Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
September 25 2024 - 7:07AM
Edgar (US Regulatory)
Nuveen
Municipal
High
Income
Opportunity
Fund
Portfolio
of
Investments
July
31,
2024
(Unaudited)
v
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
160.0%
(99.3%
of
Total
Investments)
X
–
MUNICIPAL
BONDS
-
156
.0
%
(
96
.8
%
of
Total
Investments)
X
1,981,436,066
ALABAMA
-
2.9%
(1.8%
of
Total
Investments)
$
182
(c),(d)
Adamsville
Solid
Waste
Disposal
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
Big
Sky
Environmental
LLC
Project,
Refunding
Taxable
Series
2017C,
1.000%,
9/01/37
9/24
at
100.00
$
2
1,000
(c),(d)
Adamsville
Solid
Waste
Disposal
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
Big
Sky
Environmental
LLC
Project,
Series
2017A,
6.750%,
9/01/37
9/27
at
100.00
700,000
213
(c),(d)
Adamsville
Solid
Waste
Disposal
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
Big
Sky
Environmental
LLC
Project,
Taxable
Series
2017B,
6.750%,
9/01/37
9/27
at
100.00
148,646
2,000
(d)
Alabama
Private
Colleges
and
University
Facilities
Authority,
Limited
Obligation
Bonds,
University
of
Mobile
Project,
Series
2015A,
6.000%,
9/01/45
9/25
at
100.00
2,014,653
2,500
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Series
2018A,
5.000%,
7/01/48
7/28
at
100.00
2,575,807
785
Hoover
Industrial
Development
Board,
Alabama,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Proejcet,
Green
Series
2020,
6.375%,
11/01/50,
(AMT),
(Mandatory
Put
11/01/30)
No
Opt.
Call
879,311
14,765
Hoover
Industrial
Development
Board,
Alabama,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Proejcet,
Series
2019,
5.750%,
10/01/49,
(AMT)
10/29
at
100.00
15,433,363
6,430
(e)
Jefferson
County,
Alabama,
Sewer
Revenue
Warrants,
Series
2024,
5.500%,
10/01/53,
(UB)
10/33
at
100.00
7,041,653
250
MidCity
Improvement
District,
Alabama,
Special
Assessment
Revenue
Bonds,
Series
2022,
4.750%,
11/01/49
11/32
at
100.00
209,190
1,200
Mobile
County
Industrial
Development
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
AM/NS
Calvert
LLC
Project,
Series
2024A,
5.000%,
6/01/54,
(AMT)
6/34
at
100.00
1,229,720
1,875
(d)
Mobile
County,
Alabama,
Limited
Obligation
Warrants,
Gomesa
Projects,
Series
2020,
4.000%,
11/01/45
11/29
at
100.00
1,749,920
1,000
Southeast
Alabama
Gas
Supply
District,
Alabama,
Gas
Supply
Revenue
Bonds,
Project
2,
Refunding
Series
2024B,
5.000%,
6/01/49,
(Mandatory
Put
5/01/32)
2/32
at
100.17
1,065,466
3,450
(d)
Tuscaloosa
County
Industrial
Development
Authority,
Alabama,
Gulf
Opportunity
Zone
Bonds,
Hunt
Refining
Project,
Refunding
Series
2019A,
5.250%,
5/01/44
5/29
at
100.00
3,493,060
TOTAL
ALABAMA
36,540,791
ARIZONA
-
3.8%
(2.4%
of
Total
Investments)
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds, Arizona
Christian
University
Project,
Series
2019A
:
400
(d)
5.500%,
10/01/40
10/26
at
103.00
359,563
800
(d)
5.625%,
10/01/49
10/26
at
103.00
685,664
10,100
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Series
2021B,
5.000%,
7/01/51
7/28
at
103.00
9,367,787
10,000
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Taxable
Series
2021A,
5.000%,
7/01/51
7/28
at
103.00
9,275,037
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
ARIZONA
(continued)
$
900
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Taxable
Series
2021C,
6.000%,
7/01/29
No
Opt.
Call
$
883,496
5,000
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Pinecrest
Academy
of
Nevada
?
Sloan
Canyon
Campus
Project,
Series
2020A-2,
6.150%,
9/15/53
8/24
at
105.00
5,236,096
2,765
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Hotel
Revenue
Bonds,
Provident
Group
?
Falcon
Properties
LLC,
Project,
Senior
Series
2022A-1,
4.150%,
12/01/57
12/31
at
100.00
2,035,392
2,590
(d)
Arizona
Industrial
Development
Authority,
Arizona,
Hotel
Revenue
Bonds,
Provident
Group
?
Falcon
Properties
LLC,
Project,
Subordinate
Series
2022B,
5.750%,
12/15/57
12/31
at
100.00
2,035,563
1,000
(d)
Arizona
Industrial
Development
Authority,
Education
Facility
Revenue
Bonds,
Caurus
Academy
Project,
Series
2018A,
6.500%,
6/01/50
6/28
at
100.00
1,042,803
1,000
(d)
Maricopa
County
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Gateway
Academy
Project,
Series
2019A,
5.750%,
1/01/50
1/30
at
100.00
903,816
3,000
(d)
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Edkey
Charter
Schools
Project,
Refunding
Series
2020,
5.000%,
7/01/49
7/26
at
103.00
2,839,770
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
247,420
400
5.375%,
7/01/46
7/26
at
100.00
401,274
475
5.500%,
7/01/51
7/26
at
100.00
476,728
1,000
(d)
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Edkey
Charter
Schools
Project,
Series
2019,
5.875%,
7/01/51
7/26
at
103.00
1,010,285
290
(d)
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Synergy
Public
Charter
School
Project,
Series
2020,
5.000%,
6/15/35
6/28
at
100.00
291,198
100
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
The
Paideia
Academies
Project,
2019,
5.125%,
7/01/39
7/25
at
100.00
98,510
7,500
(d)
Salt
Verde
Financial
Corporation,
Arizona,
Senior
Gas
Revenue
Bonds,
Citigroup
Energy
Inc
Prepay
Contract
Obligations,
Series
2007,
5.500%,
12/01/37
No
Opt.
Call
7,995,831
2,000
(f)
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Economic
Development
Revenue
Bonds,
Convertible
Capital
Appreciation
Revenue
Bonds,
Series
2021A,
0.000%,
10/01/56
10/29
at
103.00
1,607,695
1,960
(d)
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
AmeriSchools
Academy
Project,
Series
2022,
6.000%,
6/15/57
6/29
at
103.00
1,983,102
TOTAL
ARIZONA
48,777,030
ARKANSAS
-
0.9%
(0.6%
of
Total
Investments)
1,750
(d)
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2022,
5.450%,
9/01/52,
(AMT)
9/25
at
105.00
1,810,244
3,500
(d)
Arkansas
Development
Finance
Authority,
Charter
School
Revenue
Bonds,
Academy
of
Math
and
Science
-
Little
Rock
Project
Series
2024A,
7.000%,
7/01/59
7/31
at
103.00
3,397,665
4,000
(d)
Arkansas
Development
Finance
Authority,
Industrial
Development
Revenue
Bonds,
Big
River
Steel
Project,
Series
2019,
4.500%,
9/01/49,
(AMT)
9/26
at
103.00
3,955,016
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
ARKANSAS
(continued)
$
2,500
(d)
Arkansas
Development
Finance
Authority,
Industrial
Development
Revenue
Bonds,
Big
River
Steel
Project,
Series
2020A,
4.750%,
9/01/49,
(AMT)
9/27
at
103.00
$
2,506,897
TOTAL
ARKANSAS
11,669,822
CALIFORNIA
-
12.9%
(8.0%
of
Total
Investments)
18,390
Alameda
Corridor
Transportation
Authority,
California,
Revenue
Bonds,
Refunding
Second
Subordinate
Lien
Series
2022C,
5.450%,
10/01/52
-
AGM
Insured
10/37
at
100.00
10,433,377
Alameda
Corridor
Transportation
Authority,
California,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2022B
:
4,000
5.300%,
10/01/47
10/37
at
100.00
2,351,708
18,905
5.350%,
10/01/48
10/37
at
100.00
11,060,438
4,585
5.375%,
10/01/49
10/37
at
100.00
2,672,006
3,055
5.400%,
10/01/50
10/37
at
100.00
1,773,808
2,000
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Creekwood,
Series
2021A,
4.000%,
2/01/56
8/31
at
100.00
1,383,610
1,000
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Glendale
Properties,
Junior
Series
2021A-2,
4.000%,
8/01/47
8/31
at
100.00
824,890
4,590
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Mira
Vista
Hills Apartments,
Series
2021A,
4.000%,
2/01/56
8/31
at
100.00
3,055,514
1,000
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Serenity
at
Larkspur
Apartments,
Series
2020A,
5.000%,
2/01/50
2/30
at
100.00
751,975
2,500
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Stoneridge
Apartments,
Series
2021A,
4.000%,
2/01/56
2/31
at
100.00
2,088,852
2,000
(d)
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Summit
at
Sausalito
Apartments,
Series
2021A-2,
4.000%,
2/01/50
8/32
at
100.00
1,568,309
9,155
(d)
California
Community
Housing
Agency,
Workforce
Housing
Revenue
Bonds,
Annadel
Apartments,
Series
2019A,
5.000%,
4/01/49
4/29
at
100.00
7,962,218
500
(d)
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
&
Language
Academy
Project,
Series
2021,
4.000%,
7/01/61
7/27
at
100.00
397,148
2,215
(d)
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
and
Language
Academy
Project,
Series
2020,
6.250%,
7/01/58
7/27
at
102.00
2,317,053
10,450
(e)
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Cedars-
Sinai
Health
System,
Series
2021A,
4.000%,
8/15/48
8/31
at
100.00
10,381,592
3,720
(d)
California
Infrastructure
and
Economic
Development
Bank,
Revenue
Bonds,
Brightline
West
Passenger
Rail
Project,
Series
2020A-4,
1.000%,
1/01/50,
(Mandatory
Put
8/15/25),
(WI/DD)
8/24
at
100.00
3,771,178
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
1,020,345
500
(d)
California
Municipal
Finance
Authority,
Revenue
Bonds,
California
Baptist
University,
Series
2016A,
5.000%,
11/01/36
11/26
at
100.00
509,008
2,165
California
Municipal
Finance
Authority,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
2020-6,
County
of
Placer-PV400,
Series
2022,
5.250%,
9/01/52
9/29
at
103.00
2,259,612
1,130
California
Municipal
Financing
Authority,
Certificates
of
Participation,
Palomar
Health,
Series
2022A,
5.250%,
11/01/52
-
AGM
Insured
11/32
at
100.00
1,207,382
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
CALIFORNIA
(continued)
$
1,000
(d)
California
Public
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
California
Crosspoint
Academy
Project,
Series
2020A,
5.125%,
7/01/55
7/28
at
100.00
$
877,561
1,000
(d)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Alta
Public
Schools
-
Obligated
Group,
Series
2020A,
6.000%,
6/01/59
6/28
at
102.00
1,003,801
1,000
(d)
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Girls
Athletic
Leadership
School
Los
Angeles
Project,
Series
2021A,
4.000%,
6/01/61
6/31
at
100.00
733,307
1,000
(d)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Arts
in
Action
Charter
Schools
-
Obligated
Group,
Series
2020A,
5.000%,
6/01/40
6/27
at
100.00
819,447
4,000
(d)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Russell
Westbrook
Why
Not?
Academy
?
Obligated
Group,
Series
2021A,
4.000%,
6/01/61
6/27
at
100.00
2,952,448
1,000
(d)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
?
Obligated
Group,
Series
2020A,
5.000%,
6/01/60
6/28
at
100.00
909,015
1,600
(d)
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
?
Obligated
Group,
Series
2023A,
6.000%,
6/01/63
6/31
at
100.00
1,632,143
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
802,408
1,000
5.500%,
12/01/54
12/24
at
100.00
1,003,094
9,030
(d)
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2016A,
5.250%,
12/01/56
6/26
at
100.00
9,133,649
500
(d)
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
Lancer
Educational
Student
Housing
Project,
Refunding
Series
2016A,
5.000%,
6/01/46
6/26
at
100.00
502,138
745
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2011A,
8.000%,
9/02/41
8/24
at
100.00
738,595
7
(c),(g)
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005A,
5.500%,
7/01/39
1/22
at
100.00
7,395
1,300
(d)
CMFA
Special
Finance
Agency
I,
California,
Essential
Housing
Revenue
Bonds,
The
Mix
at
Center
City,
Subordinate
Series
2021B,
8.000%,
4/01/56
4/31
at
100.00
1,011,807
1,750
(d)
CMFA
Special
Finance
Agency
VII,
California,
Essential
Housing
Revenue
Bonds,
Senior
Lien
Series
2021A-1,
3.000%,
8/01/56
8/31
at
100.00
1,235,362
2,000
(d)
CMFA
Special
Finance
Agency,
California,
Essential
Housing
Revenue
Bonds,
Latitude
33,
Senior
Series
2021A-2,
4.000%,
12/01/45
12/31
at
100.00
1,685,874
300
Corona,
California,
Special
Tax
Bonds,
Community
Facilities
District
2018-
2
Sierra
Bella,
Series
2022A,
5.000%,
9/01/42
9/29
at
103.00
317,396
1,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Acacia
on
Santa
Rosa
Creek,
Mezzanine
Lien
Series
2021B,
4.000%,
10/01/46
10/31
at
100.00
813,559
25,385
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Altana
Glendale,
Series
2021A-2,
4.000%,
10/01/56
10/31
at
100.00
20,380,695
2,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Dublin
Mezzanine
Lien
Series
2021B,
4.000%,
2/01/57
2/32
at
100.00
1,550,563
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
CALIFORNIA
(continued)
$
2,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Escondido
Portfolio,
Social
Senior
Lien
Series
2021A-2,
4.000%,
6/01/58
6/31
at
100.00
$
1,585,007
1,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Moda
at
Monrovia
Station,
Social
Series
2021A-2,
4.000%,
10/01/56
10/31
at
100.00
761,362
2,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Series
2021B,
4.000%,
7/01/58
7/32
at
100.00
1,416,387
4,250
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Pasadena
Portfolio
Social
Bond,
Mezzanine
Senior
Series
2021B,
4.000%,
12/01/56
12/31
at
100.00
3,285,932
2,000
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Mezzanine
Lien
Series
2021B,
4.000%,
6/01/57
6/31
at
100.00
950,418
535
(d)
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Senior
Lien
Series
2021A-2,
3.125%,
6/01/57
6/31
at
100.00
338,230
5,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Wood
Creek
Apartments,
Mezzanine
Lien
Series
2021A-
2,
4.000%,
12/01/58
6/32
at
100.00
3,928,310
2,145
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Wood
Creek
Apartments,
Mezzanine
Lien
Series
2021B,
4.000%,
12/01/59
6/32
at
100.00
1,431,666
3,430
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Wood
Creek
Apartments,
Senior
Lien
Series
2021A-1,
3.000%,
12/01/49
6/32
at
100.00
2,454,427
1,690
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
9/24
at
100.00
1,690,171
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
9/24
at
100.00
2,002,143
8,855
Golden
State
Tobacco
Securitization
Corporation,
California,
Tobacco
Settlement
Asset-Backed
Bonds,
Capital
Appreciation
Series
2021B-2,
0.000%,
6/01/66
12/31
at
27.75
1,021,443
390
Lee
Lake
Public
Financing
Authority,
California,
Junior
Lien
Revenue
Bonds,
Series
2013B,
5.250%,
9/01/32
9/24
at
100.00
390,472
1,000
Los
Angeles
County
Community
Facilities
District
2021-01,
California,
Special
Tax
Bond,
Valencia-Facilities
Improvement
Area
1,
Series
2022,
5.000%,
9/01/52
9/29
at
103.00
1,026,982
535
Menifee
Union
School
District,
Riverside
County,
California,
Special
Tax
Bonds,
Community
Facilities
District
2011-1,
Improvement
Area
6,
Series
2021,
4.000%,
9/01/50
9/28
at
103.00
486,784
2,140
Oroville,
California,
Revenue
Bonds,
Oroville
Hospital
Series
2019,
5.250%,
4/01/54
4/29
at
100.00
1,545,948
Sacramento
City
Financing
Authority
California,
Lease
Revenue
Bonds,
Master
Lease
Program
Facilities
Projects,
Tender
Option
Bond
Trust
2016-XG0100
:
750
(d),(e)
8.573%,
12/01/30
-
AMBAC
Insured,
(IF)
No
Opt.
Call
1,104,640
2,015
(d),(e)
8.897%,
12/01/33
-
AMBAC
Insured,
(IF)
No
Opt.
Call
3,354,909
10,000
(e)
San
Francisco
Airports
Commission,
California,
Revenue
Bonds,
San
Francisco
International
Airport,
Second
Series
2018D,
5.000%,
5/01/43,
(AMT),
(UB)
5/28
at
100.00
10,260,326
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
CALIFORNIA
(continued)
$
4,095
(d)
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
9/24
at
71.69
$
2,924,425
1,055
(d)
Temecula
Public
Financing
Authority,
California,
Special
Tax
Bonds,
Community
Facilities
District
16-01,
Series
2017,
6.250%,
9/01/47
9/27
at
100.00
1,102,726
5,000
(e)
University
of
California
Regents,
Medical
Center
Pooled
Revenue
Bonds,
Series
2022P,
4.000%,
5/15/53,
(UB)
5/32
at
100.00
4,947,317
TOTAL
CALIFORNIA
163,910,305
COLORADO
-
14.5%
(9.0%
of
Total
Investments)
830
Antelope
Heights
Metropolitan
District,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Junior
Lien
Series
Series
2021B,
5.500%,
12/15/37
9/26
at
103.00
793,069
1,089
Aspen
Street
Metropolitan
District,
Broomfield
County
and
City,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021A-3,
5.125%,
12/01/50
6/26
at
103.00
916,060
12,000
Aurora
Highlands
Community
Authority
Board,
Adams
County,
Colorado,
Special
Tax
Revenue
Bonds,
Refunding
&
Improvement
Series
2021A,
5.750%,
12/01/51
12/28
at
103.00
11,303,532
500
Aviation
Station
North
Metropolitan
District
2,
Denver
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Subordinate
Series
2019B,
7.750%,
12/15/48
9/24
at
103.00
479,097
1,500
Belford
North
Metropolitan
District,
Douglas
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2020A,
5.500%,
12/01/50
12/25
at
103.00
1,406,287
1,000
Bennett
Ranch
Metropolitan
District
1,
Adams
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Convertible
to
Unlimited
Tax
Series
2021A,
5.000%,
12/01/51
3/26
at
103.00
905,756
500
Berthoud-Heritage
Metropolitan
District
10,
Larimer
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Senior
Series
2022A,
4.750%,
12/01/52
12/26
at
103.00
424,728
2,000
Bradley
Heights
Metropolitan
District
2,
Colorado
Springs,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021A-3,
4.750%,
12/01/51
9/26
at
103.00
1,573,482
1,000
Broadway
Station
Metropolitan
District
3,
Denver
City
and
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Convertible
to
Unlimited
Series
2019A,
5.000%,
12/01/49
9/24
at
103.00
803,670
3,000
Canyons
Metropolitan
District
5,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
and
Special
Revenue
Bonds,
Junior
Subordinate
Series
2016,
7.000%,
12/15/57
9/24
at
100.00
2,147,801
500
Centerra
Metropolitan
District
1,
Loveland,
Colorado,
Special
Revenue
Improvement
Bonds,
Series
2022,
6.500%,
12/01/53
12/27
at
103.00
514,999
460
Cherry
Creek
Corporate
Center
Metropolitan
District,
Arapahoe
County,
Colorado,
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2016B,
8.000%,
6/15/37
9/24
at
101.00
453,285
506
Clear
Creek
Transit
Metropolitan
District
2,
Adams
County,
Colorado,
Revenue
Supported
Limited
Tax
General
Obligation
Bonds,
Series
2021A,
5.000%,
12/01/41
12/26
at
103.00
437,581
500
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Community
Leadership
Academy
Project,
Series
2008,
6.250%,
7/01/28
9/24
at
100.00
500,878
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
New
Summit
Charter
Academy
Project,
Series
2021A
:
100
(d)
4.000%,
7/01/41
7/31
at
100.00
86,399
100
(d)
4.000%,
7/01/51
7/31
at
100.00
78,819
1,225
(d)
4.000%,
7/01/61
7/31
at
100.00
917,475
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
COLORADO
(continued)
$
560
(d)
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Skyview
Academy
Project,
Series
2014,
5.375%,
7/01/44
9/24
at
100.00
$
560,203
720
(d)
Colorado
Educational
and
Cultural
Facilities
Authority,
Revenue
Bonds,
Global
Village
Academy
-
Northglenn
Project,
Series
2020,
5.000%,
12/01/55
12/30
at
100.00
638,132
2,500
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
American
Baptist
Homes
of
the
Midwest
Obligated
Group,
Series
2013,
8.000%,
8/01/43
9/24
at
100.00
2,045,792
1,000
(d)
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
American
Baptist
Homes
Project,
Series
2016,
6.125%,
2/01/46
2/26
at
100.00
776,156
3,144
Colorado
International
Center
Metropolitan
District
8,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020,
6.500%,
12/01/50
9/25
at
103.00
3,012,461
500
Conestoga
Metropolitan
District
2,
Ault,
Weld
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Refunding
&
Improvement
Series
2021A-3,
5.250%,
12/01/51
9/26
at
103.00
464,326
500
Copperleaf
Metropolitan
District
3,
Arapahoe
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Subordinate
Series
2021B,
5.500%,
12/15/36
9/26
at
103.00
486,247
Copperleaf
Metropolitan
District
4,
Arapahoe
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
to
Unlimited
Tax
Series
2020A
:
775
5.000%,
12/01/39
3/25
at
103.00
774,900
750
5.000%,
12/01/49
3/25
at
103.00
714,175
1,000
Crowfoot
Valley
Ranch
Metropolitan
District
No.
2, Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2018A,
5.625%,
12/01/38
9/24
at
103.00
1,001,334
4,050
Dawson
Trails
Metropolitan
District
1,
Colorado,
In
The
Town
of
Castle
Rock,
Limited
Tax
General
Obligation
Capital
Appreciation
Turbo
Bonds,
Series
2024,
0.000%,
12/01/31
6/26
at
66.03
2,245,204
5,000
(e)
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Subordinate
Lien
Series
2018A,
5.250%,
12/01/48,
(AMT),
(UB)
12/28
at
100.00
5,165,277
1,500
Denver
Gateway
Center
Metropolitan
District,
In
the
City
and
County
of
Denver,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2018A,
5.625%,
12/01/48
9/24
at
103.00
1,497,897
1,030
E-86
Metropolitan
District,
Elizabeth,
Elbert
County,
Colorado,
General
Obligation
Limited
Tax
Cash
Flow
Bonds,
Series
2021A-3,
5.125%,
12/01/51
6/26
at
103.00
892,454
2,000
(d)
Elbert
and
Highway
86
Commercial
Metropolitan
District,
Elbert
County,
Colorado,
Special
Revenue
and
Tax
Supported
Bonds,
Refunding
&
Improvement
Senior
Series
2021A,
5.000%,
12/01/51
6/26
at
103.00
1,832,209
960
Erie
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
Series
2021,
4.000%,
12/01/38
9/26
at
103.00
823,627
4,150
(d)
Falcon
Area
Water
and
Wastewater
Authority
(El
Paso
County,
Colorado),
Tap
Fee
Revenue
Bonds,
Series
2022A,
6.750%,
12/01/34
9/27
at
103.00
4,106,312
3,080
Foothills
Metropolitan
District,
Fort
Collins,
Colorado,
Special
Revenue
Bonds,
Series
2014,
6.000%,
12/01/38
12/24
at
100.00
3,010,527
1,500
Four
Corners
Business
Improvement
District,
Erie,
Boulder
County,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Series
2022,
6.000%,
12/01/52
9/27
at
103.00
1,538,022
Fourth
North
Business
Improvement
District,
Silverthorne,
Summit
County,
Colorado,
Special
Revenue
and
Tax
Supported
Bonds,
Refunding
&
Improvement
Senior
Series
2022A
:
8,380
5.500%,
12/01/42
12/30
at
102.00
8,502,844
1,000
5.750%,
12/01/52
12/30
at
102.00
1,011,589
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
COLORADO
(continued)
$
2,260
Fourth
North
Business
Improvement
District,
Silverthorne,
Summit
County,
Colorado,
Special
Revenue
and
Tax
Supported
Bonds,
Subordinate
Series
2022B,
8.125%,
12/15/52
12/30
at
102.00
$
2,307,234
Future
Legends
Sports
Park
Business
Improvement
District,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A
and
Subordinate
Limited
Tax
General
Obligation
Bonds,
Series
2022B
:
3,000
6.000%,
12/01/52
9/27
at
103.00
3,009,968
1,000
8.500%,
12/15/52
9/27
at
103.00
1,005,105
3,000
(d)
Future
Legends
Sports
Park
Metropolitan
District
2,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.500%,
6/01/50
6/25
at
103.00
2,680,139
500
(d)
Glen
Metropolitan
District
3,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021,
4.250%,
12/01/51
12/26
at
103.00
405,907
Grand
Junction
Dos
Rios
General
Improvement
District,
Grand
Junction,
Mesa
County,
Colorado,
Special
Revenue
Bonds,
Series
2021
:
500
4.500%,
12/01/41
12/26
at
103.00
425,034
500
4.750%,
12/01/51
12/26
at
103.00
405,469
Grandview
Reserve
Metropolitan
District,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Senior
Bonds,
Series
2022A
and
Limited
Tax
General
Obligation
Subordinate
Bonds,
Series
2022B(3)
:
750
6.250%,
12/01/52
9/27
at
103.00
742,752
1,000
9.000%,
12/15/52
9/27
at
103.00
1,001,347
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
2,003,445
540
Highlands
Metropolitan
District
1,
Broomfield
City and
County,
colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
to
Unlimited
Tax
Series
2021,
5.000%,
12/01/41
3/26
at
103.00
491,937
810
Jefferson
Center
Metropolitan
District
1,
Arvada,
Jefferson
County,
Colorado,
Special
Revenue
Bonds,
Subordinate
Series
2020B,
5.750%,
12/15/50
9/24
at
103.00
820,635
1,700
Jones
District
Community
Authority
Board,
Centennial,
Colorado,
Special
Revenue
Convertible
Capital
Appreciaiton
Bonds,
Series
2020A,
5.750%,
12/01/50
12/25
at
103.00
1,582,586
1,000
Kinston
Metropolitan
District
5,
Loveland,
Larimer
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.125%,
12/01/50
12/25
at
103.00
1,002,313
1,000
(d)
Kremmling
Memorial
Hospital
District,
Colorado,
Certificates
of
Participation,
Series
2024,
6.625%,
12/01/56
12/31
at
103.00
972,487
500
Lanterns
Metropolitan
District
1,
Castle
Rock,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2019A,
5.000%,
12/01/49
9/24
at
103.00
489,014
500
Lanterns
Metropolitan
District
2,
Castle
Rock,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021A-3,
4.500%,
12/01/50
9/26
at
103.00
382,811
5,000
(d)
Ledge
Rock
Center
Commercial
Metropolitan
District
(In
the
Town
of
Johnstown,
Weld
County,
Colorado),
Limited
Tax
General
Obligation
Bonds,
Series
2022,
7.375%,
11/01/52
11/29
at
103.00
5,105,425
Mayberry
Community
Authority,
Colorado
Springs,
El
Paso
County,
Colorado,
Special
Revenue
Bonds,
Series
2021A
:
500
5.000%,
12/01/41
6/26
at
103.00
476,469
500
5.000%,
4/15/51
6/26
at
103.00
451,590
1,000
Meadowbrook
Heights
Metropolitan
District,
Jefferson
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021A(3),
4.875%,
12/01/51
9/26
at
103.00
844,143
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
COLORADO
(continued)
$
500
Murphy
Creek
Metropolitan
District
5
(In
the
City
of
Aurora,
Arapahoe
County,
Colorado),
General
Obligation
Limited
Tax
Bonds,
Series
2022A
and
Subordinate
General
Obligation
Limited
Tax
Bonds,
Series
2022B(3),
6.000%,
12/01/52
9/27
at
103.00
$
504,706
500
North
Pine
Vistas
Metropolitan
District
3,
Castle
Pines,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Subordinate
Series
2021B,
4.625%,
12/15/51
-
AGM
Insured
12/26
at
103.00
423,028
4,000
North
Range
Metropolitan
District
3,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A-3,
5.250%,
12/01/50
12/25
at
103.00
4,036,220
1,535
North
Vista
Highlands
Metropolitan
District
3,
Pueblo
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020,
5.125%,
12/01/49
3/25
at
103.00
1,481,944
1,000
Northfield
Metropolitan
District
2,
Fort
Collins,
Larimer
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.000%,
12/01/50
12/25
at
103.00
917,411
1,500
Overlook
Park
Metropolitan
District,
Routt
County,
Colorado,
General
Obligation
Bonds,
Limited
Tax
Senior
Series
2023A,
7.250%,
12/01/53
6/28
at
103.00
1,529,403
6,555
Painted
Prairie
Public
Improvement
Authority,
Aurora,
Colorado,
Special
Revenue
Bonds,
Series
2019,
5.000%,
12/01/49
12/24
at
103.00
6,053,968
500
(d)
Parkdale
Community
Authority,
Erie
County,
Colorado,
Limited
Tax
Supported
Convertible
Capital
Appreciation
Revenue
Bonds,
District
2,
Series
2024A,
7.750%,
12/01/53
3/29
at
103.00
386,948
500
Parkdale
Community
Authority,
Erie,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
District
1,
Series
2020A,
5.250%,
12/01/50
9/25
at
103.00
471,871
1,500
(d)
Peak
Metropolitan
District
1,
Colorado
Springs,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021A,
5.000%,
12/01/51
3/26
at
103.00
1,308,116
9,300
Peak
Metropolitan
District
3,
Colorado
Springs,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Convertible
Capital
Appreciation
Bonds,
Series
2022A-2,
8.000%,
12/01/52
12/27
at
81.40
5,556,691
4,686
Pioneer
Community
Authority
Board
(Weld
County,
Colorado),
Special
Revenue
Bonds,
Series
2022,
6.500%,
12/01/34
6/29
at
103.00
4,541,662
870
Prairie
Center
Metropolitan
District
No.
3,
In
the
City
of
Brighton,
Adams
County,
Colorado,
Limited
Property
Tax
Supported
District
Improvements
Revenue
Bonds,
Refunding
Series
2024B,
5.875%,
12/15/46
12/33
at
100.00
937,924
500
(d)
Prairie
Corner
Metropolitan
District,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
4.875%,
12/01/51
12/26
at
103.00
434,306
1,000
(d)
Prairie
Song
Metropolitan
District
4,
Windsor,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
6.000%,
12/01/51
12/28
at
103.00
925,369
1,000
(d)
Pueblo
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
EVRAZ
Project,
Series
2021A,
4.750%,
12/01/45
12/30
at
100.00
685,220
1,000
Raindance
Metropolitan
District
1,
Acting
by
and
through
its
Water
Activity
Enterprise
In
the
Town
of
Windsor,
Weld
County,
Colorado,
Non-Potable
Water
Enterprise
Revenue
Bonds,
Series
2020,
5.250%,
12/01/50
12/25
at
103.00
1,001,342
2,000
Reagan
Ranch
Metropolitan
District
1,
Colorado
Springs,
Colorado,
General
Obligation
Bonds,
Limited
Tax
Series
2021-3,
5.375%,
12/01/51
12/26
at
103.00
1,776,766
1,000
Remuda
Ranch
Metropolitan
District,
Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.000%,
12/01/50
12/25
at
103.00
914,845
720
Reunion
Metropolitan
District,
Acting
By
and
Through
its
Water
Activity
Enterprise, Adams
County,
Colorado,
Special
Revenue
Bonds,
Series
2021,
3.625%,
12/01/44
6/26
at
103.00
540,795
500
Ritoro
Metropolitan
District
In
the
Town
of
Elizabeth,
Elbert
County,
Colorado,
Limited
Tax
,
Convertible
to
Unlimited
Tax,
General
Obligation
Bonds,
Series
2019A,
5.000%,
12/01/49
8/24
at
103.00
486,258
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
COLORADO
(continued)
$
500
Riverdale
Ranch
Metropolitan
District,
Thornton
City,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
to
Unlimited
Tax
Series
2019A,
5.000%,
12/01/49
9/24
at
103.00
$
477,452
1,000
Riverpark
Metropolitan
District,
Arapahoe
County,
Colorado,
Limited
Tax
General
Obligation
and
Special
Revenue
Bonds,
Series
2024,
6.375%,
12/01/54
9/29
at
103.00
1,034,251
570
Riverview
Metropolitan
District,
Steamboat
Springs,
Routt
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Convertible
to
Unlimited
Tax
Refunding
Series
2021,
5.000%,
12/01/51
6/26
at
103.00
511,200
1,000
Riverwalk
Metropolitan
District
2,
Glendale,
Arapahoe
County,
Colorado,
Special
Revenue
Bonds,
Series
2022A,
5.000%,
12/01/52
3/27
at
103.00
910,846
2,000
RRC
Metropolitan
District
2,
Jefferson
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
5.250%,
12/01/51
12/26
at
103.00
1,770,404
2,000
Sagebrush
Farm
Metropolitan
District
1,
Aurora,
Adams
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022A,
6.750%,
12/01/52
12/29
at
103.00
2,033,738
Siena
Lake
Metropolitan
District,
Gypsum,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021
:
2,515
3.750%,
12/01/41
9/26
at
103.00
2,026,105
2,000
4.000%,
12/01/51
9/26
at
103.00
1,508,648
1,025
Silver
Leaf
Metropolitan
District,
Jefferson
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021A-3,
5.250%,
12/01/50
6/26
at
103.00
918,824
1,000
South
Aurora
Regional
Improvement
Authority,
Aurora,
Colorado,
Special
Revenue
Bonds,
Series
2018,
6.250%,
12/01/57
8/24
at
103.00
997,299
5,000
Sterling
Ranch
Community
Authority
Board,
Douglas
County,
Colorado,
Limited
Tax
Supported
and
Special
Revenue
Bonds,
Special
District
3,
Series
2022,
6.750%,
12/01/53
12/27
at
103.00
5,332,781
1,000
Sterling
Ranch
Community
Authority
Board,
Douglas
County,
Colorado,
Limited
Tax
Supported
and
Special
Revenue
Bonds,
Special
District
4,
Series
2024A,
6.500%,
12/01/54
6/29
at
103.00
1,043,056
2,790
Sterling
Ranch
Metropolitan
District
1,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2020,
5.125%,
12/01/50
12/25
at
103.00
2,625,554
3,000
(c)
Stone
Ridge
Metropolitan
District
2,
Colorado,
General
Obligation
Bonds,
Limited
Tax
Convertible
to
Unlimited,
Series
2007,
7.250%,
12/01/31
9/24
at
100.00
480,000
685
Three
Springs
Metropolitan
District
1,
Durango,
La
Plata
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Refunding
Subordinate
Series
2020B,
7.125%,
12/15/50
12/25
at
103.00
660,427
1,000
Trails
at
Crowfoot
Metropolitan
District
3,
Parker,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2019A,
5.000%,
12/01/39
9/24
at
103.00
1,029,858
Transport
Metropolitan
District
3,
In
the
City
of
Aurora,
Adams
County,
Colorado,
General
Obligation
Limited
Bonds,
Series
2021A-1
:
1,000
5.000%,
12/01/41
3/26
at
103.00
888,965
3,000
5.000%,
12/01/51
3/26
at
103.00
2,469,855
1,000
(d)
Tree
Farm
Metropolitan
District,
Eagle
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021,
4.750%,
12/01/50
12/26
at
103.00
886,973
1,000
Velocity
Metropolitan
District
3,
In
the
City
of
Aurora,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2019,
5.375%,
12/01/39
9/24
at
103.00
1,001,535
1,500
Velocity
Metropolitan
District
5,
In
the
City
of
Aurora,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
Capital
Appreciation
Series
2020A-2,
6.000%,
12/01/50
8/24
at
84.86
1,101,918
1,570
Velocity
Metropolitan
District
5,
In
the
City
of
Aurora,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A-1,
5.375%,
12/01/50
8/24
at
103.00
1,518,785
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
COLORADO
(continued)
$
1,000
Verve
Metropolitan
District
1,
Jefferson
County
and
the
City
and
County
of
Broomfield,
Colorado,
General
Obligation
Bonds,
Refunding
and
Improvement
Limited
Tax
Series
2021,
5.000%,
12/01/51
3/26
at
103.00
$
787,781
500
Village
East
Community
Metropolitan
District,
Frederick,
Weld
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.250%,
12/01/50
9/25
at
103.00
475,807
1,100
Village
Metropolitan
District
In
the
Town
of
Avon,
Eagle
County,
Colorado,
Special
Revenue
and
Limited
Property
Tax
Bonds,
Refunding
&
Improvement
Series
2020,
5.000%,
12/01/40
12/25
at
103.00
1,108,182
3,000
Villages
at
Johnstown
Metropolitan
District
7,
Johnstown,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A(3),
6.250%,
12/01/52
6/27
at
103.00
3,066,766
1,000
Waterfront
at
Foster
Lake
Metropolitan
District
2,
Weld
County,
Colorado,
Special
Revenue
Bonds,
Series
2022,
4.625%,
12/01/28
No
Opt.
Call
966,561
Waterview
II
Metropolitan
District,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A
:
1,730
5.000%,
12/01/41
3/27
at
103.00
1,742,360
500
5.000%,
12/01/51
3/27
at
103.00
483,147
1,500
West
Globeville
Metropolitan
District
1,
Denver,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022,
6.750%,
12/01/52
12/29
at
103.00
1,473,266
1,000
Westgate
Metropolitan
District,
Colorado
Springs,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022,
5.125%,
12/01/51
3/27
at
103.00
863,576
2,000
(d)
Westwood
Metropolitan
District,
Thornton,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Senior
Series
2021A,
4.000%,
12/01/51
9/26
at
103.00
1,556,425
2,390
(d)
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Convertible
Capital
Appreciation
Series
2021A-2,
4.625%,
12/01/51
9/26
at
97.28
1,518,477
14,000
(d)
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Series
2021A-1,
4.125%,
12/01/51
9/26
at
103.00
10,720,293
705
Windsor
Highlands
Metropolitan
District
9,
Windsor,
Larimer
County,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Series
2019,
5.000%,
12/01/49
9/24
at
103.00
655,629
1,000
(d)
Winsome
Metropolitan
District
No.
3,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021A,
5.125%,
12/01/50
9/26
at
103.00
881,335
798
Woodmen
Heights
Metropolitan
District
2,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Taxable
Converting
to
Tax-Exempt
Refunding
Subordinate
Series
2020B-1,
6.250%,
12/15/40
12/25
at
103.00
787,642
TOTAL
COLORADO
184,678,930
CONNECTICUT
-
0.5%
(0.3%
of
Total
Investments)
2,000
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Stamford
Hospital,
Forward
Delivery
Series
2022M,
4.000%,
7/01/41
7/32
at
100.00
1,941,817
3,570
(e)
Connecticut
Housing
Finance
Authority,
Housing
Mortgage
Finance
Program
Bonds,
Social
Series
2024A,
4.600%,
11/15/49,
(UB)
11/32
at
100.00
3,579,489
410
Steel
Point
Infrastructure
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Steelpointe
Harbor
Project,
Series
2021,
4.000%,
4/01/51
4/30
at
100.00
348,904
TOTAL
CONNECTICUT
5,870,210
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
DELAWARE
-
0.2%
(0.1%
of
Total
Investments)
$
2,500
(d),(h)
Delaware
Economic
Development
Authority,
Revenue
Bonds,
Odyssey
Charter
School
Inc.
Project,
Series
2015A,
7.000%,
9/01/45,
(Pre-refunded
3/03/25)
3/25
at
100.00
$
2,554,245
TOTAL
DELAWARE
2,554,245
DISTRICT
OF
COLUMBIA
-
2.4%
(1.5%
of
Total
Investments)
1,996
(d)
District
of
Columbia,
Revenue
Bonds,
Saint
Paul
on
Fouth
Street,
Inc.,
Series
2019A,
5.250%,
5/15/55
5/30
at
100.00
1,779,074
5,100
(e)
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
Dulles
Toll
Road
Revenue
Bonds,
Dulles
Metrorail
&
Capital
improvement
Projects,
Refunding
&
Subordinate
Lien
Series
2019B,
4.000%,
10/01/53
-
AGM
Insured,
(UB)
10/29
at
100.00
4,857,981
20,640
(e)
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
Dulles
Toll
Road
Revenue
Bonds,
Dulles
Metrorail
&
Capital
Improvement
Projects,
Refunding
Second
Senior
Lien
Series
2022A,
4.000%,
10/01/52
-
AGM
Insured,
(UB)
10/31
at
100.00
19,570,231
4,750
Metropolitan
Washington
Airports
Authority,
District
of
Columbia,
Dulles
Toll
Road
Revenue
Bonds,
Dulles
Metrorail
&
Capital
Improvement
Projects,
Refunding
Second
Senior
Lien
Series
2022A,
4.000%,
10/01/52
-
AGM
Insured
10/31
at
100.00
4,503,808
TOTAL
DISTRICT
OF
COLUMBIA
30,711,094
FLORIDA
-
19.4%
(12.0%
of
Total
Investments)
350
Abbott
Square
Community
Development
District,
Zephyrhills,
Florida,
Special
Assessment
Revenue
Bonds,
2022
Project
Series
2022,
5.500%,
6/15/52
6/32
at
100.00
359,184
1,645
(c),(d)
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilities
Revenue
Bonds,
Terraces
at
Bonita
Springs
Project,
Refunding
Series
2022A,
5.000%,
11/15/61
11/29
at
103.00
1,085,556
250
(c),(d)
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilities
Revenue
Bonds,
Terraces
at
Bonita
Springs
Project,
Taxable
Refunding
Series
2022B,
6.500%,
11/15/33
No
Opt.
Call
213,489
1,680
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
2015
Assessment
Project,
Series
2015,
5.375%,
5/01/45
5/25
at
100.00
1,685,747
2,245
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Ave
Maria
National
Project,
Series
2021,
4.000%,
5/01/51
5/31
at
100.00
1,889,304
2,000
(d)
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
3
Master
Improvements
Project,
Series
2021,
4.000%,
5/01/52
5/32
at
100.00
1,667,431
1,000
(d)
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
4
Master
Improvement
Project,
Series
2023,
5.500%,
5/01/53
5/33
at
100.00
1,021,295
955
Avenir
Community
Development
District,
Palm
Beach
Gardens,
Florida,
Special
Assessment
Bonds,
Area
3
-
Master
Infrastructure
Project,
Series
2023,
5.625%,
5/01/54
5/33
at
100.00
980,334
1,020
(d)
Babcock
Ranch
Community
Independent
Special
District,
Charlotte
County,
Florida,
Special
Assessment
Bonds,
2021
Project
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
853,387
1,100
Babcock
Ranch
Community
Independent
Special
District,
Charlotte
County,
Florida,
Special
Assessment
Bonds,
2022
Project
Series
2022,
5.000%,
5/01/53
5/32
at
100.00
1,102,017
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
1,000,527
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
1,905
Balm
Grove
Community
Development
District,
Florida,
Special
Assessment
Bonds,
2022
Project,
Series
2022,
4.125%,
11/01/51
11/32
at
100.00
$
1,623,178
335
Belmond
Reserve
Community
Development
District,
Florida,
Hillsborough
County,
Special
Assessment
Revenue
Bonds,
2020
Project,
Series
2020,
4.000%,
5/01/51
5/30
at
100.00
294,386
905
Belmont
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
1
Project,
Series
2013A,
6.125%,
11/01/33
No
Opt.
Call
975,005
1,510
Boggy
Creek
Improvement
District,
Orlando,
Florida,
Special
Assessment
Revenue
Bonds,
Refunding
Series
2013,
5.125%,
5/01/43
9/24
at
100.00
1,510,065
600
Bonterra
Community
Development
District,
Hialeah,
Florida,
Special
Assessment
Bonds,
Assessment
Area
2
Project,
Series
2016,
4.750%,
5/01/46
5/27
at
100.00
586,428
500
(d)
Buckhead
Trails
Community
Development
District,
Manatee
County
Florida,
Special
Assessment
Bonds,
2022
Project
Series
2022,
5.750%,
5/01/52
5/37
at
100.00
514,982
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
AcadeMir
Charter
Schools,
Series
2021A
:
285
(d)
4.000%,
7/01/41
7/31
at
100.00
252,710
1,070
(d)
4.000%,
7/01/51
7/31
at
100.00
873,033
1,000
(d)
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
Legends
Academy,
Series
2021A,
5.000%,
12/01/56
12/28
at
100.00
780,000
2,500
(d)
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
LLT Academy
South
Bay
Project,
Series
2020A,
6.000%,
6/15/55
6/25
at
105.00
2,558,043
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Babcock
Neighborhood
School
Inc,
Series
2021
:
500
(d)
4.000%,
8/15/51
8/28
at
100.00
405,313
1,000
(d)
4.200%,
8/15/56
8/28
at
100.00
820,681
1,000
(d)
4.250%,
8/15/61
8/28
at
100.00
813,081
830
(d)
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Renaissance
Charter
School
Project,
Series
2019A,
5.000%,
6/15/39
6/26
at
100.00
826,506
1,000
(c),(d)
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Tuscan
Gardens
of
Palm
Coast
Project,
Series
2017A,
7.000%,
10/01/49
9/24
at
103.00
500,000
1,000
(d)
Capital
Trust
Agency,
Florida,
Senior
Living
Facilities
Revenue
Bonds,
Elim
Senior
Housing,
Inc.
Project,
Series
2017,
5.875%,
8/01/52
9/24
at
103.00
763,914
955
Celebration
Pointe
Community
Development
District
1,
Alachua
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2014,
5.125%,
5/01/45
9/24
at
100.00
955,152
1,000
(d)
Charlotte
County
Industrial
Development
Authority,
Florida,
Utility
System
Revenue
Bonds,
Town
&
Country
Utilities
Project,
Series
2019,
5.000%,
10/01/49,
(AMT)
10/27
at
100.00
1,003,118
1,000
(d)
Charlotte
County
Industrial
Development
Authority,
Florida,
Utility
System
Revenue
Bonds,
Town
&
Country
Utilities
Project,
Series
2021A,
4.000%,
10/01/41,
(AMT)
10/31
at
100.00
917,824
215
(d)
Coddington
Community
Development
District,
Manatee
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2022,
5.750%,
5/01/42
5/32
at
100.00
226,336
1,491
(c),(d)
Collier
County
Industrial
Development
Authority,
Florida,
Continuing
Care
Community
Revenue
Bonds,
Arlington
of
Naples
Project,
Series
2014A,
7.750%,
5/15/35
9/24
at
100.00
40,267
995
(d)
Cross
Creek
North
Community
Development
District,
Clay
County,
Florida,
Special
Assessment
Bonds,
Series
2018,
5.375%,
11/01/50
11/29
at
100.00
1,016,706
1,610
(d)
Crossings
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2024,
5.600%,
5/01/54,
(WI/
DD)
11/34
at
100.00
1,613,971
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
1,000
(d)
Crosswinds
East
Community
Development
District,
Polk
County,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
One
Series
2024,
5.750%,
5/01/54
5/34
at
100.00
$
1,017,819
1,440
Currents
Community
Development
District,
Collier
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Assessment
Area
2
Series
2024,
5.800%,
5/01/54
11/34
at
100.00
1,429,756
1,490
Cypress
Mill
Community
Development
District,
Hillsborough
County,
Florida,
Special
Assessment
Bonds,
Assessment
Area
2,
Series
2020,
4.000%,
6/15/40
6/30
at
100.00
1,367,891
1,510
East
Nassau
Stewardship
District,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.000%,
5/01/51
5/31
at
100.00
1,269,085
1,605
East
Nassau
Stewardship
District,
Florida,
Special
Assessment
Revenue
Bonds,
Wildlight
Village
Phase
3
Series
2024,
5.500%,
5/01/55
5/34
at
100.00
1,595,697
1,500
Edgewater
East
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
2
Series
2022,
4.000%,
5/01/52
5/32
at
100.00
1,240,466
1,415
Epperson
Ranch
II
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Assessment
Area
Two,
Series
2020,
4.375%,
5/01/51
5/31
at
100.00
1,260,371
1,260
Esplanade
Lake
Club
Community
Development
District,
Lee
County,
Florida,
Capital
Improvement
Bonds,
Series
2019A-1,
4.125%,
11/01/50
11/29
at
100.00
1,090,881
1,000
(d)
Everlands
II
Community
Development
District,
Palm
Bay,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2024,
5.450%,
6/15/54,
(WI/DD)
12/34
at
100.00
998,515
1,245
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Creative
Inspiration
Journey
School
of
St.
Cloud,
Series
2021A,
5.000%,
6/15/51
6/29
at
102.00
1,102,433
1,850
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Elementary
School
Project,
Series
2014A,
6.500%,
7/01/44
9/24
at
100.00
1,851,432
1,000
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Elementary
School
Project,
Series
2017A,
5.750%,
7/01/44
7/27
at
100.00
995,251
2,000
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Dreamers
Academy
Project,
Series
2022A,
6.000%,
1/15/57
1/28
at
101.00
1,596,371
565
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Florida
Charter
Foundation
Inc.
Projects,
Series
2016A,
5.000%,
7/15/46
7/26
at
100.00
548,855
655
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Pepin
Academies
of
Pasco
County
Inc.,
Series
2020A,
5.000%,
1/01/50
1/27
at
100.00
579,412
120
(d)
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Renaissance
Charter
School,
Inc.
Projects,
Series
2020C,
5.000%,
9/15/50
9/27
at
100.00
109,560
1,000
(d)
Florida
Development
Finance
Corporation,
Florida,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Pro
USA,
Inc.
Project,
Series
2019,
5.000%,
5/01/29,
(AMT)
9/24
at
103.00
1,016,351
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Brightline
Trains
Florida
LLC
Issue,
Series
2024
:
16,450
(d)
12.000%,
7/15/32,
(AMT),
(Mandatory
Put
7/15/28)
8/24
at
100.00
17,540,209
1,000
5.000%,
7/01/41,
(AMT)
7/32
at
100.00
1,024,085
12,585
(e)
5.250%,
7/01/53
-
AGM
Insured,
(AMT),
(UB)
7/32
at
100.00
13,150,932
6,400
5.500%,
7/01/53,
(AMT)
7/32
at
100.00
6,655,098
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
5,000
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Series
2023A,
7.500%,
7/01/57,
(AMT),
(Mandatory
Put
8/15/24)
8/24
at
104.50
$
5,220,417
24,190
(d)
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Series
2023C,
8.250%,
7/01/57,
(AMT),
(Mandatory
Put
8/15/24)
8/24
at
104.50
25,256,438
2,500
(d)
Florida
Development
Finance
Corporation,
Student
Housing
Revenue
Bonds,
SPP
-
Tampa
I
-
LLC
The
Henry
Project,
Series
2024A-1,
5.250%,
6/01/59
6/34
at
100.00
2,547,906
3,075
(d)
Florida
Development
Finance
Corporation,
Student
Housing
Revenue
Bonds,
SPP
-
Tampa
I
-
LLC
The
Henry
Project,
Series
2024B,
6.500%,
6/01/59
6/34
at
100.00
3,141,827
FRERC
Community
Development
District,
Ocoee,
Florida,
Special
Assessment
Bonds,
Series
2020
:
2,655
(c)
5.375%,
11/01/40
11/29
at
100.00
2,458,033
2,000
(c)
5.500%,
11/01/50
11/29
at
100.00
1,795,666
1,900
(d)
Gracewater
Sarasota
Community
Development
District,
Sarasota
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
1,576,615
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
9/24
at
100.00
1,001,474
10,000
(e)
Greater
Orlando
Aviation
Authority,
Florida,
Orlando
Airport
Facilities
Revenue
Bonds,
Priority
Subordinated
Series
2017A,
5.000%,
10/01/42,
(AMT),
(UB)
10/27
at
100.00
10,240,943
885
(d)
Hammock
Reserve
Community
Development
District,
Haines
City,
Florida,
Special
Assessment
Revenue
Bonds,
Area
3
Project,
Series
2022,
5.000%,
5/01/52
5/32
at
100.00
864,418
1,860
Harmony
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Special
Assessment,
Refunding
Series
2014,
5.250%,
5/01/32
9/24
at
100.00
1,861,100
200
Hawkstone
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
2,
Series
2019,
4.000%,
11/01/39
11/29
at
100.00
183,825
1,000
Hawkstone
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
4,
Series
2023,
5.500%,
5/01/53
5/33
at
100.00
1,023,779
5,000
(e)
Hillsborough
County
Aviation
Authority,
Florida,
Revenue
Bonds,
Tampa
International
Airport,
Subordinate
Lien
Series
2018A,
5.000%,
10/01/48,
(AMT),
(UB)
10/28
at
100.00
5,106,641
1,500
Hillsborough
County
Aviation
Authority,
Florida,
Revenue
Bonds,
Tampa
International
Airport,
Subordinate
Lien
Series
2018A,
5.000%,
10/01/48,
(AMT)
10/28
at
100.00
1,531,992
560
Hobe-Saint
Lucie
Conservancy
District,
Florida,
Special
Assessment
Revenue
Bonds,
Improvement
Unit
1A,
Series
2024,
5.875%,
5/01/55
5/34
at
100.00
578,490
265
Lakes
of
Sarasota
Community
Development
District,
Florida,
Improvement
Revenue
Bonds,
Capital
Phase
1
Project
2021A-1,
4.100%,
5/01/51
5/31
at
100.00
226,862
500
Lakes
of
Sarasota
Community
Development
District,
Florida,
Improvement
Revenue
Bonds,
Capital
Phase
1
Project
2021B-1,
4.300%,
5/01/51
5/31
at
100.00
439,911
610
Lakewood
Park
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
1,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
508,900
610
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
610,100
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
2,000
Lee
County
Industrial
Development
Authority,
Florida,
Charter
School
Revenue
Bonds,
Lee
County
Community
Charter
Schools,
Series
2007A,
5.375%,
6/15/37
9/24
at
100.00
$
2,000,504
1,630
(d)
Lee
County
Industrial
Development
Authority,
Florida,
Healthcare
Facilities
Revenue
Bonds,
Preserve
Project,
Series
2017A,
5.750%,
12/01/52
9/24
at
104.00
1,237,049
2,760
LTC
Rance
Residential
Community
Development
District,
Port
Saint
Lucie,
Florida,
Special
Assessment
Bonds,
Assessment
Area
1
Project,
Series
2021A,
4.000%,
5/01/52
5/31
at
100.00
2,279,672
2,000
LTC
Ranch
Residential
Community
Development
District,
Port
Saint
Lucie,
Florida,
Special
Assessment
Bonds,
Assessment
Area
3
Project,
Series
2024AA3,
6.050%,
5/01/54
5/34
at
100.00
2,036,665
Magic
Place
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2019
:
1,995
4.375%,
5/01/40
5/30
at
100.00
1,901,146
2,990
4.500%,
5/01/51
5/30
at
100.00
2,725,177
750
(d)
Miami
Dade
County
Industrial
Development
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
South
Florida
Autism
Charter
School
Project,
Series
2017,
6.000%,
7/01/47
7/27
at
100.00
758,932
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
1,105,658
5,000
Miami-Dade
County
Expressway
Authority,
Florida,
Toll
System
Revenue
Bonds,
Series
2014A,
5.000%,
7/01/39
9/24
at
100.00
5,003,349
1,750
(d)
Miami-Dade
County
Industrial
Development
Authority,
Florida,
Revenue
Bonds,
Youth
Co-Op
Charter
Schools
Project,
Series
2015A,
6.000%,
9/15/45
9/25
at
100.00
1,760,400
1,000
Miami-Dade
County
Industrual
Development
Authority,
Florida,
Revenue
Bonds,
Doral
Academy,
Seres
2018,
5.000%,
1/15/48
1/28
at
100.00
1,005,575
11,250
(e)
Miami-Dade
County,
Florida,
Seaport
Revenue
Bonds,
Refunding
Series
2022A,
5.250%,
10/01/52,
(AMT),
(UB)
10/32
at
100.00
12,003,097
995
(d)
Mirada
Community
Development
District,
Florida,
Capital
Improvement
Bonds, Assessment
Area
3
Series
2024,
6.000%,
5/01/55
5/34
at
100.00
1,010,331
365
(d)
Mirada
II
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2022,
5.750%,
5/01/53
5/32
at
100.00
377,682
355
North
Park
Isle
Community
Development
District,
Plant
City,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
1,
Series
2019,
4.750%,
5/01/50
5/29
at
100.00
344,703
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
940,881
9,305
(e)
Palm
Beach
County
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Baptist
Health
Systems
of
South
Florida
Obligated
Group,
Series
2019,
4.000%,
8/15/49,
(UB)
8/29
at
100.00
8,583,056
250
Palm
Beach
County
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Jupiter
Medical
Center,
Series
2022,
5.000%,
11/01/52
11/32
at
100.00
253,083
1,355
(d)
Palm
Beach
County,
Florida,
Revenue
Bonds,
Provident
Group
-
LU
Properties
LLC
Lynn
University
Housing
Project,
Series
2021A,
5.000%,
6/01/57
6/31
at
100.00
1,242,871
1,120
Palm
Beach
County,
Florida,
Revenue
Bonds,
Provident
Group
-
LU
Properties
LLC
Lynn
University
Housing
Project,
Series
2024A,
6.250%,
6/01/59
6/34
at
100.00
1,101,147
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
500
(d)
Palm
Beach
County,
Florida,
Revenue
Bonds,
Provident
Group
-
PBAU
Properties
LLC
-
Palm
Beach
Atlantic
University
Housing
Project,
Series
2019A,
5.000%,
4/01/51
4/29
at
100.00
$
484,224
250
Palm
Coast
Park
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Sawmill
Branch
Phase
2
Flager,
Series
2022,
5.125%,
5/01/51
5/32
at
100.00
250,820
905
(d)
Peace
Creek
Village
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Winter
Haven
Series
2024,
5.750%,
5/01/54
5/34
at
100.00
918,398
500
Portico
Community
Development
District,
Lee
County,
Florida,
Special Assessment,
Improvement
Series
2020-2,
4.000%,
5/01/50
5/30
at
100.00
424,153
905
(d)
Rivers
Edge
III
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2021,
4.000%,
5/01/51
5/31
at
100.00
754,778
2,495
Rolling
Oaks
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Series
2016,
6.000%,
11/01/47
11/27
at
100.00
2,575,556
1,725
Rustic
Oaks
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds
Series
2022,
4.000%,
5/01/52
5/32
at
100.00
1,435,420
997
(d)
Saint
Johns
County
Housing
Authority,
Florida,
Multifamily
Mortgage
Revenue
Bonds,
Victoria
Crossing,
Series
2021A,
3.920%,
4/01/59,
(Mandatory
Put
4/01/39)
11/31
at
100.00
825,093
700
Sawgrass
Village
Community
Development
District,
Manatee
County,
Florida,
Special
Assessment
Bonds,
Assessment
Area
2
Series
2023,
6.375%,
11/01/53
11/33
at
100.00
741,052
1,110
(d)
Sawyers
Landing
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.125%,
5/01/41
5/31
at
100.00
965,184
990
Shingle
Creek
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2015,
5.400%,
11/01/45
11/25
at
100.00
996,199
15,000
(e)
South
Miami
Health
Facilities
Authority,
Florida,
Hospital
Revenue
Bonds,
Baptist
Health
Systems
of
South
Florida
Obligated
Group,
Refunding
Series
2017,
5.000%,
8/15/47,
(UB)
8/27
at
100.00
15,279,576
500
(d)
Summit
View
Community
Development
District,
Dade
City,
Florida,
Special
Assessment
Area
Two
Revenue
Bonds,
Series
2024,
6.000%,
5/01/54
5/34
at
100.00
506,609
190
Summit
View
Community
Development
District,
Dade
City,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021B,
5.000%,
5/01/41
No
Opt.
Call
184,735
615
(d)
Three
Rivers
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
South
Assessment
Area
Series
2021B,
4.625%,
5/01/36
9/24
at
100.00
603,753
2,300
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-2,
6.610%,
5/01/40
9/24
at
100.00
2,265,901
2,505
(c)
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-3,
6.610%,
5/01/40
9/24
at
100.00
25
1,230
Touchstone
Community
Development
District,
Hillsborough
County,
Florida,
Special
Assessment
Bonds,
2019
Project,
Series
2019,
4.000%,
12/15/40
12/29
at
100.00
1,102,447
1,265
Tradition
Community
Development
District
1,
Port
Saint
Lucie,
Florida,
Irrigation
System
Revenue
Bonds,
Existing
System
Series
2017,
4.500%,
10/01/47
10/27
at
100.00
1,186,968
1,000
Turtle
Run
Community
Development
District,
Florida,
Special
Assessment
Benefit
Tax
Bonds,
Series
2017-2,
5.000%,
5/01/37
5/28
at
100.00
1,019,175
1,525
Twin
Creeks
North
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Master
Infrastructure
Improvements,
Series
2016A-1,
6.375%,
11/01/47
11/31
at
100.00
1,613,998
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
FLORIDA
(continued)
$
2,755
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
$
2,915,779
500
Two
Lakes
Community
Development
District,
Hialeah,
Florida,
Special
Assessment
Bonds,
Expansion
Area
Project,
Series
2019,
4.000%,
12/15/49
12/29
at
100.00
415,343
1,000
Two
Rivers
West
Community
Development
District,
Pasco
County,
Florida,
Special
Assessment
Bonds,
2023
Project,
Series
2023,
6.125%,
11/01/53
11/33
at
100.00
1,041,056
1,000
V-Dana
Community
Development
District,
Lee
County,
Florida,Special
Assessment
Bonds,
Area
1
-
2021
Project,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
838,875
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
1,080,789
500
Verano
3
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Phase
2
Assessment
Area,
Series
2022,
6.625%,
11/01/52
11/32
at
100.00
536,678
965
Waterset
North
Community
Development
District,
Hillsborough
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2014,
5.500%,
11/01/45
11/24
at
100.00
966,155
500
(d)
Westside
Haines
City
Community
Development
District,
Polk
County,
Florida,
Special
Assessment
Bonds,
Area
2
Project,
Series
2024,
6.000%,
5/01/54
5/34
at
100.00
510,692
135
(d)
Willowbrook
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
One
Project
Series
2024,
5.900%,
5/01/55
5/34
at
100.00
136,417
1,000
(d)
Windsor
at
Westside
Community
Development
District,
Lake
County,
Florida,
Special
Assessment
Bonds,
Area
1
Project,
Series
2024,
5.750%,
5/01/54
5/34
at
100.00
1,016,312
TOTAL
FLORIDA
246,607,915
GEORGIA
-
0.4%
(0.2%
of
Total
Investments)
870
Atlanta
Urban
Residential
Finance
Authority,
Georgia,
Multifamily
Housing
Revenue
Bonds,
Testletree
Village
Apartments,
Series
2013A,
5.000%,
11/01/48
9/24
at
100.00
662,425
1,610
Municipal
Electric
Authority
of
Georgia,
Plant
Vogtle
Units
3
&
4
Project
J
Bonds,
Series
2015A,
5.000%,
7/01/60
7/25
at
100.00
1,612,985
2,215
Municipal
Electric
Authority
of
Georgia,
Plant
Vogtle
Units
3
&
4
Project
J
Bonds,
Series
2023A,
5.000%,
7/01/64
-
AGM
Insured
1/33
at
100.00
2,333,639
TOTAL
GEORGIA
4,609,049
HAWAII
-
0.2%
(0.1%
of
Total
Investments)
2,000
(d)
Hawaii
County,
Hawaii,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
1-2021,
Kaloko
Heights
Project,
Series
2023,
7.250%,
5/15/52
5/33
at
100.00
2,026,618
1,000
(d)
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Hawaii
Pacific
University
Project,
Refunding
Series
2024,
5.125%,
7/01/43
7/34
at
100.00
989,806
TOTAL
HAWAII
3,016,424
IDAHO
-
0.2%
(0.2%
of
Total
Investments)
1,000
(d)
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Doral
Academy
of
Idaho,
Series
2021A,
5.000%,
7/15/56
7/26
at
103.00
853,498
565
(d)
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Gem
Prep
Meridian
North
LLC,
Series
2020A,
5.250%,
7/01/55
7/25
at
100.00
501,375
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
IDAHO
(continued)
$
1,000
(d)
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Gem
Prep
Meridian
South
Charter
School
Project,
Series
2021,
4.000%,
5/01/56
11/25
at
100.00
$
730,979
1,050
Spring
Valley
Community
Infrastructure
District
1,
Eagle,
Idaho,
Special
Assessment
Bonds,
Series
2024,
6.250%,
9/01/53
3/29
at
103.00
1,105,677
TOTAL
IDAHO
3,191,529
ILLINOIS
-
17.4%
(10.8%
of
Total
Investments)
183
(c)
Bolingbrook,
Illinois,
Sales
Tax
Revenue
Bonds,
Series
2005,
6.250%,
1/01/26
12/23
at
100.00
182,416
10,670
(e)
Chicago
Board
of
Education,
Illinois,
Dedicated
Capital
Improvement
Tax
Revenue
Bonds,
Series
2016,
6.000%,
4/01/46,
(UB)
4/27
at
100.00
11,157,234
1,300
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues
Series
2012A,
5.000%,
12/01/42
9/24
at
100.00
1,288,530
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
1,501,915
2,575
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018D,
5.000%,
12/01/46
9/24
at
100.00
2,566,583
15,385
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2016A,
7.000%,
12/01/44
12/25
at
100.00
15,848,692
2,025
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2016B,
6.500%,
12/01/46
12/26
at
100.00
2,101,204
9,910
(d)
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2017A,
7.000%,
12/01/46
12/27
at
100.00
10,644,659
10,000
(e)
Chicago
Transit
Authority,
Illinois,
Sales
Tax
Receipts
Revenue
Bonds,
Second
Lien
Series
2022A,
5.000%,
12/01/46
-
BAM
Insured,
(UB)
12/31
at
100.00
10,609,956
1,848
Chicago,
Illinois,
Certificates
of
Participation
Tax
Increment
Bonds,
35th
and
State
Redevelopoment
Project,
Series
2012,
6.100%,
1/15/29
8/24
at
100.00
1,848,396
1,552
(c)
Chicago,
Illinois,
Certificates
of
Participation,
Tax
Increment
Allocation
Revenue
Bonds,
Diversey-Narragansett
Project,
Series
2006,
7.460%,
2/15/26
9/24
at
100.00
1,133,051
5,000
(e)
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2018A,
5.000%,
1/01/48,
(UB)
1/29
at
100.00
5,106,539
8,065
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2022A,
5.000%,
1/01/48
1/32
at
100.00
8,418,858
4,000
(e)
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Senior
Lien
Series
2016D,
5.000%,
1/01/52,
(UB)
1/27
at
100.00
4,070,277
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Senior
Lien
Series
2022A
:
5,000
(e)
5.250%,
1/01/53,
(UB)
1/31
at
100.00
5,244,813
10,620
(e)
5.500%,
1/01/55,
(UB)
1/32
at
100.00
11,403,236
4,000
(e)
Chicago,
Illinois,
General
Obligation
Bonds,
Chicago
Works
Series
2023A,
5.500%,
1/01/43,
(UB)
1/30
at
100.00
4,241,643
9,400
(e)
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2017A,
6.000%,
1/01/38,
(UB)
1/27
at
100.00
9,762,756
1,000
(e)
Chicago,
Illinois,
General
Obligation
Bonds,
Project
and
Refunding
Series
2005D,
5.500%,
1/01/37,
(UB)
1/25
at
100.00
1,004,377
130
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C,
5.000%,
1/01/38
1/26
at
100.00
130,609
Chicago,
Illinois,
General
Obligation
Bonds,
Series
2019A
:
11,000
(e)
5.000%,
1/01/44,
(UB)
1/29
at
100.00
11,239,717
8,000
(e)
5.500%,
1/01/49,
(UB)
1/29
at
100.00
8,275,918
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
ILLINOIS
(continued)
$
1,500
(e)
Chicago,
Illinois,
General
Obligation
Bonds,
VAribale
Rate
Demand
Series
2007F,
5.500%,
1/01/42,
(UB)
1/25
at
100.00
$
1,503,063
5,000
(c),(d)
Illinois
Finance
Authority
Revenue
Bonds,
Ness
Healthcare
NFP,
Series
2016A,
6.375%,
11/01/46
11/26
at
100.00
4,276,333
Illinois
Finance
Authority,
Charter
School
Revenue
Bonds,
Art
in
Motion
AIM
Project,
Series
2021A
:
1,000
(d)
5.000%,
7/01/51
7/31
at
100.00
759,064
1,000
(d)
5.000%,
7/01/56
7/31
at
100.00
741,015
1,000
(d)
Illinois
Finance
Authority,
Revenue
Bonds,
DePaul
College
Prep
Foundation,
Series
2023A,
5.625%,
8/01/53
8/33
at
100.00
1,061,748
Illinois
Finance
Authority,
Revenue
Bonds,
Dominican
University,
Refunding
Series
2022
:
550
5.000%,
3/01/36
9/32
at
100.00
561,832
600
5.000%,
3/01/38
9/32
at
100.00
605,097
700
5.000%,
3/01/40
9/32
at
100.00
698,324
2,000
(d)
Illinois
Finance
Authority,
Revenue
Bonds,
Roosevelt
University,
Series
2018B,
6.125%,
4/01/58
10/28
at
100.50
1,975,294
7,955
(e)
Illinois
State,
General
Obligation
Bonds,
June
Series
2022A,
5.500%,
3/01/47,
(UB)
3/32
at
100.00
8,689,220
1,715
Illinois
State,
General
Obligation
Bonds,
May
Series
2020,
5.750%,
5/01/45
5/30
at
100.00
1,869,076
Illinois
State,
General
Obligation
Bonds,
November
Series
2016
:
1,000
5.000%,
11/01/35
11/26
at
100.00
1,023,712
1,000
5.000%,
11/01/37
11/26
at
100.00
1,019,555
5,000
Illinois
State,
General
Obligation
Bonds,
October
Series
2020C,
4.250%,
10/01/45
10/30
at
100.00
4,952,371
10,000
(e)
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Senior
Lien
Series
2021A,
4.000%,
1/01/46,
(UB)
1/32
at
100.00
9,748,292
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Refunding
Series
2020A
:
7,075
4.000%,
6/15/50
-
BAM
Insured
12/29
at
100.00
6,738,522
1,000
4.000%,
6/15/50
12/29
at
100.00
933,203
12,215
5.000%,
6/15/50
12/29
at
100.00
12,646,517
5,000
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2017A,
5.000%,
6/15/57
12/27
at
100.00
5,087,126
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2017B
:
35,635
0.000%,
12/15/54
No
Opt.
Call
8,347,160
5,000
0.000%,
12/15/54
-
BAM
Insured
No
Opt.
Call
1,250,205
7,750
(e)
Sales
Tax
Securitization
Corporation,
Illinois,
Sales
Tax
Securitzation
Bonds,
Series
2018A,
5.000%,
1/01/48,
(UB)
1/28
at
100.00
7,932,232
10,000
(e)
Sales
Tax
Securitization
Corporation,
Illinois,
Sales
Tax
Securitzation
Bonds,
Series
2018C,
5.250%,
1/01/48
-
BAM
Insured,
(UB)
1/29
at
100.00
10,496,116
895
(c)
Yorkville
United
City
Business
District,
Illinois,
Storm
Water
and
Water
Improvement
Project
Revenue
Bonds,
Series
2007,
4.800%,
1/01/26
8/24
at
100.00
375,900
TOTAL
ILLINOIS
221,072,356
INDIANA
-
1.7%
(1.1%
of
Total
Investments)
1,000
(d),(e)
Indiana
Bond
Bank,
Special
Program
Bonds,
Hendricks
Regional
Health
Project,
Tender
Option
Bond
Trust
2016-XL0019,
8.152%,
4/01/30
-
AMBAC
Insured,
(IF)
No
Opt.
Call
1,342,702
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
1,022,190
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
INDIANA
(continued)
$
850
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Seven
Oaks
Classical
School
Project,
Series
2021A,
5.000%,
6/01/41
6/31
at
100.00
$
794,806
7,725
(e)
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
University
of
Evansville
Project,
Series
2022A,
5.250%,
9/01/57,
(UB)
9/32
at
100.00
7,726,509
2,000
Indiana
Finance
Authority,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Project,
Series
2012,
5.750%,
8/01/42,
(AMT)
9/24
at
100.00
2,000,876
5,000
(e)
Indiana
Finance
Authority,
Indiana,
Health
Facilities
Project
Revenue
Bonds,
Baptist
Healthcare
System
Obligated
Group,
Series
2017A,
5.000%,
8/15/51,
(UB)
8/27
at
100.00
5,050,827
1,000
Indianapolis
Local
Public
Improvement
Bond
Bank,
Indiana,
Revenue
Bonds,
Convention
Center
Hotel
Senior
Series
2023E,
6.125%,
3/01/57
3/33
at
100.00
1,104,388
750
Saint
Joseph
County,
Indiana,
Economic
Development
Revenue
Bonds,
Chicago
Trail
Village
Apartments,
Series
2005A,
7.500%,
7/01/35
9/24
at
100.00
756,346
1,000
Shoals,
Indiana,
Exempt
Facilities
Revenue
Bonds,
National
Gypsum
Company
Project, Series
2013,
7.250%,
11/01/43,
(AMT)
9/24
at
100.00
1,002,059
966
(c)
Terre
Haute,
Indiana,
Economic
Development
Solid
Waste
Facility
Revenue
Bonds,
Pyrolyx
USA
Indiana,
LLC
Project,
Series
2017A,
7.250%,
12/01/28,
(AMT)
No
Opt.
Call
10
1,000
(d)
Valparaiso,
Indiana,
Exempt
Facilities
Revenue
Bonds,
Pratt
Paper
LLC
Project,
Refunding
Series
2024,
5.000%,
1/01/54,
(AMT)
1/34
at
100.00
1,035,667
TOTAL
INDIANA
21,836,380
IOWA
-
1.8%
(1.1%
of
Total
Investments)
1,000
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Alcoa
Inc.
Project,
Series
2012,
4.750%,
8/01/42
9/24
at
100.00
999,964
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Iowa
Fertilizer
Company
Project,
Refunding
Series
2022
:
17,940
(e)
5.000%,
12/01/50,
(UB)
12/29
at
103.00
19,056,019
2,500
5.000%,
12/01/50,
(Mandatory
Put
12/01/42)
12/29
at
103.00
2,646,419
TOTAL
IOWA
22,702,402
KANSAS
-
0.1%
(0.0%
of
Total
Investments)
1,000
Wyandotte
County-Kansas
City
Unified
Government,
Kansas,
Sales
Tax
Special
Obligation
Bonds,
Vacation
Village
Project
Area
1
and
2A,
Series
2015,
5.750%,
9/01/32
9/25
at
100.00
950,772
TOTAL
KANSAS
950,772
KENTUCKY
-
2.8%
(1.7%
of
Total
Investments)
1,340
Bell
County,
Kentucky,
Special
Assessment
Industrial
Building
Revenue
Bonds,
Boone's
Ridge
Project,
Series
2020,
6.000%,
12/01/40
12/30
at
100.00
1,220,817
Kentucky
Economic
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Owensboro
Health,
Refunding
Series
2017A
:
11,675
(e)
5.000%,
6/01/41,
(UB)
6/27
at
100.00
11,848,895
5,450
5.000%,
6/01/41
6/27
at
100.00
5,531,176
5,400
5.000%,
6/01/45
6/27
at
100.00
5,453,296
990
(e)
5.000%,
6/01/45,
(UB)
6/27
at
100.00
999,771
980
Kentucky
Economic
Development
Finance
Authority,
Kentucky,
Healthcare
Facilities
Revenue
Bonds,
Christian
Care
Communities,
Inc.
Obligated
Group,
Series
2021,
5.125%,
7/01/55
7/29
at
102.00
778,539
1,000
Kentucky
Economic
Development
Finance
Authority,
Revenue
Bonds,
Next
Generation
Kentucky
Information
Highway
Project,
Senior
Series
2015A,
5.000%,
7/01/30
7/25
at
100.00
1,007,878
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
KENTUCKY
(continued)
$
1,000
Newport,
Kentucky,
Special
Obligation
Revenue
Bonds,
Newport
Clifton
Project,
Series
2020B,
5.500%,
12/01/60
12/30
at
100.00
$
862,780
5,200
(e)
Public
Energy
Authority
of
Kentucky,
Gas
Supply
Revenue
Bonds,
Refunding
Series
2024A-1,
5.250%,
4/01/54,
(Mandatory
Put
2/01/32),
(UB)
11/31
at
100.18
5,664,714
1,000
(d)
Union
Kentucky,
Special
Obligation
Revenue
Bonds,
Union
Promenade
Project,
Series
2022B,
5.500%,
12/01/52
12/32
at
100.00
983,004
1,000
(d)
Union,
Kentucky,
Special
Obligation
Revenue
Bonds,
Union
Promenade
Project,
Series
2022D,
5.750%,
12/01/52
12/32
at
100.00
983,433
TOTAL
KENTUCKY
35,334,303
LOUISIANA
-
1.2%
(0.7%
of
Total
Investments)
1,705
Ascension
Parish
Industrial
development
Board,
Louisiana,
Revenue
Bonds,
Impala
Warehousing
(US)
LLC
Project,
Series
2013,
6.000%,
7/01/36
9/24
at
100.00
1,705,933
500
(d)
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Lake
Charles
College
Prep
Project,
Series
2019A,
5.000%,
6/01/58
6/27
at
100.00
449,100
1,480
(d)
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Mentorship
STEAM
Academy,
Series
2021A,
5.000%,
6/01/56
6/31
at
100.00
1,261,538
500
(d)
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Young
Audiences
Charter
School,
Series
2019A,
5.000%,
4/01/57
4/27
at
100.00
431,247
1,620
(d)
Louisiana
Public
Facilities
Authority,
Dock
and
Wharf
Revenue
Bonds,
Impala
Warehousing
(US)
LLC
Project,
Series
2013,
6.500%,
7/01/36,
(AMT)
9/24
at
100.00
1,620,854
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Encore
Academy
Project,
Series
2021A
:
250
(c),(d)
5.000%,
6/01/41
6/31
at
100.00
150,000
250
(c),(d)
5.000%,
6/01/51
6/31
at
100.00
150,000
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Jefferson
Rise
Charter
School
Project,
Series
2022A
:
500
(d)
6.250%,
6/01/52
6/31
at
100.00
502,980
1,000
(d)
6.375%,
6/01/62
6/31
at
100.00
1,003,453
200
(d)
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Lincoln
Preparatory
School
Project,
Series
2022A,
6.500%,
6/01/62
6/31
at
100.00
201,290
1,240
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Lake
Charles
Charter
Academy
Foundation
Project,
Series
2011A,
7.750%,
12/15/31
9/24
at
100.00
1,243,143
2,000
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Loyola
University
Project,
Refunding
Series
2017,
5.250%,
10/01/33
No
Opt.
Call
2,225,993
2,110
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Southwest
Louisiana
Charter
Academy
Foundation
Project,
Series
2013A,
8.125%,
12/15/33
9/24
at
100.00
2,112,765
2,000
(c),(d)
Louisiana
Public
Facilities
Authority,
Solid
Waste
Disposal
Facility
Revenue
Bonds, Lousiana
Pellets
Inc
Project,
Series
2015,
7.000%,
7/01/24,
(AMT)
No
Opt.
Call
20
1,000
(d)
Plaquemines
Port,
Harbor
and
Terminal
District,
Louisiana,
Facilities
Revenue
Bonds,
NOLA
Terminal
LLC
Project
Dock
and
Wharf
Series
2024A,
9.000%,
12/01/44
12/34
at
100.00
997,932
540
(d)
Saint
James
Parish,
Louisiana,
Revenue
Bonds,
NuStar
Logistics,
L.P.
Project,
Series
2010,
6.350%,
7/01/40
6/30
at
100.00
596,539
TOTAL
LOUISIANA
14,652,787
MARYLAND
-
0.8%
(0.5%
of
Total
Investments)
1,595
Baltimore,
Maryland,
Convention
Center
Hotel
Revenue
Bonds,
Refunding
Series
2017,
5.000%,
9/01/42
9/27
at
100.00
1,534,709
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
MARYLAND
(continued)
$
4,000
(c)
Maryland
Economic
Development
Corporation,
Revenue
Bonds,
Chesapeake
Bay
Hyatt
Conference
Center,
Series
2006A,
5.000%,
12/01/31
9/24
at
100.00
$
2,595,000
2,500
(c)
Maryland
Economic
Development
Corporation,
Revenue
Bonds,
Chesapeake
Bay
Hyatt
Conference
Center,
Series
2006B,
5.250%,
12/01/31
9/24
at
100.00
1,621,875
1,000
Maryland
Economic
Development
Corporation,
Special
Obligation
Bonds,
Port
Covington
Project,
Series
2020,
4.000%,
9/01/50
9/30
at
100.00
846,325
5,000
Maryland
Stadium
Authority,
Lease
Revenue
Bonds,
Built
To
Learn,
Series
2021,
2.750%,
6/01/51
6/31
at
100.00
3,488,849
TOTAL
MARYLAND
10,086,758
MASSACHUSETTS
-
1.1%
(0.7%
of
Total
Investments)
7,080
(e)
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2,
5.000%,
7/01/53,
(UB)
7/28
at
100.00
7,206,914
5,735
(e)
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
K,
Series
2017B,
4.250%,
7/01/46,
(AMT),
(UB)
7/26
at
100.00
5,360,684
1,200
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
M,
Subordinate
Series
2021C,
3.000%,
7/01/51,
(AMT)
7/31
at
100.00
854,828
TOTAL
MASSACHUSETTS
13,422,426
MICHIGAN
-
2.8%
(1.7%
of
Total
Investments)
1,740
Detroit,
Wayne
County,
Michigan,
General
Obligation
Bonds,
Social
Series
2021A,
5.000%,
4/01/46
4/31
at
100.00
1,811,753
1,945
Michigan
Finance
Authority,
Higher
Education
Limited
Obligation
Revenue
Bonds,
Aquinas
College
Project,
Refunding
Series
2021,
5.000%,
5/01/46
5/31
at
100.00
1,580,441
6,480
(e)
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Henry
Ford
Health
System,
Series
2019A,
5.000%,
11/15/48,
(UB)
11/29
at
100.00
6,743,169
3,675
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Henry
Ford
Health
System,
Series
2019A,
5.000%,
11/15/48
11/29
at
100.00
3,824,251
5,000
(e)
Michigan
Finance
Authority,
Michigan,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2017A-MI,
4.000%,
12/01/40,
(UB)
12/27
at
100.00
5,002,958
830
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Cesar
Chavez
Academy
Project,
Refunding
Series
2019,
5.000%,
2/01/33
2/27
at
102.00
821,279
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Holly
Academy
Project,
Refunding
Series
2021
:
905
4.000%,
12/01/41
12/31
at
100.00
774,456
1,000
4.000%,
12/01/51
12/31
at
100.00
793,876
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Hope
Academy
Project,
Refunding
Series
2021
:
150
(d)
4.400%,
4/01/31
4/28
at
100.00
134,063
315
(d)
4.900%,
4/01/41
4/28
at
100.00
252,610
1,200
(d)
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
7/27
at
100.00
964,245
28,335
Michigan
Finance
Authority,
Tobacco
Settlement
Asset-
Backed
Bonds,
2006
Sold
Tobacco
Receipts,
Taxable
Series
2020B,
0.000%,
6/01/45
No
Opt.
Call
7,256,936
1,355
Michigan
Public
Educational
Facilities
Authority,
Charter
School
Revenue
Bonds,
American
Montessori
Academy,
Series
2007,
6.500%,
12/01/37
9/24
at
100.00
1,355,702
1,000
Michigan
Public
Educational
Facilities
Authority,
Limited
Obligation
Revenue
Bonds, Chandler
Park
Academy
Project,
Series
2008,
6.500%,
11/01/35
9/24
at
100.00
1,000,709
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
MICHIGAN
(continued)
$
100,000
Michigan
Tobacco
Settlement
Finance
Authority,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Capital
Appreciation
Turbo
Term
Series
2008C,
0.000%,
6/01/58
6/33
at
11.41
$
3,049,950
TOTAL
MICHIGAN
35,366,398
MINNESOTA
-
0.9%
(0.5%
of
Total
Investments)
2,000
Bethel,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Level
Up
Academy,
Series
2021A,
5.000%,
6/15/56
6/29
at
102.00
1,516,611
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
651,622
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
976,673
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
446,530
1,190
Minneapolis,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Cyber
Village
Academy
Project,
Series
2022A,
5.500%,
6/01/57
6/32
at
100.00
1,129,420
100
Minneapolis,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Northeast
College
Prep
Project,
Series
2020A,
5.000%,
7/01/55
7/30
at
100.00
82,509
1,125
Otsego,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Kaleidoscope
Charter
School
Project,
Series
2014A,
5.000%,
9/01/44
9/24
at
100.00
1,063,606
2,000
(d)
Saint
Paul
Housing
&
Redevelopment
Authority,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Community
School
of
Excellence,
Series
2023,
5.500%,
3/01/58
3/33
at
100.00
2,050,764
3,000
(d)
Saint
Paul
Port
Authority,
Minnesota,
Solid
Waste
Disposal
Revenue
Bonds,
Gerdau
Saint
Paul
Steel
Mill
Project,
Series
2012-7,
4.500%,
10/01/37,
(AMT)
9/24
at
100.00
2,967,099
TOTAL
MINNESOTA
10,884,834
MISSISSIPPI
-
0.1%
(0.0%
of
Total
Investments)
335
(c),(d)
Mississippi
Business
Finance
Corporation,
Gulf
Opportunity
Zone
Revenue
Bonds,
King
Edward
Mixed-Use
Project,
Taxable
Refunding
Series
2019A,
6.000%,
10/15/49,
(Mandatory
Put
6/15/25)
10/26
at
100.00
331,603
481
Mississippi
Home
Corporation,
Multifamily
Housing
Revenue
Bonds,
Tupelo
Personal
Care
Apartments,
Series
2004-2,
6.125%,
9/01/34,
(AMT)
9/24
at
100.00
431,134
TOTAL
MISSISSIPPI
762,737
MISSOURI
-
4.2%
(2.6%
of
Total
Investments)
7,090
(e)
Kansas
City
Industrial
Development
Authority,
Missouri,
Airport
Special
Obligation
Bonds,
Kansas
City
International
Airport
Terminal
Modernization
Project,
Series
2019B,
5.000%,
3/01/54,
(AMT),
(UB)
3/29
at
100.00
7,218,538
5,000
(e)
Kansas
City
Industrial
Development
Authority,
Missouri,
Airport
Special
Obligation
Bonds,
Kansas
City
International
Airport
Terminal
Modernization
Project,
Series
2020A,
5.000%,
3/01/57
-
AGM
Insured,
(AMT),
(UB)
3/30
at
100.00
5,157,818
655
(d)
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
4/26
at
100.00
599,175
9,740
(e)
Kansas
City,
Missouri,
Special
Obligation
Bonds,
Main
Streetcar
Expansion
Project,
Refunding
&
Improvement
Series
2022C,
4.000%,
9/01/46,
(UB)
9/32
at
100.00
9,550,951
2,000
(d)
Liberty,
Missouri,
Special
Obligation
Tax
Increment
and
Special
Districts
Bonds,
Liberty
Commons
Project,
Subordinate
Lien
Series
2015B,
8.500%,
6/15/46
6/25
at
100.00
1,887,501
5,000
(e)
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2023,
5.000%,
12/01/52,
(UB)
12/33
at
100.00
5,348,629
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
MISSOURI
(continued)
$
2,000
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2023,
5.000%,
12/01/52
12/33
at
100.00
$
2,139,452
2,000
Missouri
Southern
State
University,
Auxiliary
Enterprise
System
Revenue
Bonds,
Series
2021,
4.000%,
10/01/44
10/31
at
100.00
1,729,298
476
(d)
North
Outer
Forty
Transportation
Development
District,
Chesterfield,
Missouri,
Transportation
Development
Revenue
Notes,
Refunding
Series
2021A,
4.000%,
12/01/46
8/24
at
100.00
358,994
Saint
Louis
County,
Missouri,
Special
Obligation
Bonds,
Community
Center
Projects,
Series
2022A
:
8,050
(e)
4.000%,
12/01/40,
(UB)
12/30
at
100.00
8,120,190
8,970
(e)
4.000%,
12/01/41,
(UB)
12/30
at
100.00
9,025,413
1,351
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Fashion
Square
Redevelopment
Project,
Series
2008A,
6.300%,
8/22/26
3/25
at
100.00
351,260
732
(c)
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Grace
Lofts
Redevelopment
Projects,
Series
2007A,
2.100%,
12/31/26
No
Opt.
Call
32,208
1,230
Universal
City
Industrial
Development
Authority,
Missouri,
Revenue
Bonds,
Tax
Increment
and
Special
District
Markets
at
Olive
Project
Series
2023A,
5.500%,
6/15/42
6/33
at
100.00
1,250,503
TOTAL
MISSOURI
52,769,930
NEBRASKA
-
1.1%
(0.7%
of
Total
Investments)
5,495
(e)
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2023E,
4.750%,
9/01/48,
(UB)
No
Opt.
Call
5,566,445
8,425
(e)
Nebraska
Investment
Finance
Authority,
Single
Family
Housing
Revenue
Bonds,
Social
Series
2024A,
4.800%,
9/01/54,
(UB)
3/33
at
100.00
8,545,286
TOTAL
NEBRASKA
14,111,731
NEVADA
-
0.1%
(0.1%
of
Total
Investments)
1,843
(c),(d)
Director
of
Nevada
State
Department
of
Business
&
Industry,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
Sierra
BioFuels
LLC
Project,
Green
Series
2020,
0.000%,
2/15/38
2/31
at
100.00
7,555
971
(c),(d),(g)
Director
of
Nevada
State
Department
of
Business
&
Industry,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
Sierra
BioFuels
LLC
Project,
Series
2017,
6.250%,
12/15/37,
(AMT)
12/27
at
100.00
80,561
1,840
(c),(d)
Director
of
Nevada
State
Department
of
Business
&
Industry,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
Sierra
Holdings
LLC,
Green
Series
2019,
0.000%,
2/15/38,
(AMT)
8/29
at
100.00
7,544
885
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
887,855
TOTAL
NEVADA
983,515
NEW
JERSEY
-
3.9%
(2.5%
of
Total
Investments)
2,500
(e)
New
Jersey
Economic
Development
Authority,
New
Jersey,
Transit
Transportation
Project
Revenue
Bonds,
Portal
North
Bridge
Project
Series
2022A,
5.000%,
11/01/52,
(UB)
11/32
at
100.00
2,657,497
9,500
(e),(h)
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2017DDD,
5.000%,
6/15/42,
(Pre-refunded
6/15/27),
(UB)
6/27
at
100.00
10,103,196
2,080
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
2000A
&
2000B,
5.625%,
11/15/30,
(AMT)
9/24
at
101.00
2,097,588
40,000
(e)
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Refunding
Series
2006C,
0.000%,
12/15/35
-
AMBAC
Insured,
(UB)
No
Opt.
Call
26,233,544
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
NEW
JERSEY
(continued)
$
6,790
(e)
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2020AA,
5.000%,
6/15/50,
(UB)
12/30
at
100.00
$
7,146,298
1,915
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018B,
5.000%,
6/01/46
6/28
at
100.00
1,926,142
TOTAL
NEW
JERSEY
50,164,265
NEW
MEXICO
-
0.4%
(0.3%
of
Total
Investments)
265
Mariposa
East
Public
Improvement
District,
New
Mexico,
Revenue
Bonds,
Capital
Appreciation
Taxable
Series
2015D,
0.000%,
3/01/32
3/25
at
70.77
137,844
40
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015A,
5.900%,
9/01/32
9/25
at
100.00
38,330
170
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015B,
5.900%,
9/01/32
9/25
at
100.00
164,972
305
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015C,
5.900%,
9/01/32
No
Opt.
Call
287,710
1,210
Mesa
Del
Sol
Public
Improvement
District
1,
Albuquerque,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2013,
7.250%,
10/01/43
9/24
at
100.00
1,209,865
New
Mexico
Hospital
Equipment
Loan
Council,
First
Mortgage
Revenue
Bonds,
Haverland
Carter
Lifestyle
Group
-
La
Vida
Llena
Expansion
Project,
Series
2019A
:
545
5.000%,
7/01/32
7/26
at
102.00
542,514
600
5.000%,
7/01/49
7/26
at
102.00
526,399
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
1,021,603
1,500
(d)
Winrock
Town
Center
Tax
Increment
Development
District
1,
Albuquerque,
New
Mexico,
Gross
Receipts
Tax
Increment
Bonds,
Subordinate
Lien
Series
2020,
8.000%,
5/01/40
9/24
at
103.00
1,455,351
TOTAL
NEW
MEXICO
5,384,588
NEW
YORK
-
13.5%
(8.3%
of
Total
Investments)
1,095
Babylon
Local
Development
Corporation
II,
New
York,
Education
Revenue
Bonds,
The
Academy
Charter
School
Project,
Series
2023A,
6.650%,
2/01/53
2/33
at
100.00
1,129,365
610
Build
New
York
City
Resource
Corporation,
New
York,
Revenue
Bonds,
New
World
Preparatory
Charter
School
Project,
Series
2021A,
4.000%,
6/15/41
6/31
at
100.00
537,814
4,150
(d)
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Albert
Einstein
College
of
Medicine,
Inc,
Series
2015,
5.500%,
9/01/45
9/25
at
100.00
4,164,047
1,000
(d)
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Albert
Einstein
College
of
Medicine,
Inc,
Series
2023,
7.250%,
6/01/55
12/30
at
100.00
1,077,478
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020A-1
:
5,000
(d)
5.250%,
6/01/40
12/30
at
100.00
4,962,478
2,000
(d)
5.500%,
6/01/55
12/30
at
100.00
1,881,412
3,000
(d)
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020C-1,
5.000%,
6/01/40
12/30
at
100.00
2,897,912
2,000
(d)
Dormitory
Authority
of
the
State
of
New
York,
General
Revenue
Bonds,
American
Musical
and
Dramatic
Academy
Inc.,
Series
2023A,
7.250%,
7/01/53
7/33
at
100.00
2,146,295
9,000
(e)
Dormitory
Authority
of
the
State
of
New
York,
General
Revenue
Bonds,
Northwell
Health
Obligated
Group,
Series
2022A,
4.250%,
5/01/52
-
AGM
Insured,
(UB)
5/32
at
100.00
9,080,259
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
NEW
YORK
(continued)
$
1,220
Dormitory
Authority
of
the
State
of
New
York,
General
Revenue
Bonds,
Yeshiva
University,
Series
2022A,
5.000%,
7/15/50
7/32
at
100.00
$
1,238,660
200
(d)
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2017,
5.000%,
12/01/36
6/27
at
100.00
195,732
650
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Saint
Joseph?s
College,
Series
2021,
5.000%,
7/01/51
7/30
at
100.00
599,825
2,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Bidding
Group
5
Series
2021E,
4.000%,
3/15/49
3/32
at
100.00
1,945,676
1,500
Glen
Cove
Local
Economic
Assistance
Corporation,
New
York,
Revenue
Bonds,
Garvies
Point
Public
Improvement
Project,
Capital
Appreciation
Series
2016C,
5.625%,
1/01/55
1/34
at
100.00
1,367,985
1,000
Hempstead
Town
Local
Development
Corporation,
New
York,
Education
Revenue
Bonds,
The
Academy
Charter
School
Project,
Series
2020A,
5.730%,
2/01/50
2/30
at
100.00
951,210
Hempstead
Town
Local
Development
Corporation,
New
York,
Education
Revenue
Bonds,
The
Academy
Charter
School
Project,
Series
2021A
:
2,360
4.050%,
2/01/31
2/30
at
100.00
2,228,106
1,000
4.600%,
2/01/51
2/30
at
100.00
789,843
1,000
(c)
Madison
County
Capital
Resource
Corporation,
New
York,
Revenue
Bonds,
Cazenovia
College
Project,
Series
2019A,
5.500%,
9/01/23
9/22
at
100.00
540,000
10,000
(e)
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020C-1,
5.000%,
11/15/50,
(UB)
5/30
at
100.00
10,458,745
1,000
(e)
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020D-1,
5.000%,
11/15/43,
(UB)
11/30
at
100.00
1,064,434
1,000
(e)
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020D-3,
4.000%,
11/15/49,
(UB)
11/30
at
100.00
962,935
11,850
(e)
New
York
City
Housing
Development
Corporation,
New
York,
Multifamily
Housing
Revenue
Bonds,
Sustainable
Neighborhood
Green
Series
2018K,
4.125%,
11/01/53,
(UB)
9/26
at
100.00
11,114,283
New
York
City
Industrial
Development
Agency,
New
York,
Civic
Facility
Revenue
Bonds,
Bronx
Parking
Development
Company,
LLC
Project,
Series
2007
:
1,500
(c)
2.300%,
10/01/37
9/24
at
100.00
960,000
5,000
(c)
2.350%,
10/01/46
9/24
at
100.00
3,200,000
2,500
(e)
New
York
City,
New
York,
General
Obligation
Bonds,
Fiscal
2024
Series
A,
5.000%,
8/01/51,
(UB)
8/33
at
100.00
2,711,843
2,500
(d)
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
1
Series
2014,
5.000%,
11/15/44
11/24
at
100.00
2,502,505
2,250
(d)
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
2
Series
2014,
5.150%,
11/15/34
11/24
at
100.00
2,255,873
7,000
(d)
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
3
Series
2014,
7.250%,
11/15/44
11/24
at
100.00
7,029,912
2,000
New
York
State
Urban
Development
Corporation,
State
Sales
Tax
Revenue
Bonds,
Series
2021A,
3.000%,
3/15/50
9/31
at
100.00
1,574,713
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
NEW
YORK
(continued)
New
York
Transportation
Development
Corporation,
New
York,
Special
Facilities
Bonds,
LaGuardia
Airport
Terminal
B
Redevelopment
Project,
Series
2016A
:
$
1,000
5.000%,
7/01/46,
(AMT)
9/24
at
100.00
$
999,757
15,990
(e)
5.250%,
1/01/50,
(AMT),
(UB)
9/24
at
100.00
15,989,492
1,000
5.250%,
1/01/50,
(AMT)
9/24
at
100.00
999,968
10,000
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
American
Airlines,
Inc.
John
F
Kennedy
International
Airport
Project,
Refunding
Series
2016,
5.000%,
8/01/31,
(AMT)
8/24
at
100.00
10,002,217
3,070
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
American
Airlines,
Inc.
John
F
Kennedy
International
Airport
Project,
Series
2020,
5.375%,
8/01/36,
(AMT)
8/30
at
100.00
3,270,234
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
John
F
Kennedy
International
Airport
New
Terminal
1
Project,
Green
Series
2024
:
6,705
(e)
5.000%,
6/30/54
-
AGM
Insured,
(AMT),
(UB)
6/33
at
100.00
6,965,519
5,000
5.250%,
6/30/60
-
AGM
Insured,
(AMT)
6/33
at
100.00
5,281,587
2,000
(e)
5.250%,
6/30/60
-
AGM
Insured,
(AMT),
(UB)
6/33
at
100.00
2,112,635
New
York
Transportation
Development
Corporation,
New
York,
Special
Facility
Revenue
Bonds,
New
Terminal
1
John
F
Kennedy
International
Airport
Project,
Green
Series
2023
:
3,895
(e)
5.000%,
6/30/49
-
AGM
Insured,
(AMT),
(UB)
6/31
at
100.00
4,035,170
2,000
6.000%,
6/30/54,
(AMT)
6/31
at
100.00
2,178,169
1,000
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2020,
4.375%,
10/01/45,
(AMT)
10/30
at
100.00
965,274
5,000
New
York
Transportation
Development
Corporation,
Special
Facility
Revenue
Bonds,
Delta
Air
Lines,
Inc.
-
LaGuardia
Airport
Terminals
C&D
Redevelopment
Project,
Series
2023,
5.625%,
4/01/40,
(AMT)
4/31
at
100.00
5,410,248
1,000
Niagara
Area
Development
Corporation,
New
York,
Revenue
Bonds;
Catholic
Health
System,
Inc,
Series
2022,
4.500%,
7/01/52
7/32
at
100.00
843,082
9,000
(e)
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Thirty
Two
Series
2022,
4.625%,
8/01/52,
(AMT),
(UB)
8/32
at
100.00
9,204,666
7,000
(e)
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Thirty-Six
Series
2022,
5.000%,
1/15/52,
(AMT),
(UB)
1/33
at
100.00
7,341,111
855
Suffolk
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2021B-2,
0.000%,
6/01/66
6/31
at
27.72
86,214
3,000
Triborough
Bridge
and
Tunnel
Authority,
New
York,
Sales
Tax
Revenue
Bonds,
MTA
Bridges
&
Tunnels,
TBTA
Capital
Lockbox-City
Sales
Tax,
Series
2024A-1,
5.250%,
5/15/59
5/34
at
100.00
3,307,166
2,000
TSASC
Inc.,
New
York,
Tobacco
Asset-Backed
Bonds,
Series
2006,
5.000%,
6/01/48
6/27
at
100.00
1,778,074
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bond,
Purchase
Senior
Learning
Community,
Inc.
Project,
Accd
Inv
Series
2021A
:
5,000
(d)
4.500%,
7/01/56
7/27
at
104.00
4,529,463
1,025
(d)
5.000%,
7/01/56
7/27
at
104.00
1,008,885
2,475
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Westchester
Medical
Center
Obligated
Group
Project,
Refunding
Series
2016,
5.000%,
11/01/46
11/25
at
100.00
2,340,931
420
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bonds,
Westchester
Medical
Center
Obligated
Group
Project,
Series
2023,
6.250%,
11/01/52
11/33
at
100.00
476,916
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
NEW
YORK
(continued)
$
250
(d)
Western
Regional
Off-Track
Betting
Corporation,
New
York,
Tax
Exempt
Revenue
Bonds,
Additional
Secured
General
Obligation
Series
2021,
4.125%,
12/01/41
6/31
at
100.00
$
221,101
TOTAL
NEW
YORK
170,917,219
NORTH
CAROLINA
-
0.3%
(0.2%
of
Total
Investments)
10,000
North
Carolina
Turnpike
Authority,
Triangle
Expressway
System
Revenue
Bonds,
Capital
Appreciation
Series
2019,
0.000%,
1/01/48
1/30
at
55.97
3,533,581
TOTAL
NORTH
CAROLINA
3,533,581
NORTH
DAKOTA
-
0.0%
(0.0%
of
Total
Investments)
1,605
(c)
Williston,
North
Dakota,
Multifamily
Housing
Revenue
Bonds,
Eagle
Crest
Apartments
LLC
Project,
Series
2013,
7.750%,
9/01/38
9/24
at
100.00
321,023
TOTAL
NORTH
DAKOTA
321,023
OHIO
-
4.2%
(2.6%
of
Total
Investments)
124,335
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Capital
Appreciation
Series
2020B-3
Class
2,
0.000%,
6/01/57
6/30
at
22.36
11,697,200
10,640
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020B-2
Class
2,
5.000%,
6/01/55
6/30
at
100.00
9,868,180
920
(d)
Cleveland-Cuyahoga
County
Port
Authority,
Ohio,
Tax
Increment
Financing
Revenue
Bonds,
Flats
East
Bank
Project,
Refunding
Senior
Series
2021A,
4.000%,
12/01/55
12/29
at
100.00
774,282
3,900
County
of
Lucas,
Ohio,
Hospital
Revenue
Bonds,
ProMedica
Healthcare
Obligated
Group,
Series
2018A,
5.250%,
11/15/48
11/28
at
100.00
3,989,429
340
Evans
Farm
New
Communty
Authority,
Ohio,
Community
Development
Charge
Revenue
Bonds,
Evans
Farm
Mixed-Use
Project,
Series
2020,
4.000%,
12/01/46
6/29
at
100.00
276,866
3,890
(d)
Jefferson
County
Port
Authority,
Ohio,
Economic
Development
Revenue
Bonds,
JSW
Steel
USA
Ohio,
Inc.
Project,
Series
2023,
5.000%,
12/01/53,
(AMT),
(Mandatory
Put
12/01/28)
9/28
at
100.00
3,960,255
4,500
(d)
Ohio
Air
Quality
Development
Authority,
Ohio,
Exempt
Facilities
Revenue
Bonds,
AMG
Vanadium
Project,
Series
2019,
5.000%,
7/01/49,
(AMT)
7/29
at
100.00
4,254,825
1,300
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Refunding
Series
2009D,
3.375%,
8/01/29
No
Opt.
Call
1,266,413
1,775
(e)
Ohio
Housing
Finance
Agency,
Residential
Mortgage
Revenue
Bonds,
Mortgage-Backed
Securities
Program,
Social
Series
2024A,
4.550%,
9/01/49,
(UB)
9/33
at
100.00
1,766,798
11,300
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2010B,
4.750%,
6/01/33,
(Mandatory
Put
6/01/22)
No
Opt.
Call
11,910,139
1,215
(e)
Port
of
Greater
Cincinnati
Development
Authority,
Ohio,
Duke
Energy
Convention
Center
Project,
TOT
First
Subordinate
Development
Revenue
Bonds,
Refunding
Series
2024B,
4.375%,
12/01/58
-
AGM
Insured,
(UB)
6/34
at
100.00
1,210,342
990
Port
of
Greater
Cincinnati
Development
Authority,
Ohio,
Special
Obligation
Tax
Increment
Financing
Revenue
Bonds,
Cooperative
Township
Public
Parking
Project,
Gallery
at
Kenwood,
Senior
Lien
Series
2019A,
5.000%,
11/01/51
11/30
at
100.00
841,350
2,000
Tuscarawas
County
Economic
Development
and
Finance
Alliance,
Ohio,
Higher
Education
Facilities
Revenue
Bonds,
Ashland
University,
Refunding
&
Improvement
Series
2015,
6.000%,
3/01/45
3/25
at
100.00
2,003,164
TOTAL
OHIO
53,819,243
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
OKLAHOMA
-
1.6%
(1.0%
of
Total
Investments)
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Series
2018B
:
$
1,000
5.500%,
8/15/52
8/28
at
100.00
$
1,031,470
1,000
5.500%,
8/15/57
8/28
at
100.00
1,028,865
1,200
Oklahoma
Development
Finance
Authority,
Health
System
Revenue
Bonds,
OU
Medicine
Project,
Taxable
Series
2022,
5.500%,
8/15/44
8/32
at
100.00
1,240,366
15,000
Tulsa
Municipal
Airport
Trust,
Oklahoma,
Revenue
Bonds,
American
Airlines
Inc.,
Refunding
Series
2000B,
5.500%,
6/01/35,
(AMT)
9/24
at
100.00
15,014,147
2,600
Tulsa
Municipal
Airport
Trust,
Oklahoma,
Revenue
Bonds,
American
Airlines
Inc.,
Refunding
Series
2001B,
5.500%,
12/01/35,
(AMT)
9/24
at
100.00
2,602,452
TOTAL
OKLAHOMA
20,917,300
PENNSYLVANIA
-
1.7%
(1.0%
of
Total
Investments)
2,280
(d)
Allentown
Commercial
and
Industrial
Development
Authority,
Pennsylvania,
Revenue
Bonds,
Arts
Academy
Charter
Middle
School
Foundation
Project,
Series
2022A,
5.000%,
6/15/57
6/29
at
103.00
2,059,561
900
(d)
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
615
Waterfront
Project,
Senior
Series
2021,
6.000%,
5/01/42
5/31
at
100.00
951,758
1,250
(d)
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Subordinate
Lien,
Series
2018,
5.125%,
5/01/32
5/28
at
100.00
1,268,766
500
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
Waterfront-30
E
Allen
Street
Project,
Subordinate
Series
2024B,
6.000%,
5/01/42
5/31
at
103.00
529,671
500
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Generation
Project,
Series
2008B,
3.750%,
10/01/47
4/31
at
100.00
433,602
1,000
(d)
Dauphin
County
General
Authority,
Pennsylvania,
Revenue
Bonds,
Harrisburg
University
of
Science
&
Technology
Project,
Series
2017,
5.125%,
10/15/41
10/27
at
100.00
750,405
1,500
(d)
Dauphin
County
General
Authority,
Pennsylvania,
Revenue
Bonds,
Harrisburg
University
of
Science
&
Technology
Project,
Series
2020,
6.250%,
10/15/53
10/28
at
100.00
1,174,953
1,245
Lehigh
County
General
Purpose
Authority,
Pennsylvania,
Revenue
Bonds,
Good
Shepherd
Group,
Series
2021A,
4.000%,
11/01/51
11/31
at
100.00
1,080,053
2,000
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Charter
School
Revenue
Bonds,
Seven
Generations
Charter
School,
Series
2021A,
4.000%,
5/01/51
5/30
at
100.00
1,547,368
1,000
Montgomery
County
Redevelopment
Authority,
Pennsylvania,
Special
Obligation
Revenue
Bonds,
River
Pointe
Project
Series
2023,
6.500%,
9/01/43
9/33
at
100.00
1,028,614
1,720
(c),(d),(g)
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2020A-1,
10.000%,
12/01/40
6/30
at
100.00
172
1,720
(c),(d),(g)
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2020A-2,
10.000%,
12/01/40,
(AMT)
6/30
at
100.00
172
2,970
(c),(g)
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2021A,
10.000%,
12/01/31
No
Opt.
Call
297
500
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
PPL
Energy
Supply,
LLC
Project,
Refunding
Series
2009C,
5.250%,
12/01/37,
(Mandatory
Put
6/01/27)
6/26
at
100.00
508,246
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
PENNSYLVANIA
(continued)
$
7,730
(e)
Pennsylvania
Economic
Development
Financing
Authority,
Pennsylvania,
Private
Activity
Revenue
Bonds,
The
PennDOT
Major
Bridges
Package
One
Project,
Series
2022,
5.000%,
12/31/57
-
AGM
Insured,
(AMT),
(UB)
12/32
at
100.00
$
8,023,264
1,000
(d)
Philadelphia
Authority
for
Industrial
Development,
Pennsylvania,
Revenue
Bonds,
Mariana
Bracetti
Academy
Project,
Series
2020A,
5.375%,
6/15/50
12/27
at
100.00
958,839
1,000
(d)
Philadelphia
Authority
for
Industrial
Development,
Pennsylvania,
Revenue
Bonds,
Mariana
Bracetti
Academy
Project,
Taxable
Series
2020B,
5.125%,
12/15/44
12/27
at
100.00
950,263
135
The
Redevelopment
Authority
of
the
City
of
Scranton,
Lackawanna
county,
Pennsylvania,
Guaranteed
Lease
Revenue
Bonds,
Series
2016A,
5.000%,
11/15/28
8/24
at
100.00
135,062
TOTAL
PENNSYLVANIA
21,401,066
PUERTO
RICO
-
10.1%
(6.3%
of
Total
Investments)
682
HTA
Claas
6,
Puerto
Rico
Highway
and
Transportation
Authority
Highway
Revenue
Bonds,
Series
2022,
5.250%,
7/01/38
8/24
at
100.00
682,331
2,000
(d)
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A,
5.000%,
7/01/35
7/30
at
100.00
2,087,242
8,625
(c)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Federally
Taxable
Build
America
Bonds,
Series
2010YY,
6.125%,
7/01/40
9/24
at
100.00
4,075,312
2,000
(c)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2003NN,
5.500%,
1/01/26
No
Opt.
Call
940,000
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010AAA
:
5,690
(c)
5.250%,
1/01/26
No
Opt.
Call
2,674,300
1,185
(c)
5.250%,
7/01/28
9/24
at
100.00
559,912
1
(c)
5.250%,
7/01/28
9/24
at
100.00
473
890
(c)
5.250%,
7/01/29
9/24
at
100.00
420,525
655
(c)
5.250%,
7/01/31
9/24
at
100.00
309,487
3
(c)
5.250%,
7/01/31
9/24
at
100.00
1,418
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010ZZ
:
3,000
(c)
5.250%,
7/01/25
9/24
at
100.00
1,417,500
4,000
(c)
5.250%,
1/01/26
No
Opt.
Call
1,880,000
185
(c)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2013A,
5.050%,
1/01/26
7/23
at
100.00
87,413
1,025
(c)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2007TT,
5.000%,
7/01/37
9/24
at
100.00
484,313
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2008WW
:
710
(c)
5.375%,
1/01/26
No
Opt.
Call
333,700
360
(c)
5.375%,
1/01/26
No
Opt.
Call
169,200
375
(c)
5.250%,
7/01/33
9/24
at
100.00
177,187
405
(c)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010CCC,
5.000%,
7/01/28
9/24
at
100.00
191,363
1,350
(c)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2010XX,
5.250%,
7/01/40
9/24
at
100.00
637,875
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2013A
:
1,000
(c)
6.750%,
7/01/36
9/24
at
100.00
472,500
4,835
(c)
5.000%,
7/01/42
9/24
at
100.00
2,284,537
5,500
(c)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Taxable
Series
2010EEE,
6.050%,
7/01/32
9/24
at
100.00
2,598,750
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1
:
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
PUERTO
RICO
(continued)
$
42,500
0.000%,
7/01/46
7/28
at
41.38
$
14,189,301
183,530
0.000%,
7/01/51
7/28
at
30.01
44,671,569
7,750
5.000%,
7/01/58
7/28
at
100.00
7,790,697
14,000
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2,
4.784%,
7/01/58
7/28
at
100.00
13,915,672
4,835
Puerto
Rico,
General
Obligation
Bonds,
Clawback
Highway
Transportation
Authority
Claims
Taxable
Series
2022,
0.000%,
11/01/51
No
Opt.
Call
3,039,775
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1
:
0
(i)
5.625%,
7/01/27
No
Opt.
Call
95
4,201
0.000%,
7/01/33
7/31
at
89.94
2,834,191
3,500
4.000%,
7/01/41
7/31
at
103.00
3,294,185
7,000
4.000%,
7/01/46
7/31
at
103.00
6,432,800
15,521
Puerto
Rico,
General
Obligation
Bonds,
Vintage
CW
NT
Claims
Taxable
Series
2022,
0.000%,
11/01/43
No
Opt.
Call
9,526,001
TOTAL
PUERTO
RICO
128,179,624
RHODE
ISLAND
-
0.3%
(0.2%
of
Total
Investments)
18,260
Rhode
Island
Tobacco
Settlement
Financing
Corporation,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2007A,
0.000%,
6/01/52
8/24
at
19.34
3,465,171
TOTAL
RHODE
ISLAND
3,465,171
SOUTH
CAROLINA
-
1.8%
(1.1%
of
Total
Investments)
220
(d)
Hardeeville,
South
Carolina,
Special
Assessment
Revenue
Bonds,
East
Argent
Improvement
District,
Series
2021,
4.000%,
5/01/52
5/29
at
100.00
160,606
Lancaster
County,
South
Carolina,
Special
Assessment
Bonds,
Edgewater
II
Improvement
District,
Capital
Appreciation
Series
2007-A&B
:
6,930
0.000%,
11/01/39
9/24
at
31.58
2,028,681
6,730
0.000%,
11/01/39
9/24
at
31.58
1,646,977
400
(d)
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Hilton
Head
Christian
Academy,
Series
2020,
5.000%,
1/01/55
1/30
at
100.00
359,217
940
(d)
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Midland
Valley
Preparatory
School
Project,
Series
2014,
7.750%,
11/15/45
11/26
at
100.00
993,690
2,960
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Patriots
Place
Apartments
Project,
Series
2022A-1,
5.750%,
6/01/52
No
Opt.
Call
2,192,891
1,000
(d)
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Horse
Creek
Academy
Project,
Series
2021A,
5.000%,
11/15/55
11/26
at
100.00
929,873
1,585
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Riverwalk
Academy
Project
Series
2023A,
7.250%,
6/15/58
6/33
at
100.00
1,663,483
235
(d)
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Virtus
Academy
Project,
Series
2023A,
7.125%,
6/15/58
6/31
at
100.00
244,726
South
Carolina
Jobs-Economic
Development
Authority,
Hospital
Revenue
Bonds,
Prisma
Health
Obligated
Group,
Series
2018A
:
2,980
(e)
5.000%,
5/01/38,
(UB)
5/28
at
100.00
3,089,516
9,895
(e)
5.000%,
5/01/48,
(UB)
5/28
at
100.00
10,043,313
TOTAL
SOUTH
CAROLINA
23,352,973
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
TENNESSEE
-
0.6%
(0.4%
of
Total
Investments)
$
1,000
(c)
Memphis/Shelby
County
Economic
Development
Growth
Engine
Industrial
Development
Board,
Tennessee,
Tax
Increment
Revenue
Bonds,
Graceland
Project,
Senior
Series
2017A,
5.625%,
1/01/46
7/27
at
100.00
$
686,294
150
(d)
Metropolitan
Government
of
Nashville-Davidson
County
Industrial
Development
Board,
Tennessee,
Special
Assessment
Revenue
Bonds,
South
Nashville
Central
Business
Improvement
District,
Series
2021A,
4.000%,
6/01/51
6/31
at
100.00
128,108
6,045
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Series
2006B,
5.625%,
9/01/26
No
Opt.
Call
6,259,240
900
(c),(d)
Wilson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Senior
Living
Revenue
Bonds,
Rutland
Place
Inc.
Project,
Series
2015A,
4.400%,
1/01/46
9/24
at
100.00
585,000
TOTAL
TENNESSEE
7,658,642
TEXAS
-
7.2%
(4.5%
of
Total
Investments)
2,000
(d)
Abilene
Convention
Center
Hotel
Development
Corporation,
Texas,
Hotel
Revenue
Bonds,
Second-Lien
Series
2021B,
5.000%,
10/01/50
10/31
at
100.00
1,752,626
1,000
(d)
Anna,
Texas,
Special
Assessment
Revenue
Bonds,
Sherley
Tract
Public
Improvement
District
2
Area
1
Project,
Series
2021,
4.000%,
9/15/41
9/31
at
100.00
895,390
1,000
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Legacy
Traditional
Schools
-
Texas
Project,
Refunding
Series
2021A,
4.500%,
2/15/56
2/30
at
100.00
741,668
830
Austin,
Travis,
Williamson
and
Hays
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Estancia
Hill
Country
Public
Improvement
District,
Series
2013,
6.000%,
11/01/28
9/24
at
100.00
830,390
300
(d)
Bee
Cave,
Travis
County,
Texas,
Special
Assessment
Revenue
Bonds,
Backyard
Public
Improvement
District
Project,
Series
2021,
5.250%,
9/01/51
9/31
at
100.00
287,951
500
(d)
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
Celina
Sutton
Fields
II
Public
Improvement
District
Neighborhood
Improvement
Areas
2-3
Project,
Series
2019,
4.250%,
9/01/49
9/29
at
100.00
441,384
1,000
(d)
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
North
Sky
Public
Improvement
District
Major
Improvements
Area
Project,
Series
2023,
6.125%,
9/01/52
9/33
at
100.00
1,017,843
2,935
(d)
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
Sutton
Fields
II
Public
Improvement
District
Neighborhood
Improvement
Area
5
Project,
Series
2022,
4.000%,
9/01/51
9/31
at
100.00
2,510,659
500
(d)
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
The
Parks
at
Wilson
Creek
Public
Improvement
District
Initial
Major
Improvement
Project,
Series
2021,
4.500%,
9/01/51
9/31
at
100.00
453,632
165
(d)
Fate,
Rockwall
County,
Texas,
Special
Assessment
Revenue
Bonds,
Williamsburg
Public
Improvement
District
1
Phase
2B,
2C
&
3A1,
Series
2019,
4.250%,
8/15/49
8/27
at
100.00
147,194
1,500
Fort
Bend
County
Industrial
Development
Corporation,
Texas,
Revenue
Bonds,
NRG
Energy
Inc.
Project,
Series
2012A.
RMKT,
4.750%,
5/01/38
9/24
at
100.00
1,500,284
1,000
Gulf
Coast
Industrial
Development
Authority,
Texas,
Solid
Waste
Disposal
Revenue
Bonds,
Citgo
Petroleum
Corporation
Project,
Series
1998,
8.000%,
4/01/28,
(AMT)
9/24
at
100.00
1,001,330
125
(d)
Haslett,
Texas,
Special
Assessment
Revenue
Bonds,
Haslet
Public
Improvement
District
5
Improvement
Area
1
Project,
Series
2019,
4.375%,
9/01/49
9/29
at
100.00
111,571
670
Heart
of
Texas
Education
Finance
Corporation,
Texas,
Gateway
Charter
Academy,
Series
2006A,
6.000%,
2/15/36
9/24
at
100.00
670,281
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
TEXAS
(continued)
$
1,000
Houston,
Texas,
Airport
System
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.
-
Terminal
Improvement
Project,
Refunding
Series
2011,
6.625%,
7/15/38,
(AMT)
9/24
at
100.00
$
1,001,433
500
(d)
Hutto,
Williams
County
Texas,
Special
Assessment
Revenue
Bonds,
Emory
Crossing,
Public
Improvement
Area
1
Project
Series
2021,
4.000%,
9/01/56
9/29
at
100.00
414,500
1,075
(d)
Hutto,
Williams
County
Texas,
Special
Assessment
Revenue
Bonds,
Emory
Crossing,
Public
Improvement
Area
2
Project
Series
2023,
5.625%,
9/01/58
9/31
at
100.00
1,101,318
1,045
(d)
Kyle,
Texas,
Special
Assessment
Revenue
Bonds,
6
Creeks
Public
Improvement
District
Improvement
Area
3
Project,
Series
2021,
4.000%,
9/01/46
9/31
at
100.00
937,746
4,000
Legato
Community
Authority,
Commerce
City,
Texas,
Limited
Tax
Supported
Revenue
Bonds,
District
1,
2,
3
&
7,
Convertible
Capital
Appreciation
Series
2021A-2,
5.000%,
12/01/51
6/26
at
100.67
3,041,060
1,000
Legato
Community
Authority,
Commerce
City,
Texas,
Limited
Tax
Supported
Revenue
Bonds,
District
1,
2,
3
&
7,
Series
2021B,
8.250%,
12/15/51
6/26
at
103.00
935,766
Manor,
Texas,
Special
Assessment
Revenue
Bonds,
Manor
Heights
Public
Improvement
District
Major
Improvement
Area
Project,
Series
2021
:
900
(d)
4.125%,
9/15/41
9/31
at
100.00
794,889
1,500
(d)
4.375%,
9/15/51
9/31
at
100.00
1,263,814
1,170
(d)
McLendon-Chisholm,
Texas,
Special
Assessment
Revenue
Bonds,
Sonoma
Public
Improvement District
Improvement
Area
2
Project,
Series
2019,
4.250%,
9/15/39
9/29
at
100.00
1,107,201
Mesquite,
Texas,
Special
Assessment
Bonds,
Iron
Horse
Public
Improvement
District
Project,
Series
2019
:
300
(d)
5.750%,
9/15/39
9/29
at
100.00
305,950
500
(d)
6.000%,
9/15/49
9/29
at
100.00
512,504
1,125
Missouri
City
Management
District
1,
Fort
Bend
County,
Texas,
General
Obligation Bonds,
Road
Series
2021,
3.000%,
9/01/46
9/27
at
100.00
856,022
20,000
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Senior
Living
Revenue
Bonds,
Sanctuary
LTC
LLC
Project,
Series
2021A-1,
5.500%,
1/01/57
1/28
at
103.00
19,098,478
1,000
(h)
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
CHF-Collegiate
Housing
Foundation
-
San
Antonio
1,
L.L.C.
-
Texas
A&M
University
-
San
Antonio
Project,
Series
2016A,
5.000%,
4/01/48,
(Pre-refunded
4/01/26)
4/26
at
100.00
1,028,170
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
NCCD
-
College
Station
Properties
LLC
-
Texas
A&M
University
Project, Series
2015A
:
1,000
(c)
5.000%,
7/01/30
7/25
at
100.00
972,500
3,250
(c)
5.000%,
7/01/35
7/25
at
100.00
3,160,625
2,445
(c)
5.000%,
7/01/47
7/25
at
100.00
2,377,763
1,070
(d)
Oak
Point,
Denton
County,
Texas,
Special
Assessment
Revenue
Bonds,
Oak
Point
Public
Imporvement
District
2
Project,
Series
2020,
4.000%,
9/01/50
9/30
at
100.00
898,753
250
(d)
Pilot
Point,
Texas,
Special
Assessment
Revenue
Bonds,
Creekview
Public
Improvement
District
Zone
A
Improvement
Area
1
Project,
Series
2022,
5.625%,
9/15/52
9/32
at
100.00
253,171
325
(d)
Pilot
Point,
Texas,
Special
Assessment
Revenue
Bonds,
Creekview
Public
Improvement
District
Zone
B
Improvement
Area
1
Project,
Series
2022,
5.625%,
9/15/52
9/32
at
100.00
329,122
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
TEXAS
(continued)
$
2,000
(d)
Plano,
Collin
and
Denton
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Collin
Creek
East
Public
Improvement
District
Project,
Series
2021,
4.375%,
9/15/51
9/31
at
100.00
$
1,663,001
1,000
(d)
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2020,
4.000%,
1/01/50,
(AMT)
9/24
at
101.00
837,985
7,000
(d)
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2021A,
3.000%,
1/01/50,
(AMT)
9/24
at
102.00
4,841,542
Port
Freeport,
Brazoria
County,
Texas,
Revenue
Bonds,
Senior
Lien
Series
2019A
:
1,650
4.000%,
6/01/38,
(AMT)
6/29
at
100.00
1,602,430
1,620
4.000%,
6/01/39,
(AMT)
6/29
at
100.00
1,565,550
1,000
Princeton,
Collins
County,
Texas,
Special
Assessment
Revenue
Bonds,
Winchester
Public
Improvement
District
2
Project,
Series
2022,
5.250%,
9/01/52
9/30
at
100.00
991,549
205
(d)
Princeton,
Texas,
Special
Assessment
Revenue
Bonds,
Whitewing
Trails
Public
Improvement
District
2
Phase
1
Project,
Series
2019,
4.750%,
9/01/49
9/29
at
100.00
191,281
185
(d)
Princeton,
Texas,
Special
Assessment
Revenue
Bonds,
Whitewing
Trails
Public
Improvement
District
2
Phase
2-6
Major
Improvement
Project,
Series
2019,
5.500%,
9/01/39
9/29
at
100.00
188,788
1,000
(d)
Red
Oak,
Ellis
County,
Texas,
Special
Assessment
Revenue
Bonds,
Red
Oak
Public
Improvement
District
1
Improvement
Area
1
Project,
Series
2021,
4.000%,
9/15/51
9/30
at
100.00
839,495
2,000
(c)
Red
River
Health
Facilities
Development
Corporation,
Texas,
First
Mortgage
Revenue
Bonds,
Eden
Home
Inc.,
Series
2012,
7.000%,
12/15/32
9/24
at
100.00
1,200,000
145
Rowlett,
Texas,
Special
Assessment
Revenue
Bonds,
Bayside
Public
Improvement
District
North
Improvement
Area,
Series
2016,
5.750%,
9/15/36
9/24
at
102.00
145,436
400
(d)
Royse
City,
Rockwall,
Collin
and
Hunt
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Liberty
Crossing
Public
Improvement
District
Improvement
Area
2
Project,
Series
2024,
5.625%,
9/15/54,
(WI/DD)
9/32
at
100.00
399,314
1,442
(d)
San
Marcos,
Hays,
Caldwell
and
Guadalupe
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Whisper
South
Public
Improvement
District,
Series
2020,
4.250%,
9/01/42
9/32
at
100.00
1,302,467
7,000
(e)
Sherman,
Texas,
Combination
Tax
and
Revenue
Certificates
of
Obligation,
Series
2023,
5.000%,
8/15/53,
(UB)
8/33
at
100.00
7,490,229
5,000
(e)
Tarrant
County
Cultural
Education
Facilities,
Texas,
Finance
Corporation
Revenue
Bonds,
Christus
Health,
Refunding
Series
2018B,
5.000%,
7/01/48,
(UB)
1/29
at
100.00
5,119,474
10,000
Texas
Private
Activity
Bond
Surface
Transporation
Corporation,
Senior
Lien
Revenue
Bonds,
NTE
Mobility
Partners
Segments
3
LLC
Segments
3C
Project,
Series
2019,
5.000%,
6/30/58,
(AMT)
6/29
at
100.00
10,066,635
TOTAL
TEXAS
91,198,164
UTAH
-
0.7%
(0.4%
of
Total
Investments)
1,000
(d)
Black
Desert
Public
Infrastructure
District,
Utah,
Limited
Tax
General
Obligation
Bonds,
Subordinate
Series
2021B,
7.375%,
9/15/51
9/26
at
103.00
883,840
3,615
(d)
Black
Desert
Public
Infrastructure
District,
Washington
County,
Utah,
Special
Assessment
Bonds,
Black
Desert
Assessment
Area
1,
Series
2024,
5.625%,
12/01/53
6/29
at
103.00
3,737,659
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
UTAH
(continued)
$
1,000
Military
Installation
Development
Authority,
Utah,
Tax
Allocation
and
Hotel
Tax
Revenue
Bonds,
Series
2021A-1,
4.000%,
6/01/52
9/26
at
103.00
$
839,596
2,000
(d)
ROAM
Public
Infrastructure
District
1,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2021A,
4.250%,
3/01/51
9/26
at
103.00
1,496,268
830
(d)
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Mountain
West
Montessori
Academy
Project,
Series
2020A,
5.000%,
6/15/49
12/29
at
100.00
757,310
955
(d)
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Paradigm
High
School
Project,
Series
2020A,
5.125%,
7/15/51
1/25
at
102.00
853,336
TOTAL
UTAH
8,568,009
VIRGIN
ISLANDS
-
1.0%
(0.6%
of
Total
Investments)
Virgin
Islands
Public
Finance
Authority,
Gross
Receipts
Taxes
Loan
Note,
Refunding
Series
2014C
:
1,000
(d)
5.000%,
10/01/30
10/24
at
100.00
985,094
5,000
(d)
5.000%,
10/01/39
10/24
at
100.00
4,729,883
2,600
(d)
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Bond
Anticipation
Notes,
Senior
Series
2021A,
6.750%,
7/01/26
No
Opt.
Call
2,522,345
3,085
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Bond
Anticipation
Notes,
Taxable
Series
2022A,
7.750%,
7/01/24
No
Opt.
Call
3,085,000
215
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Bond
Anticipation
Notes,
Taxable
Series
2022B,
10.000%,
8/01/24
No
Opt.
Call
215,000
1,480
(d)
West
Indian
Company
Limited,
Virgin
Islands,
Port
Facilities
Revenue
Bonds,
WICO
Financing,
Series
2022B,
6.250%,
10/01/42,
(AMT)
10/29
at
104.00
1,457,594
TOTAL
VIRGIN
ISLANDS
12,994,916
VIRGINIA
-
3.3%
(2.1%
of
Total
Investments)
762
(c)
Celebrate
Virginia
North
Community
Development
Authority,
Special
Assessment
Revenue
Bonds,
Series
2003B,
4.125%,
3/01/22
No
Opt.
Call
480,060
1,000
(d)
Cutalong
II
Community
Development
Authority,
Louisa
County,
Virginia,
Special
Assessment
Revenue
Bonds,
Cutalong
II
Project,
Series
2022,
4.500%,
3/01/55
3/27
at
103.00
831,997
5,000
(d)
Industrial
Development
Authority
of
the
City
of
Newport
News,
Virginia,
Health
System
Revenue
Bonds,
Riverside
Health
System,
Series
2017A,
5.000%,
7/01/46
7/27
at
100.00
5,002,285
11,495
(e)
Lynchburg
Economic
Development
Authority,
Virginia,
Hospital
Revenue
Bonds,
Centra
Health
Obligated
Group,
Refunding
Series
2021,
4.000%,
1/01/55,
(UB)
1/32
at
100.00
10,900,815
1,000
Tobacco
Settlement
Financing
Corporation
of
Virginia,
Tobacco
Settlement
Asset
Backed
Bonds,
Series
2007B1,
5.000%,
6/01/47
8/24
at
100.00
955,370
2,340
Virginia
Beach
Development
Authority,
Virginia,
Residential
Care
Facility
Revenue
Bonds,
Westminster
Canterbury
on
Chesapeake
Bay,
Series
2023A,
7.000%,
9/01/59
9/30
at
103.00
2,672,007
4,500
(e)
Virginia
Housing
Development
Authority,
Commonwealth
Mortgage
Bonds,
Series
2023A,
5.000%,
11/01/38,
(UB)
5/32
at
100.00
4,849,763
7,000
(d)
Virginia
Small
Business
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Provident
Resource
Group
-
Rixey
Student
Housing
Project,
Series
2019A,
5.500%,
7/01/54
7/34
at
100.00
6,122,905
8,977
(d)
Virginia
Small
Business
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Provident
Resource
Group
-
Rixey
Student
Housing
Project,
Series
2019B,
6.525%,
7/01/52,
(cash
7.500%,
PIK
7.500%)
No
Opt.
Call
5,386,396
4,665
(d)
Virginia
Small
Business
Financing
Authority,
Sports
and
Entertainment
Facilities
Revenue
Bonds,
P3
VB
Holdings
LLC,
Senior
Series
2023A,
8.500%,
12/01/52
6/33
at
105.00
4,664,085
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
VIRGINIA
(continued)
$
550
(d)
West
Falls
Community
Development
Authority,
Arlington
County,
Virginia,
Revenue
Bonds,
Series
2022A,
5.375%,
9/01/52
9/32
at
100.00
$
560,698
TOTAL
VIRGINIA
42,426,381
WASHINGTON
-
1.9%
(1.2%
of
Total
Investments)
1,000
King
County
Public
Hospital
District
4,
Washington,
Hospital
Revenue
Bonds,
Snoqualmie
Valley
Hospital,
Series
2015A,
6.250%,
12/01/45
12/25
at
100.00
1,002,397
1,000
Kitsap
County
Consolidated
Housing
Authority,
Washington,
Pooled
Tax
Credit
Housing
Revenue
Bonds,
Series
2007,
5.600%,
6/01/37,
(AMT)
9/24
at
100.00
974,151
1,300
Port
of
Seattle
Industrial
Development
Corporation,
Washington,
Special
Facilities
Revenue
Refunding
Bonds,
Delta
Air
Lines,
Inc.
Project,
Series
2012,
5.000%,
4/01/30,
(AMT)
8/24
at
100.00
1,300,362
5,100
(e)
Port
of
Seattle,
Washington,
Revenue
Bonds,
Intermediate
Lien
Series
2018A,
5.000%,
5/01/43,
(AMT),
(UB)
5/27
at
100.00
5,200,408
2,500
Seattle
Housing
Authority,
Washington,
Revenue
Bonds,
Lam
Bow
Apartments
Project,
Series
2021,
2.500%,
6/01/54
6/31
at
100.00
1,540,162
155
Tacoma
Consolidated
Local
Improvement
District
65,
Washington,
Special
Assessment
Bonds,
Series
2013,
5.750%,
4/01/43
8/24
at
100.00
153,905
13,915
(e)
Washington
Health
Care
Facilities
Authority,
Revenue
Bonds,
Seattle
Cancer
Center
Alliance,
Series
2020,
5.000%,
9/01/55,
(UB)
9/30
at
100.00
14,433,711
TOTAL
WASHINGTON
24,605,096
WEST
VIRGINIA
-
0.6%
(0.4%
of
Total
Investments)
1,248
Berkeley,
Hardy
and
Jefferson
Counties,
West
Virginia,
as
Joint
Issuers,
Commercial
Development
Revenue
Bonds,
Scattered
Site
Housing
Projects,
Series
2010,
5.750%,
12/01/44
9/24
at
100.00
1,247,963
1,125
(d)
Monongalia
County
Commission,
West
Virginia,
Special
District
Excise
Tax
Revenue
Bonds,
University
Town
Centre
Economic
Opportunity
Development
District,
Refunding
&
Improvement
Series
2017A,
5.750%,
6/01/43
6/27
at
100.00
1,150,519
940
(d)
Monongalia
County
Commission,
West
Virginia,
Special
District
Excise
Tax
Revenue
Bonds,
University
Town
Centre
Economic
Opportunity
Development
District,
Refunding
&
Improvement
Series
2021A,
4.125%,
6/01/43
6/31
at
100.00
839,273
945
(d)
West
Virginia
Economic
Development
Authority,
Dock
and
Wharf
Facilities
Revenue
Bonds,
Empire
Trimodal
Terminal,
LLC
Project,
Series
2020,
7.625%,
12/01/40
12/27
at
103.00
801,325
4,000
(e)
West
Virginia
Hospital
Finance
Authority,
Revenue
Bonds,
West
Virginia
University
Health
System,
Improvement
Series
2023A,
4.375%,
6/01/53,
(UB)
6/33
at
100.00
3,935,590
TOTAL
WEST
VIRGINIA
7,974,670
WISCONSIN
-
8.1%
(5.0%
of
Total
Investments)
2,500
(d)
Gillett,
Wisconsin,
Solid
Waste
Disposal
Revenue
Bonds,
WI
RNG
Hub
North
LLC
Renewable
Natural
Gas
Production
Plant
Project,
Series
2021A,
5.500%,
12/01/32
12/26
at
100.00
2,188,361
1,935
Lac
Courte
Oreilles
Band
of
Lake
Superior
Chippewa
Indians,
Wisconsin,
General
Revenue
Bonds,
Refunding
Series
2017,
6.750%,
6/01/32
12/27
at
100.00
1,939,722
255
(d)
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Ascend
Leadership
Academy
Project,
Series
2021A,
5.000%,
6/15/51
6/29
at
100.00
215,484
150
(d)
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Founders
Academy
of
Las
Vegas,
Series
2020A,
5.000%,
7/01/55
7/28
at
100.00
133,031
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
WISCONSIN
(continued)
$
2,015
(d)
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Guilford
Preparatory
Academy,
North
Carolina,
Taxable
Series
2022A,
5.000%,
4/01/57
4/31
at
100.00
$
1,720,073
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
High
Desert
Montessori
Charter
School,
Series
2021A
:
1,000
(d)
5.000%,
6/01/51
6/29
at
100.00
814,945
1,280
(d)
5.000%,
6/01/61
6/29
at
100.00
1,011,032
4,985
(d)
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
North
Carolina
Charter
Educational
Foundation
Project,
Series
2016A,
5.000%,
6/15/46
6/26
at
100.00
4,053,327
500
(d)
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Point
College
Preparatory,
Series
2020A,
5.000%,
6/15/55
6/27
at
103.00
442,155
Public
Finance
Authority
of
Wisconsin,
Conference
Center
and
Hotel
Revenue
Bonds,
Lombard
Public
Facilities
Corporation,
First
Tier
Series
2018A-1
:
13
(c),(d)
0.000%,
1/01/47
No
Opt.
Call
340
11
(c),(d)
0.000%,
1/01/48
No
Opt.
Call
282
11
(c),(d)
0.000%,
1/01/49
No
Opt.
Call
261
10
(c),(d)
0.000%,
1/01/50
No
Opt.
Call
235
10
(c),(d)
0.000%,
1/01/51
No
Opt.
Call
219
13
(c),(d)
0.000%,
1/01/52
No
Opt.
Call
265
13
(c),(d)
0.000%,
1/01/53
No
Opt.
Call
248
13
(c),(d)
0.000%,
1/01/54
No
Opt.
Call
225
13
(c),(d)
0.000%,
1/01/55
No
Opt.
Call
209
12
(c),(d)
0.000%,
1/01/56
No
Opt.
Call
195
667
(c),(d)
5.500%,
7/01/56
3/28
at
100.00
510,454
14
(c),(d)
0.000%,
1/01/57
No
Opt.
Call
203
13
(c),(d)
0.000%,
1/01/58
No
Opt.
Call
187
13
(c),(d)
0.000%,
1/01/59
No
Opt.
Call
174
13
(c),(d)
0.000%,
1/01/60
No
Opt.
Call
160
12
(c),(d)
0.000%,
1/01/61
No
Opt.
Call
149
12
(c),(d)
0.000%,
1/01/62
No
Opt.
Call
137
12
(c),(d)
0.000%,
1/01/63
No
Opt.
Call
127
12
(c),(d)
0.000%,
1/01/64
No
Opt.
Call
119
11
(c),(d)
0.000%,
1/01/65
No
Opt.
Call
110
12
(c),(d)
0.000%,
1/01/66
No
Opt.
Call
110
148
(c),(d)
0.000%,
1/01/67
No
Opt.
Call
1,199
Public
Finance
Authority
of
Wisconsin,
Conference
Center
and
Hotel
Revenue
Bonds,
Lombard
Public
Facilities
Corporation,
Second
Tier
Series
2018B
:
24
(c),(d)
0.000%,
1/01/46
No
Opt.
Call
703
24
(c),(d)
0.000%,
1/01/47
No
Opt.
Call
642
24
(c),(d)
0.000%,
1/01/48
No
Opt.
Call
604
23
(c),(d)
0.000%,
1/01/49
No
Opt.
Call
565
23
(c),(d)
0.000%,
1/01/50
No
Opt.
Call
517
25
(c),(d)
0.000%,
1/01/51
No
Opt.
Call
537
651
(c),(d)
3.750%,
7/01/51
3/28
at
100.00
467,357
25
(c),(d)
0.000%,
1/01/52
No
Opt.
Call
497
25
(c),(d)
0.000%,
1/01/53
No
Opt.
Call
464
25
(c),(d)
0.000%,
1/01/54
No
Opt.
Call
434
24
(c),(d)
0.000%,
1/01/55
No
Opt.
Call
405
24
(c),(d)
0.000%,
1/01/56
No
Opt.
Call
381
24
(c),(d)
0.000%,
1/01/57
No
Opt.
Call
356
23
(c),(d)
0.000%,
1/01/58
No
Opt.
Call
333
23
(c),(d)
0.000%,
1/01/59
No
Opt.
Call
314
23
(c),(d)
0.000%,
1/01/60
No
Opt.
Call
293
23
(c),(d)
0.000%,
1/01/61
No
Opt.
Call
272
23
(c),(d)
0.000%,
1/01/62
No
Opt.
Call
256
22
(c),(d)
0.000%,
1/01/63
No
Opt.
Call
240
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
WISCONSIN
(continued)
$
22
(c),(d)
0.000%,
1/01/64
No
Opt.
Call
$
227
22
(c),(d)
0.000%,
1/01/65
No
Opt.
Call
212
22
(c),(d)
0.000%,
1/01/66
No
Opt.
Call
193
281
(c),(d)
0.000%,
1/01/67
No
Opt.
Call
2,282
4,700
(d)
Public
Finance
Authority
of
Wisconsin,
Contract
Revenue
Bonds,
Mercer
Crossing
Public
Improvement
District
Project,
Series
2017,
7.000%,
3/01/47
3/27
at
100.00
4,866,422
1,000
(d)
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
Corvian
Community
School,
North
Carolina
Series
2023A,
6.250%,
6/15/53
6/33
at
100.00
1,026,600
1,500
(d)
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
Pioneer
Springs
Community
School,
Series
2020A,
6.250%,
6/15/40
6/27
at
100.00
1,501,031
1,000
(d)
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
The
Capitol
Encore
Academy,
Series
2021A,
5.000%,
6/01/56
6/28
at
100.00
877,800
2,000
(c),(d)
Public
Finance
Authority
of
Wisconsin,
Educational
Facilities
Revenue
Bonds,
Lake
Erie
College,
Series
2019A,
5.875%,
10/01/54
10/29
at
100.00
1,345,164
1,550
(d)
Public
Finance
Authority
of
Wisconsin,
Educational
Facility
Revenue
Bonds,
LEAD
Academy
Project,
Series
2021,
5.000%,
8/01/51
8/28
at
100.00
1,345,879
3,000
Public
Finance
Authority
of
Wisconsin,
Educational
Facility
Revenue
Bonds,
Lenoir-Rhyne
University,
Refunding
Series
2022,
5.125%,
4/01/52
4/32
at
100.00
3,031,804
335
Public
Finance
Authority
of
Wisconsin,
Exempt
Facilities
Revenue
Bonds,
National
Gypsum
Company
Project,
Refunding
Series
2016,
4.000%,
8/01/35,
(AMT)
8/26
at
100.00
325,979
5,000
Public
Finance
Authority
of
Wisconsin,
Hotel
Revenue
Bonds,
Grand
Hyatt
San
Antonio
Hotel
Acquisition
Project,
Senior
Lien
Series
2022A,
5.000%,
2/01/62
2/32
at
100.00
5,098,238
6,665
(d)
Public
Finance
Authority
of
Wisconsin,
Hotel
Revenue
Bonds,
Grand
Hyatt
San
Antonio
Hotel
Acquisition
Project,
Subordinate
Lien
Series
2022B,
6.000%,
2/01/62
2/32
at
100.00
7,019,599
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
Grant
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017A
:
1,665
(c),(d)
6.250%,
8/01/27
No
Opt.
Call
1,298,700
1,000
(c),(d)
6.750%,
8/01/31
No
Opt.
Call
730,000
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
PILOT
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017
:
2,000
(d)
6.750%,
12/01/42
12/27
at
100.00
2,000,653
20,835
(d)
7.000%,
12/01/50
12/27
at
100.00
20,838,323
3,500
(c),(d)
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Alabama
Gulf
Coast
Zoo,
Series
2018A,
6.500%,
9/01/48
9/28
at
100.00
2,100,000
500
(c),(d)
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Alabama
Proton
Therapy
Center,
Senior
Series
2017A,
7.000%,
10/01/47
10/27
at
100.00
50,000
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Procure
Proton
Therapy
Center,
Senior
Series
2018A
:
4,415
(d)
6.950%,
7/01/38
7/28
at
100.00
3,090,500
6,585
(d)
7.000%,
7/01/48
7/28
at
100.00
4,609,500
1,060
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Roseman
University
of
Health
Sciences,
Series
2015,
5.875%,
4/01/45
4/25
at
100.00
1,070,365
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
SearStone
Retirement
Community,
Series
2023A
:
1,000
5.000%,
6/01/37
6/28
at
103.00
1,008,570
4,000
5.000%,
6/01/52
6/28
at
103.00
3,737,950
1,600
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Sky
Harbour
LLC
Obligated
Group
Aviation
Facilities
Project,
Series
2021,
4.000%,
7/01/41,
(AMT)
7/31
at
100.00
1,356,315
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
WISCONSIN
(continued)
Public
Finance
Authority
of
Wisconsin,
Senior
Revenue
Bonds,
Maryland
Proton
Treatment
Center,
Series
2018A-1
:
$
1,000
(d)
6.125%,
1/01/33
1/28
at
100.00
$
450,000
2,000
(d)
6.250%,
1/01/38
1/28
at
100.00
900,000
3,500
(d)
6.375%,
1/01/48
1/28
at
100.00
1,575,000
285
(c),(g)
Public
Finance
Authority
of
Wisconsin,
Wisconsin
Revenue
Note,
KDC
Agribusiness
LLC
Project,
Series
2022B,
15.000%,
3/31/24
4/23
at
105.00
29
1,700
Public
Finance
Authority
Wisconsin,
Tax
Exempt
Pooled
Securities,
Certificates
Series
2024-2
Class
A,
4.000%,
8/01/59,
(Mandatory
Put
8/01/27)
No
Opt.
Call
1,686,907
1,000
(d)
Public
Finance
Authority,
Wiscconsin,
Tax
Increment,
Revenue
Subordinate
Bonds,
Miami,
Miami
World
Center
Project,
Series
2024B,
8.000%,
6/15/42
6/29
at
103.00
1,004,121
Public
Finance
Authority,
Wisconsin,
Revenue
Bonds,
Ocean
Academy
Charter
School,
Series
2021
:
1,130
(d)
5.000%,
10/15/51
10/31
at
100.00
1,016,898
815
(d)
5.000%,
10/15/56
10/31
at
100.00
721,421
4,215
(d)
Public
Finance
Authority,
Wisconsin,
Tax
Increment,
Revenue
Senior
Bonds,
Miami,
Miami
World
Center
Project,
Series
2024A,
5.000%,
6/01/41
6/29
at
103.00
4,276,475
1,000
(d)
Saint
Croix
Chippewa
Indians
of
Wisconsin,
Revenue
Bonds,
Refunding
Senior
Series
2021,
5.000%,
9/30/41
9/28
at
100.00
755,314
5,000
Wisconsin
Center
District,
Dedicated
Tax
Revenue
Bonds,
Supported
by
State
Moral
Obligation
Junior
Series
2020D,
0.000%,
12/15/60
-
AGM
Insured
12/30
at
29.95
879,244
7,250
(e)
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Marshfield
Clinic
Health
System,
Inc.,
Series
2017C,
5.000%,
2/15/47,
(UB)
2/27
at
100.00
7,259,034
TOTAL
WISCONSIN
102,365,657
WYOMING
-
0.4%
(0.3%
of
Total
Investments)
5,000
(e)
Wyoming
Community
Development
Authority,
Housing
Revenue
Bonds,
2023
Series
3,
4.950%,
12/01/53,
(UB)
6/32
at
100.00
5,113,805
TOTAL
WYOMING
5,113,805
TOTAL
MUNICIPAL
BONDS
(cost
$2,024,168,633)
1,981,436,066
Shares
Description
(a)
Value
X
–
COMMON
STOCKS
-
4
.0
%
(
2
.5
%
of
Total
Investments)
X
51,732,438
MATERIALS
-
0.0%
(0.0%
of
Total
Investments)
39
(g),(j)
PALOUSE
FIBER
HOLDINGS
$
0
TOTAL
MATERIALS
0
UTILITIES
-
4.0%
(2.5%
of
Total
Investments)
21,492
(g),(j),(k)
Vistra
Vision
LLC
51,732,438
TOTAL
UTILITIES
51,732,438
TOTAL
COMMON
STOCKS
(cost
$21,129,342)
51,732,438
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
Principal
Amount
(000)
Description
(a)
Coupon
(l)
Reference
Rate
(l)
Spread
(l)
Maturity
(m)
Value
X
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
0
.0
%
(
0
.0
%
of
Total
Investments)
(l)
X
60,423
CAPITAL
GOODS
-
0.0%
(0.0%
of
Total
Investments)
$
451
(c),(g),(n)
KDC
Agribusiness
Fairless
Hills
LLC
12.000%
N/A
N/A
9/17/24
$
46
TOTAL
CAPITAL
GOODS
46
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
-
0.0%
(0.0%
of
Total
Investments)
60
Tuscan
Gardens
of
Palm
Coast
15.000%
N/A
N/A
10/01/24
60,377
TOTAL
PHARMACEUTICALS,
BIOTECHNOLOGY
&
LIFE
SCIENCES
60,377
TOTAL
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
(cost
$510,743)
60,423
TOTAL
LONG-TERM
INVESTMENTS
(cost
$2,045,808,718)
2,033,228,927
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
SHORT-TERM
INVESTMENTS
-
1.2% (0.7%
of
Total
Investments)
X
–
MUNICIPAL
BONDS
-
1
.2
%
(
0
.7
%
of
Total
Investments)
X
14,660,000
CALIFORNIA
-
0.8%
(0.4%
of
Total
Investments)
$
9,280
(o)
California
State,
General
Obligation
Bonds,
Various
Purpose,
Variable
Demand
Obligation
Series
2003A-1,
3.700%,
5/01/33
8/24
at
100.00
$
9,280,000
TOTAL
CALIFORNIA
9,280,000
WISCONSIN
-
0.4%
(0.3%
of
Total
Investments)
5,380
(o)
University
of
Wisconsin
Hospitals
and
Clinics
Authority,
Revenue
Bonds,
Series
2018A,
4.000%,
4/01/48
7/24
at
100.00
5,380,000
TOTAL
WISCONSIN
5,380,000
TOTAL
MUNICIPAL
BONDS
(cost
$14,660,000)
14,660,000
TOTAL
SHORT-TERM
INVESTMENTS
(cost
$14,660,000)
14,660,000
TOTAL
INVESTMENTS
(cost
$
2,060,468,718
)
-
161
.2
%
2,047,888,927
FLOATING
RATE
OBLIGATIONS
-
(34.9)%
(
442,980,000
)
AMTP
SHARES,
NET
-
(28.1)%(p)
(
356,572,969
)
OTHER
ASSETS
&
LIABILITIES,
NET
- 1.8%
22,015,523
NET
ASSETS
APPLICABLE
TO
COMMON
SHARES
-
100%
$
1,270,351,481
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2024
(Unaudited)
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
The
following
is
a
reconciliation
of
the
Fund’s
Level
3
investments
held
at
the
beginning
and
end
of
the
measurement
period:
The
valuation
techniques
and
significant
unobservable
inputs
used
in
recurring
Level
3
fair
value
measurements
of
assets
as
of
the
end
of
the
report-
ing
period,
were
as
follows:
The
table
below
presents
the
transfers
in
and
out
of
the
three
valuation
levels
for
the
Fund
as
of
the
end
of
the
reporting
period
when
compared
to
the
valuation
levels
at
the
end
of
the
previous
fiscal
year.
Changes
in
valuation
inputs
or
methodologies
may
result
in
transfers
into
or
out
of
an
assigned
level
within
the
fair
value
hierarchy.
Transfers
in
or
out
of
levels
are
generally
due
to
the
availability
of
publicly
available
information
and
to
the
significance
or
extent
the
Adviser
determines
that
the
valuation
inputs
or
methodologies
may
impact
the
valuation
of
those
securities.
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,981,347,440
$
88,626
$
1,981,436,066
Common
Stocks
–
–
51,732,438
51,732,438
Variable
Rate
Senior
Loan
Interests
–
60,377
46
60,423
Short-Term
Investments:
Municipal
Bonds
–
14,660,000
–
14,660,000
Total
$
–
$
1,996,067,817
$
51,821,110
$
2,047,888,927
Level
3
Municipals
Variable
Rate
Senior
Loan
Interests
Common
Stocks
Balance
at
the
beginning
of
period
$
11,110,430
$162,238
$-
Gains
(losses):
Net
realized
gains
(losses)
(6,529,748)
(277,546)
-
Change
in
net
unrealized
appreciation
(depreciation)
12,712,237
194,904
-
Purchases
at
cost
35,290
-
-
Sales
at
proceeds
(390,982)
(79,550)
-
Net
discounts
(premiums)
(2,190)
-
-
Transfers
into
-
-
51,732,438
Transfers
(out
of)
(16,846,411)
-
-
Balance
at
the
end
of
period
$88,626
$46
$51,732,438
Change
in
net
unrealized
appreciation
(depreciation)
during
the
period
of
Level
3
securities
held
as
of
period
end
$(587,733)
$(98,630)
$(7,901,522)
Fund
Asset
Class
Market
Value
Techniques
Unobservable
Inputs
Range
Weighted
Average
NMZ
Municipal
Bonds
$88,672
Expected
Recovery
Recovery
Proceeds
100%
N/A
Probability
Weighted
Expected
Recovery
Recovery
Proceeds
8.30%
N/A
Common
Stocks
51,732,438
Enterprise
Value
EBITDA
Multiples
10.00-12.00
N/A
Total
$51,821,110
Level
1
Level
2
Level
3
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
Transfers
In
(Transfers
Out)
NMZ
Common
Stocks
$-
$-
$-
$(51,732,438)
$51,732,438
$-
Municipal
Bonds
$-
$-
$16,846,411
$-
$-
$(16,846,411)
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
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.
(c)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(d)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$533,369,880
or
26.0%
of
Total
Investments.
(e)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(f)
Step-up
coupon
bond,
a
bond
with
a
coupon
that
increases
("steps
up"),
usually
at
regular
intervals,
while
the
bond
is
outstanding.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(g)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(h)
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.
(i)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(j)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(k)
On
March
1,
2024,
Vistra
Corp.
(“Vistra”)
completed
its
acquisition
of
Energy
Harbor
Corp
(“ENGH”). ENGH
has
been
merged
into
a
newly
formed
subsidiary
of
Vistra,
Vistra
Vision. In
connection
with
the
transaction,
holders
of
ENGH
common
stock
received
a
combination
of
cash
and
membership
interests
in
Vistra
Vision.
These
Vistra
Vision
interests
were
issued
in
a
private
transaction
and
may
have
reduced
secondary
market
liquidity. On
September
18,
2024,
Vistra
and
Nuveen
agreed
to
terms
for
the
sale
of
the
Vistra
Vision
interest.
In
exchange
for
its
membership
interest
in
Vistra
Vision,
Nuveen
will
receive
a
series
of
cash
payments
from
Vistra
over
a
two-year
period
from
December
2024
through
December
2026.
(l)
Senior
loans
generally
pay
interest
at
rates
which
are
periodically
adjusted
by
reference
to
a
base
short-term,
floating
lending
rate
(Reference
Rate)
plus
an
assigned
fixed
rate
(Spread).
These
floating
lending
rates
are
generally
(i)
the
lending
rate
referenced
by
the
Secured
Overnight
Financing
Rate
(“SOFR”),
or
(ii)
the
prime
rate
offered
by
one
or
more
major
United
States
banks.
Senior
loans
may
be
considered
restricted
in
that
the
Fund
ordinarily
is
contractually
obligated
to
receive
approval
from
the
agent
bank
and/or
borrower
prior
to
the
disposition
of
a
senior
loan.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(m)
Senior
loans
generally
are
subject
to
mandatory
and/or
optional
prepayment.
Because
of
these
mandatory
prepayment
conditions
and
because
there
may
be
significant
economic
incentives
for
a
borrower
to
prepay,
prepayments
of
senior
loans
may
occur.
As
a
result,
the
actual
remaining
maturity
of
senior
loans
held
may
be
substantially
less
than
the
stated
maturities
shown.
(n)
Senior
loan
received
as
part
of
the
bondholder
funding
agreement
during
June
2023
for
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2020A-1,
10.000%,
12/01/40,
144A,
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2020A-2,
10.000%,
12/01/40,
(AMT),
144A,
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2021A,
10.000%,
12/01/31.
(o)
Investment
has
a
maturity
of
greater
than
one
year,
but
has
variable
rate
and/or
demand
features
which
qualify
it
as
a
short-term
investment.
The
rate
disclosed,
as
well
as
the
reference
rate
and
spread,
where
applicable,
is
that
in
effect
as
of
the
end
of
the
reporting
period.
This
rate
changes
periodically
based
on
market
conditions
or
a
specified
market
index.
(p)
AMTP
Shares,
Net
as
a
percentage
of
Total
Investments
is
17.4%.
AMT
Alternative
Minimum
Tax
IF
Inverse
floating
rate
security
issued
by
a
tender
option
bond
(“TOB”)
trust,
the
interest
rate
on
which
varies
inversely
with
the
Securities
Industry
Financial
Markets
Association
(SIFMA)
short-term
rate,
which
resets
weekly,
or
a
similar
short-term
rate,
and
is
reduced
by
the
expenses
related
to
the
TOB
trust.
N/A
Not
Applicable.
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
UB
Underlying
bond
of
an
inverse
floating
rate
trust
reflected
as
a
financing
transaction.
Inverse
floating
rate
trust
is
a
Recourse
Trust
unless
otherwise
noted.
WI/DD
When-issued
or
delayed
delivery
security.
Nuveen Municipal High In... (NYSE:NMZ)
Historical Stock Chart
From Sep 2024 to Oct 2024
Nuveen Municipal High In... (NYSE:NMZ)
Historical Stock Chart
From Oct 2023 to Oct 2024
