8/01/38 | 8/28 at 100.00 | BBB | 500,000 | ||
| 200 | Dormitory Authority of the State of New York, Revenue Bonds, Orange Regional Medical Center Obligated Group, Series 2017, 5.000%, 12/01/36, 144A | 6/27 at 100.00 | BBB- | 219,826 | ||
| 10,000 | Metropolitan Transportation Authority, New York, Transportation Revenue Bonds, Series 2016C-1, 5.000%, 11/15/56 (UB) (4) | 11/26 at 100.00 | A | 10,864,400 | ||
| 14,260 | New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, Sustainable Neighborhood Series 2018K, 4.125%, 11/01/53 (UB) (4) | 11/25 at 100.00 | Aa2 | 14,319,607 | ||
| New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007: | ||||||
| 1,500 | 5.750%, 10/01/37 (6) | 4/19 at 100.00 | N/R | 982,500 | ||
| 5,000 | 5.875%, 10/01/46 (6) | 10/37 at 100.00 | N/R | 3,275,000 | ||
| 470 | New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Special Needs Facilities Pooled Program, Series 2008A-1, 5.800%, 7/01/23 | 4/19 at 100.00 | N/R | 457,066 | ||
| 7,075 | New York City, New York, General Obligation Bonds, Fiscal 2017 Series A-1, 5.000%, 8/01/38 (UB) (4) | 8/26 at 100.00 | Aa1 | 8,002,886 | ||
| 3,000 | New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 1 Series 2014, 5.000%, 11/15/44, 144A | 11/24 at 100.00 | N/R | 3,110,940 | ||
| 3,250 | New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 2 Series 2014, 5.150%, 11/15/34, 144A | 11/24 at 100.00 | N/R | 3,475,582 |
| NMZ | Nuveen Municipal High Income Opportunity Fund (continued) |
| Portfolio of Investments January 31, 2019 | |
| (Unaudited) |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| New York (continued) | ||||||
| $ 6,000 | New York Liberty Development Corporation, New York, Liberty Revenue Bonds, 3 World Trade Center Project, Class 3 Series 2014, 7.250%, 11/15/44, 144A | 11/24 at 100.00 | N/R | $6,993,660 | ||
| 1,375 | New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Bank of America Tower at One Bryant Park Project, Second Priority Refunding Series 2010, 6.375%, 7/15/49 | 1/20 at 100.00 | BBB- | 1,427,979 | ||
| 500 | New York Liberty Development Corporation, New York, Liberty Revenue Bonds, Secured by Port Authority Consolidated Bonds, Tender Option Bond Trust 2016-XG0062, 14.680%, 12/15/41, 144A (IF) (4) | 12/21 at 100.00 | AA- | 651,665 | ||
| New York Liberty Development Corporation, New York, Second Priority Liberty Revenue Refunding Bonds, Bank of America Tower at One Bryant Park Project, Tender Option Bond Trust 2016-XG0018: | ||||||
| 250 | 15.239%, 1/15/44, 144A (IF) (4) | 1/20 at 100.00 | AA+ | 278,115 | ||
| 625 | 15.239%, 1/15/44, 144A (IF) (4) | 1/20 at 100.00 | AA+ | 695,287 | ||
| 4,985 | New York Transportation Development Corporation, Special Facilities Bonds, LaGuardia Airport Terminal B Redevelopment Project, Series 2016A, 5.000%, 7/01/46 – AGM Insured (Alternative Minimum Tax) (UB) (4) | 7/24 at 100.00 | A2 | 5,453,141 | ||
| 3,265 | Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Series 2017, 5.000%, 4/15/57 (UB) (4) | 4/27 at 100.00 | AA- | 3,645,732 | ||
| 530 | Port Authority of New York and New Jersey, Special Project Bonds, JFK International Air Terminal LLC Project, Eighth Series 2010, 6.000%, 12/01/42 | 12/20 at 100.00 | Baa1 | 561,212 | ||
| 9,975 | Westchester County Local Development Corporation, New York, Revenue Bonds, Westchester Medical Center Obligated Group Project, Refunding Series 2016, 5.000%, 11/01/46 (UB) (4) | 11/25 at 100.00 | BBB- | 10,589,061 | ||
| 77,760 | Total New York | 80,795,859 | ||||
| North Carolina – 0.1% (0.1% of Total Investments) | ||||||
| 940 | Charlotte-Mecklenberg Hospital Authority, North Carolina, Health Care Revenue Bonds, DBA Carolinas HealthCare System, Tender Option Bond Trust 2016-XF2222, 15.587%, 1/15/42, 144A (IF) | 1/21 at 100.00 | AA- | 1,161,370 | ||
| North Dakota – 0.1% (0.1% of Total Investments) | ||||||
| 2,000 | Williston, North Dakota, Multifamily Housing Revenue Bonds, Eagle Crest Apartments LLC Project, Series 2013, 7.750%, 9/01/38 (6) | 9/23 at 100.00 | N/R | 800,000 | ||
| Ohio – 8.3% (5.4% of Total Investments) | ||||||
| 30,500 | Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Second Subordinate Capital Appreciation Turbo Term Series 2007C, 0.000%, 6/01/52 | 4/19 at 8.71 | N/R | 779,885 | ||
| Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien, Series 2007A-2: | ||||||
| 10,000 | 5.875%, 6/01/30 | 3/19 at 100.00 | Caa3 | 9,350,600 | ||
| 6,875 | 5.750%, 6/01/34 | 3/19 at 100.00 | Caa3 | 6,437,475 | ||
| 10,500 | 5.875%, 6/01/47 | 3/19 at 100.00 | B- | 9,776,970 | ||
| 2,005 | 6.500%, 6/01/47 | 3/19 at 100.00 | B- | 1,987,537 | ||
| 5,455 | Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Senior Lien, Series 2007A-3, 6.250%, 6/01/37 | 6/22 at 100.00 | Caa1 | 5,366,847 |
| Principal Amount (000) | Description (1) | Optional Call Provisions (2) | Ratings (3) | Value | ||
| Ohio (continued) | ||||||
| $ 1,500 | Butler County Port Authority, Ohio, Public Infrastructure Revenue Bonds, Liberty Center Project, Liberty Community Authority, Series 2014C, 6.000%, 12/01/43 | 12/22 at 100.00 | N/R | $1,445,550 | ||
| 1,270 | Medina County Port Authority, Ohio, Development Revenue Bond, Fiber Network Project, Series 2010B, 6.000%, 12/01/30 | 12/20 at 100.00 | AA- | 1,331,798 | ||
| 11,160 | Montgomery County, Ohio, Hospital Facilities Revenue Bonds, Kettering Health Network Obligated Group, Series 2016, 4.000%, 8/01/47 (UB) (4) | 8/26 at 100.00 | A2 | 11,122,279 | ||
| 2,800 | Ohio Air Quality Development Authority, Ohio, Air Quality Development Revenue Bonds, FirstEnergy Generation Corporation Project, Series 2009A, 5.700%, 8/01/20 (6) | No Opt. Call | N/R | 2,226,000 | ||
| 2,000 | Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009C, 5.625%, 6/01/19 (6) | No Opt. Call | CCC+ | 1,970,000 | ||
| 4,750 | Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Nuclear Generation Project, Refunding Series 2008C, 3.950%, 11/01/32 (Alternative Minimum Tax) (Mandatory Put 5/01/20) (6) | No Opt. Call | N/R | 3,776,250 | ||
| 3,000 | Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2005B, 4.000%, 1/01/34 (Mandatory Put 7/01/21) (6) | No Opt. Call | N/R | 2,385,000 | ||
| 3,085 | Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2006A, 3.000%, 5/15/19 (6) | No Opt. Call | N/R | 2,452,575 | ||
| 255 | Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2008B, 3.625%, 10/01/33 (Mandatory Put 4/01/20) (6) | No Opt. Call | N/R | 202,725 | ||
| 995 | Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2008C, 3.950%, 11/01/32 (Alternative Minimum Tax) (Mandatory Put 5/01/20) (6) | No Opt. Call | N/R | 791,025 | ||
| 3,000 | Ohio Water Development Authority, Pollution Control Revenue Refunding Bonds, FirstEnergy Nuclear Generating Corporation Project, Series 2010B, 4.375%, 6/01/33 (Mandatory Put 6/01/22) (6) | No Opt. Call |