Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
27 September 2023 - 9:30PM
Edgar (US Regulatory)
Nuveen
Municipal
High
Income
Opportunity
Fund
Portfolio
of
Investments
July
31,
2023
(Unaudited)
v
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
LONG-TERM
INVESTMENTS
-
163.0%
(100.0%
of
Total
Investments)
X
–
MUNICIPAL
BONDS
-
158
.1
%
(
97
.0
%
of
Total
Investments)
X
1,919,668,157
Alabama
-
2.3%
(1.4%
of
Total
Investments)
$
183
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,
144A
(4)
8/23
at
100.00
N/R
$
2
1,000
Adamsville
Solid
Waste
Disposal
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
Big
Sky
Environmental
LLC
Project,
Series
2017A,
6.750%,
9/01/37,
144A
(4)
9/27
at
100.00
N/R
700,000
212
Adamsville
Solid
Waste
Disposal
Authority,
Alabama,
Solid
Waste
Disposal
Revenue
Bonds,
Big
Sky
Environmental
LLC
Project,
Taxable
Series
2017B,
6.750%,
9/01/37,
144A
(4)
9/27
at
100.00
N/R
148,646
2,000
Alabama
Private
Colleges
and
University
Facilities
Authority,
Limited
Obligation
Bonds,
University
of
Mobile
Project,
Series
2015A,
6.000%,
9/01/45,
144A
9/25
at
100.00
N/R
2,014,220
2,500
Birmingham-Jefferson
Civic
Center
Authority,
Alabama,
Special
Tax
Bonds,
Series
2018A,
5.000%,
7/01/48
7/28
at
100.00
A-
2,563,575
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
B1
866,923
10,765
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
B1
10,830,451
5,000
Jefferson
County,
Alabama,
Sewer
Revenue
Warrants,
Capital
Appreciation
Subordinate
Lien
Series
2013F,
7.900%,
10/01/50
10/23
at
105.00
BB
5,218,150
1,000
Jefferson
County,
Alabama,
Sewer
Revenue
Warrants,
Senior
Lien
Series
2013C,
6.500%,
10/01/38
-
AGM
Insured
10/23
at
105.00
BB+
1,042,300
250
MidCity
Improvement
District,
Alabama,
Special
Assessment
Revenue
Bonds,
Series
2022,
4.750%,
11/01/49
11/32
at
100.00
N/R
203,005
1,985
Mobile
County,
Alabama,
Limited
Obligation
Warrants,
Gomesa
Projects,
Series
2020,
4.000%,
11/01/45,
144A
11/29
at
100.00
N/R
1,737,133
Tuscaloosa
County
Industrial
Development
Authority,
Alabama,
Gulf
Opportunity
Zone
Bonds,
Hunt
Refining
Project,
Refunding
Series
2019A:
241
4.500%,
5/01/32,
144A
5/29
at
100.00
N/R
225,098
2,950
5.250%,
5/01/44,
144A
5/29
at
100.00
N/R
2,672,877
Total
Alabama
28,222,380
Arizona
-
4.0%
(2.5%
of
Total
Investments)
460
Arizona
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
KIPP
Nashville
Project,
Series
2022A,
5.000%,
7/01/62
7/30
at
100.00
BBB
435,146
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds, Arizona
Christian
University
Project,
Series
2019A:
400
5.500%,
10/01/40,
144A
10/26
at
103.00
N/R
345,572
800
5.625%,
10/01/49,
144A
10/26
at
103.00
N/R
655,624
1,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Ball
Charter
Schools
Project,
Series
2022,
4.000%,
7/01/51
7/31
at
100.00
BBB-
836,910
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
10,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Series
2021B,
5.000%,
7/01/51,
144A
7/28
at
103.00
N/R
$
7,279,100
10,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Taxable
Series
2021A,
5.000%,
7/01/51,
144A
7/28
at
103.00
N/R
7,273,700
1,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Taxable
Series
2021C,
6.000%,
7/01/29,
144A
No
Opt.
Call
N/R
923,800
5,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Pinecrest
Academy
of
Nevada
Sloan
Canyon
Campus
Project,
Series
2020A-2,
6.150%,
9/15/53,
144A
9/23
at
105.00
BB+
5,085,000
2,765
Arizona
Industrial
Development
Authority,
Arizona,
Hotel
Revenue
Bonds,
Provident
Group
Falcon
Properties
LLC,
Project,
Senior
Series
2022A-1,
4.150%,
12/01/57,
144A
12/31
at
100.00
BB
2,081,962
2,590
Arizona
Industrial
Development
Authority,
Arizona,
Hotel
Revenue
Bonds,
Provident
Group
Falcon
Properties
LLC,
Project,
Subordinate
Series
2022B,
5.750%,
12/15/57,
144A
12/31
at
100.00
N/R
2,054,362
1,000
Arizona
Industrial
Development
Authority,
Education
Facility
Revenue
Bonds,
Caurus
Academy
Project,
Series
2018A,
6.500%,
6/01/50,
144A
6/28
at
100.00
N/R
1,030,290
1,000
Maricopa
County
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Gateway
Academy
Project,
Series
2019A,
5.750%,
1/01/50,
144A
1/30
at
100.00
N/R
864,280
1,000
Pima
County
Industrial
Development
Authority,
Arizona,
Charter
School
Revenue
Bonds,
Desert
Heights
Charter
School,
Series
2014,
7.250%,
5/01/44
5/24
at
100.00
N/R
1,012,440
3,000
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Edkey
Charter
Schools
Project,
Refunding
Series
2020,
5.000%,
7/01/49,
144A
7/26
at
103.00
N/R
2,638,290
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Edkey
Charter
Schools
Project,
Series
2016:
245
5.250%,
7/01/36
7/26
at
100.00
BB-
242,717
400
5.375%,
7/01/46
7/26
at
100.00
BB-
376,532
475
5.500%,
7/01/51
7/26
at
100.00
BB-
446,543
1,000
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Edkey
Charter
Schools
Project,
Series
2019,
5.875%,
7/01/51,
144A
7/26
at
103.00
N/R
991,150
2,000
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
San
Tan
Montessori
School
Project,
Series
2014A,
9.000%,
2/01/44
2/24
at
100.00
N/R
2,034,740
310
Pima
County
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
Synergy
Public
Charter
School
Project,
Series
2020,
5.000%,
6/15/35,
144A
6/28
at
100.00
N/R
298,952
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
N/R
93,140
7,500
Salt
Verde
Financial
Corporation,
Arizona,
Senior
Gas
Revenue
Bonds,
Citigroup
Energy
Inc
Prepay
Contract
Obligations,
Series
2007,
5.500%,
12/01/37,
144A
No
Opt.
Call
Ba3
8,155,950
2,000
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Economic
Development
Revenue
Bonds,
Convertible
Capital
Appreciation
Revenue
Bonds,
Series
2021A,
5.375%,
10/01/56
10/29
at
103.00
N/R
1,437,940
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Arizona
(continued)
$
1,980
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Education
Facility
Revenue
Bonds,
AmeriSchools
Academy
Project,
Series
2022,
6.000%,
6/15/57,
144A
6/29
at
103.00
N/R
$
1,889,098
Total
Arizona
48,483,238
Arkansas
-
0.6%
(0.4%
of
Total
Investments)
1,750
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2022,
5.450%,
9/01/52,
(AMT),
144A
9/25
at
105.00
BB-
1,749,913
4,000
Arkansas
Development
Finance
Authority,
Industrial
Development
Revenue
Bonds,
Big
River
Steel
Project,
Series
2019,
4.500%,
9/01/49,
(AMT),
144A
9/26
at
103.00
BB-
3,645,040
2,500
Arkansas
Development
Finance
Authority,
Industrial
Development
Revenue
Bonds,
Big
River
Steel
Project,
Series
2020A,
4.750%,
9/01/49,
(AMT),
144A
9/27
at
103.00
BB-
2,367,550
Total
Arkansas
7,762,503
California
-
14.3%
(8.8%
of
Total
Investments)
16,390
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
BBB
8,388,894
Alameda
Corridor
Transportation
Authority,
California,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2022B:
4,000
5.300%,
10/01/47
10/37
at
100.00
A-
2,035,280
18,905
5.350%,
10/01/48
10/37
at
100.00
A-
9,590,507
4,585
5.375%,
10/01/49
10/37
at
100.00
A-
2,320,193
3,055
5.400%,
10/01/50
10/37
at
100.00
A-
1,549,221
3,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Creekwood,
Series
2021A,
4.000%,
2/01/56,
144A
8/31
at
100.00
N/R
1,920,750
2,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Exchange
at
Bayfront
Apartments,
Junior
Series
2021A-2,
4.000%,
8/01/51,
144A
8/32
at
100.00
N/R
1,288,780
1,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Glendale
Properties,
Junior
Series
2021A-2,
4.000%,
8/01/47,
144A
8/31
at
100.00
N/R
766,210
3,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Mira
Vista
Hills Apartments,
Series
2021A,
4.000%,
2/01/56,
144A
8/31
at
100.00
N/R
2,100,810
1,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Serenity
at
Larkspur
Apartments,
Series
2020A,
5.000%,
2/01/50,
144A
2/30
at
100.00
N/R
818,080
5,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Stoneridge
Apartments,
Series
2021A,
4.000%,
2/01/56,
144A
2/31
at
100.00
N/R
3,748,800
3,590
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Summit
at
Sausalito
Apartments,
Series
2021A-2,
4.000%,
2/01/50,
144A
8/32
at
100.00
N/R
2,697,131
500
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
&
Language
Academy
Project,
Series
2021,
4.000%,
7/01/61,
144A
7/27
at
100.00
N/R
339,545
2,230
California
Enterprise
Development
Authority,
Charter
School
Revenue
Bonds,
Norton
Science
and
Language
Academy
Project,
Series
2020,
6.250%,
7/01/58,
144A
7/27
at
102.00
N/R
2,245,142
10,450
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Cedars-
Sinai
Health
System,
Series
2021A,
4.000%,
8/15/48
(5)
8/31
at
100.00
AA-
10,323,137
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
7,500
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Children's
Hospital
Los
Angeles,
Series
2017A,
5.000%,
8/15/47,
(UB)
(5)
8/27
at
100.00
Baa2
$
7,523,025
5,000
California
Health
Facilities
Financing
Authority,
Revenue
Bonds,
Kaiser
Permanente
System,
Series
2017A-2,
4.000%,
11/01/44,
(UB)
11/27
at
100.00
AA-
4,936,400
1,020
California
Municipal
Finance
Authority,
Mobile
Home
Park
Revenue
Bonds,
Caritas
Affordable
Housing
Inc
Projects,
Series
2014B,
5.875%,
8/15/49
8/24
at
100.00
N/R
1,023,570
500
California
Municipal
Finance
Authority,
Revenue
Bonds,
California
Baptist
University,
Series
2016A,
5.000%,
11/01/36,
144A
11/26
at
100.00
N/R
504,130
7,430
California
Municipal
Finance
Authority,
Revenue
Bonds,
Eisenhower
Medical
Center,
Refunding
Series
2017B,
4.000%,
7/01/42,
(UB)
(5)
7/27
at
100.00
BBB-
6,766,130
10,925
California
Municipal
Finance
Authority,
Revenue
Bonds,
Linxs
APM
Project,
Senior
Lien
Series
2018A,
4.000%,
12/31/47,
(AMT),
(UB)
(5)
6/28
at
100.00
BBB-
9,828,786
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
N/R
2,194,942
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
BBB-
1,206,004
400
California
Pollution
Contol
Financing
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Aemerge
Redpak
Services
Southern
California,
LLC
Project,
Subordinate
Series
2017,
8.000%,
12/01/27,
(AMT),
144A
(4)
No
Opt.
Call
N/R
24,000
1,000
California
Public
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
California
Crosspoint
Academy
Project,
Series
2020A,
5.125%,
7/01/55,
144A
7/28
at
100.00
N/R
799,040
1,000
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Alta
Public
Schools
-
Obligated
Group,
Series
2020A,
6.000%,
6/01/59,
144A
6/28
at
102.00
N/R
956,070
1,000
California
School
Finance
Authority,
California,
Charter
School
Revenue
Bonds,
Girls
Athletic
Leadership
School
Los
Angeles
Project,
Series
2021A,
4.000%,
6/01/61,
144A
6/31
at
100.00
N/R
672,910
1,000
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Arts
in
Action
Charter
Schools
-
Obligated
Group,
Series
2020A,
5.000%,
6/01/40,
144A
6/27
at
100.00
N/R
770,240
4,000
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Russell
Westbrook
Why
Not?
Academy
?
Obligated
Group,
Series
2021A,
4.000%,
6/01/61,
144A
6/27
at
100.00
N/R
2,708,520
1,000
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
?
Obligated
Group,
Series
2020A,
5.000%,
6/01/60,
144A
6/28
at
100.00
N/R
737,870
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2014A:
800
5.250%,
12/01/44
12/24
at
100.00
BB
798,936
1,000
5.500%,
12/01/54
12/24
at
100.00
BB
1,010,380
6,940
California
Statewide
Communities
Development
Authority,
California,
Revenue
Bonds,
Loma
Linda
University
Medical
Center,
Series
2016A,
5.250%,
12/01/56,
144A
6/26
at
100.00
BB
6,942,984
500
California
Statewide
Communities
Development
Authority,
Revenue
Bonds,
Lancer
Educational
Student
Housing
Project,
Refunding
Series
2016A,
5.000%,
6/01/46,
144A
6/26
at
100.00
N/R
469,530
765
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2011A,
8.000%,
9/02/41
8/23
at
100.00
N/R
737,253
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
995
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2021A,
4.000%,
9/02/51
9/31
at
100.00
N/R
$
794,527
23
California
Statewide
Community
Development
Authority,
Revenue
Bonds,
Daughters
of
Charity
Health
System,
Series
2005A,
5.500%,
7/01/39
(4),(6)
9/23
at
100.00
N/R
22,606
1,300
CMFA
Special
Finance
Agency
I,
California,
Essential
Housing
Revenue
Bonds,
The
Mix
at
Center
City,
Subordinate
Series
2021B,
8.000%,
4/01/56,
144A
4/31
at
100.00
N/R
1,008,475
990
CMFA
Special
Finance
Agency
VII,
California,
Essential
Housing
Revenue
Bonds,
Junior
Lien
Series
2021A-2,
4.000%,
8/01/47,
144A
8/31
at
100.00
N/R
823,432
1,750
CMFA
Special
Finance
Agency
VII,
California,
Essential
Housing
Revenue
Bonds,
Senior
Lien
Series
2021A-1,
3.000%,
8/01/56,
144A
8/31
at
100.00
N/R
1,159,970
2,000
CMFA
Special
Finance
Agency,
California,
Essential
Housing
Revenue
Bonds,
Latitude
33,
Senior
Series
2021A-2,
4.000%,
12/01/45,
144A
12/31
at
100.00
N/R
1,567,040
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
N/R
304,161
1,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Acacia
on
Santa
Rosa
Creek,
Mezzanine
Lien
Series
2021B,
4.000%,
10/01/46,
144A
10/31
at
100.00
N/R
758,530
25,385
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Altana
Glendale,
Series
2021A-2,
4.000%,
10/01/56,
144A
10/31
at
100.00
N/R
18,570,651
2,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Dublin
Mezzanine
Lien
Series
2021B,
4.000%,
2/01/57,
144A
2/32
at
100.00
N/R
1,412,140
1,095
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Moda
at
Monrovia
Station,
Social
Series
2021A-1,
3.400%,
10/01/46,
144A
10/31
at
100.00
N/R
842,373
1,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Moda
at
Monrovia
Station,
Social
Series
2021A-2,
4.000%,
10/01/56,
144A
10/31
at
100.00
N/R
726,990
2,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Monterrey
Station
Apartments,
Series
2021B,
4.000%,
7/01/58,
144A
7/32
at
100.00
N/R
1,370,180
4,250
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Pasadena
Portfolio
Social
Bond,
Mezzanine
Senior
Series
2021B,
4.000%,
12/01/56,
144A
12/31
at
100.00
N/R
2,988,642
2,000
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Mezzanine
Lien
Series
2021B,
4.000%,
6/01/57,
144A
6/31
at
100.00
N/R
1,365,140
535
CSCDA
Community
Improvement
Authority,
California,
Essential
Housing
Revenue
Bonds,
Westgate
Phase
1-Pasadena
Apartments,
Senior
Lien
Series
2021A-2,
3.125%,
6/01/57,
144A
6/31
at
100.00
N/R
346,140
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
N/R
3,767,900
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
N/R
1,377,626
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
N/R
2,298,409
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
California
(continued)
$
1,720
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
8/23
at
100.00
N/R
$
1,699,119
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
8/23
at
100.00
A+
2,000,900
Golden
State
Tobacco
Securitization
Corporation,
California,
Enhanced
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Series
2015A:
895
5.000%,
6/01/40,
(Pre-refunded
6/01/25),
(UB)
6/25
at
100.00
A+ (7)
928,822
1,105
5.000%,
6/01/40,
(Pre-refunded
6/01/25),
(UB)
6/25
at
100.00
N/R (7)
1,146,758
77,855
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
N/R
8,388,876
Golden
State
Tobacco
Securitization
Corporation,
California,
Tobacco
Settlement
Asset-Backed
Bonds,
Tender
Option
Bond
Trust
2015-XF1038:
860
17.578%,
6/01/45,
144A,
(IF)
(5)
6/25
at
100.00
A+
989,636
390
Lee
Lake
Public
Financing
Authority,
California,
Junior
Lien
Revenue
Bonds,
Series
2013B,
5.250%,
9/01/32
9/23
at
100.00
N/R
390,456
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
N/R
1,000,140
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
N/R
465,798
Sacramento
City
Financing
Authority
California,
Lease
Revenue
Bonds,
Master
Lease
Program
Facilities
Projects,
Tender
Option
Bond
Trust
2016-XG0100:
750
7.433%,
12/01/30
-
AMBAC
Insured,
144A,
(IF)
(5)
No
Opt.
Call
AA-
1,151,580
2,015
7.757%,
12/01/33
-
AMBAC
Insured,
144A,
(IF)
(5)
No
Opt.
Call
AA
3,565,583
4,095
San
Francisco
City
and
County
Redevelopment
Agency
Successor
Agency,
California,
Tax
Allocation
Bonds,
Mission
Bay
South
Redevelopment
Project,
Subordinate
Series
2016D,
0.000%,
8/01/31,
144A
8/23
at
68.30
N/R
2,802,127
960
Santa
Margarita
Water
District,
California,
Special
Tax
Bonds,
Community
Facilities
District
2013-1
Village
of
Sendero,
Series
2013,
5.625%,
9/01/43
9/23
at
100.00
N/R
961,747
1,055
Temecula
Public
Financing
Authority,
California,
Special
Tax
Bonds,
Community
Facilities
District
16-01,
Series
2017,
6.250%,
9/01/47,
144A
9/27
at
100.00
N/R
1,108,446
5,000
University
of
California
Regents,
Medical
Center
Pooled
Revenue
Bonds,
Series
2022P,
4.000%,
5/15/53,
(UB)
(5)
5/32
at
100.00
AA-
4,724,700
Total
California
173,572,820
Colorado
-
14.2%
(8.7%
of
Total
Investments)
856
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
N/R
768,174
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
N/R
875,066
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
N/R
10,900,080
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
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
N/R
$
463,130
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
N/R
1,348,725
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
N/R
873,900
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
N/R
404,245
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
N/R
1,515,720
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
6/24
at
103.00
N/R
777,680
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
8/23
at
100.00
N/R
2,064,930
500
Centerra
Metropolitan
District
1,
Loveland,
Colorado,
Special
Revenue
Improvement
Bonds,
Series
2022,
6.500%,
12/01/53
12/27
at
103.00
N/R
505,155
460
Cherry
Creek
Corporate
Center
Metropolitan
District,
Arapahoe
County,
Colorado,
Revenue
Bonds,
Refunding
Subordinate
Lien
Series
2016B,
8.000%,
6/15/37
8/23
at
102.00
N/R
442,571
600
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
N/R
551,178
500
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Community
Leadership
Academy
Project,
Series
2008,
6.250%,
7/01/28
8/23
at
100.00
BB+
500,460
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
New
Summit
Charter
Academy
Project,
Series
2021A:
100
4.000%,
7/01/41,
144A
7/31
at
100.00
N/R
82,642
100
4.000%,
7/01/51,
144A
7/31
at
100.00
N/R
74,917
560
Colorado
Educational
and
Cultural
Facilities
Authority,
Charter
School
Revenue
Bonds,
Skyview
Academy
Project,
Series
2014,
5.375%,
7/01/44,
144A
7/24
at
100.00
BB
556,836
720
Colorado
Educational
and
Cultural
Facilities
Authority,
Revenue
Bonds,
Global
Village
Academy
-
Northglenn
Project,
Series
2020,
5.000%,
12/01/55,
144A
12/30
at
100.00
N/R
604,296
2,500
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
American
Baptist
Homes
of
the
Midwest
Obligated
Group,
Series
2013,
8.000%,
8/01/43
2/24
at
100.00
N/R
2,501,525
1,000
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
American
Baptist
Homes
Project,
Series
2016,
6.125%,
2/01/46,
144A
2/26
at
100.00
N/R
855,480
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
N/R
2,892,166
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
N/R
442,990
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
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
N/R
$
448,675
750
Copperleaf
Metropolitan
District
4,
Arapahoe
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
to
Unlimited
Tax
Series
2020A,
5.000%,
12/01/49
3/25
at
103.00
N/R
675,975
1,000
Crowfoot
Valley
Ranch
Metropolitan
District
No.
2, Douglas
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2018A,
5.625%,
12/01/38
12/23
at
103.00
N/R
1,003,340
656
Dacono
Urban
Renewal
Authority,
Weld
County,
Colorado,
Tax
Increment
Revenue
Bonds,
Series
2020,
6.250%,
12/01/39
12/25
at
103.00
N/R
623,830
10,000
Denver
City
and
County,
Colorado,
Airport
System
Revenue
Bonds,
Subordinate
Lien
Series
2018A,
4.000%,
12/01/48,
(AMT),
(UB)
(5)
12/28
at
100.00
A+
9,352,000
1,000
Denver
City
and
County,
Colorado,
Special
Facilities
Airport
Revenue
Bonds,
United
Airlines,
Inc.
Project,
Refunding
Series
2017,
5.000%,
10/01/32,
(AMT)
10/23
at
100.00
BB-
999,200
465
Dinosaur
Ridge
Metropolitan
District,
Golden,
Jefferson
County,
Colorado,
Special
Revenue
Refunding
and
Improvement
Bonds,
Series
2019A,
5.000%,
6/01/49
6/24
at
103.00
N/R
424,740
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
N/R
851,068
2,000
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,
144A
6/26
at
103.00
N/R
1,681,480
1,000
Erie
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
Series
2021,
4.000%,
12/01/38
9/26
at
103.00
N/R
823,210
4,150
Falcon
Area
Water
and
Wastewater
Authority
(El
Paso
County,
Colorado),
Tap
Fee
Revenue
Bonds,
Series
2022A,
6.750%,
12/01/34,
144A
9/27
at
103.00
N/R
4,152,407
Foothills
Metropolitan
District,
Fort
Collins,
Colorado,
Special
Revenue
Bonds,
Series
2014:
1,000
5.750%,
12/01/30
12/24
at
100.00
N/R
984,670
2,080
6.000%,
12/01/38
12/24
at
100.00
N/R
1,960,546
1,000
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
N/R
921,900
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
N/R
8,290,837
1,000
5.750%,
12/01/52
12/30
at
102.00
N/R
979,100
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
N/R
2,263,141
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
N/R
2,930,940
1,000
8.500%,
12/15/52
9/27
at
103.00
N/R
987,530
3,000
Future
Legends
Sports
Park
Metropolitan
District
2,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A,
5.500%,
6/01/50,
144A
6/25
at
103.00
N/R
2,589,660
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
500
Glen
Metropolitan
District
3,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021,
4.250%,
12/01/51,
144A
12/26
at
103.00
N/R
$
368,720
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
N/R
408,105
500
4.750%,
12/01/51
12/26
at
103.00
N/R
386,410
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
N/R
711,420
1,000
9.000%,
12/15/52
9/27
at
103.00
N/R
970,140
2,000
Heritage
Todd
Creek
Metropolitan
District,
Colorado,
General
Obligation
Bonds
Limited
Tax,
Refunding
&
Improvement
Series
2015,
6.125%,
12/01/44
12/24
at
100.00
N/R
2,006,480
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
N/R
470,578
810
Jefferson
Center
Metropolitan
District
1,
Arvada,
Jefferson
County,
Colorado,
Special
Revenue
Bonds,
Subordinate
Series
2020B,
5.750%,
12/15/50
12/23
at
103.00
N/R
786,567
1,000
Johnstown
Village
Metropolitan
District
2,
Weld
County,
own
of
Johnstown,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2020A,
5.000%,
12/01/50
9/25
at
103.00
N/R
880,960
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
N/R
1,459,705
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
N/R
804,700
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
N/R
462,135
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
N/R
364,485
5,000
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,
144A
11/29
at
103.00
N/R
5,002,450
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
N/R
459,015
500
5.000%,
4/15/51
6/26
at
103.00
N/R
430,420
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
N/R
787,180
2,000
Murphy
Creek
Metropolitan
District
3,
Aurora,
Colorado,
General
Obligation
Bonds,
Refunding
&
Improvement
Series
2006,
6.125%,
12/01/35
(4)
8/23
at
100.00
N/R
2,000,000
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
N/R
488,490
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
N/R
423,775
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
1,000
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
N/R
$
914,740
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
N/R
1,415,270
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
N/R
874,500
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
N/R
1,503,315
Painted
Prairie
Public
Improvement
Authority,
Aurora,
Colorado,
Special
Revenue
Bonds,
Series
2019:
1,500
5.000%,
12/01/39
12/24
at
103.00
N/R
1,430,610
5,000
5.000%,
12/01/49
12/24
at
103.00
N/R
4,512,750
500
Palisade
Park
West
Metropolitan
District,
Broomfield
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Convertible
to
Unlimited
Tax,
Series
2019A,
5.125%,
12/01/49
6/24
at
103.00
N/R
464,210
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
N/R
450,495
Peak
Metropolitan
District
1,
Colorado
Springs,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021A:
500
5.000%,
12/01/41,
144A
3/26
at
103.00
N/R
461,930
1,000
5.000%,
12/01/51,
144A
3/26
at
103.00
N/R
873,080
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
N/R
5,168,010
4,690
Pioneer
Community
Authority
Board
(Weld
County,
Colorado),
Special
Revenue
Bonds,
Series
2022,
6.500%,
12/01/34
6/29
at
103.00
N/R
4,430,408
500
Prairie
Corner
Metropolitan
District,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
4.875%,
12/01/51,
144A
12/26
at
103.00
N/R
393,125
1,000
Prairie
Song
Metropolitan
District
4,
Windsor,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2021,
6.000%,
12/01/51,
144A
12/28
at
103.00
N/R
885,910
1,000
Pueblo
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
EVRAZ
Project,
Series
2021A,
4.750%,
12/01/45,
144A
12/30
at
100.00
N/R
680,000
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
N/R
905,940
1,000
Rampart
Range
Metropolitan
District
5,
Lone
Tree,
Douglas
County,
Colorado,
Limited
Tax
Supported
and
Special
Revenue
Bonds,
Series
2021,
4.000%,
12/01/51
10/26
at
102.00
N/R
718,410
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
N/R
1,697,660
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
N/R
892,150
736
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
N/R
544,745
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
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
6/24
at
103.00
N/R
$
464,090
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
N/R
455,820
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
N/R
490,884
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
N/R
866,670
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
N/R
1,690,500
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
N/R
1,983,840
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
N/R
1,937,053
2,000
4.000%,
12/01/51
9/26
at
103.00
N/R
1,486,440
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
N/R
877,400
1,000
South
Aurora
Regional
Improvement
Authority,
Aurora,
Colorado,
Special
Revenue
Bonds,
Series
2018,
6.250%,
12/01/57
12/23
at
103.00
N/R
953,730
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
N/R
5,150,550
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
N/R
2,505,029
3,000
Stone
Ridge
Metropolitan
District
2,
Colorado,
General
Obligation
Bonds,
Limited
Tax
Convertible
to
Unlimited,
Series
2007,
7.250%,
12/01/31
(4)
8/23
at
100.00
N/R
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
N/R
618,987
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
N/R
900,950
3,000
5.000%,
12/01/51
3/26
at
103.00
N/R
2,427,030
1,000
Tree
Farm
Metropolitan
District,
Eagle
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021,
4.750%,
12/01/50,
144A
12/26
at
103.00
N/R
859,270
1,000
Velocity
Metropolitan
District
3,
In
the
City
of
Aurora,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2019,
5.375%,
12/01/39
12/23
at
103.00
N/R
998,580
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
12/23
at
81.31
N/R
1,028,280
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
12/23
at
103.00
N/R
1,450,680
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
N/R
874,270
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Colorado
(continued)
$
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
N/R
$
454,230
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
N/R
1,063,524
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
N/R
3,021,180
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
N/R
926,830
750
Waterview
II
Metropolitan
District,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A,
5.000%,
12/01/41
3/27
at
103.00
N/R
688,972
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
N/R
1,414,335
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
N/R
859,160
2,000
Westwood
Metropolitan
District,
Thornton,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Senior
Series
2021A,
4.000%,
12/01/51,
144A
9/26
at
103.00
N/R
1,474,340
2,390
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Convertible
Capital
Appreciation
Series
2021A-2,
4.625%,
12/01/51,
144A
9/26
at
97.28
N/R
1,307,306
14,000
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Series
2021A-1,
4.125%,
12/01/51,
144A
9/26
at
103.00
N/R
8,582,280
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
N/R
639,823
1,000
Winsome
Metropolitan
District
No.
3,
El
Paso
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2021A,
5.125%,
12/01/50,
144A
9/26
at
103.00
N/R
831,160
816
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
N/R
754,106
Total
Colorado
172,352,407
Connecticut
-
0.2%
(0.1%
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
BBB+
1,908,180
500
Great
Pond
Improvement
District,
Connecticut,
Special
Obligation
Revenue
Bonds,
Great
Pond
Phase
1
Project,
Series
2019,
4.750%,
10/01/48,
144A
10/26
at
102.00
N/R
448,560
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
N/R
336,667
Total
Connecticut
2,693,407
Delaware
-
0.2%
(0.1%
of
Total
Investments)
2,500
Delaware
Economic
Development
Authority,
Revenue
Bonds,
Odyssey
Charter
School
Inc.
Project,
Series
2015A,
7.000%,
9/01/45,
144A
3/25
at
100.00
N/R
2,561,175
Total
Delaware
2,561,175
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
District
of
Columbia
-
3.4%
(2.1%
of
Total
Investments)
$
1,998
District
of
Columbia,
Revenue
Bonds,
Saint
Paul
on
Fouth
Street,
Inc.,
Series
2019A,
5.250%,
5/15/55,
144A
5/30
at
100.00
N/R
$
1,652,346
1,800
District
of
Columbia,
Tax
Increment
Revenue
Bonds,
Union
Market
Infrastructure
Project,
Series
2021A,
4.250%,
6/01/46,
144A
6/28
at
100.00
N/R
1,168,740
5,100
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)
(5)
10/29
at
100.00
A1
4,801,089
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
A1
4,506,895
30,640
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)
(5)
10/31
at
100.00
A1
29,071,845
Total
District
of
Columbia
41,200,915
Florida
-
19.8%
(12.2%
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
N/R
350,941
500
Academical
Village
Community
Development
District,
Davie,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2020,
4.000%,
5/01/51
5/30
at
100.00
N/R
391,250
1,645
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilities
Revenue
Bonds,
Terraces
at
Bonita
Springs
Project,
Refunding
Series
2022A,
5.000%,
11/15/61,
144A
11/29
at
103.00
N/R
1,121,758
250
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilities
Revenue
Bonds,
Terraces
at
Bonita
Springs
Project,
Taxable
Refunding
Series
2022B,
6.500%,
11/15/33,
144A
No
Opt.
Call
N/R
218,467
17,970
Alachua
County
Health
Facilities
Authority,
Florida,
Health
Facilties
Revenue
Bonds,
Shands
Teaching
Hospital
&
Clinics,
Inc.
at
the
University
of
Florida
Project,
Series
2019A,
4.000%,
12/01/49,
(UB)
(5)
12/29
at
100.00
A3
16,625,305
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
N/R
1,683,478
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
N/R
1,786,122
2,500
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
3
Master
Improvements
Project,
Series
2021,
4.000%,
5/01/52,
144A
5/32
at
100.00
N/R
1,961,300
1,000
Ave
Maria
Stewardship
Community
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
4
Master
Improvement
Project,
Series
2023,
5.500%,
5/01/53,
144A
,
(WI/DD)
5/33
at
100.00
N/R
994,100
1,190
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
N/R
1,175,637
1,020
Babcock
Ranch
Community
Independent
Special
District,
Charlotte
County,
Florida,
Special
Assessment
Bonds,
2021
Project
Series
2021,
4.000%,
5/01/52,
144A
5/31
at
100.00
N/R
801,842
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
N/R
1,030,491
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
995
Babcock
Ranch
Community
Independent
Special
District,
Charlotte
County,
Florida,
Special
Assessment
Bonds,
Series
2015,
5.250%,
11/01/46
11/25
at
100.00
N/R
$
996,025
1,000
Balm
Grove
Community
Development
District,
Florida,
Special
Assessment
Bonds,
2022
Project,
Series
2022,
4.125%,
11/01/51
11/32
at
100.00
N/R
806,290
905
Belmont
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Phase
1
Project,
Series
2013A,
6.125%,
11/01/33
No
Opt.
Call
N/R
967,327
1,575
Boggy
Creek
Improvement
District,
Orlando,
Florida,
Special
Assessment
Revenue
Bonds,
Refunding
Series
2013,
5.125%,
5/01/43
8/23
at
100.00
N/R
1,575,063
500
Buckhead
Trails
Community
Development
District,
Manatee
County
Florida,
Special
Assessment
Bonds,
2022
Project
Series
2022,
5.750%,
5/01/52,
144A
5/37
at
100.00
N/R
499,250
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
AcadeMir
Charter
Schools,
Series
2021A:
285
4.000%,
7/01/41,
144A
7/31
at
100.00
Ba2
230,217
1,070
4.000%,
7/01/51,
144A
7/31
at
100.00
Ba2
782,919
1,000
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
Legends
Academy,
Series
2021A,
5.000%,
12/01/56,
144A
12/28
at
100.00
N/R
755,310
2,500
Capital
Trust
Agency,
Florida,
Educational
Facilities
Revenue
Bonds,
LLT Academy
South
Bay
Project,
Series
2020A,
6.000%,
6/15/55,
144A
6/25
at
105.00
N/R
2,410,500
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Babcock
Neighborhood
School
Inc,
Series
2021:
500
4.000%,
8/15/51,
144A
8/28
at
100.00
N/R
359,790
1,000
4.200%,
8/15/56,
144A
8/28
at
100.00
N/R
725,760
1,000
4.250%,
8/15/61,
144A
8/28
at
100.00
N/R
716,290
4,000
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Educational
Growth
Fund,
LLC,
Charter
School
Portfolio
Projects,
Series
2021A-1,
5.000%,
7/01/56,
144A
7/31
at
100.00
N/R
3,605,440
2,273
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Provision
CARES
Proton
Therapy
Center,
Orlando
Project,
Series
2018,
7.500%,
6/01/48,
144A
(4)
6/28
at
100.00
N/R
295,466
830
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Renaissance
Charter
School
Project,
Series
2019A,
5.000%,
6/15/39,
144A
6/26
at
100.00
N/R
776,374
1,000
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Tuscan
Gardens
of
Palm
Coast
Project,
Series
2017A,
7.000%,
10/01/49,
144A
(4)
4/24
at
103.00
N/R
530,000
1,000
Capital
Trust
Agency,
Florida,
Senior
Living
Facilities
Revenue
Bonds,
Elim
Senior
Housing,
Inc.
Project,
Series
2017,
5.875%,
8/01/52,
144A
8/24
at
103.00
N/R
723,730
955
Celebration
Pointe
Community
Development
District
1,
Alachua
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2014,
5.125%,
5/01/45
5/24
at
100.00
N/R
946,882
1,000
Charlotte
County
Industrial
Development
Authority,
Florida,
Utility
System
Revenue
Bonds,
Town
&
Country
Utilities
Project,
Series
2019,
5.000%,
10/01/49,
(AMT),
144A
10/27
at
100.00
N/R
993,160
215
Coddington
Community
Development
District,
Manatee
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2022,
5.750%,
5/01/42,
144A
5/32
at
100.00
N/R
221,803
1,491
Collier
County
Industrial
Development
Authority,
Florida,
Continuing
Care
Community
Revenue
Bonds,
Arlington
of
Naples
Project,
Series
2014A,
7.750%,
5/15/35,
144A
(4)
5/24
at
100.00
N/R
82,026
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
995
Cross
Creek
North
Community
Development
District,
Clay
County,
Florida,
Special
Assessment
Bonds,
Series
2018,
5.375%,
11/01/50,
144A
11/29
at
100.00
N/R
$
1,001,617
1,605
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
N/R
1,405,097
1,515
East
Nassau
Stewardship
District,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.000%,
5/01/51
5/31
at
100.00
N/R
1,196,911
750
Eden
Hills
Community
Development
District,
Lake
Alfred,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2022,
4.125%,
5/01/52
5/32
at
100.00
N/R
610,223
1,245
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Creative
Inspiration
Journey
School
of
St.
Cloud,
Series
2021A,
5.000%,
6/15/41,
144A
6/29
at
102.00
N/R
1,076,402
1,850
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Elementary
School
Project,
Series
2014A,
6.500%,
7/01/44
7/24
at
100.00
N/R
1,858,954
1,000
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Downtown
Doral
Charter
Elementary
School
Project,
Series
2017A,
5.750%,
7/01/44,
144A
7/27
at
100.00
N/R
935,390
2,000
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Dreamers
Academy
Project,
Series
2022A,
6.000%,
1/15/57,
144A
1/28
at
101.00
N/R
1,496,240
565
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Florida
Charter
Foundation
Inc.
Projects,
Series
2016A,
5.000%,
7/15/46,
144A
7/26
at
100.00
N/R
512,014
5,855
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Imagine
School
at
Broward
Project,
Series
2021A,
4.000%,
12/15/56,
144A
12/29
at
100.00
Baa3
4,645,884
1,000
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Miami
Arts
Charter
School
Projects,
Series
2014,
6.000%,
6/15/44,
144A
6/24
at
100.00
N/R
818,500
655
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Pepin
Academies
of
Pasco
County
Inc.,
Series
2020A,
5.000%,
1/01/50,
144A
1/27
at
100.00
N/R
549,001
120
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Renaissance
Charter
School,
Inc.
Projects,
Series
2020C,
5.000%,
9/15/50,
144A
9/27
at
100.00
N/R
98,894
20,860
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Brightline
Passenger
Rail
Project,
Green
Series
2019B,
7.375%,
1/01/49,
(AMT),
144A
1/24
at
107.00
N/R
20,745,270
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Virgin
Trains
USA
Passenger
Rail
Project,
Series
2019A:
5,590
6.250%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/24),
144A
8/23
at
101.00
N/R
5,575,410
31,170
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
8/23
at
102.00
N/R
30,180,976
6,485
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
8/23
at
102.00
N/R
6,258,090
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)
8/23
at
101.00
N/R
4,921,000
25,000
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2022A,
7.250%,
7/01/57,
(AMT),
(Mandatory
Put
10/03/23),
144A
8/23
at
104.00
N/R
25,513,000
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
FRERC
Community
Development
District,
Ocoee,
Florida,
Special
Assessment
Bonds,
Series
2020:
$
2,750
5.375%,
11/01/40
11/29
at
100.00
N/R
$
2,699,757
2,000
5.500%,
11/01/50
11/29
at
100.00
N/R
1,928,740
2,900
Gracewater
Sarasota
Community
Development
District,
Sarasota
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2021,
4.000%,
5/01/52,
144A
5/31
at
100.00
N/R
2,276,703
1,000
Grand
Bay
at
Doral
Community
Development
District,
Miami-
Dade
County,
Florida,
Special
Assessment
Improvement
Bonds,
Assessment
Area
Two
Project,
Refunding
Series
2014A-2,
6.500%,
5/01/39
5/24
at
100.00
N/R
1,010,980
200
Gulfstream
Polo
Community
Development
District,
Palm
Beach
County,
Florida,
Special
Assessment
Bonds,
Phase
2
Project,
Series
2019,
4.375%,
11/01/49
11/29
at
100.00
N/R
175,464
970
Hammock
Reserve
Community
Development
District,
Haines
City,
Florida,
Special
Assessment
Revenue
Bonds,
Area
3
Project,
Series
2022,
5.000%,
5/01/52,
144A
5/32
at
100.00
N/R
925,632
1,865
Harmony
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Special
Assessment,
Refunding
Series
2014,
5.250%,
5/01/32
5/24
at
100.00
N/R
1,872,423
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
N/R
177,694
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
N/R
1,003,650
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
N/R
217,080
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
N/R
423,560
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
N/R
478,893
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
N/R
576,535
2,000
Lee
County
Industrial
Development
Authority,
Florida,
Charter
School
Revenue
Bonds,
Lee
County
Community
Charter
Schools,
Series
2007A,
5.375%,
6/15/37
8/23
at
100.00
BB
1,924,740
1,630
Lee
County
Industrial
Development
Authority,
Florida,
Healthcare
Facilities
Revenue
Bonds,
Preserve
Project,
Series
2017A,
5.750%,
12/01/52,
144A
8/23
at
105.00
N/R
1,208,890
750
Leomas
Landing
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Assessment
Area
2,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
N/R
588,803
2,500
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
N/R
1,962,675
Magic
Place
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2019:
2,000
4.375%,
5/01/40
5/30
at
100.00
N/R
1,822,360
3,000
4.500%,
5/01/51
5/30
at
100.00
N/R
2,582,730
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
3,000
Miami
Beach,
Florida,
Resort
Tax
Revenue
Bonds,
Series
2015,
5.000%,
9/01/45
9/25
at
100.00
AA-
$
3,073,170
750
Miami
Dade
County
Industrial
Development
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
South
Florida
Autism
Charter
School
Project,
Series
2017,
6.000%,
7/01/47,
144A
7/27
at
100.00
N/R
743,370
2,085
Miami
World
Center
Community
Development
District,
Miami-Dade
County,
Florida,
Special
Assessment
Bonds,
Series
2017,
5.250%,
11/01/49
11/27
at
100.00
N/R
2,081,101
1,750
Miami-Dade
County
Industrial
Development
Authority,
Florida,
Revenue
Bonds,
Youth
Co-Op
Charter
Schools
Project,
Series
2015A,
6.000%,
9/15/45,
144A
9/25
at
100.00
N/R
1,751,225
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
BBB-
951,530
11,250
Miami-Dade
County,
Florida,
Seaport
Revenue
Bonds,
Refunding
Series
2022A,
5.250%,
10/01/52,
(AMT),
(UB)
(5)
10/32
at
100.00
A3
11,810,363
505
Mirada
Community
Development
District,
Pasco
County,
Florida,
Bond
Anticipation
Note,
Assessment
Area
3,
Series
2019,
4.500%,
5/01/24
8/23
at
100.00
N/R
505,071
500
Mirada
II
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2022,
5.750%,
5/01/53,
144A
5/32
at
100.00
N/R
505,830
400
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
N/R
362,344
930
Northern
Palm
Beach
County
Improvement
District,
Florida,
Water
Control
and
Improvement
Bonds,
Development
Unit
53,
Series
2015,
5.500%,
8/01/46
8/26
at
100.00
N/R
936,650
1,000
Northern
Palm
Beach
County
Improvement
District,
Florida,
Water
Control
and
Improvement
Bonds,
Development
Unit
53,
Series
2021,
4.000%,
8/01/51
8/31
at
100.00
N/R
796,620
9,305
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)
(5)
8/29
at
100.00
A1
8,818,535
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
BBB-
247,045
1,355
Palm
Beach
County,
Florida,
Revenue
Bonds,
Provident
Group
-
LU
Properties
LLC
Lynn
University
Housing
Project,
Series
2021A,
5.000%,
6/01/57,
144A
6/31
at
100.00
N/R
1,164,812
500
Palm
Beach
County,
Florida,
Revenue
Bonds,
Provident
Group
-
PBAU
Properties
LLC
-
Palm
Beach
Atlantic
University
Housing
Project,
Series
2019A,
5.000%,
4/01/51,
144A
4/29
at
100.00
Ba1
479,155
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
N/R
238,765
500
Portico
Community
Development
District,
Lee
County,
Florida,
Special Assessment,
Improvement
Series
2020-2,
4.000%,
5/01/50
5/30
at
100.00
N/R
397,430
910
Rivers
Edge
II
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2021,
4.000%,
5/01/51
5/31
at
100.00
N/R
718,936
905
Rivers
Edge
III
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Series
2021,
4.000%,
5/01/51,
144A
5/31
at
100.00
N/R
714,986
2,500
Rolling
Oaks
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Series
2016,
6.000%,
11/01/47
11/27
at
100.00
N/R
2,569,350
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
1,000
Saint
Johns
County
Housing
Authority,
Florida,
Multifamily
Mortgage
Revenue
Bonds,
Victoria
Crossing,
Series
2021A,
3.920%,
4/01/59,
(Mandatory
Put
4/01/39),
144A
11/31
at
100.00
N/R
$
705,540
1,110
Sawyers
Landing
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.125%,
5/01/41,
144A
5/31
at
100.00
N/R
951,048
610
Seminole
County
Industrial
Development
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
Galileo
Schools
for
Gifted
Learning,
Series
2021A,
4.000%,
6/15/51,
144A
6/31
at
100.00
Ba1
452,376
500
Shingle
Creek
at
Branson
Community
Development
District,
Osceola
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.000%,
6/15/51
6/31
at
100.00
N/R
394,830
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
N/R
993,495
725
Southern
Grove
Community
Develoment
District
5,
Port
Saint
Lucie,
Florida,
Special
Assessment
Bonds,
Community
Infrastructure
Series
2021,
4.000%,
5/01/48
5/31
at
100.00
N/R
584,234
615
Summit
View
Community
Development
District,
Dade
City,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021B,
5.000%,
5/01/41
No
Opt.
Call
N/R
559,595
615
Three
Rivers
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
South
Assessment
Area
Series
2021B,
4.625%,
5/01/36,
144A
9/23
at
100.00
N/R
580,646
2,300
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-2,
0.000%,
5/01/40
(8)
8/23
at
100.00
N/R
2,117,541
2,505
Tolomato
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Refunding
Series
2015-3,
6.610%,
5/01/40
(4)
8/23
at
100.00
N/R
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
N/R
1,069,547
400
Tradition
Community
Development
District
9,
Port
Saint
Lucie,
Florida,
Special
Assessment
Bonds,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
N/R
314,028
Turtle
Run
Community
Development
District,
Florida,
Special
Assessment
Benefit
Tax
Bonds,
Series
2017-2:
1,000
5.000%,
5/01/37
5/28
at
100.00
A2
1,007,100
2,020
5.000%,
5/01/47
5/28
at
100.00
A2
1,953,481
1,625
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
N/R
1,685,369
3,230
Twin
Creeks
North
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Master
Infrastructure
Improvements,
Series
2016A-2,
6.375%,
11/01/47
11/31
at
100.00
N/R
3,349,994
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
N/R
399,050
505
Union
Park
East
Community
Development
District,
Florida,
Capital
Improvement
Revenue
Bonds,
Assessment
Area
3
Series
2021,
4.000%,
5/01/51,
144A
5/31
at
100.00
N/R
398,970
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
N/R
792,520
1,000
Venetian
Parc
Community
Development
District,
Miami-Dade
County,
Florida,
Special
Assessment
Bonds,
Area
One
Project,
Series
2013,
6.500%,
11/01/43
11/28
at
100.00
N/R
1,081,160
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Florida
(continued)
$
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
N/R
$
525,310
975
Waterset
North
Community
Development
District,
Hillsborough
County,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2014,
5.500%,
11/01/45
11/24
at
100.00
N/R
977,028
500
Westside
Haines
City
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Area
1
Project,
Series
2021,
4.000%,
5/01/52
5/31
at
100.00
N/R
392,865
Total
Florida
240,548,535
Georgia
-
0.5%
(0.3%
of
Total
Investments)
1,000
Atlanta
Urban
Residential
Finance
Authority,
Georgia,
Multifamily
Housing
Revenue
Bonds,
Testletree
Village
Apartments,
Series
2013A,
5.000%,
11/01/48
11/23
at
100.00
B
753,980
1,880
Douglas
County
Development
Authority,
Georgia,
Charter
School
Revenue
Bonds,
Brighten
Academy
Project,
Series
2013A,
7.125%,
10/01/43
10/23
at
100.00
N/R
1,882,764
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
BBB+
1,611,368
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
BBB+
2,325,086
Total
Georgia
6,573,198
Guam
-
0.0%
(0.0%
of
Total
Investments)
Guam
A.B.
Won
Pat International
Airport
Authority,
Revenue
Bonds,
Series
2013C:
170
6.375%,
10/01/43,
(Pre-refunded
10/01/23),
(AMT)
10/23
at
100.00
Baa2 (7)
170,709
160
6.375%,
10/01/43,
(AMT)
10/23
at
100.00
Baa2
160,667
Total
Guam
331,376
Hawaii
-
0.2%
(0.1%
of
Total
Investments)
2,000
Hawaii
County,
Hawaii,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
1-2021,
Kaloko
Heights
Project,
Series
2023,
7.250%,
5/15/52,
144A
5/33
at
100.00
N/R
1,987,720
Total
Hawaii
1,987,720
Idaho
-
0.2%
(0.1%
of
Total
Investments)
1,000
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Doral
Academy
of
Idaho,
Series
2021A,
5.000%,
7/15/56,
144A
7/26
at
103.00
N/R
790,500
565
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Gem
Prep
Meridian
North
LLC,
Series
2020A,
5.250%,
7/01/55,
144A
7/25
at
100.00
N/R
447,768
1,000
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Gem
Prep
Meridian
South
Charter
School
Project,
Series
2021,
4.000%,
5/01/56,
144A
11/25
at
100.00
N/R
672,570
Total
Idaho
1,910,838
Illinois
-
18.5%
(11.4%
of
Total
Investments)
254
Bolingbrook,
Illinois,
Sales
Tax
Revenue
Bonds,
Series
2005,
6.250%,
1/01/24
(4)
8/23
at
100.00
N/R
250,047
10,670
Chicago
Board
of
Education,
Illinois,
Dedicated
Capital
Improvement
Tax
Revenue
Bonds,
Series
2016,
6.000%,
4/01/46,
(UB)
(5)
4/27
at
100.00
A
11,251,302
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
BB+
1,502,925
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
4,575
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018D,
5.000%,
12/01/46
12/23
at
100.00
BB+
$
4,451,612
15,385
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2016A,
7.000%,
12/01/44
12/25
at
100.00
BB+
16,127,788
2,025
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2016B,
6.500%,
12/01/46
12/26
at
100.00
BB+
2,118,575
9,910
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Series
2017A,
7.000%,
12/01/46,
144A
12/27
at
100.00
BB+
10,686,548
10,000
Chicago
Transit
Authority,
Illinois,
Sales
Tax
Receipts
Revenue
Bonds,
Second
Lien
Series
2022A,
5.000%,
12/01/46
-
BAM
Insured,
(UB)
(5)
12/31
at
100.00
AA
10,857,200
2,129
Chicago,
Illinois,
Certificates
of
Participation
Tax
Increment
Bonds,
35th
and
State
Redevelopoment
Project,
Series
2012,
6.100%,
1/15/29
8/23
at
100.00
N/R
2,129,011
1,754
Chicago,
Illinois,
Certificates
of
Participation,
Tax
Increment
Allocation
Revenue
Bonds,
Diversey-Narragansett
Project,
Series
2006,
7.460%,
2/15/26
(4)
8/23
at
100.00
N/R
1,280,285
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Refunding
Senior
Lien
Series
2018A:
5,000
4.000%,
1/01/43,
(UB)
(5)
1/29
at
100.00
A+
4,821,200
5,000
5.000%,
1/01/48,
(UB)
(5)
1/29
at
100.00
A+
5,126,500
4,000
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Senior
Lien
Series
2016D,
5.000%,
1/01/52,
(UB)
(5)
1/27
at
100.00
A+
4,086,920
4,000
Chicago,
Illinois,
General
Obligation
Bonds,
Chicago
Works
Series
2023A,
5.500%,
1/01/43,
(UB)
(5)
1/30
at
100.00
Baa3
4,258,160
2,000
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2014A,
5.250%,
1/01/30
1/24
at
100.00
Baa3
2,015,540
9,400
Chicago,
Illinois,
General
Obligation
Bonds,
Project
&
Refunding
Series
2017A,
6.000%,
1/01/38,
(UB)
(5)
1/27
at
100.00
BBB
9,984,680
1,000
Chicago,
Illinois,
General
Obligation
Bonds,
Project
and
Refunding
Series
2005D,
0.000%,
1/01/37,
(UB)
(5)
1/25
at
100.00
Baa3
1,016,110
130
Chicago,
Illinois,
General
Obligation
Bonds,
Refunding
Series
2016C,
5.000%,
1/01/38
1/26
at
100.00
BBB
131,265
Chicago,
Illinois,
General
Obligation
Bonds,
Series
2019A:
11,000
5.000%,
1/01/44,
(UB)
(5)
1/29
at
100.00
BBB
11,233,200
8,000
5.500%,
1/01/49,
(UB)
(5)
1/29
at
100.00
BBB
8,365,520
1,500
Chicago,
Illinois,
General
Obligation
Bonds,
VAribale
Rate
Demand
Series
2007F,
0.000%,
1/01/42,
(UB)
(5)
1/25
at
100.00
Baa3
1,519,965
5,000
Illinois
Finance
Authority
Revenue
Bonds,
Ness
Healthcare
NFP,
Series
2016A,
6.375%,
11/01/46,
144A
(4)
11/26
at
100.00
N/R
3,163,200
Illinois
Finance
Authority,
Charter
School
Revenue
Bonds,
Art
in
Motion
AIM
Project,
Series
2021A:
1,000
5.000%,
7/01/51,
144A
7/31
at
100.00
N/R
715,560
1,000
5.000%,
7/01/56,
144A
7/31
at
100.00
N/R
697,950
Illinois
Finance
Authority,
Revenue
Bonds,
Ascension
Health/
fkaPresence
Health
Network,
Series
2016C:
10,655
4.000%,
2/15/41,
(UB)
2/27
at
100.00
Aa2
10,363,799
495
4.000%,
2/15/41,
(Pre-refunded
2/15/27),
(UB)
2/27
at
100.00
N/R (7)
510,419
25
4.000%,
2/15/41,
(Pre-refunded
2/15/27),
(UB)
2/27
at
100.00
N/R (7)
25,779
1,000
Illinois
Finance
Authority,
Revenue
Bonds,
DePaul
College
Prep
Foundation,
Series
2023A,
5.625%,
8/01/53,
144A
8/33
at
100.00
BB+
1,013,330
Illinois
Finance
Authority,
Revenue
Bonds,
Dominican
University,
Refunding
Series
2022:
550
5.000%,
3/01/36
9/32
at
100.00
BBB-
556,748
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Illinois
(continued)
$
600
5.000%,
3/01/38
9/32
at
100.00
BBB-
$
592,320
700
5.000%,
3/01/40
9/32
at
100.00
BBB-
682,703
2,000
Illinois
Finance
Authority,
Revenue
Bonds,
Roosevelt
University,
Series
2018B,
6.125%,
4/01/58,
144A
10/28
at
100.50
N/R
1,843,100
7,955
Illinois
State,
General
Obligation
Bonds,
June
Series
2022A,
5.500%,
3/01/47,
(UB)
(5)
3/32
at
100.00
BBB+
8,668,484
1,715
Illinois
State,
General
Obligation
Bonds,
May
Series
2020,
5.750%,
5/01/45
5/30
at
100.00
BBB+
1,875,318
Illinois
State,
General
Obligation
Bonds,
November
Series
2016:
1,000
5.000%,
11/01/35
11/26
at
100.00
Baa1
1,024,780
1,000
5.000%,
11/01/37
11/26
at
100.00
BBB+
1,018,050
5,000
Illinois
State,
General
Obligation
Bonds,
October
Series
2020C,
4.250%,
10/01/45
10/30
at
100.00
Baa1
4,908,000
10,000
Illinois
Toll
Highway
Authority,
Toll
Highway
Revenue
Bonds,
Senior
Lien
Series
2021A,
4.000%,
1/01/46,
(UB)
(5)
1/32
at
100.00
AA-
9,663,700
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Refunding
Series
2020A:
1,000
4.000%,
6/15/50
12/29
at
100.00
BBB
920,380
7,075
4.000%,
6/15/50
-
BAM
Insured
12/29
at
100.00
AA
6,648,024
12,215
5.000%,
6/15/50
12/29
at
100.00
BBB
12,397,736
4,695
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2012B,
0.000%,
12/15/50
No
Opt.
Call
BBB
1,270,138
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
BBB
5,048,400
35,635
Metropolitan
Pier
and
Exposition
Authority,
Illinois,
McCormick
Place
Expansion
Project
Bonds,
Series
2017B,
0.000%,
12/15/54
No
Opt.
Call
BBB
7,851,816
750
Rantoul,
Champaign
County,
Illinois,
Tax
Increment
Revenue
Bonds,
Evans
Road
Series
2013B,
7.000%,
12/01/33
12/23
at
100.00
N/R
750,383
17,750
Sales
Tax
Securitization
Corporation,
Illinois,
Sales
Tax
Securitzation
Bonds,
Series
2018C,
5.250%,
1/01/48,
(UB)
(5)
1/29
at
100.00
AA
18,742,225
Sales
Tax
Securitization
Corporation,
Illinois,
Sales
Tax
Securitzation
Bonds,
Tender
Option
Bond
Trust
Series
2022-XL0294:
9,875
5.000%,
1/01/36,
(UB)
(5)
1/29
at
100.00
AA
10,631,030
895
Yorkville
United
City
Business
District,
Illinois,
Storm
Water
and
Water
Improvement
Project
Revenue
Bonds,
Series
2007,
4.800%,
1/01/26
(4)
8/23
at
100.00
N/R
384,850
Total
Illinois
225,182,575
Indiana
-
1.2%
(0.7%
of
Total
Investments)
440
Carmel
Redevelopment
District,
Indiana,
Tax
Increment
Revenue
Bonds,
Series
2004A,
6.650%,
7/15/24
8/23
at
100.00
N/R
444,690
1,000
Indiana
Bond
Bank,
Special
Program
Bonds,
Hendricks
Regional
Health
Project,
Tender
Option
Bond
Trust
2016-XL0019,
7.044%,
4/01/30
-
AMBAC
Insured,
144A,
(IF)
(5)
No
Opt.
Call
AA
1,453,160
1,000
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Discovery
Charter
School
Project,
Series
2015A,
7.250%,
12/01/45
12/25
at
100.00
BB-
1,026,910
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
N/R
750,830
7,725
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
University
of
Evansville
Project,
Series
2022A,
5.250%,
9/01/57,
(UB)
(5)
9/32
at
100.00
BBB-
7,204,103
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Indiana
(continued)
$
2,000
Indiana
Finance
Authority,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Project,
Series
2012,
5.750%,
8/01/42,
(AMT)
8/23
at
100.00
B1
$
2,009,440
790
Saint
Joseph
County,
Indiana,
Economic
Development
Revenue
Bonds,
Chicago
Trail
Village
Apartments,
Series
2005A,
7.500%,
7/01/35
8/23
at
100.00
N/R
794,693
1,000
Shoals,
Indiana,
Exempt
Facilities
Revenue
Bonds,
National
Gypsum
Company
Project, Series
2013,
7.250%,
11/01/43,
(AMT)
11/23
at
100.00
N/R
1,004,940
966
Terre
Haute,
Indiana,
Economic
Development
Solid
Waste
Facility
Revenue
Bonds,
Pyrolyx
USA
Indiana,
LLC
Project,
Series
2017A,
7.250%,
12/01/28,
(AMT)
(4)
No
Opt.
Call
N/R
10
Total
Indiana
14,688,776
Iowa
-
1.9%
(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
8/23
at
100.00
BB+
969,940
Iowa
Finance
Authority,
Iowa,
Midwestern
Disaster
Area
Revenue
Bonds,
Iowa
Fertilizer
Company
Project,
Refunding
Series
2022:
3,500
5.000%,
12/01/50,
(Mandatory
Put
12/01/42)
12/29
at
103.00
BBB-
3,573,045
17,940
5.000%,
12/01/50,
(UB)
(5)
12/29
at
103.00
BBB-
18,152,230
Total
Iowa
22,695,215
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
N/R
834,160
Total
Kansas
834,160
Kentucky
-
3.5%
(2.2%
of
Total
Investments)
1,385
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
N/R
1,231,778
Kentucky
Economic
Development
Finance
Authority,
Hospital
Revenue
Bonds,
Owensboro
Health,
Refunding
Series
2017A:
5,450
5.000%,
6/01/41
6/27
at
100.00
BBB-
5,416,537
3,300
5.000%,
6/01/45
6/27
at
100.00
BBB-
3,242,943
12,665
5.000%,
6/01/45,
(UB)
(5)
6/27
at
100.00
BBB-
12,446,022
1,000
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
N/R
769,090
16,800
Kentucky
Economic
Development
Finance
Authority,
Revenue
Bonds,
Next
Generation
Kentucky
Information
Highway
Project,
Senior
Series
2015A,
5.000%,
1/01/45
7/25
at
100.00
Baa2
16,887,696
1,000
Newport,
Kentucky,
Special
Obligation
Revenue
Bonds,
Newport
Clifton
Project,
Series
2020B,
5.500%,
12/01/60
12/30
at
100.00
N/R
816,490
1,000
Union
Kentucky,
Special
Obligation
Revenue
Bonds,
Union
Promenade
Project,
Series
2022B,
5.500%,
12/01/52,
144A
12/32
at
100.00
N/R
923,540
1,000
Union,
Kentucky,
Special
Obligation
Revenue
Bonds,
Union
Promenade
Project,
Series
2022D,
5.750%,
12/01/52,
144A
12/32
at
100.00
N/R
925,500
Total
Kentucky
42,659,596
Louisiana
-
1.1%
(0.7%
of
Total
Investments)
1,810
Ascension
Parish
Industrial
development
Board,
Louisiana,
Revenue
Bonds,
Impala
Warehousing
(US)
LLC
Project,
Series
2013,
6.000%,
7/01/36
8/23
at
100.00
N/R
1,810,996
500
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Lake
Charles
College
Prep
Project,
Series
2019A,
5.000%,
6/01/58,
144A
6/27
at
100.00
N/R
414,720
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Louisiana
(continued)
$
1,405
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Mentorship
STEAM
Academy,
Series
2021A,
5.000%,
6/01/51,
144A
6/31
at
100.00
N/R
$
1,109,739
500
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Young
Audiences
Charter
School,
Series
2019A,
5.000%,
4/01/57,
144A
4/27
at
100.00
N/R
399,100
1,710
Louisiana
Public
Facilities
Authority,
Dock
and
Wharf
Revenue
Bonds,
Impala
Warehousing
(US)
LLC
Project,
Series
2013,
6.500%,
7/01/36,
(AMT),
144A
8/23
at
100.00
N/R
1,711,744
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Encore
Academy
Project,
Series
2021A:
250
5.000%,
6/01/41,
144A
(4)
6/31
at
100.00
N/R
175,000
250
5.000%,
6/01/51,
144A
(4)
6/31
at
100.00
N/R
175,000
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Jefferson
Rise
Charter
School
Project,
Series
2022A:
500
6.250%,
6/01/52,
144A
6/31
at
100.00
N/R
473,815
1,000
6.375%,
6/01/62,
144A
6/31
at
100.00
N/R
938,170
200
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Lincoln
Preparatory
School
Project,
Series
2022A,
6.500%,
6/01/62,
144A
6/31
at
100.00
N/R
195,820
1,355
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Lake
Charles
Charter
Academy
Foundation
Project,
Series
2011A,
7.750%,
12/15/31
8/23
at
100.00
N/R
1,357,710
2,000
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Loyola
University
Project,
Refunding
Series
2017,
5.250%,
10/01/33
No
Opt.
Call
BBB
2,129,160
2,110
Louisiana
Public
Facilities
Authority,
Revenue
Bonds,
Southwest
Louisiana
Charter
Academy
Foundation
Project,
Series
2013A,
8.125%,
12/15/33
12/23
at
100.00
N/R
2,119,052
2,000
Louisiana
Public
Facilities
Authority,
Solid
Waste
Disposal
Facility
Revenue
Bonds, Lousiana
Pellets
Inc
Project,
Series
2015,
7.000%,
7/01/24,
(AMT),
144A
(4)
No
Opt.
Call
N/R
20
540
Saint
James
Parish,
Louisiana,
Revenue
Bonds,
NuStar
Logistics,
L.P.
Project,
Series
2010,
6.350%,
7/01/40,
144A
6/30
at
100.00
BB-
582,989
Total
Louisiana
13,593,035
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
B
1,496,206
4,000
Maryland
Economic
Development
Corporation,
Revenue
Bonds,
Chesapeake
Bay
Hyatt
Conference
Center,
Series
2006A,
5.000%,
12/01/31
(4)
8/23
at
100.00
N/R
2,400,000
2,500
Maryland
Economic
Development
Corporation,
Revenue
Bonds,
Chesapeake
Bay
Hyatt
Conference
Center,
Series
2006B,
5.250%,
12/01/31
(4)
8/23
at
100.00
N/R
1,500,000
1,000
Maryland
Economic
Development
Corporation,
Special
Obligation
Bonds,
Port
Covington
Project,
Series
2020,
4.000%,
9/01/50
9/30
at
100.00
N/R
842,010
5,000
Maryland
Stadium
Authority,
Lease
Revenue
Bonds,
Built
To
Learn,
Series
2021,
2.750%,
6/01/51
6/31
at
100.00
A1
3,489,950
Total
Maryland
9,728,166
Massachusetts
-
1.1%
(0.7%
of
Total
Investments)
7,080
Massachusetts
Development
Finance
Agency,
Revenue
Bonds,
CareGroup
Issue,
Series
2018J-2,
5.000%,
7/01/53,
(UB)
(5)
7/28
at
100.00
A3
7,249,778
5,735
Massachusetts
Educational
Financing
Authority,
Education
Loan
Revenue
Bonds,
Issue
K,
Series
2017B,
4.250%,
7/01/46,
(AMT),
(UB)
(5)
7/26
at
100.00
A
5,347,888
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Massachusetts
(continued)
$
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
BBB
$
825,360
Total
Massachusetts
13,423,026
Michigan
-
3.4%
(2.1%
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
BB+
1,752,041
1,945
Michigan
Finance
Authority,
Higher
Education
Limited
Obligation
Revenue
Bonds,
Aquinas
College
Project,
Refunding
Series
2021,
5.000%,
5/01/36
5/31
at
100.00
N/R
1,749,139
6,480
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Henry
Ford
Health
System,
Series
2019A,
5.000%,
11/15/48,
(UB)
(5)
11/29
at
100.00
A
6,705,115
5,000
Michigan
Finance
Authority,
Michigan,
Revenue
Bonds,
Trinity
Health
Credit
Group,
Refunding
Series
2017A-MI,
4.000%,
12/01/40,
(UB)
(5)
12/27
at
100.00
AA-
4,972,450
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
BB+
820,737
1,000
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Hanley
International
Academy,
Inc.
Project,
Refunding
Series
2021,
5.000%,
9/01/40
8/31
at
100.00
BB
907,910
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
BB+
718,199
1,000
4.000%,
12/01/51
12/31
at
100.00
BB+
725,830
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Hope
Academy
Project,
Refunding
Series
2021:
170
4.400%,
4/01/31,
144A
4/28
at
100.00
N/R
144,833
315
4.900%,
4/01/41,
144A
4/28
at
100.00
N/R
237,019
1,210
Michigan
Finance
Authority,
Public
School
Academy
Limited
Obligation
Revenue
Bonds,
Voyageur
Academy
Project,
Refunding
Series
2017.
Private
Placement
of
2017,
5.900%,
7/15/46,
144A
7/27
at
100.00
N/R
942,699
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
BBB-
6,563,236
Michigan
Housing
Development
Authority,
Rental
Housing
Revenue
Bonds,
Series
2015A:
2,225
4.350%,
10/01/45,
(UB)
(5)
10/24
at
100.00
AA
2,156,492
4,500
4.600%,
4/01/52,
(UB)
(5)
10/24
at
100.00
AA
4,424,085
1,410
Michigan
Public
Educational
Facilities
Authority,
Charter
School
Revenue
Bonds,
American
Montessori
Academy,
Series
2007,
6.500%,
12/01/37
8/23
at
100.00
N/R
1,410,085
1,000
Michigan
Public
Educational
Facilities
Authority,
Limited
Obligation
Revenue
Bonds, Chandler
Park
Academy
Project,
Series
2008,
6.500%,
11/01/35
8/23
at
100.00
BBB-
1,000,740
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
N/R
4,187,000
1,650
Summit
Academy
North,
Michigan,
Revenue
Bonds,
Public
School
Academy,
Refunding
Series
2021,
4.000%,
11/01/41
11/28
at
103.00
BB
1,355,458
500
Summit
Academy,
Michigan,
Revenue
Bonds,
Public
School
Academy
Series
2005,
6.375%,
11/01/35
(4)
8/23
at
100.00
D
200,000
535
Universal
Academy,
Michigan,
Public
School
Academy
Bonds,
Refunding
Series
2021,
4.000%,
12/01/31
12/28
at
103.00
BBB-
507,276
Total
Michigan
41,480,344
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
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
N/R
$
1,435,060
665
Brooklyn
Park,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Athlos
Leadership
Academy
Project,
Series
2015A,
5.500%,
7/01/35
7/25
at
100.00
N/R
608,847
1,000
Columbus,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
New
Millennium
Academy
Project,
Series
2015A,
6.000%,
7/01/45
7/25
at
100.00
B
917,950
505
Greenwood,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Main
Street
School
of
Performing
Arts
Project,
Series
2016A,
5.000%,
7/01/47
7/26
at
100.00
N/R
416,317
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
N/R
1,130,488
100
Minneapolis,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Northeast
College
Prep
Project,
Series
2020A,
5.000%,
7/01/55
7/30
at
100.00
N/R
80,705
2,000
Saint
Paul
Housing
&
Redevelopment
Authority,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Community
School
of
Excellence,
Series
2023,
5.500%,
3/01/58,
144A
3/33
at
100.00
Ba1
1,835,820
3,000
Saint
Paul
Port
Authority,
Minnesota,
Solid
Waste
Disposal
Revenue
Bonds,
Gerdau
Saint
Paul
Steel
Mill
Project,
Series
2012-7,
4.500%,
10/01/37,
(AMT),
144A
8/23
at
100.00
BBB-
2,926,140
Woodbury,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Woodbury
Leadership
Academy,
Series
2021A:
850
4.000%,
7/01/41
7/28
at
103.00
BB-
676,838
575
4.000%,
7/01/56
7/28
at
103.00
BB-
401,948
Total
Minnesota
10,430,113
Mississippi
-
0.1%
(0.0%
of
Total
Investments)
500
Mississippi
Business
Finance
Corporation,
Gulf
Opportunity
Zone
Revenue
Bonds,
King
Edward
Mixed-Use
Project,
Refunding
Series
2019A,
4.250%,
10/15/49,
(Mandatory
Put
10/15/39),
144A
(4)
10/26
at
100.00
N/R
360,765
515
Mississippi
Home
Corporation,
Multifamily
Housing
Revenue
Bonds,
Tupelo
Personal
Care
Apartments,
Series
2004-2,
6.125%,
9/01/34,
(AMT)
9/23
at
100.00
N/R
443,549
Total
Mississippi
804,314
Missouri
-
4.9%
(3.0%
of
Total
Investments)
7,090
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)
(5)
3/29
at
100.00
A-
7,227,759
5,000
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)
(5)
3/30
at
100.00
A
5,140,700
655
Kansas
City
Industrial
Development
Authority,
Missouri,
Sales
Tax
Revenue
Bonds,
Ward
Parkway
Center
Community
Improvement
District,
Senior
Refunding
&
Improvement
Series
2016,
5.000%,
4/01/46,
144A
4/26
at
100.00
N/R
575,096
9,740
Kansas
City,
Missouri,
Special
Obligation
Bonds,
Main
Streetcar
Expansion
Project,
Refunding
&
Improvement
Series
2022C,
4.000%,
9/01/46,
(UB)
(5)
9/32
at
100.00
A2
9,745,747
2,000
Liberty,
Missouri,
Special
Obligation
Tax
Increment
and
Special
Districts
Bonds,
Liberty
Commons
Project,
Subordinate
Lien
Series
2015B,
8.500%,
6/15/46,
144A
6/25
at
100.00
N/R
1,847,860
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Missouri
(continued)
$
15,000
Missouri
Health
and
Educational
Facilities
Authority,
Health
Facilities
Revenue
Bonds,
Mercy
Health,
Series
2020,
4.000%,
6/01/53,
(UB)
(5)
6/30
at
100.00
A+
$
13,889,550
Missouri
Southern
State
University,
Auxiliary
Enterprise
System
Revenue
Bonds,
Series
2021:
1,000
4.000%,
10/01/34
10/31
at
100.00
N/R
936,360
1,000
4.000%,
10/01/44
10/31
at
100.00
N/R
822,420
483
North
Outer
Forty
Transportation
Development
District,
Chesterfield,
Missouri,
Transportation
Development
Revenue
Notes,
Refunding
Series
2021A,
4.000%,
12/01/46
No
Opt.
Call
N/R
351,517
Saint
Louis
County,
Missouri,
Special
Obligation
Bonds,
Community
Center
Projects,
Series
2022A:
8,050
4.000%,
12/01/40,
(UB)
(5)
12/30
at
100.00
AA
8,042,674
8,970
4.000%,
12/01/41,
(UB)
(5)
12/30
at
100.00
AA
8,933,582
1,351
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Fashion
Square
Redevelopment
Project,
Series
2008A,
6.300%,
8/22/26
9/23
at
100.00
N/R
405,300
732
Saint
Louis,
Missouri,
Tax
Increment
Financing
Revenue
Bonds,
Grace
Lofts
Redevelopment
Projects,
Series
2007A,
2.700%,
12/31/26
(4)
No
Opt.
Call
N/R
51,240
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
N/R
1,232,694
Total
Missouri
59,202,499
Nevada
-
1.3%
(0.8%
of
Total
Investments)
2,000
Director
of
Nevada
State
Department
of
Business
&
Industry,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
Sierra
BioFuels
LLC
Project,
Green
Series
2020,
6.750%,
2/15/38,
144A
2/31
at
100.00
N/R
1,779,480
1,000
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),
144A
12/27
at
100.00
N/R
914,020
2,000
Director
of
Nevada
State
Department
of
Business
&
Industry,
Environmental
Improvement
Revenue
Bonds,
Fulcrum
Sierra
Holdings
LLC,
Green
Series
2019,
5.750%,
2/15/38,
(AMT),
144A
8/29
at
100.00
N/R
1,624,660
905
Henderson,
Nevada,
Local
Improvement
District
No.
T-20
Rainbow
Canyon,
Local
Improvement
Bonds,
Series
2018,
5.375%,
9/01/48
9/28
at
100.00
N/R
913,353
10,000
Las
Vegas
Convention
and
Visitors
Authority,
Nevada,
Convention
Center
Expansion
Revenue
Bonds,
Series
2018B,
4.000%,
7/01/49,
(UB)
(5)
7/28
at
100.00
AA-
9,555,700
540
North
Las
Vegas,
Nevada,
Local
Improvement
Bonds,
Special
Improvement
District
64
Valley
Vista,
Series
2019,
4.625%,
6/01/49
12/28
at
100.00
N/R
496,822
Total
Nevada
15,284,035
New
Jersey
-
4.3%
(2.6%
of
Total
Investments)
3,210
New
Jersey
Economic
Development
Authority,
Lease
Revenue
Bonds,
State
Government
Buildings-Juvenile
Justice
Commission
Facilities
Project,
Series
2018C,
5.000%,
6/15/47,
(UB)
(5)
12/27
at
100.00
BBB+
3,297,890
2,500
New
Jersey
Economic
Development
Authority,
New
Jersey,
Transit
Transportation
Project
Revenue
Bonds,
Portal
North
Bridge
Project
Series
2022A,
5.000%,
11/01/52,
(UB)
(5)
11/32
at
100.00
A-
2,642,475
9,500
New
Jersey
Economic
Development
Authority,
School
Facilities
Construction
Bonds,
Series
2017DDD,
5.000%,
6/15/42,
(Pre-
refunded
6/15/27),
(UB)
(5)
6/27
at
100.00
A- (7)
10,271,780
2,080
New
Jersey
Economic
Development
Authority,
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.,
Series
2000A
&
2000B,
5.625%,
11/15/30,
(AMT)
3/24
at
101.00
BB-
2,110,721
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
Jersey
(continued)
$
40,000
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Refunding
Series
2006C,
0.000%,
12/15/35
-
AMBAC
Insured,
(UB)
(5)
No
Opt.
Call
A-
$
24,652,800
6,790
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Series
2020AA,
5.000%,
6/15/50,
(UB)
(5)
12/30
at
100.00
A-
7,155,438
2,050
Tobacco
Settlement
Financing
Corporation,
New
Jersey,
Tobacco
Settlement
Asset-Backed
Bonds,
Series
2018B,
5.000%,
6/01/46
6/28
at
100.00
BBB-
2,050,697
Total
New
Jersey
52,181,801
New
Mexico
-
0.4%
(0.2%
of
Total
Investments)
265
Mariposa
East
Public
Improvement
District,
New
Mexico,
Revenue
Bonds,
Capital
Appreciation
Taxable
Series
2015D,
0.000%,
3/01/32
9/23
at
65.72
N/R
126,906
45
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015A,
5.900%,
9/01/32
9/25
at
100.00
N/R
42,489
185
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015B,
5.900%,
9/01/32
9/25
at
100.00
N/R
177,097
330
Mariposa
East
Public
Improvement
District,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2015C,
5.900%,
9/01/32
No
Opt.
Call
N/R
306,299
1,210
Mesa
Del
Sol
Public
Improvement
District
1,
Albuquerque,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2013,
7.250%,
10/01/43
10/23
at
100.00
N/R
1,194,694
1,020
Volterra
Public
Improvement
District,
Albuquerque,
New
Mexico,
Special
Levy
Revenue
Bonds,
Series
2014,
6.750%,
10/01/33
10/24
at
100.00
N/R
993,602
500
Winrock
Town
Center
Tax
Increment
Development
District
1,
Albuquerque,
New
Mexico,
Gross
Receipts
Tax
Increment
Bonds,
Senior
Lien
Series
2022,
4.250%,
5/01/40,
144A
5/29
at
103.00
N/R
421,625
1,500
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,
144A
11/23
at
103.00
N/R
1,351,650
Total
New
Mexico
4,614,362
New
York
-
10.2%
(6.3%
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
N/R
1,095,766
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
N/R
495,265
4,255
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Albert
Einstein
College
of
Medicine,
Inc,
Series
2015,
5.500%,
9/01/45,
144A
9/25
at
100.00
N/R
4,240,746
1,000
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Albert
Einstein
College
of
Medicine,
Inc,
Series
2023,
7.250%,
6/01/55,
144A
12/30
at
100.00
N/R
1,000,970
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020A-1:
5,000
5.250%,
6/01/40,
144A
12/30
at
100.00
N/R
4,211,900
2,000
5.500%,
6/01/55,
144A
12/30
at
100.00
N/R
1,571,120
Build
NYC
Resource
Corporation,
New
York,
Revenue
Bonds,
Family
Life
Academy
Charter
School,
Series
2020C-1:
1,000
5.000%,
6/01/40,
144A
12/30
at
100.00
N/R
817,620
2,000
5.000%,
6/01/55,
144A
12/30
at
100.00
N/R
1,447,240
1,000
Build
Resource
Corporation,
New
York,
Revenue
Bonds,
Shefa
School,
Series
2021A,
5.000%,
6/15/51,
144A
6/31
at
100.00
N/R
856,950
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
9,000
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)
5/32
at
100.00
A-
$
8,870,850
3,220
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
BBB-
3,217,875
200
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Orange
Regional
Medical
Center
Obligated
Group,
Series
2017,
5.000%,
12/01/36,
144A
6/27
at
100.00
BBB-
200,166
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
BBB-
643,032
4,000
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose
Series
2022A,
4.000%,
3/15/49,
(UB)
(5)
3/32
at
100.00
AA+
3,870,800
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
AA+
1,935,400
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
N/R
892,910
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
A2
2,149,323
1,000
4.600%,
2/01/51
2/30
at
100.00
A2
736,750
1,000
Madison
County
Capital
Resource
Corporation,
New
York,
Revenue
Bonds,
Cazenovia
College
Project,
Series
2019A,
5.500%,
9/01/23
(4)
9/22
at
100.00
N/R
350,000
10,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020C-1,
5.000%,
11/15/50,
(UB)
(5)
5/30
at
100.00
BBB+
10,365,800
1,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020D-1,
5.000%,
11/15/43,
(UB)
(5)
11/30
at
100.00
BBB+
1,049,840
1,000
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Green
Climate
Bond
Certified
Series
2020D-3,
4.000%,
11/15/49,
(UB)
(5)
11/30
at
100.00
BBB+
928,890
11,850
New
York
City
Housing
Development
Corporation,
New
York,
Multifamily
Housing
Revenue
Bonds,
Sustainable
Neighborhood
Green
Series
2018K,
4.125%,
11/01/53,
(UB)
(5)
9/26
at
100.00
Aa2
11,287,362
New
York
City
Industrial
Development
Agency,
New
York,
Civic
Facility
Revenue
Bonds,
Bronx
Parking
Development
Company,
LLC
Project,
Series
2007:
1,500
5.750%,
10/01/37
(4)
8/23
at
100.00
N/R
1,200,000
5,000
2.350%,
10/01/46
(4)
8/23
at
100.00
N/R
4,000,000
2,000
New
York
Counties
Tobacco
Trust
IV,
Tobacco
Settlement
Pass-Through
Bonds,
Turbo
Term
Series
2005A,
5.000%,
6/01/42
8/23
at
100.00
B-
1,901,480
1,000
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
1
Series
2014,
5.000%,
11/15/44,
144A
11/24
at
100.00
N/R
983,200
2,250
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
2
Series
2014,
5.150%,
11/15/34,
144A
11/24
at
100.00
N/R
2,254,522
7,000
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
3
Series
2014,
7.250%,
11/15/44,
144A
11/24
at
100.00
N/R
7,079,940
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
New
York
(continued)
$
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
AA+
$
1,536,800
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)
7/24
at
100.00
Baa2
987,920
15,990
5.250%,
1/01/50,
(AMT),
(UB)
(5)
7/24
at
100.00
Baa2
15,997,036
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)
8/23
at
100.00
B+
10,010,800
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
B+
3,111,936
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
Caa2
730,430
5,000
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Thirty
Two
Series
2022,
4.625%,
8/01/52,
(AMT),
(UB)
(5)
8/32
at
100.00
AA-
5,136,150
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
N/R
96,051
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bond,
Purchase
Senior
Learning
Community,
Inc.
Project,
Accd
Inv
Series
2021A:
5,000
4.500%,
7/01/56,
144A
7/27
at
104.00
N/R
3,535,500
1,025
5.000%,
7/01/56,
144A
7/27
at
104.00
N/R
803,497
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
BBB-
2,398,869
250
Western
Regional
Off-Track
Betting
Corporation,
New
York,
Tax
Exempt
Revenue
Bonds,
Additional
Secured
General
Obligation
Series
2021,
4.125%,
12/01/41,
144A
6/31
at
100.00
N/R
188,675
Total
New
York
124,189,381
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
AA+
3,241,700
Total
North
Carolina
3,241,700
North
Dakota
-
0.1%
(0.0%
of
Total
Investments)
2,000
Williston,
North
Dakota,
Multifamily
Housing
Revenue
Bonds,
Eagle
Crest
Apartments
LLC
Project,
Series
2013,
7.750%,
9/01/38
(4)
9/23
at
100.00
N/R
900,000
Total
North
Dakota
900,000
Ohio
-
4.6%
(2.8%
of
Total
Investments)
137,120
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
N/R
17,548,618
990
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
N/R
921,532
935
Cleveland-Cuyahoga
County
Port
Authority,
Ohio,
Tax
Increment
Financing
Revenue
Bonds,
Flats
East
Bank
Project,
Refunding
Senior
Series
2021A,
4.000%,
12/01/55,
144A
12/29
at
100.00
BB
797,770
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
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
N/R
$
269,402
1,000
Jefferson
County
Port
Authority,
Ohio,
Economic
Develoepment
Revenue
Bonds,
JSW
Steel
USA
Ohio,
Inc.
Project,
Series
2021,
3.500%,
12/01/51,
(AMT)
12/31
at
100.00
Ba1
699,000
11,160
Montgomery
County,
Ohio,
Hospital
Facilities
Revenue
Bonds,
Kettering
Health
Network
Obligated
Group,
Series
2016,
4.000%,
8/01/47,
(UB)
(5)
8/26
at
100.00
A2
10,331,370
2,800
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/23
(4)
No
Opt.
Call
N/R
28
365
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Refunding
Series
2009B,
3.100%,
9/01/23
(4)
No
Opt.
Call
N/R
4
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
BBB-
1,183,390
4,750
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2008C,
3.950%,
11/01/32
(4)
No
Opt.
Call
N/R
47
1,000
Ohio
Higher
Educational
Facility
Commission,
Senior
Hospital
Parking
Revenue
Bonds,
University
Circle
Incorporated
2020
Project,
Series
2020,
5.000%,
1/15/50
1/30
at
100.00
A3
994,160
3,085
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generating
Corporation
Project,
Refunding
Series
2006A,
3.000%,
5/15/49
(4)
No
Opt.
Call
N/R
31
3,000
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2005B,
4.000%,
1/01/34
(4)
No
Opt.
Call
N/R
30
255
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2008B,
3.625%,
10/01/33
(4)
No
Opt.
Call
N/R
3
1,015
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2008C,
3.950%,
11/01/32
(4)
No
Opt.
Call
N/R
10
2,725
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Refunding
Series
2010A,
3.750%,
7/01/33
(4)
No
Opt.
Call
N/R
27
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
BBB-
10,896,138
1,000
Port
of
Greater
Cincinnati
Development
Authority,
Ohio,
Public
Improvement
TOT
Revenue
Bonds,
Series
2021,
4.250%,
12/01/50,
144A
12/28
at
100.00
N/R
802,640
1,000
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
N/R
821,410
8,500
Southern
Ohio
Port
Authority,
Ohio,
Facility
Revenue
Bonds,
Purecycle
Project,
Series
2020A,
7.000%,
12/01/42,
(AMT),
144A
12/27
at
103.00
N/R
6,358,085
2,000
Southern
Ohio
Port
Authority,
Ohio,
Facility
Revenue
Bonds,
Purecycle
Project,
Series
2020B,
10.000%,
12/01/25,
(AMT),
144A
12/24
at
105.00
N/R
1,905,060
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Ohio
(continued)
$
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
N/R
$
1,987,900
Total
Ohio
55,516,655
Oklahoma
-
1.7%
(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
BB-
996,020
1,000
5.500%,
8/15/57
8/28
at
100.00
BB-
984,780
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
N/R
1,145,352
15,000
Tulsa
Municipal
Airport
Trust,
Oklahoma,
Revenue
Bonds,
American
Airlines
Inc.,
Refunding
Series
2000B,
5.500%,
6/01/35,
(AMT)
8/23
at
100.00
N/R
15,028,500
2,600
Tulsa
Municipal
Airport
Trust,
Oklahoma,
Revenue
Bonds,
American
Airlines
Inc.,
Refunding
Series
2001B,
5.500%,
12/01/35,
(AMT)
8/23
at
100.00
N/R
2,604,940
Total
Oklahoma
20,759,592
Oregon
-
0.1%
(0.1%
of
Total
Investments)
Clackamas
and
Washington
Counties
School
District
3JT,
Oregon,
General
Obligation
Bonds,
Series
2020A:
1,750
0.000%,
6/15/49
6/30
at
57.54
Aa1
501,865
2,000
0.000%,
6/15/50
6/30
at
55.67
Aa1
544,060
Total
Oregon
1,045,925
Pennsylvania
-
2.1%
(1.3%
of
Total
Investments)
2,280
Allentown
Commercial
and
Industrial
Development
Authority,
Pennsylvania,
Revenue
Bonds,
Arts
Academy
Charter
Middle
School
Foundation
Project,
Series
2022A,
5.000%,
6/15/57,
144A
6/29
at
103.00
N/R
1,902,683
930
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
615
Waterfront
Project,
Senior
Series
2021,
6.000%,
5/01/42,
144A
5/31
at
100.00
N/R
956,551
1,250
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
City
Center
Project,
Subordinate
Lien,
Series
2018,
5.125%,
5/01/32,
144A
5/28
at
100.00
N/R
1,274,187
2,500
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Project,
Refunding
Series
2006A,
3.500%,
4/01/41
(4)
No
Opt.
Call
N/R
25
2,715
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Series
2006B,
3.500%,
12/01/35
(4)
No
Opt.
Call
N/R
27
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
BBB-
368,010
290
Berks
County
Municipal
Authority,
Pennsylvania,
Revenue
Bonds, Alvernia
University
Project,
Series
2020,
5.000%,
10/01/49
10/29
at
100.00
BB+
259,654
1,000
Dauphin
County
General
Authority,
Pennsylvania,
Revenue
Bonds,
Harrisburg
University
of
Science
&
Technology
Project,
Series
2017,
5.125%,
10/15/41,
144A
10/27
at
100.00
BB
907,910
1,500
Dauphin
County
General
Authority,
Pennsylvania,
Revenue
Bonds,
Harrisburg
University
of
Science
&
Technology
Project,
Series
2020,
6.250%,
10/15/53,
144A
10/28
at
100.00
BB
1,504,425
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
BBB+
1,039,488
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Pennsylvania
(continued)
Lehigh
County
Industrial
Development
Authority,
Pennsylvania,
Charter
School
Revenue
Bonds,
Seven
Generations
Charter
School,
Series
2021A:
$
675
4.000%,
5/01/31
5/30
at
100.00
BB
$
633,690
2,000
4.000%,
5/01/51
5/30
at
100.00
BB
1,475,580
7,730
Pennsylvania
Economic
Development
Financing
Authority,
5.000%,
12/31/57,
(AMT),
(UB)
(5)
12/32
at
100.00
A1
8,012,300
1,720
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2020A-1,
10.000%,
12/01/40,
144A
(4),(6)
6/30
at
100.00
N/R
1,168,671
1,720
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
(4),(6)
6/30
at
100.00
N/R
1,168,671
2,970
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
KDC
Agribusiness
Fairless
Hills
LLC
Project,
Series
2021A,
10.000%,
12/01/31
(4),(6)
No
Opt.
Call
N/R
1,852,538
5
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
Shippingport
Project,
First
Energy
Guarantor.,
Series
2006A,
2.550%,
11/01/41
(4)
No
Opt.
Call
N/R
0
1,000
Philadelphia
Authority
for
Industrial
Development,
Pennsylvania,
Revenue
Bonds,
Mariana
Bracetti
Academy
Project,
Series
2020A,
5.375%,
6/15/50,
144A
12/27
at
100.00
N/R
901,070
Philadelphia
Authority
for
Industrial
Development,
Pennsylvania,
Revenue
Bonds,
Mariana
Bracetti
Academy
Project,
Taxable
Series
2020B:
925
4.875%,
12/15/35,
144A
12/27
at
100.00
N/R
863,312
1,000
5.125%,
12/15/44,
144A
12/27
at
100.00
N/R
896,430
160
The
Redevelopment
Authority
of
the
City
of
Scranton,
Lackawanna
county,
Pennsylvania,
Guaranteed
Lease
Revenue
Bonds,
Series
2016A,
5.000%,
11/15/28
5/24
at
100.00
BBB-
157,944
Total
Pennsylvania
25,343,166
Puerto
Rico
-
10.6%
(6.5%
of
Total
Investments)
682
HTA
Claas
6,
Puerto
Rico
Highway
and
Transportation
Authority
Highway
Revenue
Bonds,
Series
2022,
5.250%,
7/01/38
8/23
at
100.00
N/R
682,414
Puerto
Rico
Aqueduct
and
Sewerage
Authority,
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020A:
2,000
5.000%,
7/01/35,
144A
7/30
at
100.00
N/R
2,027,900
3,000
5.000%,
7/01/47,
144A
7/30
at
100.00
N/R
2,970,900
8,625
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Federally
Taxable
Build
America
Bonds,
Series
2010YY,
4.050%,
7/01/40
(4)
8/23
at
100.00
N/R
3,234,375
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Refunding
Series
2012A:
4,835
3.957%,
7/01/42
(4)
8/23
at
100.00
N/R
1,813,125
185
5.050%,
7/01/42
(4)
8/23
at
100.00
N/R
69,375
2,000
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2003NN,
5.500%,
7/01/20
(4)
No
Opt.
Call
D
745,000
1,025
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2007TT,
3.957%,
7/01/37
(4)
8/23
at
100.00
D
384,375
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010AAA:
5,690
5.250%,
7/01/23
(4)
No
Opt.
Call
N/R
2,119,525
3,000
5.250%,
7/01/25
(4)
8/23
at
100.00
N/R
1,125,000
1,186
3.978%,
7/01/28
(4)
8/23
at
100.00
D
444,750
890
5.250%,
7/01/29
(4)
8/23
at
100.00
D
333,750
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Puerto
Rico
(continued)
$
658
5.250%,
7/01/31
(4)
8/23
at
100.00
Ca
$
246,750
405
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010CCC,
5.000%,
7/01/28
(4)
8/23
at
100.00
D
151,875
1,350
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010XX,
5.250%,
7/01/40
(4)
8/23
at
100.00
D
506,250
4,000
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010ZZ,
5.250%,
7/01/21
(4)
7/20
at
100.00
D
1,490,000
1,000
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2013A,
6.750%,
7/01/36
(4)
8/23
at
100.00
N/R
375,000
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
WW:
360
5.375%,
7/01/23
(4)
No
Opt.
Call
N/R
134,100
710
5.375%,
7/01/24
(4)
6/23
at
100.00
D
264,475
375
3.978%,
7/01/33
(4)
8/23
at
100.00
Ca
140,625
5,500
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Taxable
Build
America
Bond
Series
2010EE,
4.044%,
7/01/32
(4)
8/23
at
100.00
D
2,062,500
8,500
Puerto
Rico
Highway
and
Transportation
Authority,
Restructured
Toll
Revenue
Bonds,
Series
2022A,
5.000%,
7/01/62
7/32
at
100.00
N/R
8,372,500
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1:
42,500
0.000%,
7/01/46
7/28
at
41.38
N/R
12,175,825
183,530
0.000%,
7/01/51
7/28
at
30.01
N/R
39,202,008
2,500
4.750%,
7/01/53
7/28
at
100.00
N/R
2,373,700
5,250
5.000%,
7/01/58
7/28
at
100.00
N/R
5,122,740
12,000
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
N/R
11,328,120
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1:
0
(9)
5.625%,
7/01/27
No
Opt.
Call
N/R
96
4,201
0.000%,
7/01/33
7/31
at
89.94
N/R
2,565,819
6,979
4.000%,
7/01/41
7/31
at
103.00
N/R
6,010,162
14,018
4.000%,
7/01/46
7/31
at
103.00
N/R
11,714,181
16,579
Puerto
Rico,
General
Obligation
Bonds,
Vintage
CW
NT
Claims
Taxable
Series
2022,
0.000%,
11/01/43
No
Opt.
Call
N/R
8,517,494
Total
Puerto
Rico
128,704,709
Rhode
Island
-
0.2%
(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
8/23
at
18.23
CCC-
3,036,821
Total
Rhode
Island
3,036,821
South
Carolina
-
2.5%
(1.6%
of
Total
Investments)
550
Hardeeville,
South
Carolina,
Special
Assessment
Revenue
Bonds,
East
Argent
Improvement
District,
Series
2021,
4.000%,
5/01/52,
144A
5/29
at
100.00
N/R
386,270
Lancaster
County,
South
Carolina,
Special
Assessment
Bonds,
Edgewater
II
Improvement
District,
Capital
Appreciation
Series
2007-A&B:
7,670
0.000%,
11/01/39
8/23
at
29.25
N/R
1,657,104
7,445
0.000%,
11/01/39
8/23
at
29.25
N/R
1,608,492
5,000
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Custodial
Receipts
CR-086,
5.000%,
8/15/36,
(Pre-refunded
8/15/26),
144A
8/26
at
100.00
N/R (7)
5,306,300
400
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Hilton
Head
Christian
Academy,
Series
2020,
5.000%,
1/01/55,
144A
1/30
at
100.00
N/R
336,336
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
South
Carolina
(continued)
$
955
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Midland
Valley
Preparatory
School
Project,
Series
2014,
7.750%,
11/15/45,
144A
11/26
at
100.00
N/R
$
997,688
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
N/R
2,065,577
1,000
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Horse
Creek
Academy
Project,
Series
2021A,
5.000%,
11/15/55,
144A
11/26
at
100.00
N/R
859,210
4,215
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Lowcountry
Leadership
Charter
School
Project,
Series
2019A,
5.000%,
12/01/49,
144A
12/29
at
100.00
Baa3
3,811,203
South
Carolina
Jobs-Economic
Development
Authority,
Hospital
Revenue
Bonds,
Prisma
Health
Obligated
Group,
Series
2018A:
2,980
5.000%,
5/01/38,
(UB)
(5)
5/28
at
100.00
A3
3,065,258
9,895
5.000%,
5/01/48,
(UB)
(5)
5/28
at
100.00
A3
9,999,194
750
South
Carolina
Jobs-Economic
Development
Authority,
Retirement
Community
Revenue
Notes,
Kiawah
Life
Plan
Village,
Inc.
Project,
Series
2021A,
8.750%,
7/01/25
8/23
at
100.00
N/R
889,493
Total
South
Carolina
30,982,125
Tennessee
-
0.7%
(0.4%
of
Total
Investments)
1,000
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
(4)
7/27
at
100.00
N/R
599,710
150
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,
144A
6/31
at
100.00
N/R
123,288
5,000
The
Health
and
Educational
Facilities
Board
of
the
City
of
Franklin,
Tennessee,
Revenue
Bonds,
Provision
Cares
Proton
Therapy
Center,
Nashville
Project,
Series
2017A,
7.500%,
6/01/47,
144A
(4)
6/27
at
100.00
N/R
1,100,000
6,024
The
Tennessee
Energy
Acquisition
Corporation,
Gas
Revenue
Bonds,
Series
2006B,
5.625%,
9/01/26
No
Opt.
Call
BBB
6,177,070
900
Wilson
County
Health
and
Educational
Facilities
Board,
Tennessee,
Senior
Living
Revenue
Bonds,
Rutland
Place
Inc.
Project,
Series
2015A,
4.400%,
1/01/46,
144A
(4)
8/23
at
100.00
N/R
582,669
Total
Tennessee
8,582,737
Texas
-
6.4%
(3.9%
of
Total
Investments)
1,000
Abilene
Convention
Center
Hotel
Development
Corporation,
Texas,
Hotel
Revenue
Bonds,
First-Lien
Series
2021A,
4.000%,
10/01/50
10/31
at
100.00
BBB-
788,000
2,000
Abilene
Convention
Center
Hotel
Development
Corporation,
Texas,
Hotel
Revenue
Bonds,
Second-Lien
Series
2021B,
5.000%,
10/01/50,
144A
10/31
at
100.00
N/R
1,720,480
1,000
Anna,
Texas,
Special
Assessment
Revenue
Bonds,
Sherley
Tract
Public
Improvement
District
2
Area
1
Project,
Series
2021,
4.000%,
9/15/41,
144A
9/31
at
100.00
N/R
847,660
1,000
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Brooks
Academies,
Series
2021A,
5.000%,
6/15/51
6/26
at
100.00
N/R
847,500
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
N/R
697,190
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
2,500
Aubrey,
Denton
County,
Texas,
Special
Assessment
Revenue
Bonds,
Jackson
Ridge
Public
Improvement
District
Phase
1
Project,
Series
2015,
7.250%,
9/01/45
9/23
at
103.00
N/R
$
2,577,325
300
Bee
Cave,
Travis
County,
Texas,
Special
Assessment
Revenue
Bonds,
Backyard
Public
Improvement
District
Project,
Series
2021,
5.250%,
9/01/51,
144A
9/31
at
100.00
N/R
278,487
500
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,
144A
9/29
at
100.00
N/R
427,620
1,000
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
North
Sky
Public
Improvement
District
Major
Improvements
Area
Project,
Series
2023,
6.125%,
9/01/52,
144A
9/33
at
100.00
N/R
1,001,420
1,500
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
Sutton
Fields
II
Public
Improvement
District
Neighborhood
Improvement
Area
5
Project,
Series
2022,
4.000%,
9/01/51,
144A
9/31
at
100.00
N/R
1,218,585
500
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,
144A
9/31
at
100.00
N/R
434,450
1,765
Comal
County
Meyer
Ranch
Municipal
Utility
District,
Texas,
General
Obligation
Bonds, Road
Series
2021,
3.000%,
8/15/51
8/26
at
100.00
N/R
1,143,349
675
Conroe
Local
Government
Corporation,
Texas,
Hotel
Revenue
and
Contract
Revenue
Bonds,
Subordinate
Third
Lien
Series
2021C,
4.000%,
10/01/50
10/31
at
100.00
A2
629,485
1,000
Crandall,
Kaufman
County,
Texas,
Special
Assessment
Revenue
Bonds,
Crandall
Carwright
Ranch
Public
Improvement
District
Improvement
Area
1
Project,
Series
2021,
4.500%,
9/15/51,
144A
9/31
at
100.00
N/R
859,000
Decatur
Hospital
Authority,
Texas,
Revenue
Bonds,
Wise
Regional
Health
System,
Series
2013A:
315
6.625%,
9/01/31,
(Pre-refunded
9/01/23)
9/23
at
100.00
N/R (7)
315,747
1,000
6.375%,
9/01/42,
(Pre-refunded
9/01/23)
9/23
at
100.00
N/R (7)
1,002,240
165
Fate,
Rockwall
County,
Texas,
Special
Assessment
Revenue
Bonds,
Williamsburg
Public
Improvement
District
1
Phase
2B,
2C
&
3A1,
Series
2019,
4.250%,
8/15/49,
144A
8/27
at
100.00
N/R
143,961
1,500
Fort
Bend
County
Industrial
Development
Corporation,
Texas,
Revenue
Bonds,
NRG
Energy
Inc.
Project,
Series
2012A.
RMKT,
4.750%,
5/01/38
8/23
at
100.00
Baa2
1,474,095
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)
8/23
at
100.00
B3
1,000,860
1,450
Harris
County
Municipal
Utility
District
213A,
Texas,
General
Obligation
Bonds,
Series
2021,
3.000%,
4/01/48
4/29
at
100.00
N/R
969,673
125
Haslett,
Texas,
Special
Assessment
Revenue
Bonds,
Haslet
Public
Improvement
District
5
Improvement
Area
1
Project,
Series
2019,
4.375%,
9/01/49,
144A
9/29
at
100.00
N/R
109,715
705
Heart
of
Texas
Education
Finance
Corporation,
Texas,
Gateway
Charter
Academy,
Series
2006A,
6.000%,
2/15/36
8/23
at
100.00
N/R
692,811
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)
8/23
at
100.00
BB-
1,003,110
500
Hutto,
Williams
County
Texas,
Special
Assessment
Revenue
Bonds,
Durango
Farms
Public
Improvement
Project
Series
2021,
4.000%,
9/01/56,
144A
9/29
at
100.00
N/R
397,595
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
500
Hutto,
Williams
County
Texas,
Special
Assessment
Revenue
Bonds,
Emory
Crossing,
Public
Improvement
Area
1
Project
Series
2021,
4.000%,
9/01/56,
144A
9/29
at
100.00
N/R
$
397,630
1,075
Hutto,
Williams
County
Texas,
Special
Assessment
Revenue
Bonds,
Emory
Crossing,
Public
Improvement
Area
2
Project
Series
2023,
5.625%,
9/01/58,
144A
9/31
at
100.00
N/R
1,078,741
1,000
Kaufman
County
Fresh
Water
Supply
District
1-D,
Texas,
General
Obligation
Road
Bonds,
Series
2021,
3.000%,
9/01/46
9/26
at
100.00
N/R
681,120
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
N/R
2,628,720
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
N/R
904,390
1,435
Manor,
Texas,
Special
Assessment
Revenue
Bonds,
Manor
Heights
Public
Improvement
District
Improvement
Area
1-2
Project,
Series
2021,
4.000%,
9/15/51,
144A
9/31
at
100.00
N/R
1,170,113
Manor,
Texas,
Special
Assessment
Revenue
Bonds,
Manor
Heights
Public
Improvement
District
Major
Improvement
Area
Project,
Series
2021:
900
4.125%,
9/15/41,
144A
9/31
at
100.00
N/R
775,872
1,500
4.375%,
9/15/51,
144A
9/31
at
100.00
N/R
1,257,570
1,170
McLendon-Chisholm,
Texas,
Special
Assessment
Revenue
Bonds,
Sonoma
Public
Improvement District
Improvement
Area
2
Project,
Series
2019,
4.250%,
9/15/39,
144A
9/29
at
100.00
N/R
1,087,094
Mesquite,
Texas,
Special
Assessment
Bonds,
Iron
Horse
Public
Improvement
District
Project,
Series
2019:
300
5.750%,
9/15/39,
144A
9/29
at
100.00
N/R
303,519
500
6.000%,
9/15/49,
144A
9/29
at
100.00
N/R
508,910
1,965
Mission
Economic
Development
Corporation,
Texas,
Water
Supply
Revenue
Bonds,
Enviro
Water
Minerals
Project,
Green
Bonds,
Series
2015,
7.750%,
1/01/45,
(AMT),
144A
(4)
1/26
at
102.00
N/R
39,304
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
N/R
857,374
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
N/R
14,325,600
1,000
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
N/R (7)
1,043,420
1,000
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
CHF-Collegiate
Housing
Galveston-
Texas
A&M
University
at
Galveston
Project,
Series
2014A,
5.000%,
4/01/44,
(Pre-refunded
4/01/24)
4/24
at
100.00
N/R (7)
1,010,390
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
NCCD
-
College
Station
Properties
LLC
-
Texas
A&M
University
Project, Series
2015A:
1,250
5.000%,
7/01/35
(4)
7/25
at
100.00
Caa2
1,131,250
2,445
5.000%,
7/01/47
(4)
7/25
at
100.00
Caa2
2,212,725
10,000
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
Second
Tier
Series
2021B,
3.000%,
1/01/46,
(UB)
(5)
1/31
at
100.00
A2
7,679,100
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Texas
(continued)
$
1,070
Oak
Point,
Denton
County,
Texas,
Special
Assessment
Revenue
Bonds,
Oak
Point
Public
Imporvement
District
2
Project,
Series
2020,
4.000%,
9/01/50,
144A
9/30
at
100.00
N/R
$
876,490
250
Pilot
Point,
Texas,
Special
Assessment
Revenue
Bonds,
Creekview
Public
Improvement
District
Zone
A
Improvement
Area
1
Project,
Series
2022,
5.625%,
9/15/52,
144A
9/32
at
100.00
N/R
248,915
325
Pilot
Point,
Texas,
Special
Assessment
Revenue
Bonds,
Creekview
Public
Improvement
District
Zone
B
Improvement
Area
1
Project,
Series
2022,
5.625%,
9/15/52,
144A
9/32
at
100.00
N/R
323,589
2,000
Plano,
Collin
and
Denton
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Collin
Creek
East
Public
Improvement
District
Project,
Series
2021,
4.375%,
9/15/51,
144A
9/31
at
100.00
N/R
1,631,880
1,000
Plano,
Collin
and
Denton
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Collin
Creek
West
Public
Improvement
District
Project,
Series
2021,
4.000%,
9/15/51,
144A
9/31
at
100.00
N/R
799,860
440
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),
144A
8/23
at
102.00
N/R
314,970
7,000
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),
144A
8/23
at
103.00
N/R
4,106,970
Port
Freeport,
Brazoria
County,
Texas,
Revenue
Bonds,
Senior
Lien
Series
2019A:
1,650
4.000%,
6/01/38,
(AMT)
6/29
at
100.00
A+
1,533,922
1,620
4.000%,
6/01/39,
(AMT)
6/29
at
100.00
A+
1,485,119
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
N/R
974,990
205
Princeton,
Texas,
Special
Assessment
Revenue
Bonds,
Whitewing
Trails
Public
Improvement
District
2
Phase
1
Project,
Series
2019,
4.750%,
9/01/49,
144A
9/29
at
100.00
N/R
187,800
185
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,
144A
9/29
at
100.00
N/R
187,853
1,000
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,
144A
9/30
at
100.00
N/R
817,640
2,000
Red
River
Health
Facilities
Development
Corporation,
Texas,
First
Mortgage
Revenue
Bonds,
Eden
Home
Inc.,
Series
2012,
7.000%,
12/15/32
(4)
8/23
at
100.00
N/R
1,200,000
145
Rowlett,
Texas,
Special
Assessment
Revenue
Bonds,
Bayside
Public
Improvement
District
North
Improvement
Area,
Series
2016,
5.750%,
9/15/36
3/24
at
102.00
N/R
144,522
3,195
Texas
Department
of
Housing
and
Community
Affairs,
Single
Family
Mortgage
Revenue
Bonds,
Series
2018A,
4.250%,
9/01/48,
(UB)
9/27
at
100.00
AA+
3,165,574
Total
Texas
77,673,294
Utah
-
0.6%
(0.4%
of
Total
Investments)
2,500
Black
Desert
Public
Infrastructure
District,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2021A,
4.000%,
3/01/51,
144A
9/26
at
103.00
N/R
1,904,000
1,000
Black
Desert
Public
Infrastructure
District,
Utah,
Limited
Tax
General
Obligation
Bonds,
Subordinate
Series
2021B,
7.375%,
9/15/51,
144A
9/26
at
103.00
N/R
826,200
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
N/R
751,540
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Utah
(continued)
$
2,000
ROAM
Public
Infrastructure
District
1,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2021A,
4.250%,
3/01/51,
144A
9/26
at
103.00
N/R
$
1,504,480
830
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Mountain
West
Montessori
Academy
Project,
Series
2020A,
5.000%,
6/15/49,
144A
12/29
at
100.00
N/R
754,951
970
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Paradigm
High
School
Project,
Series
2020A,
5.125%,
7/15/51,
144A
1/25
at
102.00
N/R
745,688
1,000
Utah
Charter
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Providence
Hall
Projects,
Refunding
Serier
2021A,
4.000%,
10/15/51
10/31
at
100.00
Aa2
890,910
Total
Utah
7,377,769
Virgin
Islands
-
1.2%
(0.8%
of
Total
Investments)
2,375
Matching
Fund
Special
Purpose
Securitization
Corporation,
Virgin
Islands,
Revenue
Bonds,
Series
2022A,
5.000%,
10/01/39
10/32
at
100.00
N/R
2,374,834
Virgin
Islands
Public
Finance
Authority,
Gross
Receipts
Taxes
Loan
Note,
Refunding
Series
2014C:
1,000
5.000%,
10/01/30,
144A
10/24
at
100.00
N/R
918,540
5,000
5.000%,
10/01/39,
144A
10/24
at
100.00
N/R
4,095,300
2,890
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Bond
Anticipation
Notes,
Senior
Series
2021A,
6.750%,
7/01/26,
144A
No
Opt.
Call
N/R
2,762,146
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
N/R
3,028,915
215
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Bond
Anticipation
Notes,
Taxable
Series
2022B,
10.000%,
7/01/24
No
Opt.
Call
N/R
213,259
1,480
West
Indian
Company
Limited,
Virgin
Islands,
Port
Facilities
Revenue
Bonds,
WICO
Financing,
Series
2022B,
6.250%,
10/01/42,
(AMT),
144A
10/29
at
104.00
N/R
1,445,782
Total
Virgin
Islands
14,838,776
Virginia
-
3.7%
(2.2%
of
Total
Investments)
762
Celebrate
Virginia
North
Community
Development
Authority,
Special
Assessment
Revenue
Bonds,
Series
2003B,
4.125%,
3/01/22
(4)
No
Opt.
Call
N/R
495,300
1,000
Cutalong
II
Community
Development
Authority,
Louisa
County,
Virginia,
Special
Assessment
Revenue
Bonds,
Cutalong
II
Project,
Series
2022,
4.500%,
3/01/55,
144A
3/27
at
103.00
N/R
802,410
620
Farms
of
New
Kent
Community
Development
Authority,
Virginia,
Special
Assessment
Bonds,
Refunding
Series
2021A,
3.750%,
3/01/36,
144A
3/31
at
100.00
N/R
587,301
15,000
Industrial
Development
Authority
of
the
City
of
Newport
News,
Virginia,
Health
System
Revenue
Bonds,
Riverside
Health
System,
Series
2017A,
5.000%,
7/01/46,
144A
7/27
at
100.00
N/R
15,100,050
11,495
Lynchburg
Economic
Development
Authority,
Virginia,
Hospital
Revenue
Bonds,
Centra
Health
Obligated
Group,
Refunding
Series
2021,
4.000%,
1/01/55,
(UB)
(5)
1/32
at
100.00
Baa1
10,094,219
1,000
Tobacco
Settlement
Financing
Corporation
of
Virginia,
Tobacco
Settlement
Asset
Backed
Bonds,
Series
2007B1,
5.000%,
6/01/47
8/23
at
100.00
B-
936,480
7,000
Virginia
Small
Business
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Provident
Resource
Group
-
Rixey
Student
Housing
Project,
Series
2019A,
5.500%,
7/01/54,
144A
7/34
at
100.00
N/R
6,215,370
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Virginia
(continued)
$
8,707
Virginia
Small
Business
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Provident
Resource
Group
-
Rixey
Student
Housing
Project,
Series
2019B,
6.525%,
7/01/52,
144A
,
(cash
7.500%,
PIK
7.500%)
No
Opt.
Call
N/R
$
5,223,983
4,665
Virginia
Small
Business
Financing
Authority,
Sports
and
Entertainment
Facilities
Revenue
Bonds,
P3
VB
Holdings
LLC,
Senior
Series
2023A,
8.500%,
12/01/52,
144A
6/33
at
105.00
N/R
4,452,090
550
West
Falls
Community
Development
Authority,
Arlington
County,
Virginia,
Revenue
Bonds,
Series
2022A,
5.375%,
9/01/52,
144A
9/32
at
100.00
N/R
552,519
Total
Virginia
44,459,722
Washington
-
0.4%
(0.3%
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
N/R
1,023,070
1,000
Kitsap
County
Consolidated
Housing
Authority,
Washington,
Pooled
Tax
Credit
Housing
Revenue
Bonds,
Series
2007,
5.600%,
6/01/37,
(AMT)
8/23
at
100.00
N/R
936,880
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)
8/23
at
100.00
BB
1,300,481
2,500
Seattle
Housing
Authority,
Washington,
Revenue
Bonds,
Lam
Bow
Apartments
Project,
Series
2021,
2.500%,
6/01/54
6/31
at
100.00
AA
1,550,575
180
Tacoma
Consolidated
Local
Improvement
District
65,
Washington,
Special
Assessment
Bonds,
Series
2013,
5.750%,
4/01/43
8/23
at
100.00
N/R
174,416
3,065
Washington
Economic
Development
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Columbia
Pulp
I,
LLC
Project, Series
2017A,
7.500%,
1/01/32,
(AMT),
144A
(4),(6)
1/28
at
100.00
N/R
31
545
Washington
Economic
Development
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Columbia
Pulp
I,
LLC
Project, Series
2018,
7.250%,
1/01/32,
(AMT),
144A
(4),(6)
1/28
at
100.00
N/R
5
1,565
Washington
Economic
Development
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Columbia
Pulp
I,
LLC
Project, Series
2019A,
7.500%,
1/01/32,
(AMT),
144A
(4),(6)
1/28
at
100.00
N/R
16
1,000
Washington
Economic
Development
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Columbia
Pulp
I,
LLC
Project,
Senior
Series
2021A,
12.000%,
1/01/33,
(AMT),
144A
(4),(6)
No
Opt.
Call
N/R
10
255
Washington
Economic
Development
Finance
Authority,
Environmental
Facilities
Revenue
Bonds,
Columbia
Pulp
I,
LLC
Project,
Taxable
Senior
Series
2021B,
14.250%,
1/01/27,
144A
(4),(6)
No
Opt.
Call
N/R
3
Total
Washington
4,985,487
West
Virginia
-
0.3%
(0.2%
of
Total
Investments)
1,279
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
12/23
at
100.00
N/R
1,234,721
1,125
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,
144A
6/27
at
100.00
N/R
1,157,141
950
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,
144A
6/31
at
100.00
N/R
856,102
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
West
Virginia
(continued)
$
975
West
Virginia
Economic
Development
Authority,
Dock
and
Wharf
Facilities
Revenue
Bonds,
Empire
Trimodal
Terminal,
LLC
Project,
Series
2020,
7.625%,
12/01/40,
144A
12/27
at
103.00
N/R
$
786,591
Total
West
Virginia
4,034,555
Wisconsin
-
9.0%
(5.5%
of
Total
Investments)
2,500
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,
144A
12/26
at
100.00
N/R
2,089,850
2,000
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
N/R
1,786,600
255
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Ascend
Leadership
Academy
Project,
Series
2021A,
5.000%,
6/15/51,
144A
6/29
at
100.00
N/R
200,320
850
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Coral
Academy
of
Science,
Reno,
Series
2021A,
4.000%,
6/01/51,
144A
6/27
at
100.00
N/R
606,084
150
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Founders
Academy
of
Las
Vegas,
Series
2020A,
5.000%,
7/01/55,
144A
7/28
at
100.00
BB-
126,733
2,015
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Guilford
Preparatory
Academy,
North
Carolina,
Taxable
Series
2022A,
5.000%,
4/01/57,
144A
4/31
at
100.00
N/R
1,669,871
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
High
Desert
Montessori
Charter
School,
Series
2021A:
1,000
5.000%,
6/01/51,
144A
6/29
at
100.00
N/R
853,450
1,280
5.000%,
6/01/61,
144A
6/29
at
100.00
N/R
1,058,330
4,985
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
North
Carolina
Charter
Educational
Foundation
Project,
Series
2016A,
5.000%,
6/15/46,
144A
6/26
at
100.00
N/R
3,786,207
500
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Point
College
Preparatory,
Series
2020A,
5.000%,
6/15/55,
144A
6/27
at
103.00
N/R
402,990
Public
Finance
Authority
of
Wisconsin,
Conference
Center
and
Hotel
Revenue
Bonds,
Lombard
Public
Facilities
Corporation,
First
Tier
Series
2018A-1:
13
0.000%,
1/01/47,
144A
(4)
No
Opt.
Call
N/R
283
11
0.000%,
1/01/48,
144A
(4)
No
Opt.
Call
N/R
235
11
0.000%,
1/01/49,
144A
(4)
No
Opt.
Call
N/R
219
10
0.000%,
1/01/50,
144A
(4)
No
Opt.
Call
N/R
197
10
0.000%,
1/01/51,
144A
(4)
No
Opt.
Call
N/R
184
13
0.000%,
1/01/52,
144A
(4)
No
Opt.
Call
N/R
223
13
0.000%,
1/01/53,
144A
(4)
No
Opt.
Call
N/R
209
13
0.000%,
1/01/54,
144A
(4)
No
Opt.
Call
N/R
190
13
0.000%,
1/01/55,
144A
(4)
No
Opt.
Call
N/R
177
12
0.000%,
1/01/56,
144A
(4)
No
Opt.
Call
N/R
165
667
5.500%,
7/01/56,
144A
(4)
3/28
at
100.00
N/R
371,813
14
0.000%,
1/01/57,
144A
(4)
No
Opt.
Call
N/R
172
13
0.000%,
1/01/58,
144A
(4)
No
Opt.
Call
N/R
159
13
0.000%,
1/01/59,
144A
(4)
No
Opt.
Call
N/R
148
13
0.000%,
1/01/60,
144A
(4)
No
Opt.
Call
N/R
136
12
0.000%,
1/01/61,
144A
(4)
No
Opt.
Call
N/R
127
12
0.000%,
1/01/62,
144A
(4)
No
Opt.
Call
N/R
117
12
0.000%,
1/01/63,
144A
(4)
No
Opt.
Call
N/R
108
12
0.000%,
1/01/64,
144A
(4)
No
Opt.
Call
N/R
101
11
0.000%,
1/01/65,
144A
(4)
No
Opt.
Call
N/R
94
12
0.000%,
1/01/66,
144A
(4)
No
Opt.
Call
N/R
94
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
148
0.000%,
1/01/67,
144A
(4)
No
Opt.
Call
N/R
$
1,023
Public
Finance
Authority
of
Wisconsin,
Conference
Center
and
Hotel
Revenue
Bonds,
Lombard
Public
Facilities
Corporation,
Second
Tier
Series
2018B:
24
0.000%,
1/01/46,
144A
(4)
No
Opt.
Call
N/R
582
24
0.000%,
1/01/47,
144A
(4)
No
Opt.
Call
N/R
534
24
0.000%,
1/01/48,
144A
(4)
No
Opt.
Call
N/R
504
23
0.000%,
1/01/49,
144A
(4)
No
Opt.
Call
N/R
473
23
0.000%,
1/01/50,
144A
(4)
No
Opt.
Call
N/R
434
25
0.000%,
1/01/51,
144A
(4)
No
Opt.
Call
N/R
452
651
1.000%,
7/01/51,
144A
(4)
3/28
at
100.00
N/R
375,705
25
0.000%,
1/01/52,
144A
(4)
No
Opt.
Call
N/R
418
25
0.000%,
1/01/53,
144A
(4)
No
Opt.
Call
N/R
392
25
0.000%,
1/01/54,
144A
(4)
No
Opt.
Call
N/R
367
24
0.000%,
1/01/55,
144A
(4)
No
Opt.
Call
N/R
343
24
0.000%,
1/01/56,
144A
(4)
No
Opt.
Call
N/R
323
24
0.000%,
1/01/57,
144A
(4)
No
Opt.
Call
N/R
302
23
0.000%,
1/01/58,
144A
(4)
No
Opt.
Call
N/R
282
23
0.000%,
1/01/59,
144A
(4)
No
Opt.
Call
N/R
267
23
0.000%,
1/01/60,
144A
(4)
No
Opt.
Call
N/R
249
23
0.000%,
1/01/61,
144A
(4)
No
Opt.
Call
N/R
232
23
0.000%,
1/01/62,
144A
(4)
No
Opt.
Call
N/R
218
22
0.000%,
1/01/63,
144A
(4)
No
Opt.
Call
N/R
204
22
0.000%,
1/01/64,
144A
(4)
No
Opt.
Call
N/R
194
22
0.000%,
1/01/65,
144A
(4)
No
Opt.
Call
N/R
181
22
0.000%,
1/01/66,
144A
(4)
No
Opt.
Call
N/R
165
281
0.000%,
1/01/67,
144A
(4)
No
Opt.
Call
N/R
1,947
4,700
Public
Finance
Authority
of
Wisconsin,
Contract
Revenue
Bonds,
Mercer
Crossing
Public
Improvement
District
Project,
Series
2017,
7.000%,
3/01/47,
144A
3/27
at
100.00
N/R
4,874,605
1,000
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
Corvian
Community
School,
North
Carolina
Series
2023A,
6.250%,
6/15/53,
144A
6/33
at
100.00
N/R
982,650
1,500
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
Pioneer
Springs
Community
School,
Series
2020A,
6.250%,
6/15/40,
144A
6/27
at
100.00
N/R
1,426,440
1,000
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
The
Capitol
Encore
Academy,
Series
2021A,
5.000%,
6/01/56,
144A
6/28
at
100.00
N/R
812,280
2,000
Public
Finance
Authority
of
Wisconsin,
Educational
Facilities
Revenue
Bonds,
Lake
Erie
College,
Series
2019A,
5.875%,
10/01/54,
144A
10/29
at
100.00
N/R
1,600,100
1,550
Public
Finance
Authority
of
Wisconsin,
Educational
Facility
Revenue
Bonds,
LEAD
Academy
Project,
Series
2021,
5.000%,
8/01/51,
144A
8/28
at
100.00
N/R
1,250,277
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
BBB
2,856,060
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
N/R
294,519
1,275
Public
Finance
Authority
of
Wisconsin,
Hospital
Revenue
Bonds,
Carson
Valley
Medical
Center,
Series
2021A,
4.000%,
12/01/41
12/31
at
100.00
BB+
1,095,238
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
BBB-
4,907,450
6,665
Public
Finance
Authority
of
Wisconsin,
Hotel
Revenue
Bonds,
Grand
Hyatt
San
Antonio
Hotel
Acquisition
Project,
Subordinate
Lien
Series
2022B,
6.000%,
2/01/62,
144A
2/32
at
100.00
N/R
6,775,572
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
Grant
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017A:
$
1,665
3.125%,
8/01/27,
144A
(4)
No
Opt.
Call
N/R
$
1,271,644
1,000
6.750%,
8/01/31,
144A
(4)
No
Opt.
Call
N/R
700,000
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
PILOT
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017:
2,000
6.750%,
12/01/42,
144A
12/27
at
100.00
N/R
1,813,940
20,835
7.000%,
12/01/50,
144A
12/27
at
100.00
N/R
19,003,603
400
Public
Finance
Authority
of
Wisconsin,
Retirement
Facility
Revenue
Bonds,
Shalom
Park
Development
Project,
Series
2019,
0.000%,
12/31/24,
144A
No
Opt.
Call
N/R
24,000
3,500
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Alabama
Gulf
Coast
Zoo,
Series
2018A,
6.500%,
9/01/48,
144A
9/28
at
100.00
N/R
2,100,000
500
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Alabama
Proton
Therapy
Center,
Senior
Series
2017A,
7.000%,
10/01/47,
144A
(4)
10/27
at
100.00
N/R
300,000
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Procure
Proton
Therapy
Center,
Senior
Series
2018A:
4,415
6.950%,
7/01/38,
144A
7/28
at
100.00
N/R
3,583,435
6,585
7.000%,
7/01/48,
144A
7/28
at
100.00
N/R
5,337,274
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
BB
1,071,512
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
SearStone
Retirement
Community,
Series
2023A:
1,000
5.000%,
6/01/37
6/28
at
103.00
N/R
928,130
4,000
5.000%,
6/01/52
6/28
at
103.00
N/R
3,257,960
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Sky
Harbour
LLC
Obligated
Group
Aviation
Facilities
Project,
Series
2021:
1,200
4.000%,
7/01/41,
(AMT)
7/31
at
100.00
N/R
907,968
2,485
4.250%,
7/01/54,
(AMT)
7/31
at
100.00
N/R
1,699,367
2,500
Public
Finance
Authority
of
Wisconsin,
Senior
Revenue
Bonds,
Fargo-
Moorhead
Metropolitan
Area
Flood
Risk
Management
P3
Project,
Green
Series
2021,
4.000%,
3/31/56,
(AMT)
9/31
at
100.00
Baa3
2,017,325
Public
Finance
Authority
of
Wisconsin,
Senior
Revenue
Bonds,
Maryland
Proton
Treatment
Center,
Series
2018A-1:
1,000
6.125%,
1/01/33,
144A
1/28
at
100.00
N/R
615,000
2,000
6.250%,
1/01/38,
144A
1/28
at
100.00
N/R
1,230,000
3,500
6.375%,
1/01/48,
144A
1/28
at
100.00
N/R
2,152,500
285
Public
Finance
Authority
of
Wisconsin,
Wisconsin
Revenue
Note,
KDC
Agribusiness
LLC
Project,
Series
2022B,
15.000%,
8/31/23
(4),(6)
4/23
at
105.00
N/R
43,462
91
Public
Finance
Authority,
Wisconsin,
Revenue
Bonds,
Minnesota
College
of
Osteopathic
Medicine,
Senior
Series
2019A-1,
0.000%,
12/01/48,
144A
(4)
12/28
at
100.00
N/R
28,301
Public
Finance
Authority,
Wisconsin,
Revenue
Bonds,
Ocean
Academy
Charter
School,
Series
2021:
1,130
5.000%,
10/15/51,
144A
10/31
at
100.00
N/R
958,206
815
5.000%,
10/15/56,
144A
10/31
at
100.00
N/R
674,999
1,000
Saint
Croix
Chippewa
Indians
of
Wisconsin,
Revenue
Bonds,
Refunding
Senior
Series
2021,
5.000%,
9/30/41,
144A
9/28
at
100.00
N/R
753,360
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
A1
843,150
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
Principal
Amount
(000)
Description
(1)
Optional
Call
Provisions
(2)
Ratings
(3)
Value
Wisconsin
(continued)
$
7,250
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Marshfield
Clinic
Health
System,
Inc.,
Series
2017C,
5.000%,
2/15/47,
(UB)
(5)
2/27
at
100.00
BBB+
$
7,030,688
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Ascension
Health
Alliance
Senior
Credit
Group,
Series
2016A:
1,400
4.000%,
11/15/46,
(Pre-refunded
5/15/26),
(UB)
(5)
5/26
at
100.00
N/R (7)
1,428,854
3,600
4.000%,
11/15/46,
(UB)
(5)
5/26
at
100.00
AA+
3,406,608
6,000
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Medical
College
of
Wisconsin,
Inc.,
Series
2016,
4.000%,
12/01/46,
(UB)
(5)
11/26
at
100.00
N/R
5,595,360
Total
Wisconsin
108,993,214
Total
Municipal
Bonds
(cost
$2,072,386,765)
1,919,668,157
Shares
Description
(1)
Value
X
–
COMMON
STOCKS
-
4
.8
%
(
3
.0
%
of
Total
Investments)
X
58,652,659
Electric
Utilities
-
0.1%
(0.1%
of
Total
Investments)
15,396
Talen
Energy
Corp
(10)
$
801,747
Total
Electric
Utilities
801,747
Independent
Power
and
Renewable
Electricity
Producers
-
4.7%
(2.9%
of
Total
Investments)
750,823
Energy
Harbor
Corp
(10),(11)
57,850,912
Total
Independent
Power
and
Renewable
Electricity
Producers
57,850,912
Total
Common
Stocks
(cost
$21,798,345)
58,652,659
Principal
Amount
(000)
Description
(1)
Coupon
(12)
Reference
Rate
(12)
Spread
(12)
Maturity
(13)
Ratings
(3)
Value
–
VARIABLE
RATE
SENIOR
LOAN
INTERESTS
-
0
.1
%
(
0
.0
%
of
Total
Investments)
(12)
X
700,000
Trading
Companies
&
Distributors
-
0.1%
(0.0%
of
Total
Investments)
$
700
KDC
Agribusiness
Fairless
Hills
LLC
(6),(14)
12.000%
N/A
N/A
9/17/23
N/R
$
700,000
Total
Trading
Companies
&
Distributors
700,000
Total
Variable
Rate
Senior
Loan
Interests
(cost
$700,000)
700,000
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(3)
Value
X
–
CORPORATE
BONDS
-
0
.0
%
(
0
.0
%
of
Total
Investments)
X
78,133
Machinery
-
0.0%
(0.0%
of
Total
Investments)
$
357
Columbia
Pulp
I
LLC
(6)
16.000%
8/31/23
N/R
$
78,133
Total
Machinery
78,133
Total
Corporate
Bonds
(cost
$357,097)
78,133
Total
Long-Term
Investments
(cost
$2,095,242,207)
1,979,098,949
Floating
Rate
Obligations
-
(35.3)%
(
429,176,000
)
AMTP
Shares,
Net-
(29.4)%(15)
(
356,504,395
)
Other
Assets
&
Liabilities,
Net
- 1.7%
21,034,730
Net
Assets
Applicable
to
Common
Shares
-
100%
$
1,214,453,284
Nuveen
Municipal
High
Income
Opportunity
Fund
(continued)
Portfolio
of
Investments
July
31,
2023
(Unaudited)
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
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
1,915,412,144
$
4,256,013
$
1,919,668,157
Common
Stocks
–
58,652,659
–
58,652,659
Variable
Rate
Senior
Loan
Interests
–
–
700,000
700,000
Corporate
Bonds
–
–
78,133
78,133
Total
$
–
$
1,974,064,803
$
5,034,146
$
1,979,098,949
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
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.
(3)
The
ratings
disclosed
are
the
lowest
of
Standard
&
Poor’s
Group
(“Standard
&
Poor’s”),
Moody’s
Investors
Service,
Inc.
(“Moody’s”)
or
Fitch,
Inc.
(“Fitch”)
rating.
Ratings
below
BBB
by
Standard
&
Poor’s,
Baa
by
Moody’s
or
BBB
by
Fitch
are
considered
to
be
below
investment
grade.
Holdings
designated
N/R
are
not
rated
by
any
of
these
national
rating
agencies.
(4)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(5)
Investment,
or
portion
of
investment,
has
been
pledged
to
collateralize
the
net
payment
obligations
for
investments
in
inverse
floating
rate
transactions.
(6)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(7)
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.
(8)
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.
(9)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(10)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(11)
Energy
Harbor
Corp
(ENGH)
common
stock
received
as
part
of
the
bankruptcy
settlements
during
February
2020
for
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Series
2006A,
3.500%,
4/01/41,
Beaver
County
Industrial
Development
Authority,
Pennsylvania,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Series
2006B,
3.500%,
12/01/35,
Ohio
Air
Quality
Development
Authority,
Ohio,
Air
Quality
Development
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Series
2009A,
5.700%,
8/01/20,
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Generation
Corporation
Project,
Refunding
Series
2009B,
3.100%,
3/01/23,
Ohio
Air
Quality
Development
Authority,
Ohio,
Pollution
Control
Revenue
Bonds,
FirstEnergy
Nuclear
Generation
Project,
Refunding
Series
2008C,
3.950%,
11/01/32,
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2005B,
4.000%,
1/01/34,
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2006A,
3.000%,
5/15/20,
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2008B,
3.625%,
10/01/33,
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2008C,
3.950%,
11/01/32,
Ohio
Water
Development
Authority,
Pollution
Control
Revenue
Refunding
Bonds,
FirstEnergy
Nuclear
Generating
Corporation
Project,
Series
2010A,
3.750%,
7/01/33,
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Bonds,
Shippingport
Project,
First
Energy
Guarantor,
Series
2006A,
2.550%,
11/01/41.
Various
funds
and
accounts
managed
by
Nuveen,
including
the
Fund,
collectively
are
a
substantial
minority
holder
of
ENGH’s
outstanding
shares
of
common
stock,
and
possess
certain
other
rights
with
respect
to
the
corporate
governance
of
ENGH.
Due
to
these
facts,
under
the
federal
securities
laws,
the
securities
of
ENGH
held
by
Nuveen
funds
and
accounts,
including
the
Fund,
cannot
be
sold
except
under
limited
conditions
(which
are
not currently
satisfied).
The
Fund
is
therefore
unable
to
sell
such
shares
in
ordinary
secondary
market
transactions
at
this
time.
On
March
6,
2023
Vistra
Corp.
(“Vistra”)
announced
that
it
has
executed
a
definitive
agreement
with
Energy
Harbor
Corp.,
pursuant
to
which
Energy
Harbor
will
merge
with
and
into
a
newly-formed
subsidiary
of
Vistra. The
companies
anticipate
closing
the
transaction
in
the
second
half
of
2023. In
connection
with
the
transaction,
Nuveen
funds
and
accounts
expect
to
receive
a
combination
of
cash
and
shares
in
a
newly
formed
entity.
Nuveen
expects
these
shares
to
be
issued
in
a
private
transaction
and
may
have
reduced
secondary
market
liquidity. The
transaction
is
subject
to
certain
regulatory
approvals
and
there
can
be
no
assurance
that
the
transaction
will
close.
(12)
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
London
Inter-Bank
Offered
Rate
("LIBOR"),
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.
(13)
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.
(14)
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.
(15)
AMTP
Shares,
Net
as
a
percentage
of
Total
Investments
is
18.0%
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
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.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
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