1

Nuveen

All-American

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

98.8%   

X

–

MUNICIPAL

BONDS

-

97

.5

%

X

4,620,104,049

Alabama

-

0.4%

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A:

$

3,500

4.000%,

7/01/38

7/28

at

100.00

Aa3  

$

3,447,115

3,500

4.000%,

7/01/43

7/28

at

100.00

Aa3  

3,401,160

2,000

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

BB  

2,047,080

4,220

Infirmary

Health

System

Special

Care

Facilities

Financing

Authority

of

Mobile,

Alabama,

Revenue

Bonds,

Infirmary

Health

System,

Inc.,

Series

2016A,

5.000%,

2/01/41

2/26

at

100.00

A-  

4,270,134

500

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.875%,

4/15/45

4/25

at

100.00

N/R  

497,210

5,810

UAB

Medicine

Finance

Authority,

Alabama,

Revenue

Bonds,

Series

2019B,

4.000%,

9/01/48

9/29

at

100.00

AA-  

5,537,220

Total

Alabama

19,199,919

Alaska

-

0.0%

615

Alaska

Industrial

Development

and

Export

Authority,

Revenue

Bonds,

Greater

Fairbanks

Community

Hospital

Foundation

Project,

Refunding

Series

2019,

4.000%,

4/01/34

4/29

at

100.00

A+  

617,122

Total

Alaska

617,122

Arizona

-

2.3%

1,415

Arizona

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Linder

Village

Project

in

Meridian,

Ada

County,

Idaho,

Series

2020,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

1,419,033

1,250

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2019,

5.000%,

7/01/49,

144A

7/29

at

100.00

BB+  

1,139,975

19,000

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group

Falcon

Properties

LLC,

Project,

Senior

Series

2022A-1,

4.000%,

12/01/51,

144A

12/31

at

100.00

BB  

14,632,090

9,530

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

2,

5.000%,

9/01/52,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

9,755,670

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A:

1,250

5.000%,

9/01/37

9/28

at

100.00

A+  

1,319,188

935

5.000%,

9/01/42

9/28

at

100.00

A+  

956,785

3,500

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2023A-2,

5.000%,

1/01/53,

(Mandatory

Put

5/15/28)

5/27

at

101.68

AA-  

3,773,840

10,750

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2023A-3,

5.000%,

1/01/53,

(Mandatory

Put

11/01/30)

11/29

at

101.58

AA-  

11,944,325

2,500

Maricopa

County

Union

High

School

District

210

Phoenix,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

2011

and

2017,

Series

2018,

5.000%,

7/01/36

7/27

at

100.00

AAA  

2,659,325

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

80

Maricopa

County,

Arizona,

Hospital

Revenue

Bonds,

Sun

Health

Corporation,

Series

2005,

5.000%,

4/01/25,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R  (4)

$

81,074

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Senior

Lien

Refunding

Series

2023:

3,460

5.000%,

7/01/30,

(AMT)

No

Opt.

Call

Aa2  

3,795,793

3,050

5.000%,

7/01/31,

(AMT)

No

Opt.

Call

Aa2  

3,383,945

2,795

5.000%,

7/01/32,

(AMT)

No

Opt.

Call

Aa2  

3,129,813

Phoenix

Civic

Improvement

Corporation,

Arizona,

Rental

Car

Facility

Charge

Revenue

Bonds,

Series

2019A:

1,500

5.000%,

7/01/33

7/29

at

100.00

A  

1,637,055

6,380

5.000%,

7/01/35

7/29

at

100.00

A  

6,914,644

1,000

5.000%,

7/01/38

7/29

at

100.00

A  

1,066,140

1,000

5.000%,

7/01/39

7/29

at

100.00

A  

1,062,830

7,200

5.000%,

7/01/45

7/29

at

100.00

A  

7,548,048

Phoenix

Civic

Improvement

Corporation,

Arizona,

Revenue

Bonds,

Civic

Plaza

Expansion

Project,

Series

2005B:

1,650

5.500%,

7/01/31

-

FGIC

Insured

No

Opt.

Call

AA  

1,975,809

6,000

5.500%,

7/01/39

-

FGIC

Insured

No

Opt.

Call

AA  

7,314,000

3,500

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

American

Leadership

Academy

Project,

Refunding

Series

2022.

Forward

Delivery,

4.000%,

6/15/41,

144A

6/26

at

100.00

N/R  

2,872,800

400

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2016,

6.500%,

2/01/48,

144A

2/24

at

100.00

N/R  

401,416

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

1,000

5.250%,

12/01/28

No

Opt.

Call

A3  

1,053,410

13,155

5.000%,

12/01/32

No

Opt.

Call

A3  

13,969,295

7,000

5.000%,

12/01/37

No

Opt.

Call

A3  

7,326,620

Total

Arizona

111,132,923

Arkansas

-

0.4%

5,045

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  

5,053,476

7,370

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

Ba2  

6,685,327

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-1:

2,500

5.000%,

9/01/39

9/30

at

100.00

BBB+  

2,556,200

5,545

5.000%,

9/01/40

9/30

at

100.00

BBB+  

5,649,024

Total

Arkansas

19,944,027

California

-

12.9%

2,765

Alvord

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Refunding

Series

2002A,

5.900%,

8/01/30

-

NPFG

Insured

No

Opt.

Call

AA  

3,039,979

2,000

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

N/R  

2,024,360

10,050

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023D,

5.500%,

5/01/54,

(Mandatory

Put

11/01/28)

8/28

at

100.24

A2  

10,608,780

7,630

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  

5,329,937

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

25,260

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  

$

20,880,421

475

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020B-1,

5.000%,

6/01/49

6/30

at

100.00

BBB+  

483,099

10,000

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B,

5.000%,

11/15/46

11/26

at

100.00

A+  

10,308,200

1,670

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A,

5.000%,

8/15/42

8/27

at

100.00

BBB+  

1,692,963

3,015

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Refunding

Series

2015A,

5.000%,

2/01/40

2/25

at

100.00

AA  

3,066,044

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Series

2017:

1,395

5.000%,

2/01/30

2/27

at

100.00

AA  

1,487,684

1,105

5.000%,

2/01/31

2/27

at

100.00

AA  

1,177,996

13,305

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

PIH

Health,

Series

2020A,

3.000%,

6/01/47

-

BAM

Insured

6/30

at

100.00

AA  

10,320,156

485

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014B,

5.000%,

10/01/44

10/24

at

100.00

A  

487,406

2,120

California

Infrastructure

and

Economic

Development

Bank,

Lease

Revenue

Bonds,

California

State

Teachers

Retirement

System

Headquarters

Expansion,

Green

Bond-Climate

Bond

Certified

Series

2019,

5.000%,

8/01/44

8/29

at

100.00

AA  

2,279,700

4,200

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Nova

Academy

Project,

Series

2016A,

5.000%,

6/15/36,

144A

6/26

at

100.00

BB  

4,187,862

610

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B,

5.000%,

10/01/39,

144A

10/27

at

100.00

N/R  

586,973

California

Municipal

Finance

Authority,

Revenue

Bonds,

Biola

University,

Refunding

Series

2017:

470

5.000%,

10/01/29

10/27

at

100.00

Baa1  

490,586

1,000

5.000%,

10/01/31

10/27

at

100.00

Baa1  

1,042,280

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017A:

9,185

5.000%,

7/01/42

7/27

at

100.00

Baa2  

9,371,915

5,945

5.000%,

7/01/47

7/27

at

100.00

Baa2  

6,029,835

5,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Eisenhower

Medical

Center,

Refunding

Series

2017B,

5.000%,

7/01/42

7/27

at

100.00

Baa2  

5,101,750

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A:

14,000

5.000%,

12/31/37,

(AMT)

6/28

at

100.00

BBB-  

14,403,620

27,110

5.000%,

12/31/38,

(AMT)

6/28

at

100.00

BBB-  

27,847,663

2,190

5.000%,

12/31/43,

(AMT)

6/28

at

100.00

BBB-  

2,225,653

3,560

5.000%,

12/31/47,

(AMT)

6/28

at

100.00

BBB-  

3,598,413

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

1,000

5.000%,

11/01/30

11/26

at

100.00

BBB-  

1,022,480

1,040

5.250%,

11/01/31

11/26

at

100.00

BBB-  

1,069,640

10,625

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A,

5.000%,

2/01/42

2/27

at

100.00

A3  

10,890,625

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012:

$

8,965

5.000%,

7/01/37,

(AMT),

144A

1/24

at

100.00

BBB  

$

8,972,620

13,975

5.000%,

11/21/45,

(AMT),

144A

1/24

at

100.00

BBB  

13,881,088

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

San

Diego

County

Water

Authoriity

Desalination

Project

Pipeline,

Refunding

Series

2019:

1,625

5.000%,

7/01/39,

144A

1/29

at

100.00

BBB  

1,664,910

640

5.000%,

11/21/45,

144A

1/29

at

100.00

BBB  

649,190

1,450

California

Public

Finance

Authority,

Revenue

Bonds,

Henry

Mayo

Newhall

Hospital,

Series

2017,

5.000%,

10/15/37

10/26

at

100.00

BBB-  

1,475,506

California

Public

Finance

Authority,

Senior

Living

Revenue

Bonds,

Enso

Village,

Refunding

Green

Series

2021A:

1,225

5.000%,

11/15/51,

144A

11/29

at

102.00

N/R  

1,080,070

440

5.000%,

11/15/56,

144A

11/29

at

102.00

N/R  

381,920

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Various

Capital

Projects,

Refunding

Series

2023B:

2,150

5.000%,

12/01/34

12/32

at

100.00

Aa3  

2,557,102

1,115

5.000%,

12/01/35

12/32

at

100.00

Aa3  

1,312,266

1,600

5.000%,

12/01/37

12/32

at

100.00

Aa3  

1,849,952

17,385

California

State

University,

Systemwide

Revenue

Bonds,

Series

2018A,

5.000%,

11/01/50

11/28

at

100.00

Aa2  

18,558,487

16,245

California

State

University,

Systemwide

Revenue

Bonds,

Series

2019A,

5.000%,

11/01/44

11/29

at

100.00

Aa2  

17,618,352

California

State,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2023:

1,000

4.000%,

10/01/42

4/33

at

100.00

Aa2  

1,018,680

23,215

5.000%,

10/01/42

4/33

at

100.00

Aa2  

26,462,779

12,000

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2017,

5.000%,

8/01/46

8/26

at

100.00

Aa2  

12,577,080

8,580

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

5.250%,

10/01/45

4/33

at

100.00

Aa2  

9,923,285

1,585

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/44

12/24

at

100.00

BB+  

1,571,448

1,100

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.000%,

12/01/41,

144A

6/26

at

100.00

BB+  

1,083,797

600

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Front

Porch

Communities

&

Services

Project,

Series

2017A,

5.000%,

4/01/47

4/27

at

100.00

A  

609,678

2,900

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

John

Muir

Health,

Series

2018A,

5.000%,

12/01/57

12/27

at

100.00

A+  

2,981,722

California

Statewide

Communities

Development

Authority,

Student

Housing

Revenue

Bonds,

University

of

California,

Irvine

East

Campus

Apartments,

Phase

IV-A

CHF-Irvine,

LLC,

Series

2017:

5,000

5.000%,

5/15/47

5/27

at

100.00

Baa1  

5,064,400

1,750

5.000%,

5/15/50

5/27

at

100.00

Baa1  

1,768,848

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

13

5.750%,

7/01/30

(5),(6)

9/23

at

100.00

N/R  

12,433

85

5.750%,

7/01/35

(5),(6)

9/23

at

100.00

N/R  

85,377

32

5.500%,

7/01/39

(5),(6)

9/23

at

100.00

N/R  

32,217

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

6,475

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  

$

4,795,644

3,800

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54,

144A

1/31

at

100.00

N/R  

3,271,040

6,170

Elk

Grove

Finance

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016,

5.000%,

9/01/46

9/26

at

100.00

N/R  

6,196,531

13,430

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  

1,465,750

8,960

Hayward

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2014,

Series

2017,

4.000%,

8/01/39

-

AGM

Insured

8/26

at

100.00

AAA  

8,996,378

Irvine

Facilities

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Great

Park

Infrastructure

Project

Series

2023A:

3,135

5.000%,

9/01/41

9/33

at

100.00

AA-  

3,532,675

4,900

5.000%,

9/01/42

9/33

at

100.00

AA-  

5,497,849

5,810

5.000%,

9/01/43

9/33

at

100.00

AA-  

6,506,851

1,980

Kern

Community

College

District,

California,

General

Obligation

Bonds,

Safety,

Repair

&

Improvement,

Election

2002

Series

2006,

0.000%,

11/01/23

-

AGM

Insured

No

Opt.

Call

AA  

1,959,269

2,750

Lammersville

Joint

Unified

School

District,

San

Joaquin

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2014-1

Improvement

Area

1

Mountain

House

School

Facilities,

Series

2017,

5.000%,

9/01/42

9/27

at

100.00

N/R  

2,804,808

Long

Beach,

California,

Harbor

Revenue

Bonds,

Series

2017:

1,600

5.000%,

5/15/36,

(AMT)

5/27

at

100.00

AA+  

1,684,064

2,700

5.000%,

5/15/37,

(AMT)

5/27

at

100.00

AA+  

2,827,224

6,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Senior

Lien

Series

2020A,

5.000%,

5/15/38

11/29

at

100.00

AA  

6,669,360

15,265

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B,

5.000%,

5/15/46,

(AMT)

5/26

at

100.00

AA-  

15,500,081

10,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018C,

5.000%,

5/15/44,

(AMT)

11/27

at

100.00

AA-  

10,316,500

1,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/52

1/32

at

100.00

Aa2  

1,094,250

8,750

Los

Angeles

Department

of

Water

and

Power,

California,

Water

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/43

7/32

at

100.00

Aa2  

9,826,250

10,000

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Green

Subordinate

Series

2018A,

5.000%,

6/01/48

6/28

at

100.00

AA  

10,695,000

2,500

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Refunding

Green

Subordinate

Lien

Series

2017B,

5.000%,

6/01/35

6/27

at

100.00

AA  

2,697,350

1,000

Manteca

Financing

Authority,

California,

Sewer

Revenue

Bonds,

Series

2009,

5.750%,

12/01/36

12/23

at

100.00

A1  

1,011,980

Metropolitan

Water

District

of

Southern

California,

Water

Revenue

Bonds,

Refunding

Series

2023A:

1,400

5.000%,

4/01/40

4/33

at

100.00

AAA  

1,608,446

1,250

5.000%,

4/01/42

4/33

at

100.00

AAA  

1,430,475

1,295

5.000%,

4/01/43

4/33

at

100.00

AAA  

1,478,152

9,415

5.000%,

4/01/48

4/33

at

100.00

AAA  

10,573,798

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

2,565

Morongo

Band

of

Mission

Indians,

California,

Enterprise

Revenue

Bonds,

Series

2018A,

5.000%,

10/01/42,

144A

10/28

at

100.00

BBB-  

$

2,527,705

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A:

2,800

7.000%,

11/01/34

No

Opt.

Call

A  

3,427,900

2,500

6.500%,

11/01/39

No

Opt.

Call

A  

3,006,675

9,940

Oakland

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

of

2020

Series

2021A,

4.000%,

8/01/46

-

BAM

Insured

8/31

at

100.00

AA  

9,942,684

3,075

Ontario

Redevelopment

Financing

Authority,

San

Bernardino

County,

California,

Revenue

Bonds,

Redevelopment

Project

1,

Series

1993,

5.800%,

8/01/23

-

NPFG

Insured,

(ETM)

7/23

at

100.00

N/R  (4)

3,080,535

2,000

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Esencia

Village,

Series

2016A,

5.000%,

8/15/46

8/26

at

100.00

N/R  

2,024,040

Palm

Desert

Redevelopment

Agency,

California,

Successor

Agency

Redevelopment

Project

Area,

Series

2017A:

500

5.000%,

10/01/28

-

BAM

Insured

4/27

at

100.00

AA  

535,715

500

5.000%,

10/01/30

-

BAM

Insured

4/27

at

100.00

AA  

539,405

3,775

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Election

2008

Series

2009A,

0.000%,

8/01/23

No

Opt.

Call

Aa2  

3,766,091

5,500

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Series

2011A,

0.000%,

8/01/41

No

Opt.

Call

Aa2  

2,556,565

15,000

Rialto

Unified

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

2010

Election

Series

2011A,

0.000%,

8/01/41

-

AGM

Insured

(7)

8/36

at

100.00

AA  

17,125,650

2,665

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

5.000%,

9/01/42

-

AGM

Insured

9/29

at

103.00

AA  

2,938,509

1,680

Rocklin,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

10

Whitney

Ranch,

Series

2015,

5.000%,

9/01/39

9/25

at

100.00

N/R  

1,704,343

605

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Hewlett

Parkard

Campus

Oaks,

Series

2016,

5.500%,

9/01/46

9/26

at

100.00

N/R  

620,978

Sacramento

County,

California,

Airport

System

Revenue

Bonds,

Refunding

Senior

Series

2018C:

3,545

5.000%,

7/01/37,

(AMT)

7/28

at

100.00

A+  

3,712,962

6,760

5.000%,

7/01/38,

(AMT)

7/28

at

100.00

A+  

7,057,913

5,000

5.000%,

7/01/39,

(AMT)

7/28

at

100.00

A+  

5,206,550

11,110

Sacramento

Municipal

Utility

District,

California,

Electric

Revenue

Bonds,

Refunding

Series

2023D,

5.000%,

8/15/49,

(Mandatory

Put

10/15/30)

4/30

at

100.00

AA  

12,616,405

740

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-1

College

Square,

Series

2007,

5.900%,

9/01/37

9/23

at

100.00

N/R  

742,079

11,020

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2017A,

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

A+  

11,229,490

6,895

San

Diego

Public

Facilities

Financing

Authority,

California,

Water

Utility

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.250%,

8/01/47

8/28

at

100.00

Aa3  

7,396,749

San

Diego

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2017A:

1,815

5.000%,

9/01/36

9/26

at

100.00

AA  

1,922,393

6,160

5.000%,

9/01/40

9/26

at

100.00

AA  

6,469,725

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

4,500

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2014A,

5.000%,

5/01/39,

(AMT)

5/24

at

100.00

A+  

$

4,521,780

5,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2016B,

5.000%,

5/01/41,

(AMT)

5/26

at

100.00

A+  

5,104,550

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2017A:

5,050

5.000%,

5/01/42,

(AMT)

5/27

at

100.00

A+  

5,186,047

17,715

5.000%,

5/01/47,

(AMT)

5/27

at

100.00

A+  

18,094,101

3,000

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D,

5.000%,

5/01/48,

(AMT)

5/28

at

100.00

A+  

3,082,860

21,635

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A,

5.000%,

5/01/49,

(AMT)

5/29

at

100.00

A+  

22,320,180

13,300

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Junior

Lien

Series

2014B,

5.250%,

1/15/44

1/25

at

100.00

A-  

13,562,143

275

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  

289,267

5,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

20008

Election

Series

2009A,

5.750%,

8/01/31

-

AGC

Insured

8/26

at

100.00

AA  

5,472,350

Westminster

School

District,

Orange

County,

California,

General

Obligation

Bonds,

Series

2009-A1:

2,485

0.000%,

8/01/26

-

AGC

Insured

No

Opt.

Call

AA  

2,243,781

1,405

0.000%,

8/01/28

-

AGC

Insured

No

Opt.

Call

AA  

1,189,010

2,920

0.000%,

8/01/29

-

AGC

Insured

No

Opt.

Call

AA  

2,387,421

William

S.

Hart

Union

High

School

District,

Los

Angeles

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1,

Series

2017:

1,425

5.000%,

9/01/42

9/26

at

100.00

N/R  

1,445,762

1,205

5.000%,

9/01/47

9/26

at

100.00

N/R  

1,217,725

Total

California

612,956,990

Colorado

-

5.3%

2,500

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Convertible

to

Unlimited

Tax

Series

2018A,

5.125%,

12/01/48

12/23

at

103.00

N/R  

2,324,100

880

Aurora

Crossroads

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

N/R  

825,810

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A:

499

4.000%,

12/01/29

9/24

at

103.00

N/R  

470,607

1,310

5.000%,

12/01/39

9/24

at

103.00

N/R  

1,245,967

1,350

5.000%,

12/01/48

9/24

at

103.00

N/R  

1,206,455

575

Bella

Mesa

Metropolitan

District,

Castle

Rock,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

Capital

Appreciation

Series

2020A-3,

6.750%,

12/01/49,

144A

6/25

at

99.64

N/R  

490,688

500

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A,

5.125%,

12/01/48

6/24

at

103.00

N/R  

387,415

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

$

7,000

5.000%,

12/01/29,

144A

7/23

at

103.00

N/R  

$

6,918,100

9,000

5.000%,

12/01/47,

144A

7/23

at

103.00

N/R  

8,192,520

1,450

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Refunding

Revenue

Bonds,

Pinnacle

Charter

School,

Inc.

K-8

Facility

Project,

Series

2013,

5.000%,

6/01/26

7/23

at

100.00

A+  

1,451,348

2,065

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy

Project,

Series

2008,

6.500%,

7/01/38

7/23

at

100.00

BB+  

2,067,643

3,040

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy,

Inc.

Second

Campus

Project,

Series

2013,

7.350%,

8/01/43

8/23

at

100.00

BB+  

3,045,624

4,200

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-1,

0.000%,

11/15/58,

(Mandatory

Put

11/15/28)

,

(WI/DD)

11/27

at

101.76

AA  

4,589,508

11,935

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-2,

5.000%,

11/15/57,

(Mandatory

Put

11/15/33)

,

(WI/DD)

11/32

at

101.57

AA  

13,728,114

1,400

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Christian

Living

Neighborhoods

Project,

Refunding

Series

2016,

5.000%,

1/01/37

1/24

at

102.00

N/R  

1,246,756

25,105

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

A-  

23,481,962

2,550

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

4.000%,

8/01/39

8/29

at

100.00

A-  

2,468,655

6,155

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Evangelical

Lutheran

Good

Samaritan

Society

Project,

Series

2013A,

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

N/R  (4)

6,375,780

3,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Refunding

Series

2015B,

4.000%,

9/01/34

9/25

at

100.00

Baa1  

3,003,900

1,750

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

12/23

at

103.00

N/R  

1,719,322

706

Copper

Ridge

Metropolitan

District,

Colorado

Springs,

Colorado,

Tax

Increment

and

Sales

Tax

Supported

Revenue

Bonds,

Series

2019,

4.000%,

12/01/29

12/24

at

103.00

N/R  

655,034

500

Copperleaf

Metropolitan

District

4,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A,

5.000%,

12/01/39

3/25

at

103.00

N/R  

478,910

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A:

7,000

5.000%,

11/15/31,

(AMT)

No

Opt.

Call

AA-  

7,777,350

18,390

5.000%,

11/15/34,

(AMT)

11/32

at

100.00

AA-  

20,449,680

3,350

5.500%,

11/15/40,

(AMT)

11/32

at

100.00

AA-  

3,728,650

5,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2013A,

5.250%,

11/15/43,

(AMT)

11/23

at

100.00

A+  

5,002,700

19,500

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Current

Interest

Series

2018A-1,

5.000%,

8/01/48

8/26

at

100.00

AA-  

19,888,050

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

3,130

5.000%,

12/01/30

12/26

at

100.00

Baa2  

3,227,124

3,310

5.000%,

12/01/31

12/26

at

100.00

Baa2  

3,409,035

5,005

5.000%,

12/01/33

12/26

at

100.00

Baa2  

5,131,326

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

565

5.000%,

12/01/34

12/26

at

100.00

Baa2  

$

577,453

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2000B:

20

0.000%,

9/01/29

-

NPFG

Insured

No

Opt.

Call

A+  

16,203

395

0.000%,

9/01/30

-

NPFG

Insured

No

Opt.

Call

A+  

307,816

20

0.000%,

9/01/32

-

NPFG

Insured

No

Opt.

Call

A+  

14,359

25

0.000%,

9/01/33

-

NPFG

Insured

No

Opt.

Call

A+  

17,188

9,890

E-470

Public

Highway

Authority,

Colorado,

Toll

Revenue

Bonds,

Series

2004A,

0.000%,

9/01/27

-

NPFG

Insured

No

Opt.

Call

A+  

8,597,476

1,160

El

Paso

County

School

District

49

Falcon,

Colorado,

Certificates

of

Participation,

Series

2015,

5.000%,

12/15/28

12/25

at

100.00

Aa3  

1,206,562

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014:

1,094

5.250%,

12/01/24

No

Opt.

Call

N/R  

1,089,219

1,365

6.000%,

12/01/38

12/24

at

100.00

N/R  

1,286,431

750

Fossil

Ridge

Metropolitan

District

3,

Lakewood,

Jefferson

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

2.375%,

12/01/39

-

BAM

Insured

12/30

at

100.00

AA  

553,132

845

Green

Valley

Ranch

East

Metropolitan

District

6,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.875%,

12/01/50

9/25

at

103.00

N/R  

814,394

2,000

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-1,

5.000%,

12/01/49

3/25

at

103.00

N/R  

1,774,880

3,343

Independence

Water

&

Sanitation

District,

Elbert

County,

Colorado,

Special

Revenue

Bonds,

Series

2019,

7.250%,

12/01/38

6/24

at

103.00

N/R  

3,364,863

1,735

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  

1,684,720

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A:

1,695

5.125%,

12/01/37

12/23

at

103.00

N/R  

1,642,048

1,945

5.250%,

12/01/47

12/23

at

103.00

N/R  

1,796,597

1,470

Mirabelle

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

1,315,606

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019:

4,950

5.000%,

12/01/39

12/24

at

103.00

N/R  

4,768,632

15,845

5.000%,

12/01/49

12/24

at

103.00

N/R  

14,399,461

620

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

12/01/45

12/25

at

100.00

A  

623,280

830

Parkdale

Community

Authority,

Erie,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

Series

2020A,

5.000%,

12/01/40

9/25

at

103.00

N/R  

779,420

4,250

Prairie

Center

Metopolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

12/15/41,

144A

12/26

at

100.00

N/R  

4,202,952

2,070

Prairie

Center

Metropolitan

District

No.

3,

Brighton,

Colorado,

Special

Revenue

Bonds,

Park

and

Recreation

Improvements

Series

2018,

5.125%,

12/15/42

12/23

at

103.00

N/R  

1,979,127

2,500

Prairie

Farm

Metropolitan

District,

In

the

City

of

Commerce

City,

Adams

County,

Colorado,

Limited

Tax

Convertible

to

Unlimited

Tax,

General

Obligation

Bonds,

Series

2018A,

5.250%,

12/01/48

7/23

at

103.00

N/R  

2,515,825

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Public

Authority

for

Colorado

Energy,

Natural

Gas

Purchase

Revenue

Bonds,  Colorado

Springs

Utilities,

Series

2008:

2,170

6.250%,

11/15/28

No

Opt.

Call

AA-  

2,328,931

3,080

6.500%,

11/15/38

No

Opt.

Call

AA-  

3,720,763

2,410

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  

1,638,800

1,175

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,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,098,413

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

1,350

3.000%,

7/15/37

1/31

at

100.00

A-  

1,169,505

2,000

4.000%,

7/15/39

No

Opt.

Call

A-  

1,982,160

500

Settler's

Crossing

Metropolitan

District

1,

Lakewood,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/40,

144A

9/25

at

103.00

N/R  

462,070

STC

Metropolitan

District

2,

Superior,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

improvement

Series

2019A:

555

4.000%,

12/01/29

12/24

at

103.00

N/R  

517,604

500

5.000%,

12/01/38

12/24

at

103.00

N/R  

467,705

575

Sterling

Hills

West

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2007,

5.000%,

12/01/39

12/27

at

100.00

A3  

601,387

Trails

at

Crowfoot

Metropolitan

District

3,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A:

1,860

4.375%,

12/01/30

9/24

at

103.00

N/R  

1,746,577

2,070

5.000%,

12/01/39

9/24

at

103.00

N/R  

1,989,229

3,640

5.000%,

12/01/49

9/24

at

103.00

N/R  

3,317,205

4,589

Vauxmont

Metropolitan

District,

Arvada,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Subordinate

Series

2019,

3.250%,

12/15/50

-

AGM

Insured

12/24

at

103.00

AA  

3,939,748

Velocity

Metropolitan

District

3,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019:

500

5.125%,

12/01/34

12/23

at

103.00

N/R  

498,905

2,000

5.375%,

12/01/39

12/23

at

103.00

N/R  

1,997,220

5,000

5.500%,

12/01/48

12/23

at

103.00

N/R  

4,872,850

3,500

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1,

5.000%,

12/01/50

3/26

at

103.00

N/R  

3,027,675

2,700

Willow

Springs

Ranch

Metropolitan

District,

Monument,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

2,458,377

3,000

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  

1,838,220

Total

Colorado

249,989,121

Connecticut

-

0.5%

860

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Healthcare

Facility

Expansion

Church

Home

of

Hartford

Inc.

Project,

Series

2016A,

5.000%,

9/01/53,

144A

9/26

at

100.00

BB  

680,853

5,630

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A,

4.000%,

7/01/38

7/29

at

100.00

BBB+  

5,228,750

11,000

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2016CT,

5.000%,

12/01/45

6/26

at

100.00

AA-  

11,216,260

11

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

1,675

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes

Series

2015A,

5.000%,

8/01/35

8/25

at

100.00

AA  

$

1,726,104

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Series

2020A:

2,500

4.000%,

5/01/36

-

BAM

Insured

5/30

at

100.00

AA  

2,617,575

2,550

4.000%,

5/01/39

-

BAM

Insured

5/30

at

100.00

AA  

2,595,951

Total

Connecticut

24,065,493

Delaware

-

0.2%

2,000

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-  

1,826,080

8,500

Delaware

Health

Facilities

Authroity,

Revenue

Bonds,

Beebe

Medical

Center

Project,

Series

2018,

5.000%,

6/01/43

12/28

at

100.00

BBB  

8,705,530

Total

Delaware

10,531,610

District

of

Columbia

-

0.6%

8,290

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Series

2022A,

5.500%,

7/01/47

7/32

at

100.00

AAA  

9,487,656

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B:

480

4.000%,

10/01/35

10/29

at

100.00

A-  

488,434

1,500

4.000%,

10/01/37

10/29

at

100.00

A-  

1,504,665

2,890

4.000%,

10/01/53,

(UB)

(8)

10/29

at

100.00

A-  

2,661,314

3,745

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Second

Senior

Lien

Series

2009B,

0.000%,

10/01/31

-

AGC

Insured

No

Opt.

Call

AA  

2,810,136

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

2,095

5.000%,

10/01/33,

(AMT)

10/28

at

100.00

AA-  

2,242,299

6,375

5.000%,

10/01/34,

(AMT)

10/28

at

100.00

AA-  

6,801,998

3,000

5.000%,

10/01/35,

(AMT)

10/28

at

100.00

AA-  

3,182,340

Total

District

of

Columbia

29,178,842

Florida

-

8.0%

Atlantic

Beach,

Florida,

Healthcare

Facilities

Revenue

Refunding

Bonds,

Fleet

Landing

Project,

Series

2013A:

300

5.000%,

11/15/23

No

Opt.

Call

BBB  

300,294

2,300

5.000%,

11/15/28

11/23

at

100.00

BBB  

2,300,207

385

Boynton

Village

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2007-A1,

5.750%,

5/01/37

7/23

at

100.00

N/R  

385,154

12,950

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019A,

5.000%,

9/01/44

9/29

at

100.00

A1  

13,572,636

3,520

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B,

4.000%,

9/01/38,

(AMT)

9/29

at

100.00

A1  

3,459,914

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020:

1,085

5.000%,

12/15/35,

144A

7/26

at

100.00

N/R  

1,044,095

245

5.000%,

12/15/40,

144A

7/26

at

100.00

N/R  

224,165

7,910

5.000%,

12/15/50,

144A

7/26

at

100.00

N/R  

6,776,102

3,470

5.000%,

12/15/55,

144A

7/26

at

100.00

N/R  

2,916,153

Capital

Trust

Agency,

Florida,

Multifamily

Housing

Revenue

Bonds,

The

Gardens

Apartments

Project,

Series

2015A:

1,500

4.750%,

7/01/40

7/25

at

100.00

CCC  

1,113,210

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

12

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,380

5.000%,

7/01/50

7/25

at

100.00

CCC  

$

968,787

11,353

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Provision

CARES

Proton

Therapy

Center,

Orlando

Project,

Series

2018,

7.500%,

6/01/48,

144A

(5)

6/28

at

100.00

N/R  

1,475,918

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2019A:

565

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

530,100

610

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

534,586

7,000

Central

Florida

Expressway

Authority,

Revenue

Bonds,

Senior

Lien

Series

2019B,

5.000%,

7/01/49

7/29

at

100.00

A+  

7,409,010

6,130

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  

5,881,735

865

Cityplace

Community

Development

District,

Florida,

Special

Assessement

and  Revenue

Bonds,

Refunding

Series

2012,

5.000%,

5/01/26

No

Opt.

Call

A  

887,066

2,000

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C,

5.750%,

7/01/47,

144A

7/27

at

101.00

N/R  

1,976,900

1,570

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A,

6.125%,

6/15/46,

144A

6/25

at

100.00

N/R  

1,573,470

1,500

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2014A,

6.125%,

6/15/44,

144A

6/24

at

100.00

N/R  

1,514,760

315

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  

260,587

10,100

Florida

Development

Finance

Corporation,

Florida,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Pro

USA,

Inc.

Project,

Series

2023,

6.125%,

7/01/32,

(AMT),

(Mandatory

Put

7/01/26),

144A

4/26

at

100.00

N/R  

10,170,801

83,000

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  

82,452,687

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

18,200

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

18,137,574

37,800

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

36,479,268

2,000

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

1,920,400

5,500

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)

7/23

at

101.00

N/R  

5,413,375

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

7/23

at

103.00

N/R  

25,429,000

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Jacksonville

University

Project,

Series

2018A-1:

450

4.500%,

6/01/33,

144A

6/28

at

100.00

N/R  

437,364

1,450

4.750%,

6/01/38,

144A

6/28

at

100.00

N/R  

1,358,505

9,855

Fort

Lauderdale,

Florida,

General

Obligation

Bonds,

Parks

&

Recreation

Projects,

Series

2022A,

5.000%,

7/01/48

7/32

at

100.00

AAA  

10,868,882

13

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

26,155

Hillsborough

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Florida

Health

Sciences

Center

Inc

D/B/A

Tampa

General

Hospital,

Series

2020A,

4.000%,

8/01/50

2/31

at

100.00

A  

$

23,648,305

7,860

Hollywood,

Florida,

General

Obligation

Bonds,

Series

2022,

5.000%,

7/01/47

7/32

at

100.00

Aa3  

8,446,042

Jacksonville,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Brooks

Rehabilitation,

Series

2020:

1,040

4.000%,

11/01/37

11/29

at

100.00

A-  

990,070

1,085

4.000%,

11/01/38

11/29

at

100.00

A-  

1,029,752

1,650

4.000%,

11/01/39

11/29

at

100.00

A-  

1,554,184

2,170

4.000%,

11/01/40

11/29

at

100.00

A-  

2,033,702

Jacksonville,

Florida,

Special

Revenue

Bonds,

Refunding

Series

2017A:

6,285

5.250%,

10/01/42

10/27

at

100.00

AA  

6,692,142

3,930

5.250%,

10/01/47

10/27

at

100.00

AA  

4,161,320

385

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A,

5.250%,

6/15/27

7/23

at

100.00

BB  

378,220

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A:

875

5.500%,

6/15/32,

144A

7/23

at

100.00

BB  

848,225

1,375

5.750%,

6/15/42,

144A

7/23

at

100.00

BB  

1,319,450

860

Miami-Dade

County

Health

Facility

Authority,

Florida,

Hospital

Revenue

Bonds,

Nicklaus

Children's

Hospital,

Refunding

Series

2017,

5.000%,

8/01/36

8/27

at

100.00

A+  

896,335

12,195

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/38,

(AMT)

10/25

at

100.00

A+  

12,297,682

5,025

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2022A,

5.250%,

10/01/52,

(AMT),

(UB)

(8)

10/32

at

100.00

A  

5,281,225

6,000

Miami-Dade

County,

Florida,

Special

Obligation

Bonds,

Subordinate

Series

2009,

0.000%,

10/01/42

-

BAM

Insured

No

Opt.

Call

AA  

2,588,640

Pinellas

County

Industrial

Development

Authority,

Florida,

Industrial

Development

Revenue

Bonds,

Drs.

Kiran

&

Pallavi

Patel

2017

Foundation

for

Global

Understanding,

Inc.,

Project,

Series

2019:

435

5.000%,

7/01/29

,

(WI/DD)

No

Opt.

Call

N/R  

445,248

180

5.000%,

7/01/39

7/29

at

100.00

N/R  

181,201

5,095

Putnam

County

Development

Authority,

Florida,

Pollution

Control

Revenue

Bonds,

Seminole

Electric

Cooperatice,

Inc.

Project,

Refunding

Series

2018B,

5.000%,

3/15/42

5/28

at

100.00

A-  

5,303,131

10,440

School

Board

of

Lee

County,

Florida,

Certificates

of

Participation,

Series

2023A,

5.000%,

8/01/42

8/33

at

100.00

Aa3  

11,500,808

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A:

5,000

5.250%,

11/15/39

11/26

at

103.00

N/R  

4,104,350

1,015

5.500%,

11/15/49

11/26

at

103.00

N/R  

788,807

2,610

South

Broward

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

South

Broward

Hospital

District

Obligated

Group,

Refunding

Series

2016A,

4.000%,

5/01/44

5/26

at

100.00

AA  

2,517,867

2,965

South

Miami

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Baptist

Health

Systems

of

South

Florida

Obligated

Group,

Refunding

Series

2017,

5.000%,

8/15/42

8/27

at

100.00

AA-  

3,054,988

Sumter

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Central

Florida

Health

Alliance

Projects,

Series

2014A:

500

5.000%,

7/01/29

1/24

at

100.00

A-  

503,280

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

6,860

5.250%,

7/01/44

1/24

at

100.00

A-  

$

6,876,052

1,442

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/45

9/30

at

54.56

A1  

486,819

Tampa,

Florida,

Hospital

Revenue

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020B:

440

4.000%,

7/01/38

7/30

at

100.00

A2  

432,384

445

4.000%,

7/01/45

7/30

at

100.00

A2  

412,697

270

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(7)

7/23

at

100.00

N/R  

247,107

290

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(5)

7/23

at

100.00

N/R  

3

2,640

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022A,

4.000%,

5/01/40

-

AGM

Insured,

144A

5/32

at

100.00

AA  

2,638,258

Village

Community

Development

District

15,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023:

1,000

4.849%,

5/01/38,

144A

,

(WI/DD)

5/31

at

100.00

N/R  

1,009,610

1,000

5.000%,

5/01/43,

144A

,

(WI/DD)

5/31

at

100.00

N/R  

1,012,780

4,930

Volusia

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Embry-Riddle

Aeronautical

University,

Refunding

Series

2017,

5.000%,

10/15/42

10/27

at

100.00

AA-  

5,116,403

13,000

Volusia

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Stetson

University

Inc.

Project,

Series

2015,

5.000%,

6/01/40

6/25

at

100.00

A-  

13,226,720

470

Wynnmere

East

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

5.125%,

5/01/36

5/28

at

100.00

N/R  

474,841

Total

Florida

380,271,353

Georgia

-

0.9%

Atlanta

Development

Authority,

Georgia,

Senior

Health

Care

Facilities

Revenue

Bonds,

Georgia

Proton

Treatment

Center

Project,

Current

Interest

Series

2017A-1:

2,500

6.750%,

1/01/35

(5)

1/28

at

100.00

N/R  

1,125,000

1,000

7.000%,

1/01/40

(5)

1/28

at

100.00

N/R  

450,000

9,740

Brookhaven

Development

Authority,

Georgia,

Revenue

Bonds,

Children's

Healthcare

of

Atlanta,

Inc.

Project,

Series

2019A,

4.000%,

7/01/44

7/29

at

100.00

AA+  

9,607,926

11,665

Columbus

Medical

Center

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Health,

Series

2019B,

5.000%,

7/01/54,

(Mandatory

Put

7/01/29)

1/29

at

100.00

AA-  

12,634,012

Georgia

Municipal

Electric

Authority,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2019A:

1,250

5.000%,

1/01/35

7/28

at

100.00

A  

1,330,637

700

5.000%,

1/01/36

7/28

at

100.00

A  

742,630

405

Georgia

Municipal

Electric

Authority,

Senior

Lien

General

Power

Revenue

Bonds,

Series

1993BB,

5.250%,

1/01/25

-

NPFG

Insured

No

Opt.

Call

A1  

411,751

5,500

Griffin-Spalding

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System

Inc.,

Series

2017A,

4.000%,

4/01/42

4/27

at

100.00

A+  

5,297,545

1,000

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Project

Revenue

Bonds,

Series

2007A,

5.500%,

9/15/28

No

Opt.

Call

A+  

1,062,020

4,500

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

BBB-  

4,351,140

15

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

4,500

Savannah

Hospital

Authority,

Georgia,

Revenue

Bonds,

Saint

Joseph's/

Candler

Health

System,

Inc.,

Anticipation

Certificate

Series

2019A,

4.000%,

7/01/39

7/29

at

100.00

A2  

$

4,402,980

Total

Georgia

41,415,641

Guam

-

0.0%

Guam

A.B.

Won

Pat  International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

835

6.375%,

10/01/43,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

Baa2  (4)

840,336

775

6.375%,

10/01/43,

(AMT)

10/23

at

100.00

Baa2  

779,952

Total

Guam

1,620,288

Hawaii

-

0.1%

1,000

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2013A,

6.875%,

7/01/43,

144A

7/23

at

100.00

BB  

1,000,600

4,545

Hawaii

State,

Airport

System

Revenue

Bonds,

Series

2015A,

5.000%,

7/01/45,

(AMT)

7/25

at

100.00

AA-  

4,576,406

Total

Hawaii

5,577,006

Idaho

-

0.2%

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016:

2,300

3.500%,

9/01/33

9/26

at

100.00

BB+  

2,052,911

205

5.000%,

9/01/37

9/26

at

100.00

BB+  

205,482

4,250

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A,

5.000%,

3/01/37

9/28

at

100.00

A  

4,381,622

1,290

Idaho

Housing

and

Finance

Association,

Grant

and

Revenue

Anticipation

Bonds,

Federal

Highway

Trust

Funds,

Series

2021A,

4.000%,

7/15/38

7/31

at

100.00

A+  

1,285,730

2,000

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Idaho

Arts

Charter

School,

Inc.

Project,

Refunding

Series

2016A,

5.000%,

12/01/38,

144A

12/26

at

100.00

BBB-  

2,023,200

Total

Idaho

9,948,945

Illinois

-

8.8%

67,800

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A  

71,091,690

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2023:

2,125

5.250%,

4/01/35

4/33

at

100.00

A  

2,360,068

1,250

5.250%,

4/01/37

4/33

at

100.00

A  

1,360,050

1,600

5.000%,

4/01/38

4/33

at

100.00

A  

1,697,936

1,000

5.250%,

4/01/39

4/33

at

100.00

A  

1,075,410

1,960

5.500%,

4/01/42

4/33

at

100.00

A  

2,127,521

625

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues

Series

2012A,

5.000%,

12/01/42

7/23

at

100.00

BB+  

618,081

1,215

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Project

Series

2015C,

5.250%,

12/01/39

12/24

at

100.00

BB+  

1,218,025

4,540

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2012B,

5.000%,

12/01/34

7/23

at

100.00

BB+  

4,540,045

2,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017G,

5.000%,

12/01/34

12/27

at

100.00

BB+  

2,048,940

35,090

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2016A,

7.000%,

12/01/44

12/25

at

100.00

BB+  

36,861,343

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2020A:

$

1,250

5.000%,

12/01/45

12/29

at

100.00

A+  

$

1,307,625

2,220

4.000%,

12/01/50

12/29

at

100.00

A+  

2,083,004

17,500

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Series

2014,

5.250%,

12/01/49

12/24

at

100.00

AA  

17,753,050

6,245

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2018A,

5.000%,

1/01/48

1/29

at

100.00

A+  

6,426,792

3,715

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2020A,

4.000%,

1/01/36

1/30

at

100.00

A+  

3,806,055

3,180

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2015C,

5.000%,

1/01/46

1/25

at

100.00

A+  

3,189,031

8,805

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A,

6.000%,

1/01/38,

(UB)

(8)

1/27

at

100.00

BBB+  

9,373,011

13,760

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D,

5.500%,

1/01/40,

(UB)

(8)

1/25

at

100.00

BBB+  

13,979,059

7,545

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2007E,

5.500%,

1/01/42,

(UB)

(8)

1/25

at

100.00

BBB+  

7,654,101

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

2,260

5.000%,

1/01/24

No

Opt.

Call

BBB+  

2,272,724

935

5.000%,

1/01/25

No

Opt.

Call

BBB+  

953,532

705

5.000%,

1/01/35

1/26

at

100.00

BBB+  

718,726

2,175

5.000%,

1/01/38,

(UB)

(8)

1/26

at

100.00

BBB+  

2,198,381

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2020A:

50

5.000%,

1/01/27

No

Opt.

Call

BBB+  

52,367

6,000

5.000%,

1/01/30,

(UB)

(8)

No

Opt.

Call

BBB+  

6,470,100

2,200

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2015A,

5.500%,

1/01/39,

(UB)

(8)

1/25

at

100.00

BBB+  

2,236,982

7,945

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A,

5.000%,

1/01/31

1/24

at

100.00

A  

7,975,191

Chicago,

Illinois,

Wastewater

Transmission

Revenue

Bonds,

Second

Lien

Project,

Refunding

Series

2023B:

1,500

5.000%,

1/01/37

-

AGM

Insured

7/32

at

100.00

AA  

1,670,910

2,500

5.000%,

1/01/39

-

AGM

Insured

7/32

at

100.00

AA  

2,745,325

Chicago,

Illinois,

Water

Revenue

Bonds,

Refunding

Second

Lien

Series

2023B:

1,500

5.000%,

11/01/34

-

AGM

Insured

5/32

at

100.00

AA  

1,694,295

1,500

5.000%,

11/01/35

-

AGM

Insured

5/32

at

100.00

AA  

1,678,860

900

5.000%,

11/01/36

-

AGM

Insured

5/32

at

100.00

AA  

998,082

900

5.000%,

11/01/38

-

AGM

Insured

5/32

at

100.00

AA  

989,739

2,490

5.000%,

11/01/39

-

AGM

Insured

5/32

at

100.00

AA  

2,730,385

5,000

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Series

2018A,

4.125%,

5/15/47

-

BAM

Insured

11/28

at

100.00

AA  

4,766,600

1,500

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/

fkaPresence

Health

Network,

Series

2016C,

4.000%,

2/15/41

2/27

at

100.00

AA+  

1,460,280

700

Illinois

Finance

Authority,

Revenue

Bonds,

Dominican

University,

Refunding

Series

2022,

5.000%,

3/01/42

9/32

at

100.00

BBB-  

680,316

10,810

Illinois

Finance

Authority,

Revenue

Bonds,

Mercy

Health

Corporation,

Series

2016,

5.000%,

12/01/40

6/26

at

100.00

A  

10,958,962

12,295

Illinois

Finance

Authority,

Revenue

Bonds,

Northshore

-

Edward-

Elmhurst

Health

Credit

Group,

Series

2022A,

5.000%,

8/15/47

8/32

at

100.00

AA-  

13,028,889

17

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

6,740

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47

1/28

at

100.00

AA+  

$

6,415,536

10,715

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A,

5.000%,

11/15/45

11/25

at

100.00

A  

10,792,148

20

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

4.000%,

11/15/39

5/25

at

100.00

AA-  

19,608

1,105

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C,

5.000%,

8/15/35

8/25

at

100.00

A3  

1,126,989

12,596

Illinois

Housing

Development

Authority,

Housing

Revenue

Bonds,

MBS

Pass

Through

Program,

Series

2017A,

3.125%,

2/01/47

2022

01

3/26

at

100.00

Aaa  

11,572,713

1,240

Illinois

Housing

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

GNMA

Collateralized

-

Lifelink

Developments,

Series

2006,

4.850%,

4/20/41,

(AMT),

(UB)

(8)

9/23

at

100.00

AA+  

1,240,744

7,335

Illinois

Sports

Facility

Authority,

State

Tax

Supported

Bonds,

Refunding

Series

2014,

5.250%,

6/15/31

-

AGM

Insured

6/24

at

100.00

AA  

7,433,142

5,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017A,

5.000%,

12/01/24

No

Opt.

Call

A-  

5,095,350

Illinois

State,

General

Obligation

Bonds,

June

Series

2016:

3,725

4.000%,

6/01/36

6/26

at

100.00

A-  

3,671,882

4,275

4.000%,

6/01/41

-

BAM

Insured

6/26

at

100.00

AA  

4,175,478

Illinois

State,

General

Obligation

Bonds,

March

Series

2021A:

2,250

4.000%,

3/01/38

3/31

at

100.00

A-  

2,207,587

1,300

4.000%,

3/01/40

3/31

at

100.00

A-  

1,253,915

3,500

Illinois

State,

General

Obligation

Bonds,

May

Series

2014,

5.000%,

5/01/32

5/24

at

100.00

A-  

3,537,170

11,065

Illinois

State,

General

Obligation

Bonds,

May

Series

2020,

5.750%,

5/01/45

5/30

at

100.00

A-  

12,055,539

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

11,625

5.000%,

11/01/27

No

Opt.

Call

A-  

12,402,015

3,000

5.000%,

11/01/28

11/27

at

100.00

A-  

3,194,550

2,000

Illinois

State,

General

Obligation

Bonds,

Refunding

September

Series

2018A,

5.000%,

10/01/28

No

Opt.

Call

A-  

2,164,600

3,840

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Series

2023A,

5.250%,

1/01/43

7/33

at

100.00

AA-  

4,278,835

7,000

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2020A,

5.000%,

6/15/50

12/29

at

100.00

A  

7,124,040

1,225

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2015A,

5.000%,

6/15/53

12/25

at

100.00

A  

1,231,052

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A:

10,000

0.000%,

12/15/35

-

AGM

Insured

No

Opt.

Call

AA  

6,036,200

23,065

0.000%,

6/15/37

-

NPFG

Insured

No

Opt.

Call

A  

12,607,098

1,838

Plano,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1

&

2

Lakewood

Springs

Project,

Refunding

Series

2014,

5.000%,

3/01/34

-

AGM

Insured

3/24

at

100.00

AA  

1,848,587

4,450

Regional

Transportation

Authority,

Cook,

DuPage,

Kane,

Lake,

McHenry

and

Will

Counties,

Illinois,

General

Obligation

Bonds,

Series

2001A,

6.000%,

7/01/27

-

FGIC

Insured

No

Opt.

Call

AA+  

4,834,613

5,245

Sales

Tax

Securitization

Corporation,

Illinois,

Second

Lien

Sales

Tax

Securitization

Bonds,

Refunding

Series

2023C,

5.000%,

1/01/34

,

(WI/

DD)

1/33

at

100.00

AA-  

5,857,249

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

18

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Springfield,

Illinois,

Electric

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015:

$

15,530

4.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA  

$

15,105,255

3,485

5.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA  

3,552,295

7,405

University

of

Illinois,

Health

Services

Facilities

System

Revenue

Bonds,

Series

2013,

6.000%,

10/01/42

10/23

at

100.00

A2  

7,452,762

Total

Illinois

415,138,435

Indiana

-

2.1%

2,000

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.875%,

6/01/55,

144A

6/30

at

100.00

N/R  

1,722,060

6,495

IIndiana

Finance

Authority,

Hospital

Revenue

Bonds,

Parkview

Health,

Series

2018A,

5.000%,

11/01/43

11/28

at

100.00

AA-  

6,714,986

825

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Circle

City

Preparatory

Inc.

Project,

Series

2021A,

5.000%,

12/01/40,

144A

12/27

at

103.00

N/R  

697,092

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Lighthouse

Academies

of

Northwest

Indiana

Inc.

Project,

Series

2016:

3,710

7.000%,

12/01/34,

144A

12/24

at

100.00

N/R  

3,791,063

6,075

7.250%,

12/01/44,

144A

12/24

at

100.00

N/R  

6,184,411

5,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rose

Hulman

Institute

Of

Technology

Project,

Series

2018,

4.000%,

6/01/44

12/28

at

100.00

A3  

4,652,550

1,640

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Valparaiso

University

Project,

Series

2014,

5.000%,

10/01/39

10/24

at

100.00

Baa2  

1,648,741

2,830

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Victory

College

Prep

Project,

Series

2021A,

4.500%,

12/01/55,

144A

12/27

at

103.00

N/R  

2,068,617

1,600

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-1,

5.000%,

10/01/62,

(Mandatory

Put

7/01/28)

,

(WI/DD)

7/27

at

101.76

AA  

1,741,040

7,700

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-2,

5.000%,

10/01/60,

(Mandatory

Put

7/01/30)

,

(WI/DD)

7/29

at

101.68

AA  

8,627,234

7,500

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-3,

5.000%,

10/01/55,

(Mandatory

Put

7/01/32)

,

(WI/DD)

7/31

at

101.64

AA  

8,527,575

15,205

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

First

Lien

Green

Series

2016A,

5.000%,

10/01/46

10/26

at

100.00

AA  

15,694,905

8,000

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A,

5.000%,

10/01/40

10/24

at

100.00

AA  

8,120,560

5,215

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2015I,

5.000%,

1/01/32,

(AMT)

1/25

at

100.00

A1  

5,309,183

6,490

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Community

Justice

Campus

Bonds,

Courthouse

&

Jail

Project,

Series

2019A,

5.000%,

2/01/44

2/29

at

100.00

AAA  

6,878,621

Valparaiso,

Indiana,

Exempt

Faciltiies

Revenue

Bonds,

Pratt

Paper

LLC

Project,

Series

2013:

70

5.875%,

1/01/24,

(AMT)

No

Opt.

Call

N/R  

70,435

9,185

7.000%,

1/01/44,

(AMT)

1/24

at

100.00

N/R  

9,322,775

8,435

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

4.400%,

11/01/45,

(AMT),

(Mandatory

Put

6/10/31)

No

Opt.

Call

A2  

8,609,099

Total

Indiana

100,380,947

19

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Iowa

-

0.5%

$

2,000

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Alcoa

Inc.

Project,

Series

2012,

4.750%,

8/01/42

7/23

at

100.00

BBB-  

$

1,955,740

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022:

6,230

4.000%,

12/01/50,

(Mandatory

Put

12/01/32)

12/29

at

103.00

BBB-  

6,143,279

14,635

5.000%,

12/01/50,

(Mandatory

Put

12/01/42)

12/29

at

103.00

BBB-  

14,998,533

Total

Iowa

23,097,552

Kansas

-

0.1%

Hutchinson,

Kansas,

Hospital

Facilities

Revenue

Bonds,

Hutchinson

Regional

Medical

Center,

Inc.,

Series

2016:

1,500

5.000%,

12/01/36

12/26

at

100.00

Ba2  

1,457,100

1,320

5.000%,

12/01/41

12/26

at

100.00

Ba2  

1,213,436

1,500

Overland

Park

Development

Corporation,

Kansas,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

&

improvement

Series

2019,

5.000%,

3/01/44

3/29

at

100.00

BB-  

1,413,825

Total

Kansas

4,084,361

Kentucky

-

1.3%

230

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019,

4.000%,

2/01/35

2/30

at

100.00

A  

227,537

6,675

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2006B,

2.125%,

10/01/34,

(AMT)

6/31

at

100.00

A1  

5,281,527

Kentucky

Bond

Development

Corporation,

Transient

Room

Tax

Revenue

Bonds,

Lexington

Center

Corporation

Project,

Series

2018A:

2,545

5.000%,

9/01/43

9/28

at

100.00

A2  

2,637,129

2,600

5.000%,

9/01/48

9/28

at

100.00

A2  

2,685,982

6,565

Kentucky

Economic

Development

Finance

Authority,

Louisville

Arena

Project

Revenue

Bonds,

Louisville

Arena

Authority,

Inc.,

Series

2017A,

5.000%,

12/01/45

-

AGM

Insured

12/27

at

100.00

AA  

6,725,711

6,000

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2,

5.000%,

8/01/44

8/29

at

100.00

A-  

6,194,040

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

Next

Generation

Kentucky

Information

Highway

Project,

Senior

Series

2015A:

2,450

5.000%,

7/01/26

7/25

at

100.00

BBB+  

2,475,921

2,100

5.000%,

7/01/33

7/25

at

100.00

BBB+  

2,130,450

5,655

5.000%,

7/01/37

7/25

at

100.00

BBB+  

5,691,871

Kentucky

Municipal

Power

Agency,

Power

System

Revenue

Bonds,

Prairie

State

Project,

Refunding

Series

2020A.

Forward

Delivery:

1,000

5.000%,

9/01/34

9/29

at

100.00

Baa1  

1,067,840

725

5.000%,

9/01/35

9/29

at

100.00

Baa1  

771,052

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

119,

Series

2018:

2,000

5.000%,

5/01/35

5/28

at

100.00

AA-  

2,144,940

2,500

5.000%,

5/01/36

5/28

at

100.00

AA-  

2,660,850

4,000

5.000%,

5/01/37

5/28

at

100.00

AA-  

4,225,120

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

122,

Series

2019A:

1,565

4.000%,

11/01/35

11/28

at

100.00

AA-  

1,592,904

750

4.000%,

11/01/37

11/28

at

100.00

AA-  

753,937

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

20

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare

Inc,

Series

2016A:

$

5,735

5.000%,

10/01/31

10/26

at

100.00

A+  

$

5,971,569

2,785

4.000%,

10/01/35

10/26

at

100.00

A+  

2,779,123

5,415

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare,

Inc.,

Series

2020A,

3.000%,

10/01/43

-

BAM

Insured

10/29

at

100.00

AA  

4,341,422

Total

Kentucky

60,358,925

Louisiana

-

1.2%

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019:

2,910

5.000%,

12/01/26

No

Opt.

Call

BB  

2,889,456

3,210

5.000%,

12/01/28

No

Opt.

Call

BB  

3,146,442

3,930

5.000%,

12/01/29

No

Opt.

Call

BB  

3,844,483

3,950

5.000%,

12/01/34

12/29

at

100.00

BB  

3,778,965

22,220

Louisiana

Public

Facilities

Authority,

Dock

and

Wharf

Revenue

Bonds,

Impala

Warehousing

(US)

LLC

Project,

Series

2013,

6.500%,

7/01/36,

(AMT),

144A

,

(WI/DD)

7/23

at

100.00

N/R  

22,240,887

285

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Tulane

University,

Refunding

Series

2020A,

4.000%,

4/01/50,

(Pre-refunded

4/01/30)

4/30

at

100.00

N/R  (4)

306,036

2,030

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015,

5.000%,

5/15/47

5/25

at

100.00

A  

2,052,005

1,050

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Refunding

Series

2014,

5.000%,

6/01/44,

(Pre-refunded

6/01/24)

6/24

at

100.00

A  (4)

1,067,010

6,750

Port

New

Orleans

Board

of

Commissioners,

Louisiana,

Revenue

Bonds,

Port

Facilities,

Series

2020E,

5.000%,

4/01/44,

(AMT)

4/30

at

100.00

A  

6,878,182

500

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-  

541,100

6,425

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

6,938,036

2,930

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-  

3,002,371

1,650

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

1,559,085

Total

Louisiana

58,244,058

Maine

-

0.2%

4,970

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MaineHealth

Issue,

Series

2020A,

4.000%,

7/01/45

7/30

at

100.00

A+  

4,717,375

1,420

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

2.300%,

11/15/46

11/30

at

100.00

AA+  

930,767

Portland,

Maine,

General

Airport

Revenue

Bonds,

Refunding

Series

2013:

460

5.000%,

7/01/26

7/23

at

100.00

A-  

460,548

1,000

5.000%,

7/01/27

7/23

at

100.00

A-  

1,001,190

Total

Maine

7,109,880

Maryland

-

0.6%

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

10,000

5.000%,

9/01/39

9/27

at

100.00

B  

9,575,600

21

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

1,000

5.000%,

9/01/46

9/27

at

100.00

B  

$

913,050

1,000

Frederick

County,

Maryland,

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020A,

5.000%,

7/01/43,

144A

,

(WI/DD)

7/30

at

102.00

N/R  

980,800

710

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020B,

4.625%,

7/01/43,

144A

,

(WI/DD)

7/30

at

102.00

N/R  

694,068

450

Maryland

Economic

Development

Corporation

Economic

Development

Revenue

Bonds,

Terminal

Project,  Series

2019A,

5.000%,

6/01/44,

(AMT)

6/29

at

100.00

Baa2  

458,802

14,350

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Series

2015,

5.000%,

8/15/42,

(UB)

(8)

2/25

at

100.00

A  

14,553,770

Total

Maryland

27,176,090

Massachusetts

-

2.0%

8,620

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Senior

Lien

Capital

Appreciation

Series

2016A,

0.000%,

7/01/32

7/26

at

85.54

AAA  

6,167,524

3,614

Massachusetts

Development

Finance

Agency,

Health

Care

Facility

Revenue

Bonds,

Adventcare

Project,

Series

2007A,

6.750%,

10/15/37,

144A

2022

2022

(5)

7/23

at

100.00

N/R  

36,136

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E:

1,200

5.000%,

7/01/35

7/26

at

100.00

BBB  

1,236,912

5,590

5.000%,

7/01/37

7/26

at

100.00

BBB  

5,712,086

4,425

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center,

Green

Series

2017F,

4.000%,

7/01/47

7/27

at

100.00

BBB  

3,851,653

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

10,000

5.000%,

7/01/43

7/28

at

100.00

A  

10,374,700

5,000

5.000%,

7/01/48

7/28

at

100.00

A  

5,154,000

1,750

5.000%,

7/01/53

7/28

at

100.00

A  

1,793,417

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emmanuel

College,

Series

2016A,

5.000%,

10/01/43

10/26

at

100.00

Baa2  

1,469,895

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022:

1,235

5.000%,

10/01/39

10/32

at

100.00

A1  

1,403,454

9,350

5.000%,

10/01/41

10/32

at

100.00

A1  

10,539,601

2,950

5.000%,

10/01/44

10/32

at

100.00

A1  

3,289,928

4,785

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

5.000%,

7/01/39

1/29

at

100.00

BBB+  

4,794,905

3,490

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Woods

Hole

Oceanographic

Institution,

Series

2018,

5.000%,

6/01/43

6/28

at

100.00

AA-  

3,666,070

Massachusetts

Port

Authority,

Revenue

Bonds,

Series

2021E:

1,680

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

AA  

1,763,530

17,820

5.000%,

7/01/51,

(AMT)

7/31

at

100.00

AA  

18,580,914

3,010

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2016A,

5.000%,

3/01/46

3/24

at

100.00

AA+  

3,029,144

5,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2017F,

5.000%,

11/01/43

11/27

at

100.00

AA+  

5,275,500

5,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2022C,

5.250%,

10/01/47

10/32

at

100.00

AA+  

5,604,000

Total

Massachusetts

93,743,369

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

22

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

-

0.9%

$

3,900

Gerald

R.

Ford

International

Airport

Authority,

Kent

County,

Michigan,

Revenue

Bonds,

Limited

Tax

General

Obligation

Series

2021,

5.000%,

1/01/46,

(AMT)

1/32

at

100.00

AAA  

$

4,118,244

12,480

Great

Lakes

Water

Authority,

Michigan,

Water

Supply

System

Revenue

Bonds,

Series

2022B,

5.500%,

7/01/52

7/32

at

100.00

A+  

13,571,002

2,485

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018,

5.000%,

11/01/43

11/28

at

100.00

Aa3  

2,598,043

9,970

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2016MI,

5.000%,

12/01/45

6/26

at

100.00

AA-  

10,166,010

76,205

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B2-CL2,

0.000%,

6/01/65

12/30

at

18.38

N/R  

7,438,370

1,250

Michigan

Public

Educational

Facilities

Authority,

Limited

Obligation

Revenue

Bonds,  Chandler

Park

Academy

Project,

Series

2008,

6.500%,

11/01/35

7/23

at

100.00

BBB-  

1,250,812

5,000

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D,

5.000%,

9/01/39,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

5,059,300

Total

Michigan

44,201,781

Minnesota

-

1.5%

310

Baytown

Township,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Saint

Croix

Preparatory

Academy,

Refunding

Series

2016A,

4.000%,

8/01/41

8/26

at

100.00

BB+  

250,213

150

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,

Series

2016A,

5.000%,

7/01/36

7/24

at

102.00

N/R  

146,361

270

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,Series

2016A,

5.000%,

7/01/47

7/24

at

102.00

N/R  

243,170

4,050

City

of

Milaca,

Minnesota

Refunding

Revenue

Bonds,

Grandview

Christian

Home

Project,

Series

2016,

5.000%,

10/01/51

10/24

at

102.00

N/R  

3,363,485

2,805

Dakota

County

Community

Development

Agency,

Minnesota,

Senior

Housing

Revenue

Bonds,

Walker

Highview

Hills

LLC

Project,

Refunding

Series

2016A,

5.000%,

8/01/46,

144A

7/23

at

100.00

N/R  

2,602,058

Forest

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

North

Lakes

Academy,

Refunding

Series

2021A:

3,295

5.000%,

7/01/41

7/31

at

100.00

N/R  

3,013,278

11,160

5.000%,

7/01/56

7/31

at

100.00

N/R  

9,522,158

2,575

Ham

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Parnassus

Preparatory

School

Project,

Series

2016A,

5.000%,

11/01/47

11/26

at

100.00

BB+  

2,367,687

3,945

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Series

2023A,

5.000%,

11/15/52,

(Mandatory

Put

11/15/28)

5/28

at

100.91

AA-  

4,254,051

5,170

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Series

2023B,

5.000%,

11/15/53,

(Mandatory

Put

11/15/30)

11/29

at

101.75

AA-  

5,709,851

2,250

Minnesota

Higher

Education

Facilities

Authority,

Revenue

Bonds,

Saint

Catherine

University,

Refunding

Series

2018A,

5.000%,

10/01/45

10/28

at

100.00

Baa1  

2,273,378

4,631

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017E,

2.850%,

6/01/47

7/26

at

100.00

Aaa  

4,137,613

12,297

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017G,

2.650%,

10/01/47

2047

2047

1/27

at

100.00

Aaa  

10,760,875

23

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

500

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Nova

Classical

Academy,

Series

2016A,

4.125%,

9/01/47

9/24

at

102.00

BB+  

$

399,580

1,000

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Health

Care

Revenue

Bonds,

Fairview

Health

Services,

Series

2017A,

5.000%,

11/15/47

11/27

at

100.00

BBB+  

1,015,030

16,825

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

7/23

at

100.00

BBB  

16,223,338

St.

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Hospital

Revenue

Bonds,

HealthEast

Inc.,

Series

2015A:

2,500

5.000%,

11/15/27,

(Pre-refunded

11/15/25)

11/25

at

100.00

N/R  (4)

2,601,775

235

5.000%,

11/15/44,

(Pre-refunded

11/15/25)

11/25

at

100.00

N/R  (4)

244,567

Total

Minnesota

69,128,468

Mississippi

-

0.3%

1,755

Mississippi

Development

Bank,

Special

Obligation

Bonds,

Gulfport

Water

and

Sewer

System

Project,

Series

2005,

5.250%,

7/01/24

-

AGM

Insured,

(ETM)

,

(WI/DD)

No

Opt.

Call

AA  (4)

1,772,796

1,000

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2015E,

5.000%,

10/15/35

10/25

at

100.00

A+  

1,028,600

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A:

3,255

5.000%,

10/15/31

10/28

at

100.00

A+  

3,506,612

2,415

5.000%,

10/15/32

10/28

at

100.00

A+  

2,599,627

1,030

5.000%,

10/15/33

10/28

at

100.00

A+  

1,104,860

2,450

5.000%,

10/15/36

10/28

at

100.00

A+  

2,594,770

1,000

University

of

Mississippi

Educational

Building

Corporation,

Revenue

Bonds,

Facilities

Refinancing

Project,

Refunding

Series

2019A,

3.000%,

10/01/34

10/29

at

100.00

Aa2  

960,310

Total

Mississippi

13,567,575

Missouri

-

2.3%

3,185

Bi-State

Development

Agency,

Missouri,

Bi-State

MetroLink

District,

St

Clair

County

Metrolink

Extension

Project

Bonds,

Refunding

Series

2006,

5.250%,

7/01/27

-

AGM

Insured

No

Opt.

Call

AA  

3,464,738

1,175

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2021,

4.000%,

3/01/41

3/31

at

100.00

Ba1  

1,007,034

2,500

Jackson

County

Reorganized

School

District

4,

Blue

Springs,

Missouri,

General

Obligation

Bonds,

School

Building

Series

2018A,

6.000%,

3/01/38

3/29

at

100.00

AA+  

2,904,075

5,000

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019A,

5.000%,

3/01/44,

(AMT)

3/29

at

100.00

A2  

5,154,300

18,000

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2019B,

5.000%,

3/01/46,

(AMT)

3/29

at

100.00

A2  

18,526,140

15,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A  

14,182,200

3,630

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2014F,

4.000%,

11/15/45

11/24

at

100.00

A+  

3,503,894

2,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Children's

Mercy

Hospital,

Series

2016,

4.000%,

5/15/39

5/26

at

100.00

AA-  

1,979,920

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

24

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

5,112

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2016D,

3.400%,

11/01/46

11/25

at

100.00

AA+  

$

5,055,724

2,012

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2017C,

3.300%,

12/01/47

2/27

at

100.00

AA+  

1,974,441

2,250

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A,

5.000%,

1/01/28

1/25

at

100.00

A  

2,291,220

15,100

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2015A,

4.000%,

1/01/35

1/26

at

100.00

A  

15,341,600

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Expansion

&

Improvement

Projects

Series

2020:

2,500

5.000%,

10/01/40

-

AGM

Insured

10/30

at

100.00

AA  

2,652,825

8,025

5.000%,

10/01/45

-

AGM

Insured

10/30

at

100.00

AA  

8,430,985

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Series

2010A:

5,000

0.000%,

7/15/31

-

AGC

Insured

No

Opt.

Call

AA  

3,736,200

7,000

0.000%,

7/15/32

-

AGC

Insured

No

Opt.

Call

AA  

5,000,870

6,250

0.000%,

7/15/33

-

AGC

Insured

No

Opt.

Call

AA  

4,273,312

7,000

0.000%,

7/15/34

-

AGC

Insured

No

Opt.

Call

AA  

4,582,690

6,000

0.000%,

7/15/35

-

AGC

Insured

No

Opt.

Call

AA  

3,724,200

2,000

0.000%,

7/15/36

-

AGC

Insured

No

Opt.

Call

AA  

1,173,840

1,288

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  

386,400

1,267

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

7/23

at

100.00

N/R  

646,170

Total

Missouri

109,992,778

Montana

-

0.4%

4,385

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2023,

3.875%,

7/01/28

4/28

at

100.00

A3  

4,400,655

1,910

Montana

Facility

Finance

Authority,

Healthcare

Facility

Revenue

Bonds,

Kalispell

Regional

Medical

Center,

Series

2018B,

5.000%,

7/01/43

7/28

at

100.00

BBB  

1,928,412

2,505

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018,

5.000%,

6/01/48

6/28

at

100.00

A  

2,532,305

9,130

Montana

Facility

Finance

Authority,

Revenue

Bonds,

Billings

Clinic

Obligated

Group,

Series

2018A,

5.000%,

8/15/48

8/28

at

100.00

AA-  

9,358,067

Total

Montana

18,219,439

Nebraska

-

0.8%

3,075

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

3

Revenue

Bonds,

Refunding

Crossover

Series

2017A,

5.000%,

9/01/30

No

Opt.

Call

A  

3,261,437

1,740

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Nebraska

Methodist

Health

System,

Refunding

Series

2015,

5.000%,

11/01/45

11/25

at

100.00

A  

1,758,792

6,430

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2021A,

4.000%,

2/01/51

8/30

at

100.00

AA  

6,263,785

25

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

Omaha

Public

Power

District,

Nebraska,

Separate

Electric

System

Revenue

Bonds,

Nebraska

City

2,

Refunding

Series

2016A:

$

18,465

5.000%,

2/01/46,

(UB)

(8)

2/26

at

100.00

A+  

$

18,767,272

10,000

5.000%,

2/01/49,

(UB)

(8)

2/26

at

100.00

A+  

10,149,100

Total

Nebraska

40,200,386

Nevada

-

1.1%

Carson

City,

Nevada,

Hospital

Revenue

Bonds,

Carson

Tahoe

Regional

Healthcare

Project,

Series

2017A:

265

5.000%,

9/01/29

9/27

at

100.00

A-  

278,881

750

5.000%,

9/01/30

9/27

at

100.00

A-  

788,205

730

5.000%,

9/01/32

9/27

at

100.00

A-  

766,719

1,965

5.000%,

9/01/42

9/27

at

100.00

A-  

1,987,814

1,150

5.000%,

9/01/47

9/27

at

100.00

A-  

1,157,026

Clark

County,

Nevada,

General

Obligation

Bonds,

Stadium

Improvement,

Limited

Tax

Additionally

Secured

by

Pledged

Revenues,

Series

2018A:

7,160

5.000%,

6/01/43

6/28

at

100.00

AA+  

7,586,879

6,440

5.000%,

5/01/48

6/28

at

100.00

AA+  

6,780,547

4,765

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  

3,843,306

2,515

Henderson

Public

Improvement

Trust,

Nevada,

Revenue

Bonds,

Touro

College

and

Unversity

System,

Series

2014A,

5.500%,

1/01/34,

(Pre-

refunded

7/01/24)

7/24

at

100.00

N/R  (4)

2,569,500

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016:

1,120

4.000%,

9/01/25

No

Opt.

Call

N/R  

1,114,792

1,790

4.000%,

9/01/35

9/26

at

100.00

N/R  

1,644,688

20,000

Las

Vegas

Valley

Water

District,

Nevada,

General

Obligation

Bonds,

Refunding

Water

Improvement

Series

2016A,

5.000%,

6/01/46,

(UB)

(8)

6/26

at

100.00

Aa1  

20,618,800

200

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

607

Providence,

Refunding

Series

2013,

4.250%,

6/01/24

7/23

at

103.00

N/R  

200,736

1,575

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015,

5.000%,

12/01/31

12/25

at

100.00

N/R  

1,590,719

Total

Nevada

50,928,612

New

Hampshire

-

0.0%

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Dartmouth-Hitchcock

Obligated

Group,

Series

2018A:

1,000

5.000%,

8/01/34

2/28

at

100.00

A  

1,057,900

725

5.000%,

8/01/36

2/28

at

100.00

A  

759,691

Total

New

Hampshire

1,817,591

New

Jersey

-

2.2%

4,510

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Series

2013A,

5.750%,

2/15/42

7/23

at

100.00

A-  

4,515,637

9,090

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2016AAA,

5.500%,

6/15/29

12/26

at

100.00

A2  

9,725,391

5,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019LLL,

5.000%,

6/15/49

12/29

at

100.00

A2  

5,190,300

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019MMM:

1,155

5.000%,

6/15/34

12/29

at

100.00

A2  

1,263,824

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

26

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

2,580

4.000%,

6/15/35

12/29

at

100.00

A2  

$

2,630,749

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999:

275

5.125%,

9/15/23,

(AMT)

7/23

at

101.00

BB-  

275,143

1,650

5.250%,

9/15/29,

(AMT)

7/23

at

101.00

BB-  

1,654,702

2,255

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-  

2,291,576

2,005

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020B,

3.750%,

11/01/34,

(AMT),

(Mandatory

Put

6/01/28)

No

Opt.

Call

A+  

1,994,694

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021:

1,250

3.000%,

7/01/38

-

BAM

Insured

7/31

at

100.00

AA  

1,066,350

4,110

3.000%,

7/01/41

-

BAM

Insured

7/31

at

100.00

AA  

3,377,269

1,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Princeton

HealthCare

System,

Series

2016A,

5.000%,

7/01/31

7/26

at

100.00

AA  

1,055,530

19,775

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022CC,

5.000%,

6/15/48

12/32

at

100.00

A2  

21,161,030

19,550

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2014AA,

5.000%,

6/15/38

6/24

at

100.00

A2  

19,742,176

4,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA,

5.250%,

6/15/41

6/25

at

100.00

A2  

4,580,100

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB:

5,500

5.000%,

6/15/44

12/28

at

100.00

A2  

5,740,020

4,000

5.000%,

6/15/50

12/28

at

100.00

A2  

4,127,840

3,175

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Series

2005A,

5.250%,

1/01/26

-

AGM

Insured

No

Opt.

Call

AA  

3,348,133

6,000

South

Jersey

Port

Corporation,

New

Jersey,

Marine

Terminal

Revenue

Bonds,

Subordinate

Series

2017A,

5.000%,

1/01/49

1/28

at

100.00

A3  

6,084,960

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Series

2020A:

1,160

5.000%,

11/01/41

-

BAM

Insured

11/30

at

100.00

AA  

1,251,710

600

5.000%,

11/01/45

11/30

at

100.00

BBB+  

622,986

1,250

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Subordinate

Series

2020A,

5.000%,

11/01/45

-

BAM

Insured

11/30

at

100.00

AA  

1,336,638

Total

New

Jersey

103,036,758

New

Mexico

-

0.1%

3,915

Los

Ranchos

de

Albuquerque,

New

Mexico,

Educational

Facilities

Revenue

Bonds,

Albuquerque

Acadamy

Project,

Refunding

Series

2020,

4.000%,

9/01/40

9/30

at

100.00

A-  

3,771,006

990

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.350%,

7/01/51

7/30

at

100.00

Aaa  

707,840

Total

New

Mexico

4,478,846

New

York

-

9.6%

2,710

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

System,

Inc.

Project,

Series

2015,

5.250%,

7/01/35

7/25

at

100.00

B-  

2,365,288

27

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Charter

School

for

Applied

Technologies,

Series

2017A:

$

410

4.500%,

6/01/27

6/24

at

103.00

BBB  

$

411,574

250

5.000%,

6/01/35

6/24

at

103.00

BBB  

255,778

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1:

1,790

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R  

1,512,013

4,800

5.500%,

6/01/55,

144A

12/30

at

100.00

N/R  

3,784,944

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1:

1,300

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R  

1,065,766

3,035

5.000%,

6/01/55,

144A

12/30

at

100.00

N/R  

2,204,503

8,145

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Icahn

School

of

Medicine

at

Mount

Sinai,

Refunding

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

A-  

8,239,808

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

100

5.000%,

12/01/34,

144A

6/27

at

100.00

BBB-  

100,467

300

5.000%,

12/01/36,

144A

6/27

at

100.00

BBB-  

300,192

4,450

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

State

University

of

New

York

Dormitory

Facilities,

Series

2018A,

5.000%,

7/01/43

7/28

at

100.00

Aa3  

4,709,168

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Teachers

College,

Series

2017:

500

5.000%,

7/01/29

7/27

at

100.00

A+  

539,440

175

5.000%,

7/01/32

7/27

at

100.00

A+  

188,821

7,395

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2017A

Group

C,

5.000%,

3/15/41

3/27

at

100.00

AA+  

7,793,147

6,605

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018A,

5.000%,

3/15/38

3/28

at

100.00

AA+  

7,084,457

4,000

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2018C,

5.000%,

3/15/36

3/28

at

100.00

AA+  

4,329,520

7,885

Dutchess

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Health

Quest

Systems,

Inc.

Project,

Series

2016B,

4.000%,

7/01/41

7/26

at

100.00

BBB+  

7,144,677

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Refunding

Series

2020B:

775

4.760%,

2/01/27

No

Opt.

Call

N/R  

750,262

1,255

5.570%,

2/01/41

2/30

at

100.00

N/R  

1,212,669

1,365

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2017A,

6.240%,

2/01/47

2/27

at

100.00

N/R  

1,392,409

1,000

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2020A,

5.530%,

2/01/40

2/30

at

100.00

N/R  

966,280

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2021A:

475

4.050%,

2/01/31

2/30

at

100.00

A2  

414,001

885

4.450%,

2/01/41

2/30

at

100.00

A2  

698,902

1,560

4.600%,

2/01/51

2/30

at

100.00

A2  

1,158,206

6,500

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2017,

5.000%,

9/01/42

9/27

at

100.00

A  

6,882,135

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

19,995

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2022C,

4.460%,

9/01/28,

(Mandatory

Put

9/01/25)

(SIFMA

reference

rate

+

0.450%

spread)

(9)

3/25

at

100.00

A  

$

19,877,829

4,375

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2019A-2,

5.000%,

11/15/45

11/28

at

100.00

A3  

4,502,531

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1:

10,000

4.750%,

11/15/45

5/30

at

100.00

A3  

10,189,500

11,000

5.250%,

11/15/55,

(UB)

(8)

5/30

at

100.00

A3  

11,547,910

17,750

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015A-2,

5.000%,

11/15/45,

(Mandatory

Put

5/15/30),

(UB)

(8)

No

Opt.

Call

A3  

19,135,565

15,290

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015C-1,

5.000%,

11/15/35,

(UB)

(8)

11/25

at

100.00

A3  

15,623,628

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,  University

of

Rochester

Project,

Series

2017A:

1,400

5.000%,

7/01/34

7/27

at

100.00

AA-  

1,511,440

1,000

5.000%,

7/01/36

7/27

at

100.00

AA-  

1,070,490

1,000

5.000%,

7/01/37

7/27

at

100.00

AA-  

1,065,570

915

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann?s

Community

Project,

Series

2019,

4.000%,

1/01/30

1/26

at

103.00

N/R  

832,055

1,215

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Anns

Community

Project,

Series

2019,

5.000%,

1/01/40

1/26

at

103.00

N/R  

1,053,308

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

235

5.000%,

7/01/23

No

Opt.

Call

A-  

235,000

300

5.000%,

7/01/24

No

Opt.

Call

A-  

303,621

210

5.000%,

7/01/26

7/24

at

100.00

A-  

212,930

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007:

3,000

5.750%,

10/01/37

(5)

7/23

at

100.00

N/R  

2,400,000

1,000

2.350%,

10/01/46

(5)

7/23

at

100.00

N/R  

800,000

1,000

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2017

Series

DD,

5.000%,

6/15/47

12/26

at

100.00

AA+  

1,039,620

21,375

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2023

Series

AA-1,

5.250%,

6/15/52

12/32

at

100.00

AA+  

23,965,650

10,085

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2016S-1,

5.000%,

7/15/43

1/26

at

100.00

AA  

10,377,465

7,220

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2019

Series

A-1,

5.000%,

8/01/42

8/28

at

100.00

AAA  

7,706,195

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2023

Series

A-1:

7,755

5.250%,

8/01/42

8/32

at

100.00

AAA  

8,764,934

5,000

5.000%,

8/01/43

8/32

at

100.00

AAA  

5,541,500

2,350

5.000%,

8/01/44

8/32

at

100.00

AAA  

2,597,478

29

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

1,000

New

York

City

Trust

for

Cultural

Resources,

New

York,

Revenue

Bonds,

Lincoln

Center

for

the

Performing

Arts,

Series

2020A,

4.000%,

12/01/34

12/30

at

100.00

A  

$

1,033,390

2,235

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2018

Series

F-1,

5.000%,

4/01/43

4/28

at

100.00

AA  

2,368,050

7,540

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

C,

5.000%,

8/01/43

8/30

at

100.00

AA  

8,198,468

3,350

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

F-1,

3.000%,

3/01/35

-

BAM

Insured

3/31

at

100.00

AA  

3,258,210

6,700

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2022

Series

D-1,

5.250%,

5/01/42

5/32

at

100.00

AA  

7,562,692

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

1:

2,500

5.000%,

8/01/30

No

Opt.

Call

AA  

2,859,900

2,000

5.000%,

8/01/30

No

Opt.

Call

AA  

2,287,920

2,000

5.000%,

8/01/31

No

Opt.

Call

AA  

2,321,620

1,500

5.000%,

8/01/31

No

Opt.

Call

AA  

1,741,215

3,500

5.000%,

8/01/32

No

Opt.

Call

AA  

4,118,975

2,000

5.000%,

8/01/33

No

Opt.

Call

AA  

2,372,300

1,000

5.000%,

8/01/33

No

Opt.

Call

AA  

1,186,150

3,000

5.000%,

8/01/34

8/33

at

100.00

AA  

3,545,670

1,000

5.000%,

8/01/37

8/33

at

100.00

AA  

1,146,460

15,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

E-1,

5.250%,

4/01/44

4/33

at

100.00

AA  

17,047,650

New

York

State

Environmental

Facilities

Corporation,

State

Clean

Water

and

Drinking

Water

Revolving

Funds

Revenue

Bonds,

New

York

City

Municipal

Water

Finance

Authority

Projects-Second

Resolution

Bonds,

Subordinated

SRF

Series

2017A:

24,465

5.000%,

6/15/42

6/27

at

100.00

AAA  

25,937,548

14,000

5.000%,

6/15/46

6/27

at

100.00

AAA  

14,788,760

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

1

Series

2022A:

12,385

5.000%,

3/15/41

9/32

at

100.00

AA+  

13,850,517

29,205

5.000%,

3/15/42

9/32

at

100.00

AA+  

32,506,917

9,500

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Transportation

Series

2021A-1,

3.000%,

3/15/50

3/31

at

100.00

AA+  

7,366,775

8,895

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2022A,

5.000%,

3/15/45

9/32

at

100.00

Aa1  

9,802,112

1,375

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021,

4.000%,

10/31/41,

(AMT)

10/31

at

100.00

BBB-  

1,258,482

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

8,120

4.000%,

7/01/36

-

AGM

Insured,

(AMT)

7/24

at

100.00

AA  

8,016,876

5,000

5.000%,

7/01/41,

(AMT)

7/24

at

100.00

Baa2  

5,000,200

3,210

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

Baa2  

3,175,781

8,045

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

Baa2  

8,055,298

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020:

3,515

5.250%,

8/01/31,

(AMT)

8/30

at

100.00

B  

3,662,946

6,425

5.375%,

8/01/36,

(AMT)

8/30

at

100.00

B  

6,532,298

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020A:

$

380

4.000%,

12/01/39,

(AMT)

12/30

at

100.00

Baa1  

$

364,667

360

4.000%,

12/01/40,

(AMT)

12/30

at

100.00

Baa1  

342,295

1,100

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020C,

4.000%,

12/01/41

12/30

at

100.00

Baa1  

1,060,444

10,000

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018,

5.000%,

1/01/32,

(AMT)

1/28

at

100.00

Baa3  

10,395,800

12,190

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

5.000%,

10/01/35,

(AMT)

10/30

at

100.00

Baa3  

12,784,506

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty-Eighth

Series

2023:

5,000

5.000%,

7/15/34,

(AMT)

7/33

at

100.00

AA-  

5,603,350

1,250

5.000%,

7/15/35,

(AMT)

7/33

at

100.00

AA-  

1,386,788

1,820

5.000%,

7/15/36,

(AMT)

7/33

at

100.00

AA-  

2,001,891

1,625

5.000%,

7/15/40,

(AMT)

7/33

at

100.00

AA-  

1,752,936

1,360

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2017A2,

5.000%,

11/15/42

5/27

at

100.00

AA-  

1,431,142

2,810

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

MTA

Bridges

and

Tunnels,

Refunding

Senior

Lien

Green

Climate

Bond

Certified

Series

2023A,

4.000%,

11/15/37

5/33

at

100.00

AA+  

2,874,012

Total

New

York

456,859,657

North

Carolina

-

0.4%

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023:

715

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

AA  

779,743

855

5.250%,

7/01/43

-

AGM

Insured,

(AMT)

7/33

at

100.00

AA  

926,872

3,225

5.250%,

7/01/48

-

AGM

Insured,

(AMT)

7/33

at

100.00

AA  

3,456,168

7,000

North

Carolina

Medial

Care

Commission,

Health

Care

Facilities

Revenue

Bonds,

Rex

Healthcare,

Series

2020A,

3.000%,

7/01/45

1/30

at

100.00

AA-  

5,574,030

North

Carolina

Medical

Care

Commission,  Retirement

Facilities

First

Mortgage

Revenue

Bonds,

Southminster

Project,

Refunding

Series

2016:

335

5.000%,

10/01/31

10/24

at

102.00

N/R  

328,769

890

5.000%,

10/01/37

10/24

at

102.00

N/R  

833,013

1,000

North

Carolina

Medical

Care

Commission,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

The

Forest

at

Duke,

Inc.,

Series

2021,

4.000%,

9/01/46

9/28

at

103.00

BBB-  

815,030

North

Carolina

Turnpike

Authority,

Monroe

Expressway

Toll  Revenue

Bonds,

Series

2017A:

1,005

5.000%,

7/01/51

7/26

at

100.00

BBB+  

1,019,140

4,310

5.000%,

7/01/54

7/26

at

100.00

BBB+  

4,367,194

Total

North

Carolina

18,099,959

Ohio

-

0.9%

5,195

Allen

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc.,

Series

2020A,

4.000%,

12/01/40

6/30

at

100.00

AA-  

5,087,983

15,000

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  

1,861,350

31

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

1,865

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  

$

1,749,277

3,770

Butler

County,

Ohio,  Hospital

Facilities

Revenue

Bonds,

UC

Health,

Series

2016,

5.000%,

11/15/45

11/26

at

100.00

BBB+  

3,665,043

250

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement

Series

2021,

4.000%,

8/01/41

2/31

at

100.00

A+  

242,343

3,700

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/23

(5)

No

Opt.

Call

N/R  

37

5,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Exempt

Facilities

Revenue

Bonds,

AMG

Vanadium

Project,

Series

2019,

5.000%,

7/01/49,

(AMT),

144A

7/29

at

100.00

B-  

4,611,000

6,205

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-  

5,639,290

2,500

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(5)

No

Opt.

Call

N/R  

25

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+  

870,900

1,075

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

4.250%,

1/15/38,

(AMT),

144A

1/28

at

100.00

N/R  

1,042,084

1,945

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Fixed

Interest

Rate

Series

2020A,

3.000%,

1/15/45

1/30

at

100.00

A  

1,486,875

3,495

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Refunding

Series

2016A,

5.000%,

1/15/46

1/26

at

100.00

A  

3,543,825

3,750

Ohio

State,

Private

Activity

Bonds,

Portsmouth

Gateway

Group,

LLC

-

Borrower,

Portsmouth

Bypass

Project,

Series

2015,

5.000%,

12/31/39

-

AGM

Insured,

(AMT)

6/25

at

100.00

AA  

3,762,487

1,500

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(5)

No

Opt.

Call

N/R  

15

700

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R  

7

7,625

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(5)

No

Opt.

Call

N/R  

76

8,585

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2009A,

4.750%,

6/01/33

No

Opt.

Call

BBB-  

8,270,102

Total

Ohio

41,832,719

Oklahoma

-

0.6%

Norman

Regional

Hospital

Authority,

Oklahoma,

Hospital

Revenue

Bonds,

Series

2019:

1,500

4.000%,

9/01/45

9/29

at

100.00

BBB+  

1,255,755

1,000

5.000%,

9/01/45

9/29

at

100.00

BBB+  

986,520

1,470

Oklahoma

City

Airport

Trust,

Oklahoma,

Revenue

Bonds,

Junior

Lien

Thirty-Third

Series

2018,

5.000%,

7/01/47,

(AMT)

7/28

at

100.00

A+  

1,513,482

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

8,550

Oklahoma

County,

Oklahoma,

Finance

Authority,

Educational

Facilities

Lease

Revenue

Bonds,

Choctaw-Nicoma

Park

Public

Schools

Project,

Series

2023,

5.000%,

9/01/41

9/32

at

100.00

A  

$

9,102,330

14,195

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B,

5.500%,

8/15/52

8/28

at

100.00

BB-  

13,548,560

811

Oklahoma

Development

Finance

Authority,

Revenue

Bonds,

Provident

Oklahoma

Education

Resources

Inc.-

Cross

Village

Student

Housing

Project,

Series

2017,

5.000%,

8/01/52

2017

A

(5)

8/27

at

100.00

N/R  

811

Total

Oklahoma

26,407,458

Oregon

-

0.6%

8,500

Deschutes

County

Hospital

Facility

Authority,

Oregon,

Hospital

Revenue

Bonds,

Saint

Charles

Health

System,

Inc.,

Series

2016A,

5.000%,

1/01/48

1/26

at

100.00

A  

8,567,660

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Mirabella

South

Waterfront,

Refunding

Series

2014A:

1,855

5.400%,

10/01/44,

(Pre-refunded

10/01/24)

10/24

at

100.00

N/R  (4)

1,904,343

1,600

5.500%,

10/01/49,

(Pre-refunded

10/01/24)

10/24

at

100.00

N/R  (4)

1,644,480

1,000

Oregon

Facilities

Authority,

Revenue

Bonds,

Samaritan

Health

Services

Project,

Refunding

Series

2020A,

5.000%,

10/01/40

10/30

at

100.00

BBB+  

1,028,830

175

Oregon

Housing

and

Community

Services

Department,

Multifamily

Housing

Revenue

Bonds,

Refunding

Series

2010A,

5.150%,

7/01/42,

(AMT)

7/23

at

100.00

Aaa  

177,095

2,680

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Green

Series

2023-29,

5.500%,

7/01/48,

(AMT)

7/33

at

100.00

AA-  

2,948,697

12,450

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Series

2020-27A,

5.000%,

7/01/45,

(AMT)

7/30

at

100.00

AA-  

12,947,004

Total

Oregon

29,218,109

Pennsylvania

-

4.7%

315

Allegheny

Country

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

BB  

316,329

2,155

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2019A,

4.000%,

7/15/37

7/29

at

100.00

A  

2,153,319

1,070

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corp.,

Refunding

Series

2019,

4.875%,

11/01/24

No

Opt.

Call

BB  

1,076,934

300

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/42,

144A

5/28

at

100.00

Ba3  

300,006

1,580

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Subordinate

Lien,

Series

2018,

5.375%,

5/01/42,

144A

5/28

at

100.00

N/R  

1,592,150

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A:

10,665

4.375%,

1/01/35,

(Mandatory

Put

7/01/33)

No

Opt.

Call

BBB-  

10,665,000

455

3.500%,

4/01/41

(5)

No

Opt.

Call

N/R  

5

3,750

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35

(5)

No

Opt.

Call

N/R  

38

33

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

2,000

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(5)

No

Opt.

Call

N/R  

$

20

2,270

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-  

1,667,519

8,775

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Saint

Luke's

University

Health

Network

Project,

Series

2021,

3.000%,

8/15/53

-

AGM

Insured

8/30

at

100.00

AA  

6,394,606

Central

Bradford

Progress

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Health,

Series

2021B:

4,860

3.000%,

12/01/44

-

BAM

Insured

12/31

at

100.00

AA  

3,910,793

6,300

4.000%,

12/01/51

-

BAM

Insured

12/31

at

100.00

AA  

5,970,573

Cumberland

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Diakon

Lutheran

Social

Ministries

Project,

Series

2015:

150

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

N/R  (4)

153,954

770

5.000%,

1/01/38

1/25

at

100.00

BBB+  

771,409

625

5.000%,

1/01/38,

(Pre-refunded

1/01/25)

1/25

at

100.00

N/R  (4)

641,475

9,000

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2017A-2,

5.000%,

2/15/39

2/27

at

100.00

AA-  

9,294,480

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2018A:

4,000

4.000%,

9/01/36

9/28

at

100.00

A  

3,932,120

7,630

5.000%,

9/01/43

9/28

at

100.00

A  

7,881,180

1,000

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2019,

4.000%,

9/01/37

9/29

at

100.00

A  

973,940

6,665

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Facilities

Revenue

Bonds,

Constellation

Energy

Generation

LLC

Project,

Refunding

Series

2023A,

4.100%,

10/01/53,

(Mandatory

Put

4/03/28)

No

Opt.

Call

BBB  

6,797,167

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Albert

Einstein

Healthcare

Network

Issue,

Series

2015A:

1,860

5.250%,

1/15/45,

(Pre-refunded

1/15/25)

1/25

at

100.00

N/R  (4)

1,915,744

1,310

5.250%,

1/15/46,

(Pre-refunded

1/15/25)

1/25

at

100.00

N/R  (4)

1,349,261

8,750

Northampton

County

General

Purpose

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Saint

Luke's

University

Health

Network

Project,

Series

2016A,

4.000%,

8/15/34

8/26

at

100.00

A-  

8,770,212

2,410

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-1,

10.000%,

12/01/40,

144A

(5)

6/30

at

100.00

N/R  

2,178,182

2,410

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

(5)

6/30

at

100.00

N/R  

2,178,182

1,650

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

National

Gypsum

Company,

Refunding

Series

2014,

5.500%,

11/01/44,

(AMT)

11/24

at

100.00

N/R  

1,657,145

3,750

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

6/30/42,

(AMT)

6/26

at

100.00

BBB  

3,771,900

3,865

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012,

5.000%,

5/01/37

7/23

at

100.00

BB+  

3,392,465

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Series

2019:

$

1,000

4.000%,

8/15/34

8/29

at

100.00

AA  

$

1,028,430

1,000

4.000%,

8/15/35

8/29

at

100.00

AA  

1,019,790

1,500

4.000%,

8/15/36

8/29

at

100.00

AA  

1,515,105

3,345

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2014C,

5.000%,

12/01/39

12/24

at

100.00

AA-  

3,412,368

7,405

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015A-1,

5.000%,

12/01/45

6/25

at

100.00

AA-  

7,560,875

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2022B:

140

5.250%,

12/01/41

12/32

at

100.00

AA-  

156,579

1,490

5.250%,

12/01/42

12/32

at

100.00

AA-  

1,661,037

2,320

5.250%,

12/01/44

12/32

at

100.00

AA-  

2,578,634

6,260

5.250%,

12/01/47

12/32

at

100.00

AA-  

6,891,822

16,650

5.250%,

12/01/52

12/32

at

100.00

AA-  

18,204,277

15,000

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2009C,

6.250%,

6/01/33

-

AGM

Insured

6/26

at

100.00

AA  

16,392,600

25,430

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2017B-1,

5.000%,

6/01/42

6/27

at

100.00

A  

26,351,838

1,500

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Subordinate

Series

2021A,

3.000%,

12/01/42

12/30

at

100.00

A+  

1,202,325

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

City

Service  Agreement

Revenue

Bonds,

Series

2018:

2,500

5.000%,

5/01/36

5/28

at

100.00

A1  

2,668,850

2,250

5.000%,

5/01/37

5/28

at

100.00

A1  

2,385,810

1,000

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

La

Salle

University,

Series

2017,

4.000%,

5/01/42

11/27

at

100.00

BB+  

710,130

2,230

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  

1,934,324

Philadelphia

Hospitals

and

Higher

Education

Facilities

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Temple

University

Health

System

Obligated

Group,

Series

of

2017:

5,450

5.000%,

7/01/30

7/27

at

100.00

BBB  

5,635,518

3,415

5.000%,

7/01/31

7/27

at

100.00

BBB  

3,526,773

1,930

5.000%,

7/01/32

7/27

at

100.00

BBB  

1,990,486

5,400

5.000%,

7/01/34

7/27

at

100.00

BBB  

5,552,442

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2021A:

6,665

4.000%,

9/01/39

-

BAM

Insured

9/31

at

100.00

AA  

6,764,442

4,665

4.000%,

9/01/40

-

BAM

Insured

9/31

at

100.00

AA  

4,706,098

6,665

4.000%,

9/01/41

-

BAM

Insured

9/31

at

100.00

AA  

6,690,394

3,315

Philadelphia,

Pennsylvania,

Airport

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

7/01/33,

(AMT)

7/27

at

100.00

A+  

3,490,330

Total

Pennsylvania

223,737,385

Puerto

Rico

-

1.9%

18,075

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/35,

144A

7/30

at

100.00

N/R  

18,319,374

2,000

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R  

1,752,120

1,323

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

,

(WI/DD)

No

Opt.

Call

CCC  

1,336,918

35

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

$

7,164

4.550%,

7/01/40

7/28

at

100.00

N/R  

$

7,016,995

128,500

0.000%,

7/01/51

7/28

at

30.01

N/R  

27,164,900

15,339

5.000%,

7/01/58

7/28

at

100.00

N/R  

14,991,725

1,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2019A-2A,

4.550%,

7/01/40

7/28

at

100.00

N/R  

979,480

2,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

N/R  

1,907,060

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

14,500

4.000%,

7/01/37

7/31

at

103.00

N/R  

13,053,190

5,000

4.000%,

7/01/41

7/31

at

103.00

N/R  

4,357,400

Total

Puerto

Rico

90,879,162

South

Carolina

-

0.5%

3,330

Columbia,

South

Carolina,

Stormwater

System

Revenue

Bonds,

City

Stormwater

Improvements,

Green

Series

2018,

5.000%,

2/01/48

2/28

at

100.00

AA+  

3,502,261

2,500

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

McLeod

Health

Projects,

Refunding

&

Improvement

Series

2018,

5.000%,

11/01/43

5/28

at

100.00

AA  

2,583,000

3,000

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Prisma

Health

Obligated

Group,

Series

2018A,

5.000%,

5/01/48

5/28

at

100.00

A  

3,033,420

5,700

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2015A,

5.000%,

12/01/50

6/25

at

100.00

A-  

5,715,732

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018:

4,860

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

A+  

5,206,664

3,760

5.000%,

7/01/32,

(AMT)

7/28

at

100.00

A+  

4,025,117

Total

South

Carolina

24,066,194

South

Dakota

-

0.0%

910

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sanford

Health,

Series

2015,

5.000%,

11/01/45

11/25

at

100.00

AA-  

919,227

Total

South

Dakota

919,227

Tennessee

-

3.0%

1,000

Blount

County

Health

and

Educational

Facilites

Board,

Tennessee,

Revenue

Refunding

Bonds,

Asbury,

Inc.,

Series

2016A,

5.000%,

1/01/37

(5)

1/25

at

102.00

N/R  

600,000

2,920

Blount

County,

Tennessee,

General

Obligation

Bonds,

Refunding

Series

2016B,

5.000%,

6/01/33

6/26

at

100.00

AA+  

3,075,899

2,500

Bristol

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Pinnacle

Project,

Series

2016,

5.625%,

6/01/35

6/26

at

100.00

N/R  

2,247,475

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

100

5.000%,

8/01/31

8/29

at

100.00

A-  

107,666

100

5.000%,

8/01/32

8/29

at

100.00

A-  

107,568

105

5.000%,

8/01/33

8/29

at

100.00

A-  

112,835

100

5.000%,

8/01/35

8/29

at

100.00

A-  

106,449

100

5.000%,

8/01/37

8/29

at

100.00

A-  

105,064

835

5.000%,

8/01/44

8/29

at

100.00

A-  

862,004

Chattanooga,

Tennessee,

Electric

System

Enterprise

Revenue

Bonds,

Refunding,

Series

2015A:

500

5.000%,

9/01/31

9/25

at

100.00

AA+  

520,330

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

36

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

1,750

5.000%,

9/01/32

9/25

at

100.00

AA+  

$

1,820,525

Chattanooga-Hamilton

County

Hospital

Authority,

Tennessee,

Hospital

Revenue

Bonds,

Erlanger

Health

System,

Refunding

Series

2014A:

500

5.000%,

10/01/34

10/24

at

100.00

BBB+  

505,800

1,575

5.000%,

10/01/44

10/24

at

100.00

BBB+  

1,575,677

665

Clarksville,

Tennessee,

Electric

System

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/27

9/24

at

100.00

Aa2  

679,364

510

DeKalb

Utility

District,

DeKalb

County,

Tennessee,

Waterworks

Revenue

Bonds,

Refunding

Series

2017,

3.500%,

4/01/42

4/26

at

100.00

A  

451,228

10,040

Dickson,

Tennessee,

Electric

System

Revenue

Bonds,

Series

2022,

5.250%,

7/01/47

7/32

at

100.00

Aa3  

11,193,094

9,840

Franklin

Special

School

District,

Williamson

County,

Tennessee,

General

Obligation

Bonds,

Limited

Tax

School

Improvement

Series

2022,

5.000%,

6/01/47

6/32

at

100.00

Aa1  

10,838,760

Franklin

Special

School

District,

Williamson

County,

Tennessee,

General

Obligation

Bonds,

School

Improvement

Series

2019:

1,000

5.000%,

6/01/37

6/29

at

100.00

Aa1  

1,097,040

1,000

5.000%,

6/01/38

6/29

at

100.00

Aa1  

1,094,090

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A:

4,200

5.000%,

7/01/36

7/28

at

100.00

A  

4,398,408

Hallsdale-Powell

Utility

District,

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2018:

1,000

4.000%,

4/01/35

4/26

at

100.00

AA  

1,014,000

1,415

4.000%,

4/01/38

4/26

at

100.00

AA  

1,419,797

4,785

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

9/01/42

9/25

at

100.00

AA+  

4,908,740

6,000

Harpeth

Valley

Utilities

District,

Davidson

and

Williamson

Counties,

Tennessee,

Utilities

Revenue

Bonds,

Series

2014,

5.000%,

9/01/44

9/24

at

100.00

AA+  

6,066,960

4,980

Hendersonville

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Hickory

Pointe

Poject,

Series

2010,

4.875%,

12/01/25

No

Opt.

Call

AA+  

5,150,864

670

Jackson

Energy

Authority,

Tennessee,

Gas

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

6/01/28

6/25

at

100.00

Aa2  

695,025

Jackson

Energy

Authority,

Tennessee,

Water

System

Revenue

Bonds,

Series

2012:

270

5.000%,

12/01/24

No

Opt.

Call

Aa3  

277,039

140

5.000%,

12/01/25

No

Opt.

Call

Aa3  

146,272

175

5.000%,

12/01/26

No

Opt.

Call

Aa3  

186,728

110

Jackson,

Tennessee,

Hospital

Revenue

Bonds,

Jackson-Madison

County

General

Hospital

Project,

Refunding

2015,

5.000%,

4/01/36,

(Pre-

refunded

4/01/25)

4/25

at

100.00

A-  (4)

113,304

Jackson,

Tennessee,

Hospital

Revenue

Bonds,

Jackson-Madison

County

General

Hospital

Project,

Series

2018A:

2,740

5.000%,

4/01/41

10/28

at

100.00

A2  

2,805,130

145

5.000%,

4/01/41,

(Pre-refunded

10/01/28)

10/28

at

100.00

A-  (4)

160,242

1,000

Johnson

City

Energy

Authority,

Tennessee,

Electric

System

Revenue

Bonds,

Series

2017,

5.000%,

5/01/29

5/27

at

100.00

Aa2  

1,080,620

Johnson

City

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Refunding

and

Improvement

Bonds,

Johnson

City

Medical

Center,

Series

1998C:

2,025

5.125%,

7/01/25

-

NPFG

Insured,

(ETM)

,

(WI/DD)

7/23

at

100.00

Baa2  (4)

2,181,006

9,570

5.250%,

7/01/28

-

NPFG

Insured,

(ETM)

7/23

at

100.00

AAA  (4)

9,969,643

37

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

995

Kingsport

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Model

City

Apartments

Project,

Series

2009,

5.000%,

7/20/29

,

(WI/DD)

7/23

at

100.00

N/R  

$

995,219

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017:

2,000

4.000%,

4/01/36

4/27

at

100.00

BBB  

1,938,580

310

5.000%,

4/01/36

4/27

at

100.00

BBB  

319,827

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

Covenant

Health,

Refunding

Series

2016A:

2,955

5.000%,

1/01/36

1/27

at

100.00

A+  

3,069,506

5,000

5.000%,

1/01/42

1/27

at

100.00

A+  

5,091,550

1,315

Knox-Chapman

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

and

Improvement

Series

2015,

5.000%,

1/01/31

1/25

at

100.00

AA-  

1,352,346

Knox-Chapman

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

and

Improvement

Series

2017:

1,475

4.000%,

1/01/32

1/26

at

100.00

AA-  

1,498,025

1,000

4.000%,

1/01/35

1/26

at

100.00

AA-  

1,013,560

1,255

McMinnville-Warren

County

Industrial

Development

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Beersheba

Heights

Towers,

Series

2009,

5.500%,

11/20/39

7/23

at

100.00

N/R  

1,268,403

6,000

Memphis

&

Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tourism

Development

Zone

Revenue

Bonds,

Refunding

Series

2017B,

5.000%,

11/01/30

11/26

at

100.00

AA  

6,359,880

195

Memphis/Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Graceland

Project,

Senior

Series

2017A,

4.750%,

7/01/27

(5)

No

Opt.

Call

N/R  

168,080

1,035

Metropolitan

Government

Nashville

&

Davidson

County

Convention

Center

Authority,

Tennessee,

Tourism

Tax

Revenue

Bonds,

Series

2010A-1,

5.000%,

7/01/26

7/23

at

100.00

A+  

1,036,563

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Lipscomb

University,

Refunding

&

Improvement

Series

2016A:

610

5.000%,

10/01/30

10/26

at

100.00

BBB  

620,791

640

5.000%,

10/01/31

10/26

at

100.00

BBB  

650,726

670

5.000%,

10/01/32

10/26

at

100.00

BBB  

680,077

705

5.000%,

10/01/33

10/26

at

100.00

BBB  

714,454

745

5.000%,

10/01/34

10/26

at

100.00

BBB  

754,156

780

5.000%,

10/01/35

10/26

at

100.00

BBB  

786,162

515

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Rocketship

Education

Project,

Series

2017E,

5.375%,

6/01/52,

144A

6/26

at

100.00

N/R  

477,003

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A:

3,965

5.000%,

7/01/40

7/26

at

100.00

A  

4,059,089

5,240

5.000%,

7/01/46,

(UB)

(8)

7/26

at

100.00

A  

5,333,115

385

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2017A,

5.000%,

7/01/48

7/27

at

100.00

A  

393,120

5,750

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015A,

5.000%,

7/01/45

7/25

at

100.00

AA-  

5,854,248

2,000

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/44,

(AMT)

7/30

at

100.00

A2  

2,087,780

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

38

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

725

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Special

Facility

Revenue

Bonds,

Aero

Nashville

LLC

Project,

Refunding

Series

2010,

5.200%,

7/01/26

,

(WI/DD)

7/23

at

100.00

Baa3  

$

725,138

Nashville

Metropolitan

Development

and

Housing

Agency,

Tennessee,

Tax

increment

Bonds,

Fifth

&

Broadway

Development

Project,

Series

2018:

555

4.500%,

6/01/28,

144A

No

Opt.

Call

N/R  

558,469

570

5.125%,

6/01/36,

144A

6/28

at

100.00

N/R  

578,977

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Educational

Facilities

Revenue

Bonds,

Rhodes

College,

Series

2015:

700

5.000%,

8/01/40

8/25

at

100.00

A+  

714,756

1,000

5.000%,

8/01/45

8/25

at

100.00

A+  

1,018,280

1,100

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Residential

Care

Facility

Mortgage

Revenue

Bonds,

The

Village  at

Germantown,

Series

2014,

5.250%,

12/01/44

12/24

at

100.00

BB+  

1,004,927

2,100

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006B,

5.625%,

9/01/26

No

Opt.

Call

BBB  

2,158,716

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C:

100

5.000%,

2/01/24

No

Opt.

Call

A  

100,375

5,090

5.000%,

2/01/27

No

Opt.

Call

A  

5,131,840

1,700

Watauga

River

Regional

Water

Authority,

Tennessee,

Waterworks

Revenue

Bonds,

Series

2017,

4.000%,

7/01/37

7/27

at

100.00

A  

1,705,933

500

West

Knox

Utility

District

of

Knox

County,

Tennessee,

Water

and

Sewer

Revenue

Bonds,

Refunding

&

Improvement

Series

2016,

5.000%,

6/01/41

6/24

at

100.00

AA+  

504,895

4,995

West

Wilson

Utility

District,

Wilson

County,

Tennessee,

Water

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

6/01/45

6/25

at

100.00

AA  

5,101,044

310

Williamson

County

H.B.

&

T.S.

Utility

District,

Tennessee,

Waterworks

Revenue

Bonds,

Series

2020,

4.000%,

9/01/41

9/29

at

100.00

AA  

310,418

Total

Tennessee

143,810,674

Texas

-

8.9%

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education,

Series

2016A:

125

5.000%,

12/01/46

12/26

at

100.00

BBB-  

122,977

740

5.000%,

12/01/51

12/26

at

100.00

BBB-  

715,869

4,510

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2019B,

5.000%,

11/15/44,

(AMT)

11/29

at

100.00

A+  

4,692,249

12,375

Bexar

County

Hospital

District,

Texas,

Certificates

of

Obligation,

Series

2022,

4.250%,

2/15/52

2/32

at

100.00

Aa1  

12,120,941

4,740

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021D,

3.000%,

1/01/46

-

BAM

Insured

7/31

at

100.00

AA  

3,775,837

5,410

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2018,

5.000%,

1/01/48

1/28

at

100.00

A  

5,590,423

2,745

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2012,

5.000%,

8/15/32

7/23

at

100.00

A-  

2,747,910

1,250

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2013,

6.000%,

8/15/33

8/23

at

100.00

A-  

1,253,475

2,500

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2014A,

4.250%,

12/01/34

12/24

at

100.00

BBB-  

2,449,875

39

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

9,700

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2015A,

5.000%,

12/01/50

6/25

at

100.00

BBB-  

$

9,412,201

Dallas,

Texas,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2023A:

6,285

5.000%,

2/15/41

2/33

at

100.00

AA  

7,040,834

1,850

5.000%,

2/15/42

2/33

at

100.00

AA  

2,063,971

2,095

5.000%,

2/15/43

2/33

at

100.00

AA  

2,333,181

2,970

Elgin,

Bastrop

and

Travis

Counties,

Texas,

Certificates

of

Participation,

Combination

Tax

Tax

Increment

Reinvestment

Zone

1,

Subordinate

Lien

Series

2021A,

4.000%,

7/15/40

-

BAM

Insured

7/31

at

100.00

AA  

2,961,625

8,585

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Refunding

Bonds,

Young

Men's

Christian

Association

of

the

Greater

Houston

Area,

Series

2013A,

5.000%,

6/01/33

7/23

at

100.00

Ba1  

8,121,925

4,750

Harris

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

Energy

Transfer

LP

Project,

Marine

Terminal

Refunding

Series

2023,

4.050%,

11/01/50,

(Mandatory

Put

6/01/33)

3/33

at

100.00

BBB-  

4,789,853

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Third

Lien

Series

2004A-3:

2,750

0.000%,

11/15/36

-

NPFG

Insured

11/24

at

49.42

Baa2  

1,271,518

6,300

0.000%,

11/15/37

-

NPFG

Insured

11/24

at

46.55

Baa2  

2,739,492

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2023A:

9,000

5.000%,

7/01/32

,

(WI/DD)

No

Opt.

Call

AA  

9,964,358

6,655

5.000%,

7/01/33

,

(WI/DD)

No

Opt.

Call

0  

7,419,095

6,980

5.000%,

7/01/34

,

(WI/DD)

No

Opt.

Call

0  

7,758,082

2,675

5.000%,

7/01/35

,

(WI/DD)

No

Opt.

Call

0  

2,957,652

2,500

5.250%,

7/01/39

,

(WI/DD)

No

Opt.

Call

0  

2,750,890

5,000

5.250%,

7/01/40

,

(WI/DD)

No

Opt.

Call

0  

5,475,551

5,000

5.250%,

7/01/41

,

(WI/DD)

No

Opt.

Call

0  

5,455,514

2,500

5.250%,

7/01/42

,

(WI/DD)

No

Opt.

Call

0  

2,722,790

3,475

5.250%,

7/01/43

,

(WI/DD)

No

Opt.

Call

0  

3,780,894

7,115

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Airport

Improvements

Project,

Refunding

Series

2020C,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-  

7,209,843

9,900

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Technical

Operations

Center

Project,

Series

2018,

5.000%,

7/15/28,

(AMT)

No

Opt.

Call

BB-  

10,086,219

430

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2020A,

5.000%,

7/01/27,

(AMT)

No

Opt.

Call

B-  

435,646

1,000

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

Improvements

Project,

Refunding

Series

2020B-2,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-  

1,013,330

8,755

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2017B,

5.000%,

11/15/37

11/27

at

100.00

Aa2  

9,339,396

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2014:

2,560

5.000%,

9/01/32

9/24

at

100.00

A  

2,587,495

335

5.000%,

9/01/34

9/24

at

100.00

A  

337,807

Kerrville

Health

Facilities

Development

Corporation,

Texas,

Revenue

Bonds,

Sid

Peterson

Memorial

Hospital

Project,

Series

2015:

1,360

5.000%,

8/15/30

8/25

at

100.00

A  

1,396,475

1,280

5.000%,

8/15/35

8/25

at

100.00

A  

1,310,426

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

40

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

10,000

Lamar

Consolidated

Independent

School

District,

Fort

Bend

County,

Texas,

General

Obligation

Bonds,

Schoolhouse

Series

2023,

4.250%,

2/15/53,

(UB)

(8)

2/33

at

100.00

AA  

$

10,081,200

4,720

Love

Field

Airport

Modernization

Corporation,

Texas,

Special

Facilities

Revenue

Bonds,

Southwest

Airlines

Company

-

Love

Field

Modernization

Program

Project,

Series

2012,

5.000%,

11/01/28,

(AMT)

7/23

at

100.00

Baa1  

4,720,991

15,670

Lower

Colorado

River

Authority,

Texas,

Revenue

Bonds,

Refunding

Series

2023B,

5.000%,

5/15/39,

(Mandatory

Put

5/15/28)

2/28

at

100.00

AA-  

16,782,100

1,800

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2018,

5.000%,

5/15/48

5/28

at

100.00

A+  

1,882,170

4,510

Mission

Economic

Development

Corporation,

Texas,

Water

Supply

Revenue

Bonds,

Enviro

Water

Minerals

Project,

Green

Bonds,

Series

2015,

7.750%,

1/01/45,

(AMT),

144A

(5)

1/26

at

102.00

N/R  

90,203

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

at

Willow

Bend

Project,

Series

2016:

665

5.000%,

11/01/46

11/23

at

103.00

BB  

523,315

805

5.000%,

11/01/51

11/23

at

103.00

BB  

615,704

570

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

Midtown

Park

Project,

Series

2018A,

5.500%,

7/01/54

7/24

at

103.00

N/R  

444,680

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Methodist

Retirement

Communites

Crestview

Project,

Series

2016:

1,100

5.000%,

11/15/36,

(Pre-refunded

11/15/24)

11/24

at

102.00

N/R  (4)

1,146,079

1,550

5.000%,

11/15/46,

(Pre-refunded

11/15/24)

11/24

at

102.00

N/R  (4)

1,614,929

755

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Wesleyan

Homes,

Inc.

Project,

Series

2014,

5.500%,

1/01/43

1/25

at

100.00

N/R  

620,270

9,680

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Westminster

Project,

Series

2016,

4.000%,

11/01/36

11/24

at

102.00

BBB  

8,728,553

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-1:

20,000

5.250%,

1/01/42

1/28

at

103.00

N/R  

15,242,400

19,015

5.500%,

1/01/57

1/28

at

103.00

N/R  

13,669,313

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Corpus

Christi

II,

L.L.C.-Texas

A&M

University-Corpus

Christi

Project,

Series

2016A:

30

5.000%,

4/01/31,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

31,463

360

5.000%,

4/01/36,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

377,561

65

5.000%,

4/01/48,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

68,171

6,625

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

College

Station

I

LLC

-

Texas

A&M

University

Project,

Series

2014A,

4.100%,

4/01/34

-

AGM

Insured

4/24

at

100.00

AA  

6,645,206

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:

1,275

5.000%,

4/01/31,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

1,337,195

1,290

5.000%,

4/01/36,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

1,352,926

41

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

2,445

5.000%,

4/01/48,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (4)

$

2,564,267

1,250

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Stephenville

II,

L.L.C.

-

Tarleton

State

University

Project,

Series

2014A,

5.000%,

4/01/34,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R  (4)

1,265,500

3,000

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%,

4/01/34,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R  (4)

3,037,200

10,000

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A,

5.000%,

7/01/47

(5)

7/25

at

100.00

Caa2  

9,050,000

10,880

North

Texas

Tollway

Authority,

Special

Projects

System

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2011C,

6.750%,

9/01/45,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R  (4)

13,961,651

4,410

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

Second

Tier,

Series

2015A,

5.000%,

1/01/34

1/25

at

100.00

A+  

4,504,506

Pflugerville

Independent

School

District,

Travis

and

Williamson

Counties,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023A:

5,555

4.000%,

2/15/42

2/33

at

100.00

AA+  

5,484,840

7,780

4.000%,

2/15/44

2/33

at

100.00

AA+  

7,590,713

4,395

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/32,

(AMT)

10/28

at

100.00

Aaa  

4,752,973

Reagan

Hospital

District

of

Reagan

County,

Texas,

Limited

Tax

Revenue

Bonds,

Series

2014A:

655

5.000%,

2/01/29

2/24

at

100.00

Ba1  

660,954

1,805

5.000%,

2/01/34

2/24

at

100.00

Ba1  

1,822,057

385

5.125%,

2/01/39

2/24

at

100.00

Ba1  

387,680

645

SA

Energy

Acquisition

Public

Facilities

Corporation,

Texas,

Gas

Supply

Revenue

Bonds,

Series

2007,

5.500%,

8/01/27

No

Opt.

Call

A2  

673,967

4,000

Spring

Independent

School

District,

Hardin

County,

Texas,

Unlimited

Tax

School

Building

Bonds,

Series

2023,

4.000%,

8/15/52

8/33

at

100.00

Aa2  

3,880,880

5,950

Stephen

F.

Austin

State

University,

Texas,

Revenue

Bonds,

Refunding

&

Improvement

Series

2016,

5.000%,

10/15/42

10/28

at

100.00

A1  

6,300,634

3,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Texas

Health

Resources

System,

Series

2016A,

5.000%,

2/15/41

8/26

at

100.00

AA  

3,090,870

3,435

Tarrant

County

Cultural

Education

Facilities,

Texas,

Finance

Corporation

Revenue

Bonds,

Christus

Health,

Refunding

Series

2018B,

5.000%,

7/01/35

1/29

at

100.00

A+  

3,679,709

Tarrant

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Limited

Tax

Series

2023:

5,050

4.000%,

8/15/43

8/32

at

100.00

Aa1  

4,969,351

4,500

4.250%,

8/15/48

8/32

at

100.00

Aa1  

4,463,640

10,250

5.250%,

8/15/48

8/32

at

100.00

Aa1  

11,321,023

3,000

5.250%,

8/15/53

8/32

at

100.00

Aa1  

3,293,460

10,115

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

Blueridge

Transportation

Group,

LLC

SH

288

Toll

Lanes

Project,

Series

2016,

5.000%,

12/31/40,

(AMT)

12/25

at

100.00

Baa2  

10,150,706

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

42

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

7,300

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3A

&

3B

Facility,

Series

2013,

6.750%,

6/30/43,

(AMT)

9/23

at

100.00

Baa2  

$

7,328,689

5,000

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3C

Project,

Series

2019,

5.000%,

6/30/58,

(AMT)

6/29

at

100.00

Baa2  

4,999,950

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

1,000

4.000%,

12/31/34

12/30

at

100.00

Baa2  

988,520

1,680

4.000%,

12/31/37

12/30

at

100.00

Baa2  

1,596,370

1,750

4.000%,

6/30/38

12/30

at

100.00

Baa2  

1,657,862

2,845

4.000%,

12/31/38

12/30

at

100.00

Baa2  

2,691,711

1,300

4.000%,

6/30/39

12/30

at

100.00

Baa2  

1,222,741

4,050

4.000%,

12/31/39

12/30

at

100.00

Baa2  

3,799,710

1,250

4.000%,

6/30/40

12/30

at

100.00

Baa2  

1,164,025

15,000

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/37

8/24

at

100.00

A-  

15,142,350

3,340

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2019A,

4.000%,

10/15/38

10/29

at

100.00

AAA  

3,378,944

6,000

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2020,

4.000%,

10/15/45

10/30

at

100.00

AAA  

6,002,820

20,270

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2022,

4.800%,

10/15/52

10/32

at

100.00

AAA  

21,595,658

1,030

Viridian

Municipal

Management

District,

Texas,

Reinvest

Zone

6

Tax

Increment

Revenue

Bonds,

Refunding

Road

Improvement

Series

2015,

6.000%,

12/01/32

-

BAM

Insured

12/24

at

100.00

AA  

1,071,221

1,135

Viridian

Municipal

Management

District,

Texas,

Reinvest

Zone

6

Tax

Increment

Revenue

Bonds,

Refunding

Utility

Improvement

Series

2015,

6.000%,

12/01/31

-

BAM

Insured

12/24

at

100.00

AA  

1,180,695

Total

Texas

422,907,895

Utah

-

1.0%

Military

Installation

Development

Authority,

Utah,

Tax

Allocation

Revenue

Bonds,

Series

2021A-2:

3,500

4.000%,

6/01/41

9/26

at

103.00

N/R  

2,813,860

2,280

4.000%,

6/01/52

9/26

at

103.00

N/R  

1,695,043

2,600

Red

Bridge

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.375%,

2/01/51,

144A

2/26

at

103.00

N/R  

1,965,574

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2017A:

6,490

5.000%,

7/01/42,

(AMT)

7/27

at

100.00

A+  

6,643,489

17,000

5.000%,

7/01/47,

(AMT)

7/27

at

100.00

A+  

17,348,160

4,690

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2018A,

5.000%,

7/01/43,

(AMT)

7/28

at

100.00

A+  

4,833,795

3,000

Salt

Lake

City,

Utah,

Airport

Revenue

Bonds,

International

Airport

Series

2021A,

5.000%,

7/01/46,

(AMT)

7/31

at

100.00

A+  

3,134,700

1,705

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Ronald

Eilson

Reagan

Academy

Project,

Refunding

Series

2016A,

5.000%,

2/15/46,

144A

2/26

at

100.00

BB  

1,593,254

7,000

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2018A,

5.000%,

5/15/41

5/26

at

100.00

AA+  

7,199,640

Total

Utah

47,227,515

43

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

-

1.4%

$

4,010

Tobacco

Settlement

Financing

Corporation

of

Virginia,

Tobacco

Settlement

Asset

Backed

Bonds,

Series

2007B1,

5.000%,

6/01/47

7/23

at

100.00

B-  

$

3,755,004

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Collage

&

Equipment

Programs,

Series

2023A:

5,000

5.000%,

2/01/33

No

Opt.

Call

AA+  

5,964,800

6,200

5.250%,

2/01/42

2/33

at

100.00

AA+  

7,104,456

5,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Collage

&

Equipment

Programs,

Series

2023B,

5.000%,

2/01/33

No

Opt.

Call

AA+  

5,964,800

1,000

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Green

Series

2015B,

5.000%,

7/01/45,

144A

7/25

at

100.00

BB+  

943,950

Virginia

Port

Authority,

Commonwealth

Port

Fund

Revenue

Bonds,

Series

2023A:

1,480

5.000%,

7/01/41

7/33

at

100.00

AA+  

1,683,944

2,370

5.000%,

7/01/42

7/33

at

100.00

AA+  

2,685,139

2,885

5.000%,

7/01/43

7/33

at

100.00

AA+  

3,262,646

2,000

Virginia

Small

Business

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Provident

Resource

Group

-

Rixey

Student

Housing

Project,

Series

2019A,

5.500%,

7/01/49,

144A

7/34

at

100.00

N/R  

1,817,220

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

2,180

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

BBB  

2,205,070

13,250

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

BBB  

13,368,853

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

4,000

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

Baa1  

4,108,240

2,240

5.000%,

12/31/52,

(AMT)

12/32

at

100.00

Baa1  

2,286,435

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

National

Senior

Campuses

Inc

Obligated

Group,

Series

2020A:

4,060

4.000%,

1/01/40

7/27

at

103.00

A  

3,764,026

5,695

4.000%,

1/01/45

7/27

at

103.00

A  

5,094,121

Total

Virginia

64,008,704

Washington

-

2.6%

2,525

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Columbia

Generating

Station,

Bonneville

Power

Administration,

Refunding

Series

2022A,

5.000%,

7/01/36

7/32

at

100.00

Aa1  

2,905,846

5,500

King

County

Public

Hospital

District

4,

Washington,

General

Obligation

Bonds,

Snoqualmie

Valley

Hospital,

Refunding

Limited

Tax

Series

2015A,

5.000%,

12/01/38

12/25

at

100.00

N/R  

5,510,065

80

Ocean

Shores,

Washington,

Local

Improvement

District

2007-01

Bonds,

2011,

7.250%,

2/01/31

No

Opt.

Call

BBB+  

88,366

5,385

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2018A,

5.000%,

5/01/30,

(AMT)

5/27

at

100.00

AA-  

5,639,226

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2019:

10,000

5.000%,

4/01/37,

(AMT)

4/29

at

100.00

AA-  

10,527,200

6,995

5.000%,

4/01/38,

(AMT)

4/29

at

100.00

AA-  

7,325,863

Skagit

County

Public

Hospital

District

1,

Washington,

Revenue

Bonds,

Skagit

Valley

Hospital,

Refunding

&

Improvement

Series

2016:

3,825

5.000%,

12/01/30

12/26

at

100.00

Baa3  

3,943,690

1,950

5.000%,

12/01/31

12/26

at

100.00

Baa3  

2,010,236

4,000

5.000%,

12/01/32

12/26

at

100.00

Baa3  

4,121,360

1,120

5.000%,

12/01/37

12/26

at

100.00

Baa3  

1,139,062

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

44

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

$

3,900

University

of

Washington,

General

Revenue

Bonds,

Series

2020A,

4.000%,

4/01/45

4/30

at

100.00

Aaa  

$

3,826,563

3,630

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

4.000%,

8/01/44

8/29

at

100.00

A-  

3,395,320

1,600

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

PeaceHealth,

Refunding

Series

2014A,

5.000%,

11/15/28,

(Pre-

refunded

5/15/24)

5/24

at

100.00

A+  (4)

1,623,120

5,710

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014D,

5.000%,

10/01/41

10/24

at

100.00

A  

5,714,682

6,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Refunding

Series

2021B,

4.000%,

10/01/42,

(Mandatory

Put

10/01/30)

No

Opt.

Call

A  

6,023,880

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017:

3,090

5.000%,

8/15/33

8/27

at

100.00

BBB+  

3,198,644

5,955

5.000%,

8/15/34

8/27

at

100.00

BBB+  

6,121,800

2,695

5.000%,

8/15/35

8/27

at

100.00

BBB+  

2,755,557

Washington

State

Housing

Finance

Commission,

Nonprofit

Refunding

Revenue

Bonds,

Wesley

Homes

at

Lea

Hill

Project,

Series

2016:

1,155

5.000%,

7/01/41,

144A

7/26

at

100.00

N/R  

969,553

2,000

5.000%,

7/01/46,

144A

7/26

at

100.00

N/R  

1,612,020

3,805

5.000%,

7/01/51,

144A

7/26

at

100.00

N/R  

2,968,395

1,100

Washington

State

Housing

Finance

Commission,

Non-Profit

Revenue

Bonds,

Emerald

Heights

Project,

Refunding

2013,

5.000%,

7/01/28

7/23

at

100.00

A-  

1,100,924

2,340

Washington

State

Housing

Finance

Commission,

Revenue

Bonds,

Riverview

Retirement

Community,

Refunding

Series

2012,

5.000%,

1/01/48

7/23

at

100.00

BBB-  

2,041,650

8,520

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2015B,

5.000%,

2/01/36

2/25

at

100.00

Aaa  

8,746,802

6,635

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2022C,

5.000%,

2/01/46

2/32

at

100.00

Aaa  

7,284,434

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023A:

13,945

5.000%,

8/01/43

8/32

at

100.00

Aaa  

15,546,723

4,420

5.000%,

8/01/46

8/32

at

100.00

Aaa  

4,873,934

Total

Washington

121,014,915

West

Virginia

-

0.5%

15,500

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Cabell

Huntington

Hospital,

Inc.

Project,

Refunding

&

Improvement

Series

2018A,

5.000%,

1/01/43

1/29

at

100.00

BBB+  

14,811,645

2,375

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Refunding

&

Improvement

Series

2019A,

5.000%,

9/01/30

9/29

at

100.00

Baa1  

2,518,521

West

Virginia

Hospital

Finance

Authority,

Revenue

Bonds,

West

Virginia

University

Health

System,

Improvement

Series

2023A:

2,805

5.000%,

6/01/40

6/33

at

100.00

A  

3,016,441

1,715

5.000%,

6/01/41

6/33

at

100.00

A  

1,837,503

Total

West

Virginia

22,184,110

Wisconsin

-

2.7%

1,250

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Cornerstone

Charter

Academy,

North

Carolina,

Series

2016A,

5.000%,

2/01/36,

144A

2/26

at

100.00

N/R  

1,191,575

45

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

815

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Eno

River

Academy

Project,

Series

2020A,

5.000%,

6/15/40,

144A

6/30

at

100.00

Ba1  

$

784,323

200

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-  

169,700

2,150

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  

1,638,300

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1:

11

0.000%,

1/01/47,

144A

(5)

No

Opt.

Call

N/R  

242

10

0.000%,

1/01/48,

144A

(5)

No

Opt.

Call

N/R  

201

9

0.000%,

1/01/49,

144A

(5)

No

Opt.

Call

N/R  

187

9

0.000%,

1/01/50,

144A

(5)

No

Opt.

Call

N/R  

169

9

0.000%,

1/01/51,

144A

(5)

No

Opt.

Call

N/R  

158

12

0.000%,

1/01/52,

144A

(5)

No

Opt.

Call

N/R  

191

11

0.000%,

1/01/53,

144A

(5)

No

Opt.

Call

N/R  

179

11

0.000%,

1/01/54,

144A

(5)

No

Opt.

Call

N/R  

163

11

0.000%,

1/01/55,

144A

(5)

No

Opt.

Call

N/R  

152

11

0.000%,

1/01/56,

144A

(5)

No

Opt.

Call

N/R  

142

579

5.500%,

7/01/56,

144A

(5)

3/28

at

100.00

N/R  

322,670

12

0.000%,

1/01/57,

144A

(5)

No

Opt.

Call

N/R  

148

11

0.000%,

1/01/58,

144A

(5)

No

Opt.

Call

N/R  

137

11

0.000%,

1/01/59,

144A

(5)

No

Opt.

Call

N/R  

127

11

0.000%,

1/01/60,

144A

(5)

No

Opt.

Call

N/R  

117

11

0.000%,

1/01/61,

144A

(5)

No

Opt.

Call

N/R  

109

11

0.000%,

1/01/62,

144A

(5)

No

Opt.

Call

N/R  

100

10

0.000%,

1/01/63,

144A

(5)

No

Opt.

Call

N/R  

93

10

0.000%,

1/01/64,

144A

(5)

No

Opt.

Call

N/R  

87

10

0.000%,

1/01/65,

144A

(5)

No

Opt.

Call

N/R  

80

11

0.000%,

1/01/66,

144A

(5)

No

Opt.

Call

N/R  

80

128

0.000%,

1/01/67,

144A

(5)

No

Opt.

Call

N/R  

877

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

Second

Tier

Series

2018B:

27

0.000%,

1/01/46,

144A

(5)

No

Opt.

Call

N/R  

641

27

0.000%,

1/01/47,

144A

(5)

No

Opt.

Call

N/R  

587

26

0.000%,

1/01/48,

144A

(5)

No

Opt.

Call

N/R  

554

26

0.000%,

1/01/49,

144A

(5)

No

Opt.

Call

N/R  

521

26

0.000%,

1/01/50,

144A

(5)

No

Opt.

Call

N/R  

478

28

0.000%,

1/01/51,

144A

(5)

No

Opt.

Call

N/R  

497

727

1.000%,

7/01/51,

144A

(5)

3/28

at

100.00

N/R  

418,703

28

0.000%,

1/01/52,

144A

(5)

No

Opt.

Call

N/R  

461

28

0.000%,

1/01/53,

144A

(5)

No

Opt.

Call

N/R  

432

28

0.000%,

1/01/54,

144A

(5)

No

Opt.

Call

N/R  

404

27

0.000%,

1/01/55,

144A

(5)

No

Opt.

Call

N/R  

378

27

0.000%,

1/01/56,

144A

(5)

No

Opt.

Call

N/R  

356

27

0.000%,

1/01/57,

144A

(5)

No

Opt.

Call

N/R  

333

26

0.000%,

1/01/58,

144A

(5)

No

Opt.

Call

N/R  

311

26

0.000%,

1/01/59,

144A

(5)

No

Opt.

Call

N/R  

295

26

0.000%,

1/01/60,

144A

(5)

No

Opt.

Call

N/R  

275

25

0.000%,

1/01/61,

144A

(5)

No

Opt.

Call

N/R  

256

25

0.000%,

1/01/62,

144A

(5)

No

Opt.

Call

N/R  

241

25

0.000%,

1/01/63,

144A

(5)

No

Opt.

Call

N/R  

225

25

0.000%,

1/01/64,

144A

(5)

No

Opt.

Call

N/R  

213

24

0.000%,

1/01/65,

144A

(5)

No

Opt.

Call

N/R  

199

24

0.000%,

1/01/66,

144A

(5)

No

Opt.

Call

N/R  

182

314

0.000%,

1/01/67,

144A

(5)

No

Opt.

Call

N/R  

2,145

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

46

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

1,650

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Carolina

International

School,

Series

2013A,

7.000%,

8/01/43,

144A

8/23

at

100.00

BB+  

$

1,651,914

3,845

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  

3,387,560

1,925

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Blue

Ridge

HealthCare,

Refunding

Series

2020A,

4.000%,

1/01/45

1/30

at

100.00

A  

1,763,031

14,000

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.750%,

12/01/42,

144A

12/27

at

100.00

N/R  

12,683,020

5,000

Public

Finance

Authority

of

Wisconsin,

Pollution

Control

Revenue

Bonds,

Duke

Energy

Progress

Project,

Refunding

Series

2022B,

4.000%,

10/01/46,

(Mandatory

Put

10/01/30)

No

Opt.

Call

Aa3  

5,057,650

2,735

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  

1,641,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Sky

Harbour

LLC

Obligated

Group

Aviation

Facilities

Project,

Series

2021:

2,655

4.000%,

7/01/36,

(AMT)

7/28

at

100.00

N/R  

2,243,156

3,225

4.250%,

7/01/54,

(AMT)

7/31

at

100.00

N/R  

2,302,070

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1:

1,360

6.250%,

1/01/38,

144A

1/28

at

100.00

N/R  

836,400

4,065

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R  

2,499,975

1,000

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018B-2,

8.500%,

1/01/49

1/28

at

100.00

N/R  

615,000

4,300

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-2,

2.875%,

5/01/27

5/26

at

100.00

A-  

4,107,876

13,410

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

5.000%,

6/15/48,

144A

6/26

at

100.00

BBB-  

13,042,298

7,000

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C,

4.300%,

11/01/30

5/26

at

100.00

BBB-  

6,934,550

33,500

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

AA  

5,388,475

18,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mercy

Alliance,

Inc.,

Series

2012,

5.000%,

6/01/32

7/23

at

100.00

A3  

18,004,500

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Dickson

Hollow

Project.

Series

2014:

1,880

5.250%,

10/01/39

7/23

at

102.00

N/R  

1,666,902

1,000

5.375%,

10/01/44

7/23

at

102.00

N/R  

873,370

3,500

5.500%,

10/01/49

7/23

at

102.00

N/R  

3,057,705

2,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Froedtert

Health,

Inc.

Obligated

Group,

Series

2017A,

4.000%,

4/01/39

4/27

at

100.00

AA  

1,964,060

5,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016A,

5.000%,

2/15/46

2/26

at

100.00

BBB+  

4,940,300

435

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

5.000%,

8/15/39

8/24

at

100.00

A+  

438,171

47

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2014A:

$

2,980

5.000%,

7/01/34

7/24

at

100.00

A  

$

3,026,429

2,100

4.350%,

7/01/36

7/23

at

100.00

A  

2,100,126

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Three

Pillars

Senior

Living

Communities,

Refunding

Series

2013:

3,175

5.000%,

8/15/43,

(Pre-refunded

8/15/23)

8/23

at

100.00

N/R  (4)

3,181,032

275

5.000%,

8/15/43,

(Pre-refunded

8/15/23)

8/23

at

100.00

N/R  (4)

275,523

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Woodland

Hills

Senior

Housing

Project,

Series

2014:

5,000

5.000%,

12/01/34

7/23

at

102.00

N/R  

4,729,150

4,435

5.000%,

12/01/44

7/23

at

102.00

N/R  

3,743,761

4,225

5.250%,

12/01/49

7/23

at

102.00

N/R  

3,623,698

5,635

Wisconsin

Housing

and

Economic

Development

Authority,

Homeowners

Mortgage

Revenue

Bonds,

Guaranteed

Mortgage-

Backed

Securities

Program,

Pass

Through

Series

2017A,

2.690%,

7/01/47

10/26

at

100.00

Aaa  

5,257,539

Total

Wisconsin

125,575,235

Total

Municipal

Bonds

(cost

$4,652,236,879)

4,620,104,049

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

1

.3

%

X

59,202,152

Electric

Utilities

-

0.1%

21,034

Talen

Energy

Corp

(10)

$

1,021,895

56,105

Talen

Energy

Supply

LLC

(10)

2,725,749

Total

Electric

Utilities

3,747,644

Independent

Power

and

Renewable

Electricity

Producers

-

1.2%

719,217

Energy

Harbor

Corp

(10),(11)

55,454,508

Total

Independent

Power

and

Renewable

Electricity

Producers

55,454,508

Total

Common

Stocks

(cost

$16,425,722)

59,202,152

Principal

Amount

(000)

Description

(1)

Coupon

(12)

Reference

Rate

(12)

Spread

(12)

Maturity

(13)

Ratings

(3)

Value

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0

.0

%

(12)

X

210,032

Hotels,

Restaurants

&

Leisure

-

0.0%

$

10

Lombard

Starwood

Westin

Hotel

Conference

Center

and

Hotel

Project

Revenue

Bonds

,

(cash

7.500%,

PIK

7.500%)(6),(14)

7.500%

N/A

N/A

12/31/23

N/R

$

10,032

Total

Hotels,

Restaurants

&

Leisure

10,032

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

48

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

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:

Principal

Amount

(000)

Description

(1)

Coupon

(12)

Reference

Rate

(12)

Spread

(12)

Maturity

(13)

Ratings

(3)

Value

Trading

Companies

&

Distributors

-

0.0%

$

200

KDC

Agribusiness

Fairless

Hills

LLC

(6)

12.000%

0.000%

9/17/23

N/R

$

200,000

Total

Trading

Companies

&

Distributors

200,000

Total

Variable

Rate

Senior

Loan

Interests

(cost

$210,032)

210,032

Total

Long-Term

Investments

(cost

$4,668,872,633)

4,679,516,233

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 3.4%  

X

–

MUNICIPAL

BONDS

-

3

.4

%

X

161,400,000

National

-

3.4%

$

107,400

Invesco

Municipal

Opportunity

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6VMO.

JP

MORGAN

CHASE

PUTTERS

/

DRIVERS

TR

VAR

STS

CTFS

5029.Ticker

Symbol

-

VMO,

4.350%,

12/01/24,

(AMT),

(Mandatory

Put

6/30/2023),

144A

(15)

No

Opt.

Call

AA

$

107,400,000

20,000

Invesco

Value

Income

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6

IIM,

4.350%,

3/20/24,

(AMT),

144A

(15)

No

Opt.

Call

AA

20,000,000

34,000

Invesco

Value

Income

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6

IIM.

JP

MORGAN

CHASE

PUTTERS

/

DRIVERS

TR

VAR

STS

CTFS

5027.

Ticker

Symbol

-

IIM,

4.350%,

3/20/24,

(AMT),

(Mandatory

Put

6/30/2023),

144A

(15)

No

Opt.

Call

AA

34,000,000

Total

National

161,400,000

Total

Municipal

Bonds

(cost

$161,400,000)

161,400,000

Total

Short-Term

Investments

(cost

$161,400,000)

161,400,000

Total

Investments

(cost

$

4,830,272,633

)

-

102

.2

%

4,840,916,233

Floating

Rate

Obligations

-

(2.8)%

(

131,485,000

)

Other

Assets

&

Liabilities,

Net

-  0.6%

28,300,974

Net

Assets

-

100%

$

4,737,732,207

49

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

4,619,974,022

$

130,027

$

4,620,104,049

Common

Stocks

–

59,202,152

–

59,202,152

Variable

Rate

Senior

Loan

Interests

–

–

210,032

210,032

Short-Term

Investments:

Municipal

Bonds

–

161,400,000

–

161,400,000

Total

$

–

$

4,840,576,174

$

340,059

$

4,840,916,233

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

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)

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.

(5)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(6)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(7)

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.

(8)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(9)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(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

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35,

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

Project,

Refunding

Series

2006A,

3.750%,

12/01/23,

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

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.

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

March

2022

for

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1,

0.000%,

7/01/56,

144A.

(15)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

ETM

Escrowed

to

maturity

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.

Nuveen

All-American

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

50

SIFMA

Securities

Industry

and

Financial

Market

Association

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.

51

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

98.4%   

X

–

MUNICIPAL

BONDS

-

95

.6

%

X

7,537,273,142

Alabama

-

2.2%

$

7,630

Alabama

State

Port

Authority,

Docks

Facilities

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

10/01/31

-

AGM

Insured,

(AMT)

10/27

at

100.00

AA  

$

7,989,068

5,080

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A,

4.000%,

7/01/37

7/28

at

100.00

Aa3  

5,023,967

2,880

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018B,

5.000%,

7/01/37

7/28

at

100.00

A1  

3,023,107

6,665

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A,

4.000%,

12/01/48,

(Mandatory

Put

12/01/23)

9/23

at

100.31

A2  

6,663,067

3,615

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

4

Series

2019A-1,

4.000%,

12/01/49,

(Mandatory

Put

12/01/25)

9/25

at

100.38

A1  

3,594,684

6,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

5

Series

2020A-1,

4.000%,

10/01/49,

(Mandatory

Put

10/01/26)

7/26

at

100.65

A1  

5,955,360

6,815

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

8

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.40

A-  

6,624,657

7,865

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Series

2022B-1,

4.000%,

4/01/53,

(Mandatory

Put

10/01/27)

7/27

at

100.42

A2  

7,776,991

3,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Series

2022F,

5.500%,

11/01/53,

(Mandatory

Put

12/01/28)

9/28

at

100.00

A2  

3,168,270

8,245

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Series

2022

Sub

D-1,

4.000%,

7/01/52,

(Mandatory

Put

6/01/27)

3/27

at

100.17

Aa1  

8,222,244

Chatom

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

PowerSouth

Energy

Cooperative,

Refunding

Series

2020:

1,045

5.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

AA  

1,089,935

1,000

5.000%,

8/01/28

-

AGM

Insured

No

Opt.

Call

AA  

1,076,070

1,000

5.000%,

8/01/30

-

AGM

Insured

No

Opt.

Call

AA  

1,107,340

5,500

Lower

Alabama

Gas

District,

Alabama,

Goldman

Sachs

Gas

Project

2

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

12/01/25)

9/25

at

100.58

A2  

5,469,420

7,410

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2007A,

1.000%,

6/01/34,

(Mandatory

Put

6/26/25)

No

Opt.

Call

A1  

7,026,607

28,940

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2008,

2.900%,

7/15/34,

(Mandatory

Put

12/12/23)

No

Opt.

Call

A1  

28,821,635

620

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.000%,

4/15/27

4/25

at

100.00

N/R  

614,910

Montgomery

Medical

Clinic

Board,

Alabama,

Health

Care

Facility

Revenue

Bonds,

Jackson

Hospital

&

Clinic,

Series

2015:

3,555

5.000%,

3/01/24

No

Opt.

Call

BB  

3,578,001

2,235

5.000%,

3/01/25

No

Opt.

Call

BB  

2,228,094

1,725

5.000%,

3/01/26

No

Opt.

Call

BB  

1,718,203

8,285

Selma

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB  

7,897,759

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

52

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alabama

(continued)

$

12,400

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/01/24)

3/24

at

100.29

A1  

$

12,377,060

10,000

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

2,

Series

2021B-1,

4.000%,

12/01/51,

(Mandatory

Put

12/01/31)

9/31

at

100.62

A1  

9,727,200

1,820

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

3,

Fixed

Rate

Series

2022A-1,

5.500%,

1/01/53,

(Mandatory

Put

12/01/29)

9/29

at

100.10

A1  

1,936,298

11,500

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

4,

Series

2022B-1,

5.000%,

5/01/53,

(Mandatory

Put

8/01/28)

5/28

at

100.34

A2  

11,894,795

545

The

Improvement

District

of

the

City

of

Mobile

-

McGowin

Park

Project,

Alabama,

Sales

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

8/01/25

No

Opt.

Call

N/R  

540,335

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A:

5,909

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R  

5,527,476

4,250

5.250%,

5/01/44,

144A

5/29

at

100.00

N/R  

3,845,400

10,000

West

Jefferson,

Alabama,

Industrial

Development

Board

Pollution

Control

Revenue

Bonds,

Alabama

Power

Company,

Refunding

Series

1998,

3.650%,

6/01/28,

(Mandatory

Put

1/21/09)

1/09

at

100.00

A1  

10,000,000

Total

Alabama

174,517,953

Alaska

-

0.0%

1,900

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2022A-II,

2.350%,

12/01/39

12/30

at

100.00

AA+  

1,502,520

1,500

Alaska

State,

General

Obligation

Bonds,

Series

2023A,

5.000%,

8/01/23

No

Opt.

Call

AA-  

1,501,815

Total

Alaska

3,004,335

Arizona

-

1.5%

980

Arizona

Board

of

Regents,

Univeristy

of

Arizona,

SPEED

Revenue

Bonds,

Stimulus

Plan

for

Economic

and

Educational

Development,

Series

2020C.

Forward

Delivery,

5.000%,

8/01/26

No

Opt.

Call

Aa3  

1,038,565

Arizona

State,

Certificates

of

Participation,

Refunding

Series

2019A:

5,630

5.000%,

10/01/26,

(ETM)

No

Opt.

Call

Aa2  (4)

5,989,363

16,880

5.000%,

10/01/27,

(ETM)

No

Opt.

Call

Aa2  (4)

18,352,442

21,410

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2005,

2.400%,

12/01/35,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

21,370,820

2,485

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

2,480,303

6,500

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

1,

5.000%,

9/01/42,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

6,653,075

19,740

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

2,

5.000%,

9/01/52,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

20,207,443

775

Glendale

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Midwestern

University,

Refunding

Series

2020,

4.000%,

5/15/26

No

Opt.

Call

AA  

792,050

890

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2021A,

4.000%,

7/01/41,

144A

7/31

at

100.00

BB+  

734,277

53

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

1,950

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Taxable

Series

2019B,

5.000%,

7/01/39,

144A

7/29

at

100.00

BB+  

$

1,876,738

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2021A:

450

5.000%,

9/01/27

No

Opt.

Call

A+  

478,044

720

5.000%,

9/01/28

No

Opt.

Call

A+  

777,521

5,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2017C,

5.000%,

1/01/48,

(Mandatory

Put

10/18/24)

No

Opt.

Call

AA-  

5,103,000

3,030

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019C,

4.580%,

1/01/35,

(Mandatory

Put

10/18/24)

(SIFMA

reference

rate

+

0.570%

spread)

(5)

10/23

at

100.00

AA-  

3,021,274

2,520

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

El

Paso

Electric

Company,

Refunding

Series

2009A,

3.600%,

2/01/40

6/29

at

100.00

BBB+  

2,225,286

Northern

Arizona

University,

Revenue

Bonds,

SPEED

-

Stimulus

Plan

Economic

Educational

Development

Fund,

Refunding

Series

2020B:

3,615

5.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

AA  

3,813,608

4,220

5.000%,

8/01/27

-

AGM

Insured

No

Opt.

Call

AA  

4,540,256

3,975

5.000%,

8/01/28

-

AGM

Insured

No

Opt.

Call

AA  

4,351,075

Paradise

Valley

Unified

School

District

No.

69,

Maricopa

County,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2019,

Series

2022D:

625

5.000%,

7/01/36

7/32

at

100.00

AAA  

711,375

675

5.000%,

7/01/37

7/32

at

100.00

AAA  

759,469

640

Phoenix

Civic

Improvement

Corporation,

Arizona,

Water

System

Revenue

Bonds,

Junior

Lien

Series

2021A,

5.000%,

7/01/26

No

Opt.

Call

AAA  

678,758

830

Regional

Public

Transportation

Authority,

Arizona,

Transportation

Excise

Tax

Revenue

Bonds,

Maricopa

County

Public

Transportation

Fund

Series

2014,

5.250%,

7/01/23

No

Opt.

Call

AA+  

830,000

5,000

Salt

River

Project

Agricultural

Improvement

and

Power

District,

Arizona,

Electric

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

12/01/36

6/25

at

100.00

AA+  

5,138,150

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

1,235

5.000%,

12/01/32

No

Opt.

Call

A3  

1,311,447

1,120

5.000%,

12/01/37

No

Opt.

Call

A3  

1,172,259

1,960

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Friendship

Village

of

Tempe

Project,

Refunding

Series

2021C-1,

1.500%,

12/01/27

7/23

at

100.00

N/R  

1,771,977

Total

Arizona

116,178,575

Arkansas

-

0.8%

3,140

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  

3,145,275

1,165

Arkansas

Development

Finance

Authority,

Arkansas,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation,

Green

Series

2023,

5.700%,

5/01/53,

(AMT)

5/26

at

105.00

BB  

1,183,244

14,355

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

Ba2  

13,021,421

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

54

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arkansas

(continued)

$

1,785

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

Ba2  

$

1,682,898

11,415

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-2,

5.000%,

9/01/44,

(Mandatory

Put

9/01/27)

3/27

at

100.00

BBB+  

12,059,148

1,000

Arkansas

State

University,

Student

Fee

Revenue

Bonds,

Jonesboro

Campus,

Series

2013,

5.000%,

12/01/33

12/23

at

100.00

A1  

1,006,630

Hot

Springs

School

District

6,

Garland

County,

Arkansas,

General

Obligation

Bonds,

Refunding

Series

2021:

2,305

2.000%,

6/01/29

12/26

at

100.00

Aa2  

2,095,775

2,500

2.000%,

6/01/30

12/26

at

100.00

Aa2  

2,235,900

2,905

2.000%,

6/01/31

12/26

at

100.00

Aa2  

2,557,039

5,000

Little

Rock,

Arkansas,

General

Obligation

Bonds,

Capital

Improvement

Series

2022A,

3.875%,

2/01/43

2/28

at

100.00

Aa1  

5,000,150

Little

Rock,

Arkansas,

Hotel

and

Restaurant

Gross

Receipts

Tax

Bonds,

Series

2014:

820

5.000%,

7/01/23

No

Opt.

Call

A+  

820,000

1,610

5.000%,

7/01/26

7/24

at

100.00

A+  

1,638,690

1,490

5.000%,

7/01/28

7/24

at

100.00

A+  

1,515,822

1,935

5.000%,

7/01/29

7/24

at

100.00

A+  

1,968,533

1,005

5.000%,

7/01/30

7/24

at

100.00

A+  

1,022,417

4,595

5.000%,

7/01/34

7/24

at

100.00

A+  

4,675,091

Pulaski

County

Public

Facilities

Board,

Arkansas,

Healthcare

Revenue

Bonds,

Baptist

Health,

Series

2014:

2,175

5.000%,

12/01/25

12/24

at

100.00

A  

2,219,218

1,820

5.000%,

12/01/27

12/24

at

100.00

A  

1,859,858

University

of

Arkansas,

Fayetteville,

Various

Facilities

Revenue

Bonds,

Refunding

&

Improvement

Series

2019A:

1,245

5.000%,

11/01/34

5/29

at

100.00

Aa2  

1,375,277

1,260

5.000%,

11/01/35

5/29

at

100.00

Aa2  

1,384,311

Total

Arkansas

62,466,697

California

-

4.1%

5,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023C,

5.250%,

1/01/54,

(Mandatory

Put

10/01/31)

10/30

at

100.65

Baa1  

5,233,600

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A:

2,235

5.000%,

6/01/31

6/30

at

100.00

A  

2,463,484

1,310

5.000%,

6/01/32

6/30

at

100.00

A  

1,440,528

635

5.000%,

6/01/33

6/30

at

100.00

A-  

697,452

350

4.000%,

6/01/34

6/30

at

100.00

A-  

359,345

2,190

4.000%,

6/01/36

6/30

at

100.00

A-  

2,213,652

3,075

4.000%,

6/01/38

6/30

at

100.00

A-  

3,054,398

1,580

4.000%,

6/01/40

6/30

at

100.00

A-  

1,553,235

6,815

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2011A,

3.000%,

3/01/41,

(Mandatory

Put

3/01/24)

9/23

at

100.00

A  

6,781,061

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A:

1,205

5.000%,

8/15/35

8/27

at

100.00

BBB+  

1,246,729

1,345

5.000%,

8/15/36

8/27

at

100.00

BBB+  

1,385,027

55

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

995

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanante

System,

Series

2006C,

5.000%,

6/01/41,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

$

1,118,121

755

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Term

Rate

Series

2019C,

5.000%,

10/01/39,

(Mandatory

Put

10/01/25)

10/25

at

100.00

A  

775,430

14,695

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-2,

3.750%,

3/25/35

No

Opt.

Call

AA+  

14,291,145

2,898

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-3,

3.250%,

8/20/36

No

Opt.

Call

BBB  

2,640,659

9,405

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.650%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

7/23

at

100.00

N/R  

9,365,687

6,155

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

J

Paul

Getty

Trust,

Refunding

Series

2020B-2,

3.000%,

10/01/47,

(Mandatory

Put

10/01/26)

4/26

at

101.17

AAA  

6,111,853

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A:

5,950

3.250%,

12/31/32

-

AGM

Insured,

(AMT)

6/28

at

100.00

AA  

5,611,802

4,000

5.000%,

12/31/33,

(AMT)

6/28

at

100.00

BBB-  

4,199,560

5,000

5.000%,

12/31/34,

(AMT)

6/28

at

100.00

BBB-  

5,224,750

California

Pollution

Control

Financing

Authority

Water

Furnishing

Revenue

Bonds

(Poseidon

Resources

(Channelside)

LP

Desalination

Project),

Series

2023

(AMT):

2,590

5.000%,

7/01/34,

(AMT),

144A

7/33

at

100.00

BBB  

2,777,257

2,500

5.000%,

7/01/35,

(AMT),

144A

7/33

at

100.00

BBB  

2,655,475

2,500

5.000%,

7/01/36,

(AMT),

144A

7/33

at

100.00

BBB  

2,636,725

6,055

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2015A-2,

3.625%,

7/01/27,

(AMT)

7/25

at

100.00

A-  

6,007,226

24,490

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2015A-1,

3.375%,

7/01/25,

(AMT)

No

Opt.

Call

A-  

24,204,447

12,330

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management,

Inc.

Project,

Refunding

Series

2015B-1,

3.000%,

11/01/25,

(AMT)

No

Opt.

Call

A-  

12,061,329

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A:

5,425

5.250%,

12/01/29

12/24

at

100.00

BB+  

5,526,556

7,285

5.250%,

12/01/34

12/24

at

100.00

BB+  

7,393,401

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

1,500

5.000%,

12/01/27,

144A

6/26

at

100.00

BB+  

1,528,800

2,695

5.000%,

12/01/31,

144A

6/26

at

100.00

BB+  

2,755,557

4,200

5.000%,

12/01/36,

144A

6/26

at

100.00

BB+  

4,222,302

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A:

885

5.000%,

12/01/28,

144A

6/28

at

100.00

BB+  

907,523

2,530

5.000%,

12/01/33,

144A

6/28

at

100.00

BB+  

2,578,829

3,790

5.250%,

12/01/38,

144A

6/28

at

100.00

BB+  

3,845,979

915

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Huntington

Memorial

Hospital,

Refunding

Series

2014B,

5.000%,

7/01/25,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R  (4)

934,005

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

56

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

905

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-1,

5.000%,

4/01/46,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

$

1,016,985

385

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-3,

5.000%,

4/01/45,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

432,640

9

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005G,

5.500%,

7/01/24

(6),(7)

1/22

at

100.00

N/R  

9,263

2,520

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Variable

Rate

Demand

Obligation

Series

2004M,

5.000%,

4/01/38,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

2,831,825

6,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Escondido

Portfolio,

Social

Senior

Lien

Series

2021A-1,

3.000%,

6/01/48,

144A

6/31

at

100.00

N/R  

4,071,840

6,605

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

7/01/43,

144A

7/32

at

100.00

N/R  

4,989,021

4,275

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Pasadena

Portfolio

Social

Bond,

Series

2021A-1,

2.650%,

12/01/46,

144A

12/31

at

100.00

N/R  

3,310,261

5,145

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  

3,489,802

El

Dorado

Union

High

School

District,

El

Dorado

County,

California,

General

Obligation

Bonds,

Series

2020:

1,430

5.000%,

8/01/33

-

AGM

Insured

8/27

at

100.00

AA  

1,551,993

2,200

5.000%,

8/01/34

-

AGM

Insured

8/27

at

100.00

AA  

2,390,828

2,280

5.000%,

8/01/35

-

AGM

Insured

8/27

at

100.00

AA  

2,467,143

8,715

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  

951,155

4,125

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

BBB+  

4,300,024

1,300

Grant

Joint

Union

High

School

District,

Sacramento

County,

California,

General

Obligation

Bonds,

Capital

Appreciation

Election

2006

Series

2008,

0.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

A1  

1,172,743

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C:

1,000

5.000%,

9/01/30

9/24

at

100.00

N/R  

1,017,300

1,015

5.000%,

9/01/32

9/24

at

100.00

N/R  

1,032,478

465

5.000%,

9/01/34

9/24

at

100.00

N/R  

472,840

1,825

Lake

Elsinore

Redevelopment

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

90-2,

Series

2007A,

4.500%,

10/01/24

-

AGM

Insured

7/23

at

100.00

AA  

1,826,223

2,015

Las

Virgenes

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2006

Election,

Series

2009B,

0.000%,

8/01/27

No

Opt.

Call

Aa1  

1,765,019

6,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2018D,

5.000%,

5/15/25,

(AMT)

No

Opt.

Call

AA-  

6,150,780

7,415

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2022A,

5.000%,

5/15/26,

(AMT)

No

Opt.

Call

AA-  

7,713,231

57

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

5,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2014B,

5.000%,

7/01/43

1/24

at

100.00

Aa2  

$

5,027,700

Los

Angeles,

California,

Special

Tax

Bonds,

Community

Facilities

District

4,

Playa

Vista

Phase

I,

Series

2014:

1,060

5.000%,

9/01/24

No

Opt.

Call

A+  

1,080,649

1,240

5.000%,

9/01/25

9/24

at

100.00

A+  

1,266,660

1,010

5.000%,

9/01/26

9/24

at

100.00

A+  

1,034,240

400

Menifee

Union

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/29

-

BAM

Insured

9/25

at

100.00

AA  

418,360

5,440

Mount

San

Antonio

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2013A,

0.000%,

8/01/28

(8)

2/28

at

100.00

Aa1  

6,011,037

11,490

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009A,

6.125%,

11/01/29

No

Opt.

Call

A  

12,333,021

9,140

M-S-R

Energy

Authority,

California,

Gas

Revenue

Bonds,

Citigroup

Prepay

Contracts,

Series

2009C,

6.125%,

11/01/29

No

Opt.

Call

A  

9,810,967

8,040

Palomar

Pomerado

Health,

California,

General

Obligation

Bonds,

Convertible

Capital

Appreciation,

Election

2004

Series

2010A,

6.750%,

8/01/40

8/30

at

100.00

A1  

9,305,657

4,085

Palomar

Pomerado

Health,

California,

General

Obligation

Bonds,

Series

2009A,

0.000%,

8/01/23

-

AGC

Insured

No

Opt.

Call

AA  

4,074,624

5,355

Poway

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

2007-1,

Series

2011A,

0.000%,

8/01/34

No

Opt.

Call

Aa2  

3,637,330

2,410

Riverside

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2014A,

4.000%,

10/01/37

-

AGM

Insured

10/24

at

100.00

AA  

2,412,964

Riverside

County

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Jurupa

Valley

Project

Area,

Series

2011B:

2,115

0.000%,

10/01/34

No

Opt.

Call

A+  

1,371,556

2,000

0.000%,

10/01/36

No

Opt.

Call

A+  

1,162,700

2,105

San

Diego

Association

of

Governments,

California,

Capital

Grants

Receipts

Revenue

Bonds,

Mid-Coast

Corridor

Transit

Project,

Green

Series

2019B,

1.800%,

11/15/27

11/26

at

100.00

A-  

1,949,819

5,825

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023A,

5.000%,

5/01/28,

(AMT)

No

Opt.

Call

A1  

6,216,149

San

Joaquin

Hills

Transportation

Corridor

Agency,

Orange

County,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A:

5,075

5.000%,

1/15/29,

(Pre-refunded

1/15/25)

1/25

at

100.00

A  (4)

5,239,024

21,260

5.000%,

1/15/34,

(Pre-refunded

1/15/25)

1/25

at

100.00

A  (4)

21,947,123

Santa

Ana

Financing

Authority,

California,

Lease

Revenue

Bonds,

Police

Administration

and

Housing

Facility,

Series

1994A:

505

6.250%,

7/01/24,

(ETM)

No

Opt.

Call

Baa2  (4)

512,585

845

6.250%,

7/01/24

No

Opt.

Call

Baa2  

857,886

2,030

Victor

Elementary

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Series

2002A,

0.000%,

8/01/23

-

FGIC

Insured

No

Opt.

Call

Aa3  

2,024,844

3,000

Victor

Valley

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

20008

Election

Series

2009A,

5.750%,

8/01/31

-

AGC

Insured

8/26

at

100.00

AA  

3,283,410

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

58

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Refunding

Series

2015A:

$

1,540

5.000%,

7/01/24

No

Opt.

Call

Baa2  

$

1,557,387

1,415

5.000%,

7/01/25

No

Opt.

Call

Baa2  

1,438,772

1,450

3.250%,

7/01/27

7/25

at

100.00

Baa2  

1,388,027

1,435

3.500%,

7/01/28

7/25

at

100.00

Baa2  

1,404,047

1,355

3.750%,

7/01/29

7/25

at

100.00

Baa2  

1,339,810

2,500

West

Contra

Costa

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Series

2008B,

6.000%,

8/01/25

No

Opt.

Call

AA-  

2,643,350

Total

California

319,516,021

Colorado

-

2.7%

2,955

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.250%,

12/01/41

12/26

at

103.00

N/R  

2,432,113

Arapahoe

County

School

District

6,

Littleton,

Colorado,

General

Obligation

Bonds,

Series

2019A:

3,015

5.500%,

12/01/32

12/28

at

100.00

Aa1  

3,427,753

1,250

5.500%,

12/01/33

12/28

at

100.00

Aa1  

1,419,150

9,355

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/29,

144A

7/23

at

103.00

N/R  

9,245,546

1,115

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

4.000%,

12/01/29

12/25

at

103.00

N/R  

1,043,417

10,000

Colorado

Bridge

Enterprise,

Revenue

Bonds,

Central

70

Project,

Senior

Series

2017,

4.000%,

6/30/51,

(AMT)

12/27

at

100.00

A  

9,020,100

980

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Loveland

Classical

Schools

Project,

Series

2016,

3.750%,

7/01/26,

144A

No

Opt.

Call

BB+  

952,442

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Regis

University

Project,

Refunding

Series

2016:

1,910

5.000%,

10/01/25

No

Opt.

Call

Baa3  

1,919,645

1,235

5.000%,

10/01/30

10/25

at

100.00

Baa3  

1,247,523

1,715

3.125%,

10/01/31

10/25

at

100.00

Baa3  

1,531,461

5,005

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2019A,

5.000%,

11/15/39

11/29

at

100.00

AA  

5,412,907

5,040

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-1,

0.000%,

11/15/58,

(Mandatory

Put

11/15/28)

(WI/DD)

11/27

at

101.76

AA  

5,507,410

4,385

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

5.000%,

8/01/31

8/29

at

100.00

A-  

4,721,154

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

4,010

5.000%,

8/01/25

No

Opt.

Call

A-  

4,101,749

5,015

5.000%,

8/01/31

8/29

at

100.00

A-  

5,399,450

6,395

5.000%,

8/01/33

8/29

at

100.00

A-  

6,872,195

12,305

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

A-  

12,556,637

35,215

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/26)

2/26

at

100.00

A-  

36,301,735

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Covenant

Living

Communities

&

Services,

Series

2020A,

4.000%,

12/01/40

12/27

at

103.00

A-  

1,721,620

59

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

14,655

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Parkview

Medical

Center,

Series

2016,

3.125%,

9/01/42

9/26

at

100.00

Baa1  

$

11,022,465

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A:

3,140

4.000%,

1/01/36

1/30

at

100.00

AA+  

3,204,182

8,815

4.000%,

1/01/38

1/30

at

100.00

AA+  

8,856,871

5,300

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Series

2013A,

5.500%,

1/01/35,

(Pre-refunded

1/01/24)

1/24

at

100.00

AA+  (4)

5,356,763

2,755

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021E,

2.125%,

11/01/42

5/30

at

100.00

AAA  

1,992,361

6,510

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021H,

2.000%,

5/01/42

5/30

at

100.00

AAA  

4,647,359

1,500

Delta

County

Memorial

Hospital

District,

Colorado,

Enterprise

Revenue

Bonds,

Refunding

Series

2010,

5.500%,

9/01/25

7/23

at

100.00

N/R  

1,470,540

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D:

1,705

5.750%,

11/15/34,

(AMT)

11/32

at

100.00

AA-  

2,032,803

830

5.750%,

11/15/35,

(AMT)

11/32

at

100.00

AA-  

980,305

15,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

A+  

15,287,250

10,270

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-  

10,280,167

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

1,500

5.000%,

12/01/31

12/26

at

100.00

Baa2  

1,544,880

500

5.000%,

12/01/32

12/26

at

100.00

Baa2  

513,890

645

5.000%,

12/01/33

12/26

at

100.00

Baa2  

661,280

360

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopement

Area,

Series

2018A,

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R  

363,352

1,850

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopment

Area,

Series

2018A,

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R  

1,869,407

5,900

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  

5,892,094

1,040

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.000%,

12/01/35,

144A

3/26

at

103.00

N/R  

890,063

3,945

Peak

Metropolitan

District

3,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Convertible

Capital

Appreciation

Bonds,

Series

2022A-2,

7.750%,

12/01/42

12/27

at

81.99

N/R  

2,241,510

380

Prairie

Center

Metropolitan

District

7,

Brighton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020,

4.125%,

12/15/36

12/25

at

103.00

N/R  

336,836

750

Rampart

Range

Metropolitan

District

5,

Lone

Tree,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Series

2021,

4.000%,

12/01/36

10/26

at

102.00

N/R  

631,583

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

600

5.000%,

1/15/28

No

Opt.

Call

A-  

637,938

550

5.000%,

7/15/28

No

Opt.

Call

A-  

589,600

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

60

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

750

5.000%,

1/15/29

No

Opt.

Call

A-  

$

809,257

500

5.000%,

7/15/29

No

Opt.

Call

A-  

543,510

555

5.000%,

1/15/30

No

Opt.

Call

A-  

606,465

445

5.000%,

7/15/30

No

Opt.

Call

A-  

489,278

1,035

5.000%,

1/15/31

No

Opt.

Call

A-  

1,144,596

3,400

4.000%,

7/15/40

No

Opt.

Call

A-  

3,339,242

Riverwalk

Metropolitan

District

2,

Glendale,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Series

2022A:

2,100

4.500%,

12/01/32

3/27

at

103.00

N/R  

1,903,461

9,095

5.000%,

12/01/42

3/27

at

103.00

N/R  

8,263,990

1,000

Spring

Mesa

Metropolitan

District,

Jefferson

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015,

3.750%,

12/01/44

-

AGC

Insured

12/25

at

100.00

AA  

939,490

730

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1,

5.000%,

12/01/41

3/26

at

103.00

N/R  

656,788

1,025

West

Globeville

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.250%,

12/01/32

12/29

at

103.00

N/R  

997,981

Total

Colorado

215,831,564

Connecticut

-

1.5%

4,445

Connecticut

Health

and

Educational

Facilities

Authority,

Chefa

Revenue

Bonds,

Yale

University,

Remarketing

Series

2017B-2,

3.200%,

7/01/37,

(Mandatory

Put

7/01/26)

(WI/DD)

No

Opt.

Call

AAA  

4,449,445

1,965

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020A,

4.000%,

7/01/36

1/30

at

100.00

A+  

1,951,756

1,965

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Hartford

HealthCare

Issue,

Series

2020B-1,

5.000%,

7/01/53,

(Mandatory

Put

1/01/25)

10/24

at

100.93

A+  

1,999,014

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Nuvance

Health

Series

2019A:

4,415

4.000%,

7/01/34

7/29

at

100.00

BBB+  

4,398,090

12,960

4.000%,

7/01/35

7/29

at

100.00

BBB+  

12,875,112

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2021L-1:

700

4.000%,

7/01/26

No

Opt.

Call

BBB+  

698,803

925

4.000%,

7/01/27

No

Opt.

Call

BBB+  

926,267

775

4.000%,

7/01/28

No

Opt.

Call

BBB+  

778,798

600

4.000%,

7/01/29

No

Opt.

Call

BBB+  

604,704

14,260

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2014A,

2.800%,

7/01/48,

(Mandatory

Put

2/10/26)

No

Opt.

Call

AAA  

13,973,944

5,640

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2016A-2,

2.000%,

7/01/42,

(Mandatory

Put

7/01/26)

No

Opt.

Call

AAA  

5,343,280

7,745

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014D,

1.800%,

7/01/49,

(Mandatory

Put

7/01/24)

1/24

at

100.00

AA-  

7,599,317

1,170

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2018D-1,

4.000%,

11/15/38

11/27

at

100.00

AAA  

1,159,844

885

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019B-1,

3.300%,

11/15/39

11/28

at

100.00

AAA  

803,907

1,540

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019E-1,

2.850%,

11/15/39

11/28

at

100.00

AAA  

1,264,201

61

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

5,570

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019F-1,

2.750%,

11/15/37

11/28

at

100.00

AAA  

$

4,635,243

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020A-1:

5,195

2.450%,

5/15/38

5/29

at

100.00

AAA  

4,260,108

4,660

3.500%,

11/15/45

5/29

at

100.00

AAA  

4,553,659

5,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020D-1,

2.350%,

11/15/40

5/30

at

100.00

AAA  

3,646,350

2,850

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-1,

2.350%,

11/15/40

5/30

at

100.00

AAA  

2,149,470

10,265

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020E-3,

1.850%,

5/15/38

5/30

at

100.00

AAA  

7,226,457

11,105

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021B-1,

2.100%,

11/15/40

11/30

at

100.00

AAA  

7,963,729

22,870

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2021D-1,

2.300%,

11/15/41

11/30

at

100.00

AAA  

17,092,581

Connecticut

State,

General

Obligation

Bonds,

Refunding

Series

2023B:

1,335

5.000%,

8/01/25

No

Opt.

Call

AA-  

1,386,331

2,000

5.000%,

8/01/26

No

Opt.

Call

AA-  

2,120,120

1,790

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

20168C,

5.000%,

10/01/23

No

Opt.

Call

AA  

1,797,464

Total

Connecticut

115,657,994

Delaware

-

0.2%

18,440

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-  

16,836,458

1,000

Delaware

Health

Facilities

Authority,

Revenue

Bonds,

Bayhealth

Medical

Center

Project,

Series

2017A,

4.000%,

7/01/35

7/27

at

100.00

AA  

1,014,750

Total

Delaware

17,851,208

District

of

Columbia

-

1.6%

3,880

District

of

Columbia

Student

Dormitory

Revenue

Bonds,

Provident

Group

-

Howard

Properties

LLC

Issue,

Series

2013,

5.000%,

10/01/30

7/23

at

100.00

BB-  

3,880,039

159,565

District

of

Columbia

Tobacco

Settlement

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2006A,

0.000%,

6/15/46

7/23

at

24.47

N/R  

37,102,054

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

Improvement

Projects,

Refunding

First

Senior

Lien

Series

2019A:

1,250

5.000%,

10/01/33

10/28

at

100.00

A  

1,344,087

2,750

5.000%,

10/01/34

10/28

at

100.00

A  

2,946,433

1,625

5.000%,

10/01/36

10/28

at

100.00

A  

1,723,962

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A:

6,500

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

AA-  

6,573,775

5,000

5.000%,

10/01/29,

(AMT)

10/24

at

100.00

AA-  

5,059,650

2,595

5.000%,

10/01/31,

(AMT)

10/24

at

100.00

AA-  

2,629,461

1,910

5.000%,

10/01/32,

(AMT)

10/24

at

100.00

AA-  

1,934,964

15,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

10/01/34,

(AMT)

10/24

at

100.00

AA-  

15,179,550

4,915

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2015B,

5.000%,

10/01/35,

(AMT)

10/25

at

100.00

AA-  

5,027,259

5,575

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

AA-  

5,818,460

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

62

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

District

of

Columbia

(continued)

$

8,300

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

10/01/27,

(AMT)

No

Opt.

Call

AA-  

$

8,785,384

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2023A:

2,460

5.000%,

10/01/33,

(AMT)

(WI/DD)

10/32

at

100.00

AA-  

2,749,001

10,100

5.000%,

10/01/34,

(AMT)

(WI/DD)

10/32

at

100.00

AA-  

11,229,786

2,440

5.000%,

10/01/35,

(AMT)

(WI/DD)

10/32

at

100.00

AA-  

2,687,440

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Dedicated

Revenue

Bonds,

Green

Series

2021A:

2,820

5.000%,

7/15/27

No

Opt.

Call

AA  

3,051,494

6,910

4.000%,

7/15/34

7/31

at

100.00

AA  

7,333,445

1,260

Washington

Metropolitan

Area

Transit

Authority,

District

of

Columbia,

Gross

Revenue

Bonds,

Series

2018,

5.000%,

7/01/25

No

Opt.

Call

AA-  

1,307,036

Total

District

of

Columbia

126,363,280

Florida

-

4.5%

11,195

Broward

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022A,

5.000%,

7/01/26

No

Opt.

Call

Aa3  

11,820,241

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2015A:

10,000

5.000%,

10/01/34,

(AMT)

10/25

at

100.00

A+  

10,234,100

15,135

5.000%,

10/01/35,

(AMT)

10/25

at

100.00

A+  

15,448,143

3,225

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B,

2.250%,

9/01/29,

(AMT)

No

Opt.

Call

A1  

3,042,981

Cape

Coral,

Florida,

Utility

Improvement

Assessment

Bonds,

Refunding

Various

Areas

Series

2017:

885

2.250%,

9/01/23

-

AGM

Insured

No

Opt.

Call

AA  

883,115

1,410

2.500%,

9/01/24

-

AGM

Insured

No

Opt.

Call

AA  

1,391,867

1,230

2.750%,

9/01/25

-

AGM

Insured

No

Opt.

Call

AA  

1,214,662

855

2.750%,

9/01/26

-

AGM

Insured

No

Opt.

Call

AA  

846,057

545

3.000%,

9/01/27

-

AGM

Insured

No

Opt.

Call

AA  

541,779

Cape

Coral,

Florida,

Water

and

Sewer

Revenue

Bonds,

Refunding

Series

2015:

9,685

5.000%,

10/01/32

10/25

at

100.00

A+  

9,957,632

7,325

5.000%,

10/01/33

10/25

at

100.00

A+  

7,531,199

4,195

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020,

5.000%,

12/15/35,

144A

7/26

at

100.00

N/R  

4,036,848

7,620

Central

Florida

Expressway

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021,

5.000%,

7/01/26

-

AGM

Insured

No

Opt.

Call

AA  

8,063,484

14,645

Citizens

Property

Insurance

Corporation,

Florida,

Coastal

Account

Senior

Secured

Bonds,

Series

2015A-1,

5.000%,

6/01/25

12/24

at

100.00

AA  

14,925,745

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Hodges

University,

Refunding

Series

2013:

485

4.750%,

11/01/23,

(ETM)

No

Opt.

Call

N/R  (4)

487,143

1,860

6.000%,

11/01/33,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R  (4)

1,875,773

320

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2017A,

5.000%,

6/15/27,

144A

6/26

at

100.00

N/R  

318,746

1,155

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Mater

Academy

Projects,

Series

2020A,

5.000%,

6/15/35

6/27

at

100.00

BBB  

1,174,612

30,000

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  

29,801,400

63

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

$

24,240

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

$

24,156,857

44,460

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

42,906,567

30,650

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

29,430,130

14,850

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)

7/23

at

101.00

N/R  

14,616,112

25,965

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

7/23

at

103.00

N/R  

26,410,559

Florida

Higher

Educational

Facilities

Financing

Authority,

Revenue

Bonds,

Nova

Southeastern

University

Project,

Refunding

Series

2016:

1,305

5.000%,

4/01/32

4/26

at

100.00

A  

1,352,345

1,885

5.000%,

4/01/33

4/26

at

100.00

A  

1,952,559

6,015

5.000%,

4/01/34

4/26

at

100.00

A  

6,233,826

4,290

5.000%,

4/01/35

4/26

at

100.00

A  

4,436,246

715

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2017-1,

3.600%,

7/01/37

1/27

at

100.00

Aaa  

704,111

1,915

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2018-2,

4.050%,

7/01/38

1/28

at

100.00

Aaa  

1,890,909

4,470

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2019-1,

3.000%,

7/01/39

7/28

at

100.00

Aaa  

4,287,356

7,890

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-2,

2.050%,

7/01/41

7/30

at

100.00

Aaa  

5,575,074

1,490

Florida

Municipal

Power

Agency,

Power

Supply

Revenue

Bonds,

All

Requirements

Project,

Refunding

Series

2016A,

5.000%,

10/01/30

10/26

at

100.00

AA-  

1,572,814

5,355

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Senior

Lien

Series

2015A,

5.000%,

10/01/28,

(AMT)

10/24

at

100.00

AA-  

5,415,779

5,105

JEA,

Florida,

Electric

System

Revenue

Bonds,

Subordinated

Series

Three

2020A,

5.000%,

10/01/27

No

Opt.

Call

AA  

5,537,547

6,020

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2015A,

5.000%,

4/01/35

4/25

at

100.00

A2  

6,168,875

5,060

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2018A,

5.000%,

4/01/53

4/28

at

100.00

A2  

5,234,165

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Refunding

Series

2014B:

2,830

5.000%,

7/01/24

No

Opt.

Call

A  

2,879,044

2,175

5.000%,

7/01/27

7/24

at

100.00

A  

2,201,035

11,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/35,

(AMT)

10/24

at

100.00

A1  

11,063,250

7,645

Orange

County

Health

Facilities

Authority

Revenue

Bonds,

Florida,

Presbyterian

Retirement

Communities

Obligated

Group

Project,

Series

2023A,

4.000%,

8/01/36

8/30

at

103.00

A-  

7,043,491

Orlando,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

6th

Cent

Contract

Payments,

Refunding

Senior

Series

2017A:

4,000

5.000%,

11/01/32

-

AGM

Insured

11/27

at

100.00

AA  

4,270,840

2,015

5.000%,

11/01/34

-

AGM

Insured

11/27

at

100.00

AA  

2,136,363

1,000

Osceola

County,

Florida,

Transportation

Revenue

Bonds,

Osceola

Parkway,

Refunding

&

Improvement

Series

2019A-1,

5.000%,

10/01/49

10/29

at

100.00

BBB+  

1,017,230

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

64

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

2,525

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

BRCH

Corporation

Obligated

Group,

Refunding

Series

2014,

5.000%,

12/01/31,

(Pre-refunded

12/01/24)

12/24

at

100.00

N/R  (4)

$

2,587,671

4,200

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Incorporated

Project,

Series

2021B-1,

2.000%,

1/01/29

No

Opt.

Call

BBB  

3,579,786

585

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  

499,847

Seminole

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Galileo

Schools

for

Gifted

Learning,

Series

2021A:

315

4.000%,

6/15/36,

144A

6/31

at

100.00

Ba1  

276,712

425

4.000%,

6/15/41,

144A

6/31

at

100.00

Ba1  

349,890

4,840

South

Florida

Water

Management

District,

Certificates

of

Participation,

Series

2015,

5.000%,

10/01/33

4/26

at

100.00

AA  

5,051,460

1,700

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/34

9/30

at

86.77

A1  

1,071,051

Total

Florida

355,505,028

Georgia

-

2.1%

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

11,070

5.000%,

1/01/27

1/24

at

100.00

AA-  

11,153,578

4,350

5.000%,

1/01/29

1/24

at

100.00

AA-  

4,383,800

7,075

5.000%,

1/01/30

1/24

at

100.00

AA-  

7,131,246

1,625

Burke

County

Development

Authority,

Georgia,

Pollution

Control

Revenue

Bonds,

Oglethorpe

Power

Corporation

Vogtle

Project,

Series

2013A,

1.500%,

1/01/40,

(Mandatory

Put

2/03/25)

No

Opt.

Call

BBB+  

1,536,015

3,670

Fulton

County

Residential

Care

Facilities

Elderly

Authority,

Georgia,

Revenue

Bonds,

Canterbury

Court

Project

Entrance

Fee

,

Series

2021B,

2.250%,

10/01/28,

144A

10/23

at

100.00

N/R  

3,130,253

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2018A:

1,315

3.600%,

12/01/33

6/27

at

100.00

AAA  

1,292,711

1,235

3.850%,

12/01/38

6/27

at

100.00

AAA  

1,223,329

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2019A:

2,940

3.050%,

12/01/34

6/28

at

100.00

AAA  

2,741,021

4,000

3.350%,

12/01/39

6/28

at

100.00

AAA  

3,566,240

8,285

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2019B,

2.950%,

12/01/39

12/28

at

100.00

AAA  

6,981,272

4,250

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2021A,

2.400%,

12/01/41

12/30

at

100.00

AAA  

3,214,743

960

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2023A,

4.150%,

12/01/38

6/32

at

100.00

AAA  

965,923

5,765

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Sub

Series

2015A-1,

3.700%,

12/01/35

12/24

at

100.00

AAA  

5,604,675

Georgia

Ports

Authority,

Revenue

Bonds,

Series

2022:

3,000

5.000%,

7/01/34

7/32

at

100.00

AA  

3,517,770

3,375

5.000%,

7/01/35

7/32

at

100.00

AA  

3,920,805

1,475

5.000%,

7/01/36

7/32

at

100.00

AA  

1,697,474

Georgia

State,

General

Obligation

Bonds,

Series

2015A:

5,000

4.000%,

2/01/32

2/25

at

100.00

N/R  

5,055,200

5,000

4.000%,

2/01/33

2/25

at

100.00

AAA  

5,053,950

65

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

17,500

Gwinnett

County

School

District,

Georgia,

General

Obligation

Bonds,

Sales

Tax

Series

2022B,

5.000%,

8/01/25

No

Opt.

Call

AAA  

$

18,215,750

26,605

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/02/24)

9/24

at

100.43

Aa2  

26,684,815

3,665

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2021A,

4.000%,

7/01/52,

(Mandatory

Put

9/01/27)

6/27

at

100.65

Aa1  

3,654,262

10,650

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

9/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.28

A3  

10,457,022

3,250

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022B,

5.000%,

12/01/52,

(Mandatory

Put

6/01/29)

3/29

at

100.24

A3  

3,354,358

18,400

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

BBB-  

17,791,328

10,000

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2023A,

5.000%,

6/01/53,

(Mandatory

Put

6/01/30)

3/30

at

100.20

A3  

10,359,600

4,800

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2023B,

5.000%,

7/01/53,

(Mandatory

Put

3/01/30)

12/29

at

100.31

Aa1  

5,017,824

Total

Georgia

167,704,964

Hawaii

-

0.8%

13,280

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Refunding

Series

2019,

3.200%,

7/01/39

7/29

at

100.00

A-  

11,209,914

10,185

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Series

2017A,

3.100%,

5/01/26,

(AMT)

No

Opt.

Call

A-  

9,851,339

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Queens

Health

Systems,

Series

2015A:

5,515

5.000%,

7/01/26

7/25

at

100.00

AA  

5,702,510

4,510

5.000%,

7/01/27

7/25

at

100.00

AA  

4,670,285

7,825

5.000%,

7/01/28

7/25

at

100.00

AA  

8,107,874

9,180

5.000%,

7/01/29

7/25

at

100.00

AA  

9,513,510

15,415

Hawaiian

Electric

Company

Inc.

and

Its

Subsidiaries,

Special

Purpose

Revenue

Bonds,

Department

of

Budget

and

Finance

of

the

State

of

Hawaii,

Series

2015,

3.250%,

1/01/25,

(AMT)

No

Opt.

Call

A-  

15,194,103

Total

Hawaii

64,249,535

Idaho

-

0.4%

560

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Aircraft

Maintenance

Facilities

Project,

Subordinate

Series

2015,

3.750%,

9/01/32,

(AMT)

9/25

at

100.00

A2  

557,312

2,205

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Employee

Parking

Facilities

Project,

Series

2021B,

4.000%,

9/01/46,

(AMT)

9/31

at

100.00

A1  

2,080,969

2,540

Boise

City,

Idaho,

Airport

Revenue

Bonds,

Public

Parking

Facilities

Project,

Refunding

Series

2021A,

5.000%,

9/01/46

9/31

at

100.00

A1  

2,735,453

1,100

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2014A,

4.125%,

3/01/37

3/24

at

100.00

A  

1,088,956

1,000

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Victory

Charter

School,

Inc.

Project,

Refunding

Series

2016A,

5.000%,

7/01/39,

144A

7/26

at

100.00

BBB-  

1,012,820

950

Idaho

Housing

and

Finance

Association,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019C,

2.900%,

7/01/39

1/29

at

100.00

Aa1  

860,405

12,005

Nez

Perce

County,

Idaho,

Pollution

Control

Revenue

Bonds,

Potlatch

Corporation

Project,

Refunding

Series

2016,

2.750%,

10/01/24

No

Opt.

Call

BBB-  

11,876,306

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

66

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Idaho

(continued)

$

14,190

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2021,

3.750%,

9/01/51,

144A

12/26

at

103.00

N/R  

$

10,802,138

Total

Idaho

31,014,359

Illinois

-

9.9%

900

Bartlett,

Illinois,

Tax

Increment

Revenue

Bonds,

Barlett

Quarry

Redev

Project,

Senior

Lien

Series

2016,

4.000%,

1/01/24

7/23

at

100.00

N/R  

896,553

4,700

Berwyn,

Cook

County,

Illinois,

General

Obligation

Bonds,

Series

2014A,

5.000%,

12/01/34

12/24

at

100.00

BBB  

4,726,367

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2016:

440

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA  

435,341

944

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA  

923,723

1,030

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA  

1,008,607

951

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA  

944,704

Cary,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

2,

Refunding

Series

2016:

603

2.350%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA  

596,614

932

2.700%,

3/01/26

-

BAM

Insured

3/25

at

100.00

AA  

911,980

1,395

2.900%,

3/01/28

-

BAM

Insured

3/25

at

100.00

AA  

1,366,026

1,423

3.050%,

3/01/30

-

BAM

Insured

3/25

at

100.00

AA  

1,413,580

29,585

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A  

31,021,352

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2017:

1,860

5.000%,

4/01/33

4/27

at

100.00

A  

1,937,209

1,000

5.000%,

4/01/42

4/27

at

100.00

A  

1,012,000

1,150

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2018,

5.000%,

4/01/37

4/28

at

100.00

A  

1,184,696

10,900

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

7.000%,

12/01/42,

144A

12/27

at

100.00

BB+  

11,826,391

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017C:

3,125

5.000%,

12/01/27

No

Opt.

Call

BB+  

3,257,344

12,385

5.000%,

12/01/30

12/27

at

100.00

BB+  

12,753,825

2,600

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017D,

5.000%,

12/01/31

12/27

at

100.00

BB+  

2,669,186

2,700

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017G,

5.000%,

12/01/34

12/27

at

100.00

BB+  

2,766,069

8,925

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017H,

5.000%,

12/01/36

12/27

at

100.00

BB+  

9,051,200

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018A:

1,000

5.000%,

12/01/33

12/28

at

100.00

BB+  

1,036,290

1,500

5.000%,

12/01/35

12/28

at

100.00

BB+  

1,539,060

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018C:

2,885

5.000%,

12/01/23

No

Opt.

Call

BB+  

2,895,530

2,300

5.000%,

12/01/24

No

Opt.

Call

BB+  

2,326,450

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019A:

1,860

0.000%,

12/01/25

No

Opt.

Call

BB+  

1,682,519

2,545

0.000%,

12/01/26

No

Opt.

Call

BB+  

2,210,740

67

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

3,930

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019B,

5.000%,

12/01/33

12/29

at

100.00

BB+  

$

4,108,383

19,585

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2017A,

7.000%,

12/01/46,

144A

12/27

at

100.00

BB+  

21,168,251

5,950

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2020A,

5.000%,

12/01/45

12/29

at

100.00

A+  

6,224,295

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2015A:

5,720

5.000%,

1/01/33

1/25

at

100.00

A+  

5,809,518

4,225

5.000%,

1/01/34

1/25

at

100.00

A+  

4,289,136

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2018B:

2,500

5.000%,

1/01/36

1/29

at

100.00

A+  

2,711,325

3,000

5.000%,

1/01/37

1/29

at

100.00

A+  

3,233,670

4,000

5.000%,

1/01/38

1/29

at

100.00

A+  

4,283,600

1,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2022A,

4.500%,

1/01/48

1/31

at

100.00

A+  

991,610

3,320

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A,

5.250%,

1/01/38

1/32

at

100.00

BBB+  

3,598,780

17,865

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A,

6.000%,

1/01/38

1/27

at

100.00

BBB+  

19,017,471

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

7,600

5.000%,

1/01/24

No

Opt.

Call

BBB+  

7,642,788

4,440

5.000%,

1/01/25

No

Opt.

Call

BBB+  

4,528,001

2,045

5.000%,

1/01/26

No

Opt.

Call

BBB+  

2,116,820

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A:

3,330

5.000%,

1/01/27

1/24

at

100.00

A  

3,340,989

9,985

5.000%,

1/01/28

1/24

at

100.00

A  

10,017,252

1,525

Cook

County

Community

College

District

508,

Illinois,

General

Obligation

Bonds,

Chicago

City

Colleges,

Series

2013,

5.000%,

12/01/24

12/23

at

100.00

A+  

1,530,932

3,440

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

11/15/41

11/30

at

100.00

AA-  

3,392,803

4,010

DuPage

County

School

District

58

Downers

Grove,

Illinois,

General

Obligation

Bonds,  School

Series

2022,

5.250%,

12/15/39

12/32

at

100.00

Aa1  

4,523,280

Effingham

and

Clay

Counties

Community

Unit

School

District

Number

40,

Effingham,  Illinois,

General

Obligation

Bonds,

School

Series

2019A:

1,000

4.000%,

12/01/30

-

BAM

Insured

12/27

at

100.00

AA  

1,045,870

1,000

4.000%,

12/01/34

-

BAM

Insured

12/27

at

100.00

AA  

1,027,670

1,395

4.000%,

12/01/35

-

BAM

Insured

12/27

at

100.00

AA  

1,421,045

1,455

4.000%,

12/01/36

-

BAM

Insured

12/27

at

100.00

AA  

1,468,517

500

Huntley,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

10,

Refunding

Series

2017,

2.800%,

3/01/25

-

BAM

Insured

No

Opt.

Call

AA  

493,030

Huntley,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

9,

Refunding

Series

2017:

922

2.600%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA  

914,126

1,020

3.000%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA  

1,015,206

1,050

3.150%,

3/01/27

-

BAM

Insured

3/26

at

100.00

AA  

1,053,759

6,815

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2008A-2,

4.000%,

11/01/30

No

Opt.

Call

AA  

6,878,175

7,480

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2008A-3,

5.000%,

11/01/30

No

Opt.

Call

AA  

7,836,721

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

68

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,240

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

5.000%,

8/01/23

No

Opt.

Call

AA  

$

1,241,178

8,500

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Series

2008A-1,

4.000%,

11/01/30

No

Opt.

Call

AA  

8,578,880

6,400

Illinois

Finance

Authority,

Revenue

Bonds,

Ann

&

Robert

H.

Lurie

Children's

Hospital

of

Chicago,

Refunding

Series

2017,

4.000%,

8/15/39

8/27

at

100.00

AA  

6,144,896

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

Art

Institute

of

Chicago,

Series

2016,

5.000%,

3/01/30

3/26

at

100.00

AA  

2,084,760

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/

fkaPresence

Health

Network,

Series

2016C:

2,365

3.625%,

2/15/32

2/27

at

100.00

AA+  

2,381,034

10,000

3.750%,

2/15/34

2/27

at

100.00

AA+  

10,088,700

30,010

4.000%,

2/15/41

2/27

at

100.00

AA+  

29,215,335

1,505

4.000%,

2/15/41,

(Pre-refunded

2/15/27)

2/27

at

100.00

N/R  (4)

1,554,756

70

4.000%,

2/15/41,

(Pre-refunded

2/15/27)

2/27

at

100.00

N/R  (4)

72,314

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A:

475

5.000%,

9/01/26,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

484,908

1,205

5.000%,

9/01/27,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

1,230,136

775

5.000%,

9/01/29,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

791,167

2,450

5.000%,

9/01/34,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

2,501,107

3,015

4.625%,

9/01/39,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

3,065,170

7,055

5.000%,

9/01/42,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

7,202,167

Illinois

Finance

Authority,

Revenue

Bonds,

Memorial

Health

System,

Series

2019:

2,505

5.000%,

4/01/31

4/29

at

100.00

A+  

2,694,227

1,300

5.000%,

4/01/32

4/29

at

100.00

A+  

1,393,886

4,500

5.000%,

4/01/34

4/29

at

100.00

A+  

4,801,815

7,610

5.000%,

4/01/36

4/29

at

100.00

A+  

8,026,115

5,395

Illinois

Finance

Authority,

Revenue

Bonds,

Mercy

Health

Corporation,

Series

2016,

5.000%,

12/01/24

No

Opt.

Call

A  

5,491,624

Illinois

Finance

Authority,

Revenue

Bonds,

Northwest

Community

Hospital,

Refunding

Series

2016A:

2,370

5.000%,

7/01/33,

(Pre-refunded

7/01/26)

7/26

at

100.00

Aa3  (4)

2,507,934

3,170

5.000%,

7/01/34,

(Pre-refunded

7/01/26)

7/26

at

100.00

Aa3  (4)

3,354,494

5,000

5.000%,

7/01/35,

(Pre-refunded

7/01/26)

7/26

at

100.00

Aa3  (4)

5,291,000

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2015A:

1,000

5.000%,

11/15/27

11/25

at

100.00

A  

1,036,150

1,890

5.000%,

11/15/28

11/25

at

100.00

A  

1,957,152

2,000

5.000%,

11/15/29

11/25

at

100.00

A  

2,068,420

2,950

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2007,

5.400%,

4/01/27

7/23

at

100.00

B  

2,890,233

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C:

2,215

5.000%,

8/15/35

8/25

at

100.00

A3  

2,259,078

5,000

5.000%,

8/15/44

8/25

at

100.00

A3  

5,005,950

Illinois

FInance

Authority,

Revenue

Bonds,

Southern

Illinois

Healthcare

Enterprises,

Inc.,

Refunding

Series

2017C:

1,545

5.000%,

3/01/32

3/27

at

100.00

AA-  

1,610,662

2,750

5.000%,

3/01/33

3/27

at

100.00

AA-  

2,862,448

1,650

5.000%,

3/01/34

3/27

at

100.00

AA-  

1,715,340

1,815

4.000%,

3/01/35

3/27

at

100.00

AA-  

1,818,140

69

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

3,125

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago

Medicine,

Series

2022A,

5.000%,

8/15/52,

(Mandatory

Put

8/15/27)

5/27

at

100.00

AA-  

$

3,323,156

3,285

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago

Medicine,

Series

2022B-1,

5.000%,

8/15/52,

(Mandatory

Put

8/15/25)

5/25

at

100.00

AA-  

3,376,520

21,355

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Green

Series

2021B,

2.150%,

10/01/41

4/30

at

100.00

Aaa  

15,146,247

560

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Series

2019D,

2.950%,

10/01/39

4/29

at

100.00

Aaa  

557,721

Illinois

State,

General

Obligation

Bonds,

February

Series

2014:

5,815

5.000%,

2/01/24

No

Opt.

Call

A-  

5,859,485

4,985

5.000%,

2/01/25

2/24

at

100.00

A-  

5,018,499

4,675

5.000%,

2/01/26

2/24

at

100.00

A-  

4,706,743

6,275

5.000%,

2/01/27

2/24

at

100.00

A-  

6,322,439

Illinois

State,

General

Obligation

Bonds,

June

Series

2016:

1,000

5.000%,

6/01/28

6/26

at

100.00

A-  

1,041,350

3,020

3.500%,

6/01/29

6/26

at

100.00

A-  

2,932,782

2,180

Illinois

State,

General

Obligation

Bonds,

May

Refunding

Series

2023D,

5.000%,

7/01/25

No

Opt.

Call

A-  

2,239,383

Illinois

State,

General

Obligation

Bonds,

May

Series

2014:

1,500

5.000%,

5/01/27

5/24

at

100.00

A-  

1,516,620

1,000

5.000%,

5/01/28

5/24

at

100.00

A-  

1,011,720

1,800

5.000%,

5/01/32

5/24

at

100.00

A-  

1,819,116

12,200

Illinois

State,

General

Obligation

Bonds,

November

Series

2016,

5.000%,

11/01/26

No

Opt.

Call

A-  

12,802,802

5,135

Illinois

State,

General

Obligation

Bonds,

November

Series

2017C,

5.000%,

11/01/29

11/27

at

100.00

A-  

5,479,456

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

26,235

5.000%,

11/01/23

No

Opt.

Call

A-  

26,344,925

3,935

5.000%,

11/01/25

No

Opt.

Call

A-  

4,063,517

3,590

3.250%,

11/01/26

No

Opt.

Call

A-  

3,505,491

10,270

5.000%,

11/01/26

No

Opt.

Call

A-  

10,777,441

22,450

5.000%,

11/01/27

No

Opt.

Call

A-  

23,950,558

2,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2019B,

5.000%,

11/01/30

11/29

at

100.00

A-  

2,198,000

4,000

Illinois

State,

General

Obligation

Bonds,

Refunding

June

Series

2022B,

5.000%,

3/01/26

No

Opt.

Call

A-  

4,152,440

1,600

Illinois

State,

General

Obligation

Bonds,

Refunding

September

Series

2018B,

5.000%,

10/01/32

10/28

at

100.00

A-  

1,723,424

4,110

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

1/01/33

7/23

at

100.00

AA-  

4,115,261

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A:

6,880

5.000%,

12/01/31

1/26

at

100.00

AA-  

7,152,311

6,990

5.000%,

12/01/32

1/26

at

100.00

AA-  

7,275,681

14,785

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2018A,

5.000%,

1/01/26

No

Opt.

Call

AA-  

15,456,091

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014B:

11,000

5.000%,

1/01/36

1/24

at

100.00

AA-  

11,078,980

7,260

5.000%,

1/01/37

1/24

at

100.00

AA-  

7,299,930

9,780

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014C,

5.000%,

1/01/36

1/25

at

100.00

AA-  

9,996,138

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

70

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

11,670

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014D,

5.000%,

1/01/24

No

Opt.

Call

AA-  

$

11,769,195

10,265

Illinois,

General

Obligation

Bonds,

Illinois

FIRST

Program,

Series

2001,

6.000%,

11/01/26

-

FGIC

Insured

No

Opt.

Call

A-  

10,770,449

Kane

County

Community

Unit

School

District

304

Geneva,

Illinois,

General

Obligation

Bonds,

Series

2007A:

3,940

9.000%,

1/01/25

-

AGM

Insured

No

Opt.

Call

AA+  

4,270,684

1,220

9.000%,

1/01/25,

(ETM)

No

Opt.

Call

AA  (4)

1,322,017

Kendall,

Kane,

and

Will

Counties

Community

Unit

School

District

308

Oswego,  Illinois,

General

Obligation

Bonds,

Refunding

School

Series

2016:

5,020

5.000%,

2/01/34

2/26

at

100.00

AA-  

5,203,632

3,465

5.000%,

2/01/35

2/26

at

100.00

AA-  

3,580,523

LaSalle

and

Bureau

Counties

High

School

District

120

LaSalle-Peru,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2017:

1,140

5.000%,

12/01/24

-

BAM

Insured

No

Opt.

Call

AA  

1,164,818

1,485

5.000%,

12/01/30

-

BAM

Insured

12/26

at

100.00

AA  

1,577,590

1,165

5.000%,

12/01/31

-

BAM

Insured

12/26

at

100.00

AA  

1,237,253

1,645

5.000%,

12/01/32

-

BAM

Insured

12/26

at

100.00

AA  

1,745,921

1,725

5.000%,

12/01/33

-

BAM

Insured

12/26

at

100.00

AA  

1,823,963

1,815

5.000%,

12/01/34

-

BAM

Insured

12/26

at

100.00

AA  

1,914,317

LaSalle

County,

Illinois,

General

Obligation

Bonds,

Self-Insurance

Series

2019:

1,845

4.000%,

12/01/27

No

Opt.

Call

Aa2  

1,923,652

1,925

4.000%,

12/01/28

12/27

at

100.00

Aa2  

2,013,550

1,560

4.000%,

12/01/29

12/27

at

100.00

Aa2  

1,635,629

Madison

County

Community

Unit

School

District

7

Edwardsville,

Illinois,

General

Obligation

Bonds,

Series

2017A:

2,430

5.000%,

12/01/28

12/25

at

100.00

AA  

2,533,129

2,500

5.000%,

12/01/29

12/25

at

100.00

AA  

2,606,100

1,500

Madison,

Macoupin,

Jersey,

Calhoun,

Morgan,

Scott,

and

Greene

Counties

Community

College

District

536,

Illinois,

General

Obligation

Bonds,

Lewis

&

Clark

Community

College,

Refunding

Series

2017A,

5.000%,

11/01/31

-

AGM

Insured

11/26

at

100.00

AA  

1,585,455

4,360

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2022A,

4.000%,

12/15/42

12/31

at

100.00

A  

4,138,686

1,905

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2012B,

0.000%,

12/15/51

No

Opt.

Call

A  

463,525

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

1,810

0.000%,

12/15/37

(8)

No

Opt.

Call

A  

1,208,066

9,045

0.000%,

12/15/42

(8)

6/38

at

100.00

A  

5,788,348

6,000

0.000%,

12/15/47

(8)

6/38

at

100.00

A  

3,724,080

1,000

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2020B,

5.000%,

6/15/42

12/30

at

100.00

A  

1,033,740

28,550

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A,

0.000%,

12/15/29

-

NPFG

Insured

No

Opt.

Call

A  

22,407,182

Montgomery,

Illinois,

Lakewood

Creek

Project

Special

Assessment

Bonds,

Series

2018:

400

3.100%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA  

398,424

455

3.200%,

3/01/27

-

BAM

Insured

No

Opt.

Call

AA  

455,337

321

3.300%,

3/01/28

-

BAM

Insured

3/27

at

100.00

AA  

322,660

554

3.450%,

3/01/30

-

BAM

Insured

3/27

at

100.00

AA  

559,667

71

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

440

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019,

4.250%,

1/01/29

1/26

at

100.00

N/R  

$

421,164

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2021:

325

5.000%,

10/01/27

-

BAM

Insured

No

Opt.

Call

AA  

343,090

650

5.000%,

10/01/28

-

BAM

Insured

No

Opt.

Call

AA  

694,785

2,270

Peroia

Public

Building

Commission,

Illinois,

School

District

Facility

Revenue

Bonds,

Peoria

County

School

District

150

Project,

Series

2011,

0.000%,

12/01/24

No

Opt.

Call

A  

2,141,223

1,491

Plano,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1

&

2

Lakewood

Springs

Project,

Refunding

Series

2014,

5.000%,

3/01/29

-

AGM

Insured

3/24

at

100.00

AA  

1,502,197

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017:

3,940

5.000%,

6/01/25

No

Opt.

Call

A  

4,056,230

5,135

5.000%,

6/01/26

No

Opt.

Call

A  

5,378,758

3,030

5.000%,

6/01/27

6/26

at

100.00

A  

3,183,288

Round

Lake,

Lake

County,

Illinois,

Special

Tax

Bonds,

Lakewood

Grove

Special

Service

Areas

1,

3

&

4,

Refunding

Series

2017:

1,283

3.700%,

3/01/29

-

BAM

Insured

3/27

at

100.00

AA  

1,308,493

1,073

3.800%,

3/01/30

-

BAM

Insured

3/27

at

100.00

AA  

1,093,870

1,897

4.000%,

3/01/33

-

BAM

Insured

3/27

at

100.00

AA  

1,951,501

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Second

Lien

Series

2020A:

2,425

5.000%,

1/01/36

1/30

at

100.00

AA-  

2,597,660

2,435

5.000%,

1/01/37

-

BAM

Insured

1/30

at

100.00

AA  

2,633,501

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Memorial

Group,

Inc.,

Series

2013:

2,565

7.125%,

11/01/43,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R  (4)

2,593,985

2,415

7.625%,

11/01/48,

(Pre-refunded

11/01/23)

11/23

at

100.00

N/R  (4)

2,446,105

2,880

Southwestern

Illinois

Development

Authority,

Local

Government

Program

Revenue

Bonds,

Southwestern

Illinois

Flood

District

Council

Project,

Series

2016B,

4.000%,

10/15/40

10/25

at

100.00

A1  

2,818,627

Southwestern

Illinois

Development

Authority,

Local

Government

Program

Revenue

Bonds,

Southwestern

Illinois

Flood

District

Council

Project,

Series

2020:

950

4.000%,

4/15/34

4/30

at

100.00

AA-  

992,997

1,225

4.000%,

10/15/35

4/30

at

100.00

AA-  

1,259,067

Springfield,

Illinois,

Electric

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015:

7,805

5.000%,

3/01/33

3/25

at

100.00

A  

7,956,963

13,960

5.000%,

3/01/34

-

AGM

Insured

3/25

at

100.00

AA  

14,254,417

11,330

5.000%,

3/01/40

-

AGM

Insured

3/25

at

100.00

AA  

11,548,782

Will

and

Kendall

Counties

Community

Consolidated

School

District

202

Plainfield,

Illinois,

General

Obligation

Bonds,

Series

2016C:

3,295

5.000%,

1/01/24

No

Opt.

Call

Aa2  

3,322,019

4,215

5.000%,

1/01/25

No

Opt.

Call

Aa2  

4,316,202

5,675

Will

County

Community

High

School

District

210

Lincoln-Way,

Illinois,

General

Obligation

Bonds,

Capital

Appreciation

Refunding

School

Series

2013B,

0.000%,

1/01/30

No

Opt.

Call

A2  

4,401,700

5,000

Will

County,

Illinois,

General

Obligation

Bonds,

Alternate

Revenue

Source,

Series

2016,

5.000%,

11/15/41,

(Pre-refunded

11/15/25)

11/25

at

100.00

AA+  (4)

5,215,150

Winnebago-Boone

Counties

School

District

205

Rockford,

Illinois,

General

Obligation

Bonds,

Series

2013:

4,070

0.000%,

2/01/25

No

Opt.

Call

AA-  

3,828,567

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

72

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

3,855

0.000%,

2/01/26

No

Opt.

Call

AA-  

$

3,493,093

Total

Illinois

778,672,808

Indiana

-

2.7%

6,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Earlham

College,

Refunding

Series

2013A,

5.000%,

10/01/32

10/23

at

100.00

N/R  

6,003,360

3,500

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

University

of

Indianapolis

Project,

Series

2017,

5.000%,

10/01/43

4/27

at

100.00

BBB  

3,528,140

3,070

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2020A,

0.950%,

12/01/38,

(AMT),

(Mandatory

Put

4/01/26)

No

Opt.

Call

A2  

2,756,000

6,750

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2021B,

1.400%,

8/01/29,

(Mandatory

Put

8/01/26)

8/26

at

100.00

A2  

5,885,123

4,000

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

&

Electric

Company,

Refunding

Series

2013A,

4.000%,

5/01/43,

(AMT),

(Mandatory

Put

8/01/28)

5/28

at

100.00

N/R  

3,932,120

2,375

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Refunding

Series

2021A,

4.125%,

12/01/26

No

Opt.

Call

BB-  

2,350,751

6,145

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Goshen

Health,

Series

2019B,

2.100%,

11/01/49,

(Mandatory

Put

11/01/26)

5/26

at

100.00

BBB+  

5,907,496

4,510

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-1,

5.000%,

10/01/62,

(Mandatory

Put

7/01/28)

(WI/DD)

7/27

at

101.76

AA  

4,907,557

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Major

Hospital

Project,

Series

2014A:

1,130

3.500%,

10/01/26,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R  (4)

1,130,520

500

5.000%,

10/01/29,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R  (4)

502,025

4,260

Indiana

Finance

Authority,

Lease

Appropriation

Bonds,

Stadium

Project,

Refunding

Series

2015A,

5.250%,

2/01/37

8/25

at

100.00

AA+  

4,401,645

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A:

650

5.000%,

10/01/23

No

Opt.

Call

AA  

652,619

740

5.000%,

10/01/24

No

Opt.

Call

AA  

756,480

1,580

5.000%,

10/01/25

10/24

at

100.00

AA  

1,613,054

1,710

5.000%,

10/01/26

10/24

at

100.00

AA  

1,747,876

10,000

5.000%,

10/01/40

10/24

at

100.00

AA  

10,150,700

1,470

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa  

1,104,176

11,335

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

PAC

Series

2021B,

2.125%,

7/01/41

7/30

at

100.00

Aaa  

8,171,175

4,355

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2014D,

5.000%,

1/01/30,

(AMT)

1/24

at

100.00

A1  

4,372,768

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2019D:

7,620

5.000%,

1/01/27,

(AMT)

No

Opt.

Call

A1  

7,960,005

9,210

5.000%,

1/01/29,

(AMT)

No

Opt.

Call

A1  

9,884,264

5,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Waterworks

Project,

Series

2007B,

5.250%,

7/01/23

-

NPFG

Insured

No

Opt.

Call

AA  

5,000,000

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2013A:

7,910

5.250%,

8/15/28

8/23

at

100.00

AA  

7,927,718

73

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

10,000

5.250%,

8/15/29

8/23

at

100.00

AA  

$

10,022,400

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2017A:

12,530

5.000%,

8/15/26

No

Opt.

Call

AA  

13,274,407

6,865

5.000%,

8/15/27

No

Opt.

Call

AA  

7,427,381

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2014A:

520

5.000%,

10/01/27

10/24

at

100.00

A+  

531,326

730

5.000%,

10/01/28

10/24

at

100.00

A+  

745,987

1,035

5.000%,

10/01/29

10/24

at

100.00

A+  

1,057,666

1,360

5.000%,

10/01/31

10/24

at

100.00

A+  

1,389,621

1,215

5.000%,

10/01/33

10/24

at

100.00

A+  

1,241,608

Lake

County

Building

Corporation,

Indiana,

First

Mortgage

Bonds,

Series

2012:

500

5.000%,

8/01/23

7/23

at

100.00

N/R  

499,890

500

5.000%,

2/01/24

7/23

at

100.00

N/R  

499,965

33,040

Richmond

Hospital

Authority,

Indiana,

Revenue

Bonds,

Reid

Hospital

Project,

Refunding

Series

2018B,

5.000%,

1/01/36

1/27

at

100.00

A-  

34,091,333

Southwest

Allen

Multi

School

Building

Corporation,

Allen

County,

Indiana,

First

Mortgage

Bonds,

Series

2020:

675

4.000%,

7/15/24

No

Opt.

Call

AA+  

680,602

575

4.000%,

1/15/25

No

Opt.

Call

AA+  

582,481

Vanderburgh

County,Indiana,

Redevelopment

District

Tax

Increment

Revenue

bonds,

Refunding

Series

2014:

1,040

5.000%,

2/01/25

8/24

at

100.00

A  

1,059,906

1,000

5.000%,

2/01/26

8/24

at

100.00

A  

1,018,800

1,805

5.000%,

2/01/27

8/24

at

100.00

A  

1,837,977

1,800

5.000%,

2/01/29

8/24

at

100.00

A  

1,832,886

2,700

5.000%,

2/01/31

8/24

at

100.00

A  

2,749,329

29,590

Whiting,

Indiana,

Environmental

Facilities

Refunding

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Refunding

Series

2019A,

5.000%,

12/01/44,

(AMT),

(Mandatory

Put

6/05/26)

No

Opt.

Call

A2  

30,477,996

Total

Indiana

211,667,133

Iowa

-

0.9%

1,865

Des

Moines,

Iowa,

General

Obligation

Bonds,

Refunding

Capital

Loan

Notes

Series

2021A,

5.000%,

6/01/27

No

Opt.

Call

AA+  

2,014,816

4,835

Des

Moines,

Iowa,

General

Obligation

Bonds,

Series

2021F,

5.000%,

6/01/26

No

Opt.

Call

AA+  

5,112,722

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022:

2,955

4.000%,

12/01/50,

(Mandatory

Put

12/01/32)

12/29

at

103.00

BBB-  

2,913,866

1,940

5.000%,

12/01/50,

(Mandatory

Put

12/01/42)

12/29

at

103.00

BBB-  

1,988,190

2,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019D,

2.600%,

7/01/37

1/29

at

100.00

AAA  

1,716,940

10,190

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

3.750%,

1/01/50

7/29

at

100.00

AAA  

10,049,582

7,400

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021B,

2.200%,

7/01/41

7/30

at

100.00

AAA  

5,350,422

2,250

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021D,

2.100%,

7/01/38

1/31

at

100.00

AAA  

1,701,743

12,000

Iowa

Finance

Authority,

State

Revolving

Fund

Revenue

Bonds,

Series

2013,

5.000%,

8/01/32

8/23

at

100.00

AAA  

12,014,760

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

74

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Iowa

(continued)

$

7,225

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Seenior

Lien

Series

Class

2

Series

2021B-1,

4.000%,

6/01/49

6/31

at

100.00

BBB+  

$

7,155,640

Iowa

Tobacco

Settlement

Authority,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Class

1

Series

2021A-2:

800

5.000%,

6/01/27

No

Opt.

Call

A  

850,632

2,325

5.000%,

6/01/29

No

Opt.

Call

A  

2,532,832

1,600

5.000%,

6/01/30

No

Opt.

Call

A  

1,759,424

1,605

5.000%,

6/01/31

No

Opt.

Call

A  

1,776,959

1,610

5.000%,

6/01/32

6/31

at

100.00

A  

1,776,635

1,000

5.000%,

6/01/33

6/31

at

100.00

A-  

1,098,430

8,000

PEFA

Inc.,

Public

Energy

Facilities

Authority,

Inc.,

Iowa,

Gas

Project

Revenue

Bonds,

Series

2019,

5.000%,

9/01/49,

(Mandatory

Put

9/01/26)

6/26

at

100.62

A  

8,159,200

2,785

University

of

Iowa

Facilities

Corporation,

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

6/01/25

No

Opt.

Call

Aa1  

2,885,928

Total

Iowa

70,858,721

Kansas

-

0.7%

14,655

Burlington,

Kansas,

Environmental

Improvement

Revenue

Bonds,

Kansas

City

Power

and

Light

Company

Project,

Refunding

Series

1993A,

2.950%,

12/01/23

7/23

at

101.00

A+  

14,604,733

16,000

Burlington,

Kansas,

Environmental

Improvement

Revenue

Bonds,

Kansas

City

Power

and

Light

Company

Project,

Refunding

Series

1993B,

2.950%,

12/01/23

7/23

at

101.00

A+  

15,945,120

7,950

Kansas

Department

of

Transportation,

Highway

Revenue

Bonds,

Series

2015B,

5.000%,

9/01/30

9/25

at

100.00

AA  

8,245,819

9,840

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B,

5.000%,

11/15/54,

(Mandatory

Put

11/15/31)

No

Opt.

Call

AA  

11,077,282

1,555

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2014A,

5.000%,

9/01/23

No

Opt.

Call

A  

1,558,390

2,400

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Village

East

Project

Areas

2B

3

and

5,

Series

2022,

5.750%,

9/01/39,

144A

3/29

at

103.00

N/R  

2,331,024

Total

Kansas

53,762,368

Kentucky

-

1.6%

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019:

110

4.000%,

2/01/33

2/30

at

100.00

A  

109,144

500

4.000%,

2/01/34

2/30

at

100.00

A  

496,010

180

4.000%,

2/01/35

2/30

at

100.00

A  

178,072

1,110

4.000%,

2/01/36

2/30

at

100.00

A  

1,065,167

3,000

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2006B,

2.125%,

10/01/34,

(AMT)

6/31

at

100.00

A1  

2,373,720

21,375

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Series

2008A,

2.000%,

2/01/32,

(AMT)

6/31

at

100.00

A1  

17,504,842

1,000

Christian

County,

Kentucky,

Hospital

Revenue

Bonds,

Jennie

Stuart

Medical

Center,

Series

2016,

5.375%,

2/01/36

2/26

at

100.00

BBB-  

1,027,490

3,200

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.000%,

6/01/37

6/27

at

100.00

Baa2  

3,227,616

75

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

$

1,190

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Medical

Health

System,

Series

2015A,

4.500%,

6/01/46

6/25

at

100.00

Baa2  

$

1,090,314

2,465

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

5.000%,

8/01/28

No

Opt.

Call

A-  

2,635,898

Louisville

Regional

Airport

Authority,

Kentucky,

Airport

System

Revenue

Bonds,

Refunding

Series

2014A:

1,320

5.000%,

7/01/26,

(AMT)

7/24

at

100.00

A+  

1,331,114

3,280

5.000%,

7/01/28,

(AMT)

7/24

at

100.00

A+  

3,309,520

3,000

Louisville/Jefferson

County

Metro

Government,

Kentucky,

Health

System

Revenue

Bonds,

Norton

Healthcare

Inc,

Series

2013A,

5.750%,

10/01/42

10/23

at

100.00

A+  

3,008,040

6,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2003A,

2.000%,

10/01/33

4/31

at

100.00

A1  

4,831,140

Murray,

Kentucky,

Hospital

Facilities

Revenue

Bonds,

Murray-Calloway

County

Public

Hospital

Corporation

Project,

Refunding

Series

2016:

1,005

5.000%,

8/01/25

No

Opt.

Call

BBB  

1,017,392

1,060

5.000%,

8/01/26

No

Opt.

Call

BBB  

1,081,094

1,110

5.000%,

8/01/27

8/26

at

100.00

BBB  

1,137,062

1,165

5.000%,

8/01/28

8/26

at

100.00

BBB  

1,195,756

1,230

5.000%,

8/01/29

8/26

at

100.00

BBB  

1,262,656

2,935

5.000%,

8/01/37

8/26

at

100.00

BBB  

2,969,809

Northern

Kentucky

Water

District,

Revenue

Bonds,

Refunding

Series

2021B:

5,070

4.000%,

2/01/26

No

Opt.

Call

Aa2  

5,191,629

3,820

4.000%,

2/01/27

No

Opt.

Call

Aa2  

3,955,152

15,000

Owen

County,

Kentucky,

Waterworks

System

Revenue

Bonds,

Kentucky-

American

Water

Company

Project,

Refunding

Series

2019A,

2.450%,

6/01/39,

(Mandatory

Put

10/01/29)

No

Opt.

Call

A  

13,824,000

11,880

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

4/01/48,

(Mandatory

Put

4/01/24)

1/24

at

100.37

A1  

11,870,140

21,540

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/01/25)

10/24

at

100.24

A2  

21,540,862

5,075

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019A-1,

4.000%,

12/01/49,

(Mandatory

Put

6/01/25)

3/25

at

100.29

A1  

5,051,198

2,725

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019C-1,

4.000%,

2/01/50,

(Mandatory

Put

2/01/28)

11/27

at

100.47

A1  

2,695,298

3,295

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

6/01/26)

3/26

at

100.63

A2  

3,289,168

4,750

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2016A,

1.300%,

9/01/44,

(AMT),

(Mandatory

Put

9/01/27)

No

Opt.

Call

A1  

4,002,397

University

of

Kentucky,

General

Receipts

Bonds,

Series

2018A:

1,350

3.000%,

10/01/34

4/26

at

100.00

AA+  

1,300,091

5,000

3.125%,

10/01/37

4/26

at

100.00

AA+  

4,545,700

1,525

Warren

County,

Kentucky,

Hospital

Revenue

Bonds,

Bowling

Green-

Warren

County

Community

Hospital

Corporation,

Refunding

Series

2021A,

5.000%,

4/01/29

No

Opt.

Call

AA-  

1,684,073

Total

Kentucky

129,801,564

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

76

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

-

2.1%

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019:

$

14,510

5.000%,

12/01/34

12/29

at

100.00

BB  

$

13,881,717

10,900

5.000%,

12/01/39

12/29

at

100.00

BB  

9,702,199

East

Baton

Rouge

Sewerage

Commission,

Louisiana,

Revenue

Bonds,

Refunding

Series

2014B:

580

5.000%,

2/01/24

No

Opt.

Call

AA-  

586,241

805

5.000%,

2/01/25

No

Opt.

Call

AA-  

828,804

14,500

Lake

Charles

Harbor

and

Terminal

District,

Louisiana,

Revenue

Bonds,

Big

Lake

Fuels

LLC,

Series

2021,

1.000%,

12/01/51,

(AMT),

(Mandatory

Put

12/01/24)

No

Opt.

Call

A3  

13,733,530

2,470

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2021D,

2.350%,

12/01/41

6/30

at

100.00

Aaa  

1,834,617

11,230

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Entergy

Louisiana,

LLC

Project,

Refunding

Series

2021B,

2.500%,

4/01/36

4/26

at

100.00

A  

9,160,648

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

East

Baton

Rouge

Sewerage

Commission

Projects,

Subordinate

Lien

Series

2014A:

2,280

5.000%,

2/01/28,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+  (4)

2,303,507

2,850

5.000%,

2/01/29,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+  (4)

2,879,383

2,000

5.000%,

2/01/30,

(Pre-refunded

2/01/24)

2/24

at

100.00

A+  (4)

2,020,620

17,770

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westlake

Chemical

Corporation

Projects,

Refunding

Series

2017,

3.500%,

11/01/32

11/27

at

100.00

BBB  

17,150,716

5,730

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2007A,

1.650%,

9/01/27,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3  

5,673,674

5,250

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2013C,

1.650%,

9/01/34,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3  

5,198,393

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017:

1,385

5.000%,

5/15/28

5/27

at

100.00

A  

1,456,230

1,065

5.000%,

5/15/29

5/27

at

100.00

A  

1,121,030

1,755

5.000%,

5/15/31

5/27

at

100.00

A  

1,847,120

1,120

5.000%,

5/15/32

5/27

at

100.00

A  

1,176,941

3,235

5.000%,

5/15/42

5/27

at

100.00

A  

3,299,894

1,185

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2017,

5.000%,

5/15/30

5/27

at

100.00

A  

1,246,940

1,000

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Archdiocese

of

New

Orleans,

Refunding

Series

2017,

5.000%,

7/01/37

(6)

7/27

at

100.00

N/R  

850,000

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Refunding

Series

2016:

25

5.000%,

5/15/30,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R  (4)

26,273

1,095

5.000%,

5/15/30

5/26

at

100.00

A  

1,138,132

3,420

5.000%,

5/15/32

5/26

at

100.00

A  

3,551,054

35

5.000%,

5/15/32,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R  (4)

36,782

3,675

5.000%,

5/15/33

5/26

at

100.00

A  

3,811,122

40

5.000%,

5/15/33,

(Pre-refunded

5/15/26)

5/26

at

100.00

N/R  (4)

42,037

1,000

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015,

5.000%,

5/15/31

5/25

at

100.00

A  

1,029,620

5,000

Louisiana

State,

General

Obligation

Bonds,

Series

2016A,

5.000%,

9/01/34

9/26

at

100.00

Aa2  

5,280,250

77

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Louisiana

State,

Unclaimed

Property

Special

Revenue

Bonds,

Interstate

49

North

Project,

Series

2013:

$

1,165

5.000%,

9/01/29,

(Pre-refunded

9/01/23)

9/23

at

100.00

Aa3  (4)

$

1,168,040

5,075

5.000%,

9/01/31,

(Pre-refunded

9/01/23)

9/23

at

100.00

Aa3  (4)

5,088,246

4,000

5.000%,

9/01/32,

(Pre-refunded

9/01/23)

9/23

at

100.00

Aa3  (4)

4,010,440

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

Louis

Armstrong

New

Orleans

International

Airport,

Series

2023B:

900

5.000%,

1/01/37,

(AMT)

1/33

at

100.00

A2  

975,591

980

5.000%,

1/01/39,

(AMT)

1/33

at

100.00

A2  

1,050,638

1,490

5.000%,

1/01/41,

(AMT)

1/33

at

100.00

A2  

1,584,392

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Public

Improvement

Series

2021A:

5,195

5.000%,

12/01/26

No

Opt.

Call

A+  

5,501,661

6,015

5.000%,

12/01/29

No

Opt.

Call

A+  

6,731,447

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Refunding

Series

2015:

970

5.000%,

12/01/23

No

Opt.

Call

A+  

976,354

1,020

5.000%,

12/01/24

No

Opt.

Call

A+  

1,043,613

480

5.000%,

12/01/25

No

Opt.

Call

A+  

500,146

795

5.000%,

12/01/27

12/25

at

100.00

A+  

827,992

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Refunding

Series

2014:

250

5.000%,

6/01/24

No

Opt.

Call

A  

253,847

605

5.000%,

6/01/25

6/24

at

100.00

A  

614,154

500

5.000%,

6/01/26,

(Pre-refunded

6/01/24)

6/24

at

100.00

A  (4)

508,100

640

5.000%,

6/01/27,

(Pre-refunded

6/01/24)

6/24

at

100.00

A  (4)

650,368

380

5.000%,

6/01/28,

(Pre-refunded

6/01/24)

6/24

at

100.00

A  (4)

386,156

600

5.000%,

6/01/29,

(Pre-refunded

6/01/24)

6/24

at

100.00

A  (4)

609,720

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Series

2015:

410

5.000%,

6/01/30,

(Pre-refunded

6/01/25)

6/25

at

100.00

A  (4)

425,092

775

5.000%,

6/01/32,

(Pre-refunded

6/01/25)

6/25

at

100.00

A  (4)

803,528

1,000

5.000%,

6/01/33,

(Pre-refunded

6/01/25)

6/25

at

100.00

A  (4)

1,036,810

1,075

5.000%,

6/01/35,

(Pre-refunded

6/01/25)

6/25

at

100.00

A  (4)

1,114,571

3,265

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

3,525,710

3,405

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-  

3,489,103

1,030

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017B-2,

2.375%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

978,263

Shreveport,

Louisiana,

Water

and

Sewer

Revenue

Bonds,

Junior

Lien

Series

2019B:

760

5.000%,

12/01/26

-

AGM

Insured

No

Opt.

Call

AA  

799,338

1,475

5.000%,

12/01/29

-

AGM

Insured

12/28

at

100.00

AA  

1,620,730

1,000

5.000%,

12/01/30

-

AGM

Insured

12/28

at

100.00

AA  

1,097,800

1,000

5.000%,

12/01/31

-

AGM

Insured

12/28

at

100.00

AA  

1,100,180

1,150

5.000%,

12/01/32

-

AGM

Insured

12/28

at

100.00

AA  

1,264,183

1,630

4.000%,

12/01/33

-

AGM

Insured

12/28

at

100.00

AA  

1,643,806

5,980

3.000%,

12/01/35

-

AGM

Insured

12/28

at

100.00

AA  

5,569,353

665

4.000%,

12/01/36

-

AGM

Insured

12/28

at

100.00

AA  

660,997

Total

Louisiana

168,477,843

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

78

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maine

-

0.6%

Maine

Health

and

Higher

Educational

Facilities

Authority

Revenue

Bonds,

Eastern

Maine

Medical

Center

Obligated

Group

Issue,

Series

2016A:

$

4,555

4.000%,

7/01/41

7/26

at

100.00

BBB  

$

4,040,422

5,685

4.000%,

7/01/46

7/26

at

100.00

BBB  

4,793,421

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MaineHealth

Issue,

Series

2020A:

1,175

4.000%,

7/01/37

7/30

at

100.00

A+  

1,165,753

1,000

4.000%,

7/01/39

7/30

at

100.00

A+  

979,580

1,000

4.000%,

7/01/40

7/30

at

100.00

A+  

977,390

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2021A:

200

5.000%,

7/01/26

-

AGM

Insured

No

Opt.

Call

AA  

209,188

150

5.000%,

7/01/27

-

AGM

Insured

No

Opt.

Call

AA  

159,501

235

5.000%,

7/01/28

-

AGM

Insured

No

Opt.

Call

AA  

254,237

630

2.500%,

7/01/29

-

AGM

Insured

No

Opt.

Call

AA  

611,434

200

5.000%,

7/01/30

-

AGM

Insured

No

Opt.

Call

AA  

223,226

10,000

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2020B,

2.350%,

11/15/40

11/28

at

100.00

AA+  

7,471,200

3,125

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2021A,

2.050%,

11/15/41

5/30

at

100.00

AA+  

2,094,562

7,425

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2022A,

2.400%,

11/15/41

11/30

at

100.00

AA+  

5,448,985

6,280

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2020D,

2.550%,

11/15/40

5/29

at

100.00

AA+  

4,747,240

3,250

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2021B,

2.200%,

11/15/41

5/30

at

100.00

AA+  

2,240,713

10,675

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

2.150%,

11/15/41

11/30

at

100.00

AA+  

7,472,607

3,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021D,

2.400%,

11/15/41

11/30

at

100.00

AA+  

2,156,190

Total

Maine

45,045,649

Maryland

-

1.8%

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2016:

1,270

3.250%,

1/01/31

1/26

at

100.00

A  

1,195,946

3,365

5.000%,

1/01/37

1/26

at

100.00

A  

3,433,478

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

1,760

5.000%,

9/01/27

No

Opt.

Call

B  

1,749,546

2,780

5.000%,

9/01/29

9/27

at

100.00

B  

2,793,316

1,000

5.000%,

9/01/30

9/27

at

100.00

B  

1,004,930

1,365

5.000%,

9/01/31

9/27

at

100.00

B  

1,371,770

145

5.000%,

9/01/34

9/27

at

100.00

B  

145,505

1,500

5.000%,

9/01/39

9/27

at

100.00

B  

1,436,340

Baltimore,

Maryland,

Revenue

Bonds,

Water

Projects,

Series

2013A:

1,000

5.000%,

7/01/26,

(Pre-refunded

1/01/24)

1/24

at

100.00

Aa2  (4)

1,009,030

1,715

5.000%,

7/01/27,

(Pre-refunded

1/01/24)

1/24

at

100.00

Aa2  (4)

1,730,486

2,800

Charles

County,

Maryland,

General

Obligation

Bonds,

Refunding

&

Consolidated

Public

Improvement

Series

2017,

2.400%,

10/01/29

10/27

at

100.00

AAA  

2,634,520

3,000

Howard

County

Housing

Commission,

Maryland,

Revenue

Bonds,

Columbia

Landing

Project,

Refunding

Series

2021A,

1.600%,

6/01/29

6/26

at

100.00

A+  

2,651,280

79

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

22,335

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

3.000%,

9/01/39

3/29

at

100.00

Aa1  

$

19,269,745

10,375

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020A,

2.500%,

9/01/40

3/29

at

100.00

Aa1  

8,063,346

15,055

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

1.950%,

9/01/41

3/30

at

100.00

Aa1  

9,930,278

13,245

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B,

2.100%,

9/01/41

3/30

at

100.00

Aa1  

9,350,573

20,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

Aa1  

14,941,200

1,000

Maryland

Economic

Development

Corporation,

Student

Housing

Revenue

Bonds,

University

of

Maryland,

College

Park

Project,

Refunding

Series

2016,

5.000%,

6/01/28

-

AGM

Insured

6/26

at

100.00

AA  

1,044,790

13,315

Maryland

Health

and

HIgher

Educational

Facilities

Authority,  Revenue

Bonds,

University

of

Maryland

Medical

Systems,

Series

2020B-2,

5.000%,

7/01/45,

(Mandatory

Put

7/01/27)

1/27

at

100.00

A  

13,971,563

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,  Mercy

Medical

Center,

Series

2016A:

805

5.000%,

7/01/32

7/26

at

100.00

BBB+  

830,679

2,250

5.000%,

7/01/33

7/26

at

100.00

BBB+  

2,320,740

1,650

5.000%,

7/01/34

7/26

at

100.00

BBB+  

1,703,394

2,000

5.000%,

7/01/35

7/26

at

100.00

BBB+  

2,058,660

1,570

5.000%,

7/01/36

7/26

at

100.00

BBB+  

1,610,365

1,000

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

HealthCare

Issue,

Series

2021B,

4.000%,

1/01/39

1/32

at

100.00

BBB  

910,800

7,825

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Western

Maryland

Health,

Series

2014,

5.250%,

7/01/25,

(Pre-

refunded

7/01/24)

7/24

at

100.00

N/R  (4)

7,968,041

9,870

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

First

Series

2016,

4.000%,

6/01/27

6/24

at

100.00

AAA  

9,941,163

15,025

Maryland

State,

General

Obligation

Bonds,

State

and

Local

Facilities

Loan,

Second

Series

2020A-2,

5.000%,

8/01/25

No

Opt.

Call

AAA  

15,639,522

Total

Maryland

140,711,006

Massachusetts

-

1.2%

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Lawrence

General

Hospital

Issue,

Series

2014A:

835

5.000%,

7/01/26

7/24

at

100.00

B-  

823,427

680

5.000%,

7/01/27

7/24

at

100.00

B-  

666,794

925

5.000%,

7/01/28

7/24

at

100.00

B-  

903,124

960

5.000%,

7/01/29

7/24

at

100.00

B-  

928,704

4,800

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017,

4.000%,

10/01/32,

144A

7/23

at

105.00

BB+  

4,391,232

1,969

Massachusetts

Development

Finance

Agency,

Health

Care

Facility

Revenue

Bonds,

Adventcare

Project,

Series

2007A,

6.650%,

10/15/28,

144A

(6)

7/23

at

100.00

N/R  

19,688

14,455

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Atrius

Health

Issue,

Series

2019A,

5.000%,

6/01/39,

(Pre-refunded

6/01/29)

6/29

at

100.00

N/R  (4)

16,345,280

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

80

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

1,630

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Boston

Medical

Center

Issue,

Series

2016E,

3.375%,

7/01/36

7/26

at

100.00

BBB  

$

1,414,856

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

2,275

5.000%,

7/01/33

7/28

at

100.00

A  

2,441,189

1,085

5.000%,

7/01/38

7/28

at

100.00

A  

1,138,816

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

350

5.000%,

7/15/31,

144A

7/30

at

100.00

B+  

347,424

415

5.000%,

7/15/32,

144A

7/30

at

100.00

B+  

408,194

320

5.000%,

7/15/33,

144A

7/30

at

100.00

B+  

311,450

300

5.000%,

7/15/34,

144A

7/30

at

100.00

B+  

288,468

270

5.000%,

7/15/35,

144A

7/30

at

100.00

B+  

255,396

135

5.000%,

7/15/36,

144A

7/30

at

100.00

B+  

124,957

145

5.000%,

7/15/37,

144A

7/30

at

100.00

B+  

133,088

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Simmons

University

Issue,

Series

2018L:

1,080

5.000%,

10/01/30

10/28

at

100.00

Baa2  

1,130,760

1,240

5.000%,

10/01/31

10/28

at

100.00

Baa2  

1,298,230

1,775

5.000%,

10/01/32

10/28

at

100.00

Baa2  

1,856,881

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Southcoast

Health

System

Obligated

Group

Issue,

Series

2021G:

1,130

5.000%,

7/01/35

7/31

at

100.00

A-  

1,221,903

1,045

5.000%,

7/01/36

7/31

at

100.00

A-  

1,118,265

4,250

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

UMass

Memorial

Health

Care

Obligated

Group

Issue,

Series

2017L,

3.625%,

7/01/37

7/27

at

100.00

A-  

3,782,118

4,245

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

4.000%,

7/01/37

1/29

at

100.00

BBB+  

3,932,823

1,200

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Williams

College,

Series

2011N,

0.450%,

7/01/41,

(Mandatory

Put

7/01/25)

1/25

at

100.00

AA+  

1,106,556

1,755

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-

1,

3.000%,

12/01/39

12/28

at

100.00

AA+  

1,476,166

2,875

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2021A-1,

2.125%,

12/01/41

6/30

at

100.00

AA+  

2,016,640

2,100

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2023A-3,

3.050%,

12/01/27

12/26

at

100.00

AA+  

2,077,887

3,000

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Series

2019C-1,

2.900%,

12/01/39

12/28

at

100.00

AA+  

2,469,870

7,570

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2019-214,

2.800%,

12/01/39

6/29

at

100.00

AA+  

6,294,228

2,330

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2020-218,

2.300%,

12/01/40

12/29

at

100.00

AA+  

1,661,826

4,930

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2020-220,

2.125%,

12/01/40

6/30

at

100.00

AA+  

3,646,770

4,935

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.200%,

12/01/41

6/30

at

100.00

AA+  

3,629,248

2,935

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223,

2.350%,

6/01/39

12/30

at

100.00

AA+  

2,224,642

4,000

Massachusetts

State,

General

Obligation

Bonds,

Refunding

Series

2021B,

5.000%,

11/01/25

No

Opt.

Call

Aa1  

4,185,840

6,915

Massachusetts

State,

Transportation

Fund

Revenue

Bonds,

Rail

Enhancement

Program,

Series

2014A,

5.000%,

6/01/44

6/24

at

100.00

AA+  

6,994,246

81

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

7,500

Quincy,

Massachusetts,

General

Obligation

Bonds,

Bonds

Anticipation

Note

Series

2022,

4.000%,

7/07/23

No

Opt.

Call

N/R  

$

7,500,225

Total

Massachusetts

90,567,211

Michigan

-

2.7%

Detroit

Downtown

Development

Authority,

Michigan,

Tax

Increment

Bonds,

Development  Area

1

Projects,

Refunding

Series

1996B:

2,650

0.000%,

7/01/23

No

Opt.

Call

BB+  

2,650,000

2,880

0.000%,

7/01/24

No

Opt.

Call

BB+  

2,731,910

660

Marquettte,

Michigan,

Electric

Utility

System

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

7/01/30

7/26

at

100.00

AA-  

691,469

11,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Series

2019C,

3.750%,

11/15/49,

(Mandatory

Put

5/15/26)

No

Opt.

Call

A2  

11,064,900

11,005

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015D-1,

1.200%,

10/15/30,

(Mandatory

Put

4/13/28)

No

Opt.

Call

AA-  

9,617,490

16,855

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2015D-2,

1.200%,

10/15/38,

(Mandatory

Put

4/13/28)

No

Opt.

Call

AA-  

14,729,922

5,010

Michigan

Finance

Authority,

Local

Government

Loan

Program

Revenue

Bonds,

Detroit

Water

&

Sewerage

Department

Sewage

Disposal

System

Local

Project,

Second

Lien

Series

2015C,

5.000%,

7/01/34

7/25

at

100.00

A+  

5,134,599

11,515

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2022B-MI,

5.000%,

12/01/43,

(Mandatory

Put

12/01/28)

6/28

at

100.00

AA-  

12,412,018

8,995

Michigan

Finance

Authority,

Revenue

Bonds,

Ascension

Senior

Credit

Group,

Refunding

Series

2016E-1,

4.000%,

11/15/44,

(Mandatory

Put

8/15/24)

No

Opt.

Call

AA+  

9,030,890

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Senior

Current

Interest

Series

2020A-CL-1:

1,800

5.000%,

6/01/31

12/30

at

100.00

A  

1,964,394

1,500

5.000%,

6/01/32

12/30

at

100.00

A  

1,631,340

2,435

4.000%,

6/01/34

12/30

at

100.00

A-  

2,476,663

1,000

4.000%,

6/01/35

12/30

at

100.00

A-  

1,008,970

2,450

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2018A,

3.800%,

10/01/38

10/27

at

100.00

AA+  

2,362,804

8,730

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A,

2.250%,

10/01/41

10/30

at

100.00

AA+  

6,229,292

2,255

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Fixed

Rate

Series

2018C,

3.650%,

12/01/39

6/28

at

100.00

AA+  

2,077,103

13,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019B,

2.950%,

12/01/39

12/28

at

100.00

AA+  

10,778,040

25,205

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020C,

2.600%,

12/01/40

6/30

at

100.00

AA+  

19,448,430

9,620

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021A,

2.150%,

12/01/41

12/30

at

100.00

AA+  

6,826,063

1,795

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Refunding

Series

2020-I,

4.000%,

10/15/24

No

Opt.

Call

Aa2  

1,814,871

22,850

Michigan

Strategic

Fund,

Limited

Obligation

Pollution

Control

Revenue

Refunding

Bonds,

Detroit

Edison

Company,

Variable

Rate

Demand

Obligations,

Series

1995CC,

1.450%,

9/01/30

No

Opt.

Call

Aa3  

19,535,608

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

82

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

21,550

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Detroit

Edison

Company

Exempt

Facilities

Project,

Refunding

Variable

Rate

Series

2008ET-2,

1.350%,

8/01/29

No

Opt.

Call

Aa3  

$

18,765,740

2,255

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Graphic

Packaging

International,

LLC

Coated

Recycled

Board

Machine

Project,

Green

Series

2021,

4.000%,

10/01/61,

(AMT),

(Mandatory

Put

10/01/26)

No

Opt.

Call

BB  

2,244,717

2,295

Michigan

Strategic

Fund,

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/27,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-  

2,213,390

Royal

Oak

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

William

Beaumont

Hospital

Obligated

Group,

Refunding

Series

2014D:

1,040

5.000%,

9/01/26,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

1,052,334

2,000

5.000%,

9/01/27,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

2,023,720

2,560

5.000%,

9/01/28,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

2,590,362

3,865

5.000%,

9/01/29,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

3,910,839

5,145

5.000%,

9/01/30,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

5,206,020

2,320

5.000%,

9/01/31,

(Pre-refunded

3/01/24)

3/24

at

100.00

AA  (4)

2,347,515

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Detroit

Metropolitan

Wayne

County

Airport,

Refunding

Series

2015F:

3,765

5.000%,

12/01/32,

(AMT)

12/25

at

100.00

A1  

3,871,625

5,295

5.000%,

12/01/33,

(AMT)

12/25

at

100.00

A1  

5,435,211

5,000

5.000%,

12/01/34,

(AMT)

12/25

at

100.00

A1  

5,123,100

13,065

Wayne

County

Airport

Authority,

Michigan,

Revenue

Bonds,

Refunding

Series

2017E,

4.000%,

12/01/26,

(AMT),

144A

No

Opt.

Call

A1  

13,223,478

Total

Michigan

212,224,827

Minnesota

-

1.1%

Duluth

Economic

Development

Authority,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Essentia

Health

Obligated

Group,

Series

2018A:

910

5.000%,

2/15/33

2/28

at

100.00

A-  

961,688

1,150

5.000%,

2/15/37

2/28

at

100.00

A-  

1,196,115

8,085

4.250%,

2/15/43

2/28

at

100.00

A-  

7,822,884

3,955

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Series

2023A,

5.000%,

11/15/52,

(Mandatory

Put

11/15/28)

5/28

at

100.91

AA-  

4,264,835

1,370

Minneapolis-Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Refunding

Series

2017A,

5.000%,

11/15/28

5/27

at

100.00

AA-  

1,463,530

5,000

Minneapolis-Saint

Paul

Metropolitan

Council,

Minnesota,

General

Obligation

Wastewater

Revenue

Bonds,

Series

2015C,

3.500%,

3/01/28

3/25

at

100.00

AAA  

5,018,400

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

2,610

5.000%,

1/01/25

1/24

at

100.00

A+  

2,633,307

7,305

5.000%,

1/01/32

1/24

at

100.00

A+  

7,349,780

4,060

Minnesota

Housing

Finance

Agency,

Homeownership

Finance

Bonds,

Mortgage-Backed

Securities

Program,

Series

2017E,

2.850%,

6/01/47

7/26

at

100.00

Aaa  

3,627,633

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020B:

6,065

2.625%,

1/01/40

7/29

at

100.00

AA+  

4,908,708

7,885

3.500%,

7/01/50

7/29

at

100.00

AA+  

7,724,934

5,430

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020E,

2.500%,

7/01/40

7/29

at

100.00

AA+  

4,344,543

83

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

4,605

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020I,

2.000%,

7/01/40

1/30

at

100.00

AA+  

$

3,433,995

4,110

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021D,

2.200%,

7/01/41

7/30

at

100.00

AA+  

3,043,250

9,245

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021H,

2.350%,

7/01/41

1/31

at

100.00

AA+  

7,505,091

4,235

Minnesota

Municipal

Gas

Agency,

Commodity

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/01/27)

9/27

at

100.37

Aa1  

4,233,814

425

Northern

Municipal

Power

Agency,

Minnesota,

Electric

System

Revenue

Bonds,

Series

2013A,

4.000%,

1/01/28

7/23

at

100.00

A-  

425,221

6,445

Saint

Paul

Independent

School

District

625,

Ramsey

County,

Minnesota,

Certificates

of

Participation,

Series

2018B,

3.500%,

2/01/39

2/27

at

100.00

AAA  

6,192,549

White

Bear

Lake

Independent

School

District

624,

Ramsey

County,

Minnesota,

General

Obligation

Bonds,

Facilities

Maintenance

Series

2021A:

2,650

2.000%,

2/01/28

2/27

at

100.00

AAA  

2,450,746

3,095

2.000%,

2/01/29

2/27

at

100.00

AAA  

2,833,751

4,135

2.000%,

2/01/30

2/27

at

100.00

AAA  

3,745,318

Total

Minnesota

85,180,092

Mississippi

-

0.3%

6,570

Mississippi

Business

Finance

Corporation,

Pollution

Control

Revenue,

Mississippi

Power,

Series

2002,

3.200%,

9/01/28

3/24

at

100.00

A-  

6,465,011

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A:

2,490

2.450%,

12/01/39

6/29

at

100.00

Aaa  

1,957,713

3,075

3.750%,

6/01/49

6/29

at

100.00

Aaa  

3,032,104

1,470

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.000%,

12/01/40

6/30

at

100.00

Aaa  

1,031,514

1,790

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A,

4.000%,

10/15/38

10/28

at

100.00

A+  

1,728,997

8,880

Mississippi

State,

General

Obligation

Bonds,

Series

2013B,

5.000%,

12/01/28,

(Pre-refunded

12/01/23)

12/23

at

100.00

AA  (4)

8,946,067

Total

Mississippi

23,161,406

Missouri

-

0.8%

1,095

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2016A,

6.000%,

3/01/33

7/23

at

103.00

Ba1  

1,129,076

1,100

Great

Rivers

Greenway

Metropolitan

Park

&

Recreation

District,

Missouri,

Sales

Tax

Appropriation

Bonds,

Gateway

Arch

Project,

Series

2014,

3.000%,

12/30/24,

(Pre-refunded

12/30/23)

12/23

at

100.00

A+  (4)

1,098,900

10,425

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

A  

9,856,629

12,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A  

11,345,760

15,085

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998C,

2.750%,

9/01/33

6/27

at

102.00

A  

14,129,516

220

Missouri

Health

and

Educational

Facilities

Authority,

Educational

Facilities

Revenue

Bonds,

Saint

Louis

College

of

Pharmacy,

Series

2015B,

4.000%,

5/01/32

11/23

at

100.00

BBB-  

220,486

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

84

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

10,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

SSM

Health

Care,

Series

2023A,

5.000%,

6/01/39,

(Mandatory

Put

6/01/28)

12/27

at

101.00

AA-  

$

10,764,900

1,390

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

A.T.

Still

University

of

Health

Sciences,

Series

2014,

4.250%,

10/01/32,

(Pre-refunded

10/01/23)

10/23

at

100.00

A  (4)

1,393,183

3,660

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2019C,

2.750%,

11/01/39

5/29

at

100.00

AA+  

3,135,193

1,500

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2020A,

2.550%,

11/01/40

5/29

at

100.00

AA+  

1,192,020

1,015

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021A,

2.150%,

11/01/41

5/30

at

100.00

AA+  

705,567

4,215

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021B,

2.000%,

11/01/41

5/30

at

100.00

AA+  

3,061,228

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Iatan

2

Project,

Refunding

Series

2014A:

1,365

5.000%,

1/01/25

1/24

at

100.00

A2  

1,373,941

2,590

5.000%,

1/01/26

1/24

at

100.00

A2  

2,607,612

1,010

5.000%,

1/01/32

1/24

at

100.00

A2  

1,016,181

1,025

Stoddard

County

Industrial

Development

Authority,

Missouri,

Health

Facility

Revenue

Bonds,

Southeasthealth,

Series

2016B,

6.000%,

3/01/37

7/23

at

103.00

Ba1  

1,057,349

Total

Missouri

64,087,541

Montana

-

0.8%

1,505

Cascade

County

High

School

District

A

Great

Falls,

Montana,

General

Obligation

Bonds,

School

Buidling

Series

2018,

5.000%,

7/01/38

7/28

at

100.00

A+  

1,616,325

25,675

Forsyth,

Montana

Pollution

Control

Revenue

Bonds,

Portland

General

Electric

Company

Project,

Refunding

Series

1998A,

2.125%,

5/01/33

3/30

at

102.00

A1  

22,144,944

35,095

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2016,

2.000%,

8/01/23,

(ETM)

No

Opt.

Call

A-  (4)

35,062,011

2,630

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2023,

3.875%,

7/01/28

4/28

at

100.00

A3  

2,639,389

1,000

Gallatin

County

School

District

44

Belgrade,

Montana,

General

Obligation

Bonds,

School

Building

Series

2019,

4.000%,

6/01/33

6/29

at

100.00

A+  

1,048,420

1,045

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021A-1,

2.000%,

12/01/41

6/30

at

100.00

AA+  

757,333

1,725

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021B,

2.000%,

12/01/41

12/30

at

100.00

AA+  

1,174,794

560

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2018,

3.250%,

6/01/32

6/28

at

100.00

A  

534,094

Total

Montana

64,977,310

National

-

0.1%

9

BB&T

Municipal

Trust

Pool

Tax

Exempt

Lease

Certificates

Class

D

Series

2018,

3.210%,

7/31/23,

144A

(SIFMA

reference

rate

+

1.000%

spread)

(5)

No

Opt.

Call

A+  

8,980

85

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

National

(continued)

$

5,241

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

05,

Series

2019A,

3.400%,

1/25/36

No

Opt.

Call

AA+  

$

4,813,022

4,798

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

08,

Series

2021,

1.877%,

7/25/37

No

Opt.

Call

AA+  

3,644,004

Total

National

8,466,006

Nebraska

-

1.1%

5,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

4

Revenue

Bonds,

Series

2018A,

5.000%,

3/01/50,

(Mandatory

Put

1/01/24)

10/23

at

100.43

A2  

5,020,900

5,455

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

Revenue

Bonds,

Project

5,

Series

2022-1,

5.000%,

5/01/53,

(Mandatory

Put

10/01/29)

7/29

at

100.22

A2  

5,658,635

Douglas

County

Hospital

Authority

2,

Nebraska,

Hospital

Revenue

Bonds,

Madonna

Rehabilitation

Hospital

Project,

Series

2014:

2,025

5.000%,

5/15/28

5/24

at

100.00

A-  

2,036,036

9,355

5.000%,

5/15/44

5/24

at

100.00

A-  

9,310,096

Madison

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Faith

Regional

Health

Services

Project,

Series

2018:

540

5.000%,

7/01/23

No

Opt.

Call

BBB  

540,000

1,250

5.000%,

7/01/24

No

Opt.

Call

BBB  

1,261,700

530

5.000%,

7/01/25

No

Opt.

Call

BBB  

539,111

750

5.000%,

7/01/26

7/25

at

100.00

BBB  

763,748

200

5.000%,

7/01/27

7/25

at

100.00

BBB  

204,084

835

5.000%,

7/01/28

7/25

at

100.00

BBB  

853,353

485

5.000%,

7/01/29

7/25

at

100.00

BBB  

496,213

1,000

5.000%,

7/01/30

7/25

at

100.00

BBB  

1,023,410

180

5.000%,

7/01/33

7/25

at

100.00

BBB  

184,079

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2019D:

160

2.600%,

9/01/34

3/29

at

100.00

AA+  

141,936

7,205

2.850%,

9/01/39

3/29

at

100.00

AAA  

6,386,800

10,000

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2020A,

2.550%,

9/01/40

3/29

at

100.00

AA+  

7,988,900

595

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021A,

1.950%,

9/01/37

3/30

at

100.00

AAA  

506,654

17,770

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021C,

2.300%,

9/01/41

9/30

at

100.00

AAA  

12,768,100

2,290

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2023A,

4.125%,

9/01/38

3/32

at

100.00

AA+  

2,266,665

1,380

Papillion-LaVista

School

District

27,

Sarpy

County,

Nebraska,

General

Obligation

Bonds,

Refunding

Series

2020B,

4.000%,

12/01/26

No

Opt.

Call

Aa2  

1,425,499

8,160

Public

Power

Generation

Agency,

Nebraska,

Whelan

Energy

Center

Unit

2

Revenue

Bonds,

Refunding

Series

2016A,

5.000%,

1/01/32

7/26

at

100.00

A2  

8,532,504

Sarpy

County

School

District

037

Gretna

Public

Schools,

Nebraska,

General

Obligation

Bonds,

Refunding

Series

2019:

1,195

5.000%,

6/15/26

No

Opt.

Call

AA-  

1,261,956

1,455

5.000%,

6/15/28

No

Opt.

Call

AA-  

1,595,175

1,760

4.000%,

6/15/33

6/29

at

100.00

AA-  

1,836,331

2,240

Sarpy

County,

Nebraska,

Limited

Tax

Highway

Allocation

Fund

Pledge

Bonds,

Series

2021,

2.000%,

6/01/27

6/26

at

100.00

Aaa  

2,097,962

6,320

Saunders

County

School

District

1,

Ashland-Greenwood,

Nebraska,

General

Obligation

Bonds,

Series

2021,

2.000%,

12/15/50

12/30

at

100.00

A+  

3,648,978

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

86

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

(continued)

Scotts

Bluff

County

Hospital

Authority

1,

Nebraska,

Hospital

Revenue

Bonds,

Regional

West

Medical

Center

Project,

Refunding

&

Improvement

Series

2016A:

$

3,660

5.250%,

2/01/28

2/27

at

100.00

BB+  

$

3,763,541

1,355

5.250%,

2/01/29

2/27

at

100.00

BB+  

1,396,409

5,865

Southeast

Community

College

Area,

Nebraska,

Certificates

of

Participation,

Series

2018,

3.375%,

12/15/37

6/28

at

100.00

Aa1  

5,680,429

Total

Nebraska

89,189,204

Nevada

-

0.5%

5,285

Clark

County,

Nevada,

General

Obligation

Bonds,

Flood

Control

Series

2014,

4.000%,

11/01/33,

(Pre-refunded

11/01/24)

11/24

at

100.00

AA+  (4)

5,340,228

10,000

Clark

County,

Nevada,

Passenger

Facility

Charge

Revenue

Bonds,

Las

Vegas-McCarran

International

Airport,

Refunding

Series

2019E,

5.000%,

7/01/23

No

Opt.

Call

Aa3  

10,000,000

8,705

Director

of

Nevada

State

Department

of

Business

and

Industry,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.700%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

7/23

at

100.00

N/R  

8,671,050

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016:

1,740

4.000%,

9/01/32

9/26

at

100.00

N/R  

1,643,395

2,265

4.000%,

9/01/35

9/26

at

100.00

N/R  

2,081,128

3,585

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Revenue

Bonds,

Refunding

Series

2017B,

4.000%,

7/01/34

7/27

at

100.00

AA-  

3,647,917

2,860

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021A,

2.200%,

10/01/41

10/30

at

100.00

AA+  

2,163,132

3,080

Sparks,

Nevada,

Sales

Tax

Revenue

Bonds,

Tourism

Improvement

District

1

Legends

at

Sparks

Marina,

Refunding

Senior

Series

2019A,

2.750%,

6/15/28,

144A

No

Opt.

Call

Ba1  

2,871,022

Total

Nevada

36,417,872

New

Hampshire

-

0.6%

16,511

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2020-1

Class

A,

4.125%,

1/20/34

No

Opt.

Call

BBB  

16,113,458

10,751

National

Finance

Authority,

New

Hampshire,

Municipal

Certificates

Series

2022-2

Class

A,

4.000%,

10/20/36

No

Opt.

Call

BBB  

10,190,704

16,935

New

Hampshire

Business

Finance

Authority,

Pollution

Control

Revenue

Bonds,

United

Illuminating

Company,

Refunding

Series

2003A,

2.800%,

10/01/33,

(Mandatory

Put

10/02/23)

No

Opt.

Call

A  

16,896,388

1,145

New

Hampshire

Business

Finance

Authority,

Water

Facility

Revenue

Bonds,

Pennichuck

Water

Works

Inc.

Project

,

Series

2015A.,

4.250%,

1/01/36,

(Pre-refunded

1/01/26),

(AMT)

1/26

at

100.00

N/R  (4)

1,163,355

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Concord

Hospital,

Series

2021A:

1,000

4.000%,

10/01/32

4/31

at

100.00

AA-  

1,024,490

1,000

4.000%,

10/01/34

4/31

at

100.00

AA-  

1,023,710

1,000

4.000%,

10/01/38

4/31

at

100.00

AA-  

988,000

1,000

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Elliot

Hospital,

Series

2016,

5.000%,

10/01/38

10/26

at

100.00

A-  

1,002,400

920

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Southern

New

Hampshire

Medical

Center,

Series

2016,

3.500%,

10/01/34

10/26

at

100.00

A-  

904,314

Total

New

Hampshire

49,306,819

87

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

-

3.7%

Camden

County

Improvement

Authority,

New

Jersey,

Health

Care

Redevelopment

Revenue

Bonds,

Cooper

Health

System

Obligated

Group

Issue,

Refunding

Series

2014A:

$

2,500

5.000%,

2/15/30

2/24

at

100.00

A-  

$

2,514,950

1,045

5.000%,

2/15/34

2/24

at

100.00

A-  

1,050,026

Clifton,

New

Jersey,

General

Obligation

Bonds,

Refunding

Series

2021:

1,110

2.000%,

8/15/29

-

BAM

Insured

8/28

at

100.00

AA  

1,005,294

2,075

2.000%,

8/15/30

-

BAM

Insured

8/28

at

100.00

AA  

1,855,880

2,045

2.000%,

8/15/31

-

BAM

Insured

8/28

at

100.00

AA  

1,800,193

East

Brunswick

Township,

Middlesex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021:

1,095

2.000%,

2/15/26

No

Opt.

Call

Aa1  

1,045,561

1,385

2.000%,

2/15/27

No

Opt.

Call

Aa1  

1,300,653

1,355

2.000%,

2/15/30

2/29

at

100.00

Aa1  

1,231,980

1,370

Flemington-Raritan

Regional

School

District,

Hunterdon

County,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.375%,

9/01/34

9/26

at

100.00

AA  

1,199,955

2,760

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT),

(ETM)

No

Opt.

Call

N/R  (4)

2,784,536

1,585

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019,

2.250%,

2/01/29

-

BAM

Insured

No

Opt.

Call

AA  

1,459,262

4,115

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Series

2020A,

5.000%,

11/01/32

11/29

at

100.00

A3  

4,529,586

New

Jersey

Economic

Development

Authority,

Private

Activity

Bonds,

The

Goethals

Bridge

Replacement

Project,

Series

2013:

1,350

5.000%,

1/01/28,

(AMT)

1/24

at

100.00

A2  

1,357,695

2,345

5.000%,

1/01/31

-

AGM

Insured,

(AMT)

1/24

at

100.00

AA  

2,360,313

2,000

5.375%,

1/01/43,

(AMT)

1/24

at

100.00

A-  

2,005,920

7,280

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

Baa3  

7,053,956

25,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2015XX,

5.000%,

6/15/27

6/25

at

100.00

A2  

25,770,750

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ:

700

5.000%,

6/15/26

No

Opt.

Call

A2  

731,976

455

5.000%,

6/15/27

No

Opt.

Call

A3  

484,461

430

5.000%,

6/15/28

No

Opt.

Call

A3  

464,839

5,000

New

Jersey

Economic

Development

Authority,

Special

Facility

Revenue

Bonds,

Port

Newark

Container

Terminal

LLC

Project,

Refunding

Series

2017,

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

Baa2  

5,007,150

37,560

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2019A,

2.200%,

10/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+  

32,682,458

4,745

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020B,

3.750%,

11/01/34,

(AMT),

(Mandatory

Put

6/01/28)

No

Opt.

Call

A+  

4,720,611

3,345

New

Jersey

Health

Care

Facilities

Authority,

Revenue

Bonds,

Atlanticare

Health

System

Obligated

Group

Issue,

Series

2021,

2.375%,

7/01/46

7/31

at

100.00

AA-  

2,197,163

2,170

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Barnabas

Health,

Refunding

Series

2014A,

5.000%,

7/01/44

7/24

at

100.00

AA-  

2,190,029

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

88

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

1,000

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Saint

Joseph's

Healthcare

System

Obligated

Group

Issue,

Refunding

Series

2016,

5.000%,

7/01/35

7/26

at

100.00

BBB-  

$

1,014,960

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Virtua

Health

Inc

Series

2013:

1,125

5.000%,

7/01/24

1/24

at

100.00

AA-  

1,133,449

75

5.000%,

7/01/24,

(Pre-refunded

1/01/24)

1/24

at

100.00

N/R  (4)

75,622

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Senior

Lien

Series

2017-1A:

925

3.500%,

12/01/29,

(AMT)

12/26

at

100.00

Aaa  

903,050

2,390

3.750%,

12/01/31,

(AMT)

12/26

at

100.00

Aaa  

2,354,652

2,435

4.000%,

12/01/32,

(AMT)

12/26

at

100.00

Aaa  

2,407,168

1,020

3.750%,

12/01/33,

(AMT)

12/26

at

100.00

Aaa  

1,004,914

515

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Series

2018A,

3.750%,

10/01/35

10/27

at

100.00

AA  

497,536

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

3,620

5.000%,

6/01/25

No

Opt.

Call

A1  

3,748,474

1,000

5.000%,

6/01/28

No

Opt.

Call

A1  

1,096,910

505

5.000%,

6/01/29

No

Opt.

Call

A1  

564,292

14,180

4.000%,

6/01/30

No

Opt.

Call

A1  

15,064,548

1,845

4.000%,

6/01/31

No

Opt.

Call

A1  

1,972,766

990

4.000%,

6/01/32

No

Opt.

Call

A1  

1,062,884

20

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2016A-1,

5.000%,

6/15/29

6/26

at

100.00

A+  

20,944

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

6,270

5.000%,

6/15/24

No

Opt.

Call

A+  

6,369,254

8,725

5.000%,

6/15/29

6/26

at

100.00

A+  

9,136,646

5,635

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Forward

Delivery

Series

2022AA,

5.000%,

6/15/33

6/32

at

100.00

A2  

6,383,328

6,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2022BB,

4.000%,

6/15/42

12/31

at

100.00

A2  

6,283,810

1,830

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Refunding

Series

2006C,

0.000%,

12/15/31

-

FGIC

Insured

No

Opt.

Call

A3  

1,339,432

11,585

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2010D,

5.000%,

12/15/23

No

Opt.

Call

A2  

11,661,345

2,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2014BB-2.

Remarketed

to

Fixed

Rate,

5.000%,

6/15/34

6/31

at

100.00

A3  

2,783,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2015AA:

1,910

5.250%,

6/15/33

6/25

at

100.00

A2  

1,971,349

2,210

5.250%,

6/15/34

6/25

at

100.00

A2  

2,278,201

2,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2018A,

5.000%,

12/15/23

No

Opt.

Call

A3  

2,013,180

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A:

7,530

5.000%,

12/15/25

No

Opt.

Call

A2  

7,807,104

420

5.000%,

12/15/26

No

Opt.

Call

A3  

443,167

10,230

5.000%,

12/15/33

12/29

at

100.00

A3  

11,190,086

6,375

4.000%,

12/15/39

12/29

at

100.00

A2  

6,286,961

9,490

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

3.750%,

6/15/33

12/28

at

100.00

A3  

9,557,379

89

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

6,190

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/33

12/28

at

100.00

A2  

$

6,695,971

2,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA,

4.000%,

6/15/35

12/30

at

100.00

A2  

2,555,850

2,790

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

General

Improvement

Series

2019,

2.250%,

9/15/33

9/26

at

100.00

AA  

2,453,107

2,340

Ocean

City,

New

Jersey,

General

Obligation

Bonds,

Refunding

General

Improvement

Series

2016,

1.000%,

11/15/28

11/24

at

100.00

AA  

2,105,602

740

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT),

(ETM)

No

Opt.

Call

N/R  (4)

744,603

1,530

South

Orange

&

Maplewood

School

District,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

Series

2021,

2.125%,

8/15/42

8/29

at

100.00

Aa2  

1,054,767

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

6,360

5.000%,

6/01/26

No

Opt.

Call

A  

6,637,423

4,000

5.000%,

6/01/28

No

Opt.

Call

A  

4,291,280

9,245

5.000%,

6/01/29

6/28

at

100.00

A  

9,922,104

3,310

5.000%,

6/01/30

6/28

at

100.00

A  

3,554,377

6,205

5.000%,

6/01/36

6/28

at

100.00

A-  

6,560,299

11,265

4.000%,

6/01/37

6/28

at

100.00

A-  

11,334,505

2,580

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018B,

5.000%,

6/01/46

6/28

at

100.00

BBB-  

2,590,991

2,585

Toms

River

Board

of

Education,

Ocean

County,

New

Jersey,

General

Obligation

Bonds,

Regional

Schools

Series

2019,

2.000%,

7/15/26

No

Opt.

Call

AA-  

2,448,021

Total

New

Jersey

290,181,008

New

Mexico

-

0.5%

3,260

Central

New

Mexico

Community

College,

Bernalillo

and

Sandoval

Counties,

New

Mexico,

General

Obligation

Bonds,

Limited

Tax

Refunding

Series

2021B,

4.000%,

8/15/24

No

Opt.

Call

AA+  

3,290,057

6,355

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

and

Four

Corners

Projects,

Refunding

Series

2016B,

2.150%,

4/01/33

10/31

at

101.00

BBB  

5,082,030

2,000

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010D,

3.900%,

6/01/40,

(Mandatory

Put

6/01/28)

No

Opt.

Call

BBB  

2,009,020

8,560

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010E,

1.150%,

6/01/40,

(Mandatory

Put

6/01/24)

No

Opt.

Call

BBB  

8,306,196

1,170

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2018B,

3.750%,

7/01/38

7/27

at

100.00

Aaa  

1,136,748

3,110

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2018C,

3.750%,

7/01/38

1/28

at

100.00

Aaa  

2,973,160

3,305

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019D,

3.000%,

7/01/39

1/29

at

100.00

Aaa  

2,981,540

1,550

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019F,

2.850%,

7/01/39

1/29

at

100.00

Aaa  

1,382,879

2,485

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021A,

2.150%,

7/01/41

7/30

at

100.00

Aaa  

1,817,951

4,845

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

2.100%,

7/01/41

7/30

at

100.00

Aaa  

3,653,954

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

90

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

(continued)

$

3,490

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021D,

2.350%,

7/01/41

1/31

at

100.00

Aaa  

$

2,660,427

750

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022,

4.000%,

5/01/33,

144A

5/29

at

103.00

N/R  

665,385

Total

New

Mexico

35,959,347

New

York

-

5.4%

Albany

County

Airport

Authority,

New

York,

Airport

Revenue

Bonds,

Refunding

Series

2020B.

Forward

Delivery:

1,225

5.000%,

12/15/23,

(AMT)

No

Opt.

Call

A  

1,230,635

1,145

5.000%,

12/15/24,

(AMT)

No

Opt.

Call

A  

1,163,526

1,515

Albany

County,

New

York,

General

Obligation

Bonds,

Refunding

Forward

Delivery

Series

2019C,

5.000%,

11/01/23

No

Opt.

Call

AA  

1,524,575

Battery

Park

City

Authority,

New

York,

Revenue

Bonds,

Senior

Series

2023B:

3,500

5.000%,

11/01/33

(WI/DD)

No

Opt.

Call

Aaa  

4,215,617

2,450

5.000%,

11/01/34

(WI/DD)

No

Opt.

Call

Aaa  

2,928,162

2,750

5.000%,

11/01/35

(WI/DD)

No

Opt.

Call

Aaa  

3,257,999

Buffalo

and

Fort

Erie

Public

Bridge

Authority,

New

York,

Toll

Bridge

System

Revenue

Bonds,

Refunding

Series

2014:

300

5.000%,

1/01/24

No

Opt.

Call

A+  

302,490

500

5.000%,

1/01/25

No

Opt.

Call

A+  

512,815

650

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  

651,774

3,390

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1,

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R  

2,863,533

4,360

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020B-1,

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R  

3,574,415

5,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-1,

1.800%,

5/01/48,

(Mandatory

Put

11/01/28)

5/28

at

100.00

A-  

4,594,700

4,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-3,

5.000%,

5/01/48,

(Mandatory

Put

5/01/26)

11/25

at

100.00

A-  

4,120,400

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017:

1,900

5.000%,

12/01/25,

144A

No

Opt.

Call

BBB-  

1,906,612

1,400

5.000%,

12/01/27,

144A

6/27

at

100.00

BBB-  

1,408,890

1,300

5.000%,

12/01/29,

144A

6/27

at

100.00

BBB-  

1,310,218

6,965

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2018A,

5.000%,

3/15/28

No

Opt.

Call

Aa1  

7,642,486

5,845

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Notes

Series

2021,

1.000%,

9/01/25

9/23

at

100.00

A  

5,440,760

6,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-1,

5.000%,

11/15/43

11/30

at

100.00

A3  

6,294,000

865

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2017C-1,

5.000%,

11/15/24

No

Opt.

Call

A3  

881,392

2,380

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E,

5.000%,

11/15/33

11/30

at

100.00

A3  

2,615,929

91

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

1,110

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2016D,

5.000%,

11/15/31

11/26

at

100.00

A3  

$

1,150,693

5,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2014B,

5.250%,

11/15/37

5/24

at

100.00

A3  

5,035,200

5,495

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015A-1,

5.000%,

11/15/36

5/25

at

100.00

A3  

5,558,852

18,300

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2021A-2,

4.000%,

11/15/42

5/31

at

100.00

A3  

17,604,417

1,535

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann?s

Community

Project,

Series

2019,

4.000%,

1/01/30

1/26

at

103.00

N/R  

1,395,852

1,910

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Anns

Community

Project,

Series

2019,

5.000%,

1/01/40

1/26

at

103.00

N/R  

1,655,817

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

1,525

5.000%,

7/01/28

7/24

at

100.00

A-  

1,548,958

1,000

5.000%,

7/01/29

7/24

at

100.00

A-  

1,015,990

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014B:

655

5.000%,

7/01/30

7/24

at

100.00

A-  

665,382

2,455

5.000%,

7/01/32

7/24

at

100.00

A-  

2,491,186

7,710

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019A-3A,

1.125%,

5/01/60,

(Mandatory

Put

11/01/24)

7/23

at

100.00

AA+  

7,412,471

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A:

1,630

4.000%,

1/01/32

-

AGM

Insured

1/31

at

100.00

AA  

1,708,110

1,045

3.000%,

1/01/33

-

AGM

Insured

1/31

at

100.00

AA  

979,656

5,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2014

Series

D-1,

5.000%,

2/01/38

2/24

at

100.00

AAA  

5,034,250

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023B-1:

5,000

5.000%,

11/01/24

No

Opt.

Call

AAA  

5,128,250

1,400

5.000%,

11/01/25

No

Opt.

Call

AAA  

1,463,112

10,640

New

York

City,

New

York,

General

Obligation

Bonds,

Refunding

Fiscal

2015

Series

C,

5.000%,

8/01/29

2/25

at

100.00

AA  

10,933,132

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Green

Bond

Series

2018I:

600

3.625%,

11/01/33

11/27

at

100.00

Aa2  

603,402

2,000

3.875%,

11/01/38

11/27

at

100.00

Aa2  

1,912,540

2,335

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020J,

0.750%,

5/01/25

7/23

at

100.00

Aa2  

2,179,092

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Series

2019P:

2,040

2.600%,

11/01/34

5/28

at

100.00

Aa2  

1,789,529

10,105

2.850%,

11/01/39

5/28

at

100.00

Aa2  

8,371,184

8,845

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2019C,

3.850%,

11/01/39

5/28

at

100.00

Aa2  

8,355,075

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

92

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

17,620

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2020H,

2.300%,

11/01/40

5/29

at

100.00

Aa2  

$

13,012,546

2,600

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Series

2019E,

2.125%,

11/01/23

7/23

at

100.00

Aa2  

2,588,872

10,405

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

223,

3.000%,

10/01/39

10/28

at

100.00

Aa1  

8,894,298

10,175

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

225,

2.300%,

10/01/40

10/29

at

100.00

Aa1  

7,382,878

6,000

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

227,

2.300%,

10/01/40

10/29

at

100.00

Aa1  

4,365,240

21,935

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

231,

2.400%,

10/01/41

4/30

at

100.00

Aa1  

16,055,543

5,335

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

233,

2.200%,

4/01/36

4/30

at

100.00

Aa1  

4,183,707

12,255

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

239,

2.450%,

10/01/41

10/30

at

100.00

Aa1  

9,045,293

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

1,440

5.000%,

7/01/30,

(AMT)

7/24

at

100.00

Baa2  

1,451,218

1,345

4.000%,

7/01/32,

(AMT)

7/24

at

100.00

Baa2  

1,324,099

8,075

4.000%,

7/01/33,

(AMT)

7/24

at

100.00

Baa2  

7,927,712

9,735

5.000%,

7/01/34,

(AMT)

7/24

at

100.00

Baa2  

9,781,144

21,140

5.000%,

7/01/41,

(AMT)

7/24

at

100.00

Baa2  

21,140,845

2,690

4.000%,

7/01/46

-

AGM

Insured,

(AMT)

7/24

at

100.00

AA  

2,513,536

13,020

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

Baa2  

12,881,207

25,000

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

Baa2  

25,032,000

3,450

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%,

8/01/26,

(AMT)

7/23

at

100.00

B  

3,455,831

7,800

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022,

5.000%,

12/01/29,

(AMT)

No

Opt.

Call

Baa1  

8,329,464

17,520

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018,

4.000%,

1/01/36,

(AMT)

1/28

at

100.00

Baa3  

17,127,552

10,300

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

One

Hundred

Seventy

Ninth

Series

2013,

5.000%,

12/01/25

12/23

at

100.00

AA-  

10,371,585

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty-Eighth

Series

2023:

4,375

5.000%,

7/15/35,

(AMT)

7/33

at

100.00

AA-  

4,853,756

3,180

5.000%,

7/15/36,

(AMT)

7/33

at

100.00

AA-  

3,497,809

1,910

5.000%,

7/15/37,

(AMT)

7/33

at

100.00

AA-  

2,083,428

Suffolk

County

Economic

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

2,435

5.000%,

7/01/28

7/24

at

100.00

A-  

2,473,254

2,695

5.000%,

7/01/29

7/24

at

100.00

A-  

2,738,093

4,200

5.000%,

7/01/30

7/24

at

100.00

A-  

4,266,570

2,100

5.000%,

7/01/31

7/24

at

100.00

A-  

2,132,970

1,335

5.000%,

7/01/32

7/24

at

100.00

A-  

1,355,465

3,080

5.000%,

7/01/33

7/24

at

100.00

A-  

3,123,428

93

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Refunding

Series

2023A:

$

6,380

5.000%,

11/15/24

No

Opt.

Call

AA-  

$

6,538,288

5,000

5.000%,

11/15/25

No

Opt.

Call

AA-  

5,232,100

10,350

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bond

Anticipation

Notes,

Series

2022A,

5.000%,

8/15/24

No

Opt.

Call

N/R  

10,542,717

1,010

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bond

Anticipation

Notes,

Series

2022B,

5.000%,

12/16/24

No

Opt.

Call

N/R  

1,034,694

6,300

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

MTA

Bridges

and

Tunnels,

Senior

Lien

Green

Climate

Bond

Certified

Series

2023B,

5.000%,

11/15/30

8/30

at

100.00

AA+  

7,176,771

3,750

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Green

Bonds,

Series

2022D-2,

5.000%,

11/15/39

11/32

at

100.00

AA+  

4,238,288

Troy

Capital

Resource

Corporation,

New

York,  Revenue

Bonds,

Rensselaer

Polytechnic

Institute,

Refunding

Series

2020A.

Forward

Delivery:

1,200

5.000%,

9/01/23

No

Opt.

Call

A3  

1,203,096

1,835

5.000%,

9/01/24

No

Opt.

Call

A3  

1,862,397

2,000

5.000%,

9/01/25

No

Opt.

Call

A3  

2,055,900

11,465

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021B-EFRB,

3.600%,

7/01/29

No

Opt.

Call

N/R  

10,387,290

9,175

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021C-EFRB,

3.200%,

7/01/28,

144A

No

Opt.

Call

N/R  

8,597,342

Total

New

York

424,691,304

North

Carolina

-

0.4%

2,395

Columbus

County

Industrial

Facilities

and

Pollution

Control

Financing

Authority,

North

Carolina,

Recovery

Zone

Facility

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB  

2,283,058

3,110

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2019-42,

2.625%,

7/01/39

7/28

at

100.00

AA+  

2,503,768

4,640

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2020-43,

2.800%,

1/01/40

1/29

at

100.00

AA+  

3,854,401

12,735

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2021-47,

2.300%,

7/01/41

7/30

at

100.00

AA+  

9,429,503

11,625

North

Carolina

Municipal

Power

Agency

1,

Catawba

Electric

Revenue

Bonds,

Series

2015C,

5.000%,

1/01/29

1/26

at

100.00

A  

12,056,404

2,500

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Bond

Anticipation

Bond

Senior

Lien

Series

2020,

5.000%,

2/01/24,

(ETM)

No

Opt.

Call

BBB  (4)

2,525,050

Total

North

Carolina

32,652,184

North

Dakota

-

1.0%

5,395

Cass

County

Joint

Water

Reserve

District,

North

Dakota,

Temporary

Improvement  Special

Assessment

Bonds,

Refunding

Series

2021A,

0.480%,

5/01/24

7/23

at

100.00

Aa3  

5,193,767

Fargo,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021A:

1,250

4.000%,

5/01/26

5/25

at

100.00

Aa2  

1,270,212

1,320

4.000%,

5/01/27

5/25

at

100.00

Aa2  

1,344,235

1,385

4.000%,

5/01/28

5/25

at

100.00

Aa2  

1,412,534

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

94

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Dakota

(continued)

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021:

$

1,750

5.000%,

12/01/29

No

Opt.

Call

Baa3  

$

1,825,303

1,775

5.000%,

12/01/30

No

Opt.

Call

Baa3  

1,860,519

2,985

5.000%,

12/01/32

12/31

at

100.00

Baa3  

3,136,101

5,920

5.000%,

12/01/33

12/31

at

100.00

Baa3  

6,194,392

2,675

5.000%,

12/01/34

12/31

at

100.00

Baa3  

2,785,504

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021:

500

3.000%,

5/01/33

5/27

at

100.00

Baa3  

442,205

500

3.000%,

5/01/36

5/27

at

100.00

Baa3  

427,590

3,440

3.000%,

5/01/46

5/27

at

100.00

Baa3  

2,536,346

9,685

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2023B,,

5.125%,

7/01/25

7/24

at

100.00

Baa3  

9,689,843

2,600

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2019C,

3.200%,

7/01/39

7/28

at

100.00

Aa1  

2,320,786

2,450

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020A,

3.000%,

7/01/40

7/29

at

100.00

Aa1  

2,175,894

4,535

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020B,

2.350%,

7/01/40

1/30

at

100.00

Aa1  

3,527,414

6,900

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa1  

5,031,273

10,000

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2021B,

2.450%,

7/01/41

1/31

at

100.00

Aa1  

7,506,500

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C:

3,785

5.000%,

6/01/28

No

Opt.

Call

BB+  

3,676,295

3,000

5.000%,

6/01/29

6/28

at

100.00

BB+  

2,903,550

1,260

5.000%,

6/01/31

6/28

at

100.00

BB+  

1,205,782

3,480

5.000%,

6/01/34

6/28

at

100.00

BB+  

3,262,674

10,980

5.000%,

6/01/38

6/28

at

100.00

BB+  

9,762,208

3,300

5.000%,

6/01/43

6/28

at

100.00

BB+  

2,787,114

Total

North

Dakota

82,278,041

Ohio

-

4.2%

2,760

American

Municipal

Power

Inc.,

Ohio,

Fremont

Energy

Center

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

2/15/33

2/31

at

100.00

A1  

3,125,120

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

1,085

5.000%,

6/01/27

No

Opt.

Call

A  

1,139,033

17,850

5.000%,

6/01/28

No

Opt.

Call

A  

18,950,988

8,905

5.000%,

6/01/29

No

Opt.

Call

A  

9,585,520

16,410

5.000%,

6/01/30

No

Opt.

Call

A  

17,860,972

17,485

5.000%,

6/01/31

6/30

at

100.00

A  

19,034,870

11,715

5.000%,

6/01/33

6/30

at

100.00

A-  

12,727,996

3,610

5.000%,

6/01/34

6/30

at

100.00

A-  

3,912,879

4,830

5.000%,

6/01/35

6/30

at

100.00

A-  

5,197,515

9,235

4.000%,

6/01/37

6/30

at

100.00

A-  

9,236,662

4,060

4.000%,

6/01/38

6/30

at

100.00

A-  

4,024,922

2,155

4.000%,

6/01/39

6/30

at

100.00

A-  

2,120,175

8,085

3.000%,

6/01/48

6/30

at

100.00

BBB+  

6,238,790

5,725

4.000%,

6/01/48

6/30

at

100.00

BBB+  

5,306,732

12,960

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  

12,155,832

95

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Cleveland,

Ohio,

Airport

System

Revenue

Bonds,

Refunding

Series

2016A:

$

1,590

5.000%,

1/01/28

-

AGM

Insured

1/25

at

100.00

AA  

$

1,634,742

2,230

5.000%,

1/01/29

-

AGM

Insured

1/25

at

100.00

AA  

2,293,421

2,060

5.000%,

1/01/30

-

AGM

Insured

1/25

at

100.00

AA  

2,118,195

1,810

5.000%,

1/01/31

-

AGM

Insured

1/25

at

100.00

AA  

1,860,065

20

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2018A,

5.000%,

4/01/30

10/28

at

100.00

AAA  

22,294

1,080

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement

Series

2021,

3.000%,

8/01/40

2/31

at

100.00

A+  

859,615

7,490

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013,

5.000%,

2/15/27

7/23

at

100.00

BB+  

7,490,075

2,940

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/23

(6)

No

Opt.

Call

N/R  

29

1,400

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

9/01/23

No

Opt.

Call

N/R  

14

7,000

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-  

6,361,810

28,740

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(6)

No

Opt.

Call

N/R  

287

915

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(6)

No

Opt.

Call

N/R  

9

3,610

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33

(6)

No

Opt.

Call

N/R  

36

250

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(6)

No

Opt.

Call

N/R  

2

2,200

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2009A,

4.750%,

6/01/33,

(Mandatory

Put

6/01/22)

No

Opt.

Call

BBB-  

2,119,304

14,735

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

14,256,555

20,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005C,

2.100%,

4/01/28,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

19,365,113

25,825

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007A,

2.500%,

8/01/40,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+  

22,453,030

18,600

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+  

16,198,740

12,540

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014B,

2.600%,

6/01/41,

(AMT),

(Mandatory

Put

10/01/29)

10/24

at

100.00

BBB+  

10,981,529

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

96

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

6,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014D,

1.900%,

5/01/26,

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

$

5,805,377

16,950

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Dayton

Power

&

Light

Company

Project,

Refunding

Collateralized

Series

2015A,

4.250%,

11/01/40,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

A3  

16,899,319

2,610

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Duke

Energy

Corporation

Project,

Refunding

Series

2022A,

4.250%,

11/01/39,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

BBB  

2,592,043

430

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

3.750%,

1/15/28,

(AMT),

144A

No

Opt.

Call

N/R  

423,834

5,060

Ohio

Higher

Educational

Facility

Commission,

Revenue

Bonds,

Case

Western

Reserve

University

Project,

Series

2019C,

1.625%,

12/01/34,

(Mandatory

Put

12/01/26)

6/26

at

100.00

AA-  

4,728,823

1,815

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/36

1/30

at

100.00

A3  

1,846,291

1,950

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019B,

3.000%,

9/01/39

9/28

at

100.00

Aaa  

1,674,017

2,865

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020A,

2.750%,

9/01/40

3/29

at

100.00

Aaa  

2,542,688

1,390

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020B,

2.250%,

9/01/40

9/29

at

100.00

Aaa  

1,109,123

3,630

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021A,

2.250%,

9/01/41

3/30

at

100.00

Aaa  

2,697,090

4,875

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021C,

2.450%,

9/01/41

9/30

at

100.00

Aaa  

3,770,179

8,500

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Refunding

Series

2016A,

5.000%,

1/15/41

1/26

at

100.00

A  

8,654,360

15,555

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Variable

Rate

Series

2020B,

5.000%,

1/15/50,

(Mandatory

Put

1/15/25)

1/25

at

100.00

A  

15,880,255

1,205

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2021-1A,

5.000%,

12/15/27

No

Opt.

Call

AA  

1,314,775

3,855

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(6)

No

Opt.

Call

N/R  

39

8,500

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(6)

No

Opt.

Call

N/R  

85

8,645

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(6)

No

Opt.

Call

N/R  

86

1,945

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R  

19

2,355

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(6)

No

Opt.

Call

N/R  

24

3,750

Toledo-Lucas

County

Port

Authority,

Ohio,

Development

Revenue

Bonds,

Northwest

Ohio

Bond

Fund,

HB

Magruder

Memorial

Hospital

Project,

Series

2021F,

2.250%,

11/15/36

5/28

at

100.00

A-  

2,970,713

97

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

1,350

Tuscarawas

County

Economic

Development

and

Finance

Alliance,

Ohio,

Higher

Education

Facilities

Revenue

Bonds,

Ashland

University,

Refunding

&

Improvement

Series

2015,

5.375%,

3/01/27

3/25

at

100.00

N/R  

$

1,344,371

5,000

Van

Wert

County

Hospital,

Ohio,

Revenue

Bonds,

Van

Wert

Health

Obligated

Group

Refunding

Facilities

Improvement

Series

2020,

6.125%,

12/01/49,

(Pre-refunded

12/01/29)

12/29

at

100.00

N/R  (4)

5,839,600

11,700

Washington

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group,

Series

2022,

6.375%,

12/01/37

12/32

at

100.00

N/R  

11,823,201

Total

Ohio

330,549,183

Oklahoma

-

2.5%

1,060

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Refunding

Series

2020,

4.000%,

12/01/28

No

Opt.

Call

A  

1,110,435

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Series

2020:

1,775

2.000%,

9/01/28

No

Opt.

Call

A  

1,626,344

1,850

2.000%,

9/01/29

No

Opt.

Call

A  

1,677,210

1,800

2.750%,

9/01/30

No

Opt.

Call

A  

1,755,756

1,790

2.750%,

9/01/31

9/30

at

100.00

A  

1,755,900

265

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Series

2017,

4.000%,

9/01/24

No

Opt.

Call

A+  

267,136

Carter

County

Public

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Plainview

Public

Schools

Project,

Series

2021A:

740

4.000%,

12/01/33

12/31

at

100.00

A+  

780,508

1,670

4.000%,

12/01/34

12/31

at

100.00

A+  

1,755,888

1,585

4.000%,

12/01/35

12/31

at

100.00

A+  

1,652,743

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2021:

2,050

4.000%,

6/01/29

No

Opt.

Call

Aa3  

2,140,323

1,055

4.000%,

6/01/30

No

Opt.

Call

Aa3  

1,106,262

10,000

4.000%,

6/01/31

No

Opt.

Call

Aa3  

10,482,000

Cleveland

County

Public

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Norman

Technology

Center

Project,

Series

2021:

910

4.000%,

5/01/27

No

Opt.

Call

Aa3  

942,414

945

4.000%,

5/01/28

No

Opt.

Call

Aa3  

987,525

960

4.000%,

5/01/29

No

Opt.

Call

Aa3  

1,013,635

875

4.000%,

5/01/30

No

Opt.

Call

Aa3  

926,940

690

4.000%,

5/01/31

No

Opt.

Call

Aa3  

736,417

930

4.000%,

5/01/32

5/31

at

100.00

Aa3  

984,126

800

4.000%,

5/01/33

5/31

at

100.00

Aa3  

845,184

900

4.000%,

5/01/34

5/31

at

100.00

Aa3  

950,544

1,070

4.000%,

5/01/35

5/31

at

100.00

Aa3  

1,120,932

Comanche

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Elgin

Public

Schools

Project,

Series

2017A:

1,470

5.000%,

12/01/28

12/27

at

100.00

A  

1,602,079

1,410

5.000%,

12/01/31

12/27

at

100.00

A  

1,540,792

Garfield

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Enid

Public

Schools

Project,

Series

2016A:

3,165

5.000%,

9/01/30

9/26

at

100.00

A  

3,292,106

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

98

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

5,290

5.000%,

9/01/31

9/26

at

100.00

A  

$

5,497,633

3,125

Garvin

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Wynnewood

Public

Schools

Project,

Series

2018,

3.625%,

9/01/36

9/28

at

100.00

A-  

3,072,969

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Amber-Pocasset

Public

Schools

Project,

Series

2019:

1,365

4.000%,

9/01/32

9/29

at

100.00

A  

1,407,629

1,485

4.000%,

9/01/34

9/29

at

100.00

A  

1,508,166

1,000

4.000%,

9/01/36

9/29

at

100.00

A  

1,000,140

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Tuttle

Public

Schools

Project,

Series

2019:

1,880

4.000%,

9/01/32

9/29

at

100.00

A+  

1,938,712

1,605

4.000%,

9/01/33

9/29

at

100.00

A+  

1,661,448

1,000

4.000%,

9/01/34

9/29

at

100.00

A+  

1,028,920

Lincoln

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Stroud

Public

Schools

Project,

Series

2016:

1,000

5.000%,

9/01/23

No

Opt.

Call

A  

1,002,120

1,870

5.000%,

9/01/24

No

Opt.

Call

A  

1,902,388

2,490

5.000%,

9/01/26

No

Opt.

Call

A  

2,612,757

Love

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Marietta

Public

Schools

Project,

Series

2021:

890

4.000%,

12/01/33

12/31

at

100.00

A-  

935,372

920

4.000%,

12/01/34

12/31

at

100.00

A-  

964,556

960

4.000%,

12/01/35

12/31

at

100.00

A-  

996,048

McClain

County

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Purcell

Public

Schools

Project,

Series

2018:

1,280

5.000%,

9/01/30

9/28

at

100.00

A  

1,399,104

1,565

5.000%,

9/01/34

9/28

at

100.00

A  

1,709,152

6,140

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Series

2021,

2.000%,

3/01/25

No

Opt.

Call

AAA  

5,994,973

1,195

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Western

Heights

Public

Schools

Project,

Series

2018A,

5.000%,

9/01/24

No

Opt.

Call

A  

1,215,554

9,265

Oklahoma

County

Independent

School

District

12

Edmond,

General

Obligation

Bonds,

Combined

Purpose

Series

2023,

3.000%,

3/01/25

No

Opt.

Call

AA+  

9,188,934

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

590

5.000%,

8/15/28

No

Opt.

Call

BB-  

585,156

9,505

5.000%,

8/15/33

8/28

at

100.00

BB-  

9,124,230

9,650

5.000%,

8/15/38

8/28

at

100.00

BB-  

9,049,094

3,795

5.250%,

8/15/43

8/28

at

100.00

BB-  

3,596,104

2,470

5.500%,

8/15/57

8/28

at

100.00

BB-  

2,339,263

4,975

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2022,

5.500%,

8/15/37

8/32

at

100.00

N/R  

4,734,061

970

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2019A,

3.000%,

9/01/39

3/28

at

100.00

Aaa  

899,190

1,240

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2020A,

3.000%,

9/01/40

3/29

at

100.00

Aaa  

1,214,382

99

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2014:

$

500

3.000%,

9/01/23

No

Opt.

Call

A-  

$

499,560

630

5.000%,

9/01/24

No

Opt.

Call

A-  

639,979

1,505

5.000%,

9/01/25

No

Opt.

Call

A-  

1,550,210

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2021:

745

4.000%,

9/01/29

No

Opt.

Call

Baa1  

774,443

400

4.000%,

9/01/30

No

Opt.

Call

Baa1  

417,408

985

4.000%,

9/01/31

No

Opt.

Call

Baa1  

1,027,936

7,800

Tulsa

County

Independent

School

District

001

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022A,

2.000%,

3/01/27

No

Opt.

Call

AA  

7,321,626

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Berryhill

Public

Schools

Project,

Series

2020:

1,540

2.000%,

9/01/27

No

Opt.

Call

A-  

1,430,691

1,605

2.000%,

9/01/28

No

Opt.

Call

A-  

1,470,581

1,670

2.000%,

9/01/29

No

Opt.

Call

A-  

1,514,022

3,150

2.000%,

9/01/30

No

Opt.

Call

A-  

2,808,067

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2016:

3,840

5.000%,

9/01/25

9/23

at

100.00

AA-  

3,849,331

10,755

5.000%,

9/01/26

9/23

at

100.00

AA-  

10,780,812

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2021A:

8,070

4.000%,

9/01/30

No

Opt.

Call

A1  

8,400,305

9,035

4.000%,

9/01/31

No

Opt.

Call

A1  

9,442,027

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Jenks

Public

Schools

Project,

Series

2015:

6,220

5.000%,

9/01/25

No

Opt.

Call

AA-  

6,451,446

9,840

5.000%,

9/01/26

9/25

at

100.00

AA-  

10,214,511

2,580

Washington

County

Rural

Water

District

3,

Oklahoma,

Revenue

Bonds,

Refunding

&

Capital

improvement

Series

2020,

3.000%,

9/15/35

3/28

at

100.00

A+  

2,391,118

Weatherford

Industrial

Trust

Educational,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Weatherford

Public

Schools

Project,

Series

2019:

2,165

5.000%,

3/01/29

No

Opt.

Call

A-  

2,363,704

2,000

5.000%,

3/01/31

3/29

at

100.00

A-  

2,184,420

2,500

5.000%,

3/01/33

3/29

at

100.00

A-  

2,722,875

Total

Oklahoma

195,886,326

Oregon

-

1.0%

5,015

Beaverton

School

District

48J,

Washington

and

Multnomah

Counties,

Oregon,

General

Obligation

Bonds,

Convertible

Deferred

Interest

Series

2017D,

5.000%,

6/15/35

6/27

at

100.00

AA+  

5,366,602

1,760

Benton

and

Linn

Counties

District

School

District

509J

Corvallis,

Oregon,

General

Obligation

Bonds,

Series

2018A,

5.000%,

6/15/38

6/28

at

100.00

AA+  

1,894,077

1,200

Clackamas

Community

College

District,

Oregon,

General

Obligation

Bonds,

Deferred

Interest

Series

2017A,

5.000%,

6/15/40

6/27

at

100.00

Aa1  

1,263,600

Clackamas

County

School

District

62,

Oregon

City,

Oregon,

General

Obligation

Bonds,

Refunding

Series

2018A:

1,665

0.000%,

6/15/34

6/28

at

79.31

AA+  

1,086,179

1,510

0.000%,

6/15/35

6/28

at

75.58

AA+  

930,538

1,050

0.000%,

6/15/37

6/28

at

69.16

AA+  

576,271

2,050

0.000%,

6/15/39

6/28

at

63.17

AA+  

1,010,486

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

100

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

$

1,770

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Variable

Rate

Series

2019,

5.000%,

3/01/40,

(Mandatory

Put

3/01/25)

9/24

at

100.00

A  

$

1,794,426

2,250

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Terwilliger

Plaza-Parkview

Project,

Refunding

Green

Series

2021B-1,

1.200%,

6/01/28

7/23

at

100.00

BB+  

1,908,517

2,790

Multnomah-Clackamas

Counties

School

District

10JT

Greham-Barlow,

Oregon,

General

Obligation

Bonds,

Deferred

interest

Series

2019A,

0.000%,

6/15/38

6/29

at

72.47

Aa1  

1,465,224

6,480

Oregon

Health

and

Science

University,

Revenue

Bonds,

Green

Series

2021B-2,

5.000%,

7/01/46,

(Mandatory

Put

2/01/32)

11/31

at

100.00

AA-  

7,347,413

1,815

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Program

Revenue

Bonds,

Series

2017D,

3.450%,

1/01/38

1/27

at

100.00

Aa2  

1,796,324

2,870

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Program

Revenue

Bonds,

Series

2018C,

3.900%,

7/01/38

7/27

at

100.00

Aa2  

2,784,388

7,955

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Program

Revenue

Bonds,

Series

2019A,

2.650%,

7/01/39

7/28

at

100.00

Aa2  

6,387,547

7,420

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Program

Revenue

Bonds,

Series

2021A,

2.250%,

7/01/41

7/30

at

100.00

Aa2  

5,563,590

15,995

Oregon

State  Business

Development

Commission,

Recovery

Zone

Facility

Revenue

Bonds,

Intel

Corporation

Project,

232

Series

2010,

2.400%,

12/01/40,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

15,965,729

11,455

Oregon

State

Department

of

Transportation,

Highway

User

Tax

Revenue

Bonds,

Senior

Lien

Series

2013A,

5.000%,

11/15/38,

(Pre-refunded

11/15/23)

11/23

at

100.00

AAA  (4)

11,530,374

3,325

Oregon

State,

General

Obligation

Bonds,

Veterans

Welfare

Series

108

of

2021O,

2.600%,

12/01/42

12/30

at

100.00

AA+  

2,602,045

4,050

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Green

Series

2023-29,

5.000%,

7/01/38,

(AMT)

7/33

at

100.00

AA-  

4,375,175

Salem

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Salem

Health

Projects,

Refunding

Series

2016A:

3,440

5.000%,

5/15/32

5/26

at

100.00

AA-  

3,599,478

1,925

5.000%,

5/15/33

5/26

at

100.00

AA-  

2,012,299

Total

Oregon

81,260,282

Pennsylvania

-

4.8%

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A:

1,000

5.000%,

4/01/36

4/28

at

100.00

A  

1,044,680

10,085

4.000%,

4/01/37

4/28

at

100.00

A  

9,883,098

5,205

4.000%,

4/01/38

4/28

at

100.00

A  

5,026,573

9,155

4.000%,

4/01/44

4/28

at

100.00

A  

8,269,620

1,525

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/28,

144A

No

Opt.

Call

Ba3  

1,557,925

1,200

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.500%,

4/01/41

(6)

No

Opt.

Call

N/R  

12

7,770

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(6)

No

Opt.

Call

N/R  

78

101

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

2,880

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(6)

No

Opt.

Call

N/R  

$

29

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

1,670

4.000%,

11/01/33

11/27

at

100.00

B  

1,050,180

2,410

4.000%,

11/01/38

11/27

at

100.00

B  

1,490,127

8,815

4.000%,

11/01/39

11/27

at

100.00

B  

5,449,609

1,040

3.750%,

11/01/42

11/27

at

100.00

B  

621,951

3,930

4.000%,

11/01/47

11/27

at

100.00

B  

2,349,433

8,430

5.000%,

11/01/47

11/27

at

100.00

B  

5,461,291

15,925

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-3,

5.000%,

2/01/40,

(Mandatory

Put

2/01/30)

8/29

at

101.50

B  

10,343,128

1,000

Capital

Region

Water,

Pennsylvania,

Water

Revenue

Bonds,

Series

2018,

5.000%,

7/15/27

No

Opt.

Call

A+  

1,077,740

5,190

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+  

4,763,901

39,185

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018,

4.000%,

6/01/39

-

AGM

Insured

6/28

at

100.00

AA  

38,565,877

5,000

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2020B,

5.000%,

4/01/43,

(Mandatory

Put

2/15/27)

8/26

at

100.00

AA-  

5,227,300

3,500

Lehigh

County

Authority,

Pennsylvania,

Water

and

Sewer

Revenue

Bonds,

Allentown

Concession,

Series

2013A,

5.000%,

12/01/43

12/23

at

100.00

A  

3,512,600

4,500

Lehigh

County

General

Purpose

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Lehigh

Valley

Health

Network,

Series

2019A,

4.000%,

7/01/49

7/29

at

100.00

A+  

4,172,535

10,430

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016A,

3.000%,

9/01/29

No

Opt.

Call

A+  

10,135,978

16,805

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+  

15,450,517

6,095

North

Allegheny

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2019,

4.000%,

5/01/44

5/29

at

100.00

AA  

6,092,196

4,055

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(6)

No

Opt.

Call

N/R  

41

3,455

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(6)

No

Opt.

Call

N/R  

35

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Guaranteed

Series

2013B:

1,975

5.500%,

1/01/25

1/24

at

100.00

AA  

1,995,461

2,290

5.500%,

1/01/26

1/24

at

100.00

AA  

2,314,068

2,265

5.500%,

1/01/27

1/24

at

100.00

AA  

2,288,035

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

102

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Insured

Series

2013C:

$

515

5.500%,

1/01/25

-

AGM

Insured

1/24

at

100.00

AA  

$

520,464

1,110

5.500%,

1/01/26

-

AGM

Insured

1/24

at

100.00

AA  

1,121,666

2,505

5.500%,

1/01/28

-

AGM

Insured

1/24

at

100.00

AA  

2,529,374

2,050

5.500%,

1/01/29

-

AGM

Insured

1/24

at

100.00

AA  

2,068,470

1,255

5.500%,

1/01/31

-

AGM

Insured

1/24

at

100.00

AA  

1,265,517

3,160

Pennsylvania

Economic

Development

Financing

Authority,

Private

Activity

Revenue

Bonds,

Pennsylvania

Rapid

Bridge

Replacement

Project,

Series

2015,

5.000%,

12/31/34,

(AMT)

6/26

at

100.00

BBB  

3,230,531

1,000

Pennsylvania

Economic

Development

Financing

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2023A-1,

5.000%,

5/15/31

2/31

at

100.00

A  

1,124,120

1,250

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2009,

0.950%,

12/01/33,

(Mandatory

Put

12/01/26)

No

Opt.

Call

A-  

1,126,012

2,685

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2017A,

0.580%,

8/01/37,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-  

2,589,521

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012:

1,320

5.000%,

5/01/27

7/23

at

100.00

BB+  

1,279,753

10,850

5.000%,

5/01/42

7/23

at

100.00

BB+  

8,952,769

1,135

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Widener

University,

Series

2021A,

3.000%,

7/15/39

7/31

at

100.00

A-  

873,371

5,215

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-119,

3.500%,

10/01/36

4/25

at

100.00

AA+  

5,069,084

19,900

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-120,

3.100%,

10/01/36

10/25

at

100.00

AA+  

17,713,985

8,985

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016-121,

3.100%,

10/01/36

10/25

at

100.00

AA+  

7,947,412

6,605

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-128B,

3.500%,

10/01/34

10/27

at

100.00

AA+  

6,386,639

4,880

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-131A,

3.000%,

10/01/39

4/29

at

100.00

AA+  

4,084,706

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-133:

3,240

2.125%,

10/01/35

10/29

at

100.00

AA+  

2,623,039

10,050

2.350%,

10/01/40

10/29

at

100.00

AA+  

7,400,720

15,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-137,

2.450%,

10/01/41

4/31

at

100.00

AA+  

10,995,300

4,800

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2022-1394A,

4.000%,

10/01/37

4/32

at

100.00

AA+  

4,631,520

Pennsylvania

Turnpike

Commission,

Motor

License

Fund-Enhanced

Turnpike

Special

Revenue

Bonds,

Subordinate

Series

2014A:

2,110

4.500%,

12/01/34

12/26

at

100.00

AA-  

2,185,074

5,000

4.750%,

12/01/37

12/26

at

100.00

AA-  

5,155,950

16,220

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Capital

Appreciation

Series

2009E,

6.375%,

12/01/38

12/27

at

100.00

A+  

17,943,051

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Series

2019.

Forward

Delivery:

4,665

5.000%,

12/01/24

No

Opt.

Call

AA-  

4,779,479

5,190

5.000%,

12/01/25

No

Opt.

Call

AA-  

5,417,633

103

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2:

$

5,955

5.000%,

6/01/25

No

Opt.

Call

A  

$

6,138,473

2,905

5.000%,

6/01/29

6/26

at

100.00

A  

3,054,114

22,155

5.000%,

6/01/35

6/26

at

100.00

A  

23,077,756

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2017:

2,960

5.000%,

12/01/29

12/27

at

100.00

A  

3,192,952

3,240

5.000%,

12/01/31

12/27

at

100.00

A  

3,488,929

5,450

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Series

2016A,

5.000%,

12/01/36

12/26

at

100.00

A  

5,670,943

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Third

Series

2017:

3,640

5.000%,

12/01/31

12/27

at

100.00

A  

3,919,661

2,265

5.000%,

12/01/32

12/27

at

100.00

A  

2,445,136

2,100

4.000%,

12/01/36

12/27

at

100.00

A  

2,124,885

12,140

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2015A-1,

5.000%,

12/01/24

No

Opt.

Call

AA-  

12,437,916

1,105

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2016A-1,

5.000%,

12/01/28

6/26

at

100.00

AA-  

1,164,250

3,045

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2017A-1,

5.000%,

12/01/36

12/27

at

100.00

AA-  

3,240,063

7,445

Philadelphia

Authority

For

Industrial

Development,

Pennsylvania,

City

Agreement

Revenue

Bonds,

Cultural

and

Commercial

Corridors

Program,

Refunding

Series

2016A,

5.000%,

12/01/29

12/25

at

100.00

A  

7,720,688

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

La

Salle

University,

Series

2017:

1,835

5.000%,

5/01/31

11/27

at

100.00

BB+  

1,740,259

2,060

5.000%,

5/01/33

11/27

at

100.00

BB+  

1,923,093

1,165

5.000%,

5/01/34

11/27

at

100.00

BB+  

1,075,749

3,680

Sayre

Healthcare

Facility

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Healthcare

System,

Series

2007,

4.462%,

12/01/24

(3-Month

LIBOR*0.67%

reference

rate

+

0.780%

spread)

(5)

7/23

at

100.00

A+  

3,682,502

3,905

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Notes,

Series

2016,

5.000%,

11/15/26

5/24

at

100.00

BBB-  

3,902,032

1,280

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

3.375%,

6/01/26

No

Opt.

Call

BB+  

1,213,082

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

Hanover

Hospital

Inc.,

Series

2013:

1,705

5.000%,

12/01/23

7/23

at

100.00

A  

1,706,620

1,795

5.000%,

12/01/24

7/23

at

100.00

A  

1,796,490

3,120

Washington

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

AICUP

Financing

Program-Washington

and

Jefferson

College

Project,

Series

2017-PP5,

3.375%,

11/01/36

11/27

at

100.00

BBB+  

2,753,837

1,000

Wilson

School

District,

Berks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2021B,

4.000%,

5/15/29

No

Opt.

Call

AA  

1,064,600

Total

Pennsylvania

375,693,208

Puerto

Rico

-

3.6%

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A:

19,655

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R  

20,238,557

17,060

5.000%,

7/01/35,

144A

7/30

at

100.00

N/R  

17,290,651

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

104

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

$

350

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R  

$

359,597

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

11,705

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R  

11,817,251

7,455

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R  

7,659,416

5,575

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R  

4,884,034

2,683

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC  

2,711,225

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

522

0.000%,

7/01/24

No

Opt.

Call

N/R  

502,018

24,629

0.000%,

7/01/27

No

Opt.

Call

N/R  

20,945,240

27,034

0.000%,

7/01/29

7/28

at

98.64

N/R  

21,036,237

49,802

0.000%,

7/01/31

7/28

at

91.88

N/R  

35,590,501

33,050

0.000%,

7/01/33

7/28

at

86.06

N/R  

21,523,152

3,236

4.500%,

7/01/34

7/25

at

100.00

N/R  

3,219,820

11,847

0.000%,

7/01/46

7/28

at

41.38

N/R  

3,342,868

12

0.000%,

7/01/51

7/28

at

30.01

N/R  

2,537

1,048

4.750%,

7/01/53

7/28

at

100.00

N/R  

1,001,238

1,466

5.000%,

7/01/58

7/28

at

100.00

N/R  

1,432,810

4,743

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2018B-1,

4.500%,

7/01/34

7/25

at

100.00

N/R  

4,719,285

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

23,266

4.329%,

7/01/40

7/28

at

100.00

N/R  

22,184,829

21,219

4.329%,

7/01/40

7/28

at

100.00

N/R  

20,232,953

2,712

4.784%,

7/01/58

7/28

at

100.00

N/R  

2,577,024

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

2,336

5.250%,

7/01/23

No

Opt.

Call

N/R  

2,336,283

1,589

0.000%,

7/01/24

No

Opt.

Call

N/R  

1,522,627

22,147

5.375%,

7/01/25

No

Opt.

Call

N/R  

22,705,894

7,303

5.625%,

7/01/27

No

Opt.

Call

N/R  

7,698,425

9,246

5.625%,

7/01/29

No

Opt.

Call

N/R  

9,916,898

2,774

5.750%,

7/01/31

No

Opt.

Call

N/R  

3,035,104

7,470

0.000%,

7/01/33

7/31

at

89.94

N/R  

4,577,691

4,521

4.000%,

7/01/33

7/31

at

103.00

N/R  

4,305,665

3,838

4.000%,

7/01/35

7/31

at

103.00

N/R  

3,577,131

Total

Puerto

Rico

282,946,961

Rhode

Island

-

0.9%

Rhode

Island

Health

and

Educational

Building

Corporation,

Educational

Institution

Revenue

Bonds,

St.

George's

School,

Series

2021:

1,275

5.000%,

10/01/28

No

Opt.

Call

AA-  

1,403,163

2,010

4.000%,

10/01/46

10/31

at

100.00

AA-  

1,964,976

2,000

Rhode

Island

Health

and

Educational

Building

Corporation,

Hospital

Financing

Revenue

Bonds,

Care

New

England

Issue,

Refunding

Series

2016B,

5.000%,

9/01/36

9/26

at

100.00

BB-  

1,886,040

1,325

Rhode

Island

Health

and

Educational

Building

Corporation,

Public

Schools

Financing

Program

Revenue

Bonds,

City

of

Providence,

Series

2021D,

5.000%,

5/15/27

-

BAM

Insured

No

Opt.

Call

AA  

1,421,460

4,375

Rhode

Island

Health

and

Educational

Building

Corporation,

Revenue

Bonds,

Care

New

England

Health

System,

Series

2013A,

5.500%,

9/01/28,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R  (4)

4,389,394

105

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Rhode

Island

(continued)

$

2,595

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

70,

3.000%,

10/01/39

10/28

at

100.00

AA+  

$

2,299,611

2,420

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

71,

3.000%,

10/01/39

4/29

at

100.00

AA+  

2,024,741

13,950

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2021

Series

75A,

2.250%,

10/01/41

4/30

at

100.00

AA+  

10,094,639

10,000

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

73-A,

2.300%,

10/01/40

10/29

at

100.00

AA+  

7,423,300

4,550

Rhode

Island

Housing

and

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

Series

2020-72A,

2.550%,

10/01/40

10/29

at

100.00

AA+  

3,522,747

137,445

Rhode

Island

Tobacco

Settlement

Financing

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

0.000%,

6/01/52

7/23

at

18.14

CCC-  

22,815,870

5,945

Rhode

Island

Tobacco

Settlement

Financing

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2015B,

4.500%,

6/01/45

6/25

at

100.00

N/R  

5,873,363

3,855

Rhode

Island,

General

Obligation

Bonds,

Consolidated

Capital

Development

Loan,

Series

2021A,

5.000%,

5/01/25

No

Opt.

Call

AA  

3,988,344

Total

Rhode

Island

69,107,648

South

Carolina

-

1.0%

5,780

Greenville

Hospital

System

Board

of

Trustees,

South

Carolina,

Hospital

Revenue

Bonds,

Series

2014B,

5.000%,

5/01/34

5/24

at

100.00

A  

5,816,356

Lexington

County

Health

Services

District,

Inc.,

South

Carolina,

Hospital

Revenue

Bonds,

Lexington

Medical

Center,

Series

2016:

1,055

5.000%,

11/01/34

5/26

at

100.00

A1  

1,089,214

1,170

5.000%,

11/01/35

5/26

at

100.00

A1  

1,204,573

9,780

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

Aa1  

9,781,467

1,000

Patriots

Energy

Group,

South

Carolina,

Gas

System

Revenue

Bonds,

Improvement

and

Refunding

Series

2021A,

2.250%,

6/01/41

6/31

at

100.00

A2  

702,270

2,700

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2019B,

2.900%,

7/01/39

1/29

at

100.00

Aaa  

2,225,853

5,735

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2020B,

2.150%,

7/01/40

1/30

at

100.00

Aaa  

4,198,249

17,830

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/41

7/30

at

100.00

Aaa  

12,509,885

10,000

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2022C,

2.750%,

3/01/24

8/23

at

100.00

Aaa  

9,945,100

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

FMU

Student

Housing

LLC

-

Francis

Marion

University

Project,

Series

2014A:

1,910

5.000%,

8/01/27

8/24

at

100.00

Baa3  

1,929,196

3,925

5.000%,

8/01/32

8/24

at

100.00

Baa3  

3,952,985

3,240

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2015A,

5.000%,

12/01/31

6/25

at

100.00

A-  

3,317,339

5,495

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2020A,

5.000%,

12/01/32

12/30

at

100.00

A-  

5,988,726

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

106

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016A:

$

7,885

5.000%,

12/01/29

6/26

at

100.00

A-  

$

8,187,626

4,325

5.000%,

12/01/31

6/26

at

100.00

A-  

4,485,717

2,200

5.000%,

12/01/37

6/26

at

100.00

A-  

2,243,692

Total

South

Carolina

77,578,248

South

Dakota

-

0.2%

Mitchell

School

District

17-2,

South

Dakota,

General

Obligation

Bonds,

Limited

Tax

Refunding

Certificates,

Series

2021:

200

2.000%,

8/01/26

No

Opt.

Call

AA+  

189,304

400

2.000%,

8/01/27

No

Opt.

Call

AA+  

375,092

400

2.000%,

8/01/29

8/27

at

100.00

AA+  

371,792

1,545

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Monument

Health,

Inc.,

Series

2020A,

5.000%,

9/01/27

No

Opt.

Call

AA-  

1,635,753

2,410

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Regional

Health,

Refunding

Series

2017,

5.000%,

9/01/31

9/27

at

100.00

AA-  

2,545,225

3,925

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021A,

2.100%,

11/01/41

5/30

at

100.00

AAA  

2,836,048

7,095

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021B,

2.050%,

11/01/41

5/30

at

100.00

AAA  

5,060,083

3,205

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Social

Series

2023A,

4.150%,

11/01/38

11/31

at

100.00

AAA  

3,181,059

Total

South

Dakota

16,194,356

Tennessee

-

1.4%

Chattanooga

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1:

1,600

5.000%,

8/01/26

No

Opt.

Call

A-  

1,660,768

1,865

5.000%,

8/01/28

No

Opt.

Call

A-  

1,994,301

2,265

Chattanooga-Hamilton

County

Hospital

Authority,

Tennessee,

Hospital

Revenue

Bonds,

Erlanger

Health

System,

Refunding

Series

2014A,

5.000%,

10/01/28

10/24

at

100.00

BBB+  

2,300,855

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017:

2,895

3.375%,

4/01/26

No

Opt.

Call

BBB  

2,835,102

3,250

5.000%,

4/01/29

4/27

at

100.00

BBB  

3,387,248

2,505

5.000%,

4/01/30

4/27

at

100.00

BBB  

2,610,435

2,810

5.000%,

4/01/31

4/27

at

100.00

BBB  

2,928,020

5,045

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A,

5.000%,

7/01/40

7/26

at

100.00

A  

5,164,718

4,435

Murfreesboro,

Tennessee,

General

Obligation

Bonds,

Series

2021,

3.000%,

6/01/30

6/29

at

100.00

AA+  

4,370,116

5,000

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2019A,

5.000%,

2/01/50,

(Mandatory

Put

10/01/24)

7/24

at

100.58

Aa1  

5,060,500

15,760

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/51,

(Mandatory

Put

9/01/28)

6/28

at

100.68

A1  

15,556,223

4,095

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2022A,

5.500%,

10/01/53,

(Mandatory

Put

12/01/30)

9/30

at

100.10

Baa1  

4,337,915

410

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2015-1C,

3.950%,

7/01/35

1/25

at

100.00

AA+  

407,626

3,255

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2018-3,

3.750%,

7/01/38

7/27

at

100.00

AA+  

3,226,519

107

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

6,320

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2018-4,

3.900%,

7/01/38

1/28

at

100.00

AA+  

$

6,246,182

5,795

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-1,

3.750%,

7/01/39

7/28

at

100.00

AA+  

5,768,691

6,175

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-2,

3.000%,

7/01/39

7/28

at

100.00

AA+  

5,825,372

2,440

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-3,

2.600%,

7/01/39

1/29

at

100.00

AA+  

2,108,550

3,930

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-4,

2.900%,

7/01/39

1/29

at

100.00

AA+  

3,480,958

4,145

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-1,

2.250%,

7/01/41

7/30

at

100.00

AA+  

3,064,855

7,135

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-2,

2.250%,

7/01/41

7/30

at

100.00

AA+  

5,463,626

5,560

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-3,

2.300%,

7/01/41

1/31

at

100.00

AA+  

4,060,134

2,500

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/01/25)

8/25

at

100.22

A2  

2,486,925

5,000

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2023A-1,

5.000%,

5/01/53,

(Mandatory

Put

5/01/28)

2/28

at

100.22

A2  

5,174,850

7,800

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Commodity

Project,  Series

2021A,

5.000%,

5/01/52,

(Mandatory

Put

11/01/31)

8/31

at

100.85

A2  

8,097,180

Total

Tennessee

107,617,669

Texas

-

4.5%

1,255

Arlington

Independent

School

District,

Tarrant

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2021,

5.000%,

2/15/25

No

Opt.

Call

AAA  

1,293,252

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

2,610

5.000%,

1/01/28

1/27

at

100.00

BB+  

2,663,375

2,840

5.000%,

1/01/30

1/27

at

100.00

BB+  

2,905,206

1,600

5.000%,

1/01/32

1/27

at

100.00

BB+  

1,636,400

4,000

Austin,

Texas,

Electric

Utility

System

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

5.000%,

11/15/26

No

Opt.

Call

AA-  

4,260,040

5,000

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2021C,

5.000%,

1/01/27

1/26

at

100.00

A-  

5,210,400

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Senior

Lien,

Series

2015A:

1,950

5.000%,

1/01/32,

(Pre-refunded

7/01/25)

7/25

at

100.00

A  (4)

2,021,643

1,525

5.000%,

1/01/33,

(Pre-refunded

7/01/25)

7/25

at

100.00

A  (4)

1,581,029

1,165

5.000%,

1/01/34,

(Pre-refunded

7/01/25)

7/25

at

100.00

A  (4)

1,207,802

City

of

Houston,

Texas,

Convention

&

Entertainment

Facilities

Department

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Refunding

Series

2019:

1,120

5.000%,

9/01/32

9/28

at

100.00

A  

1,214,394

1,000

5.000%,

9/01/34

9/28

at

100.00

A  

1,084,170

1,000

5.000%,

9/01/35

9/28

at

100.00

A  

1,078,920

1,000

5.000%,

9/01/36

9/28

at

100.00

A  

1,072,660

Collin

County,

Texas,

General

Obligation

Bonds,

Limited

Tax

Permanent

Improvement

Series

2023:

3,240

5.000%,

2/15/36

(WI/DD)

2/33

at

100.00

AAA  

3,754,285

1,225

5.000%,

2/15/37

(WI/DD)

2/33

at

100.00

AAA  

1,403,336

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

108

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

4,275

Fort

Bend

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

NRG

Energy

Inc.

Project,

Series

2012B,

4.750%,

11/01/42

7/23

at

100.00

Baa2  

$

4,124,050

9,230

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Subordinate

Lien

Series

2013B,

5.000%,

4/01/53,

(Pre-

refunded

10/01/23)

10/23

at

100.00

N/R  (4)

9,268,766

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Refunding

Series

2020A:

5,215

4.125%,

7/01/26

No

Opt.

Call

Aa3  

5,336,301

4,025

3.950%,

7/01/27

No

Opt.

Call

Aa3  

4,151,506

3,060

3.750%,

7/01/28

No

Opt.

Call

Aa3  

3,143,415

6,890

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2019B-2,

5.000%,

7/01/49,

(Mandatory

Put

12/01/24)

9/24

at

100.84

Aa3  

7,020,014

3,650

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2022B,

5.000%,

6/01/50,

(Mandatory

Put

12/01/28)

12/27

at

101.49

Aa3  

3,946,599

6,235

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Healthcare

System,

Series

2014A,

5.000%,

12/01/29,

(Pre-refunded

12/01/24)

12/24

at

100.00

Aa3  (4)

6,394,928

1,150

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Texas

Childrens

Hospital,

Series

2019A,

4.000%,

10/01/35

10/29

at

100.00

AA  

1,183,787

5,140

Harris

County

Flood

Control

District,

Texas,

General

Obligation

Bonds,

Refunding

Contract

Tax

Series

2014A,

5.000%,

10/01/25

10/24

at

100.00

Aaa  

5,255,753

425

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Second

Lien

Series

2014C,

5.000%,

11/15/23

No

Opt.

Call

Baa1  

426,483

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A:

4,795

5.000%,

11/15/24

-

AGM

Insured

No

Opt.

Call

AA  

4,895,935

4,600

5.000%,

11/15/25

-

AGM

Insured

11/24

at

100.00

AA  

4,702,534

3,745

5.000%,

11/15/26

-

AGM

Insured

11/24

at

100.00

AA  

3,835,292

12,050

5.000%,

11/15/27

-

AGM

Insured

11/24

at

100.00

AA  

12,317,992

11,815

Houston

Independent

School

District,

Harris

County,

Texas,

General

Obligation

Bonds,

Refunding

Schoolhouse

Series

2016A,

4.000%,

2/15/34

2/26

at

100.00

AAA  

12,050,945

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2023A:

6,995

5.000%,

7/01/28

(WI/DD)

No

Opt.

Call

AA  

7,438,258

11,005

5.000%,

7/01/30

(WI/DD)

No

Opt.

Call

AA  

11,954,206

11,535

5.000%,

7/01/32

(WI/DD)

No

Opt.

Call

AA  

12,770,986

2,440

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2014,

5.000%,

7/01/29,

(AMT)

7/24

at

100.00

BB-  

2,448,735

1,740

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Series

2021B-1,

4.000%,

7/15/41,

(AMT)

7/29

at

100.00

B-  

1,583,069

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2018D:

3,085

5.000%,

11/15/32

11/28

at

100.00

Aa2  

3,405,161

2,615

5.000%,

11/15/33

11/28

at

100.00

Aa2  

2,878,461

1,325

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2014,

5.000%,

9/01/31

9/24

at

100.00

A  

1,340,582

109

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2021,

3.000%,

9/01/33

9/31

at

100.00

A  

$

945,650

3,815

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Project,

Series

2001B,

0.000%,

9/01/23

-

AMBAC

Insured

No

Opt.

Call

A  

3,791,576

2,265

Laredo

Community

College

District,

Webb

County,

Texas,

General

Obligation

Bonds,

Series

2014,

5.000%,

8/01/32,

(Pre-refunded

8/01/24)

8/24

at

100.00

AA-  (4)

2,309,032

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds

Series

2015:

1,000

5.000%,

11/01/26,

(AMT)

11/25

at

100.00

A1  

1,023,510

2,025

5.000%,

11/01/27,

(AMT)

11/25

at

100.00

A1  

2,075,463

1,570

5.000%,

11/01/28,

(AMT)

11/25

at

100.00

A1  

1,611,715

2,000

5.000%,

11/01/29,

(AMT)

11/25

at

100.00

A1  

2,055,140

2,000

5.000%,

11/01/30,

(AMT)

11/25

at

100.00

A1  

2,055,660

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2021:

4,500

5.000%,

5/15/25

No

Opt.

Call

A+  

4,645,080

3,825

5.000%,

5/15/26

No

Opt.

Call

A+  

4,018,201

4,070

5.000%,

5/15/27

No

Opt.

Call

A+  

4,358,644

4,500

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

Central

Power

&

Light

Company

Project,

Refunding

Series

2001A,

2.600%,

11/01/29

No

Opt.

Call

A-  

4,064,715

McCamey

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Series

2013:

2,340

5.000%,

12/01/25

No

Opt.

Call

B1  

2,333,986

2,720

5.250%,

12/01/28

12/25

at

100.00

B1  

2,747,581

2,700

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

7/23

at

104.00

BB-  

2,633,877

North

Texas

Tollway

Authority,

Special

Projects

System

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2011C:

3,855

7.000%,

9/01/43,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R  (4)

4,802,444

9,130

6.750%,

9/01/45,

(Pre-refunded

9/01/31)

9/31

at

100.00

N/R  (4)

11,715,981

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2019A:

5,000

3.000%,

1/01/35

1/29

at

100.00

AA-  

4,658,350

5,000

4.000%,

1/01/36

1/29

at

100.00

AA-  

5,100,450

5,950

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2020A,

4.000%,

1/01/37

1/29

at

100.00

AA-  

6,026,636

2,835

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

Second

Tier,

Series

2015A,

5.000%,

1/01/38

1/25

at

100.00

A+  

2,881,863

1,000

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2020,

3.625%,

1/01/35,

(AMT),

144A

7/23

at

102.00

N/R  

799,830

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021A:

6,865

2.750%,

1/01/36,

(AMT),

144A

7/23

at

103.00

N/R  

4,884,585

13,675

2.875%,

1/01/41,

(AMT),

144A

7/23

at

103.00

N/R  

8,939,347

1,000

3.000%,

1/01/50,

(AMT),

144A

7/23

at

103.00

N/R  

587,160

1,250

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

First

Lien

Series

2021,

5.000%,

10/01/26

No

Opt.

Call

AA+  

1,330,187

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

110

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

2,315

Round

Rock,

Texas,

Combined

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021A,

2.000%,

8/15/43

8/30

at

100.00

AAA  

$

1,478,475

Round

Rock,

Texas,

Combined

Tax

and

Revenue

Certificates

of

Obligation,

Series

2021C:

1,180

2.000%,

8/15/43

8/30

at

100.00

AAA  

753,607

1,520

2.000%,

8/15/46

8/30

at

100.00

AAA  

918,779

15,000

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Junior

Lien

CPS

Energy

Series

2014,

5.000%,

2/01/44

2/24

at

100.00

Aa3  

15,085,800

1,315

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Hendrick

Medical

Center,

Refunding

Series

2013,

5.125%,

9/01/33,

(Pre-refunded

9/01/23)

9/23

at

100.00

A3  (4)

1,318,498

5,885

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Christus

Health,

Series

2022A,

5.000%,

7/01/53,

(Mandatory

Put

7/01/32)

1/32

at

100.00

A1  

6,565,071

1,940

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2018A,

4.125%,

9/01/38

9/27

at

100.00

Aaa  

1,918,524

4,835

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

2.050%,

9/01/41

3/30

at

100.00

Aaa  

3,432,028

12,000

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Revenue

Bonds,

NTE

Mobility

Partners

LLC

North

Tarrant

Express

Managed

Lanes

Project,

Refunding

Senior

Lien

Series

2019A,

4.000%,

12/31/37

12/29

at

100.00

Baa2  

11,316,960

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

Blueridge

Transportation

Group,

LLC

SH

288

Toll

Lanes

Project,

Series

2016:

4,930

5.000%,

12/31/40,

(AMT)

12/25

at

100.00

Baa2  

4,947,403

8,110

5.000%,

12/31/45,

(AMT)

12/25

at

100.00

Baa2  

8,130,275

10,945

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Revenue

Bonds,

NTE

Mobility

Partners

LLC

North

Tarrant

Express

Managed

Lanes

Project,

Refunding

Senior

Lien

Series

2019A,

4.000%,

12/31/39

12/29

at

100.00

Baa2  

10,136,383

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

4,450

4.000%,

6/30/32

12/30

at

100.00

Baa2  

4,450,178

1,500

4.000%,

12/31/32

12/30

at

100.00

Baa2  

1,499,115

5,500

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

First

Tier

Series

2020A,

5.000%,

8/15/39

8/30

at

100.00

A+  

5,901,885

13,775

Texas

Transportation

Commission,

Central

Texas

Turnpike

System

Revenue

Bonds,

Refunding

Second

Tier

Series

2015C,

5.000%,

8/15/34

8/24

at

100.00

A-  

13,931,759

Texas

Transportation

Commission,

State

Highway

249

System

Revenue

Bonds,

First

Tier

Toll

Series

2019A:

1,125

0.000%,

8/01/35

2/29

at

76.82

Baa2  

670,860

1,590

0.000%,

8/01/36

2/29

at

73.16

Baa2  

894,423

2,070

0.000%,

8/01/37

2/29

at

69.41

Baa2  

1,095,299

1,100

0.000%,

8/01/39

2/29

at

62.63

Baa2  

517,572

Total

Texas

351,620,227

Utah

-

0.0%

Black

Desert

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A:

1,055

3.250%,

3/01/31,

144A

9/26

at

103.00

N/R  

942,980

1,600

3.500%,

3/01/36,

144A

9/26

at

103.00

N/R  

1,349,104

111

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

$

1,300

Downtown

East

Streetcar

Sewer

Public

Infrastructure

District,

South

Salt

Lake,

Salt

Lake

County,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

5.750%,

3/01/42,

144A

9/27

at

103.00

N/R  

$

1,300,663

Total

Utah

3,592,747

Vermont

-

0.1%

2,985

Vermont

Economic

Development

Authority,

Mortgage

Revenue

Bonds,

Wake

Robin

Corporation

Project,

Series

2021A,

4.000%,

5/01/37

5/28

at

103.00

N/R  

2,544,891

3,449

Vermont

Housing

Finance

Agency,

Multiple

Purpose

Bonds,

Series

2021A,

2.450%,

11/01/41

11/30

at

100.00

Aa1  

2,644,038

Total

Vermont

5,188,929

Virginia

-

1.8%

19,819

Federal

Home

Loan

Mortgage

Corporation,

Multifamily

Variable

Rate

Certificates

Relating

to

Municpal

Securities

Class

A

Series

2019M-053,

2.550%,

6/15/35

No

Opt.

Call

AA+  

16,554,749

Federal

Home

Loan

Mortgage

Corporation,

Notes:

19,060

3.150%,

1/15/36,

144A

10/31

at

100.00

AA+  

16,944,721

5,000

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Bond

Anticipation

Notes,

Series

2021A,

5.000%,

7/01/26,

(ETM)

No

Opt.

Call

A+  (4)

5,291,000

870

James

City

County

Economic

Development

Authority,

Virginia,

Residential

Care

Facility

Revenue

Bonds,

Williamsburg

Landing

Inc.,

Refunding

Series

2021A,

4.000%,

12/01/35

12/27

at

103.00

N/R  

791,004

2,000

Louisa

Industrial

Development

Authority,

Virginia,

Pollution

Control

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Refunding

Series

2008B,

0.750%,

11/01/35,

(Mandatory

Put

9/02/25)

No

Opt.

Call

A2  

1,834,340

1,000

Stafford

County

Economic

Development

Authority,

Virginia,

Hospital

Facilities

Revenue

Bonds,

Mary

Washington

Healthcare

Obligated

Group,

Refunding

Series

2016,

3.125%,

6/15/31

6/26

at

100.00

A  

977,480

2,875

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

College

&

Equipment

Programs,

Series

2019A,

5.000%,

2/01/24

No

Opt.

Call

AA+  

2,905,935

710

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Refunding

Series

2015A,

5.000%,

7/01/45,

144A

7/25

at

100.00

BB+  

670,205

7,505

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2020B,

2.200%,

3/01/40

3/29

at

100.00

AA+  

5,579,292

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

13,045

5.000%,

12/31/49,

(AMT)

6/27

at

100.00

BBB  

13,176,102

22,375

5.000%,

12/31/56,

(AMT)

6/27

at

100.00

BBB  

22,534,981

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022:

5,000

5.000%,

7/01/32,

(AMT)

1/32

at

100.00

BBB  

5,413,250

4,000

5.000%,

1/01/34,

(AMT)

1/32

at

100.00

BBB  

4,321,560

4,890

5.000%,

7/01/36,

(AMT)

1/32

at

100.00

BBB  

5,157,141

3,285

5.000%,

7/01/37,

(AMT)

1/32

at

100.00

BBB  

3,436,537

4,540

5.000%,

1/01/38,

(AMT)

1/32

at

100.00

BBB  

4,722,644

7,385

5.000%,

12/31/47,

(AMT)

12/32

at

100.00

Baa1  

7,584,838

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

Elizabeth

River

Crossing

OPCO,

LLC

Project,

Refunding

Senior

Lien

Series

2022:

7,000

4.000%,

7/01/33,

(AMT)

1/32

at

100.00

BBB  

7,022,190

7,250

4.000%,

7/01/34,

(AMT)

1/32

at

100.00

BBB  

7,263,702

2,550

4.000%,

1/01/35,

(AMT)

1/32

at

100.00

BBB  

2,546,150

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

112

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

5,750

4.000%,

7/01/35,

(AMT)

1/32

at

100.00

BBB  

$

5,706,990

2,030

Virginia

Transportation

Board,

Transportation

Revenue

Bonds,

Capital

Projects,

Refunding

Series

2017A,

5.000%,

5/15/24

No

Opt.

Call

AA+  

2,062,379

2,130

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/24)

No

Opt.

Call

A2  

2,066,867

Total

Virginia

144,564,057

Washington

-

3.8%

3,730

Clark

County

School

District

37,

Vancouver,

Washington,

General

Obligation

Bonds,

Series

2021,

4.000%,

12/01/25

No

Opt.

Call

Aaa  

3,811,277

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Columbia

Generating

Station,

Refunding

Series

2019A:

27,925

5.000%,

7/01/36

7/29

at

100.00

Aa1  

30,857,125

41,235

5.000%,

7/01/37

7/29

at

100.00

Aa1  

45,264,072

8,955

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Junior

Lien

Series

2020B,

0.875%,

1/01/42,

(Mandatory

Put

1/01/26)

4/25

at

100.00

AA  

8,350,448

5,250

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2019,

5.000%,

4/01/29,

(AMT)

No

Opt.

Call

AA-  

5,637,135

Port

of

Seattle,

Washington,

Revenue

Bonds,

Refunding

Intermediate

Lien

Private

Activity

Series

2022B:

8,510

5.000%,

8/01/29,

(AMT)

No

Opt.

Call

AA-  

9,178,120

12,770

5.000%,

8/01/30,

(AMT)

No

Opt.

Call

AA-  

13,930,282

2,910

Port

of

Seattle,

Washington,

Revenue

Bonds,

Refunding

Intermediate

Lien

Series

2016,

5.000%,

2/01/29

2/26

at

100.00

AA-  

3,038,331

11,640

Port

of

Seattle,

Washington,

Revenue

Bonds,

Refunding

Intermediate

Lien

Series

2021C,

5.000%,

8/01/32,

(AMT)

8/31

at

100.00

AA-  

12,780,371

2,340

Skagit

County

Public

Hospital

District

1,

Washington,

Revenue

Bonds,

Skagit

Valley

Hospital,

Refunding

&

Improvement

Series

2016,

5.000%,

12/01/37

12/26

at

100.00

Baa3  

2,379,827

2,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-1,

5.000%,

8/01/28

No

Opt.

Call

A-  

2,138,660

2,200

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/24)

2/24

at

100.00

A-  

2,214,564

8,285

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

A-  

8,454,428

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Fred

Hutchinson

Cancer

Research

Center,

Series

2015:

2,730

5.000%,

1/01/26,

(Pre-refunded

7/01/25)

7/25

at

100.00

A2  (4)

2,832,430

1,285

5.000%,

1/01/27,

(Pre-refunded

7/01/25)

7/25

at

100.00

A2  (4)

1,333,213

4,500

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2015A,

5.000%,

8/15/40

8/25

at

100.00

A+  

4,516,965

5,875

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2015B,

5.000%,

8/15/35

8/25

at

100.00

A+  

5,946,793

2,055

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

PeaceHealth,

Refunding

Series

2014A,

5.000%,

11/15/24,

(Pre-

refunded

5/15/24)

5/24

at

100.00

A+  (4)

2,084,695

14,085

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Refunding

Series

2012A,

5.000%,

10/01/33

7/23

at

100.00

A  

14,088,380

113

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2018B:

$

4,030

5.000%,

10/01/30

10/28

at

100.00

A1  

$

4,280,061

3,170

5.000%,

10/01/31

10/28

at

100.00

A1  

3,358,805

3,140

5.000%,

10/01/32

10/28

at

100.00

A1  

3,316,751

3,485

5.000%,

10/01/33

10/28

at

100.00

A1  

3,677,093

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Virginia

Mason

Medical

Center,

Series

2017:

5,120

5.000%,

8/15/29

8/27

at

100.00

BBB+  

5,363,507

5,005

5.000%,

8/15/34

8/27

at

100.00

BBB+  

5,145,190

6,015

5.000%,

8/15/36

8/27

at

100.00

BBB+  

6,112,203

4,375

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Eliseo

Project,

Refunding

Ser

2021B-1,

2.500%,

7/01/28,

144A

7/23

at

100.00

N/R  

3,859,931

6,900

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-1N,

2.200%,

6/01/41

6/30

at

100.00

Aaa  

5,043,555

5,580

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-2N,

2.400%,

12/01/41

6/31

at

100.00

Aaa  

4,208,938

40,477

Washington

State

Housing

Finance

Commission,

Social

Municipal

Certificates

Multifamily

Revenue

Bonds,

Series

2021-1

Class

A,

3.500%,

12/20/35

No

Opt.

Call

BBB+  

37,410,578

5,000

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax

&

Vehicle

Related

Fees

Refunding

Series

R-2022D,

4.000%,

7/01/28

No

Opt.

Call

Aaa  

5,286,900

5,000

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax

&

Vehicle

Related

Fees

Refunding

Series

R-2023B,

5.000%,

7/01/29

No

Opt.

Call

Aaa  

5,646,150

12,965

Washington

State,

General

Obligation

Bonds,

Motor

Vehicle

Fuel

Tax,

Refunding

Series

R-2014B,

5.000%,

8/01/37

8/23

at

100.00

Aaa  

12,980,428

11,265

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

R-2022C,

4.000%,

7/01/27

No

Opt.

Call

Aaa  

11,775,192

4,975

Whidbey

Island

Public

Hospital

District,

Island

County,

Washington,

General

Obligation

Bonds,

Whidbey

General

Hospital,

Series

2013,

5.500%,

12/01/33

7/23

at

100.00

Ba3  

4,606,203

Total

Washington

300,908,601

West

Virginia

-

0.0%

1,365

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Series

2014A,

5.000%,

9/01/25

9/24

at

100.00

Baa1  

1,382,076

Total

West

Virginia

1,382,076

Wisconsin

-

1.9%

Middleton-Cross

Plains

Area

School

District,

Dane

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021A:

4,455

2.000%,

3/01/26

No

Opt.

Call

Aa1  

4,259,559

4,555

2.000%,

3/01/27

No

Opt.

Call

Aa1  

4,286,483

10,000

Public

Finance

Authority

of

Wisconsin,

Lease

Development

Revenue

Bonds,

KU

Campus

Development

Corporation-Central

District

Development

Project,

Series

2016,

5.000%,

3/01/41

3/26

at

100.00

Aa2  

10,199,100

25,400

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R  

22,841,966

Public

Finance

Authority

of

Wisconsin,

Pollution

Control

Revenue

Bonds,

Duke

Energy

Progress

Project,

Refunding

Series

2022A-2:

4,430

3.300%,

10/01/46,

(Mandatory

Put

10/01/26)

No

Opt.

Call

Aa3  

4,405,768

8,180

3.700%,

10/01/46,

(Mandatory

Put

10/01/30)

No

Opt.

Call

Aa3  

8,249,366

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

114

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Roseman

University

of

Health

Sciences,

Series

2020:

$

30

3.000%,

4/01/25,

(ETM),

144A

No

Opt.

Call

N/R  (4)

$

29,865

230

3.000%,

4/01/25,

144A

No

Opt.

Call

BB  

222,789

12,325

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2021B-1,

3.000%,

6/01/28

No

Opt.

Call

N/R  

11,370,182

16,805

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-1,

2.625%,

11/01/25

No

Opt.

Call

A-  

16,124,061

7,815

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-2,

2.875%,

5/01/27

5/26

at

100.00

A-  

7,465,826

2,920

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

4.000%,

6/15/28,

144A

6/26

at

100.00

BBB-  

2,852,782

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C:

4,170

4.050%,

11/01/30

5/26

at

100.00

BBB-  

4,066,501

9,085

4.300%,

11/01/30

5/26

at

100.00

BBB-  

9,000,055

Wisconsin

Health

&

Educational

Facs

Authority,

Health

Facilities

Revenue

Bonds,

UnityPoint

Health

Project,

Series

2014A:

1,080

5.000%,

12/01/26

11/24

at

100.00

AA-  

1,098,068

4,090

5.000%,

12/01/27

11/24

at

100.00

AA-  

4,158,917

7,750

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Series

2018

B-1,

5.000%,

8/15/54,

(Mandatory

Put

7/01/27)

7/26

at

100.00

AA  

8,110,530

3,660

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2017C,

5.000%,

2/15/47

2/27

at

100.00

BBB+  

3,602,977

3,230

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021,

4.000%,

10/01/41

10/28

at

102.00

N/R  

2,546,694

1,385

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Series

2018A,

4.000%,

8/15/36

8/28

at

100.00

AA  

1,401,371

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Gundersen

Health

System,

Refunding

Series

2021A:

2,620

4.000%,

10/15/34

10/31

at

100.00

AA-  

2,699,988

1,455

4.000%,

10/15/35

10/31

at

100.00

AA-  

1,488,247

6,350

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-1,

5.000%,

2/15/52,

(Mandatory

Put

2/15/25)

8/24

at

100.00

BBB+  

6,419,659

1,470

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Oakwood

Lutheran

Senior

Ministries,

Series

2021,

4.000%,

1/01/37

1/27

at

103.00

N/R  

1,206,679

4,365

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

5.000%,

8/15/39

8/24

at

100.00

A+  

4,396,821

1,950

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

Series

2019A,

5.000%,

11/01/39

11/26

at

103.00

N/R  

1,681,134

2,850

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Series

2018A,

5.000%,

9/15/40,

(Pre-refunded

9/15/23)

9/23

at

100.00

BBB-  (4)

2,858,750

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ThedaCare

Inc,

Series

2015:

835

5.000%,

12/15/23

No

Opt.

Call

AA-  

840,461

115

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

1,330

5.000%,

12/15/25

12/24

at

100.00

AA-  

$

1,356,001

2,750

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2019A,

3.000%,

11/01/39

11/28

at

100.00

AA+  

2,326,088

1,650

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2021C,

2.500%,

11/01/41

5/31

at

100.00

AA+  

1,235,239

Total

Wisconsin

152,801,927

Wyoming

-

1.0%

18,775

Campbell

County,

Wyoming

Solid

Waste

Facilities

Revenue

Bonds,

Basin

Electric

Power

Cooperative,

Dry

Fork

Station

Facilities,

Series

2019A,

3.625%,

7/15/39

5/29

at

100.00

A  

16,567,060

Casper

Community

College

District,

Natrona

County,

Wyoming,

Revenue

Bonds,

Refunding

Series

2021:

960

4.000%,

4/15/37

4/31

at

100.00

A+  

982,301

1,000

4.000%,

4/15/38

4/31

at

100.00

A+  

1,017,050

1,035

4.000%,

4/15/39

4/31

at

100.00

A+  

1,046,892

1,070

4.000%,

4/15/40

4/31

at

100.00

A+  

1,072,835

Consolidated

Wyoming

Municipalities

Electric

Power

System

Joint

Powers

Board,

Wyoming,

Electric

Facilities

Improvement

Lease

Revenue

Bonds,

Gillette

Electrical

System

Project,

Refunding

Series

2022:

800

5.000%,

6/01/33

6/32

at

100.00

AA-  

913,184

1,415

5.000%,

6/01/34

6/32

at

100.00

AA-  

1,607,539

5,500

Sweetwater

County,

Wyoming,

Hospital

Revenue

Bonds,

Memorial

Hospital

Project,

Refunding

Series

2013A,

5.000%,

9/01/30,

(Pre-

refunded

9/01/23)

9/23

at

100.00

N/R  (4)

5,512,155

28,275

Sweetwater

County,

Wyoming,

Pollution

Control

Revenue

Refunding

Bonds,

Idaho

Power

Company

Project,

Series

2006,

1.700%,

7/15/26

No

Opt.

Call

A2  

26,286,702

4,215

University

of

Wyoming,

Facilities

Revenue

Bonds,

Supplemental

Coverage

Program,

Refunding

Series

2021A,

5.000%,

6/01/26

No

Opt.

Call

AA-  

4,451,082

2,790

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2015

Series

6,

3.900%,

12/01/34

12/24

at

100.00

AA+  

2,749,880

6,500

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2019

Series

3,

2.650%,

12/01/39

12/28

at

100.00

AA+  

5,229,250

3,250

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

1,

3.000%,

12/01/40

6/29

at

100.00

AA+  

2,740,433

6,675

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

2,

2.250%,

12/01/40

6/30

at

100.00

AA+  

4,884,031

6,000

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2021

Series

3,

2.250%,

12/01/41

12/30

at

100.00

AA+  

4,456,680

2,700

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2023

Series

1,

4.200%,

12/01/38

6/32

at

100.00

AA+  

2,664,846

Total

Wyoming

82,181,920

Total

Municipal

Bonds

(cost

$7,937,590,732)

7,537,273,142

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

2

.6

%

X

205,519,864

Independent

Power

and

Renewable

Electricity

Producers

-

2.6%

2,665,489

Energy

Harbor

Corp

(9),(10)

$

205,519,864

Total

Independent

Power

and

Renewable

Electricity

Producers

205,519,864

Total

Common

Stocks

(cost

$55,930,174)

205,519,864

Nuveen

Intermediate

Duration

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

116

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

X

–

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

0.2%

X

13,844,578

$

4,738

Federal

Home

Loan

Mortgage

Corporation,

Notes

3.150%

10/15/36

AA+

$

4,079,357

3,800

Federal

Home

Loan

Mortgage

Corporation,

Notes

4.140%

1/25/40

N/R

3,535,096

8,110

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

10,

Series

2021

2.032%

1/25/38

AA+

6,230,125

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$16,779,547)

13,844,578

Total

Long-Term

Investments

(cost

$8,010,300,453)

7,756,637,584

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 0.2%  

X

–

MUNICIPAL

BONDS

-

0

.2

%

X

18,575,000

Alabama

-

0.0%

$

5,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Project

Revenue

Bonds,

Tender

Option

Bond

Trust

Series

2022-XM1080,

4.100%,

7/01/25,

144A

(11)

No

Opt.

Call

A1

$

5,000,000

Total

Alabama

5,000,000

New

York

-

0.1%

8,575

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

3,

4.210%,

4/01/42

(11)

6/23

at

100.00

AA

8,575,000

Total

New

York

8,575,000

Ohio

-

0.1%

5,000

Cincinnati

City

School

District,

Hamilton

County,

Ohio,

General

Obligation

Bonds,

School

Energy

Conservation

Improvement

Series

2016-XF2265,

4.100%,

12/01/25,

144A

(11)

No

Opt.

Call

AA

5,000,000

Total

Ohio

5,000,000

Total

Municipal

Bonds

(cost

$18,575,000)

18,575,000

Total

Short-Term

Investments

(cost

$18,575,000)

18,575,000

Total

Investments

(cost

$

8,028,875,453

)

-

98

.6

%

7,775,212,584

Other

Assets

&

Liabilities,

Net

-  1.4%

107,442,174

Net

Assets

-

100%

$

7,882,654,758

117

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

$

–

$

7,537,263,879

$

9,263

$

7,537,273,142

Common

Stocks

–

205,519,864

–

205,519,864

Asset-Backed

and

Mortgage-Backed

Securities

–

13,844,578

–

13,844,578

Short-Term

Investments:

Municipal

Bonds

–

18,575,000

–

18,575,000

Total

$

–

$

7,775,203,321

$

9,263

$

7,775,212,584

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

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)

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.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(7)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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)

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,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35,

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

Generation

Project,

Refunding

Series

2006A,

3.750%

12/01/23,

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33,

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

2006B,

4.000%,

12/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010A,

3.750%,

7/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40,

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.

(10)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(11)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

ETM

Escrowed

to

maturity

LIBOR

London

Inter-Bank

Offered

Rate

SIFMA

Securities

Industry

and

Financial

Market

Association

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

118

Nuveen

Limited

Term

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

99.3%   

X

–

MUNICIPAL

BONDS

-

95

.7

%

X

5,725,201,531

Alabama

-

2.3%

$

10,000

Alabama

Federal

Aid

Highway

Finance

Authority,

Special

Obligation

Revenue

Bonds,

Series

2016A,

5.000%,

9/01/35,

(Pre-refunded

9/01/26)

9/26

at

100.00

AAA  (4)

$

10,650,400

1,760

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

4

Series

2019A-1,

4.000%,

12/01/49,

(Mandatory

Put

12/01/25)

9/25

at

100.38

A1  

1,750,109

10,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

5

Series

2020A-1,

4.000%,

10/01/49,

(Mandatory

Put

10/01/26)

7/26

at

100.65

A1  

9,925,600

7,500

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

7

Series

2021C-1,

4.000%,

10/01/52,

(Mandatory

Put

12/01/26)

9/26

at

100.68

A2  

7,434,675

3,410

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

8

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.40

A-  

3,314,759

3,600

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Series

2022B-1,

4.000%,

4/01/53,

(Mandatory

Put

10/01/27)

7/27

at

100.42

A2  

3,559,716

1,000

Cental

Etowah

County

Solid

Waste

Disposal

Authority,

Alabama,

Tax-

Exempt

Solid

Waste

Disposal

Revenue

Bonds,

Series

2020A,

6.000%,

7/01/45,

(Pre-refunded

7/01/25),

(AMT),

144A

7/25

at

103.00

N/R  (4)

1,052,310

8,215

Lower

Alabama

Gas

District,

Alabama,

Goldman

Sachs

Gas

Project

2

Revenue

Bonds,

Series

2020A,

4.000%,

12/01/50,

(Mandatory

Put

12/01/25)

9/25

at

100.58

A2  

8,169,324

11,755

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2007A,

1.000%,

6/01/34,

(Mandatory

Put

6/26/25)

No

Opt.

Call

A1  

11,146,796

23,445

Mobile

Industrial

Development

Board,

Alabama,

Pollution

Control

Revenue

Refunding

Bonds,

Alabama

Power

Company

Barry

Plan,

Series

2008,

2.900%,

7/15/34,

(Mandatory

Put

12/12/23)

No

Opt.

Call

A1  

23,349,110

7,500

Selma

Industrial

Development

Board,

Alabama,

Gulf

Opportunity

Zone

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB  

7,149,450

17,500

Southeast

Alabama

Gas

Supply

District,

Alabama,

Gas

Supply

Revenue

Bonds,

Project

2,

Fixed

Rate

Series

2018A,

4.000%,

6/01/49,

(Mandatory

Put

6/01/24)

3/24

at

100.29

A1  

17,467,625

9,000

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

2,

Series

2021B-1,

4.000%,

12/01/51,

(Mandatory

Put

12/01/31)

9/31

at

100.62

A1  

8,754,480

14,285

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

4,

Series

2022B-1,

5.000%,

5/01/53,

(Mandatory

Put

8/01/28)

5/28

at

100.34

A2  

14,775,404

10,000

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

5,

Series

2023A,

5.250%,

1/01/54,

(Mandatory

Put

7/01/29)

4/29

at

100.18

A1  

10,461,100

Total

Alabama

138,960,858

Alaska

-

1.1%

1,380

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2016A-II,

1.900%,

12/01/24

No

Opt.

Call

AA+  

1,345,376

119

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alaska

(continued)

$

12,345

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2020A-II,

2.000%,

12/01/35

6/29

at

100.00

AA+  

$

9,747,118

23,000

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2020B-II,

2.000%,

12/01/35

6/29

at

100.00

AA+  

18,451,520

3,560

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

General

Series

2022A-II,

2.150%,

12/01/36

12/30

at

100.00

AA+  

2,924,113

8,110

Alaska

Housing

Finance

Corporation,

Mortgage

Revenue

Bonds,

Series

2022B-1,

2.150%,

6/01/36

12/30

at

100.00

AA+  

6,497,083

Alaska

Industrial

Development

and

Export

Authority,

Power

Revenue

Bonds,

Snettisham

Hydroelectric

Project,

Refunding

Series

2015:

1,655

5.000%,

1/01/24,

(AMT)

No

Opt.

Call

Baa2  

1,660,511

3,565

5.000%,

1/01/26,

(AMT)

7/25

at

100.00

Baa2  

3,608,600

Alaska

Industrial

Development

and

Export

Authority,

Revenue

Bonds,

Greater

Fairbanks

Community

Hospital

Foundation

Project,

Refunding

Series

2019:

5,145

5.000%,

4/01/27

No

Opt.

Call

A+  

5,408,476

5,355

5.000%,

4/01/28

No

Opt.

Call

A+  

5,707,198

5,575

5.000%,

4/01/29

No

Opt.

Call

A+  

6,007,118

Alaska

State,

General

Obligation

Bonds,

Series

2023A:

2,570

5.000%,

8/01/24

No

Opt.

Call

AA-  

2,620,500

2,020

5.000%,

8/01/25

No

Opt.

Call

AA-  

2,096,437

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A

Class

1:

550

5.000%,

6/01/24

No

Opt.

Call

A  

557,112

1,000

5.000%,

6/01/25

No

Opt.

Call

A  

1,026,420

Total

Alaska

67,657,582

Arizona

-

1.8%

Arizona

State,

Certificates

of

Participation,

Refunding

Series

2019A:

5,550

5.000%,

10/01/26,

(ETM)

No

Opt.

Call

Aa2  (4)

5,904,256

5,055

5.000%,

10/01/27,

(ETM)

No

Opt.

Call

Aa2  (4)

5,495,948

17,125

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2005,

2.400%,

12/01/35,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

17,093,661

9,195

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2007,

2.700%,

12/01/37,

(AMT),

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

9,177,621

8,935

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2019,

5.000%,

6/01/49,

(AMT),

(Mandatory

Put

6/03/24)

6/24

at

100.00

A  

9,004,514

5,000

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

1,

5.000%,

9/01/42,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

5,117,750

6,885

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

2,

5.000%,

9/01/52,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

7,048,037

3,600

Chandler,

Arizona,

General

Obligation

Bonds,

Series

2017,

2.300%,

7/01/28

7/27

at

100.00

AAA  

3,375,000

4,000

Coconino

County,

Arizona,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017B,

4.125%,

9/01/32,

(AMT),

(Mandatory

Put

3/31/26)

No

Opt.

Call

A+  

4,016,560

5,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2023A-1,

5.000%,

1/01/53,

(Mandatory

Put

5/15/26)

11/25

at

100.82

AA-  

5,224,650

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

120

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

3,030

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Variable

Rate

Series

2019C,

4.580%,

1/01/35,

(Mandatory

Put

10/18/24)

(SIFMA

reference

rate

+

0.570%

spread)

(5)

10/23

at

100.00

AA-  

$

3,021,274

10,050

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

Palo

Verde

Project,

Refunding

Series

2003A,

3.000%,

1/01/38,

(Mandatory

Put

6/01/24)

No

Opt.

Call

BBB  

9,948,294

4,500

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

Palo

Verde

Project,

Refunding

Series

2010A,

0.875%,

6/01/43,

(Mandatory

Put

10/01/26)

No

Opt.

Call

BBB  

3,981,015

2,150

Maricopa

County

Pollution

Control

Corporation,

Arizona,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

Palo

Verde

Project,

Refunding

Series

2010B,

0.875%,

6/01/43,

(Mandatory

Put

10/01/26)

No

Opt.

Call

BBB  

1,902,041

1,270

Maricopa

County

Unified

School

District

60

Higley,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2013,

Series

2014A,

4.000%,

7/01/24

No

Opt.

Call

Aa2  

1,280,122

3,615

Mesa,

Arizona,

Street

and

Highway

User

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

7/01/26

7/25

at

100.00

AA  

3,749,225

1,135

Paradise

Valley

Unified

School

District

No.

69,

Maricopa

County,

Arizona,

General

Obligation

Bonds,

School

Improvement

Project

of

2019,

Series

2022D,

5.000%,

7/01/24

No

Opt.

Call

AAA  

1,156,122

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Refunding

Series

2014:

2,000

5.000%,

8/01/23

No

Opt.

Call

AA  

2,002,500

2,055

5.000%,

8/01/24

No

Opt.

Call

AA  

2,096,490

1,015

Pinal

County,

Arizona,

Pledged

Revenue

Obligations,

Series

2014,

5.000%,

8/01/24

No

Opt.

Call

AA  

1,035,493

3,350

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Friendship

Village

of

Tempe

Project,

Refunding

Series

2021C-2,

1.125%,

12/01/26

7/23

at

100.00

N/R  

3,097,645

3,715

Yavapai

County

Industrial

Development

Authority,

Arizona,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2002,

1.300%,

6/01/27,

(AMT)

No

Opt.

Call

A-  

3,330,572

Total

Arizona

108,058,790

Arkansas

-

0.5%

11,295

Fayetteville,

Arkansas,

Sales

and

Use

Tax

Revenue

Bonds,

Capital

Improvement

Series

2022,

2.875%,

11/01/32

11/26

at

100.00

AA-  

11,055,998

3,870

Fayetteville,

Arkansas,

Sales

and

Use

Tax

Revenue

Bonds,

Refunding

&

Capital

Improvement

Series

2019A,

2.000%,

11/01/29

11/26

at

100.00

AA-  

3,751,307

Pulaski

County

Public

Facilities

Board,

Arkansas,

Healthcare

Revenue

Bonds,

Baptist

Health,

Series

2014:

1,760

5.000%,

12/01/23

No

Opt.

Call

A  

1,769,750

2,195

5.000%,

12/01/24

No

Opt.

Call

A  

2,236,727

2,045

Rogers

School

District

30,

Benton

County,

Arkansas,

General

Obligation

Bonds,

Construction

Series

2019,

2.125%,

2/01/31

2/25

at

100.00

Aa2  

1,843,343

Rogers

School

District

30,

Benton

County,

Arkansas,

General

Obligation

Bonds,

Refunding

Series

2019:

2,560

3.000%,

2/01/27

8/24

at

100.00

Aa2  

2,529,510

3,790

3.000%,

2/01/28

8/24

at

100.00

Aa2  

3,740,882

3,915

3.000%,

2/01/29

8/24

at

100.00

Aa2  

3,842,572

Total

Arkansas

30,770,089

121

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

-

3.5%

$

17,400

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Term

Rate

Series

2018A,

2.625%,

4/01/45,

(Mandatory

Put

4/01/26)

10/25

at

100.00

AA  

$

16,931,418

4,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023C,

5.250%,

1/01/54,

(Mandatory

Put

10/01/31)

10/30

at

100.65

Baa1  

4,186,880

5,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

SIFMA

Index

Rate

Series

2022A-1,

4.000%,

5/01/53,

(Mandatory

Put

8/01/28)

5/28

at

100.03

A1  

5,002,150

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Los

Angeles

County

Securitization

Corporation,

Series

2020A:

605

5.000%,

6/01/24

No

Opt.

Call

A  

614,238

805

5.000%,

6/01/25

No

Opt.

Call

A  

828,538

1,980

5.000%,

6/01/26

No

Opt.

Call

A  

2,070,783

840

5.000%,

6/01/27

No

Opt.

Call

A  

890,946

1,185

5.000%,

6/01/28

No

Opt.

Call

A  

1,274,397

1,475

5.000%,

6/01/29

No

Opt.

Call

A  

1,609,328

6,335

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Series

2011A,

3.000%,

3/01/41,

(Mandatory

Put

3/01/24)

9/23

at

100.00

A  

6,303,452

5,235

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanante

System,

Series

2006C,

5.000%,

6/01/41,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

5,882,779

8,765

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2016B-3,

2.000%,

10/01/36,

(Mandatory

Put

10/01/25)

10/25

at

100.00

A  

8,442,711

3,045

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Term

Rate

Series

2019C,

5.000%,

10/01/39,

(Mandatory

Put

10/01/25)

10/25

at

100.00

A  

3,127,398

17,930

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.650%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

7/23

at

100.00

N/R  

17,855,053

19,790

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

3.000%,

12/31/30

-

AGM

Insured,

(AMT)

6/28

at

100.00

AA  

18,632,879

California

Municipal

Finance

Authority,

Reveue

Bonds,

Community

Medical

Centers,

Series

2017A:

1,920

5.000%,

2/01/24

No

Opt.

Call

A3  

1,936,090

1,700

5.000%,

2/01/25

No

Opt.

Call

A3  

1,731,637

2,000

5.000%,

2/01/26

No

Opt.

Call

A3  

2,053,820

1,500

5.000%,

2/01/27

No

Opt.

Call

A3  

1,559,250

9,270

California

Municipal

Finance

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.

Project,

Series

2019A,

2.400%,

10/01/44,

(AMT),

(Mandatory

Put

10/01/29)

7/29

at

100.00

A-  

8,486,870

1,525

California

Municipal

Finance

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.

Project,

Series

2022A,

4.125%,

10/01/41,

(AMT),

(Mandatory

Put

10/01/25)

7/25

at

100.00

A-  

1,534,684

6,840

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2015A-2,

3.625%,

7/01/27,

(AMT)

7/25

at

100.00

A-  

6,786,032

9,020

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2015A-1,

3.375%,

7/01/25,

(AMT)

No

Opt.

Call

A-  

8,914,827

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

122

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

6,700

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management,

Inc.

Project,

Refunding

Series

2015B-1,

3.000%,

11/01/25,

(AMT)

No

Opt.

Call

A-  

$

6,554,007

4,215

California

Pollution

Control

Financing

Authority,

Water

Facilities

Revenue

Bonds,

American

Water

Capital

Corporation,

Project,

Refunding

Series

2020,

0.600%,

8/01/40,

(Mandatory

Put

9/01/23)

No

Opt.

Call

A  

4,193,335

7,500

California

State,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2023,

5.000%,

10/01/25

No

Opt.

Call

Aa2  

7,839,375

5,600

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/29

12/24

at

100.00

BB+  

5,704,832

1,000

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.000%,

12/01/27,

144A

6/26

at

100.00

BB+  

1,019,200

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2018A:

1,070

5.000%,

12/01/26,

144A

No

Opt.

Call

BB+  

1,096,953

350

5.000%,

12/01/27,

144A

No

Opt.

Call

BB+  

358,477

765

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Huntington

Memorial

Hospital,

Refunding

Series

2014B,

5.000%,

7/01/24,

(ETM)

No

Opt.

Call

N/R  (4)

780,889

255

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-1,

5.000%,

4/01/46,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

286,554

345

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Kaiser

Permanente,

Series

2009C-3,

5.000%,

4/01/45,

(Mandatory

Put

11/01/29)

No

Opt.

Call

AA-  

387,690

5,010

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

6/01/45,

(Pre-refunded

6/01/25)

6/25

at

100.00

Aa3  (4)

5,211,452

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

&

Subordinate

Green

Series

2023A:

1,000

5.000%,

5/15/25,

(AMT)

No

Opt.

Call

AA-  

1,025,130

1,500

5.000%,

5/15/26,

(AMT)

No

Opt.

Call

AA-  

1,560,330

2,250

5.000%,

5/15/27,

(AMT)

No

Opt.

Call

AA-  

2,378,430

2,000

5.000%,

5/15/28,

(AMT)

No

Opt.

Call

AA-  

2,143,000

2,835

5.000%,

5/15/29,

(AMT)

No

Opt.

Call

AA-  

3,077,336

4,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Senior

Lien

Series

2018B,

5.000%,

5/15/26,

(AMT)

No

Opt.

Call

AA  

4,165,280

9,565

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022G,

5.000%,

5/15/28,

(AMT)

No

Opt.

Call

AA  

10,248,897

4,725

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D,

5.000%,

5/15/26,

(AMT)

No

Opt.

Call

AA-  

4,915,039

2,780

Sacramento

Municipal

Utility

District,

California,

Electric

Revenue

Bonds,

Refunding

Series

2023D,

5.000%,

8/15/49,

(Mandatory

Put

10/15/30)

4/30

at

100.00

AA  

3,156,940

2,025

San

Diego

Association

of

Governments,

California,

Capital

Grants

Receipts

Revenue

Bonds,

Mid-Coast

Corridor

Transit

Project,

Green

Series

2019B,

1.800%,

11/15/27

11/26

at

100.00

A-  

1,875,717

123

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

7,175

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Refunding

Second

Series

2023A,

5.000%,

5/01/27,

(AMT)

No

Opt.

Call

A1  

$

7,555,634

3,000

University

of

California,

General

Revenue

Bonds,

Series

2023BM,

5.000%,

5/15/28

No

Opt.

Call

AA  

3,343,950

980

Washington

Township

Health

Care

District,

California,

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

7/01/23

No

Opt.

Call

Baa2  

980,000

Total

California

206,514,607

Colorado

-

2.8%

2,750

Arapahoe

County

School

District

5

Cherry

Creek,

Colorado,

General

Obligation

Bonds,

Series

2012B,

2.500%,

12/15/28

7/23

at

100.00

AA+  

2,697,117

3,360

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-1,

0.000%,

11/15/58,

(Mandatory

Put

11/15/28)

(WI/DD)

11/27

at

101.76

AA  

3,671,606

7,610

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health,

Sunbelt

Obligated

Group,

Series

2014E,

5.000%,

11/15/24

5/24

at

100.00

AA  

7,725,063

19,710

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

A-  

20,113,070

18,945

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/26)

2/26

at

100.00

A-  

19,529,643

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A,

5.000%,

11/01/26

No

Opt.

Call

A-  

1,040,620

13,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Intermountain

Healthcare,

Series

2022C,

5.000%,

5/15/62,

(Mandatory

Put

8/15/28)

8/27

at

102.27

AA+  

14,220,830

4,635

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

SCL

Health

System,

Refunding

Series

2019A,

5.000%,

1/01/27

No

Opt.

Call

AA+  

4,930,945

630

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021E,

1.950%,

11/01/36

5/30

at

100.00

AAA  

488,697

2,500

Colorado

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Class

I

Series

2021H,

1.800%,

11/01/36

5/30

at

100.00

AAA  

1,879,700

473

Cornerstar

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

Series

2017A,

4.500%,

12/01/27

7/23

at

103.00

N/R  

467,740

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A:

12,935

5.000%,

11/15/26,

(AMT)

No

Opt.

Call

AA-  

13,526,776

6,750

5.000%,

11/15/27,

(AMT)

No

Opt.

Call

AA-  

7,163,843

4,580

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022C,

5.000%,

11/15/25

No

Opt.

Call

AA-  

4,781,932

7,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022D,

5.000%,

11/15/24,

(AMT)

No

Opt.

Call

AA-  

7,129,570

13,115

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A,

5.000%,

12/01/24,

(AMT)

No

Opt.

Call

A+  

13,366,152

9,195

Denver,

Colorado,

General

Obligation

Bonds,

Elevate

Denver,

Series

2019A,

5.000%,

8/01/25

No

Opt.

Call

AAA  

9,571,075

3,000

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2021B,

3.740%,

9/01/39,

(Mandatory

Put

9/01/24)

(SOFR*0.67%

reference

rate

+

0.350%

spread)

(5)

6/24

at

100.00

A+  

2,987,730

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

124

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,957

Gardens

on

Havana

Metropolitan

District

3,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Refunding

Series

2017A,

4.625%,

12/01/27

7/23

at

103.00

N/R  

$

2,929,589

Regional

Transportation

District,

Colorado,

Private

Activity

Bonds,

Denver

Transit

Partners

Eagle

P3

Project,

Series

2020A:

575

5.000%,

1/15/24

No

Opt.

Call

A-  

577,254

475

5.000%,

7/15/24

No

Opt.

Call

A-  

478,909

325

5.000%,

1/15/25

No

Opt.

Call

A-  

329,088

400

5.000%,

7/15/25

No

Opt.

Call

A-  

410,100

500

3.000%,

1/15/26

No

Opt.

Call

A-  

488,965

425

5.000%,

7/15/26

No

Opt.

Call

A-  

442,217

1,425

5.000%,

1/15/27

No

Opt.

Call

A-  

1,492,859

625

5.000%,

7/15/27

No

Opt.

Call

A-  

660,194

555

STC

Metropolitan

District

2,

Superior,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

improvement

Series

2019A,

3.000%,

12/01/25

12/24

at

103.00

N/R  

528,959

415

Sterling

Ranch

Community

Authority

Board,

Douglas

County,

Colorado,

Limited

Tax

Supported

District

2,

Refunding

&

Improvement

Senior

Series

2020A,

3.375%,

12/01/30

12/25

at

102.00

N/R  

374,152

805

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1,

4.125%,

12/01/31

3/26

at

103.00

N/R  

733,291

17,525

University

of

Colorado

Hospital

Authority,

Colorado,

Revenue

Bonds,

Refunding

Series

2019C,

5.000%,

11/15/47,

(Mandatory

Put

11/15/24)

5/24

at

100.00

AA  

17,729,867

6,395

University

of

Colorado,

Enterprise

System

Revenue

Bonds,

Refunding

Series

2021C-4,

2.000%,

6/01/51,

(Mandatory

Put

10/15/25)

No

Opt.

Call

Aa1  

6,148,601

Total

Colorado

168,616,154

Connecticut

-

2.2%

6,665

Connecticut

Health

and

Educational

Facilities

Authority,

Chefa

Revenue

Bonds,

Yale

University,

Remarketing

Series

2017B-2,

3.200%,

7/01/37,

(Mandatory

Put

7/01/26)

(WI/DD)

No

Opt.

Call

AAA  

6,671,665

1,250

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Stamford

Hospital,

Series

2021L-1,

4.000%,

7/01/25

No

Opt.

Call

BBB+  

1,246,888

27,535

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2015A,

0.375%,

7/01/35,

(Mandatory

Put

7/12/24)

No

Opt.

Call

AAA  

26,615,882

9,620

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Series

2017C-2,

2.800%,

7/01/57,

(Mandatory

Put

2/03/26)

No

Opt.

Call

AAA  

9,430,101

17,810

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale

University,

Variable

Rate

Demand

Obligations,

Series

1999-U1,

1.100%,

7/01/33,

(Mandatory

Put

2/11/25)

No

Opt.

Call

AAA  

17,092,613

28,090

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Yale-New

Haven

Health

Issue,

Series

2014D,

1.800%,

7/01/49,

(Mandatory

Put

7/01/24)

1/24

at

100.00

AA-  

27,561,627

1,955

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2018D-1,

3.750%,

11/15/33

11/27

at

100.00

AAA  

1,973,475

5,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2019F-1,

2.600%,

11/15/34

11/28

at

100.00

AAA  

4,394,900

3,525

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020A-1,

2.300%,

11/15/35

5/29

at

100.00

AAA  

3,042,921

125

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

4,350

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020C-1,

1.950%,

11/15/35

11/29

at

100.00

AAA  

$

3,364,290

1,190

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2020C-2,

2.200%,

11/15/34,

(AMT)

11/29

at

100.00

AAA  

973,765

4,000

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021A-1,

1.700%,

5/15/34

5/30

at

100.00

AAA  

3,172,200

3,900

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2021B-1,

2.000%,

11/15/36

11/30

at

100.00

AAA  

2,973,594

12,115

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Social

Series

2021D-1,

2.000%,

11/15/36

11/30

at

100.00

AAA  

9,664,014

1,500

Connecticut

State,

General

Obligation

Bonds,

Series

2022E,

5.000%,

11/15/26

No

Opt.

Call

AA-  

1,600,005

Connecticut

State,

Special

Tax

Obligation

Bonds,

Transportation

Infrastructure

Purposes,

Refunding

Series

2022B:

6,085

5.000%,

7/01/25

No

Opt.

Call

AA  

6,313,309

3,210

5.000%,

7/01/26

No

Opt.

Call

AA  

3,397,785

West

Haven,

Connecticut,

General

Obligation

Bonds,

Series

2012:

2,000

5.000%,

8/01/23

-

AGM

Insured

7/23

at

100.00

AA  

2,002,280

1,000

5.000%,

8/01/25

-

AGM

Insured

7/23

at

100.00

AA  

1,001,210

Total

Connecticut

132,492,524

Delaware

-

0.8%

27,285

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020A,

1.250%,

10/01/45,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-  

24,912,296

9,000

Delaware

Economic

Development

Authority,

Exempt

Facility

Revenue

Bonds,

NRG

Energy

Project,

Refunding

Series

2020B,

1.250%,

10/01/40,

(Mandatory

Put

10/01/25)

10/25

at

100.00

BBB-  

8,217,360

14,130

Delaware

Economic

Development

Authority,

Gas

Facilities

Revenue

Bonds,

Delmarva

Power

&

Light

Company

Project,

Refunding

Series

2020,

1.050%,

1/01/31,

(Mandatory

Put

7/01/25)

No

Opt.

Call

A  

13,384,219

Total

Delaware

46,513,875

District

of

Columbia

-

1.9%

5,000

District

of

Columbia,

General

Obligation

Bonds,

Series

2023B,

5.000%,

6/01/26

No

Opt.

Call

Aaa  

5,297,200

2,405

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2022C,

5.000%,

12/01/26

No

Opt.

Call

AAA  

2,576,693

25,040

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Refunding

Series

2019C,

5.000%,

10/01/25

No

Opt.

Call

AAA  

26,145,265

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A:

10,830

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

AA-  

10,858,808

8,875

5.000%,

10/01/24,

(AMT)

No

Opt.

Call

AA-  

9,010,876

7,320

5.000%,

10/01/25,

(AMT)

No

Opt.

Call

AA-  

7,524,448

8,200

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

10/01/27,

(AMT)

No

Opt.

Call

AA-  

8,679,536

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2022A:

2,500

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

Aa3  

2,609,175

2,700

5.000%,

10/01/27,

(AMT)

No

Opt.

Call

Aa3  

2,857,896

8,000

5.000%,

10/01/28,

(AMT)

No

Opt.

Call

Aa3  

8,598,720

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

126

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

District

of

Columbia

(continued)

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2023A:

$

9,000

5.000%,

10/01/31,

(AMT)

(WI/DD)

No

Opt.

Call

AA-  

$

9,986,220

9,000

5.000%,

10/01/32,

(AMT)

(WI/DD)

No

Opt.

Call

AA-  

10,075,500

6,540

5.000%,

10/01/33,

(AMT)

(WI/DD)

10/32

at

100.00

AA-  

7,308,319

Total

District

of

Columbia

111,528,656

Florida

-

3.8%

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2015A:

2,395

5.000%,

10/01/26,

(AMT)

10/25

at

100.00

A+  

2,448,816

4,185

5.000%,

10/01/27,

(AMT)

10/25

at

100.00

A+  

4,289,583

1,040

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/23,

(AMT)

No

Opt.

Call

A+  

1,042,538

11,225

Citizens

Property

Insurance

Corporation,

Florida,

Coastal

Account

Senior

Secured

Bonds,

Series

2015A-1,

5.000%,

6/01/25

12/24

at

100.00

AA  

11,440,183

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

18,680

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

18,615,928

26,750

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

25,815,355

24,930

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

23,937,786

9,900

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)

7/23

at

101.00

N/R  

9,744,075

23,660

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

7/23

at

103.00

N/R  

24,066,006

1,595

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2018-2,

3.750%,

7/01/33

1/28

at

100.00

Aaa  

1,567,375

6,925

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2019-1,

2.800%,

7/01/34

7/28

at

100.00

Aaa  

6,616,214

2,310

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-1,

1.800%,

7/01/36

1/30

at

100.00

Aaa  

1,755,923

2,825

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

2021-2,

1.800%,

7/01/36

7/30

at

100.00

Aaa  

2,183,668

Florida

State

Board

of

Education,

Public

Education

Capital

Outlay

Bonds,

Refunding

Series

2015C:

5,000

4.000%,

6/01/32

6/24

at

100.00

AAA  

5,039,850

5,910

4.000%,

6/01/34

6/24

at

100.00

AAA  

5,953,852

12,770

Greater

Orlando

Aviation

Authority,

Florida,

Airport

Facilities

Revenue

Bonds,

Series

2019A,

5.000%,

10/01/27,

(AMT)

No

Opt.

Call

AA-  

13,527,133

3,080

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Alternative

Minimum

Tax

Refunding

Subordinate

Lien

Series

2022A,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

Aa3  

3,214,504

10,000

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Senior

Lien

Series

2015A,

5.000%,

10/01/44,

(Pre-refunded

10/01/24),

(AMT)

10/24

at

100.00

AA-  (4)

10,175,000

2,000

Jacksonville,

Florida,

Special

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2022A,

5.000%,

10/01/25

No

Opt.

Call

AA  

2,081,660

Manatee

County

School

District,

Florida,

Sales

Tax

Revenue

Bonds,

Series

2017:

2,800

5.000%,

10/01/25

-

AGM

Insured

No

Opt.

Call

AA  

2,915,556

2,340

5.000%,

10/01/26

-

AGM

Insured

No

Opt.

Call

AA  

2,482,670

2,060

5.000%,

10/01/27

-

AGM

Insured

4/27

at

100.00

AA  

2,204,447

127

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

3,080

5.000%,

10/01/28

-

AGM

Insured

4/27

at

100.00

AA  

$

3,300,004

2,600

5.000%,

10/01/29

-

AGM

Insured

4/27

at

100.00

AA  

2,799,862

4,060

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Refunding

Series

2014B,

5.000%,

7/01/23

No

Opt.

Call

A  

4,060,000

3,000

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Solid

Waste

Revenue

Bonds,

Waste

Management

Inc.

of

Florida

Project,

Series

2008,

0.400%,

8/01/23,

(AMT)

No

Opt.

Call

A-  

2,990,160

5,000

Miami-Dade

County,

Florida,

Aviation

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/36,

(AMT)

10/24

at

100.00

A1  

5,021,100

2,500

Okeechobee

County,

Florida,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Series

2004A,

0.550%,

7/01/39,

(Mandatory

Put

7/01/24)

No

Opt.

Call

A-  

2,417,175

Orlando,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

6th

Cent

Contract

Payments,

Refunding

Senior

Series

2017A:

2,170

5.000%,

11/01/29

-

AGM

Insured

11/27

at

100.00

AA  

2,341,235

9,215

5.000%,

11/01/30

-

AGM

Insured

11/27

at

100.00

AA  

9,908,060

2,250

Palm

Beach

County

School

Board,

Florida,

Certificates

of

Participation,

Series

2022B,

5.000%,

8/01/24

No

Opt.

Call

Aa3  

2,294,932

2,485

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Incorporated

Project,

Entrance

Fee

2021B-2,

1.450%,

1/01/27

No

Opt.

Call

BBB  

2,204,270

South

Miami

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Baptist

Health

Systems

of

South

Florida

Obligated

Group,

Refunding

Series

2017:

1,840

5.000%,

8/15/23

No

Opt.

Call

AA-  

1,843,330

2,215

5.000%,

8/15/24

No

Opt.

Call

AA-  

2,256,465

5,500

5.000%,

8/15/25

No

Opt.

Call

AA-  

5,670,390

280

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(6)

7/23

at

100.00

N/R  

256,259

305

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(7)

7/23

at

100.00

N/R  

3

Total

Florida

228,481,367

Georgia

-

1.9%

115

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A,

5.000%,

1/01/29

1/24

at

100.00

AA-  

115,894

5,000

Atlanta,

Georgia,

Airport

Passenger

Facilities

Charge

and

General

Revenue

Bonds,

Subordinate

Lien

Series

2022D,

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

Aa3  

5,197,950

8,440

Columbus

Medical

Center

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Piedmont

Health,

Series

2019B,

5.000%,

7/01/54,

(Mandatory

Put

7/01/29)

1/29

at

100.00

AA-  

9,141,111

2,885

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2020A,

2.750%,

12/01/35

6/29

at

100.00

AAA  

2,511,017

2,750

Georgia

Housing

and

Finance

Authority,

Single

Family

Mortgage

Bonds,

Series

2021A,

2.250%,

12/01/36

12/30

at

100.00

AAA  

2,199,533

24,620

Georgia

State,

General

Obligation

Bonds,

Refunding

Series

2022C,

4.000%,

7/01/24

No

Opt.

Call

AAA  

24,856,844

5,000

Georgia

State,

General

Obligation

Bonds,

Refunding

Series

2023C,

5.000%,

1/01/33

(WI/DD)

No

Opt.

Call

AAA  

6,021,300

5,055

Georgia

State,

General

Obligation

Bonds,

Series

2017A,

5.000%,

2/01/32

2/27

at

100.00

AAA  

5,440,747

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

128

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

$

6,070

Georgia

State,

General

Obligation

Bonds,

Tranche

2

Series

2016A,

5.000%,

2/01/28

2/26

at

100.00

AAA  

$

6,398,326

12,390

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019B,

4.000%,

8/01/49,

(Mandatory

Put

12/02/24)

9/24

at

100.43

Aa2  

12,427,170

10,060

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

9/01/52,

(Mandatory

Put

12/01/29)

9/29

at

100.28

A3  

9,877,713

7,500

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022B,

5.000%,

12/01/52,

(Mandatory

Put

6/01/29)

3/29

at

100.24

A3  

7,740,825

18,900

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

BBB-  

18,274,788

2,445

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2023C,

5.000%,

9/01/53,

(Mandatory

Put

9/01/30)

6/30

at

100.15

Aa1  

2,568,424

1,035

Monroe

County

Development

Authority,

Georgia,

Pollution

Control

Revenue

Bonds,

Georgia

Power

Company

-

Scherer

Plant,

Series

2009-2,

3.875%,

10/01/48,

(Mandatory

Put

3/06/26)

No

Opt.

Call

BBB+  

1,035,983

Total

Georgia

113,807,625

Guam

-

0.1%

Guam

Power

Authority,

Revenue

Bonds,

Refunding

Series

2022A:

3,125

5.000%,

10/01/23

No

Opt.

Call

BBB  

3,130,969

2,365

5.000%,

10/01/24

No

Opt.

Call

BBB  

2,391,488

Total

Guam

5,522,457

Hawaii

-

0.6%

2,500

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Refunding

Series

2019,

3.200%,

7/01/39

7/29

at

100.00

A-  

2,110,300

17,130

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Series

2017A,

3.100%,

5/01/26,

(AMT)

No

Opt.

Call

A-  

16,568,821

10,220

Hawaiian

Electric

Company

Inc.

and

Its

Subsidiaries,

Special

Purpose

Revenue

Bonds,

Department

of

Budget

and

Finance

of

the

State

of

Hawaii,

Series

2015,

3.250%,

1/01/25,

(AMT)

No

Opt.

Call

A-  

10,073,547

5,865

Honolulu

City

and

County,

Hawaii,

General

Obligation

Bonds,

Refunding

Series

2017D,

5.000%,

9/01/30

9/27

at

100.00

AA+  

6,367,924

2,205

Honolulu

City

and

County,

Hawaii,

Wastewater

System

Revenue

Bonds,

First

Bond

Resolution,

Refunding

Senior

Series

2015B,

5.000%,

7/01/26

7/25

at

100.00

Aa2  

2,286,872

Total

Hawaii

37,407,464

Idaho

-

0.6%

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A:

6,020

5.000%,

3/01/26

No

Opt.

Call

A  

6,236,359

4,320

5.000%,

3/01/27

No

Opt.

Call

A  

4,535,007

4,815

5.000%,

3/01/29

9/28

at

100.00

A  

5,152,435

4,880

5.000%,

3/01/31

9/28

at

100.00

A  

5,231,018

12,935

Nez

Perce

County,

Idaho,

Pollution

Control

Revenue

Bonds,

Potlatch

Corporation

Project,

Refunding

Series

2016,

2.750%,

10/01/24

No

Opt.

Call

BBB-  

12,796,337

Total

Idaho

33,951,156

Illinois

-

6.5%

Adams

County

School

District

172,

Quincy,

Illinois,

General

Obligation

Bonds,

Series

2016:

1,290

5.000%,

2/01/25

-

AGM

Insured

No

Opt.

Call

AA  

1,324,546

129

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,455

5.000%,

2/01/27

-

AGM

Insured

2/26

at

100.00

AA  

$

1,516,241

Chanpaign

County

Community

Unit

School

District

4,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2020A:

550

0.000%,

1/01/26

No

Opt.

Call

AA  

501,408

780

0.000%,

1/01/27

No

Opt.

Call

AA  

687,133

585

0.000%,

1/01/28

No

Opt.

Call

AA  

498,607

19,250

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

6.750%,

12/01/30,

144A

12/27

at

100.00

BB+  

21,412,545

3,300

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017G,

5.000%,

12/01/34

12/27

at

100.00

BB+  

3,380,751

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2019A:

1,065

0.000%,

12/01/25

No

Opt.

Call

BB+  

963,378

1,455

0.000%,

12/01/26

No

Opt.

Call

BB+  

1,263,900

13,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2015A.,

5.000%,

1/01/32

1/25

at

100.00

A  

13,206,570

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2022C:

2,000

5.000%,

1/01/24

No

Opt.

Call

A+  

2,010,880

1,250

5.000%,

1/01/25

No

Opt.

Call

A+  

1,272,175

2,475

5.000%,

1/01/26

No

Opt.

Call

A+  

2,542,444

2,510

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A,

5.000%,

1/01/34

1/32

at

100.00

BBB+  

2,745,840

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C:

7,725

5.000%,

1/01/24

No

Opt.

Call

BBB+  

7,768,492

4,360

5.000%,

1/01/25

No

Opt.

Call

BBB+  

4,446,415

1,970

5.000%,

1/01/26

No

Opt.

Call

BBB+  

2,039,186

2,100

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2021B,

4.000%,

11/15/24

No

Opt.

Call

AA-  

2,116,527

Cook

County,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2022A:

10,000

5.000%,

11/15/24

No

Opt.

Call

AA-  

10,210,500

5,020

5.000%,

11/15/25

No

Opt.

Call

AA-  

5,205,338

DuPage

County

School

District

58

Downers

Grove,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Capital

Appreciation

School

Series

2018:

20

0.000%,

12/15/26,

(ETM)

No

Opt.

Call

N/R  (4)

18,034

980

0.000%,

12/15/26

No

Opt.

Call

N/R  

858,431

1,050

0.000%,

12/15/27

No

Opt.

Call

Aa1  

890,347

8,080

Grundy,

Kendall,

and

Will

Counties

Community

Consolidated

School

District

201,

Minooka,

Illinois,

General

Obligation

Bonds,

Refunding

School

Series

2019,

3.000%,

10/15/27

10/26

at

100.00

AA-  

8,077,738

20,800

Illinois

Development

Finance

Authority,

Revenue

Bonds,

St

Vincent

de

Paul

Center

Project,

Series

2000A,

2.450%,

11/15/39,

(Mandatory

Put

3/03/26)

No

Opt.

Call

AA+  

20,235,488

11,300

Illinois

Finance

Authority,

Midwestern

Disaster

Area

Industrial

Development

Revenue

Bonds,

Cargill,

Incorporated

Project,

Series

2012,

1.250%,

11/01/38,

(Mandatory

Put

11/01/26)

No

Opt.

Call

A  

10,416,340

3,270

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Series

2008A-1,

4.000%,

11/01/30

No

Opt.

Call

AA  

3,300,346

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A:

620

5.000%,

9/01/23,

(ETM)

No

Opt.

Call

N/R  (4)

621,618

2,240

5.000%,

9/01/24,

(ETM)

No

Opt.

Call

N/R  (4)

2,286,726

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

130

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

865

5.000%,

9/01/25,

(Pre-refunded

9/01/24)

9/24

at

100.00

N/R  (4)

$

883,044

11,800

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2020B-2,

5.000%,

5/15/50,

(Mandatory

Put

11/15/26)

5/26

at

100.00

A+  

12,232,234

1,025

Illinois

FInance

Authority,

Revenue

Bonds,

Southern

Illinois

Healthcare

Enterprises,

Inc.,

Refunding

Series

2017C,

5.000%,

3/01/25

No

Opt.

Call

AA-  

1,048,103

Illinois

Finance

Authority,

Revenue

Bonds,

Swedish

Covenant

Hospital,

Series

2016A:

1,075

5.000%,

8/15/24,

(ETM)

No

Opt.

Call

N/R  (4)

1,094,748

2,000

5.000%,

8/15/25,

(ETM)

No

Opt.

Call

N/R  (4)

2,071,640

3,000

5.000%,

8/15/26,

(ETM)

No

Opt.

Call

N/R  (4)

3,168,600

1,000

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago

Medicine,

Series

2022A,

5.000%,

8/15/52,

(Mandatory

Put

8/15/27)

5/27

at

100.00

AA-  

1,063,410

7,080

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago

Medicine,

Series

2022B-1,

5.000%,

8/15/52,

(Mandatory

Put

8/15/25)

5/25

at

100.00

AA-  

7,277,249

4,900

Illinois

Finance

Authority,

Water

Facilities

Revenue

Bonds,

American

Water

Capital

Corporation

Project,

Refunding

Series

2020,

0.700%,

5/01/40,

(Mandatory

Put

9/01/23)

No

Opt.

Call

A  

4,875,255

17,530

Illinois

Housing

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

835

Wilson,

Series

2022,

3.375%,

6/01/25,

(Mandatory

Put

6/01/24)

6/24

at

100.00

Aaa  

17,425,696

10,135

Illinois

Housing

Development

Authority,

Revenue

Bonds,

Green

Series

2021B,

1.950%,

10/01/36

4/30

at

100.00

Aaa  

7,837,801

2,655

Illinois

Municipal

Electric

Agency,

Power

Supply

System

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

2/01/25

No

Opt.

Call

AA-  

2,726,101

5,000

Illinois

State,

General

Obligation

Bonds,

December

Series

2017A,

5.000%,

12/01/24

No

Opt.

Call

A-  

5,095,350

5,465

Illinois

State,

General

Obligation

Bonds,

June

Series

2016,

5.000%,

6/01/28

6/26

at

100.00

A-  

5,690,978

1,455

Illinois

State,

General

Obligation

Bonds,

May

Refunding

Series

2023D,

5.000%,

7/01/25

No

Opt.

Call

A-  

1,494,634

Illinois

State,

General

Obligation

Bonds,

November

Series

2017D:

29,710

5.000%,

11/01/23

No

Opt.

Call

A-  

29,834,485

4,220

5.000%,

11/01/24

No

Opt.

Call

A-  

4,294,989

1,355

5.000%,

11/01/25

No

Opt.

Call

A-  

1,399,254

7,410

3.250%,

11/01/26

No

Opt.

Call

A-  

7,235,569

9,720

5.000%,

11/01/26

No

Opt.

Call

A-  

10,200,265

20,190

5.000%,

11/01/27

No

Opt.

Call

A-  

21,539,500

5,995

5.000%,

11/01/28

11/27

at

100.00

A-  

6,383,776

5,000

Illinois

State,

General

Obligation

Bonds,

November

Series

2019B,

5.000%,

11/01/30

11/29

at

100.00

A-  

5,495,000

10,610

Illinois

State,

General

Obligation

Bonds,

October

Series

2016,

5.000%,

2/01/28

2/27

at

100.00

A-  

11,165,115

3,755

Illinois

State,

General

Obligation

Bonds,

Refunding

June

Series

2022B,

5.000%,

3/01/25

No

Opt.

Call

A-  

3,840,239

360

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Refunding

Senior

Lien

Series

2016A,

5.000%,

12/01/32

1/26

at

100.00

AA-  

374,713

11,970

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Lien

Series

2014D,

5.000%,

1/01/24

No

Opt.

Call

AA-  

12,071,745

6,000

Illinois,

General

Obligation

Bonds,

Illinois

FIRST

Program,

Series

2001,

6.000%,

11/01/26

-

FGIC

Insured

No

Opt.

Call

A-  

6,295,440

131

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Joliet,

Illinois,

Waterworks

and

Sewer

Revenue

Bonds,

Senior

Lien

Anticipation

Notes

Series

2022:

$

5,000

5.000%,

1/01/24

No

Opt.

Call

N/R  

$

5,022,400

5,000

5.000%,

1/01/25

No

Opt.

Call

N/R  

5,088,000

LaSalle

and

Bureau

Counties

High

School

District

120

LaSalle-Peru,

Illinois,

General

Obligation

Bonds,

School

Building

Series

2017:

1,085

5.000%,

12/01/23

-

BAM

Insured

No

Opt.

Call

AA  

1,091,662

1,235

5.000%,

12/01/26

-

BAM

Insured

No

Opt.

Call

AA  

1,300,134

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

775

5.000%,

12/15/25

No

Opt.

Call

A  

795,855

1,925

5.000%,

12/15/26

No

Opt.

Call

A  

1,997,342

360

5.000%,

12/15/27

No

Opt.

Call

A  

378,079

1,945

5.000%,

12/15/28

12/27

at

100.00

A  

2,038,341

650

5.000%,

12/15/30

12/27

at

100.00

A  

682,370

319

Montgomery,

Illinois,

Lakewood

Creek

Project

Special

Assessment

Bonds,

Series

2018,

2.850%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA  

316,990

North

Barrington,

Lake

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

19,

Refunding

Series

2019:

1,000

4.000%,

2/01/33

-

BAM

Insured

2/28

at

100.00

AA  

1,041,360

1,000

4.000%,

2/01/36

-

BAM

Insured

2/28

at

100.00

AA  

1,014,210

1,895

4.000%,

2/01/40

-

BAM

Insured

2/28

at

100.00

AA  

1,880,768

2,010

4.000%,

2/01/44

-

BAM

Insured

2/28

at

100.00

AA  

2,001,478

Northern

Illinois

University,

Auxiliary

Facilities

System

Revenue

Bonds,

Series

2021:

325

5.000%,

10/01/25

-

BAM

Insured

No

Opt.

Call

AA  

334,925

250

5.000%,

10/01/26

-

BAM

Insured

No

Opt.

Call

AA  

260,528

Railsplitter

Tobacco

Settlement

Authority,

Illinois,

Tobacco

Settlement

Revenue

Bonds,

Series

2017:

2,680

5.000%,

6/01/24

No

Opt.

Call

A  

2,716,689

6,245

5.000%,

6/01/25

No

Opt.

Call

A  

6,429,228

Round

Lake,

Lake

County,

Illinois,

Special

Tax

Bonds,

Lakewood

Grove

Special

Service

Areas

1,

3

&

4,

Refunding

Series

2017:

1,133

3.200%,

3/01/24

-

BAM

Insured

No

Opt.

Call

AA  

1,126,972

1,000

3.300%,

3/01/25

-

BAM

Insured

No

Opt.

Call

AA  

998,940

1,258

3.450%,

3/01/26

-

BAM

Insured

No

Opt.

Call

AA  

1,263,523

1,218

3.600%,

3/01/28

-

BAM

Insured

3/27

at

100.00

AA  

1,236,818

8,240

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Second

Lien

Series

2020A,

5.000%,

1/01/28

No

Opt.

Call

AA-  

8,872,832

6,020

Sales

Tax

Securitization

Corporation,

Illinois,

Second

Lien

Sales

Tax

Securitization

Bonds,

Refunding

Series

2023A,

5.000%,

1/01/24

No

Opt.

Call

AA-  

6,065,270

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Hospital

Sisters

Services,

Inc.

Obligated

Group,

Series

2017A:

2,725

5.000%,

2/15/26

No

Opt.

Call

A+  

2,812,091

3,655

5.000%,

2/15/27

No

Opt.

Call

A+  

3,821,631

Total

Illinois

386,521,313

Indiana

-

3.7%

14,235

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2020A,

0.950%,

12/01/38,

(AMT),

(Mandatory

Put

4/01/26)

No

Opt.

Call

A2  

12,779,044

4,500

Indiana

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Indianapolis

Power

&

Light

Company

Project,

Refunding

Series

2021B,

0.650%,

8/01/25

No

Opt.

Call

A2  

4,118,490

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

132

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

32,500

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

CenterPoint,

LLC

Project,

Series

2022,

4.500%,

12/15/46,

(AMT),

(Mandatory

Put

11/15/23)

7/23

at

100.00

Aaa  

$

32,437,600

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

&

Electric

Company,

Refunding

Series

2013A:

8,885

4.000%,

3/01/38,

(AMT),

(Mandatory

Put

8/01/28)

5/28

at

100.00

A  

8,801,925

21,115

4.000%,

5/01/43,

(AMT),

(Mandatory

Put

8/01/28)

5/28

at

100.00

N/R  

20,756,679

1,100

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Refunding

Series

2021A,

4.125%,

12/01/26

No

Opt.

Call

BB-  

1,088,769

Indiana

Finance

Authority,

Environmental

Revenue

Bonds,

Duke

Energy

Indiana,

Inc.

Project,

Refunding

Series

2009A-1:

5,750

3.750%,

3/01/31,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

A2  

5,770,010

7,430

4.500%,

5/01/35,

(AMT),

(Mandatory

Put

6/01/32)

6/27

at

100.00

A2  

7,461,206

5,890

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-1,

5.000%,

10/01/62,

(Mandatory

Put

7/01/28)

(WI/DD)

7/27

at

101.76

AA  

6,409,203

13,600

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Long

Term

Rate

Series

2019B,

2.250%,

12/01/58,

(Mandatory

Put

7/01/25)

1/25

at

100.00

AA  

13,214,712

8,000

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Refunding

Series

2011M,

0.700%,

12/01/46,

(Mandatory

Put

1/01/26)

6/25

at

100.00

AA  

7,298,560

145

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Major

Hospital

Project,

Series

2014A,

5.000%,

10/01/23,

(ETM)

No

Opt.

Call

N/R  (4)

145,587

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Refunding

First

Lien

Forward

Delivery

Series

2022A:

1,500

5.000%,

10/01/26

No

Opt.

Call

AA  

1,593,840

1,635

5.000%,

10/01/27

No

Opt.

Call

AA  

1,774,907

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2015A:

1,250

5.000%,

10/01/26

10/24

at

100.00

AA  

1,277,688

850

5.000%,

10/01/27

10/24

at

100.00

AA  

869,448

3,520

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020B-1,

1.950%,

7/01/35

7/29

at

100.00

Aaa  

2,692,624

1,250

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.900%,

7/01/36

7/30

at

100.00

Aaa  

941,513

2,590

Indiana

Housing

and

Community

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

PAC

Series

2021B,

1.900%,

7/01/36

7/30

at

100.00

Aaa  

1,950,814

4,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2014D,

5.000%,

1/01/29,

(AMT)

1/24

at

100.00

A1  

4,015,640

8,000

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Waterworks

Project,

Series

2007B,

5.250%,

7/01/24

-

NPFG

Insured

No

Opt.

Call

AA  

8,164,240

10,805

Indianapolis,

Indiana,

Gas

Utility

Distribution

System

Revenue

Bonds,

Refunding

2nd

Lien

Series

2017A,

5.000%,

8/15/25

No

Opt.

Call

AA  

11,217,967

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2014A:

740

5.000%,

10/01/23

No

Opt.

Call

A+  

742,967

465

5.000%,

10/01/24

No

Opt.

Call

A+  

475,472

545

5.000%,

10/01/25

10/24

at

100.00

A+  

557,404

830

5.000%,

10/01/26

10/24

at

100.00

A+  

848,692

133

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

10,000

Indianapolis,

Indiana,

Thermal

Energy

System

Revenue

Bonds,

Refunding

First

Lien

Series

2016A,

5.000%,

10/01/23

No

Opt.

Call

A+  

$

10,040,100

5,605

Mount

Vernon,

Indiana,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

and

Electric

Company

Project,

Refunding

Series

2015,

0.875%,

9/01/55,

(AMT),

(Mandatory

Put

9/01/23)

No

Opt.

Call

A1  

5,579,553

3,000

Rockport,

Indiana,

Pollution

Control

Revenue

Bonds,

AEP

Generating

Company

Project,

Refunding

Series

1995A,

3.125%,

7/01/25

No

Opt.

Call

A-  

2,935,080

12,000

Rockport,

Indiana,

Pollution

Control

Revenue

Refunding

Bonds,

Indiana

Michigan

Power

Company

Project,

Series

2008D,

0.750%,

4/01/25

No

Opt.

Call

A  

11,152,920

13,020

Rockport,

Indiana,

Pollution

Control

Revenue

Refunding

Bonds,

Indiana

Michigan

Power

Company,

Series

2002A,

2.750%,

6/01/25

No

Opt.

Call

A-  

12,745,799

1,595

Vanderburgh

County,Indiana,

Redevelopment

District

Tax

Increment

Revenue

bonds,

Refunding

Series

2014,

4.000%,

2/01/24

No

Opt.

Call

A  

1,599,418

3,685

Warrick

County,

Indiana,

Environmental

Improvement

Revenue

Bonds,

Southern

Indiana

Gas

and

Electric

Company,

Series

2015,

0.875%,

9/01/55,

(AMT),

(Mandatory

Put

9/01/23)

No

Opt.

Call

A1  

3,668,270

10,555

Whiting,

Indiana,

Environmental

Facilities

Refunding

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Refunding

Series

2019A,

5.000%,

12/01/44,

(AMT),

(Mandatory

Put

6/05/26)

No

Opt.

Call

A2  

10,871,756

5,625

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

4.400%,

11/01/45,

(AMT),

(Mandatory

Put

6/10/31)

No

Opt.

Call

A2  

5,741,100

Total

Indiana

221,738,997

Iowa

-

0.3%

5,900

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022,

4.000%,

12/01/50,

(Mandatory

Put

12/01/32)

12/29

at

103.00

BBB-  

5,817,872

3,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Green

Series

2021A,

1.850%,

7/01/35

7/30

at

100.00

AAA  

2,355,990

2,220

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019D,

2.450%,

7/01/34

1/29

at

100.00

AAA  

1,937,527

2,620

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

2.500%,

1/01/35

7/29

at

100.00

AAA  

2,299,338

3,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021B,

2.000%,

7/01/36

7/30

at

100.00

AAA  

2,365,920

1,955

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021D,

2.000%,

7/01/36

1/31

at

100.00

AAA  

1,541,792

Total

Iowa

16,318,439

Kansas

-

0.8%

9,610

Bel

Aire,

Kansas,

General

Obligation

Bonds,

Temporary

Notes

Series

2021B,

0.375%,

12/01/24

12/23

at

100.00

N/R  

9,022,733

5,000

Burlington,

Kansas,

Environmental

Improvement

Revenue

Bonds,

Kansas

City

Power

and

Light

Company

Project,

Refunding

Series

1993B,

2.950%,

12/01/23

7/23

at

101.00

A+  

4,982,850

5,000

City

of

Leawood.

Kansas,

General

Obligation

Temporary

Notes,

Series

2022-1,

3.000%,

9/01/23

No

Opt.

Call

N/R  

4,994,850

10,345

Kansas

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Advent

Health

Obligated

Group,

Series

2021B,

5.000%,

11/15/54,

(Mandatory

Put

11/15/31)

No

Opt.

Call

AA  

11,645,780

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

134

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kansas

(continued)

$

20,200

Olathe,

Kansas,

General

Obligation

Bonds,

Temporary

Notes

Series

2022A,

5.000%,

8/01/23

No

Opt.

Call

N/R  

$

20,224,442

Total

Kansas

50,870,655

Kentucky

-

2.2%

7,750

Boone

County,

Kentucky,

Collateralized

Pollution

Control

Revenue

Bonds,

Duke

Energy

Kentucky,

Refunding

Series

2008A,

3.700%,

8/01/27

6/27

at

100.00

BBB+  

7,621,660

6,050

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Series

2004A,

1.750%,

10/01/34,

(AMT),

(Mandatory

Put

9/01/26)

No

Opt.

Call

A1  

5,533,209

30,000

Carroll

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2016A,

1.550%,

9/01/42,

(Mandatory

Put

9/01/26)

No

Opt.

Call

A1  

27,237,300

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A:

6,000

5.000%,

6/01/24

No

Opt.

Call

Baa2  

6,066,600

4,200

5.000%,

6/01/25

No

Opt.

Call

Baa2  

4,278,750

3,350

Louisville

and

Jefferson

County

Metropolitan

Government

Board

of

Water

Works,

Kentucky,

Water

System

Revenue

Bonds,

Refunding

Series

2022,

5.000%,

11/15/25

No

Opt.

Call

AAA  

3,511,771

4,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001A,

0.900%,

9/01/26

No

Opt.

Call

A1  

3,631,840

8,000

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001B,

1.350%,

11/01/27,

(AMT)

No

Opt.

Call

A1  

7,064,800

18,090

Louisville-Jefferson

County

Metropolitan

Government,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2005A,

1.750%,

2/01/35,

(Mandatory

Put

7/01/26)

No

Opt.

Call

A1  

17,097,040

3,565

Oldham

County

School

District

Finance

Corporation,

Kentucky,

School

Building

Revenue

Bonds,

Refunding

Second

Series

2016,

4.000%,

9/01/27

No

Opt.

Call

A1  

3,655,337

2,545

Owen

County,

Kentucky,

Water

Facilities

Revenue

Bonds,

Kentucky-

American

Water

Company

Project,

Refunding

Series

2020,

0.700%,

6/01/40,

(Mandatory

Put

9/01/23)

No

Opt.

Call

A  

2,532,148

9,045

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2018B,

4.000%,

1/01/49,

(Mandatory

Put

1/01/25)

10/24

at

100.24

A2  

9,045,362

3,155

Public

Energy

Authority

of

Kentucky,

Gas

Supply

Revenue

Bonds,

Series

2019C-1,

4.000%,

2/01/50,

(Mandatory

Put

2/01/28)

11/27

at

100.47

A1  

3,120,611

3,250

Rural

Water

Financing

Agency,

Kentucky,

Construction

Notes,

USDA

Public

Projects

Series

2023A,

3.900%,

11/01/25

11/23

at

100.00

N/R  

3,247,595

3,075

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001A,

0.625%,

9/01/26

No

Opt.

Call

A1  

2,754,985

10,200

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2001B,

1.350%,

11/01/27,

(AMT)

No

Opt.

Call

A1  

9,137,058

21,345

Trimble

County,

Kentucky,

Pollution

Control

Revenue

Bonds,

Louisville

Gas

and

Electric

Company

Project,

Series

2016A,

1.300%,

9/01/44,

(AMT),

(Mandatory

Put

9/01/27)

No

Opt.

Call

A1  

17,985,510

Total

Kentucky

133,521,576

135

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

-

3.4%

$

20,575

Lake

Charles

Harbor

and

Terminal

District,

Louisiana,

Revenue

Bonds,

Big

Lake

Fuels

LLC,

Series

2021,

1.000%,

12/01/51,

(AMT),

(Mandatory

Put

12/01/24)

No

Opt.

Call

A3  

$

19,487,405

845

Louisiana

Housing

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Home

Ownership

Program,

Series

2021D,

2.100%,

12/01/36

6/30

at

100.00

Aaa  

678,087

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Womans

Hospital

Foundation

Project,

Refunding

Series

2017A:

1,825

5.000%,

10/01/23

No

Opt.

Call

A  

1,830,767

1,105

5.000%,

10/01/24

No

Opt.

Call

A  

1,123,133

3,000

4.000%,

10/01/25

No

Opt.

Call

A  

3,030,210

2,245

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

East

Baton

Rouge

Parish

Road

Improvements

Project,

Series

2015,

5.000%,

8/01/24

No

Opt.

Call

AA  

2,286,735

19,420

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westlake

Chemical

Corporation

Projects,

Refunding

Series

2017,

3.500%,

11/01/32

11/27

at

100.00

BBB  

18,743,213

6,070

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2007A,

1.650%,

9/01/27,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3  

6,010,332

7,025

Louisiana

Offshore

Terminal

Authority,

Deepwater

Port

Revenue

Bonds,

Loop

LLC

Project,

Series

2013A,

1.650%,

9/01/33,

(Mandatory

Put

12/01/23)

No

Opt.

Call

A3  

6,955,944

17,100

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2020B,

5.000%,

5/15/50,

(Mandatory

Put

5/15/25)

11/24

at

102.04

A  

17,458,587

29,815

Louisiana

Public

Facilities

Authority,

Hospital

Revenue

Bonds,

Louisiana

Children's

Medical

Center

Hospital,

Series

2015A-1.

Fixed

Rate

Mode,

5.000%,

6/01/45,

(Mandatory

Put

6/01/25)

No

Opt.

Call

A+  

30,450,954

4,000

Louisiana

Public

Facilities

Authority,

Hospital

Revenue

Bonds,

Louisiana

Children's

Medical

Center

Hospital,

Series

2015A-3.

Term

Rate

Mode,

5.000%,

6/01/45,

(Mandatory

Put

6/01/28)

No

Opt.

Call

A+  

4,264,880

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015:

1,010

5.000%,

5/15/29

5/25

at

100.00

A  

1,039,977

1,000

5.000%,

5/15/30

5/25

at

100.00

A  

1,029,880

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

University

of

New

Orleans

Research

and

Technology

Foundation,

Inc.-

Student

Housing

Project,

Refunding

Series

2014:

1,445

5.000%,

9/01/23

-

AGM

Insured,

(ETM)

No

Opt.

Call

AA  (4)

1,448,540

1,565

5.000%,

9/01/24

-

AGM

Insured,

(ETM)

No

Opt.

Call

AA  (4)

1,595,846

Louisiana

State,

Gasoline

and

Fuels

Tax

Revenue

Bonds,

Refunding

Second

Lien

Series

2017C:

2,655

5.000%,

5/01/29

11/27

at

100.00

AA-  

2,885,295

3,040

5.000%,

5/01/30

11/27

at

100.00

AA-  

3,302,717

3,070

5.000%,

5/01/31

11/27

at

100.00

AA-  

3,332,239

4,950

New

Orleans,

Louisiana,

General

Obligation

Bonds,

Public

Improvement

Series

2021A,

5.000%,

12/01/25

No

Opt.

Call

A+  

5,157,752

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Series

2015:

1,040

5.000%,

6/01/24

No

Opt.

Call

A  

1,056,006

675

5.000%,

6/01/26

6/25

at

100.00

A  

697,943

2,780

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2008,

6.100%,

6/01/38,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

3,001,983

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

136

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

$

3,665

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-  

$

3,755,525

16,405

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-1,

2.000%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

16,345,450

18,565

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-2,

2.100%,

6/01/37,

(Mandatory

Put

7/01/24)

No

Opt.

Call

BBB-  

18,212,079

20,810

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

19,663,369

10,010

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017B-2,

2.375%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

9,507,198

Total

Louisiana

204,352,046

Maine

-

0.2%

610

Maine

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Series

2021A,

5.000%,

7/01/24

-

AGM

Insured

No

Opt.

Call

AA  

620,217

2,955

Maine

State

Housing

Authority,

Multifamily

Mortgage

Purchase

Bonds,

Series

2021A,

1.850%,

11/15/36

5/30

at

100.00

AA+  

2,259,363

1,165

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2020D,

2.300%,

11/15/35

5/29

at

100.00

AA+  

964,469

3,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Series

2021B,

2.050%,

11/15/36

5/30

at

100.00

AA+  

2,302,440

2,030

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021C,

1.900%,

11/15/36

11/30

at

100.00

AA+  

1,501,713

2,000

Maine

State

Housing

Authority,

Single

Family

Mortgage

Purchase

Bonds,

Social

Series

2021D,

2.200%,

11/15/36

11/30

at

100.00

AA+  

1,591,460

Total

Maine

9,239,662

Maryland

-

1.5%

7,205

Anne

Arundel

County,

Maryland,

General

Obligation

Bonds,

Consolidated

General

Improvement,

Series

2019,

5.000%,

10/01/25

No

Opt.

Call

AAA  

7,526,199

10

Baltimore

County,

Maryland,

Revenue

Bonds,

Oak

Crest

Village,

Series

2016,

3.250%,

1/01/31

1/26

at

100.00

A  

9,417

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

540

5.000%,

9/01/23

No

Opt.

Call

B  

539,395

2,000

5.000%,

9/01/26

No

Opt.

Call

B  

1,983,800

17,825

Howard

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Project,

Refunding

Series

2017D,

5.000%,

2/15/27

No

Opt.

Call

AAA  

19,162,410

6,820

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2019C,

2.700%,

9/01/34

3/29

at

100.00

Aa1  

6,140,251

4,250

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020A,

2.300%,

9/01/35

3/29

at

100.00

Aa1  

3,611,182

4,880

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2020D,

1.950%,

9/01/35

9/29

at

100.00

Aa1  

3,759,308

137

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

12,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021A,

1.800%,

9/01/36

3/30

at

100.00

Aa1  

$

8,970,480

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021B:

580

0.250%,

9/01/23

No

Opt.

Call

Aa1  

577,007

8,310

1.875%,

9/01/36

3/30

at

100.00

Aa1  

6,309,285

12,000

Maryland

Community

Development

Administration

Department

of

Housing

and

Community

Development,

Residential

Revenue

Bonds,

Series

2021C,

2.200%,

9/01/36

9/30

at

100.00

Aa1  

9,552,240

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Maryland,

Revenue

Bonds,

Meritus

Medical

Center,

Series

2015:

250

5.000%,

7/01/23

No

Opt.

Call

A  

250,000

500

5.000%,

7/01/24

No

Opt.

Call

A  

505,160

545

Maryland

Health

and

HIgher

Educational

Facilities

Authority,

Revenue

Bonds,

Adventist

Healthcare

Inc.,

Series

2021,

5.000%,

1/01/24

No

Opt.

Call

Baa3  

547,180

4,400

Maryland

Transportation

Authority,

Passenger

Facility

Charge

Revenue

Bonds,

Baltimore/Washington

Internatonal

Thurgood

Marshall

Airport

Project,

Series

2019,

5.000%,

6/01/25,

(AMT)

No

Opt.

Call

A+  

4,494,644

4,580

Montgomery

County,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement

Series

2018A,

5.000%,

11/01/29

11/28

at

100.00

AAA  

5,111,600

9,870

Washington

Suburban

Sanitary

District,

Montgomery

and

Prince

George's

Counties,

Maryland,

General

Obligation

Bonds,

Consolidated

Public

Improvement,

Refunding

Series

2020,

5.000%,

6/01/25

No

Opt.

Call

AAA  

10,238,842

Total

Maryland

89,288,400

Massachusetts

-

1.2%

Massachusetts

Development

Finance

Agency

Revenue

Bonds,

Lawrence

General

Hospital

Issue,

Series

2014A:

625

5.000%,

7/01/23

No

Opt.

Call

B-  

625,000

735

5.000%,

7/01/24

No

Opt.

Call

B-  

732,133

795

5.000%,

7/01/25

7/24

at

100.00

B-  

788,203

1,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-1,

5.000%,

7/01/25

No

Opt.

Call

A  

1,544,280

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

CareGroup

Issue,

Series

2018J-2:

2,780

5.000%,

7/01/29

7/28

at

100.00

A  

2,992,837

2,750

5.000%,

7/01/30

7/28

at

100.00

A  

2,958,615

2,515

5.000%,

7/01/31

7/28

at

100.00

A  

2,706,341

2,100

5.000%,

7/01/32

7/28

at

100.00

A  

2,258,025

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2020G:

125

5.000%,

7/15/23,

144A

No

Opt.

Call

B+  

125,024

130

5.000%,

7/15/24,

144A

No

Opt.

Call

B+  

131,057

125

5.000%,

7/15/25,

144A

No

Opt.

Call

B+  

124,914

160

5.000%,

7/15/26,

144A

No

Opt.

Call

B+  

160,016

170

5.000%,

7/15/27,

144A

No

Opt.

Call

B+  

170,187

175

5.000%,

7/15/28,

144A

No

Opt.

Call

B+  

175,086

325

5.000%,

7/15/29,

144A

No

Opt.

Call

B+  

324,470

220

5.000%,

7/15/30,

144A

No

Opt.

Call

B+  

218,499

15,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2017S-4,

5.000%,

7/01/38,

(Mandatory

Put

1/25/24)

No

Opt.

Call

AA-  

15,124,500

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

138

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Massachusetts

(continued)

$

815

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Wellforce

Issue,

Series

2019A,

5.000%,

7/01/23

No

Opt.

Call

BBB+  

$

815,000

2,230

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Williams

College,

Series

2011N,

0.450%,

7/01/41,

(Mandatory

Put

7/01/25)

1/25

at

100.00

AA+  

2,056,350

2,135

Massachusetts

Health

and

Educational

Facilities

Authority,

Variable

Rate

Demand

Revenue

Bonds,

University

of

Massachusetts

Issue,

Series

2000A,

2.450%,

11/01/30,

(Mandatory

Put

4/01/26)

No

Opt.

Call

Aa2  

2,085,810

2,100

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2019B-

1,

2.750%,

12/01/34

12/28

at

100.00

AA+  

1,874,649

1,065

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Series

2020A-

3,

0.875%,

12/01/23

7/23

at

100.00

AA+  

1,054,616

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2022A-2:

1,000

2.150%,

6/01/24

7/23

at

100.00

AA+  

986,410

1,000

2.650%,

6/01/26

6/25

at

100.00

AA+  

969,090

5,000

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2022C-3,

4.000%,

6/01/26

6/25

at

100.00

AA+  

5,065,600

1,400

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Green

Series

2023A-3,

3.050%,

12/01/27

12/26

at

100.00

AA+  

1,385,258

4,570

Massachusetts

Housing

Finance

Agency,

Housing

Bonds,

Sustainability

Series

2021B-2,

0.800%,

12/01/25

6/24

at

100.00

AA+  

4,184,338

5,000

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2020-220,

1.950%,

12/01/35

6/30

at

100.00

AA+  

3,861,750

1,000

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-221,

2.000%,

12/01/36

6/30

at

100.00

AA+  

781,480

2,725

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-222,

2.000%,

12/01/36

6/30

at

100.00

AA+  

2,134,383

7,385

Massachusetts

Housing

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2021-223,

2.150%,

12/01/36

12/30

at

100.00

AA+  

5,831,787

5,000

Plymouth,

Massachusetts,

General

Obligation

Bonds,

Anticipation

Notes

Series

2023,

5.000%,

6/28/24

No

Opt.

Call

N/R  

5,070,150

5,000

Quincy,

Massachusetts,

General

Obligation

Bonds,

Bonds

Anticipation

Note

Series

2022,

3.750%,

9/15/23

No

Opt.

Call

N/R  

5,001,350

Total

Massachusetts

74,317,208

Michigan

-

1.6%

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Beaumont-

Spectrum

Consolidation,

Fixed

Refunding

Series

2022A:

4,000

5.000%,

4/15/26

No

Opt.

Call

AA  

4,188,600

2,600

5.000%,

4/15/27

No

Opt.

Call

AA  

2,771,938

5,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Series

2019B,

5.000%,

11/15/44,

(Mandatory

Put

11/16/26)

5/26

at

100.00

A2  

5,196,800

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Senior

Current

Interest

Series

2020A-CL-1:

2,200

5.000%,

6/01/25

No

Opt.

Call

A  

2,253,790

4,540

5.000%,

6/01/28

No

Opt.

Call

A  

4,831,695

6,750

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2018A,

3.550%,

10/01/33

10/27

at

100.00

AA+  

6,620,333

4,385

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2021A,

0.550%,

4/01/25

7/23

at

100.00

AA+  

4,110,368

139

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

2,500

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2022A,

3.300%,

4/01/26

7/23

at

100.00

AA+  

$

2,476,900

10,000

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2023A,

3.750%,

4/01/27

4/24

at

100.00

AA+  

10,001,400

1,805

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Fixed

Rate

Series

2018C,

3.350%,

12/01/34

6/28

at

100.00

AA+  

1,732,620

5,215

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2016A,

3.100%,

12/01/31

6/26

at

100.00

AA+  

4,976,309

9,910

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019B,

2.700%,

12/01/34

12/28

at

100.00

AA+  

8,750,926

14,835

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020C,

2.350%,

12/01/35

6/30

at

100.00

AA+  

12,403,840

6,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021A,

1.950%,

12/01/36

12/30

at

100.00

AA+  

4,564,140

2,000

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2022A,

4.000%,

12/01/37

12/31

at

100.00

AA+  

1,951,880

Michigan

State,

Trunk

Line

Fund

Bonds,

Rebuilding

Michigan

Program,

Series

2021A:

45

5.000%,

11/15/24

No

Opt.

Call

AA+  

46,171

620

5.000%,

11/15/25

No

Opt.

Call

AA+  

649,214

7,730

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Consumers

Energy

Company

Project,

Variable

Rate

Series

2005,

0.875%,

4/01/35,

(AMT),

(Mandatory

Put

10/08/26)

10/21

at

100.00

A-  

6,833,707

7,000

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Detroit

Edison

Company

Exempt

Facilities

Project,

Collateralized

Series

2023DT,

3.875%,

6/01/53,

(AMT),

(Mandatory

Put

6/03/30)

3/30

at

100.00

Aa3  

7,001,260

2,285

Michigan

Strategic

Fund,

Limited

Obligation

Revenue

Bonds,

Graphic

Packaging

International,

LLC

Coated

Recycled

Board

Machine

Project,

Green

Series

2021,

4.000%,

10/01/61,

(AMT),

(Mandatory

Put

10/01/26)

No

Opt.

Call

BB  

2,274,580

1,205

Michigan

Strategic

Fund,

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/27,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-  

1,162,150

Total

Michigan

94,798,621

Minnesota

-

0.9%

17,000

Edina,

Minnesota,

General

Obligation

Bonds,

Series

2022B,

2.000%,

2/01/25

2/24

at

100.00

AAA  

16,609,850

Minneapolis-St.

Paul

Metropolitan

Airports

Commission,

Minnesota,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2014A:

1,830

5.000%,

1/01/24

No

Opt.

Call

A+  

1,845,903

90

5.000%,

1/01/25

1/24

at

100.00

A+  

90,804

1,245

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020B,

2.400%,

1/01/35

7/29

at

100.00

AA+  

1,035,516

2,235

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020E,

2.250%,

7/01/35

7/29

at

100.00

AA+  

1,842,154

4,330

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2020I,

1.875%,

7/01/35

1/30

at

100.00

AA+  

3,500,502

5,595

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021D,

2.000%,

7/01/36

7/30

at

100.00

AA+  

4,511,081

5,045

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021F,

2.000%,

7/01/36

1/31

at

100.00

AA+  

3,891,965

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

140

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

8,415

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Series

2021H,

2.150%,

7/01/36

1/31

at

100.00

AA+  

$

7,263,660

3,285

Minnesota

Housing

Finance

Agency,

Residential

Housing

Finance

Bonds,

Social

Series

2022A,

2.600%,

7/01/37

7/31

at

100.00

AA+  

2,781,869

2,000

Minnesota

Municipal

Gas

Agency,

Commodity

Supply

Revenue

Bonds,

Series

2022A,

4.000%,

12/01/52,

(Mandatory

Put

12/01/27)

9/27

at

100.37

Aa1  

1,999,440

6,820

Minnesota

Public

Facilities

Authority,

State

Clean

Water

Revolving

Fund

Revenue

Bonds,

Series

2016A,

5.000%,

3/01/31

3/26

at

100.00

AAA  

7,180,096

4,315

Minnesota

Rural

Water

Finance

Authority,

Public

Projects

Construction

Notes,

Series

2022,

2.625%,

12/01/23

7/23

at

100.00

N/R  

4,280,566

Total

Minnesota

56,833,406

Mississippi

-

0.9%

2,000

Jackson

County,

Mississippi,

General

Obligation

Bonds,

Water

System

Variable

Rate,

Refunding

Series

1994,

2.750%,

11/01/24,

(Mandatory

Put

8/01/23)

8/23

at

100.00

Aa2  

2,000,000

7,500

Lowndes

County,

Mississippi,

Solid

Waste

Disposal

and

Pollution

Control

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Series

2022,

2.650%,

4/01/37,

(Mandatory

Put

4/01/27)

4/27

at

100.00

BBB  

7,166,400

6,865

Mississippi

Business

Finance

Corporation,

Pollution

Control

Revenue,

Mississippi

Power,

Series

2002,

3.200%,

9/01/28

3/24

at

100.00

A-  

6,755,298

1,000

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020A,

2.250%,

12/01/35

6/29

at

100.00

Aaa  

822,110

615

Mississippi

Home

Corporation,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.800%,

12/01/35

6/30

at

100.00

Aaa  

478,888

9,750

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Refunding

Series

2020A-1,

5.000%,

9/01/44,

(Mandatory

Put

9/01/25)

3/25

at

100.00

BBB+  

10,069,703

15,000

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Refunding

Series

2020A-2,

3.150%,

9/01/36,

(Mandatory

Put

8/30/23)

No

Opt.

Call

BBB+  

14,980,350

3,680

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Series

2015A,

5.000%,

9/01/24

No

Opt.

Call

BBB+  

3,725,779

3,395

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

North

Mississippi

Health

Services,

Series

2020-II,

5.000%,

10/01/40,

(Mandatory

Put

3/01/27)

12/26

at

100.00

AA  

3,546,247

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2019A:

250

5.000%,

10/15/23

No

Opt.

Call

A+  

251,032

205

5.000%,

10/15/24

No

Opt.

Call

A+  

209,170

1,500

5.000%,

10/15/26

No

Opt.

Call

A+  

1,569,795

Total

Mississippi

51,574,772

Missouri

-

1.1%

755

Branson

Industrial

Development

Authority,

Missouri,

Tax

Increment

Revenue

Bonds,

Branson

Shoppes

Redevelopment

Project,

Refunding

Series

2017A,

4.000%,

11/01/23

No

Opt.

Call

N/R  

753,558

5,260

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Refunding

Series

1998A,

2.900%,

9/01/33

7/27

at

102.00

A  

4,973,225

11,000

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998B,

2.900%,

9/01/33

7/27

at

102.00

A  

10,400,280

141

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

5,195

Missouri

Environmental

Improvement

and

Energy

Resources

Authority,

Revenue

Bonds,

Union

Electric

Company

Project,

Series

1998C,

2.750%,

9/01/33

6/27

at

102.00

A  

$

4,865,949

10,065

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Series

2021B,

4.000%,

5/01/51,

(Mandatory

Put

5/01/26)

No

Opt.

Call

AA  

10,235,501

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

SSM

Health

Care,

Series

2022A:

1,165

5.000%,

6/01/25

No

Opt.

Call

AA-  

1,198,284

1,600

5.000%,

6/01/26

No

Opt.

Call

AA-  

1,673,696

1,320

5.000%,

6/01/27

No

Opt.

Call

AA-  

1,404,902

755

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2019C,

2.500%,

11/01/34

5/29

at

100.00

AA+  

643,864

1,065

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021A,

1.950%,

11/01/36

5/30

at

100.00

AA+  

760,825

1,890

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2021B,

1.800%,

11/01/36

5/30

at

100.00

AA+  

1,445,548

Missouri

Joint

Municipal

Electric

Utility

Commission,

Power

Project

Revenue

Bonds,

Plum

Point

Project,

Refunding

Series

2014A:

2,420

5.000%,

1/01/25

No

Opt.

Call

A  

2,479,532

5,100

5.000%,

1/01/26

1/25

at

100.00

A  

5,220,972

20,000

Missouri

Public

Utilities

Commission,

Interim

Construction

Notes,

Series

2022,

0.750%,

8/01/23,

(ETM)

7/23

at

100.00

N/R  (4)

19,943,200

855

Saint

Louis,

Missouri,

Airport

Revenue

Bonds,

Lambert-St.

Louis

International

Airport,

Refunding

Series

2023B,

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

A2  

865,482

Total

Missouri

66,864,818

Montana

-

0.7%

31,390

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2016,

2.000%,

8/01/23,

(ETM)

No

Opt.

Call

A-  (4)

31,360,493

Gallatin

County,

Montana,

General

Obligation

Bonds,

Series

2023:

1,365

5.000%,

7/01/33

No

Opt.

Call

AA+  

1,621,729

1,300

5.000%,

7/01/35

7/33

at

100.00

AA+  

1,525,485

Lewis

and

Clark

County

School

District

9

East

Helena,

Montana,

General

Obligation

Bonds,

School

Building

Series

2018:

1,000

5.000%,

7/01/27

No

Opt.

Call

A+  

1,076,910

1,055

5.000%,

7/01/28

No

Opt.

Call

A+  

1,156,649

1,335

5.000%,

7/01/29

7/28

at

100.00

A+  

1,470,730

750

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021A-1,

1.850%,

12/01/36

6/30

at

100.00

AA+  

599,520

500

Montana

Board

of

Housing,

Single

Family

Mortgage

Bonds,

Series

2021B,

1.850%,

12/01/36

12/30

at

100.00

AA+  

375,295

Total

Montana

39,186,811

National

-

0.0%

2,714

Freddie

Mac

Multi-Family

ML

Certificates,

Series

ML

05,

Series

2019A,

3.400%,

1/25/36

No

Opt.

Call

AA+  

2,492,458

Total

National

2,492,458

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

142

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nebraska

-

0.7%

$

8,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

4

Revenue

Bonds,

Series

2018A,

5.000%,

3/01/50,

(Mandatory

Put

1/01/24)

10/23

at

100.43

A2  

$

8,033,440

4,545

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

Revenue

Bonds,

Project

5,

Series

2022-1,

5.000%,

5/01/53,

(Mandatory

Put

10/01/29)

7/29

at

100.22

A2  

4,714,665

4,890

Central

Plains

Energy

Project,

Nebraska,

Gas

Supply

Revenue

Bonds,

Refunding

Series

2019,

4.000%,

12/01/49,

(Mandatory

Put

8/01/25)

5/25

at

100.50

Aa1  

4,892,103

815

Douglas

County

Hospital

Authority

2,

Nebraska,

Health

Facilities

Revenue

Bonds,

Children's

Hospital

Obligated

Group,

Series

2020B,

5.000%,

11/15/53,

(Mandatory

Put

11/15/25)

8/25

at

100.00

AA-  

836,060

1,915

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2019D,

2.600%,

9/01/34

3/29

at

100.00

AA+  

1,698,796

8,620

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2020A,

2.350%,

9/01/35

3/29

at

100.00

AAA  

7,084,088

2,455

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021A,

1.850%,

9/01/35

3/30

at

100.00

AAA  

1,848,836

3,555

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2021C,

2.100%,

9/01/36

9/30

at

100.00

AAA  

2,825,407

1,630

Sarpy

County

School

District

037

Gretna

Public

Schools,

Nebraska,

General

Obligation

Bonds,

Series

2022B,

5.000%,

12/15/27

12/25

at

100.00

AA-  

1,700,889

6,450

Washington

County,

Nebraska,

Wastewater

and

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Cargill

Inc.

Project,

Variable

Rate

Demand

Series

2012,

0.900%,

9/01/30,

(AMT),

(Mandatory

Put

9/01/25)

No

Opt.

Call

A  

6,100,023

Total

Nebraska

39,734,307

Nevada

-

1.3%

8,640

Clark

County

School

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Building

Series

2018B,

5.000%,

6/15/25

No

Opt.

Call

AA-  

8,933,414

1,000

Clark

County

School

District,

Nevada,

General

Obligation

Bonds,

Limited

Tax

Building

Series

2020A,

3.000%,

6/15/24

-

AGM

Insured

No

Opt.

Call

AA  

997,450

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Junior

Subordinate

Lien

Notes

Series

2021B:

2,050

5.000%,

7/01/24,

(AMT)

No

Opt.

Call

A1  

2,073,144

6,380

5.000%,

7/01/27,

(AMT)

No

Opt.

Call

A1  

6,718,268

19,325

Clark

County,

Nevada,

Airport

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2019D,

5.000%,

7/01/26

No

Opt.

Call

Aa3  

20,438,507

3,500

Clark

County,

Nevada,

Pollution

Control

Revenue

Bonds,

Nevada

Power

Company

Project,

Refunding

Series

2017,

3.750%,

1/01/36,

(Mandatory

Put

3/31/26)

3/26

at

100.00

A+  

3,513,125

26,110

Director

of

Nevada

State

Department

of

Business

and

Industry,

Revenue

Bonds,

Brightline

West

Passenger

Rail

Project,

Series

2020A,

3.700%,

1/01/50,

(AMT),

(Mandatory

Put

1/31/24)

7/23

at

100.00

N/R  

26,008,171

Las

Vegas

Convention

and

Visitors

Authority,

Nevada,

Revenue

Bonds,

Refunding

Series

2017B:

840

5.000%,

7/01/23

No

Opt.

Call

AA-  

840,000

950

5.000%,

7/01/25

No

Opt.

Call

AA-  

980,628

2,275

Nevada

Housing

Division,

Multi-Unit

Housing

Revenue

Bonds,

Wood

Creek

Apartments

Project,

Series

2022,

5.000%,

12/01/25,

(Mandatory

Put

12/01/24)

12/24

at

100.00

Aaa  

2,305,439

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021A:

1,970

1.850%,

10/01/33

10/30

at

100.00

AA+  

1,642,507

1,970

2.000%,

10/01/36

10/30

at

100.00

AA+  

1,612,071

143

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

$

3,000

Nevada

Housing

Division,

Single

Family

Housing

Mortgage

Revenue

Bonds,

Refunding

Series

2021B,

2.200%,

10/01/36

10/30

at

100.00

AA+  

$

2,395,590

Total

Nevada

78,458,314

New

Hampshire

-

0.4%

8,420

National

Finance

Authority,

New

Hampshire,

Pollution

Control

Revenue

Bonds,

New

York

State

Electric

&

Gas

Corporation

Project,

Refunding

Series

2022A,

4.000%,

12/01/28,

(AMT)

No

Opt.

Call

A-  

8,409,054

13,115

New

Hampshire

Business

Finance

Authority,

Pollution

Control

Revenue

Bonds,

United

Illuminating

Company,

Refunding

Series

2003A,

2.800%,

10/01/33,

(Mandatory

Put

10/02/23)

No

Opt.

Call

A  

13,085,098

Total

New

Hampshire

21,494,152

New

Jersey

-

3.0%

10,299

Cherry

Hill

Township,

Camden

County,

New

Jersey,

General

Obligation

Bonds,

Bond

Anticipation

Note

Series

2022,

5.000%,

10/23/23

No

Opt.

Call

N/R  

10,341,834

Delran

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

1,000

2.000%,

10/15/27

No

Opt.

Call

AA  

932,610

1,000

2.000%,

10/15/28

No

Opt.

Call

AA  

915,030

1,000

2.000%,

10/15/29

No

Opt.

Call

AA  

903,730

630

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT),

(ETM)

No

Opt.

Call

N/R  (4)

635,601

Gloucester

Township,

New

Jersey,

General

Obligation

Bonds,

Series

2019:

3,640

2.000%,

2/01/26

-

BAM

Insured

No

Opt.

Call

AA  

3,423,129

3,975

2.000%,

2/01/27

-

BAM

Insured

No

Opt.

Call

AA  

3,681,208

1,310

Mahwah

Township,

Bergen

County,

New

Jersey,

General

Improvement,

Water

and

Sewer

Utility

Bonds,

Series

2023,

1.000%,

1/15/25

No

Opt.

Call

AAA  

1,259,041

400

Middlesex

County

Improvement

Authority,

New

Jersey,

County

Guaranteed

Capital

Equipment

&

Improvement

Bonds,

Series

2022,

5.000%,

9/15/25

No

Opt.

Call

AAA  

417,180

6,015

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

Baa3  

5,828,234

10,545

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Municipal

Rehabilitation,

Refunding

Series

2019A,

5.250%,

4/01/25

No

Opt.

Call

A-  

10,815,901

7,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Refunding

Series

2023RRR,

5.000%,

6/15/26

(WI/DD)

No

Opt.

Call

A2  

7,149,450

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2005N-1:

3,835

5.500%,

9/01/23

-

NPFG

Insured

No

Opt.

Call

A2  

3,846,735

2,995

5.500%,

9/01/27

-

NPFG

Insured

No

Opt.

Call

A2  

3,258,620

6,135

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2018EEE,

5.000%,

6/15/33,

(Pre-refunded

12/15/28)

12/28

at

100.00

A2  (4)

6,855,985

300

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Social

Series

2021QQQ,

5.000%,

6/15/24

No

Opt.

Call

A2  

304,470

1,300

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999,

5.250%,

9/15/29,

(AMT)

7/23

at

101.00

BB-  

1,303,705

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

144

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

9,180

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020E,

0.850%,

12/01/25,

(AMT)

No

Opt.

Call

A+  

$

8,293,212

2,600

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Inspira

Health

Obligated

Group

Issue,

Refunding

Series

2016A,

5.000%,

7/01/29

7/26

at

100.00

AA-  

2,711,852

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Multifamily

Revenue

Bonds,

Series

2021B:

3,500

0.650%,

5/01/24

No

Opt.

Call

AA-  

3,418,450

6,335

0.750%,

11/01/24

No

Opt.

Call

AA-  

6,111,438

New

Jersey

Housing

and

Mortgage

Finance

Agency,

Single

Family

Housing

Revenue

Bonds,

Social

Series

2022I:

2,515

2.650%,

10/01/24

No

Opt.

Call

AA  

2,490,454

2,915

2.750%,

4/01/25

No

Opt.

Call

AA  

2,877,017

New

Jersey

State,

General

Obligation

Bonds,

Covid-19

Emergency

Series

2020A:

1,405

5.000%,

6/01/24

No

Opt.

Call

A1  

1,428,393

3,665

5.000%,

6/01/25

No

Opt.

Call

A1  

3,795,071

1,085

4.000%,

6/01/30

No

Opt.

Call

A1  

1,152,682

1,035

4.000%,

6/01/31

No

Opt.

Call

A1  

1,106,674

New

Jersey

Transportation

Trust

Fund

Authority,

Federal

Highway

Reimbursement

Revenue

Notes,

Series

2018A:

4,370

5.000%,

6/15/24

No

Opt.

Call

A+  

4,439,177

5,220

5.000%,

6/15/28

6/26

at

100.00

A+  

5,466,279

3,070

5.000%,

6/15/29

6/26

at

100.00

A+  

3,214,843

12,185

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019A,

5.000%,

12/15/25

No

Opt.

Call

A2  

12,633,408

3,645

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/32

12/28

at

100.00

A2  

3,955,445

Newark

Board

of

Education,

Essex

County,

New

Jersey,

General

Obligation

Bonds,

School

Energy

Savings

Series

2021:

350

5.000%,

7/15/23

No

Opt.

Call

A-  

350,158

500

5.000%,

7/15/24

No

Opt.

Call

A-  

508,045

560

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Chambers

Project,

Refunding

Series

2014A,

5.000%,

12/01/23,

(AMT),

(ETM)

No

Opt.

Call

N/R  (4)

563,483

3,200

Salem

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Philadelphia

Electric

Company

Project

Series

1993A,

4.450%,

3/01/25,

(AMT)

No

Opt.

Call

BBB  

3,202,848

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A:

9,420

5.000%,

6/01/24

No

Opt.

Call

A  

9,528,518

8,215

5.000%,

6/01/26

No

Opt.

Call

A  

8,573,338

5,940

5.000%,

6/01/27

No

Opt.

Call

A  

6,285,233

9,650

5.000%,

6/01/29

6/28

at

100.00

A  

10,356,766

2,385

4.000%,

6/01/37

6/28

at

100.00

A-  

2,399,716

6,795

Toms

River

Board

of

Education,

Ocean

County,

New

Jersey,

General

Obligation

Bonds,

Regional

Schools

Series

2019,

2.250%,

7/15/28

7/26

at

100.00

AA-  

6,346,190

6,710

Union

County,

New

Jersey,

General

Obligation

Bonds,

Series

2018,

3.000%,

3/01/28

9/25

at

100.00

Aaa  

6,698,861

Total

New

Jersey

179,780,014

145

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

-

1.0%

$

13,620

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010A,

0.875%,

6/01/40,

(Mandatory

Put

10/01/26)

No

Opt.

Call

BBB  

$

12,064,323

10,000

Farmington,

New

Mexico,

Pollution

Control

Revenue

Bonds,

Public

Service

Company

of

New

Mexico

San

Juan

Project,

Refunding

Series

2010B,

3.000%,

6/01/40,

(Mandatory

Put

6/01/24)

No

Opt.

Call

BBB  

9,896,200

New

Mexico

Finance

Authority,

State

Transportation

Revenue

Bonds,

State

Transportation

Commission  Refunding

Senior

Lien,

Series

2022A:

16,320

5.000%,

6/15/25

No

Opt.

Call

AA+  

16,927,430

11,845

5.000%,

6/15/26

No

Opt.

Call

AA+  

12,549,896

1,695

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2019D,

2.800%,

7/01/34

1/29

at

100.00

Aaa  

1,516,805

1,990

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021A,

1.950%,

7/01/36

7/30

at

100.00

Aaa  

1,568,120

985

New

Mexico

Mortgage

Finance

Authority,

Single

Family

Mortgage

Program

Bonds,

Class

1

Series

2021C,

1.875%,

7/01/36

7/30

at

100.00

Aaa  

777,116

San

Juan

County,

New

Mexico,

Gross

Receipts

Tax

Revenue

Bonds,

Refunding

Series

2015A:

1,625

5.000%,

6/15/24

No

Opt.

Call

A+  

1,647,701

1,690

5.000%,

6/15/25

No

Opt.

Call

A+  

1,746,429

1,760

5.000%,

6/15/26

6/25

at

100.00

A+  

1,815,071

534

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022,

3.750%,

5/01/28,

144A

No

Opt.

Call

N/R  

505,239

Total

New

Mexico

61,014,330

New

York

-

8.0%

10,000

Chautauqua

County

Capital

Resource

Corporation,

New

York,

Facilities

Revenue

Bonds,

NRG

Energy

Project

Refunding

Series

2020,

4.250%,

4/01/42,

(Mandatory

Put

4/03/28)

No

Opt.

Call

BBB-  

9,872,400

1,725

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Montefiore

Obligated

Group,

Series

2020A,

5.000%,

9/01/27

No

Opt.

Call

BBB-  

1,732,676

5,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-1,

1.800%,

5/01/48,

(Mandatory

Put

11/01/28)

5/28

at

100.00

A-  

4,594,700

500

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Northwell

Healthcare

Inc,

Series

2019B-3,

5.000%,

5/01/48,

(Mandatory

Put

5/01/26)

11/25

at

100.00

A-  

515,050

530

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Hospitals

Center,

Series

2014,

5.000%,

7/01/23

No

Opt.

Call

A+  

530,000

2,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Orange

Regional

Medical

Center

Obligated

Group,

Series

2017,

5.000%,

12/01/23,

144A

No

Opt.

Call

BBB-  

2,000,300

1,015

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Rochester

Institute

of

Technology,

Series

2020A.  Forward

Delivery,

5.000%,

7/01/25

No

Opt.

Call

A1  

1,054,078

10,000

Grand

Island,

New

York,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2022,

4.000%,

10/06/23

No

Opt.

Call

N/R  

10,011,500

4,310

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Mandatory

Tender

Series

2020B,

0.850%,

9/01/50,

(Mandatory

Put

9/01/25)

3/25

at

100.00

A  

4,039,203

11,850

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Notes

Series

2021,

1.000%,

9/01/25

9/23

at

100.00

A  

11,030,454

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

146

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

5,020

Metropolitan

Transportation

Authority,

New

York,

Dedicated

Tax

Fund

Bonds,

Climate

Bond

Certified,

Refunding

Green

Series

2016B-2,

5.000%,

11/15/32

11/26

at

100.00

AA  

$

5,339,423

1,390

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2017B,

5.000%,

11/15/23

No

Opt.

Call

A3  

1,396,033

5,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2017C-1,

5.000%,

11/15/26

No

Opt.

Call

A3  

5,218,650

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E:

1,500

5.000%,

11/15/30

No

Opt.

Call

A3  

1,643,505

2,250

5.000%,

11/15/32

11/30

at

100.00

A3  

2,479,725

10,850

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2015C-1,

5.250%,

11/15/29

11/25

at

100.00

A3  

11,233,114

6,100

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Variable

Rate

Demand

Obligations,

Series

2005D-1,

3.720%,

11/01/35,

(Mandatory

Put

4/01/24)

(SOFR*0.67%

reference

rate

+

0.330%

spread)

(5)

1/24

at

100.00

A3  

6,058,276

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014B:

2,010

5.000%,

7/01/23

No

Opt.

Call

A-  

2,010,000

1,075

5.000%,

7/01/24

No

Opt.

Call

A-  

1,087,975

685

5.000%,

7/01/25

7/24

at

100.00

A-  

693,891

1,065

5.000%,

7/01/26

7/24

at

100.00

A-  

1,079,857

1,500

5.000%,

7/01/27

7/24

at

100.00

A-  

1,522,365

10,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Green

Series

2023A-2,

3.700%,

5/01/63,

(Mandatory

Put

12/30/27)

12/25

at

100.00

AA+  

10,003,900

10,200

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Development

Green

Bond

2021K-2,

0.900%,

11/01/60,

(Mandatory

Put

1/01/26)

10/24

at

100.00

AA+  

9,346,464

5,760

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2020D-1B,

2.000%,

11/01/35

5/28

at

100.00

AA+  

4,440,730

2,705

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2020D-2,

0.700%,

5/01/60,

(Mandatory

Put

11/01/24)

7/23

at

100.00

AA+  

2,569,344

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019A-3A:

3,470

3.450%,

11/01/34

2/27

at

100.00

AA+  

3,372,840

10,140

1.125%,

5/01/60,

(Mandatory

Put

11/01/24)

7/23

at

100.00

AA+  

9,748,697

3,010

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Series

2019G-1B,

2.550%,

11/01/34

5/27

at

100.00

AA+  

2,614,245

1,080

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

The

Churchill

School

and

Center

for

Learning

Disabilities

Inc.,

Short

Term

Auction

Rate

Series

1999,

2.250%,

10/01/29

-

AGM

Insured

No

Opt.

Call

AA  

1,004,432

1,000

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A,

5.000%,

1/01/24

-

AGM

Insured

No

Opt.

Call

AA  

1,008,010

147

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

8,845

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

A,

5.000%,

11/01/28

No

Opt.

Call

AAA  

$

9,818,569

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023B-1:

7,525

5.000%,

11/01/24

No

Opt.

Call

AAA  

7,718,016

2,100

5.000%,

11/01/25

No

Opt.

Call

AAA  

2,194,668

4,340

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2017

Series

A-1,

5.000%,

8/01/33

8/26

at

100.00

AA  

4,575,836

27,500

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2020

Series

C-1,

5.000%,

8/01/27

No

Opt.

Call

AA  

29,762,425

10,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2022

Series

B-1,

5.000%,

8/01/25

No

Opt.

Call

AA  

10,384,500

3,125

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

1,

5.000%,

8/01/26

No

Opt.

Call

AA  

3,317,406

3,750

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

C,

5.000%,

8/01/25

No

Opt.

Call

AA  

3,894,187

4,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

D,

5.000%,

8/01/25

No

Opt.

Call

AA  

4,153,800

5,000

New

York

State

Energy

Research

and

Development

Authority,

Pollution

Control

Revenue

Bonds,

Rochester

Gas

and

Electric

Corporation,

Series

2004A,

2.875%,

5/15/32,

(Mandatory

Put

7/01/25)

No

Opt.

Call

A  

4,950,750

45,000

New

York

State

Energy

Research

and

Development

Authority,

Pollution

Control

Revenue

Bonds,

Rochester

Gas

and

Electric

Corporation,

Series

2004B,

3.000%,

5/15/32,

(AMT),

(Mandatory

Put

7/01/25)

No

Opt.

Call

A  

44,663,850

6,890

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020J,

0.750%,

5/01/25

7/23

at

100.00

Aa2  

6,429,955

14,650

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2020L-2,

0.750%,

11/01/25

7/23

at

100.00

Aa2  

13,477,268

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Green

Series

2021J-2:

5,940

1.000%,

11/01/61,

(Mandatory

Put

11/01/26)

9/23

at

100.00

Aa2  

5,391,025

5,000

1.100%,

11/01/61,

(Mandatory

Put

5/01/27)

6/24

at

100.00

Aa2  

4,431,150

10,055

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Green

Series

2022A-2,

2.500%,

11/01/60,

(Mandatory

Put

5/01/27)

3/24

at

100.00

Aa2  

9,589,051

8,065

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2019C,

3.500%,

11/01/34

5/28

at

100.00

Aa2  

7,825,308

4,185

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Refunding

Series

2020H,

2.100%,

11/01/35

5/29

at

100.00

Aa2  

3,317,533

6,670

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Sustainability

Series

2023C-2,

3.800%,

11/01/62,

(Mandatory

Put

5/01/29)

8/25

at

100.00

Aa2  

6,678,804

9,485

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

223,

2.650%,

10/01/34

10/28

at

100.00

Aa1  

8,260,012

2,415

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

225,

2.000%,

10/01/35

10/29

at

100.00

Aa1  

1,866,747

3,460

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

227,

2.100%,

10/01/35

10/29

at

100.00

Aa1  

2,778,380

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

148

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Series

231:

$

3,425

2.000%,

10/01/33

4/30

at

100.00

Aa1  

$

2,859,807

9,990

2.200%,

10/01/36

4/30

at

100.00

Aa1  

7,674,917

4,640

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

239,

2.200%,

10/01/36

10/30

at

100.00

Aa1  

3,584,400

16,400

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

242,

2.950%,

10/01/37

4/31

at

100.00

Aa1  

13,930,488

6,000

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%,

8/01/26,

(AMT)

7/23

at

100.00

B  

6,010,140

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2022:

5,000

5.000%,

12/01/27,

(AMT)

No

Opt.

Call

Baa1  

5,239,400

2,000

5.000%,

12/01/28,

(AMT)

No

Opt.

Call

Baa1  

2,117,580

2,000

5.000%,

12/01/29,

(AMT)

No

Opt.

Call

Baa1  

2,135,760

3,015

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.000%,

10/01/30,

(AMT)

No

Opt.

Call

Baa3  

3,011,231

Oyster

Bay,

Nassau

County,

New

York,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2022:

1,000

5.000%,

8/01/25

-

AGM

Insured

No

Opt.

Call

AA  

1,040,080

1,060

5.000%,

8/01/26

-

AGM

Insured

No

Opt.

Call

AA  

1,126,547

1,000

5.000%,

8/01/27

-

AGM

Insured

No

Opt.

Call

AA  

1,086,680

4,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Second

Series

2017,

5.000%,

10/15/33,

(AMT)

4/27

at

100.00

AA-  

4,191,680

5,000

Rye

City

School

District,

Westchester

County,

New

York,

General

Obligation

Bonds,

Series

2023,

5.000%,

6/28/24

No

Opt.

Call

N/R  

5,072,600

10,475

Saratoga

County,

New

York,

General

Obligation

Bonds,

Anticipation

Notes

Series

2022,

4.000%,

9/22/23

No

Opt.

Call

N/R  

10,476,640

Suffolk

County

Economic

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014:

520

5.000%,

7/01/25

7/24

at

100.00

A-  

526,750

500

5.000%,

7/01/27

7/24

at

100.00

A-  

507,455

Suffolk

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A-2:

1,170

5.000%,

6/01/24

No

Opt.

Call

A  

1,185,456

2,370

5.000%,

6/01/25

No

Opt.

Call

A  

2,436,170

2,220

5.000%,

6/01/26

No

Opt.

Call

A  

2,315,016

2,200

5.000%,

6/01/28

No

Opt.

Call

A  

2,355,672

2,450

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

Variable

Rate

Demand

Obligation

Series

2005B-3

&

2005B-4,

3.764%,

1/01/32,

(Mandatory

Put

2/01/24)

(SOFR*0.67%

reference

rate

+

0.380%

spread)

(5)

11/23

at

100.00

AA-  

2,436,035

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Refunding

Series

2023A:

5,000

5.000%,

11/15/25

No

Opt.

Call

AA-  

5,232,100

15,000

5.000%,

11/15/26

No

Opt.

Call

AA-  

16,024,800

23,125

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bond

Anticipation

Notes,

Series

2022A,

5.000%,

8/15/24

No

Opt.

Call

N/R  

23,555,588

149

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

18,100

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

MTA

Bridges

and

Tunnels,

Senior

Lien

Green

Climate

Bond

Certified

Series

2022E-1,

5.000%,

11/15/27

8/27

at

100.00

AA+  

$

19,678,320

1,925

TSASC

Inc.,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Fiscal

2017

Series

A,

5.000%,

6/01/26

No

Opt.

Call

A  

1,993,241

5,325

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv,

Series

2021SD,

2.875%,

7/01/26,

144A

No

Opt.

Call

N/R  

5,081,328

2,510

Yonkers,

New

York,

General

Obligation

Bonds,

Series

2012C,

3.000%,

8/15/23

No

Opt.

Call

A+  

2,508,444

Total

New

York

480,125,402

North

Carolina

-

0.7%

6,000

Charlotte,

North

Carolina,

Water

and

Sewer

System

Revenue

Bonds,

Refunding

Series

2022A,

5.000%,

7/01/24

No

Opt.

Call

AAA  

6,112,200

3,800

Charlotte-Mecklenburg

Hospital

Authority,

North

Carolina,

Health

Care

Revenue

Bonds,

Doing

Business

as

Atrium

Health,

Variable

Rate

Series

2018C,

3.450%,

1/15/48,

(Mandatory

Put

10/31/25)

No

Opt.

Call

AA  

3,788,562

5,000

Charlotte-Mecklenburg

Hospital

Authority,

North

Carolina,

Health

Care

Revenue

Bonds,

Doing

Business

as

Atrium

Health,

Variable

Rate

Series

2018E,

0.800%,

1/15/48,

(Mandatory

Put

10/31/25)

No

Opt.

Call

AA  

4,606,200

1,615

Columbus

County

Industrial

Facilities

and

Pollution

Control

Financing

Authority,

North

Carolina,

Recovery

Zone

Facility

Bonds,

International

Paper

Company

Project,

Refunding

Series

2020A,

1.375%,

5/01/34,

(Mandatory

Put

6/16/25)

No

Opt.

Call

BBB  

1,539,515

810

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2019-42,

2.450%,

7/01/34

7/28

at

100.00

AA+  

660,312

2,755

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2020-43,

2.625%,

1/01/35

1/29

at

100.00

AA+  

2,414,262

5,000

North

Carolina

Housing

Finance

Agency,

Home

Ownership

Revenue

Bonds,

1998

Trust

Agreement,

Series

2021-47,

2.000%,

7/01/36

7/30

at

100.00

AA+  

3,943,200

North

Carolina

Municipal

Power

Agency

1,

Catawba

Electric

Revenue

Bonds,

Refunding

Series

2015A:

3,125

5.000%,

1/01/26

No

Opt.

Call

A  

3,266,844

2,755

5.000%,

1/01/27

1/26

at

100.00

A  

2,883,713

2,000

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Bond

Anticipation

Bond

Senior

Lien

Series

2020,

5.000%,

2/01/24,

(ETM)

No

Opt.

Call

BBB  (4)

2,020,040

3,285

Raleigh,

North

Carolina,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

4/01/26

No

Opt.

Call

AAA  

3,469,124

5,010

Wake

County,

North

Carolina,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

5/01/25

No

Opt.

Call

AAA  

5,188,707

Total

North

Carolina

39,892,679

North

Dakota

-

0.8%

8,450

Cass

County

Joint

Water

Reserve

District,

North

Dakota,

Temporary

Improvement  Special

Assessment

Bonds,

Refunding

Series

2021A,

0.480%,

5/01/24

7/23

at

100.00

Aa3  

8,134,815

6,905

City

of

Horace,

North

Dakota,

Temporary

Refunding

Improvement

Bonds,

Series

2022A,

3.250%,

8/01/24

8/23

at

100.00

Baa3  

6,793,622

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2017A:

920

5.000%,

12/01/23

No

Opt.

Call

Baa3  

923,984

1,655

5.000%,

12/01/25

No

Opt.

Call

Baa3  

1,672,361

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

150

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Dakota

(continued)

$

2,380

5.000%,

12/01/26

No

Opt.

Call

Baa3  

$

2,424,815

2,550

Grand

Forks,

North

Dakota,

Health

Care

System

Revenue

Bonds,

Altru

Health

System

Obligated

Group,

Series

2021,

5.000%,

12/01/27

No

Opt.

Call

Baa3  

2,622,037

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2021:

200

3.000%,

5/01/25

No

Opt.

Call

Baa3  

192,470

225

4.000%,

5/01/27

No

Opt.

Call

Baa3  

221,479

500

3.000%,

5/01/28

5/27

at

100.00

Baa3  

463,215

400

3.000%,

5/01/29

5/27

at

100.00

Baa3  

368,468

430

3.000%,

5/01/30

5/27

at

100.00

Baa3  

392,358

355

3.000%,

5/01/32

5/27

at

100.00

Baa3  

317,473

5,815

Horace,

Cass

County,

North

Dakota,

General

Obligation

Bonds,

Refunding

Improvement

Series

2023B,,

5.125%,

7/01/25

7/24

at

100.00

Baa3  

5,817,907

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2019C:

6,190

2.800%,

7/01/32

7/28

at

100.00

Aa1  

5,678,149

1,570

3.000%,

7/01/34

7/28

at

100.00

Aa1  

1,385,572

2,500

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020A,

2.700%,

7/01/35

7/29

at

100.00

Aa1  

2,331,325

3,250

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2020B,

2.100%,

7/01/35

1/30

at

100.00

Aa1  

2,655,640

3,600

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Series

2021A,

2.050%,

7/01/36

7/30

at

100.00

Aa1  

2,857,068

2,540

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2021B,

2.300%,

7/01/36

1/31

at

100.00

Aa1  

2,079,219

Total

North

Dakota

47,331,977

Ohio

-

4.8%

Buckeye

Tobacco

Settlement

Financing

Authority,

Ohio,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A-2

Class

1:

17,865

5.000%,

6/01/28

No

Opt.

Call

A  

18,966,913

6,420

5.000%,

6/01/29

No

Opt.

Call

A  

6,910,616

9,435

5.000%,

6/01/30

No

Opt.

Call

A  

10,269,243

13,115

5.000%,

6/01/31

6/30

at

100.00

A  

14,277,513

6,620

5.000%,

6/01/33

6/30

at

100.00

A-  

7,192,431

7,370

5.000%,

6/01/34

6/30

at

100.00

A-  

7,988,343

11,530

5.000%,

6/01/35

6/30

at

100.00

A-  

12,407,318

1,520

4.000%,

6/01/37

6/30

at

100.00

A-  

1,520,274

2,525

4.000%,

6/01/38

6/30

at

100.00

A-  

2,503,184

1,015

4.000%,

6/01/39

6/30

at

100.00

A-  

998,598

Chillicothe,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Adena

Health

System

Obligated

Group

Project,

Refunding

&

Improvement

Series

2017:

1,225

5.000%,

12/01/24

No

Opt.

Call

A-  

1,248,287

1,000

5.000%,

12/01/25

No

Opt.

Call

A-  

1,034,220

5,290

Columbus,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Series

2018A,

5.000%,

4/01/30

10/28

at

100.00

AAA  

5,896,763

875

Cuyahoga

Falls

City

School

District,

Summit

County,

Ohio,

General

Obligation

Bonds,

School

Improvement

Series

2021,

3.000%,

12/01/23

-

BAM

Insured

No

Opt.

Call

AA  

873,626

1,000

Franklin

County

Convention

Facilities

Authority,

Ohio,

Excise

Tax

and

Lease

Revenue

Bonds,

Columbus

City

&

Franklin

County

Lessees,

Refunding

Anticipation

Series

2014,

5.000%,

12/01/23,

(ETM)

No

Opt.

Call

Aa2  (4)

1,007,240

151

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

1,000

Mahoning

County,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Notes,

Series

2022,

4.000%,

8/31/23

No

Opt.

Call

N/R  

$

999,990

5,120

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/23

(7)

No

Opt.

Call

N/R  

51

4,385

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

9/01/23

No

Opt.

Call

N/R  

44

35,230

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(7)

No

Opt.

Call

N/R  

352

1,015

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(7)

No

Opt.

Call

N/R  

10

35

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005B,

3.125%,

1/01/34

(7)

No

Opt.

Call

N/R  

0

2,525

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

(7)

No

Opt.

Call

N/R  

25

10,660

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005A,

2.100%,

1/01/29,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

10,313,870

18,950

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005B,

2.100%,

7/01/28,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

18,334,694

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2005D,

2.100%,

10/01/28,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

967,530

15,750

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007A,

2.500%,

8/01/40,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+  

13,693,523

10,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

BBB+  

8,709,000

2,285

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014A,

2.400%,

12/01/38,

(Mandatory

Put

10/01/29)

10/24

at

100.00

BBB+  

1,990,212

11,860

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014B,

2.600%,

6/01/41,

(AMT),

(Mandatory

Put

10/01/29)

10/24

at

100.00

BBB+  

10,386,039

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014C,

2.100%,

12/01/27,

(AMT),

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

967,530

6,600

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2014D,

1.900%,

5/01/26,

(Mandatory

Put

10/01/24)

No

Opt.

Call

BBB+  

6,369,990

20,250

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Dayton

Power

&

Light

Company

Project,

Refunding

Collateralized

Series

2015A,

4.250%,

11/01/40,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

A3  

20,189,453

10,680

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Duke

Energy

Corporation

Project,

Refunding

Series

2022A,

4.250%,

11/01/39,

(AMT),

(Mandatory

Put

6/01/27)

No

Opt.

Call

BBB  

10,606,522

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

152

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

600

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

Pratt

Paper

Ohio,

LLC

Project,

Series

2017,

3.750%,

1/15/28,

(AMT),

144A

No

Opt.

Call

N/R  

$

591,396

1,330

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019A,

3.500%,

9/01/34

3/28

at

100.00

Aaa  

1,290,366

2,510

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2019B,

2.800%,

9/01/34

9/28

at

100.00

Aaa  

2,155,563

1,470

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2020A,

2.500%,

9/01/35

3/29

at

100.00

Aaa  

1,288,220

3,710

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021A,

2.050%,

9/01/36

3/30

at

100.00

Aaa  

3,012,706

2,925

Ohio

Housing

Finance

Agency,

Residential

Mortgage

Revenue

Bonds,

Mortgage-Backed

Securities

Program,

Series

2021C,

2.250%,

9/01/36

9/30

at

100.00

Aaa  

2,435,033

Ohio

State,

General

Obligation

Bonds,

Conservation

Projects

Refunding

Series

2022A:

3,205

4.000%,

9/01/25

No

Opt.

Call

AAA  

3,272,145

1,755

4.000%,

9/01/26

No

Opt.

Call

AAA  

1,814,389

1,785

4.000%,

9/01/27

No

Opt.

Call

AAA  

1,869,948

Ohio

State,

General

Obligation

Bonds,

Infrastructure

Improvement

Refunding

Series

2022B:

6,825

4.000%,

3/01/25

No

Opt.

Call

AAA  

6,932,835

2,000

4.000%,

3/01/26

No

Opt.

Call

AAA  

2,053,840

2,500

4.000%,

3/01/27

No

Opt.

Call

AAA  

2,600,375

Ohio

State,

General

Obligation

Bonds,

Infrastructure

Improvement

Refunding

Series

2022C:

2,210

4.000%,

9/01/25

No

Opt.

Call

AAA  

2,256,299

1,645

4.000%,

9/01/26

No

Opt.

Call

AAA  

1,700,667

3,525

4.000%,

9/01/27

No

Opt.

Call

AAA  

3,692,755

4,640

Ohio

State,

General

Obligation

Bonds,

Infrastructure

Improvement

Series

2022A,

4.000%,

3/01/25

No

Opt.

Call

AAA  

4,713,312

Ohio

State,

General

Obligation

Bonds,

Refunding

Common

Schools

Series

2022A:

4,000

4.000%,

6/15/25

No

Opt.

Call

AAA  

4,075,400

2,800

4.000%,

6/15/26

No

Opt.

Call

AAA  

2,886,548

3,750

4.000%,

6/15/27

No

Opt.

Call

AAA  

3,917,250

2,430

Ohio

State,

Hospital

Revenue

Bonds,

Cleveland

Clinic

Health

System

Obligated

Group,

Series

2019C,

2.750%,

1/01/52,

(Mandatory

Put

5/01/28)

No

Opt.

Call

AA  

2,375,641

26,000

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Series

2018D,

5.000%,

1/15/39,

(Mandatory

Put

9/15/23)

No

Opt.

Call

A  

26,063,180

285

Ohio

State,

Major

New

State

Infrastructure

Project

Revenue

Bonds,

Series

2021-1A,

5.000%,

12/15/24

No

Opt.

Call

AA  

292,806

3,315

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(7)

No

Opt.

Call

N/R  

33

5,380

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(7)

No

Opt.

Call

N/R  

54

1,175

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R  

12

7,135

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(7)

No

Opt.

Call

N/R  

71

153

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

120

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R  

$

1

2,245

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(7)

No

Opt.

Call

N/R  

23

5,675

Ohio

Water

Development

Authority,

Water

Pollution

Control

Loan

Fund

Revenue

Bonds,

Green

Series

2023B,

5.000%,

12/01/36

6/33

at

100.00

AAA  

6,619,944

1,070

Upper

Arlington,

Ohio,

Special

Obligation

Income

Tax

Revenue

Bonds,

Community

Center

Series

2023,

4.000%,

12/01/24

No

Opt.

Call

AAA  

1,083,589

Total

Ohio

285,617,805

Oklahoma

-

4.6%

Blaine

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Watonga

Public

Schools

Project,

Series

2022:

1,000

5.000%,

12/01/31

No

Opt.

Call

A  

1,107,670

1,015

5.000%,

12/01/32

No

Opt.

Call

A  

1,129,543

665

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Refunding

Series

2020,

4.000%,

12/01/24

No

Opt.

Call

A  

671,317

Bryan

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Durant

Public

Schools

Project,

Series

2020:

655

4.000%,

9/01/23

No

Opt.

Call

A  

655,570

1,245

4.000%,

9/01/25

No

Opt.

Call

A  

1,265,878

1,600

2.000%,

9/01/27

No

Opt.

Call

A  

1,491,488

3,000

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Refunding

Series

2021,

3.000%,

9/01/23

No

Opt.

Call

A+  

2,998,140

4,020

Canadian

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Mustang

Public

Schools

Project,

Series

2017,

4.000%,

9/01/24

No

Opt.

Call

A+  

4,052,401

2,415

Cherokee

County,

Oklahoma,

Economic

Development

Authority,

Educational

Facilities

Lease

Revenue

Bonds,

Tahlequah

Public

Schools

Project,

Series

2022,

5.000%,

9/01/24

No

Opt.

Call

A  

2,459,291

9,000

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Moore

Public

Schools

Project,

Series

2021,

4.000%,

6/01/27

No

Opt.

Call

Aa3  

9,276,210

1,330

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Noble

Public

Schools

Project,

Series

2017,

5.000%,

9/01/29

9/27

at

100.00

A  

1,420,294

6,810

Cleveland

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Norman

Public

Schools

Project,

Series

2019.,

5.000%,

6/01/25

No

Opt.

Call

A+  

7,032,551

4,830

Cleveland

County

Independent

School

District

2

Moore,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2020,

1.500%,

3/01/24

No

Opt.

Call

Aa2  

4,745,378

Cleveland

County

Independent

School

District

2

Moore,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022:

8,005

2.000%,

3/01/25

No

Opt.

Call

Aa2  

7,774,536

8,005

2.000%,

3/01/26

No

Opt.

Call

Aa2  

7,642,293

8,010

2.000%,

3/01/27

No

Opt.

Call

Aa2  

7,518,747

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

154

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Cleveland

County

Independent

School

District

29

Norman,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2022:

$

7,525

2.000%,

3/01/25

No

Opt.

Call

Aa3  

$

7,322,427

7,525

2.000%,

3/01/26

No

Opt.

Call

Aa3  

7,184,042

Clinton

Public

Works

Authority,  Oklahoma,

Educational

Facilities,

Lease

Revenue

Bonds,

Series

2022:

1,000

5.000%,

10/01/27

No

Opt.

Call

A-  

1,060,100

1,000

3.250%,

10/01/28

No

Opt.

Call

A-  

985,260

1,000

Comanche

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Elgin

Public

Schools

Project,

Series

2017A,

5.000%,

12/01/24

No

Opt.

Call

A  

1,017,910

4,400

Cushing

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Cushing

Public

Schools

Project,

Series

2022,

5.000%,

9/01/28

No

Opt.

Call

A-  

4,773,252

2,175

Garfield

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Enid

Public

Schools

Project,

Series

2016A,

5.000%,

9/01/26

No

Opt.

Call

A  

2,278,900

Garvin

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Wynnewood

Public

Schools

Project,

Series

2018:

385

5.000%,

9/01/24

No

Opt.

Call

A-  

389,963

310

5.000%,

9/01/25

No

Opt.

Call

A-  

317,821

200

5.000%,

9/01/26

No

Opt.

Call

A-  

208,094

450

5.000%,

9/01/27

No

Opt.

Call

A-  

475,718

510

5.000%,

9/01/29

9/28

at

100.00

A-  

563,769

500

5.000%,

9/01/30

9/28

at

100.00

A-  

553,565

1,100

5.000%,

9/01/31

9/28

at

100.00

A-  

1,217,898

860

5.000%,

9/01/32

9/28

at

100.00

A-  

951,865

Grady

County

School

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Minco

Public

Schools

Project,

Series

2018:

1,305

5.000%,

9/01/31

9/28

at

100.00

A-  

1,400,696

1,000

5.000%,

9/01/32

9/28

at

100.00

A-  

1,074,930

1,300

5.000%,

9/01/33

9/28

at

100.00

A-  

1,396,681

Kay

County

Public

Buildings

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Ponca

City

Public

Schools

Project,

Series

2022:

6,005

5.000%,

9/01/25

No

Opt.

Call

A-  

6,162,811

5,045

5.000%,

9/01/27

No

Opt.

Call

A-  

5,333,322

McClain

County

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Blanchard

Public

Schools

Project,

Series

2019:

510

4.000%,

9/01/23

No

Opt.

Call

A  

510,423

485

4.000%,

9/01/24

No

Opt.

Call

A  

488,099

920

4.000%,

9/01/25

No

Opt.

Call

A  

932,162

1,430

4.000%,

9/01/26

No

Opt.

Call

A  

1,458,014

600

4.000%,

9/01/27

No

Opt.

Call

A  

617,790

700

4.000%,

9/01/28

No

Opt.

Call

A  

724,430

725

4.000%,

9/01/29

No

Opt.

Call

A  

756,944

Okarche

Economic

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Okarche

Public

Schools

Project,

Series

2016:

1,100

5.000%,

9/01/27

9/26

at

100.00

A-  

1,160,984

1,125

5.000%,

9/01/28

9/26

at

100.00

A-  

1,185,986

4,640

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Series

2021,

2.000%,

3/01/24

No

Opt.

Call

AAA  

4,591,187

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Series

2023:

5,760

5.000%,

3/01/25

No

Opt.

Call

AAA  

5,946,106

155

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

5,860

5.000%,

3/01/26

No

Opt.

Call

AAA  

$

6,169,408

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Jones

Public

Schools

Project,

Series

2020:

590

4.000%,

9/01/26

No

Opt.

Call

BBB+  

599,965

1,000

4.000%,

9/01/27

No

Opt.

Call

BBB+  

1,028,860

1,000

4.000%,

9/01/28

No

Opt.

Call

BBB+  

1,030,100

1,000

4.000%,

9/01/29

No

Opt.

Call

BBB+  

1,039,520

1,000

4.000%,

9/01/30

No

Opt.

Call

BBB+  

1,043,520

1,000

4.000%,

9/01/31

9/30

at

100.00

BBB+  

1,043,390

1,000

4.000%,

9/01/32

9/30

at

100.00

BBB+  

1,039,590

Oklahoma

County

Finance

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Western

Heights

Public

Schools

Project,

Series

2018A:

1,300

5.000%,

9/01/23

No

Opt.

Call

A  

1,302,730

3,325

5.000%,

9/01/24

No

Opt.

Call

A  

3,382,190

13,000

Oklahoma

County

Independent

School

District

12

Edmond,

General

Obligation

Bonds,

Combined

Purpose

Series

2022,

2.000%,

3/01/25

No

Opt.

Call

AA+  

12,550,070

5,000

Oklahoma

County

Independent

School

District

89

Oklahoma

City,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2023A,

3.000%,

7/01/26

No

Opt.

Call

AA  

4,986,900

5,000

Oklahoma

County,

Oklahoma,

General

Obligation

Bonds,

Limited

Tax

Series

2023,

4.000%,

5/01/25

No

Opt.

Call

Aa1  

5,074,350

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B:

2,295

5.000%,

8/15/24

No

Opt.

Call

BB-  

2,261,585

1,895

5.000%,

8/15/25

No

Opt.

Call

BB-  

1,898,506

1,900

5.000%,

8/15/26

No

Opt.

Call

BB-  

1,900,703

3,675

5.000%,

8/15/27

No

Opt.

Call

BB-  

3,666,400

1,400

5.000%,

8/15/28

No

Opt.

Call

BB-  

1,388,506

350

5.000%,

8/15/29

8/28

at

100.00

BB-  

342,241

350

Oklahoma

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Homeownership

Loan

Program,

Series

2020A,

2.650%,

9/01/35

3/29

at

100.00

Aaa  

343,991

Pittsburg

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

McAlester

Public

Schools

Project,

Series

2021:

250

4.000%,

12/01/28

No

Opt.

Call

A-  

258,987

325

4.000%,

12/01/29

No

Opt.

Call

A-  

339,475

350

4.000%,

12/01/30

No

Opt.

Call

A-  

367,997

255

4.000%,

12/01/31

No

Opt.

Call

A-  

270,142

275

4.000%,

12/01/32

12/31

at

100.00

A-  

291,440

Pontotoc

County

Educational

Facilities

Authority,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Ada

Public

Schools

Project,

Series

2021:

500

4.000%,

9/01/26

No

Opt.

Call

Baa1  

508,745

600

4.000%,

9/01/28

No

Opt.

Call

Baa1  

619,212

5,255

Rogers

County

Educational

Facilities

Authority,

Oklahoma,

Lease

Revenue

Bonds,

Verdigris

Public

Schools

Project,

Series

2018,

4.000%,

9/01/24

No

Opt.

Call

A+  

5,276,125

Rogers

County

Industrial

Development

Authority,

Oklahoma,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2017:

850

3.000%,

4/01/24

No

Opt.

Call

N/R  

843,438

725

4.000%,

4/01/25

No

Opt.

Call

N/R  

732,293

770

4.000%,

4/01/26

4/25

at

100.00

N/R  

779,009

715

4.000%,

4/01/27

4/25

at

100.00

N/R  

722,622

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

156

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

Sand

Springs

Municipal

Authority,

Oklahoma,

Utility

System

Revenue

Bonds,

Refunding

Series

2020:

$

400

3.000%,

11/01/31

11/28

at

100.00

Aa3  

$

395,016

500

3.000%,

11/01/32

11/28

at

100.00

Aa3  

483,615

530

3.000%,

11/01/33

11/28

at

100.00

Aa3  

506,500

Stephens

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Marlow

Public

Schools

Project,

Series

2022:

1,990

5.000%,

9/01/34

9/32

at

100.00

A  

2,199,925

1,075

5.000%,

9/01/35

9/32

at

100.00

A  

1,176,448

Texas

County

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Guymon

Public

Schools

Project,

Series

2018:

900

4.000%,

12/01/23

No

Opt.

Call

A  

901,107

1,100

5.000%,

12/01/25

No

Opt.

Call

A  

1,135,585

Tulsa

County

Independent

School

District

001

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Combined

Purpose

Series

2023A:

8,625

3.000%,

3/01/25

No

Opt.

Call

AA  

8,587,050

3,625

1.000%,

3/01/26

No

Opt.

Call

AA  

3,406,231

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Broken

Arrow

Public

Schools

Project,

Series

2019A:

8,360

5.000%,

9/01/27

No

Opt.

Call

AA-  

9,042,761

10,730

5.000%,

9/01/28

No

Opt.

Call

AA-  

11,806,219

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Glenpool

Public

Schools

Project,

Series

2017A:

815

5.000%,

9/01/23

No

Opt.

Call

A+  

816,907

600

5.000%,

9/01/24

No

Opt.

Call

A+  

611,346

1,355

5.000%,

9/01/25

No

Opt.

Call

A+  

1,405,704

1,120

Tulsa

County

Industrial

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Owasso

Public

Schools

Project,

Series

2018,

5.000%,

9/01/23

No

Opt.

Call

A+  

1,122,621

1,500

Tulsa

Public

Facilities

Authority,

Oklahoma,

Capital

Improvement

Revenue

Bonds,

Series

2020,

3.000%,

5/01/24

No

Opt.

Call

AA-  

1,492,650

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Series

2021:

6,300

0.050%,

11/01/23

No

Opt.

Call

Aa1  

6,208,398

12,800

0.375%,

11/01/24

No

Opt.

Call

Aa1  

12,140,672

12,800

0.500%,

11/01/25

No

Opt.

Call

Aa1  

11,699,072

4,015

Tulsa,

Oklahoma,

General

Obligation

Bonds,

Series

2022,

3.000%,

10/01/26

No

Opt.

Call

Aa1  

3,991,713

Wagoner

County

School

Development

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Wagoner

Public

Schools

Project,

Series

2019:

1,450

4.000%,

9/01/27

No

Opt.

Call

A-  

1,486,743

300

4.000%,

9/01/28

No

Opt.

Call

A-  

309,894

Washington

County

Educational

Facilities

Authority,

Oklahoma,

Educational

Facilities

Lease

Revenue

Bonds,

Caney

Valley

Public

Schools

Project,

Series

2021:

325

3.000%,

9/01/23

No

Opt.

Call

A-  

324,665

710

3.000%,

9/01/25

No

Opt.

Call

A-  

701,558

530

3.000%,

9/01/27

No

Opt.

Call

A-  

520,333

445

3.000%,

9/01/29

No

Opt.

Call

A-  

434,667

1,250

3.000%,

9/01/31

No

Opt.

Call

A-  

1,205,938

Weatherford

Industrial

Trust

Educational,

Oklahoma,

Facilities

Lease

Revenue

Bonds,

Weatherford

Public

Schools

Project,

Series

2019:

1,300

5.000%,

3/01/25

No

Opt.

Call

A-  

1,330,147

157

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

1,750

5.000%,

3/01/27

No

Opt.

Call

A-  

$

1,849,418

Total

Oklahoma

274,677,369

Oregon

-

1.2%

Benton

and

Linn

Counties

District

School

District

509J

Corvallis,

Oregon,

General

Obligation

Bonds,

Series

2018A:

2,335

5.000%,

6/15/24

No

Opt.

Call

AA+  

2,376,353

1,305

5.000%,

6/15/25

No

Opt.

Call

AA+  

1,353,572

1,085

5.000%,

6/15/26

No

Opt.

Call

AA+  

1,149,568

1,000

5.000%,

6/15/27

No

Opt.

Call

AA+  

1,082,470

Clackamas

and

Washington

Counties

School

District

3JT,

Oregon,

General

Obligation

Bonds,

Refunding

Series

2015:

11,055

5.000%,

6/15/25

No

Opt.

Call

AA+  

11,466,467

5,085

5.000%,

6/15/26

6/25

at

100.00

AA+  

5,269,382

Clackamas

County

School

District

12,

North

Clackamas,

Oregon,

General

Obligation

Bonds,

Series

2017B:

2,375

5.000%,

6/15/27

No

Opt.

Call

AA+  

2,569,014

2,045

5.000%,

6/15/28

6/27

at

100.00

AA+  

2,210,481

5,540

Deschutes

County

Administrative

School

District

1,

Bend-La

Pine,

Oregon,

General

Obligation

Bonds,

Series

2023,

5.000%,

6/15/24

No

Opt.

Call

Aa1  

5,638,114

610

Deschutes

Public

Library

District,

Deschutes

County,

Oregon,

General

Obligation

Bonds,

Series

2021,

4.000%,

6/01/24

No

Opt.

Call

Aa2  

614,917

1,720

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Variable

Rate

Series

2019,

5.000%,

3/01/40,

(Mandatory

Put

3/01/25)

9/24

at

100.00

A  

1,743,736

5,800

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Terwilliger

Plaza-Parkview

Project,

Refunding

Green

Series

2021B-2,

0.950%,

6/01/27

7/23

at

100.00

BB+  

5,069,954

11,585

Oregon

Health

and

Science

University,

Revenue

Bonds,

Exchange

Series

2021C,

4.000%,

7/01/42,

(Mandatory

Put

2/01/29)

11/28

at

100.00

AA-  

12,115,014

7,225

Oregon

Housing

and

Community

Services

Department,

Single

Family

Mortgage

Program

Revenue

Bonds,

Series

2021A,

2.050%,

7/01/36

7/30

at

100.00

Aa2  

5,765,622

14,400

Oregon

State  Business

Development

Commission,

Recovery

Zone

Facility

Revenue

Bonds,

Intel

Corporation

Project,

232

Series

2010,

2.400%,

12/01/40,

(Mandatory

Put

8/14/23)

No

Opt.

Call

A  

14,373,648

Total

Oregon

72,798,312

Pennsylvania

-

3.2%

3,150

Allegheny

County

Airport

Authority,

Pennsylvania,

Airport

Revenue

Bonds,

Pittsburgh

International

Airport,

Series

2021A,

5.000%,

1/01/26,

(AMT)

No

Opt.

Call

A2  

3,242,641

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Allegheny

Health

Network

Obligated

Group

Issue,

Series

2018A:

2,415

5.000%,

4/01/24

No

Opt.

Call

A  

2,439,464

2,730

5.000%,

4/01/25

No

Opt.

Call

A  

2,798,031

2,055

5.000%,

4/01/26

No

Opt.

Call

A  

2,140,961

4,435

5.000%,

4/01/27

No

Opt.

Call

A  

4,673,248

4,865

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(7)

No

Opt.

Call

N/R  

49

5,055

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(7)

No

Opt.

Call

N/R  

51

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

158

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

$

3,910

5.000%,

11/01/28

11/27

at

100.00

B  

$

2,540,600

1,475

5.000%,

11/01/29

11/27

at

100.00

B  

958,057

2,240

4.000%,

11/01/31

11/27

at

100.00

B  

1,409,341

2,970

4.000%,

11/01/32

11/27

at

100.00

B  

1,868,130

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020A:

600

5.000%,

2/01/25

No

Opt.

Call

B  

421,104

1,000

5.000%,

2/01/28

No

Opt.

Call

B  

650,020

8,890

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-2,

5.000%,

2/01/40,

(Mandatory

Put

2/01/27)

8/26

at

101.63

B  

6,047,956

7,890

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-3,

5.000%,

2/01/40,

(Mandatory

Put

2/01/30)

8/29

at

101.50

B  

5,124,476

2,690

Bethlehem

Area

School

District

Authority,

Northampton

and

Lehigh

Counties,

Pennsylvania,

School

Revenue

Bonds,

Bethlehem

Area

School

District

Refunding

Project,

Series

2021A,

3.734%,

1/01/30,

(Mandatory

Put

11/01/25)

(SOFR*0.67%

reference

rate

+

0.350%

spread)

(5)

11/24

at

100.00

A1  

2,633,618

500

Bristol

Township

School

District,

Bucks

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2023,

5.000%,

6/01/24

-

BAM

Insured

No

Opt.

Call

AA  

507,335

1,000

Capital

Region

Water,

Pennsylvania,

Water

Revenue

Bonds,

Series

2018,

5.000%,

7/15/25

No

Opt.

Call

A+  

1,035,350

3,775

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+  

3,465,072

3,000

Commonwealth

Financing

Authority,

Pennsylvania,

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2020A,

5.000%,

6/01/26

No

Opt.

Call

A1  

3,147,510

3,295

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Master

Settlement,

Series

2018,

5.000%,

6/01/24

No

Opt.

Call

A1  

3,337,176

5,565

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016A,

3.000%,

9/01/29

No

Opt.

Call

A+  

5,408,123

10,000

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

Pennsylvania

Power

and

Light

Company,

Series

2016B,

2.625%,

2/15/27

No

Opt.

Call

A+  

9,611,900

4,565

Lower

Merion

School

District,

Montgomery

County,

Pennsylvania,

General

Obligation

Bonds,

Series

2019,

4.000%,

11/15/30

11/27

at

100.00

Aaa  

4,806,534

8,065

Luzerne

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Pennsylvania-American

Water

Company

Project,

Refunding

Series

2019,

2.450%,

12/01/39,

(AMT),

(Mandatory

Put

12/03/29)

12/29

at

100.00

A+  

7,414,961

8,390

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Facilities

Revenue

Bonds,

Constellation

Energy

Generation

LLC

Project,

Refunding

Series

2023A,

4.100%,

10/01/53,

(Mandatory

Put

4/03/28)

No

Opt.

Call

BBB  

8,556,374

504

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Series

2013A0

&

AE2,

0.900%,

12/31/23

7/23

at

100.00

N/R  

90,750

159

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

240

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Taxable

Series

2013B,

0.900%,

12/31/23

,

(cash

5.000%,

PIK

5.000%)

No

Opt.

Call

N/R  

$

43,205

5,945

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(7)

No

Opt.

Call

N/R  

59

3,565

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(7)

No

Opt.

Call

N/R  

36

1,000

Pennsylvania

Economic

Development

Financing

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2023A-1,

5.000%,

5/15/31

2/31

at

100.00

A  

1,124,120

15,000

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Refunding

Series

2021B,

1.100%,

6/01/31,

(AMT),

(Mandatory

Put

11/02/26)

11/26

at

100.00

A-  

13,614,150

3,750

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2009,

0.950%,

12/01/33,

(Mandatory

Put

12/01/26)

No

Opt.

Call

A-  

3,378,037

3,905

Pennsylvania

Economic

Development

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Project,

Series

2017A,

0.580%,

8/01/37,

(AMT),

(Mandatory

Put

8/01/24)

No

Opt.

Call

A-  

3,766,138

1,270

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-122,

3.250%,

10/01/28

4/26

at

100.00

AA+  

1,246,149

2,265

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-123B,

3.450%,

10/01/32

10/26

at

100.00

AA+  

2,223,551

5,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-124B,

3.200%,

10/01/32

10/26

at

100.00

AA+  

4,804,400

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2017-125A:

3,390

3.000%,

4/01/27,

(AMT)

No

Opt.

Call

AA+  

3,276,164

3,345

3.050%,

10/01/27,

(AMT)

4/27

at

100.00

AA+  

3,225,650

8,840

3.400%,

10/01/32,

(AMT)

4/27

at

100.00

AA+  

8,398,177

1,035

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-128A,

3.650%,

10/01/32,

(AMT)

10/27

at

100.00

AA+  

999,168

2,555

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-129,

2.950%,

10/01/34

10/28

at

100.00

AA+  

2,345,618

7,070

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2019-130A,

2.500%,

10/01/34

10/28

at

100.00

AA+  

6,196,784

4,850

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Series

2020-132A,

2.300%,

10/01/35

10/29

at

100.00

AA+  

4,049,071

10,000

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2021-137,

2.250%,

10/01/36

4/31

at

100.00

AA+  

7,860,400

10,000

Pennsylvania

State,

General

Obligation

Bonds,

First

Series

2022,

5.000%,

10/01/27

No

Opt.

Call

Aa3  

10,872,300

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Refunding

Subordinate

Second

Series

2016B-2:

8,095

5.000%,

6/01/24

-

AGM

Insured

No

Opt.

Call

AA  

8,231,967

4,420

5.000%,

6/01/29

6/26

at

100.00

A  

4,646,879

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Saint

Joseph?s

University

Project,

Refunding

Series

2020C.

Forward

Delivery:

540

4.000%,

11/01/24

No

Opt.

Call

A-  

542,371

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

160

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

1,000

5.000%,

11/01/25

No

Opt.

Call

A-  

$

1,029,650

850

5.000%,

11/01/26

No

Opt.

Call

A-  

886,414

1,000

5.000%,

11/01/27

No

Opt.

Call

A-  

1,057,370

1,000

5.000%,

11/01/28

No

Opt.

Call

A-  

1,070,150

1,000

5.000%,

11/01/29

No

Opt.

Call

A-  

1,082,780

1,105

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

3.375%,

6/01/26

No

Opt.

Call

BB+  

1,047,231

Washington

County

Industrial

Development

Authority,

Pennsylvania,

College

Revenue

Bonds,

AICUP

Financing

Program-Washington

and

Jefferson

College

Project,

Series

2017-PP5:

2,530

5.000%,

11/01/23

No

Opt.

Call

BBB+  

2,538,121

2,665

5.000%,

11/01/24

No

Opt.

Call

BBB+  

2,700,764

2,550

5.000%,

11/01/25

No

Opt.

Call

BBB+  

2,605,616

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Excela

Health

Project,

Series

2020A:

1,150

4.000%,

7/01/25

No

Opt.

Call

Baa2  

1,140,869

1,200

5.000%,

7/01/27

No

Opt.

Call

Baa2  

1,232,592

Total

Pennsylvania

191,564,783

Puerto

Rico

-

3.5%

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

3,430

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R  

3,462,894

4,600

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R  

4,669,460

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A:

2,500

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R  

2,537,750

8,795

5.000%,

7/01/30,

144A

No

Opt.

Call

N/R  

9,056,124

325

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

5.000%,

7/01/25,

144A

No

Opt.

Call

N/R  

329,907

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

8,620

5.000%,

7/01/24,

144A

No

Opt.

Call

N/R  

8,702,666

935

5.000%,

7/01/29,

144A

No

Opt.

Call

N/R  

961,769

1,624

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC  

1,641,084

5,000

Puerto

Rico

Industrial,

Tourist,

Educational,

Medical

and

Environmental

Control

Facilities

Financing

Authority,

Hospital

Revenue

Bonds,

Hospital

de

la

Concepcion,

Series

2017A,

3.550%,

11/15/30,

(Pre-

refunded

11/15/26)

11/26

at

100.00

N/R  (4)

4,969,450

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

3,497

0.000%,

7/01/24

No

Opt.

Call

N/R  

3,363,135

37,944

0.000%,

7/01/27

No

Opt.

Call

N/R  

32,268,716

37,093

0.000%,

7/01/29

7/28

at

98.64

N/R  

28,863,547

11,598

0.000%,

7/01/31

7/28

at

91.88

N/R  

8,288,394

35,217

0.000%,

7/01/33

7/28

at

86.06

N/R  

22,934,367

1,045

4.500%,

7/01/34

7/25

at

100.00

N/R  

1,039,775

2,446

4.550%,

7/01/40

7/28

at

100.00

N/R  

2,395,808

105

0.000%,

7/01/46

7/28

at

41.38

N/R  

29,628

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

3,503

4.329%,

7/01/40

7/28

at

100.00

N/R  

3,340,216

146

4.329%,

7/01/40

7/28

at

100.00

N/R  

139,215

161

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

$

490

0.000%,

7/01/24

No

Opt.

Call

N/R  

$

469,801

48,338

5.375%,

7/01/25

No

Opt.

Call

N/R  

49,558,360

13,150

5.625%,

7/01/27

No

Opt.

Call

N/R  

13,861,208

4,103

5.625%,

7/01/29

No

Opt.

Call

N/R  

4,400,755

1,806

5.750%,

7/01/31

No

Opt.

Call

N/R  

1,975,905

1,035

0.000%,

7/01/33

7/31

at

89.94

N/R  

634,258

Total

Puerto

Rico

209,894,192

Rhode

Island

-

0.6%

50

Rhode

Island

Health

and

Educational

Building

Corporation,

Public

Schools

Financing

Program

Revenue

Bonds,

City

of

Providence,

Series

2021D,

5.000%,

5/15/25

-

BAM

Insured

No

Opt.

Call

AA  

51,686

3,410

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2019

Series

70,

2.800%,

10/01/34

10/28

at

100.00

AA+  

3,078,446

13,005

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2021

Series

75A,

2.050%,

10/01/36

4/30

at

100.00

AA+  

10,131,545

9,795

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

2022

Series

76A,

2.350%,

10/01/36

4/31

at

100.00

AA+  

7,839,624

2,595

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

73-A,

2.100%,

10/01/35

10/29

at

100.00

AA+  

2,127,796

5,000

Rhode

Island

Housing

&

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bonds,

Series

74,

2.125%,

10/01/36

4/30

at

100.00

AA+  

3,932,950

1,215

Rhode

Island

Housing

and

Mortgage

Finance

Corporation,

Homeownership

Opportunity

Bond

Program,

Series

2020-72A,

2.300%,

10/01/35

10/29

at

100.00

AA+  

1,019,616

2,490

Rhode

Island

State,

General

Obligation

Bonds,

Consolidated

Capital

Development

Loan,

Refunding

Series

2021C,

5.000%,

8/01/23

No

Opt.

Call

AA  

2,493,088

4,755

Rhode

Island

Tobacco

Settlement

Financing

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2015B,

4.500%,

6/01/45

6/25

at

100.00

N/R  

4,697,702

Total

Rhode

Island

35,372,453

South

Carolina

-

0.8%

455

Lexington

County

Health

Services

District,

Inc.,

South

Carolina,

Hospital

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

11/01/26

No

Opt.

Call

A1  

477,987

5,705

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

Aa1  

5,705,856

1,140

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2019B,

2.650%,

7/01/34

1/29

at

100.00

Aaa  

1,019,935

2,835

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2020B,

2.000%,

7/01/35

1/30

at

100.00

Aaa  

2,313,587

6,105

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2021A,

1.850%,

7/01/36

7/30

at

100.00

Aaa  

4,723,194

15,000

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2022C,

2.750%,

3/01/24

8/23

at

100.00

Aaa  

14,917,650

600

South

Carolina

Housing

Finance

and

Development

Authority,

Mortgage

Revenue

Bonds,

Series

2023A,

4.450%,

7/01/38

7/32

at

100.00

Aaa  

605,922

1,035

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

FMU

Student

Housing

LLC

-

Francis

Marion

University

Project,

Series

2014A,

5.000%,

8/01/24

No

Opt.

Call

Baa3  

1,042,173

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

162

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

4,595

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc,

Series

2020B,

5.000%,

12/01/48,

(Mandatory

Put

10/01/25)

No

Opt.

Call

AA-  

$

4,723,338

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Palmetto

Health,

Refunding

Series

2013A:

1,450

5.250%,

8/01/24,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R  (4)

1,452,030

2,850

5.250%,

8/01/25,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R  (4)

2,853,990

3,615

5.250%,

8/01/26,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R  (4)

3,620,061

2,000

5.000%,

8/01/27,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R  (4)

2,002,460

4,250

South

Carolina

Jobs-Economic

Development

Authority,

Revenue

Bonds,

International

Paper

Company

Project,

Refunding

Environmental

Improvement

Series

2023A,

4.000%,

4/01/33,

(AMT),

(Mandatory

Put

4/01/26)

3/26

at

100.00

BBB  

4,261,815

Total

South

Carolina

49,719,998

South

Dakota

-

0.4%

650

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Sanford

Health,

Series

2014B,

5.000%,

11/01/24

No

Opt.

Call

AA-  

662,428

8,630

South

Dakota

Health

and

Educational

Facilities

Authority,

Reveune

Bonds,

Avera

Health,

Series

2019A,

5.000%,

7/01/33,

(Mandatory

Put

7/01/24)

4/24

at

100.00

AA-  

8,706,117

3,060

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021A,

1.900%,

11/01/36

5/30

at

100.00

AAA  

2,331,598

5,000

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2021B,

1.850%,

11/01/36

5/30

at

100.00

AAA  

3,827,850

7,310

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2022B,

2.300%,

11/01/37

11/30

at

100.00

AAA  

6,015,399

1,165

South

Dakota

Housing

Development

Authority,

Homeownership

Mortgage

Revenue

Bonds,

Series

2022C,

4.125%,

11/01/37

11/31

at

100.00

AAA  

1,147,175

Total

South

Dakota

22,690,567

Tennessee

-

0.7%

Knox

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Hospital

Revenue

Bonds,

East

Tennessee

Children's

Hospital,

Series

2019:

2,335

5.000%,

11/15/32

2/29

at

100.00

A  

2,501,439

2,810

5.000%,

11/15/33

2/29

at

100.00

A  

3,006,166

1,200

Metropolitan

Government

of

Nashville-Davidson

County,

Tennessee,

Exempt

Facilities

Revenue

Bonds,

Waste

Management

Inc.,

Series

2001,

0.580%,

8/01/31,

(AMT),

(Mandatory

Put

8/01/24)

8/23

at

102.00

A-  

1,157,328

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Improvement

Revenue

Bonds,

Series

2022B:

745

5.000%,

7/01/26,

(AMT)

No

Opt.

Call

A1  

772,565

700

5.000%,

7/01/27,

(AMT)

No

Opt.

Call

A1  

737,114

1,030

5.000%,

7/01/28,

(AMT)

No

Opt.

Call

A1  

1,097,681

3,000

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2019A,

5.000%,

2/01/50,

(Mandatory

Put

10/01/24)

7/24

at

100.58

Aa1  

3,036,300

10,800

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2021A,

4.000%,

12/01/51,

(Mandatory

Put

9/01/28)

6/28

at

100.68

A1  

10,660,356

1,640

Tennergy

Corporation,

Tennessee,

Gas

Revenue

Bonds,

Series

2022A,

5.500%,

10/01/53,

(Mandatory

Put

12/01/30)

9/30

at

100.10

Baa1  

1,737,285

840

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2015-1C,

3.850%,

7/01/32

1/25

at

100.00

AA+  

833,809

163

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

2,905

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-1,

3.400%,

7/01/34

7/28

at

100.00

AA+  

$

2,836,122

3,035

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2019-2,

2.800%,

7/01/34

7/28

at

100.00

AA+  

2,729,284

630

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2020-3A,

2.100%,

7/01/35

7/29

at

100.00

AA+  

528,205

1,940

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-1,

2.050%,

7/01/36

7/30

at

100.00

AA+  

1,565,289

2,285

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-2,

2.000%,

7/01/37

7/30

at

100.00

AA+  

1,804,442

3,475

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2021-3,

2.050%,

7/01/36

1/31

at

100.00

AA+  

2,773,085

900

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Series

2022-2,

4.050%,

7/01/37

7/31

at

100.00

AA+  

895,779

2,130

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Project

Revenue

Bonds,

Series

2018,

4.000%,

11/01/49,

(Mandatory

Put

11/01/25)

8/25

at

100.22

A2  

2,118,860

2,260

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Commodity

Project,  Series

2021A,

5.000%,

5/01/52,

(Mandatory

Put

11/01/31)

8/31

at

100.85

A2  

2,346,106

Total

Tennessee

43,137,215

Texas

-

2.9%

Alamo

Community

College

District,

Bexar

County,

Texas,

General

Obligation

Bonds,

Maintenance

Tax

Notes  Series

2022:

4,165

5.000%,

2/15/24

No

Opt.

Call

AAA  

4,211,981

5,025

5.000%,

2/15/25

No

Opt.

Call

AAA  

5,179,770

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

1,660

5.000%,

1/01/26

No

Opt.

Call

BB+  

1,675,388

1,290

5.000%,

1/01/27

No

Opt.

Call

BB+  

1,311,582

1,920

5.000%,

1/01/29

1/27

at

100.00

BB+  

1,962,393

27,550

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2022A,

5.000%,

8/01/24

No

Opt.

Call

Aaa  

28,106,234

7,675

Austin

Independent

School

District,

Travis

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

5.000%,

8/01/24

No

Opt.

Call

Aaa  

7,826,658

Austin,

Texas,

Water

and

Wastewater

System

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2023:

1,000

5.000%,

11/15/25

No

Opt.

Call

AA  

1,045,490

1,000

5.000%,

11/15/26

No

Opt.

Call

AA  

1,067,000

10,000

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Anticipation

Notes

Subordinate

Lien

Series

2021C,

5.000%,

1/01/27

1/26

at

100.00

A-  

10,420,800

4,250

Dallas,

Texas,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2023A,

5.000%,

2/15/25

No

Opt.

Call

AA  

4,380,220

1,010

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Refunding

Series

2014A,

5.250%,

11/01/26,

(AMT)

11/23

at

100.00

A+  

1,013,474

7,130

Fort

Worth,

Texas,

General

Obligation

Bonds,

General

Purpose

Series

2023,

5.000%,

3/01/25

No

Opt.

Call

AA  

7,348,748

5,015

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Refunding

Series

2020C-3,

5.000%,

6/01/32,

(Mandatory

Put

12/01/26)

9/26

at

101.02

Aa3  

5,266,302

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

164

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

3,240

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2022B,

5.000%,

6/01/50,

(Mandatory

Put

12/01/28)

12/27

at

101.49

Aa3  

$

3,503,282

3,365

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Healthcare

System,

Series

2014A,

5.000%,

12/01/24

No

Opt.

Call

Aa3  

3,442,900

5,205

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A,

5.000%,

11/15/24

-

AGM

Insured

No

Opt.

Call

AA  

5,314,565

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

&

Subordinate

Lien

Series

2018C:

4,000

5.000%,

7/01/29,

(AMT)

7/28

at

100.00

AA  

4,273,960

6,000

5.000%,

7/01/30,

(AMT)

7/28

at

100.00

AA  

6,415,320

3,000

5.000%,

7/01/31,

(AMT)

7/28

at

100.00

AA  

3,199,800

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds

Series

2015:

1,455

5.000%,

11/01/23,

(AMT)

No

Opt.

Call

A1  

1,459,438

1,500

5.000%,

11/01/24,

(AMT)

No

Opt.

Call

A1  

1,520,910

1,300

Lower

Colorado

River

Authority,

Texas,

Revenue

Bonds,

Refunding

Series

2023A,

5.000%,

5/15/26

No

Opt.

Call

AA-  

1,365,663

95

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2021,

5.000%,

5/15/25

No

Opt.

Call

A+  

98,063

3,950

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

Central

Power

&

Light

Company

Project,

Refunding

Series

1996,

0.900%,

5/01/30,

(AMT),

(Mandatory

Put

9/01/23)

No

Opt.

Call

A-  

3,924,049

2,175

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

7/23

at

104.00

BB-  

2,121,734

8,000

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier

Series

2022A,

5.000%,

1/01/25

No

Opt.

Call

AA-  

8,214,400

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2014A:

4,910

5.000%,

1/01/24

No

Opt.

Call

AA-  

4,951,490

2,460

5.000%,

1/01/24,

(ETM)

No

Opt.

Call

N/R  (4)

2,481,131

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier,

Series

2017A:

390

5.000%,

1/01/24

7/23

at

100.00

AA-  

390,472

3,200

5.000%,

1/01/27

1/26

at

100.00

AA-  

3,347,936

35

San

Antonio

Independent

School

District,

Bexar

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2022,

5.000%,

8/15/24

No

Opt.

Call

Aaa  

35,733

8,830

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Scott

&

White

Healthcare

Project,

Series

2022E,

5.000%,

11/15/52,

(Mandatory

Put

5/15/26)

11/25

at

100.60

AA-  

9,176,578

95

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

MRC

Methodist

Retirement

Communities

Stevenson

Oaks

Project,

Mandatory

Paydown

Series

2020B-2,

3.000%,

11/15/26

7/23

at

100.00

N/R  

90,883

2,475

Texas

Department

of

Housing

and

Community

Affairs,

Residential

Mortgage

Revenue

Bonds,

Series

2019A,

3.500%,

7/01/34

7/28

at

100.00

Aaa  

2,379,861

3,405

Texas

Department

of

Housing

and

Community

Affairs,

Single

Family

Mortgage

Revenue

Bonds,

Series

2021A,

1.850%,

9/01/36

3/30

at

100.00

Aaa  

2,591,239

165

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Texas

Private

Activity

Bond

Surface

Transportation

Corporation,

Senior

Lien

Revenue

Bonds,

LBJ

Infrastructure

Group

LLC

IH-635

Managed

Lanes

Project,

Refunding  Series

2020A:

$

3,025

4.000%,

12/31/30

No

Opt.

Call

Baa2  

$

3,029,991

4,005

4.000%,

6/30/31

12/30

at

100.00

Baa2  

4,012,209

13,100

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2018A,

5.000%,

10/15/24

No

Opt.

Call

AAA  

13,424,356

Total

Texas

171,582,003

Utah

-

0.3%

Intermountain

Power

Agency,

Utah,

Power

Supply

Revenue

Bonds,

Series

2022A:

2,470

5.000%,

7/01/26

No

Opt.

Call

Aa3  

2,619,583

2,750

5.000%,

7/01/27

No

Opt.

Call

Aa3  

2,983,063

4,040

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2018B-2,

5.000%,

5/15/57,

(Mandatory

Put

8/01/24)

2/24

at

100.00

AA+  

4,076,602

5,070

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2020B-2,

5.000%,

5/15/60,

(Mandatory

Put

8/01/26)

2/26

at

102.03

AA+  

5,333,336

700

Utah

Telecommunication

Open

Infrastructure

Agency,

Utah,

Revenue

Bonds,

Refunding

Sales

Tax

and

Telecommunication

Series

2022,

5.000%,

6/01/26

No

Opt.

Call

AA-  

733,033

Total

Utah

15,745,617

Vermont

-

0.0%

1,155

Vermont

Housing

Finance

Agency,

Multiple

Purpose

Bonds,

Series

2021A,

2.200%,

11/01/36

11/30

at

100.00

Aa1  

956,767

Total

Vermont

956,767

Virginia

-

2.1%

3,225

Charles

City

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

Disposal

Facility

Revenue

Bonds,

Waste

Management,

Inc.,

Series

2002,

1.450%,

4/01/27,

(AMT)

No

Opt.

Call

A-  

2,920,979

15,485

Chesapeake

Bay

Bridge

and

Tunnel

District,

Virginia,

General

Resolution

Revenue

Bonds,

First

Tier

Bond

Anticipation

Notes

Series

2019,

5.000%,

11/01/23

No

Opt.

Call

BBB  

15,544,308

2,160

Fairfax

County

Economic

Development

Authority,

Virginia,

Revenue

Bonds,

Wiehle

Avenue

Metrorail

Station

Parking

Project,

Refunding

Series

2020.

Forward

Delivery,

5.000%,

8/01/24

No

Opt.

Call

AA+  

2,203,610

10,000

Fairfax

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

4.000%,

10/01/24

No

Opt.

Call

AAA  

10,118,000

8,790

Federal

Home

Loan

Mortgage

Corporation,

Multifamily

Variable

Rate

Certificates

Relating

to

Municpal

Securities

Class

A

Series

2019M-057,

2.400%,

10/15/29

No

Opt.

Call

AA+  

8,133,035

5,015

Halifax

County

Industrial

Development

Authority,

Virginia,

Recovery

Zone

Facility

Revenue

Bonds,

Virginia

Electric

&

Power

Company

Project,

Series

2010A,

1.650%,

12/01/41,

(Mandatory

Put

5/31/24)

No

Opt.

Call

A2  

4,881,802

7,555

Loudoun

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2021A,

5.000%,

12/01/25

No

Opt.

Call

AAA  

7,920,360

5,350

Loudoun

County,

Virginia,

General

Obligation

Bonds,

Public

Improvement

Series

2023A,

5.000%,

12/01/35

12/32

at

100.00

AAA  

6,306,206

22,000

Virginia

Small

Business

Financing

Authority,

Environmental

Facilities

Revenue

Bonds

(Pure

Salmon

Virginia

LLC

Project),

Series

2022,

3.500%,

11/01/52,

(AMT),

(Mandatory

Put

11/01/23)

8/23

at

100.00

Aaa  

21,956,000

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

166

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

3,765

Virginia

Transportation

Board,

Transportation

Contract

Revenue

Bonds,

Route

28

Project,

Refunding

Series

2002,

0.000%,

4/01/24

-

NPFG

Insured

No

Opt.

Call

AA+  

$

3,670,197

3,000

Virginia

Transportation

Board,

Transportation

Revenue

Bonds,

Capital

Projects,

Refunding

Series

2017A,

5.000%,

5/15/24

No

Opt.

Call

AA+  

3,047,850

25,095

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2009A,

0.750%,

10/01/40,

(Mandatory

Put

9/02/25)

No

Opt.

Call

A2  

23,016,381

18,555

Wise

County

Industrial

Development

Authority,

Virginia,

Solid

Waste

and

Sewage

Disposal

Revenue

Bonds,

Virginia

Electric

and

Power

Company,

Series

2010A,

1.200%,

11/01/40,

(Mandatory

Put

5/31/24)

No

Opt.

Call

A2  

18,005,030

Total

Virginia

127,723,758

Washington

-

2.2%

10,285

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Columbia

Generating

Station,

Refunding

Series

2015A,

5.000%,

7/01/23,

(ETM)

No

Opt.

Call

Aa1  (4)

10,285,000

5,270

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Nuclear

Project

1,

Refunding

Series

2015C,

5.000%,

7/01/25

No

Opt.

Call

Aa1  

5,468,784

10,605

Energy

Northwest,

Washington,

Electric

Revenue

Bonds,

Nuclear

Project

1,

Refunding

Series

2017A,

5.000%,

7/01/27

No

Opt.

Call

Aa1  

11,482,988

King

County

Public

Hospital

District

1,

Washington,

Limited

Tax

General

Obligation

Bonds,

Valley

Medical

Center,

Refunding

Series

2016:

6,485

5.000%,

12/01/23

No

Opt.

Call

A2  

6,527,477

7,295

5.000%,

12/01/24

No

Opt.

Call

A2  

7,468,985

1,000

King

County

School

District

403

Renton,

Washington,

General

Obligation

Bonds,

Series

2023,

5.000%,

12/01/24

No

Opt.

Call

Aaa  

1,026,900

13,045

King

County,

Washington,

Sewer

Revenue

Bonds,

Refunding

Junior

Lien

Series

2020A,

0.625%,

1/01/32,

(Mandatory

Put

1/01/24)

7/23

at

100.00

AA  

12,820,104

2,375

Seattle,

Washington,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2022A,

4.000%,

9/01/25

No

Opt.

Call

AAA  

2,424,756

Seattle,

Washington,

Municipal

Light

and

Power

Revenue

Bonds,

Refunding

&

Improvement

Series

2022:

18,495

5.000%,

7/01/24

No

Opt.

Call

AA  

18,830,129

14,635

5.000%,

7/01/25

No

Opt.

Call

AA  

15,178,398

1,080

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-1,

5.000%,

8/01/49,

(Mandatory

Put

8/01/24)

2/24

at

100.00

A-  

1,087,150

3,400

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019B-2,

5.000%,

8/01/49,

(Mandatory

Put

8/01/25)

2/25

at

100.00

A-  

3,469,530

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Fred

Hutchinson

Cancer

Research

Center,

Series

2015:

1,955

5.000%,

1/01/24,

(ETM)

No

Opt.

Call

A2  (4)

1,972,185

1,310

5.000%,

1/01/25,

(ETM)

No

Opt.

Call

A2  (4)

1,346,457

5,895

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2015B,

5.000%,

8/15/27

8/25

at

100.00

A+  

6,068,077

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Series

2018B:

1,625

5.000%,

10/01/25

No

Opt.

Call

A  

1,672,856

2,890

5.000%,

10/01/26

No

Opt.

Call

A  

3,014,386

3,055

5.000%,

10/01/27

No

Opt.

Call

A  

3,232,434

2,360

5.000%,

10/01/28

No

Opt.

Call

A  

2,535,443

167

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

$

2,750

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Eliseo

Project,

Refunding

Ser

2021B-2.,

2.125%,

7/01/27,

144A

7/23

at

100.00

N/R  

$

2,480,225

3,755

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-1N,

2.000%,

12/01/36

6/30

at

100.00

Aaa  

2,957,851

1,500

Washington

State

Housing

Finance

Commission,

Single

Family

Program

Bonds,

Series

2021-2N,

2.250%,

12/01/36

6/31

at

100.00

Aaa  

1,226,850

3,762

Washington

State

Housing

Finance

Commission,

Social

Municipal

Certificates

Multifamily

Revenue

Bonds,

Series

2021-1

Class

A,

3.500%,

12/20/35

No

Opt.

Call

BBB+  

3,477,151

6,295

Washington

State,

Federal

Highway

Grant

Anticipation

Revenue

Bonds,

Garvee

-

SR

520

Corridor

Program,

Refunding

Bonds,

Series

R-2022E,

5.000%,

9/01/24

No

Opt.

Call

AA  

6,406,170

Total

Washington

132,460,286

West

Virginia

-

0.8%

6,385

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Refunidng

Series

2015A,

2.550%,

3/01/40,

(Mandatory

Put

4/01/24)

No

Opt.

Call

A-  

6,295,227

7,095

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Series

2010,

0.625%,

12/01/38,

(Mandatory

Put

12/15/25)

No

Opt.

Call

A-  

6,461,062

7,875

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Series

2011A,

1.000%,

1/01/41,

(AMT),

(Mandatory

Put

9/01/25)

No

Opt.

Call

A-  

7,311,938

10,000

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Appalachian

Power

Company

-

Amos

Project,

Seriess

2009A,

3.750%,

12/01/42,

(Mandatory

Put

6/01/25)

No

Opt.

Call

A-  

9,949,400

14,315

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Wheeling

Power

Company

-

Mitchell

Project,

Refunding

Series

2013A,

3.000%,

6/01/37,

(AMT),

(Mandatory

Put

6/18/27)

No

Opt.

Call

A-  

13,644,485

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Series

2014A:

1,150

5.000%,

9/01/24

No

Opt.

Call

Baa1  

1,165,214

2,110

5.000%,

9/01/27

9/24

at

100.00

Baa1  

2,137,810

1,000

5.000%,

9/01/28

9/24

at

100.00

Baa1  

1,013,830

Total

West

Virginia

47,978,966

Wisconsin

-

2.3%

8,815

Dane

County,

Wisconsin,

General

Obligation

Bonds,

Airport

Project

Promissory

Note

Series

2022A,

4.000%,

6/01/24

No

Opt.

Call

AAA  

8,878,204

Dodge

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2022A:

1,385

3.000%,

3/01/25

No

Opt.

Call

Aa2  

1,381,994

1,385

3.000%,

3/01/26

No

Opt.

Call

Aa2  

1,371,829

2,250

Green

Bay

Area

Public

School

District,

Brown

County,

Wisconsin,

General

Obligation

Bonds,

Promissory

Notes

Series

2022,

5.000%,

4/01/24

No

Opt.

Call

Aa2  

2,280,217

2,460

Madison

Metropolitan

School

District,

Dane

County,

Wisconsin,

General

Obligation

Bonds,

School

Building

&

Facility

Improvement

Series

2023,

4.000%,

3/01/36

3/30

at

100.00

AA+  

2,525,805

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

168

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

10,000

Madison

Metropolitan

School

District,

Wisconsin,

Tax

and

Revenue

Anticipation

Promissory

Notes,

Series

2022,

5.000%,

9/05/23

No

Opt.

Call

N/R  

$

10,026,700

9,750

Madison,

Wisconsin,

Industrial

Development

Revenue

Refunding

Bonds,

Madison

Gas

and

Electric

Company

Projects,

Series

2020A,

3.750%,

10/01/27

No

Opt.

Call

AA-  

9,792,022

Middleton-Cross

Plains

Area

School

District,

Dane

County,

Wisconsin,

General

Obligation

Bonds,

Refunding

Series

2021A:

4,275

2.000%,

3/01/24

No

Opt.

Call

Aa1  

4,226,693

4,365

2.000%,

3/01/25

No

Opt.

Call

Aa1  

4,242,387

12,515

Milwaukee,

Wisconsin,

General

Obligation

Bonds,

Promissory

Note

Series

2021-N3,

5.000%,

4/01/24

No

Opt.

Call

A-  

12,621,628

10,000

Public

Finance

Authority

of

Wisconsin,

Pollution

Control

Revenue

Bonds,

Duke

Energy

Progress

Project,

Refunding

Series

2022A-2,

3.300%,

10/01/46,

(Mandatory

Put

10/01/26)

No

Opt.

Call

Aa3  

9,945,300

4,200

Public

Finance

Authority

of

Wisconsin,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

Whitestone

Masonic

and

Eastern

Star

Home

of

Norht

Carolina,

Series

2020B-2,

3.000%,

3/01/26,

144A

7/23

at

100.00

N/R  

4,078,536

5,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2021B-2,

2.250%,

6/01/27

No

Opt.

Call

N/R  

4,645,200

12,305

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-3,

1.100%,

7/01/29,

(Mandatory

Put

6/01/26)

No

Opt.

Call

A-  

11,303,250

4,000

Public

Finance

Authority

of

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Management

Inc.,

Refunding

Series

2016A-4,

1.100%,

4/01/33,

(Mandatory

Put

6/01/26)

No

Opt.

Call

A-  

3,674,360

1,000

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016A,

5.000%,

1/01/24

No

Opt.

Call

BBB-  

1,004,060

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C:

2,250

4.050%,

11/01/30

5/26

at

100.00

BBB-  

2,194,155

5,000

4.300%,

11/01/30

5/26

at

100.00

BBB-  

4,953,250

3,390

Waushara

County,

Wisconsin

Note

Anticipation

Notes,

Series

2022A,

4.500%,

6/01/27

6/25

at

100.00

A+  

3,469,835

4,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Advocate

Aurora

Health

Credit

Group,

Series

2018C-

1,

5.000%,

8/15/54,

(Mandatory

Put

7/29/26)

No

Opt.

Call

AA  

4,190,600

8,060

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic

Health

System,

Inc.,

Series

2020B-1,

5.000%,

2/15/52,

(Mandatory

Put

2/15/25)

8/24

at

100.00

BBB+  

8,148,418

3,395

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

ProHealth

Care,

Inc.

Obligated

Group,

Refunding

Series

2015,

3.375%,

8/15/29

8/24

at

100.00

A+  

3,270,709

6,250

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

Series

2019B-1,

2.825%,

11/01/28

7/23

at

100.00

N/R  

5,548,500

1,220

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

Camillus

Health

System

Inc,

Series

2019B-2,

2.550%,

11/01/27

7/23

at

100.00

N/R  

1,147,593

Wisconsin

Housing

and

Ecconomic

Development

Authority,

Home

Ownership

Revenue

Bonds,

Series

2019C:

1,770

2.200%,

3/01/31

9/28

at

100.00

AA+  

1,563,423

1,785

2.200%,

9/01/31

9/28

at

100.00

AA+  

1,564,963

4,950

2.500%,

9/01/34

9/28

at

100.00

AA+  

4,264,871

169

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

4,350

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2023B,

3.750%,

5/01/54,

(Mandatory

Put

11/01/26)

5/25

at

100.00

AA+  

$

4,350,739

WPPI

Energy,

Wisconsin,

Power

Supply

System

Revenue

Bonds,

Series

2014A:

755

5.000%,

7/01/25

7/24

at

100.00

A1  

765,751

1,170

5.000%,

7/01/27

7/24

at

100.00

A1  

1,188,217

Total

Wisconsin

138,619,209

Wyoming

-

0.5%

20,555

Sweetwater

County,

Wyoming,

Pollution

Control

Revenue

Refunding

Bonds,

Idaho

Power

Company

Project,

Series

2006,

1.700%,

7/15/26

No

Opt.

Call

A2  

19,109,572

2,510

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2019

Series

3,

2.450%,

12/01/34

12/28

at

100.00

AA+  

2,174,062

1,240

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

1,

2.625%,

12/01/35

6/29

at

100.00

AA+  

1,103,426

2,500

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2020

Series

2,

2.100%,

12/01/35

6/30

at

100.00

AA+  

2,019,100

5,300

Wyoming

Community

Development

Authority,

Housing

Revenue

Bonds,

2021

Series

3,

2.000%,

12/01/36

12/30

at

100.00

AA+  

4,222,510

Total

Wyoming

28,628,670

Total

Municipal

Bonds

(cost

$5,930,990,740)

5,725,201,531

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

3

.6

%

X

216,925,473

Independent

Power

and

Renewable

Electricity

Producers

-

3.6%

2,813,414

Energy

Harbor

Corp

(8),(9)

$

216,925,473

Total

Independent

Power

and

Renewable

Electricity

Producers

216,925,473

Total

Common

Stocks

(cost

$57,727,850)

216,925,473

Total

Long-Term

Investments

(cost

$5,988,718,590)

5,942,127,004

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 0.2%  

–

MUNICIPAL

BONDS

-

0

.2

%

X

12,080,000

National

-

0.0%

$

500

Invesco

Value

Municipla

Income

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6

IIM,

4.350%,

3/20/24,

(AMT),

144A

(10)

No

Opt.

Call

AA

$

500,000

Total

National

500,000

Nuveen

Limited

Term

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

170

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

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:

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

-

0.2%

$

11,580

Lamar

Consolidated

Independent

School

District,

Fort

Bend

County,

Texas,

General

Obligation

Bonds,

Tender

Option

Bond

Trust

2023-

XM1103,

3.800%,

2/15/31,

144A

(10)

No

Opt.

Call

AA

$

11,580,000

Total

Texas

11,580,000

Total

Municipal

Bonds

(cost

$12,080,000)

12,080,000

Total

Short-Term

Investments

(cost

$12,080,000)

12,080,000

Total

Investments

(cost

$

6,000,798,590

)

-

99

.5

%

5,954,207,004

Other

Assets

&

Liabilities,

Net

-  0.5%

30,656,613

Net

Assets

-

100%

$

5,984,863,617

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

5,725,201,531

$

–

$

5,725,201,531

Common

Stocks

–

216,925,473

–

216,925,473

Short-Term

Investments:

Municipal

Bonds

–

12,080,000

–

12,080,000

Total

$

–

$

5,954,207,004

$

–

$

5,954,207,004

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

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)

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.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

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.

(7)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

171

(8)

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

2006B,

3.500%,

12/01/35,

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35,

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

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23,Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

0.000%,

1/01/34,Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33,

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

2006B,

4.000%,

12/01/33,

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

2010A,

3.750%,

7/01/33,

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33,

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40,

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.

(9)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(10)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

ETM

Escrowed

to

maturity

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.

SIFMA

Securities

Industry

and

Financial

Market

Association

SOFR

Secured

Overnight

Financing

Rate

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

172

Nuveen

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

126.6%   

X

–

MUNICIPAL

BONDS

-

117

.0

%

X

20,845,672,962

Alabama

-

1.7%

$

2,918

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)

7/23

at

100.00

N/R  

$

29

16,000

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  

11,200,000

3,397

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  

2,378,353

10,000

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  

10,079,200

13,960

Alabama

Special

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Ascension

Health,

Series

2016B,

5.000%,

11/15/46,

(UB)

(5)

5/26

at

100.00

Aa2  

14,193,690

Birmingham

Special

Care

Facilities

Financing

Authority,

Alabama,

Revenue

Bonds,

Methodist

Home

for

the

Aging,

Refunding

Series

2015-1:

1,350

5.750%,

6/01/35

6/26

at

100.00

N/R  

1,272,199

2,500

5.750%,

6/01/45

6/26

at

100.00

N/R  

2,127,550

4,220

Homewood

Educational

Building

Authority,

Alabama,

Educational

Facilities

Revenue

Bonds,

Samford

University,

Series

2019A,

4.000%,

12/01/49,

(UB)

(5)

12/29

at

100.00

A3  

3,733,434

1,645

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  

1,820,341

97,600

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  

99,897,504

20,370

Huntsville

Healthcare

Authority,

Alabama,

Revenue

Bonds,

Series

2020B,

4.000%,

6/01/45,

(UB)

(5)

6/30

at

100.00

A1  

19,048,191

4,600

Infirmary

Health

System

Special

Care

Facilities

Financing

Authority

of

Mobile,

Alabama,

Revenue

Bonds,

Infirmary

Health

System,

Inc.,

Series

2021,

4.000%,

2/01/46

8/31

at

100.00

A-  

4,173,258

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Senior

Lien

Series

2013C:

5,000

0.000%,

10/01/38

-

AGM

Insured

(6)

10/23

at

105.00

BB+  

5,194,200

5,000

0.000%,

10/01/42

-

AGM

Insured

(6)

10/23

at

105.00

BB+  

5,191,000

2,520

0.000%,

10/01/46

-

AGM

Insured

(6)

10/23

at

105.00

BB+  

2,615,684

17,800

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.000%,

10/01/42

10/23

at

105.00

BB  

18,750,164

1,000

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013E,

0.000%,

10/01/35

10/23

at

41.20

BB  

408,720

32,835

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.875%,

4/15/45

4/25

at

100.00

N/R  

32,651,781

3,000

Talladega,

Alabama,

Water

and

Sewer

Revenue

Warrants,

Series

2021A,

3.000%,

9/01/51

-

AGM

Insured

9/31

at

100.00

AA  

2,201,550

173

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alabama

(continued)

$

79,420

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

5.250%,

5/01/44,

144A

5/29

at

100.00

N/R  

$

71,859,216

Total

Alabama

308,796,064

Arizona

-

2.6%

6,010

Arizona

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Linder

Village

Project

in

Meridian,

Ada

County,

Idaho,

Series

2020,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

6,027,128

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017A:

1,670

5.125%,

7/01/37,

144A

7/26

at

100.00

BB  

1,664,205

2,000

5.250%,

7/01/47,

144A

7/26

at

100.00

BB  

1,895,580

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Franklin

Phonetic

Charter

School

Project,

Refunding

Series

2017:

580

5.500%,

7/01/37,

144A

7/27

at

100.00

N/R  

566,730

1,390

5.750%,

7/01/47,

144A

7/27

at

100.00

N/R  

1,327,408

1,505

5.875%,

7/01/52,

144A

7/27

at

100.00

N/R  

1,445,387

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

KIPP

Nashville

Project,

Series

2022A:

1,500

5.000%,

7/01/57

7/30

at

100.00

BBB  

1,447,740

1,000

5.000%,

7/01/62

7/30

at

100.00

BBB  

947,610

2,000

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Leman

Academy

of

Excellence

East

Tucson

&

Central

Tucson

Projects,

Series

2019A,

5.000%,

7/01/54,

144A

7/24

at

101.00

N/R  

1,735,060

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Montessori

Academy

Projects,

Refunding

Series

2017A:

700

6.000%,

11/01/37,

144A

11/27

at

100.00

N/R  

610,897

3,850

6.250%,

11/01/50,

144A

11/27

at

100.00

N/R  

3,178,945

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2017B:

1,280

5.125%,

7/01/47,

144A

7/27

at

100.00

BB+  

1,198,669

565

5.250%,

7/01/51,

144A

7/27

at

100.00

BB+  

530,388

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2022:

270

5.000%,

7/01/32,

144A

No

Opt.

Call

BB+  

273,939

3,000

5.250%,

7/01/52,

144A

7/32

at

100.00

BB+  

2,809,560

1,340

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-  

1,123,121

15,000

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  

10,957,800

15,000

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  

11,122,800

3,000

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  

2,770,770

5,440

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Leman

Academy

of

Excellence

-

Parker

Colorado

Campus

Project,

Series

2019A,

5.000%,

7/01/49,

144A

7/24

at

101.00

N/R  

4,773,600

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

174

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

3,260

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Mater

Academy

of

Nevada

-

Mountain

Vista

Campus

Project,

Series

2018A,

5.500%,

12/15/48,

144A

12/26

at

100.00

BB  

$

3,207,253

3,150

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Horizon,

Inspirada

and

St.

Rose

Campus

Projects,

Series

2018A,

5.750%,

7/15/48,

144A

7/26

at

100.00

BB+  

3,137,494

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Sloan

Canyon

Campus

Project,

Series

2020A-2:

6,145

6.000%,

9/15/38,

144A

9/23

at

105.00

BB+  

6,357,248

20,060

6.150%,

9/15/53,

144A

9/23

at

105.00

BB+  

20,404,832

1,400

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Social

Bonds

Pensar

Academy

Project,

Series

2020,

5.000%,

7/01/45,

144A

7/28

at

100.00

BB-  

1,233,344

33,925

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  

25,581,825

37,730

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  

29,965,166

2,450

Arizona

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Children's

National

Prince

County

Regional

Medical

Center,

Series

2020A,

3.000%,

9/01/50

9/30

at

100.00

A1  

1,762,260

10,000

Arizona

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Greenville

University,

Series

2022,

6.500%,

11/01/53,

144A

11/32

at

100.00

BB+  

9,665,300

11,260

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  

11,620,545

3,970

Arizona

Industrial

Development

Authority,

Hospital

Revenue

Bonds,

Phoenix

Children's

Hospital,

Series

2020A,

3.000%,

2/01/45

2/30

at

100.00

A+  

3,072,224

22,350

Arizona

Industrial

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Bridgewater

Avondale

Project,

Series

2017,

5.375%,

1/01/38

7/25

at

101.00

N/R  

16,668,183

9,573

Cahava

Springs

Revitalization

District,

Cave

Creek,

Arizona,

Special

Assessment

Bonds,

Series

2017A,

7.000%,

7/01/41,

144A

(4)

7/27

at

100.00

N/R  

7,371,262

2,000

Coconino

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Flagstaff

Arts

&

Leadership

Academy

Project,

Refunding

Series

2020,

5.500%,

7/01/40,

144A

7/28

at

100.00

N/R  

1,692,260

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2014:

655

5.000%,

7/15/29,

144A

7/24

at

100.00

N/R  

667,078

650

5.000%,

7/15/33,

144A

7/24

at

100.00

N/R  

663,332

750

5.000%,

7/15/38,

144A

7/24

at

100.00

N/R  

762,187

1,056

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

2,

Series

2014,

5.375%,

7/01/39,

144A

7/24

at

100.00

N/R  

1,047,605

2,055

Estrella

Mountain

Ranch

Community

Facilities

District,

Goodyear,

Arizona,

Special

Assessment

Revenue

Bonds,

Montecito

Assessment

District

2,

Series

2015,

5.000%,

7/01/39,

144A

7/25

at

100.00

N/R  

1,935,358

7,700

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  

6,679,442

1,655

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Villa

Montessori,

Inc

Project,

Series

2023A,

5.500%,

7/01/53

7/32

at

100.00

BBB-  

1,660,809

175

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

2,685

Maricopa

County

Industrial

Development

Authority,

Arizona,

Educational

Facilities

Revenue

Bonds,

Ottawa

University

Projects,

Series

2020,

5.500%,

10/01/51,

144A

10/27

at

103.00

N/R  

$

2,661,909

4,100

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2017A,

4.000%,

1/01/41,

(UB)

(5)

1/28

at

100.00

AA-  

4,031,981

180

Parkway

Community

Facilities

District

1,

Prescott

Valley,

Arizona,

General

Obligation

Bonds,

Series

2006,

5.300%,

7/15/25

7/23

at

100.00

N/R  

169,439

3,140

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Tender

Option

Bond

Trust

Series

2018-XF0695,

1.885%,

7/01/40,

144A

(5)

7/27

at

100.00

N/R  

2,976,375

3,130

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2016A,

5.000%,

7/01/46,

144A

7/25

at

100.00

BB  

2,881,228

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Project,

Series

2014A:

3,000

6.500%,

7/01/34,

144A

7/24

at

100.00

Ba2  

3,059,400

10,000

6.750%,

7/01/44,

144A

7/24

at

100.00

Ba2  

10,145,500

3,005

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2015,

5.000%,

7/01/45,

144A

7/25

at

100.00

Ba2  

2,796,513

7,500

Phoenix

Industrial

Development

Authority,

Arizona,

Health

Care

Facilities

Revenue

Bonds,

Mayo

Clinic,

Series

2022,

3.750%,

11/15/57,

(UB)

(5)

11/32

at

100.00

AA  

6,424,275

Phoenix

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Guam

Facilities

Foundation,

Inc.

Project,

Series

2014:

21,375

5.000%,

2/01/29

2/24

at

100.00

B+  

21,346,999

18,375

5.125%,

2/01/34

2/24

at

100.00

B+  

18,374,265

22,835

5.375%,

2/01/41

2/24

at

100.00

B+  

22,555,043

9,135

Phoenix

Industrial

Development

Authority,

Arizona,

Multi-Family

Housing

Revenue

Bonds,

3rd

and

Indian

Road

Assisted

Living

Project,

Series

2016,

5.400%,

10/01/36

10/25

at

101.00

N/R  

7,128,041

1,675

Pima

County

Industrial

Development

Authority,

Arizona,

Charter

School

Revenue

Bonds,

Cambridge

Academy-East,

Inc.

Project,

Series

2010,

6.625%,

4/01/40

7/23

at

100.00

N/R  

1,634,314

Pima

County

Industrial

Development

Authority,

Arizona,

Charter

School

Revenue

Bonds,

Desert

Heights

Charter

School,

Series

2014:

1,000

7.000%,

5/01/34

5/24

at

100.00

N/R  

1,013,720

1,800

7.250%,

5/01/44

5/24

at

100.00

N/R  

1,825,074

650

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

American

Leadership

Academy

Project,

Series

2019,

5.000%,

6/15/52,

144A

6/25

at

100.00

N/R  

579,949

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Champion

Schools

Project,

Series

2017:

2,870

6.000%,

6/15/37,

144A

6/26

at

100.00

N/R  

2,677,308

4,865

6.125%,

6/15/47,

144A

6/26

at

100.00

N/R  

4,281,881

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Series

2016:

3,445

5.250%,

7/01/36

7/26

at

100.00

BB-  

3,422,401

5,700

5.375%,

7/01/46

7/26

at

100.00

BB-  

5,385,816

6,830

5.500%,

7/01/51

7/26

at

100.00

BB-  

6,447,110

13,805

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  

13,738,874

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

176

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

1,465

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Imagine

East

Mesa

Charter

Schools

Project,

Series

2019,

5.000%,

7/01/49,

144A

7/26

at

100.00

N/R  

$

1,323,159

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

LEAD

Charter

School

Project,

Series

2014:

1,860

6.750%,

3/01/34

3/24

at

100.00

N/R  

1,864,241

4,990

8.750%,

3/01/44

3/24

at

100.00

N/R  

5,058,562

8,790

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  

8,966,240

2,660

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2016,

6.500%,

2/01/48,

144A

2/24

at

100.00

N/R  

2,669,416

11,315

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2017,

6.750%,

2/01/50,

144A

2/28

at

100.00

N/R  

11,581,242

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Synergy

Public

Charter

School

Project,

Series

2020:

1,260

5.000%,

6/15/35,

144A

6/28

at

100.00

N/R  

1,218,156

5,115

5.250%,

6/15/50,

144A

6/28

at

100.00

N/R  

4,580,380

2,000

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Synergy

Public

Charter

School

Project,

Series

2020-1,

5.000%,

6/15/50,

144A

6/28

at

100.00

N/R  

1,724,840

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

The

Paideia

Academies

Project,

2019:

685

5.125%,

7/01/39

7/25

at

100.00

N/R  

639,934

1,050

5.250%,

7/01/49

7/25

at

100.00

N/R  

939,382

5,770

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Noah

Webster

Schools

Mesa

Project,

Series

2015A,

5.000%,

12/15/34,

144A

6/25

at

100.00

BB  

5,598,573

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007:

80

5.250%,

12/01/28

No

Opt.

Call

BBB+  

84,273

21,530

5.500%,

12/01/37,

144A

No

Opt.

Call

Ba3  

23,424,425

16,000

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  

11,500,960

7,505

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  

7,190,766

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Mirabella

at

ASU

Project,

Series

2017A:

2,140

6.000%,

10/01/37,

144A

10/27

at

100.00

N/R  

1,522,289

2,665

6.125%,

10/01/47,

144A

10/27

at

100.00

N/R  

1,678,923

3,085

6.125%,

10/01/52,

144A

10/27

at

100.00

N/R  

1,885,367

4,340

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Series

2012,

5.125%,

3/01/42,

144A

7/23

at

100.00

BB+  

4,055,253

Total

Arizona

454,626,140

Arkansas

-

0.7%

26,440

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-  

26,484,419

177

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arkansas

(continued)

$

13,250

Arkansas

Development

Finance

Authority,

Arkansas,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation,

Green

Series

2023,

5.700%,

5/01/53,

(AMT)

5/26

at

105.00

BB-  

$

13,457,495

35,280

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-  

32,002,488

51,085

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-  

48,162,938

Total

Arkansas

120,107,340

California

-

15.5%

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Second

Subordinate

Lien

Series

2022C:

9,400

5.400%,

10/01/49

-

AGM

Insured

10/37

at

100.00

BBB  

4,793,624

15,440

5.450%,

10/01/52

-

AGM

Insured

10/37

at

100.00

BBB  

7,792,877

Alameda

Corridor

Transportation

Authority,

California,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2022B:

23,750

5.300%,

10/01/47

10/37

at

100.00

A-  

12,091,600

5,720

5.350%,

10/01/48

10/37

at

100.00

A-  

2,903,415

20,430

5.375%,

10/01/49

10/37

at

100.00

A-  

10,344,322

11,890

5.400%,

10/01/50

10/37

at

100.00

A-  

5,998,861

1,985

Anaheim

Public

Financing

Authority,

California,

Lease

Revenue

Bonds,

Public

Improvement

Project,

Series

1997C,

0.000%,

9/01/35

-

AGM

Insured

No

Opt.

Call

AA  

1,241,677

Antelope

Valley

Healthcare

District,

California,

Revenue

Bonds,

Series

2016A:

300

5.250%,

3/01/36

3/26

at

100.00

BBB  

306,798

9,075

5.000%,

3/01/41

3/26

at

100.00

BBB  

9,091,335

10,900

5.000%,

3/01/46

3/26

at

100.00

BBB  

10,654,968

3,415

Antioch

Unified

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

School

Facilities

Improvement

District

1,

Tender

Option

Bond

Trust

2016-XG0071,

5.519%,

8/01/47,

144A,

(IF)

(5)

8/23

at

100.00

A+  

3,428,865

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017A:

4,890

4.000%,

11/01/42,

(UB)

(5)

11/26

at

100.00

A+  

4,903,399

3,750

4.000%,

11/01/46,

(UB)

(5)

11/26

at

100.00

A+  

3,742,275

1,700

Bakersfield

City

School

District,

Kern

County,

California,

General

Obligation

Bonds,

Series

2012C,

0.000%,

5/01/42

(6)

5/40

at

100.00

A+  

1,218,526

4,210

Banning

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

2016

Election

Series

2017A,

4.000%,

8/01/46

-

AGM

Insured,

(UB)

(5)

8/27

at

100.00

AA  

4,200,022

19,315

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Subordinate

Series

2014S-6,

5.000%,

10/01/54,

(Pre-

refunded

10/01/24),

(UB)

(5)

10/24

at

100.00

A1  (7)

19,787,831

1,895

Blythe

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Redevelopment

Project

1,

Series

2011,

9.750%,

5/01/38

7/23

at

100.00

N/R  

1,902,372

4,155

Calexico

Unified

School

District,

Imperial

County,

California,

General

Obligation

Bonds,

Election

2016,

Series

2017A,

4.000%,

8/01/46

-

AGM

Insured,

(UB)

(5)

8/27

at

100.00

AA  

4,145,153

5,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023C,

5.250%,

1/01/54,

(Mandatory

Put

10/01/31)

10/30

at

100.65

Baa1  

5,233,600

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

178

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

8,580

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  

$

6,626,162

2,000

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

K

Street

Flats,

Series

2021A-2,

4.000%,

8/01/50,

144A

8/32

at

100.00

N/R  

1,469,920

27,860

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  

19,742,432

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  

826,620

13,985

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  

10,616,013

2,905

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  

2,172,068

10,035

California

Community

Housing

Agency,

Workforce

Housing

Revenue

Bonds,

Annadel

Apartments,

Series

2019A,

5.000%,

4/01/49,

144A

4/29

at

100.00

N/R  

8,327,444

10,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Fresno

County

Tobacco

Funding

Corporation,

Subordinate

Turbo

Capital

Series

2006A,

0.000%,

6/01/46

7/23

at

23.15

N/R  

2,311,000

14,700

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Golden

Gate

Tobacco

Funding

Corporation,

Turbo,

Series

2007A,

0.000%,

6/01/57

7/23

at

14.66

N/R  

2,150,757

60,000

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Stanislaus

County

Tobacco

Funding

Corporation,

Series

2006A,

0.000%,

6/01/46

7/23

at

27.35

N/R  

15,048,600

28,600

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Asset-Backed

Bonds,

Stanislaus

County

Tobacco

Funding

Corporation,

Subordinate

Turbo

Capital

Appreciation

Series

2006B,

0.000%,

6/01/46

7/23

at

26.60

N/R  

7,383,662

8,325

California

County

Tobacco

Securitization

Agency,

Tobacco

Settlement

Bonds,

Gold

Country

Settlement

Funding

Corporation,

Subpordinate

Series

2020B-2,

0.000%,

6/01/55

12/30

at

36.29

N/R  

1,815,766

2,500

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  

1,705,450

32,120

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  

32,390,129

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2016B:

22,820

5.000%,

11/15/46,

(Pre-refunded

11/15/26),

(UB)

11/26

at

100.00

N/R  (7)

24,450,717

33,090

5.000%,

11/15/46,

(UB)

11/26

at

100.00

A+  

34,109,834

27,515

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Refunding

Series

2017A,

4.000%,

11/15/48,

(UB)

(5)

11/27

at

100.00

A+  

26,966,901

24,760

California

Health

Facilities

Financing

Authority,

California,

Revenue

Bonds,

Sutter

Health,

Series

2018A,

4.000%,

11/15/42,

(UB)

(5)

11/27

at

100.00

A+  

24,771,390

6,435

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Adventist

Health

System/West,

Refunding

Series

2016A,

4.000%,

3/01/39,

(UB)

(5)

3/26

at

100.00

A-  

6,071,551

179

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Cedars-

Sinai

Health

System,

Series

2021A:

$

39,495

4.000%,

8/15/48,

(UB)

(5)

8/31

at

100.00

AA-  

$

38,834,249

29,910

4.000%,

8/15/48

-

BAM

Insured,

(UB)

(5)

8/31

at

100.00

Aa3  

29,641,109

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

El

Camino

Hospital,

Series

2017:

3,810

5.000%,

2/01/42,

(UB)

(5)

2/27

at

100.00

A1  

3,943,540

6,830

5.000%,

2/01/47,

(UB)

(5)

2/27

at

100.00

A1  

7,035,788

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Kaiser

Permanente

System,

Series

2017A-2:

10,000

4.000%,

11/01/38,

(UB)

(5)

11/27

at

100.00

AA-  

10,080,100

32,000

4.000%,

11/01/44

11/27

at

100.00

AA-  

31,560,320

97,600

4.000%,

11/01/44,

(UB)

(5)

11/27

at

100.00

AA-  

96,258,976

42,070

5.000%,

11/01/47,

(UB)

(5)

No

Opt.

Call

AA-  

47,973,683

9,250

4.000%,

11/01/51,

(UB)

11/27

at

100.00

AA-  

9,002,933

5,300

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital

at

Stanford,

Refunding

Forward

Delivery

Series

2022A,

4.000%,

5/15/46,

(UB)

(5)

5/32

at

100.00

A+  

5,206,879

540

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Lucile

Salter

Packard

Children's

Hospital,

Tender

Option

Bond

Trust

2015-

XF0152,

6.754%,

8/15/43,

144A,

(IF)

(5)

8/24

at

100.00

A+  

576,752

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Tender

Option

Bond

Trust

2015-XF0120:

261

21.938%,

10/01/38,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

284,655

199

21.938%,

10/01/38,

(Pre-refunded

10/01/24),

144A,

(IF)

(5)

10/24

at

100.00

N/R  (7)

217,035

845

6.036%,

10/01/44,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

865,914

3,150

6.040%,

10/01/44,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

3,228,246

2,000

6.040%,

10/01/44,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

2,049,680

2,000

6.040%,

10/01/44,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

2,049,680

14,345

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Refunding

Series

2016A,

4.000%,

10/01/47,

(UB)

(5)

10/26

at

100.00

A  

13,754,560

10,000

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Refunding

Series

2016A,

4.000%,

10/01/47

,

(WI/DD)

10/26

at

100.00

A  

9,588,400

29,020

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Stanford

Health

Care,

Series

2020A,

4.000%,

8/15/50,

(UB)

(5)

8/30

at

100.00

AA-  

28,527,531

3,335

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Stanford

Hospitals

and

Clinics,

Series

2015A,

5.000%,

8/15/54,

(UB)

(5)

8/25

at

100.00

AA-  

3,403,768

1,585

California

Housing

Finance

Agency,

Multifamily

Housing

Revenue

Bonds,

Redwood

Gardens

Apartments,

Subordinate

Lien

Series

2021N-S,

4.000%,

3/01/37,

144A

3/31

at

100.00

N/R  

1,301,285

6,085

California

Infrastructure

and

Economic

Development

Bank,

Revenue

Bonds,

Academy

of

Motion

Picture

Arts

and

Sciences

Obligated

Group,

Series

2015A,

4.000%,

11/01/45,

(UB)

(5)

11/23

at

100.00

Aa2  

6,084,574

1,500

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2015A,

5.250%,

10/01/45

7/23

at

102.00

BB  

1,450,215

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A:

640

5.500%,

6/01/38,

144A

6/26

at

100.00

BB  

642,003

1,595

5.500%,

6/01/48,

144A

6/26

at

100.00

BB  

1,561,042

1,550

5.500%,

6/01/53,

144A

6/26

at

100.00

BB  

1,503,485

1,150

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Bella

Mente

Montessori

Academy

Project,

Series

2018A,

5.000%,

6/01/48,

144A

6/28

at

100.00

Ba1  

1,032,286

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

180

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

6,800

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Nova

Academy

Project,

Series

2016A,

5.000%,

6/15/46,

144A

6/26

at

100.00

BB  

$

6,478,564

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B:

1,515

5.000%,

10/01/49,

144A

10/27

at

100.00

N/R  

1,377,120

1,650

5.000%,

10/01/57,

144A

10/27

at

100.00

N/R  

1,463,286

2,000

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2014A,

5.000%,

10/01/44

7/23

at

102.00

BB  

1,847,160

1,680

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Urban

Discovery

Academy

Project,

Series

2014A,

6.125%,

8/01/49,

144A

8/24

at

100.00

BB-  

1,691,222

850

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Urban

Discovery

Academy

Project,

Series

2015A,

6.125%,

8/01/45,

144A

8/26

at

100.00

N/R  

865,019

1,270

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  

1,275,245

5,350

California

Municipal

Finance

Authority,

Revenue

Bonds,

Community

Health

System,

Series

2021A,

4.000%,

2/01/51,

(UB)

(5)

2/32

at

100.00

BBB+  

4,920,823

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2012A:

500

6.625%,

1/01/32,

144A

7/23

at

100.00

N/R  

494,265

515

6.875%,

1/01/42,

144A

7/23

at

100.00

N/R  

496,120

1,275

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

5.000%,

1/01/35

1/25

at

100.00

N/R  

1,093,210

9,350

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

4.000%,

12/31/47

-

AGM

Insured,

(AMT),

(UB)

(5)

6/28

at

100.00

BBB-  

8,881,565

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

4.000%,

12/31/47

-

AGM

Insured,

(AMT)

6/28

at

100.00

BBB-  

949,900

7,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Simpson

University,

Series

2020A,

6.000%,

10/01/50,

144A

10/27

at

103.00

N/R  

7,056,350

3,720

California

Municipal

Finance

Authority,

Special

Tax

Revenue

Bonds,

Bold

Program,

Series

2022A,

5.250%,

9/01/52

9/29

at

103.00

N/R  

3,780,227

2,160

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  

2,191,795

12,190

California

Municipal

Finance

Authority,

Student

Housing

Revenue

Bonds,

CHF-Davis

II,

LLC

-

Orchard

Park

Student

Housing

Project,

Series

2021,

3.000%,

5/15/54

-

BAM

Insured,

(UB)

(5)

5/31

at

100.00

Baa3  

9,089,352

5,600

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  

336,000

2,000

California

Pollution

Control

Financing

Authority

Water

Furnishing

Revenue

Bonds

(Poseidon

Resources

(Channelside)

LP

Desalination

Project),

Series

2023

(AMT),

5.000%,

7/01/38,

(AMT),

144A

7/33

at

100.00

Baa3  

2,091,200

3,310

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Aemerge

Redpak

Services,

LLC.,

Series

2016,

7.000%,

12/01/27,

(AMT),

144A

(4)

12/23

at

102.00

N/R  

331,000

181

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,500

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

11/21/45,

(AMT),

144A

1/24

at

100.00

Baa3  

$

1,489,920

7,910

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  

6,345,956

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Laverne

Elementary

Preparatory

Academy

Project,

Series

2019A:

870

5.000%,

6/15/39,

144A

7/23

at

100.00

N/R  

818,887

1,000

5.000%,

6/15/49,

144A

7/23

at

100.00

N/R  

894,550

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Multicultural

Learning

Center

Project,

Series

2017A:

2,055

6.125%,

6/15/37

6/27

at

100.00

N/R  

2,088,990

3,025

6.250%,

6/15/47

6/27

at

100.00

N/R  

3,048,958

20,000

California

Public

Finance

Authority,

Revenue

Bonds,

Sharp

HealthCare,

Series

2017A,

4.000%,

8/01/47,

(UB)

(5)

2/28

at

100.00

Aa3  

19,415,000

California

Public

Finance

Authority,

Revenue

Bonds,

Sharp

HealthCare,

Tender

Option

Bond

Trust

Series

2022-XF3006:

2,000

1.461%,

8/01/47,

144A

(5)

7/23

at

82.73

AA  

1,707,500

1,800

California

Public

Finance

Authority,

University

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Claremont

Properties

LLC

Claremont

Colleges

Project,

Refunding

Series

2023A,

5.500%,

7/01/50,

144A

7/33

at

105.00

N/R  

1,807,290

California

School

Finance

Authority

Charter

School

Facility

Revenue

Bonds,

Grimmway

Schools-Obligated

Group,

Series

2016A:

2,350

5.000%,

7/01/36,

144A

7/26

at

100.00

BB+  

2,362,267

2,360

5.000%,

7/01/46,

144A

7/26

at

100.00

BB+  

2,287,855

2,755

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

California,

ACE

Charter

Schools,

Obligated

Group,

Series

2016A,

5.000%,

6/01/42,

144A

6/26

at

100.00

N/R  

2,560,525

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Hawking

STEAM

Charter

School

Project,

Series

2022A:

2,250

5.250%,

7/01/52,

144A

7/29

at

100.00

BB+  

2,150,100

995

5.375%,

7/01/56,

144A

7/29

at

100.00

BB+  

960,025

1,775

5.500%,

7/01/62,

144A

7/29

at

100.00

BB+  

1,730,501

6,930

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  

6,654,047

730

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Alta

Public

Schools

-

Obligated

Group,

Taxable

Series

2020B,

6.000%,

6/01/31,

144A

6/28

at

102.00

N/R  

655,722

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Encore

Education

Obligated

Group,

Series

2016A:

2,010

5.000%,

6/01/42,

144A

6/26

at

100.00

N/R  

1,633,607

1,100

5.000%,

6/01/52,

144A

6/26

at

100.00

N/R  

838,541

1,890

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  

1,277,508

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2016A:

5,545

5.750%,

6/01/42

6/26

at

100.00

N/R  

5,639,376

5,065

5.875%,

6/01/52

6/26

at

100.00

N/R  

5,133,985

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

182

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,000

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2019A,

5.000%,

6/01/49,

144A

6/26

at

100.00

N/R  

$

936,560

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Arts

in

Action

Charter

Schools

-

Obligated

Group,

Series

2020A:

1,175

5.000%,

6/01/40,

144A

6/27

at

100.00

N/R  

907,276

1,850

5.000%,

6/01/50,

144A

6/27

at

100.00

N/R  

1,321,529

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

CIty

Charter

School

Obligated

Group,

Series

2016A:

2,525

5.000%,

6/01/42,

144A

6/26

at

100.00

N/R  

2,357,921

2,930

5.000%,

6/01/52,

144A

6/26

at

100.00

N/R  

2,614,351

1,550

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Vista

Project,

Series

2021A,

4.000%,

10/01/46,

144A

10/28

at

101.00

BBB-  

1,315,733

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Escuela

Popular

Charter

School,

Series

2017:

1,250

6.250%,

7/01/37,

144A

7/27

at

100.00

N/R  

1,269,762

4,825

6.500%,

7/01/50,

144A

7/27

at

100.00

N/R  

4,870,307

1,680

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Kepler

Neighborhood

School,

Series

2017A,

5.875%,

5/01/47,

144A

5/27

at

100.00

N/R  

1,655,472

1,135

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Larchmont

Charter

School

Project

,

Series

2018A,

5.000%,

6/01/55,

144A

6/27

at

100.00

N/R  

1,091,234

1,460

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2017A,

5.250%,

6/01/52,

144A

6/26

at

100.00

N/R  

1,365,392

610

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

Obligated

Group,

Series

2017G,

5.000%,

6/01/47,

144A

6/27

at

100.00

N/R  

561,310

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Why

Not

Academy

Obligated

Group,

Series

2021A:

5,410

4.000%,

6/01/51,

144A

6/27

at

100.00

N/R  

3,889,844

9,050

4.000%,

6/01/61,

144A

6/27

at

100.00

N/R  

6,155,539

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Santa

Clarita

Valley

International

School

Project,

Series

2021A:

800

4.000%,

6/01/51

6/31

at

100.00

N/R  

612,000

1,300

4.000%,

6/01/61

6/31

at

100.00

N/R  

945,763

10,000

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  

7,408,700

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Valley

International

Preparatory

High

School

Project,

Series

2022A:

4,810

5.125%,

3/01/52,

144A

3/31

at

100.00

N/R  

3,829,433

3,750

5.250%,

3/01/62,

144A

3/31

at

100.00

N/R  

2,928,263

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Project,

Series

2014A:

1,205

5.750%,

6/01/34,

144A

6/24

at

100.00

BB+  

1,219,870

2,390

6.000%,

6/01/44,

144A

6/24

at

100.00

BB+  

2,409,502

1,300

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alta

Public

Schools

Project,

Series

2014A,

6.750%,

11/01/45,

144A

11/24

at

100.00

N/R  

1,317,992

690

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

5.125%,

7/01/44,

144A

7/24

at

100.00

BBB  

693,478

183

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2016A:

$

1,280

5.750%,

7/01/41,

144A

7/26

at

100.00

BBB-  

$

1,321,946

2,250

6.000%,

7/01/51,

144A

7/26

at

100.00

BBB-  

2,322,360

5,260

California

State

University,

Systemwide

Revenue

Bonds,

Series

2020C,

4.000%,

11/01/45,

(UB)

(5)

11/30

at

100.00

AA-  

5,262,051

California

State,

General

Obligation

Bonds,

Refunding

Various

Purpose

Series

2021:

3,000

3.000%,

12/01/46

12/30

at

100.00

AA-  

2,446,740

1,000

3.000%,

12/01/49

12/30

at

100.00

AA-  

793,940

3,055

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2015,

4.000%,

8/01/45,

(UB)

(5)

8/25

at

100.00

AA-  

3,055,794

10,000

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2017,

5.000%,

8/01/46,

(UB)

8/26

at

100.00

AA-  

10,480,900

3,230

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

4.000%,

10/01/50

4/33

at

100.00

AA-  

3,247,507

750

California

State,

General

Obligation

Bonds,

Various

Purpose,

Tender

Option

Bond

Trust

2015-XF1041,

2.560%,

11/01/44,

(Pre-refunded

11/01/24),

144A,

(IF)

(5)

11/24

at

100.00

AA-  (7)

750,683

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A:

14,465

5.250%,

12/01/44

12/24

at

100.00

BB  

14,341,324

46,815

5.500%,

12/01/54

12/24

at

100.00

BB  

46,811,255

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A:

8,665

5.000%,

12/01/41,

144A

6/26

at

100.00

BB  

8,537,364

20,395

5.250%,

12/01/56,

144A

6/26

at

100.00

BB  

19,739,301

440

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

Buck

Institute

for

Research

on

Aging,

Tender

Option

Bond

Trust

2015-XF1035,

9.853%,

5/15/24,

(Pre-refunded

11/15/24)

-

AGM

Insured,

144A,

(IF)

(5)

11/24

at

100.00

AA  (7)

503,127

8,150

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  

7,683,168

1,890

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-01

Improvement

Area

2

University

District,

Series

2017,

5.000%,

9/01/47

9/27

at

100.00

N/R  

1,921,469

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-2

Rio

Bravo,

Series

2015A:

3,245

5.375%,

9/01/35

9/25

at

100.00

N/R  

3,339,397

3,285

5.625%,

9/01/45

9/25

at

100.00

N/R  

3,355,693

2,665

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2016-02

Delta

Coves,

Series

2022,

5.500%,

9/01/52

9/32

at

100.00

N/R  

2,701,857

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2020-02

Improvement

Area

2

Atwell,

Series

2022:

500

5.125%,

9/01/42

9/32

at

100.00

N/R  

506,070

1,310

5.250%,

9/01/52

9/32

at

100.00

N/R  

1,314,978

1,400

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2022-03

Sheldon

Farms,

Series

2023,

5.000%,

9/01/53

9/30

at

103.00

N/R  

1,345,162

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

184

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,955

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2011A,

8.000%,

9/02/41

7/23

at

100.00

N/R  

$

1,885,226

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

32

5.750%,

7/01/24

(4),(8)

9/23

at

100.00

N/R  

31,874

154

5.750%,

7/01/30

(4),(8)

9/23

at

100.00

N/R  

153,644

242

5.750%,

7/01/35

(4),(8)

9/23

at

100.00

N/R  

241,793

209

5.500%,

7/01/39

(4),(8)

9/23

at

100.00

N/R  

209,415

42

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005H,

5.750%,

7/01/25

(4),(8)

9/23

at

100.00

N/R  

42,044

12,745

Central

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

2020

Election

Series

2021A,

4.000%,

8/01/48

-

AGM

Insured

8/31

at

100.00

Aa3  

12,719,892

5,360

Chaffey

Joint

Union

High

School

District,

San

Bernardino

County,

California,

General

Obligation

Bonds,

Election

2012

Series

2019D,

4.000%,

8/01/49

8/28

at

100.00

AA-  

5,277,402

500

CMFA

Special

Finance

Agency,

California,

Essential

Housing

Revenue

Bonds,

Solana

at

Grand,

Junior

Series

2021A-2,

4.000%,

8/01/45,

144A

2/32

at

100.00

N/R  

409,335

155

Compton

Public

Finance

Authority,

California,

Lease

Revenue

Bonds,

Refunding

&

Various

Capital

Projects,

Series

2008,

5.250%,

9/01/27

-

AMBAC

Insured

7/23

at

100.00

N/R  

155,081

2,500

Contra

Costa

Community

College

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Tender

Option

Trust

2015-

XF0229,

6.425%,

8/01/23,

144A,

(IF)

(5)

No

Opt.

Call

AA+  (7)

2,513,425

500

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  

507,400

18,135

Cotati-Rohnert

Park

Unified

School

District,

Sonoma

County,

California,

General

Obligation

Bonds,

2014

Election

Series

2017A,

4.000%,

8/01/46,

(Pre-refunded

8/01/24)

-

BAM

Insured,

(UB)

8/26

at

100.00

A1  (7)

18,092,020

1,500

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  

1,140,345

45,255

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  

33,517,663

7,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54,

144A

1/31

at

100.00

N/R  

6,025,600

5,025

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Jefferson-Anaheim

Series

2021A-2,

3.125%,

8/01/56,

144A

8/31

at

100.00

N/R  

3,452,929

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  

735,980

9,735

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  

6,750,833

10,540

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Social

Series

2021A-2,

4.000%,

9/01/56,

144A

9/31

at

100.00

N/R  

7,933,880

185

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

3,050

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Parallel-Anaheim

Series

2021A,

4.000%,

8/01/56,

144A

8/31

at

100.00

N/R  

$

2,344,962

4,825

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  

3,434,290

1,210

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Towne-Glendale,

Mezzanine

Lien

Social

Series

2022B,

5.000%,

9/01/37,

144A

9/32

at

100.00

N/R  

1,210,799

4,375

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58,

144A

4/32

at

100.00

N/R  

2,961,437

21,000

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  

14,506,170

8,400

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  

5,508,636

38,280

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  

29,222,569

8,030

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  

5,218,295

30

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  

20,349

1,600

Dixon,

California,

Special

Tax

Bonds,

Community

Facilities

District

2019-

1

Homestead,

Improvement

Area

2,

Series

2023,

5.000%,

9/01/53

9/29

at

103.00

N/R  

1,539,664

Downey

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2022

Series

2023A:

17,580

4.000%,

8/01/48

8/33

at

100.00

Aa2  

17,245,277

18,035

4.000%,

8/01/52

8/33

at

100.00

Aa2  

17,530,200

1,000

Eastern

Municipal

Water

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-91

Prairie

Crossings,

Series

2023,

5.000%,

9/01/52

9/30

at

103.00

N/R  

1,003,390

Elk

Grove

Unified

School

District,

Sacramento

County,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2023:

9,370

4.000%,

8/01/42

8/30

at

100.00

Aa2  

9,325,680

9,950

4.000%,

8/01/45

8/30

at

100.00

Aa2  

9,841,047

3,460

Fairfield,

California,

Special

Tax

Bonds,

Community

Facilities

District

2007-1

Fairfield

Commons

Project,

Series

2008,

6.875%,

9/01/38

9/23

at

100.00

N/R  

3,479,376

2,295

Foothill/Eastern

Transportation

Corridor

Agency,

California,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

1/15/46

1/31

at

100.00

Baa2  

2,225,576

9,550

Fresno

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

Crossover

Refunding

Series

2016B,

0.000%,

8/01/43

8/26

at

54.52

Aa3  

4,046,526

2,500

Fresno

Unified

School

District,

Fresno

County,

California,

General

Obligation

Bonds,

Election

2020

Series

2021A,

3.000%,

8/01/55

8/29

at

100.00

Aa3  

1,888,600

Glendale

Community

College

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Taxable

Refunding

Series

2020B:

2,650

0.000%,

8/01/42

2/30

at

68.75

AA-  

1,134,280

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

186

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,875

0.000%,

8/01/43

2/30

at

66.54

AA-  

$

762,375

1,765

0.000%,

8/01/44

2/30

at

64.38

AA-  

681,255

6,215

0.000%,

2/01/45

2/30

at

63.32

AA-  

2,339,077

4,095

4.000%,

8/01/50

(5)

8/29

at

100.00

AA-  

4,049,095

Golden

State

Tobacco

Securitization

Corporation,

California,

Enhanced

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Refunding

Series

2015A:

13,595

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

N/R  (7)

14,141,655

11,090

5.000%,

6/01/40,

(Pre-refunded

6/01/25)

6/25

at

100.00

A+  (7)

11,535,929

1,229,485

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  

134,185,993

6,000

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Series

2022A-1,

5.000%,

6/01/51

12/31

at

100.00

BBB+  

6,254,580

18,770

Hayward

Area

Recreation

and

Park

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2017A,

4.000%,

8/01/46,

(UB)

(5)

8/27

at

100.00

AA+  

18,744,097

44,380

Hayward

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Election

2014,

Series

2017,

4.000%,

8/01/42

-

AGM

Insured,

(UB)

(5)

8/26

at

100.00

AA  

44,345,827

9,275

Hayward

Unified

School

District,

Alameda

County,

California,

General

Obligation

Bonds,

Refunding

Series

2019,

4.000%,

8/01/43

-

BAM

Insured,

(UB)

(5)

8/28

at

100.00

A+  

9,242,723

5,760

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Augusta

Communities

Mobile

Home

Park,

Refunding

Series

2022A,

5.250%,

5/15/56

5/32

at

100.00

A+  

5,991,322

160

Indio

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Area

Redevelopment

Project,

Subordinate

Lien

Refunding

Series

2008A,

5.250%,

8/15/28

7/23

at

100.00

A  

160,358

279,500

Inland

Empire

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007C-2.

Turbo

Capital

Appreciation,

0.000%,

6/01/47

7/23

at

20.50

CCC  

57,171,725

Lammersville

Joint

Unified

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District  2007-1

Mountain

House

-

Shea

Homes

Improvement

Area

1,

Series

2013:

1,500

6.000%,

9/01/38

9/23

at

100.00

N/R  

1,504,395

1,000

6.000%,

9/01/43

9/23

at

100.00

N/R  

1,002,440

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

1,

Series

2019:

1,945

5.400%,

9/01/38

9/26

at

103.00

N/R  

1,966,512

3,095

5.500%,

9/01/43

9/26

at

103.00

N/R  

3,123,629

4,830

5.600%,

9/01/49

9/26

at

103.00

N/R  

4,870,427

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

2,

Series

2019:

1,220

5.400%,

9/01/38

9/26

at

103.00

N/R  

1,233,493

1,945

5.500%,

9/01/43

9/26

at

103.00

N/R  

1,962,991

3,665

5.600%,

9/01/49

9/26

at

103.00

N/R  

3,695,676

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

3,

Series

2019:

2,410

5.400%,

9/01/38

9/26

at

103.00

N/R  

2,436,654

3,820

5.500%,

9/01/43

9/26

at

103.00

N/R  

3,855,335

7,205

5.600%,

9/01/49

9/26

at

103.00

N/R  

7,265,306

187

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1,

Central

Lathrop

Specific

Plan

Improvement

Areas

4,

Series

2019:

$

860

5.400%,

9/01/38

9/26

at

103.00

N/R  

$

869,512

1,360

5.500%,

9/01/43

9/26

at

103.00

N/R  

1,372,580

2,565

5.600%,

9/01/49

9/26

at

103.00

N/R  

2,586,469

5,000

Lennox

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017,

4.000%,

8/01/47

-

AGM

Insured

2/27

at

100.00

AA  

4,965,150

20,925

Long

Beach

Community

College

District,

California,

General

Obligation

Bonds,

Refunding

2008

Election

Series

2012B,

0.000%,

8/01/49

-

BAM

Insured,

(UB)

(5),(6)

8/42

at

100.00

AA  

14,229,209

10,255

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2008,

Series

2017E,

4.000%,

8/01/44

-

BAM

Insured,

(UB)

(5)

8/26

at

100.00

AA  

10,250,283

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2017A:

10,450

4.000%,

8/01/40,

(UB)

(5)

8/26

at

100.00

Aa2  

10,450,836

13,045

4.000%,

8/01/41,

(UB)

(5)

8/26

at

100.00

Aa2  

13,029,215

14,760

4.000%,

8/01/42,

(UB)

(5)

8/26

at

100.00

AA  

14,774,170

3,465

4.000%,

8/01/43

8/26

at

100.00

Aa2  

3,457,689

32,355

4.000%,

8/01/45

-

BAM

Insured,

(UB)

(5)

8/26

at

100.00

AA  

32,234,316

11,155

Long

Beach

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2023C,

4.000%,

8/01/53

8/33

at

100.00

AA-  

10,920,187

1,765

Los

Alamitos

Unified

School

District,

Orange

County,

California,

Certificates

of

Participation,

Series

2012,

0.000%,

8/01/42

(6)

8/29

at

100.00

Aa3  

1,858,598

2,000

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  

2,001,860

7,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Refunding

Subordinate

Series

2022G,

4.000%,

5/15/47,

(AMT),

(UB)

(5)

11/31

at

100.00

AA  

6,775,650

13,600

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Senior

Lien

Series

2020C,

4.000%,

5/15/50,

(AMT),

(UB)

,

(WI/DD)

(5)

5/30

at

100.00

AA  

13,070,416

6,300

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2016B,

5.000%,

5/15/46,

(AMT),

(UB)

(5)

5/26

at

100.00

AA-  

6,397,020

8,295

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2019F,

3.000%,

5/15/49,

(AMT)

,

(WI/DD)

5/29

at

100.00

AA-  

6,128,097

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2021D:

3,660

4.000%,

5/15/41

No

Opt.

Call

AA-  

3,611,929

12,125

5.000%,

5/15/46,

(AMT),

(UB)

(5)

11/31

at

100.00

AA-  

12,750,771

1,750

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2022A,

4.000%,

5/15/49,

(AMT)

5/32

at

100.00

AA-  

1,674,645

6,000

Los

Angeles

Department

of

Airports,

California,

Revenue

Bonds,

Los

Angeles

International

Airport,

Subordinate

Lien

Series

2022B,

4.000%,

5/15/48,

(UB)

(5)

5/32

at

100.00

AA-  

5,909,340

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

188

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,715

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Tender

Option

Bond

Trust

3345.

As

Of

6/4/2015

Converted

to

Trust

2015-XF2047,

5.880%,

7/01/43,

144A,

(IF)

1/24

at

100.00

AA-  

$

1,752,987

16,145

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Series

2017A,

4.000%,

7/01/47,

(UB)

(5)

1/27

at

100.00

Aa2  

16,158,400

5,000

Los

Angeles,

California,

Wastewater

System

Revenue

Bonds,

Green

Subordinate

Series

2022A,

4.000%,

6/01/52,

(UB)

(5)

6/32

at

100.00

AA  

4,937,500

8,000

Lucia

Mar

Unified

School

District,

San

Luis

Obispo

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017A,

4.000%,

8/01/46,

(UB)

(5)

8/27

at

100.00

Aa2  

7,981,040

18,700

Lucia

Mar

Unified

School

District,

San

Luis

Obispo

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2018B,

4.000%,

8/01/47,

(UB)

(5)

8/28

at

100.00

Aa2  

18,569,661

8,000

Madera

Unified

School

District,

Madera

County,

California,

General

Obligation

Bonds,

Election

2014

Series

2017,

4.000%,

8/01/46

-

BAM

Insured,

(UB)

(5)

8/27

at

100.00

Aa3  

8,010,000

12,500

Marin

Healthcare

District,

Marin

County,

California,

General

Obligation

Bonds,

2013

Election,

Series

2017A,

4.000%,

8/01/47,

(UB)

(5)

8/27

at

100.00

AA-  

12,412,875

6,000

Montebello

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2016A,

4.000%,

8/01/46,

(UB)

(5)

8/26

at

100.00

A1  

5,955,420

1,075

Moorpark,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1,

Refunding

Junior

Lien

Series

2014B,

5.125%,

9/01/38

9/24

at

100.00

N/R  

1,086,320

3,902

Northstar

Community

Services

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

1,

Refunding

Series

2005,

1.363%,

9/01/28

(4)

9/23

at

100.00

N/R  

1,521,824

2,305

Orland

Joint

Unified

School

District,

Glenn

and

Tehama

Counties,

California,

General

Obligation

Bonds,

2008

Election,

Series

2012B,

0.000%,

8/01/51

(6)

8/37

at

100.00

AA  

1,639,293

970

Orland

Joint

Unified

School

District,

Glenn

and

Tehama

Counties,

California,

General

Obligation

Bonds,

2008

Election,

Series

2013C,

5.550%,

8/01/43

8/38

at

100.00

AA  

666,157

Palmdale

Community

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merged

Redevelopment

Project

Areas,

Series

2002:

1,230

0.000%,

12/01/31

-

AMBAC

Insured

No

Opt.

Call

AA  

913,792

1,225

0.000%,

12/01/32

-

AMBAC

Insured

No

Opt.

Call

AA  

870,754

8,910

Palmdale

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2016

Election

Series

2017A,

4.000%,

8/01/46,

(UB)

(5)

8/27

at

100.00

Aa3  

8,888,883

16,145

Patterson

Public

Finance

Authority,

California,

Revenue

Bonds,

Community

Facilities

District

2001-1,

Senior

Series

2013A,

5.750%,

9/01/39

9/23

at

100.00

N/R  

16,182,133

2,590

Patterson

Public

Finance

Authority,

California,

Revenue

Bonds,

Community

Facilities

District

2001-1,

Subordinate

Lien

Series

2013B,

5.875%,

9/01/39

9/23

at

100.00

N/R  

2,596,449

Pomona

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Election

2016

Series

2017A:

12,635

4.000%,

8/01/42

-

BAM

Insured,

(UB)

8/26

at

100.00

AA  

12,668,862

9,485

4.000%,

8/01/46

-

BAM

Insured,

(UB)

8/26

at

100.00

AA  

9,462,520

2,985

River

Delta

Unified

School

District,

Sacramento

and

Solano

Counties,

California,

General

Obligation

Bonds,

School

Faciliteis

Improvement

District

2,

Election

2004

Series

2008,

0.000%,

4/01/48

-

AGM

Insured

No

Opt.

Call

AA  

982,901

189

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Subordinate

Series

2022B-2:

$

3,665

5.000%,

9/01/42

9/29

at

103.00

N/R  

$

3,526,023

7,000

5.250%,

9/01/47

9/29

at

103.00

N/R  

6,892,130

5,410

5.000%,

9/01/52

9/29

at

103.00

N/R  

5,088,917

1,250

Riverside

County

Asset

Leasing

Corporation,

California,

Lease

Revenue

Bonds,

Capital

Project,

Tender

Option

Bond

Trust

2015-XF1020,

9.632%,

11/01/45,

144A,

(IF)

(5)

11/25

at

100.00

A+  

1,518,250

Riverside

County

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Interstate

215

Corridor

Redevelopment

Project

Area,

2nd

Lien

Series

2011E:

7,100

0.000%,

12/01/41

No

Opt.

Call

A-  

3,074,655

7,075

0.000%,

12/01/42

No

Opt.

Call

A-  

2,902,731

7,050

0.000%,

12/01/43

No

Opt.

Call

A-  

2,743,508

5,600

0.000%,

12/01/44

No

Opt.

Call

A-  

2,065,560

20,000

Riverside

County

Transportation

Commission,

California,

Toll

Revenue

Second

Lien

Bonds,

RCTC

91

Express

Lanes,

Refunding

Series

2021C,

4.000%,

6/01/47,

(UB)

(5)

6/31

at

100.00

BBB  

18,784,000

Rocklin

Unified

School

District,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2,

Series

2007:

550

0.000%,

9/01/36

-

NPFG

Insured

No

Opt.

Call

Baa2  

325,166

660

0.000%,

9/01/37

-

NPFG

Insured

No

Opt.

Call

Baa2  

367,567

1,000

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Ranch

at

Sierra

Vista,

Public

Facilities

Series

2023,

5.000%,

9/01/48

,

(WI/DD)

No

Opt.

Call

N/R  

1,007,050

Sacramento

City

Financing

Authority

California,

Lease

Revenue

Bonds,

Master

Lease

Program

Facilities

Projects,

Tender

Option

Bond

Trust

2016-XG0100:

3,000

7.343%,

12/01/30

-

AMBAC

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA-  

4,632,180

2,500

7.343%,

12/01/30

-

AMBAC

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA-  

3,860,150

6,580

7.667%,

12/01/33

-

AMBAC

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA-  

11,666,077

4,795

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

05-1

College

Square,

Series

2007,

5.900%,

9/01/37

9/23

at

100.00

N/R  

4,808,474

Sacramento,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-01

Railyards,

Improvements

Series

2022:

2,150

5.250%,

9/01/42,

144A

9/29

at

103.00

N/R  

2,189,366

4,000

5.250%,

9/01/47,

144A

9/29

at

103.00

N/R  

4,039,080

2,250

5.375%,

9/01/52,

144A

9/29

at

103.00

N/R  

2,277,203

4,928

San

Bernardino

City,

California,

Pension

Obligation

Bonds,

Taxable

Series

2020A,

6.750%,

12/15/46,

144A

6/29

at

100.00

BBB  

4,955,153

1,800

San

Bernardino

County

Financing

Authority,

California,

Revenue

Bonds,

Courthouse

Facilities

Project,

Series

2007,

5.500%,

6/01/37

-

NPFG

Insured

No

Opt.

Call

Baa2  

1,836,504

2,900

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

4.000%,

7/01/44,

(AMT),

(UB)

(5)

7/29

at

100.00

0  

2,773,937

San

Diego

County

Regional

Airport

Authority,

California,

Airport

Revenue

Bonds,

Subordinate

Series

2021B:

13,205

4.000%,

7/01/46,

(AMT),

(UB)

(5)

7/31

at

100.00

N/R  

12,520,849

23,370

4.000%,

7/01/51

-

AGM

Insured,

(AMT),

(UB)

(5)

7/31

at

100.00

A1  

21,905,402

19,840

4.000%,

7/01/56,

(AMT)

7/31

at

100.00

A2  

18,175,226

4,800

4.000%,

7/01/56,

(AMT),

(UB)

(5)

7/31

at

100.00

A2  

4,397,232

16,670

5.000%,

7/01/56,

(AMT),

(UB)

(5)

7/31

at

100.00

A2  

17,246,615

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

190

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

20,000

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2012

Series

2017I,

4.000%,

7/01/47,

(UB)

(5)

7/27

at

100.00

Aa2  

$

19,774,800

12,350

San

Diego

Unified

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Refunding

Series

2012R-2,

0.000%,

7/01/41,

(UB)

(5),(6)

7/40

at

100.00

AA-  

11,515,264

San

Francisco

Airport

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2022A:

17,460

4.000%,

5/01/52,

(AMT),

(UB)

(5)

5/32

at

100.00

N/R  

16,361,941

19,500

5.000%,

5/01/52,

(AMT),

(UB)

(5)

5/32

at

100.00

A1  

20,439,315

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2018D:

31,045

5.000%,

5/01/43,

(AMT),

(UB)

(5)

5/28

at

100.00

A+  

32,075,694

43,630

5.000%,

5/01/48,

(AMT),

(UB)

(5)

5/28

at

100.00

A+  

44,835,061

106,295

5.250%,

5/01/48,

(AMT),

(UB)

(5)

5/28

at

100.00

A+  

110,375,665

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019A:

42,265

5.000%,

5/01/44,

(AMT),

(UB)

(5)

5/29

at

100.00

A+  

43,844,866

33,525

4.000%,

5/01/49,

(AMT),

(UB)

(5)

5/29

at

100.00

A+  

31,780,694

17,000

5.000%,

5/01/49,

(AMT),

(UB)

(5)

5/29

at

100.00

A+  

17,538,390

San

Francisco

Airports

Commission,

California,

Revenue

Bonds,

San

Francisco

International

Airport,

Second

Series

2019E:

37,450

4.000%,

5/01/50,

(AMT),

(UB)

(5)

5/29

at

100.00

A+  

35,361,788

4,000

5.000%,

5/01/50,

(AMT)

5/29

at

100.00

A+  

4,123,080

38,160

5.000%,

5/01/50,

(AMT),

(UB)

(5)

5/29

at

100.00

A+  

39,334,183

17,000

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Green

Series

2020C-1,

4.000%,

8/01/45,

(UB)

(5)

8/29

at

100.00

A+  

16,921,120

9,290

San

Francisco

Bay

Area

Rapid

Transit

District,

California,

General

Obligation

Bonds,

Election

of

2016,

Green

Series

2022D-1,

4.000%,

8/01/47,

(UB)

(5)

2/32

at

100.00

Aaa  

9,184,930

2,000

San

Francisco

City

and

County

Infrastructure

and

Revitalization

Financing

District

1

Treasure

Island,

California,

Tax

Increment

Revenue

Bonds,

Facilities

Increment

Series

2022A,

5.000%,

9/01/52,

144A

9/32

at

100.00

N/R  

1,915,220

5,855

San

Francisco

City

and

County

Public

Utilities

Commission,

California,

Water

Revenue

Bonds,

WSIP

Green

Series

2020A,

4.000%,

11/01/50,

(UB)

(5)

11/30

at

100.00

AA-  

5,784,272

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Subordinate

Series

2016D:

2,750

0.000%,

8/01/26,

144A

7/23

at

86.86

N/R  

2,391,757

8,905

0.000%,

8/01/31,

144A

7/23

at

68.02

N/R  

6,067,778

17,120

0.000%,

8/01/43,

144A

7/23

at

37.24

N/R  

6,423,938

San

Francisco

Redevelopment

Agency,

California,

Special

Tax

Bonds,

Community

Facilities

District

6,

Mission

Bay

South,

Series

2005B:

1,375

0.000%,

8/01/30

8/23

at

66.43

N/R  

911,089

3,020

0.000%,

8/01/34

8/23

at

52.30

N/R  

1,575,534

20,035

San

Mateo

Union

High

School

District,

San

Mateo

County,

California,

General

Obligation

Bonds,

Election

2010

Series

2011A,

0.000%,

7/01/51

-

BAM

Insured,

(UB)

(5),(6)

9/41

at

100.00

AA+  

14,334,241

7,030

Santa

Clara

County

Housing

Authority,

California,

Multifamily

Housing

Revenue

Bonds,

Blossom

River

Project,

Series

1998A,

6.500%,

9/01/39,

(AMT)

7/23

at

100.00

N/R  

6,939,383

191

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Saugus-Castaic

School

Facilities

Financing

Authority,

California,  Community

Facilities

District

2006-1C,

Special

Tax

Bonds,

Series

2013:

$

1,365

5.875%,

9/01/33

9/23

at

100.00

N/R  

$

1,370,597

3,355

6.000%,

9/01/43

9/23

at

100.00

N/R  

3,369,292

7,500

Silicon

Valley

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Santa

Clara

County

Tobacco

Securitization

Corporation,

Series

2007A,

0.000%,

6/01/47

7/23

at

26.20

N/R  

1,859,325

94,800

Silicon

Valley

Tobacco

Securitization

Authority,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Santa

Clara

County

Tobacco

Securitization

Corporation,

Turbo

Capital

Appreciation

Series

2007C,

0.000%,

6/01/56

7/23

at

13.02

N/R  

8,928,264

15,580

Southwestern

Community

College

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

of

2016,

Series

2017A,

4.000%,

8/01/47,

(UB)

(5)

8/27

at

100.00

AA-  

15,306,415

10,000

Sweetwater

Union

High

School

District,

California,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

8/01/47

-

BAM

Insured,

(UB)

(5)

2/26

at

100.00

A1  

9,869,600

5,000

Sweetwater

Union

High

School

District,

San

Diego

County,

California,

General

Obligation

Bonds,

Election

2006

Series

2018C,

4.000%,

8/01/47,

(UB)

(5)

8/28

at

100.00

AA+  

4,850,300

4,000

Tejon

Ranch

Public

Facilities

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2008-1

Tejon

Industrial

Complex

East

2012B,

5.250%,

9/01/42

7/23

at

100.00

N/R  

4,003,960

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017:

2,700

5.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

2,816,451

3,605

5.750%,

9/01/32,

144A

9/27

at

100.00

N/R  

3,883,847

4,890

6.125%,

9/01/37,

144A

9/27

at

100.00

N/R  

5,201,786

13,145

6.250%,

9/01/47,

144A

9/27

at

100.00

N/R  

13,826,963

95,575

Tobacco

Securitization

Authority

of

Southern

California,

Tobacco

Settlement

Asset-Backed

Bonds,

San

Diego

County

Tobacco

Asset

Securitization

Corporation,

First

Subordinate

CABs,

Series

2006B,

0.000%,

6/01/46

7/23

at

24.47

CCC-  

18,784,311

3,000

Triview

Metropolitan

District

4,

El

Paso

County,

California,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2018,

5.750%,

12/01/48,

144A

12/23

at

103.00

N/R  

2,983,620

10,615

Twin

Rivers

Unified

School

District,

Sacramento

and

Placer

Counties,

California,

General

Obligation

Bonds,

Election

2006

Series

2016,

4.000%,

8/01/43

-

AGM

Insured,

(UB)

(5)

8/26

at

100.00

A1  

10,625,297

10,185

Union

Elementary

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

of

2014,

Series

2017C,

4.000%,

9/01/46,

(UB)

(5)

9/27

at

100.00

AA+  

10,170,741

3,000

Union

Elementary

School

District,

Santa

Clara

County,

California,

General

Obligation

Bonds,

Election

of

2022,

Series

2023A,

4.000%,

9/01/52

9/33

at

100.00

AA+  

2,950,980

27,875

University

of

California

Regents,

Medical

Center

Pooled

Revenue

Bonds,

Series

2022P,

4.000%,

5/15/53,

(UB)

(5)

5/32

at

100.00

AA-  

26,838,329

10,325

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2016K,

4.000%,

5/15/46,

(UB)

(5)

5/26

at

100.00

AA-  

10,310,339

11,000

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2018O,

4.000%,

5/15/48

,

(WI/DD)

5/28

at

100.00

AA-  

10,999,780

10,000

University

of

California,

General

Revenue

Bonds,

Limited

Project

Series

2021Q,

3.000%,

5/15/51,

(UB)

(5)

5/31

at

100.00

AA-  

7,776,900

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

192

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

4,000

Walnut

Creek

School

District,

Contra

Costa

County,

California,

General

Obligation

Bonds,

Election

2022

Series

2023A,

4.000%,

9/01/52

9/32

at

100.00

AA  

$

3,940,000

Total

California

2,758,704,065

Colorado

-

10.2%

10,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00

N/R  

7,870,600

Amber

Creek

Metropolitan

District

(In

the

City

of

Thornton),

Adams

County,

Colorado,

Limited

Tax

(Convertible

to

Unlimited

Tax),

General

Obligation

Refunding

and

Improvement

Bonds,

Series

2017A:

481

5.000%,

12/01/37

7/23

at

103.00

N/R  

459,740

1,507

5.125%,

12/01/47

7/23

at

103.00

N/R  

1,365,869

464

Amber

Creek

Metropolitan

District

(In

the

City

of

Thornton),

Adams

County,

Colorado,

Limited

Tax

(Convertible

to

Unlimited

Tax),

General

Obligation

Refunding

and

Improvement

Bonds,

Series

2017B,

7.750%,

12/15/47

7/23

at

103.00

N/R  

432,856

1,100

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  

986,755

1,945

Arvada

West

Town

Center

Business

Improvement

District,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2015,

5.450%,

12/01/39

12/25

at

100.00

N/R  

1,945,233

2,290

Aurora

Crossroads

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.750%,

12/15/50

9/25

at

103.00

N/R  

2,123,952

129,889

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  

117,967,788

4,495

Aurora,

Colorado,

Sewer

Revenue

Bonds,

Pipeline

Interceptor

Project,

First

Lien

Series

2023,

4.000%,

8/01/53,

(UB)

(5)

8/33

at

100.00

AA+  

4,312,503

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A:

2,250

5.000%,

12/01/39

9/24

at

103.00

N/R  

2,140,020

5,920

5.000%,

12/01/48

9/24

at

103.00

N/R  

5,290,526

4,279

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  

3,962,996

3,258

Banning

Lewis

Ranch

Metropolitan

District

4,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.750%,

12/01/48

12/23

at

103.00

N/R  

3,266,764

2,195

Banning

Lewis

Ranch

Metropolitan

District

5,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.750%,

12/01/48

12/23

at

103.00

N/R  

2,200,817

2,500

Banning

Lewis

Ranch

Regional

Metropolitan

District,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.375%,

12/01/48

12/23

at

103.00

N/R  

2,423,675

Base

Village

Metropolitan

District

2,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2016A:

2,624

5.500%,

12/01/36

7/23

at

102.00

N/R  

2,636,858

3,485

5.750%,

12/01/46

7/23

at

102.00

N/R  

3,494,409

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  

1,348,605

3,210

Bella

Mesa

Metropolitan

District,

Castle

Rock,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

Capital

Appreciation

Series

2020A-3,

6.750%,

12/01/49,

144A

6/25

at

99.64

N/R  

2,739,318

193

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,880

Belleview

Place

Metropolitan

District,

Arapahoe

County,

Colorado,  Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A-3,

5.000%,

12/01/50

12/25

at

103.00

N/R  

$

2,513,952

297

Belleview

Place

Metropolitan

District,

Arapahoe

County,

Colorado,  Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020B-3,

8.000%,

12/15/50

12/25

at

103.00

N/R  

228,384

865

Belleview

Village

Metropolitan

District,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020,

4.950%,

12/01/50

12/25

at

103.00

N/R  

722,284

6,160

Bennett

Crossing

Metropolitan

District,

Bennett,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2020A-3,

6.125%,

12/01/49

6/25

at

103.00

N/R  

6,033,289

Bennett

Ranch

Metropolitan

District

1,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A:

1,625

5.000%,

12/01/41

3/26

at

103.00

N/R  

1,504,587

1,635

5.000%,

12/01/51

3/26

at

103.00

N/R  

1,428,647

1,690

Bent

Grass

Metropolitan

District,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020,

5.250%,

12/01/49,

144A

6/25

at

103.00

N/R  

1,584,544

2,312

Berkley

Shores

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A-3,

5.250%,

12/01/50

12/25

at

103.00

N/R  

2,085,771

4,320

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  

3,428,395

334

Bijou

Creek

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49

12/24

at

103.00

N/R  

306,989

1,805

Bijou

Creek

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Convertible

to

Unlimited

Tax

Bonds,

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

1,643,471

2,215

Blue

Lake

Metropolitan

District

3,

Lochbuie,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.250%,

12/01/48

12/23

at

103.00

N/R  

2,007,654

829

Blue

Lake

Metropolitan

District

3,

Lochbuie,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

7.500%,

12/15/48

12/23

at

103.00

N/R  

758,377

18,500

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  

14,015,600

1,910

Bramming

Farm

Metropolitan

District

1,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Capital

Appreciation

Series

2015,

6.000%,

12/01/44,

144A

12/24

at

100.00

N/R  

1,843,016

1,405

Bramming

Farm

Metropolitan

District

1,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B-3,

8.500%,

12/15/49

12/24

at

103.00

N/R  

1,321,655

675

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2017B,

7.000%,

12/15/47

7/23

at

103.00

N/R  

626,677

1,540

Bristol

Metropolitan

District,

Aurora,

Colorado,  Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.750%,

12/01/48,

(Pre-refunded

12/01/23)

12/23

at

103.00

N/R  (7)

1,600,075

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

194

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

257

Bristol

Metropolitan

District,

Aurora,

Colorado,  Limited

Tax

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2019B,

8.000%,

12/15/48,

(Pre-refunded

12/15/23)

12/23

at

103.00

N/R  (7)

$

269,382

1,600

Broadway

Park

North

Metropolitan

District

2,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/49,

144A

12/25

at

103.00

N/R  

1,484,112

9,375

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A,

5.125%,

12/01/48

6/24

at

103.00

N/R  

7,264,031

7,075

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

(Convertible

to

Senior)

Capital

Appreciation

(Convertible

to

Current

Interest),

Limited

Tax

(Convertible

to

Unlimited

Tax)

Series,

7.500%,

12/01/48

6/24

at

85.96

N/R  

4,902,904

Broadway

Station

Metropolitan

District

3,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A:

2,584

5.000%,

12/01/39

6/24

at

103.00

N/R  

2,240,974

5,500

5.000%,

12/01/49

6/24

at

103.00

N/R  

4,298,195

18,415

Broadway

Station

Metropolitan

District

3,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Convertible

to

Senior

Capital

Appreciation

Series

2019B,

7.500%,

12/01/49

6/24

at

79.97

N/R  

11,385,074

1,241

Bromley

Park

Metropolitan

District

No.

2,

In

the

City

of

Brighton,

Adams

and

Weld

Counties,

Colorado,

Senior

General

Obligation

Limited

Tax

Refunding

Bonds,

Series

2018B,

6.375%,

12/15/47

12/23

at

103.00

N/R  

1,219,034

Buffalo

Highlands

Metropolitan

District,

Commerce

City,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2018A:

1,185

5.250%,

12/01/38

12/23

at

103.00

N/R  

1,159,214

2,250

5.375%,

12/01/48

12/23

at

103.00

N/R  

2,135,408

1,226

Buffalo

Highlands

Metropolitan

District,

Commerce

City,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Subordinate

Series

2018B,

7.625%,

12/15/46

12/23

at

103.00

N/R  

1,146,114

1,626

Buffalo

Ridge

Metropolitan

District

(In

the

City

of

Commerce

City),

Adams

County,

Colorado,

General

Obligation

Refunding

and

Improvement

Bonds,

Series

2018B,

7.375%,

12/15/47

12/23

at

103.00

N/R  

1,569,171

5,616

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Junior

Subordinate

Series

2016,

7.000%,

12/15/57

7/23

at

100.00

N/R  

3,865,605

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A:

3,140

6.000%,

12/01/37

7/23

at

103.00

N/R  

3,086,369

8,270

6.125%,

12/01/47

7/23

at

103.00

N/R  

8,130,650

8,425

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Subordinate

Series

2017B,

8.000%,

12/15/47

7/23

at

103.00

N/R  

7,916,636

6,602

Canyons

Metropolitan

District

6,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Junior

Subordinate

Series

2016,

7.000%,

12/15/57

7/23

at

100.00

N/R  

4,469,818

3,425

Canyons

Metropolitan

District

6,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A,

6.125%,

12/01/47

7/23

at

103.00

N/R  

3,367,289

195

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,997

Canyons

Metropolitan

District

6,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Subordinate

Series

2017B,

8.000%,

12/15/47

7/23

at

103.00

N/R  

$

2,816,161

3,163

Carousel

Farms

Metropolitan

District,

Town

of

Parker,

Douglas

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A,

5.375%,

12/01/51

3/27

at

103.00

N/R  

2,683,887

4,960

Carriage

Hills

Metropolitan

District,

Frederick,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.500%,

12/01/47

12/23

at

103.00

N/R  

4,792,898

4,495

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Improvement

Series

2018,

5.250%,

12/01/48

12/23

at

103.00

N/R  

4,230,874

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

4,750

5.000%,

12/01/37,

144A

7/23

at

103.00

N/R  

4,527,272

21,270

5.000%,

12/01/47,

144A

7/23

at

103.00

N/R  

19,361,656

5,000

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2020A,

5.000%,

12/01/51

12/25

at

103.00

N/R  

4,358,500

6,000

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Improvement

Bonds,

Series

2022,

6.500%,

12/01/53

12/27

at

103.00

N/R  

6,062,580

4,050

Cherry

Creek

Corporate

Center

Metropolitan

District,

Arapahoe

County,

Colorado,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2015A,

5.000%,

6/01/37

12/25

at

100.00

N/R  

3,939,070

1,536

Cherry

Creek

Corporate

Center

Metropolitan

District,

Arapahoe

County,

Colorado,

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016B,

8.000%,

6/15/37

7/23

at

102.00

N/R  

1,477,924

1,375

Cherry

Hills

City

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A-3,

5.000%,

12/01/47

12/25

at

103.00

N/R  

1,212,296

1,307

Cherrylane

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.250%,

12/01/47

12/23

at

103.00

N/R  

1,241,454

1,450

Citadel

on

Colfax

Business

Improvement

District,

Aurora,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Senior

Series

2020A,

5.350%,

12/01/50

12/25

at

103.00

N/R  

1,298,910

1,035

City

Center

West

Residential

Metropolitan

District

2,

Greeley,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax,

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

936,561

765

Clear

Creek

Station

Metropolitan

District

2,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2017B,

7.375%,

12/15/47

7/23

at

103.00

N/R  

723,904

2,820

Clear

Creek

Station

Metropolitan

District

2,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Refunding

&

Improvement

Series

2017A,

5.000%,

12/01/47

7/23

at

103.00

N/R  

2,650,913

1,000

Clear

Creek

Transit

Metropolitan

District

2,

Adams

County,

Colorado,

Revenue

Supported

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.000%,

12/01/50

12/26

at

103.00

N/R  

869,770

2,250

Colliers

Hill

Metropolitan

District

2,

Erie,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Taxable

Refunding

Subordinate

Series

2022B-1,

5.750%,

12/15/47

-

BAM

Insured

3/27

at

103.00

N/R  

2,128,612

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds

World

Compass

Academy

Project,

Series

2017:

4,350

5.375%,

10/01/37

10/27

at

100.00

N/R  

3,825,825

8,925

5.500%,

10/01/47

10/27

at

100.00

N/R  

7,517,974

6,625

5.625%,

10/01/52

10/27

at

100.00

N/R  

5,685,972

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

196

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,350

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Aspen

Ridge

School

Project,

Series

2015A,

5.250%,

7/01/46,

144A

7/25

at

100.00

BB  

$

1,292,679

1,750

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Community

Leadership

Academy

Project,

Series

2008,

6.500%,

7/01/38

7/23

at

100.00

BB+  

1,752,240

885

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Liberty

Common

Charter

School,

Series

2014B,

5.625%,

1/15/44

1/24

at

100.00

BBB-  

887,929

4,855

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Loveland

Classical

Schools

Project,

Series

2016,

5.000%,

7/01/46,

144A

7/26

at

100.00

BB+  

4,457,424

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

New

Summit

Charter

Academy

Project,

Series

2021A:

350

4.000%,

7/01/41,

144A

7/31

at

100.00

N/R  

290,157

350

4.000%,

7/01/51,

144A

7/31

at

100.00

N/R  

263,301

1,225

4.000%,

7/01/61,

144A

7/31

at

100.00

N/R  

875,238

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Skyview

Academy

Project,

Series

2014:

2,025

5.125%,

7/01/34,

144A

7/24

at

100.00

BB  

2,025,263

3,150

5.375%,

7/01/44,

144A

7/24

at

100.00

BB  

3,120,642

2,700

5.500%,

7/01/49,

144A

7/24

at

100.00

BB  

2,699,973

7,745

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Thomas

MacLaren

State

Charter

School

Project,

Refunding

&

Improvement

Series

2020A,

5.000%,

6/01/50

6/30

at

100.00

Aa3  

7,855,599

695

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Twin

Peaks

Charter

Academy,

Series

2011B,

7.500%,

3/15/35

7/23

at

100.00

BB  

696,585

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

University

of

Northern

Colorado

Lab

School,

Refunding

&

Improvement

Series

2015:

500

5.000%,

12/15/35,

144A

12/25

at

100.00

BBB-  

510,845

2,500

5.000%,

12/15/45,

144A

12/25

at

100.00

BBB-  

2,525,000

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,Science

Technology

Engineering

and

Math

School

Project,

Refunding

Series

2014:

890

5.000%,

11/01/44

11/24

at

100.00

Baa3  

865,267

765

5.125%,

11/01/49

11/24

at

100.00

Baa3  

746,418

1,475

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Global

Village

Academy

-

Northglenn

Project,

Series

2020,

5.000%,

12/01/50,

144A

12/30

at

100.00

N/R  

1,265,402

14,650

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2019A,

4.000%,

11/15/43,

(UB)

(5)

11/29

at

100.00

AA  

14,388,351

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2021A:

6,490

4.000%,

11/15/50,

(UB)

,

(WI/DD)

11/31

at

100.00

AA  

6,184,256

7,130

3.000%,

11/15/51

(5)

11/31

at

100.00

AA  

5,264,721

40,590

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Adventist

Health

System/Sunbelt

Obligated

Group,

Series

2018A,

4.000%,

11/15/48,

(UB)

(5)

5/28

at

100.00

AA  

38,857,213

12,000

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  

12,091,800

197

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

4,085

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  

$

3,517,348

3,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Catholic

Health

Initiatives,

Tender

Option

Bond

Trust

2015-XF2195,

7.200%,

10/01/37,

(Pre-refunded

11/13/23),

144A,

(IF)

(5)

11/23

at

100.00

BBB+  (7)

3,089,280

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2019A-2:

5,000

5.000%,

8/01/44

8/29

at

100.00

Baa1  

5,164,350

45

4.000%,

8/01/49

8/29

at

100.00

Baa1  

41,200

4,100

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

CommonSpirit

Health,

Series

2022A,

5.250%,

11/01/52

11/32

at

100.00

Baa1  

4,278,965

2,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sisters

of

Charity

of

Leavenworth

Health

Services

Corporation,

Tender

Option

Bond

Trust

2015-XF2196,

8.671%,

1/01/35,

144A,

(IF)

(5)

1/24

at

100.00

AA-  

2,107,100

1,300

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sunny

Vista

Living

Center

Project,

Refunding

&

Improvement

Series

2015A,

6.125%,

12/01/45,

144A

12/25

at

100.00

N/R  

889,577

4,250

Colorado

High

Performance

Transportation

Enterprise,

US

36

and

I-25

Managed

Lanes

Revenue

Bonds,

Senior

Lien

Series

2014,

5.750%,

1/01/44,

(AMT)

7/23

at

100.00

BBB-  

4,249,957

31,920

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

12/23

at

103.00

N/R  

31,360,442

750

Colorado

International

Center

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Junior

Lien

Series

2018C,

12.500%,

12/15/38

12/23

at

103.00

N/R  

729,630

1,361

Colorado

International

Center

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018B,

7.500%,

12/15/38

12/23

at

103.00

N/R  

1,312,412

15,070

Colorado

International

Center

Metropolitan

District

4,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Convertible

Capital

Appreciation

Series

2019A-2,

6.250%,

12/01/48

6/24

at

99.88

N/R  

13,912,172

1,996

Colorado

International

Center

Metropolitan

District

4,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Subordinate

Series

2019B-2,

8.750%,

12/15/48

6/24

at

103.00

N/R  

1,921,908

30,925

Colorado

International

Center

Metropolitan

District

4,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Refunding

and

Improvement

Convertible

Capital

Appreciation

Bonds,

Series

2019A-1,

6.000%,

12/01/47

6/24

at

94.26

N/R  

26,225,019

13,000

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  

11,957,140

3,715

Colorado

Springs

Urban

Renewal

Authority,

Colorado,

Senior

Special

Revenue

Bonds,

Canyon

Creek

Project,

Series

2018A,

5.750%,

12/01/47

(4)

12/23

at

103.00

N/R  

3,098,384

1,086

Colorado

Springs

Urban

Renewal

Authority,

Colorado,

Senior

Special

Revenue

Bonds,

Canyon

Creek

Project,

Series

2018B,

8.125%,

12/15/47

(4)

12/23

at

103.00

N/R  

855,594

17,000

Colorado

State,

Building

Excellent

Schools

Today,

Certificates

of

Participation,

Series

2021S,

4.000%,

3/15/46,

(UB)

(5)

3/31

at

100.00

AA-  

16,739,050

3,240

Colorado

Tech

Center

Metropolitan

District,

Louisville,

Colorado,

General

Obligaiton

Bonds,

Series

2018,

6.000%,

12/01/47

No

Opt.

Call

N/R  

2,979,050

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

198

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,495

Commons

at

East

Creek

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A-3,

5.000%,

12/01/50

12/25

at

103.00

N/R  

$

1,302,265

1,125

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  

996,559

4,420

Confluence

Metropolitan

District,

Eagle

County,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Subordinate

Series

2021B,

5.500%,

12/15/50

6/26

at

103.00

N/R  

3,837,532

1,765

Constitution

Heights

Metropolitan

District,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2020,

5.000%,

12/01/49

6/25

at

103.00

N/R  

1,624,330

Copper

Ridge

Metropolitan

District,

Colorado

Springs,

Colorado,

Tax

Increment

and

Sales

Tax

Supported

Revenue

Bonds,

Series

2019:

2,950

5.000%,

12/01/39

12/24

at

103.00

N/R  

2,752,468

1,750

5.000%,

12/01/43

12/24

at

103.00

N/R  

1,577,870

1,358

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  

1,218,072

725

Copperleaf

Metropolitan

District

6,

Arapahoe

County,

Colorado,

Limited

Tax,

General

Obligation

Bonds,

Subordinate

Series

2022B,

6.000%,

12/15/41

3/27

at

103.00

N/R  

699,814

Cornerstar

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

Series

2017A:

1,910

5.125%,

12/01/37

7/23

at

103.00

N/R  

1,886,240

4,600

5.250%,

12/01/47

7/23

at

103.00

N/R  

4,415,862

3,903

Cornerstar

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

Series

2017B,

5.250%,

12/01/47

7/23

at

103.00

N/R  

3,732,205

5,185

Cornerstone

Metropolitan

District

2,

Montrose

and

Ouray

Counties,

Colorado,

Limited

Tax

General

Obligation

Refunding

Bonds,

Series

2010A,

2.400%,

12/01/40

(4)

7/23

at

100.00

N/R  

2,851,750

670

Cottonwood

Highlands

Metropolitan

District

1,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

6/24

at

103.00

N/R  

609,646

5,000

Crossroads

Metropolitan

District

1,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/51

12/29

at

103.00

N/R  

4,827,200

Crowfoot

Valley

Ranch

Metropolitan

District

No.

2,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A:

4,060

5.625%,

12/01/38

12/23

at

103.00

N/R  

4,073,966

9,665

5.750%,

12/01/48

12/23

at

103.00

N/R  

9,551,243

1,630

Crowfoot

Valley

Ranch

Metropolitan

District

No.

2,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018B,

8.000%,

12/15/48

12/23

at

103.00

N/R  

1,527,294

2,375

Crystal

Crossing

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016,

5.250%,

12/01/40

12/25

at

100.00

N/R  

2,350,158

4,601

Cumberland

Green

Metropolitan

District,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2015,

5.250%,

12/01/45

12/25

at

100.00

N/R  

4,429,199

663

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  

630,380

199

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

9,000

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A,

4.125%,

11/15/53,

(AMT),

(UB)

(5)

11/32

at

100.00

AA-  

$

8,572,680

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien

Series

2018A:

3,470

4.000%,

12/01/43,

(AMT),

(UB)

(5)

12/28

at

100.00

A+  

3,324,711

53,210

4.000%,

12/01/48,

(AMT),

(UB)

(5)

12/28

at

100.00

A+  

49,684,838

2,500

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Subordinate

Lien,

Tender

Option

Bond

Trust

2015-XF1036,

5.935%,

11/15/43,

144A,

(IF)

(5)

11/23

at

100.00

A  

2,521,650

15,000

Denver

City

and

County,

Colorado,

Dedicated

Tax

Revenue

Bonds,

Series

2021A,

4.000%,

8/01/51,

(UB)

(5)

8/31

at

100.00

AA-  

14,488,650

Denver

Gateway

Center

Metropolitan

District,

In

the

City

and

County

of

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A:

2,710

5.500%,

12/01/38

12/23

at

103.00

N/R  

2,614,391

8,550

5.625%,

12/01/48

12/23

at

103.00

N/R  

7,976,210

1,855

Denver

Gateway

Center

Metropolitan

District,

In

the

City

and

County

of

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2018B,

7.875%,

12/15/48

12/23

at

103.00

N/R  

1,716,376

1,800

Denver

International

Business

Center

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2019B,

6.000%,

12/01/48

6/24

at

103.00

N/R  

1,800,000

2,110

Denver

West

Promenade

Metropolitan

District,

Lakewood,

Colorado,

General

Obligtion

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2013,

5.375%,

12/01/42

7/23

at

100.00

N/R  

2,071,239

870

Denver

West

Promenade

Metropolitan

District,

Lakewood,

Colorado,

General

Obligtion

Bonds,

Subordinate

Convertible

to

Senior

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2016,

6.000%,

12/15/46

7/23

at

100.00

N/R  

838,062

13,560

Denver,

Colorado,

Certificates

of

Participation,

Convention

Center

Expansion

Project,

Series

2018A,

4.000%,

6/01/48,

(UB)

(5)

6/26

at

100.00

Aa2  

13,203,914

704

Dublin

North

Metropolitan

District

2,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

and

Improvement

Bonds,

Subordinate

Series

2018B,

7.250%,

12/15/47,

(Pre-refunded

12/15/23)

12/23

at

100.00

N/R  (7)

733,857

1,500

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Capital

Appreciation

Series

2010A,

0.000%,

9/01/41

No

Opt.

Call

A2  

664,605

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2000B:

70

0.000%,

9/01/30

-

NPFG

Insured

No

Opt.

Call

A2  

54,550

500

0.000%,

9/01/31

-

NPFG

Insured

No

Opt.

Call

A2  

374,215

500

0.000%,

9/01/33

-

NPFG

Insured

No

Opt.

Call

A2  

343,755

20

E-470

Public

Highway

Authority,

Colorado,

Toll

Revenue

Bonds,

Series

2004A,

0.000%,

9/01/28

-

NPFG

Insured

No

Opt.

Call

A2  

16,791

3,766

East

Creek

Metropolitan

District

1,  Aurora,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.250%,

12/01/48,

(Pre-refunded

6/01/24)

6/24

at

103.00

N/R  (7)

3,827,348

534

East

Creek

Metropolitan

District

1,  Aurora,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2019B,

8.000%,

12/15/48,

(Pre-refunded

6/01/24)

6/24

at

103.00

N/R  (7)

570,408

Elbert

and

Highway

86

Commercial

Metropolitan

District,

Elbert

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Refunding

&

Improvement

Senior

Series

2021A:

1,700

5.000%,

12/01/41,

144A

6/26

at

103.00

N/R  

1,541,288

2,000

5.000%,

12/01/51,

144A

6/26

at

103.00

N/R  

1,681,220

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

200

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

3,100

Erie

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

Series

2021,

4.000%,

12/01/38

9/26

at

103.00

N/R  

$

2,550,339

18,000

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  

17,975,880

2,385

Fallbrook

Villas

Metropolitan

District,

Thornton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.250%,

12/01/49

12/23

at

103.00

N/R  

2,252,275

398

Fallbrook

Villas

Metropolitan

District,

Thornton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49,

144A

12/23

at

103.00

N/R  

373,722

Fiddler's

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Greenwood

Village

Project,

Series

2022:

695

5.000%,

12/01/32

12/27

at

103.00

N/R  

704,876

5,800

5.550%,

12/01/47

12/27

at

103.00

N/R  

5,858,000

520

First

Creek

Village

Metropolitan

District,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

6.750%,

8/01/49

9/24

at

103.00

N/R  

516,781

3

Fitzsimons

Village

Metropolitan

District

1,

Arapahoe

County,

Colorado,

Limited

Tax  General

Obligation

and

Special

Revenue

Bonds,

Refunding

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

2,644

611

Fitzsimons

Village

Metropolitan

District

1,

Arapahoe

County,

Colorado,

Limited

Tax  General

Obligation

and

Special

Revenue

Bonds,

Refunding

Subordinate

Series

2020B,

7.000%,

12/15/49

3/25

at

103.00

N/R  

550,309

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014:

11,995

5.750%,

12/01/30

12/24

at

100.00

N/R  

11,809,917

36,930

6.000%,

12/01/38

12/24

at

100.00

N/R  

34,804,309

2,110

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  

1,945,146

Fourth

North

Business

Improvement

District,

Silverthorne,

Summit

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Refunding

&

Improvement

Senior

Series

2022A:

4,220

5.500%,

12/01/42

12/30

at

102.00

N/R  

4,175,099

5,780

5.750%,

12/01/52

12/30

at

102.00

N/R  

5,659,256

2,266

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  

2,269,036

800

Frisco,

Colorado,

Marina

Enterprise

Revenue

Bonds,

Series

2019,

5.000%,

12/01/48

12/26

at

100.00

N/R  

788,952

Future

Legends

Sports

Park

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A

and

Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2022B:

17,145

6.000%,

12/01/52

9/27

at

103.00

N/R  

16,750,493

2,321

8.500%,

12/15/52

9/27

at

103.00

N/R  

2,291,918

16,375

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  

14,133,426

3,428

Future

Legends

Sports

Park

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

6.500%,

6/03/50,

144A

6/25

at

103.00

N/R  

3,095,141

Gardens

on

Havana

Metropolitan

District

3,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Refunding

Series

2017A:

2,890

5.125%,

12/01/37

7/23

at

103.00

N/R  

2,848,933

201

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,525

5.250%,

12/01/47

7/23

at

103.00

N/R  

$

2,417,587

1,704

Gardens

on

Havana

Metropolitan

District

3,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Refunding

Subordinate

Series

2017B,

7.750%,

12/15/47

7/23

at

103.00

N/R  

1,635,567

1,370

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  

1,009,978

1,320

Glen

Metropolitan

District.

2,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2017,

5.000%,

12/01/47

7/23

at

103.00

N/R  

1,239,071

5,490

Granby

Ranch

Metropolitan

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2018,

5.500%,

12/01/52,

144A

12/23

at

103.00

N/R  

5,148,467

Grand

Junction

Dos

Rios

General

Improvement

District,

Grand

Junction,

Mesa

County,

Colorado,

Special

Revenue

Bonds,

Series

2021:

2,575

4.500%,

12/01/41

12/26

at

103.00

N/R  

2,100,737

3,010

4.750%,

12/01/51

12/26

at

103.00

N/R  

2,325,646

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):

8,855

6.250%,

12/01/52

9/27

at

103.00

N/R  

8,399,410

3,165

9.000%,

12/15/52

9/27

at

103.00

N/R  

3,070,272

7,255

Green

Valley

Ranch

East

Metropolitan

District

6,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.875%,

12/01/50

9/25

at

103.00

N/R  

6,992,224

1,930

Greenspire

Metropolitan

District

1,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

5.125%,

12/01/51,

144A

6/27

at

103.00

N/R  

1,716,484

750

Harvest

Junction

Metropolitan

District,

Longmont,

Colorado,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2012,

5.375%,

12/01/37

7/23

at

100.00

N/R  

750,240

1,327

Haskins

Station

Metropolitan

District,

Arvada,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Special

Revenue

Subordinate

Series

2019B,

8.750%,

12/15/49

12/24

at

103.00

N/R  

1,232,956

16,080

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  

16,135,476

4,684

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Subordinate

Series

2020B,

8.000%,

12/15/49

3/25

at

103.00

N/R  

4,271,761

20,140

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

Capital

Appreciation

Series

2020A-2,

5.750%,

12/01/49

3/25

at

93.28

N/R  

14,712,270

13,500

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-1,

5.000%,

12/01/49

3/25

at

103.00

N/R  

11,980,440

575

Highlands

Metropolitan

District

1,

Broomfield

City  and

County,

colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021,

5.000%,

12/01/51

3/26

at

103.00

N/R  

474,726

1,395

Highlands-Mead

Metropolitan

District,

Mead,

Weld

County

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A,

5.125%,

12/01/50

9/25

at

103.00

N/R  

1,243,112

1,550

Highline

Crossing

Metropolitan

District,

In

the

City

of

Aurora,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2017A,

5.500%,

12/01/47

7/23

at

103.00

N/R  

1,537,569

336

Highline

Crossing

Metropolitan

District,

In

the

City

of

Aurora,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2017B,

7.750%,

12/15/47

7/23

at

103.00

N/R  

326,501

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

202

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Hogback

Metropolitan

District,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A:

$

725

5.000%,

12/01/41,

144A

12/26

at

103.00

N/R  

$

665,884

2,625

5.000%,

12/01/51,

144A

12/26

at

103.00

N/R  

2,284,826

2,345

Home

Place

Metropolitan

District,

Thornton,

Adams

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2020A,

5.750%,

12/01/50

6/25

at

103.00

N/R  

2,282,459

1,075

Hudson

Hills

Metropolitan

District,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.125%,

12/01/48

12/23

at

103.00

N/R  

1,006,168

208

Hudson

Hills

Metropolitan

District,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/48

12/23

at

103.00

N/R  

196,077

1,117

Iliff

Commons

Metropolitan

District

2,

Aurora,

Colorado,

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2020B,

6.500%,

12/15/49

3/25

at

103.00

N/R  

1,067,785

8,950

Independence

Metropolitan

District

3,

Elbert

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

6.250%,

12/01/49

6/24

at

103.00

N/R  

8,126,242

5,433

Independence

Water

&

Sanitation

District,

Elbert

County,

Colorado,

Special

Revenue

Bonds,

Series

2019,

7.250%,

12/01/38

6/24

at

103.00

N/R  

5,468,532

770

Inspiration

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax,

Subordinate

Series

2021B,

5.000%,

12/15/36

12/26

at

103.00

N/R  

687,063

1,613

Interpark

Metropolitan

District,

In

the

City

and

County

of

Broomfield,

Colorado,

Limited

Tax

Convertible

to

Unlimited

Tax,

General

Obligation

and

Revenue

Bonds,

Series

2018,

5.500%,

12/01/48,

144A

12/23

at

103.00

N/R  

1,627,565

1,610

Interquest

South

Business

Improvement

District,

Colorado

Springs,

El

Paso

County,

Colorado,

Public

Improvement

Fee

Revenue

Bonds,

Series

2017,

5.000%,

12/01/47

7/23

at

103.00

N/R  

1,481,506

Iron

Mountain

Metropolitan

District

2,

Windsor,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A:

500

5.000%,

12/01/39

12/24

at

103.00

N/R  

474,735

1,300

5.000%,

12/01/49

12/24

at

103.00

N/R  

1,157,702

1,530

Iron

Works

Village

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A,

5.875%,

12/01/48,

(Pre-refunded

12/01/23)

12/23

at

103.00

N/R  (7)

1,590,772

534

Iron

Works

Village

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018B,

8.000%,

12/15/48,

(Pre-refunded

12/15/23)

12/23

at

103.00

N/R  (7)

560,113

16,119

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  

15,651,871

2,510

Johnstown

North

Metropolitan

District

2,

Johnstown,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2022A,

7.000%,

8/15/52

12/27

at

103.00

N/R  

2,555,356

2,000

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  

1,761,700

2,500

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  

2,137,300

203

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,900

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  

$

1,528,626

3,850

Kinston

Metropolitan

District

5,

Loveland,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.500%,

12/15/52

12/25

at

103.00

N/R  

3,466,424

Lake

of

the

Rockies

Metropolitan

District,

In

the

Town

of

Monument,

El

Paso

County,  Colorado,

Subordinate

General

Obligation

Limited

Tax

Bonds,

Series

2018B:

2,675

5.000%,

8/01/48

12/23

at

103.00

N/R  

2,470,175

439

7.500%,

8/01/48

12/23

at

103.00

N/R  

411,449

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A:

700

5.125%,

12/01/37

12/23

at

103.00

N/R  

678,132

6,500

5.250%,

12/01/47

12/23

at

103.00

N/R  

6,004,050

2,295

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

7.625%,

12/15/47

12/23

at

103.00

N/R  

2,146,720

6,210

Lambertson

Farms

Metropolitan

District

1,

Colorado,

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.750%,

12/15/46

(4)

12/23

at

100.00

N/R  

4,049,479

1,329

Lanterns

Metropolitan

District

1,

Castle

Rock,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Junior

Lien

Series

2019C,

10.000%,

12/15/49

9/24

at

103.00

N/R  

1,323,764

Lanterns

Metropolitan

District

1,

Castle

Rock,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A:

875

5.000%,

12/01/39

9/24

at

103.00

N/R  

842,704

5,170

5.000%,

12/01/49

9/24

at

103.00

N/R  

4,764,672

1,368

Lanterns

Metropolitan

District

1,

Castle

Rock,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019B,

7.750%,

12/15/49

9/24

at

103.00

N/R  

1,279,066

10,000

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  

10,005,100

3,129

Leyden

Ranch

Metropolitan

District,

Jefferson

County,

Colorado,

General

Obligation

Limited

Tax,

Convertible

to

Unlimited

Tax

Bonds,

Series

2017A,

5.125%,

12/01/47

7/23

at

103.00

N/R  

3,000,617

1,180

Lochbuie

Station

Metropolitan

District,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A,

5.750%,

12/01/50

9/25

at

103.00

N/R  

1,150,441

Mayberry

Community

Authority,

Colorado

Springs,

El

Paso

County,

Colorado,

Special

Revenue

Bonds,

Series

2021A:

2,090

5.000%,

12/01/41

6/26

at

103.00

N/R  

1,918,327

5,585

5.000%,

4/15/51

6/26

at

103.00

N/R  

4,806,954

1,190

Mayfield

Metropolitan

District,

Thornton,

Colorado,

General

Oblgation

Bonds,

Limited

Tax

Series

2020A,

5.750%,

12/01/50

6/25

at

103.00

N/R  

1,167,711

1,460

Mead

Western

Meadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2018,

5.000%,

12/01/47

12/28

at

100.00

N/R  

1,367,743

2,921

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  

2,298,681

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

204

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Meadowlark

Metropolitan

District,

Parker

Town,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bond,

Convertible

to

Unlimited

Tax

Series

2020A:

$

525

4.875%,

12/01/40

9/25

at

103.00

N/R  

$

457,196

750

5.125%,

12/01/50

9/25

at

103.00

N/R  

659,123

1,695

Meridian

Ranch

Metropolitan

District

2018,

Subdistrict,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.750%,

12/01/52

12/27

at

103.00

N/R  

1,679,864

1,473

Mirabelle

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.375%,

12/15/49

3/25

at

103.00

N/R  

1,348,045

839

Mountain

Shadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,  Series

2016B,

7.500%,

12/15/46

7/23

at

102.00

N/R  

789,566

Mountain

Shadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016:

1,500

5.000%,

12/01/35

12/25

at

100.00

N/R  

1,470,030

5,300

5.000%,

12/01/46

12/25

at

100.00

N/R  

4,913,789

2,221

Mountain

Shadows

Metropolitan

District,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2015,

5.500%,

12/01/44

12/25

at

100.00

N/R  

2,165,408

985

Mountain

Sky

Metropolitan

District,

Fort

Lupton,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

891,652

937

Mountain

Sky

Metropolitan

District,

Fort

Lupton,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.625%,

12/15/49

3/25

at

103.00

N/R  

859,060

3,365

Mulberry

Metropolitan

District

2,

Fort

Collins,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

7.000%,

12/01/52

12/27

at

103.00

N/R  

3,438,593

2,500

Mulberry

Metropolitan

District

2,

Fort

Collins,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2022B,

9.000%,

12/15/52

12/27

at

103.00

N/R  

2,549,550

Murphy

Creek

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2006:

5,770

6.000%,

12/01/26

(4)

7/23

at

100.00

N/R  

5,770,000

10,910

6.125%,

12/01/35

(4)

7/23

at

100.00

N/R  

10,910,000

2,145

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  

2,095,644

1,760

North

Holly

Metropolitan

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.500%,

12/01/48

12/23

at

103.00

N/R  

1,704,877

North

Park

Metropolitan

District

1,

in

the

City

of

Broomfiled,

Colorado,

Special

Revenue

Bonds,

Series

2018A-1:

4,410

5.375%,

12/01/34

12/23

at

103.00

N/R  

4,467,727

2,845

5.750%,

12/01/48

12/23

at

103.00

N/R  

2,870,093

North

Park

Metropolitan

District

1,

in

the

City

of

Broomfiled,

Colorado,

Special

Revenue

Bonds,

Series

2018A-2:

5,460

5.500%,

12/01/34

12/23

at

103.00

N/R  

5,556,205

8,500

5.850%,

12/01/48

12/23

at

103.00

N/R  

8,601,235

1,129

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  

960,090

205

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,550

North

Range

Metropolitan

District

2,

Adams

County,

Colorado

,

Limited

Tax

General

Obligation

Bonds,

Refunding

Special

Revenue

&

Improvement

Series

2017A,

5.625%,

12/01/37

7/23

at

103.00

N/R  

$

1,567,065

5,000

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  

4,573,350

9,710

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  

8,951,940

2,000

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  

1,748,760

865

Northfield

Metropolitan

District

2,

Fort

Collins,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.500%,

12/15/50

12/25

at

103.00

N/R  

795,333

3,435

Orchard

Park

Place

North

Metropolitan

District,

Westminster,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.250%,

12/01/48

6/24

at

103.00

N/R  

3,202,519

611

Orchard

Park

Place

North

Metropolitan

District,

Westminster,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/48

6/24

at

103.00

N/R  

568,719

1,000

Overlook

Metropolitan

District,

Parker,

Douglas

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Subordinate

Series

2021B-3,

5.500%,

12/15/51

9/26

at

103.00

N/R  

856,570

3,445

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  

3,452,855

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019:

10,575

5.000%,

12/01/39

12/24

at

103.00

N/R  

10,187,532

31,090

5.000%,

12/01/49

12/24

at

103.00

N/R  

28,253,659

1,740

Palisade

Park

North

Metropolitan

District

2,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.625%,

12/01/47

12/23

at

103.00

N/R  

1,717,693

800

Palisade

Park

North

Metropolitan

District

2,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2018B,

7.875%,

12/15/47

12/23

at

103.00

N/R  

755,208

1,385

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  

1,285,779

783

Palisade

Park

West

Metropolitan

District,

Broomfield

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49

6/24

at

103.00

N/R  

728,981

Parkdale

Community

Authority,

Erie,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

Series

2020A:

1,310

5.000%,

12/01/40

9/25

at

103.00

N/R  

1,230,168

3,335

5.250%,

12/01/50

9/25

at

103.00

N/R  

3,004,535

1,419

Parker

Automotive

Metropolitan

District

(In

the

Town

of

Parker,

Colorado),

General

Obligation

Bonds,

Refunding

Series

2016,

5.000%,

12/01/45

12/26

at

100.00

N/R  

1,340,387

3,786

Parker

Automotive

Metropolitan

District,

In

the

Town

of

Parker,

Colorado,

Subordinate

Limited

Tax

General

Obligation

Refunding

Bonds,

Series

2018B,

8.000%,

12/15/32

12/23

at

103.00

N/R  

3,700,058

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

206

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

4,125

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.000%,

12/01/51,

144A

3/26

at

103.00

N/R  

$

3,601,043

1,652

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

7.625%,

12/15/51,

144A

3/26

at

103.00

N/R  

1,497,373

8,060

Peak

Metropolitan

District

3,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

7.500%,

12/01/52

12/27

at

103.00

N/R  

8,077,248

52,535

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  

29,080,224

1,000

Penrith

Park

Metropolitan

District,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

912,830

1,200

Pinon

Pines

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2020,

5.000%,

12/01/50

9/25

at

103.00

N/R  

1,066,332

9,635

Pioneer

Community

Authority

Board

(Weld

County,

Colorado),

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/34

6/29

at

103.00

N/R  

9,099,776

3,055

Powers

Metropolitan

District

In

the

City

of

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018,

5.375%,

12/01/48

12/23

at

103.00

N/R  

3,065,906

2,015

Prairie

Center

Metopolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A,

5.000%,

12/15/41,

144A

12/26

at

100.00

N/R  

1,992,694

725

Prairie

Center

Metropolitan

District

7,

Brighton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020,

4.875%,

12/15/44

12/25

at

103.00

N/R  

627,531

2,000

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  

1,572,160

7,237

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  

6,410,317

500

Pronghorn

Valley

Metropolitan

District,

Aurora,

Colorado,

Limited

Tax

General

Obligatoin

Bonds,

Subordinate

Series

2021B,

7.250%,

12/15/51

9/26

at

103.00

N/R  

446,880

1,480

Ptarmigan

West

Metropolitan

District

2,

Windsor,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021-3,

4.125%,

12/01/51

9/26

at

103.00

N/R  

1,041,713

20,000

Pueblo

County,

Colorado,

Certificates

of

Participation,

County

Judicial

Complex

Project,

Series

2022A,

5.000%,

7/01/49,

(UB)

(5)

7/32

at

100.00

A  

20,918,200

400

Pueblo

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Capital

Appreciation

Revenue

Bonds,

EVRAZ

Project,

Series

2021A

and

Tax

Increment

Revenue

Capital

Appreciation

Bonds,

Series

2021B,

0.000%,

12/01/25,

144A

No

Opt.

Call

N/R  

322,900

3,080

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  

2,094,400

7,890

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  

7,147,314

16,450

Raindance

Metropolitan

District

No.

3,

Town

of

Windsor,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.750%,

12/01/47

12/23

at

103.00

N/R  

16,420,884

207

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,840

Raindance

Metropolitan

District

No.

3,

Town

of

Windsor,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018B,

8.125%,

12/15/47

12/23

at

103.00

N/R  

$

2,670,850

3,475

Range

View

Estates

Metropolitan

District,

Mead,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

3,157,976

515

Range

View

Estates

Metropolitan

District,

Mead,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

7.750%,

12/15/49

3/25

at

103.00

N/R  

473,409

12,890

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  

10,939,227

Reata

South

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2018:

4,915

5.375%,

12/01/37

12/23

at

103.00

N/R  

4,896,667

10,340

5.500%,

12/01/47

12/23

at

103.00

N/R  

10,038,589

Red

Sky

Ranch

Metropolitan

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015:

575

4.750%,

12/01/35

12/24

at

100.00

N/R  

531,196

3,195

5.000%,

12/01/44

12/24

at

100.00

N/R  

2,957,452

3,220

Regency

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2019,

5.000%,

12/01/46

6/24

at

103.00

N/R  

3,027,444

2,295

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  

2,047,255

5,835

Rendezvous

Metropolitan

District

4,

Timnath

Town,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.625%,

12/01/48

12/23

at

103.00

N/R  

5,727,986

5,336

Reserve

Metropolitan

District

2,

Mount

Crested

Butte,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2016A,

5.000%,

12/01/45

12/26

at

100.00

N/R  

4,949,087

1,325

Reserve

Metropolitan

District

2,

Mount

Crested

Butte,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2016B,

5.125%,

12/01/45

12/26

at

100.00

N/R  

1,237,139

981

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  

725,885

3,300

Rex

Ranch

Metropolitan

District,

Boulder

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A,

5.750%,

12/01/47

12/23

at

103.00

N/R  

3,430,812

362

Richards

Farm

Metropolitan

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

6.500%,

12/15/49

12/24

at

103.00

N/R  

344,287

1,000

Ridgeline

Vista

Metropolitan

District,

Brighton,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A,

5.250%,

12/01/60

3/26

at

103.00

N/R  

960,340

1,695

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  

1,573,146

998

River

Park

Metropolitan

District,

New

Castle,

Garfield

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Series

2009,

6.990%,

6/15/39

7/23

at

100.00

N/R  

998,050

2,935

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  

2,675,429

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

208

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

628

Riverdale

Ranch

Metropolitan

District,

Thornton

City,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49

9/24

at

103.00

N/R  

$

580,341

6,345

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  

5,498,387

2,625

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  

2,218,309

5,000

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  

4,959,750

2,290

Salisbury

Heights

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2017A,

5.500%,

12/01/47

7/23

at

103.00

N/R  

2,246,605

509

Salisbury

Heights

Metropolitan

District,

Douglas

County,

Colorado,

Limited

tax

General

Obligation

Bonds,

Subordinate

Series

2017B,

7.750%,

12/15/47

7/23

at

103.00

N/R  

488,345

Settler's

Crossing

Metropolitan

District

1,

Lakewood,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A:

1,280

5.000%,

12/01/40,

144A

9/25

at

103.00

N/R  

1,182,899

3,125

5.125%,

12/01/50,

144A

9/25

at

103.00

N/R  

2,774,438

2,900

Severance

Shores

Metropolitan

District

4,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

2,706,106

804

Severance

Shores

Metropolitan

District

4,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

8.250%,

12/15/49

3/25

at

103.00

N/R  

753,428

Siena

Lake

Metropolitan

District,

Gypsum,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021:

3,300

3.750%,

12/01/41

9/26

at

103.00

N/R  

2,540,373

10,575

4.000%,

12/01/51

9/26

at

103.00

N/R  

7,856,908

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  

877,216

1,765

Silver

Peaks

Metropolitan

District

No.

2,

In

the

Town

of

Lochbuie,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Subordinate

Bonds,

Series

2018B,

7.250%,

12/15/47

12/23

at

103.00

N/R  

1,648,369

4,500

Sky

Ranch

Community

Authority

Board

(Arapahoe

County,

Colorado),

Limited

Tax

Supported

District

No.

3

Senior

Bonds

(Tax-Exempt

Fixed

Rate),

Series

2022A

and

Subordinate

Bonds

(Tax-Exempt

Fixed

Rate),

Series

2022B(3),

5.750%,

12/01/52,

144A

9/27

at

103.00

N/R  

4,244,670

2,000

Sky

Ranch

Community

Authority

Board,

Arapahoe

County,

Colorado,

Limited

Tax

Supported

District

1

Revenue

Bonds,

Senior

Series

2019A,

5.000%,

12/01/49

12/24

at

102.00

N/R  

1,945,600

1,820

South

Aurora

Regional

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2018,

6.250%,

12/01/57

12/23

at

103.00

N/R  

1,735,661

7,500

South

Maryland

Creek

Ranch

Metropolitan

District,

Summitt

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2018A,

5.625%,

12/01/47

12/23

at

103.00

N/R  

7,340,775

1,950

South

Maryland

Creek

Ranch

Metropolitan

District,

Summitt

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

8.000%,

12/15/47

12/23

at

103.00

N/R  

1,822,373

1,000

South

Timnath

Metropolitan

District

No.

1,  In

the

Town

of

Timnath,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.500%,

12/01/48

6/24

at

103.00

N/R  

893,420

209

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,208

South

Timnath

Metropolitan

District

No.

1,  In

the

Town

of

Timnath,

Larimer

County,

Colorado,

Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2019B,

8.000%,

12/15/48

6/24

at

103.00

N/R  

$

2,006,321

SouthGlenn

Metropolitan

District,

Colorado,

Special

Revenue

Bonds,

Refunding

Series

2016:

810

5.000%,

12/01/36

7/23

at

102.00

N/R  

790,641

1,220

5.000%,

12/01/46

7/23

at

102.00

N/R  

1,134,112

6,055

Southwest

Timnath

Metropolitan

District

4,

Timnath,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A,

5.375%,

12/01/47

7/23

at

103.00

N/R  

5,896,359

1,105

Southwest

Timnath

Metropolitan

District

4,

Timnath,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2017B,

7.750%,

12/15/47

7/23

at

103.00

N/R  

1,061,728

1,355

Spring

Valley

Metropolitan

District

3,

Elbert

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  

1,238,294

Spring

Valley

Metropolitan

District

4,

Elbert

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2020A:

1,910

5.000%,

12/01/40

9/25

at

103.00

N/R  

1,749,694

2,270

5.125%,

12/01/50

9/25

at

103.00

N/R  

1,966,138

St.

Vrain

Lakes

Metropolitan

District

No.

2,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A:

1,500

5.000%,

12/01/37

7/23

at

103.00

N/R  

1,474,200

9,100

5.125%,

12/01/47

7/23

at

103.00

N/R  

8,620,430

1,084

St.

Vrain

Lakes

Metropolitan

District

No.

2,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017B,

7.625%,

12/15/47

7/23

at

103.00

N/R  

1,078,396

16,000

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  

16,296,480

5,000

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  

4,488,850

11,750

Sterling

Ranch

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

Capital

Appreciation

Series

22,

5.750%,

12/01/51

6/30

at

102.00

N/R  

11,412,775

2,270

Stone

Creek

Metropolitan

District,

In

Douglas

County

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A,

5.625%,

12/01/47

12/23

at

103.00

N/R  

2,232,976

595

Stone

Creek

Metropolitan

District,

In

Douglas

County,

Colorado,

Subordinate

General

Obligation

Limited

Tax

Bonds,

Series

2018B,

7.875%,

12/15/47

12/23

at

103.00

N/R  

564,274

7,500

Stone

Ridge

Metropolitan

District

2,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited,

Series

2007,

7.250%,

12/01/31

(4)

7/23

at

100.00

N/R  

1,200,000

6,228

Tallman

Gulch

Metropolitan

District,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Refunding

and

Improvement

Bonds,Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.250%,

12/01/47

7/23

at

103.00

N/R  

6,052,557

1,360

Tallman

Gulch

Metropolitan

District,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Refunding

and

Improvement

Bonds,Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2018B,

8.000%,

12/15/47

7/23

at

103.00

N/R  

1,278,427

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

210

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

900

Tallyn's

Reach

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2013,

5.125%,

11/01/38,

(Pre-

refunded

12/01/23),

144A

12/23

at

100.00

N/R  (7)

$

905,868

Talon

Pointe

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Refunding

&

Improvement

Series

2019A:

1,755

5.250%,

12/01/39

12/25

at

103.00

N/R  

1,468,022

5,540

5.250%,

12/01/51

12/25

at

103.00

N/R  

4,187,797

887

The

Village

at

Dry

Creek

Metropolitan

District

No.

2,

In

the

City

of

Thornton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2019,

4.375%,

12/01/44

9/24

at

103.00

N/R  

747,528

1,275

Third

Creek

Metropolitan

District

1,

Commerce

City,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

4.750%,

12/01/51,

144A

3/27

at

103.00

N/R  

985,677

1,730

Timberleaf

Metropolitan

District,

Adams

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2020A,

5.750%,

12/01/50

6/25

at

103.00

N/R  

1,683,861

Timnath

Ranch

Metropolitan

District

4,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A:

1,500

5.250%,

12/01/37

12/23

at

103.00

N/R  

1,489,140

2,850

5.375%,

12/01/47

12/23

at

103.00

N/R  

2,720,382

953

Timnath

Ranch

Metropolitan

District

4,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

7.750%,

12/15/47

12/23

at

103.00

N/R  

902,834

Trails

at

Crowfoot

Metropolitan

District

3,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A:

1,020

5.000%,

12/01/39

9/24

at

103.00

N/R  

980,199

3,380

5.000%,

12/01/49

9/24

at

103.00

N/R  

3,080,262

3,400

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Convertible

Capital

Appreciation

Series

2021A-2,

5.500%,

12/01/51

3/26

at

103.00

N/R  

2,567,204

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1:

700

5.000%,

12/01/41

3/26

at

103.00

N/R  

629,797

16,485

5.000%,

12/01/51

3/26

at

103.00

N/R  

13,315,924

8,730

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  

7,500,205

1,600

Two

Bridges

Metropolitan

District,

Douglas

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A,

5.625%,

8/01/48

12/23

at

103.00

N/R  

1,576,720

9,500

Valagua

Metropolitan

District,

Eagle

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2008,

0.775%,

12/01/37

(4)

7/23

at

100.00

N/R  

1,900,000

Velocity

Metropolitan

District

3,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019:

5,870

5.375%,

12/01/39

12/23

at

103.00

N/R  

5,861,841

38,055

5.500%,

12/01/48

12/23

at

103.00

N/R  

37,087,261

5,000

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  

3,417,450

8,000

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  

7,391,520

211

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

3,570

Verve

Metropolitan

District

1,

Jefferson

County

and

the

City

and

County

of

Broomfield,

Colorado,

General

Obligation

Bonds,

Improvement

Limited

Tax

Series

2023,

6.750%,

12/01/52

3/26

at

103.00

N/R  

$

3,337,415

2,000

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  

1,748,340

1,400

Village

at

Southgate

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.625%,

12/01/48,

144A

12/23

at

103.00

N/R  

1,368,458

737

Village

at

Southgate

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

7.750%,

12/15/40,

144A

12/23

at

103.00

N/R  

697,821

3,825

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  

3,474,554

586

Village

East

Community

Metropolitan

District,

Frederick,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2020B,

8.125%,

12/15/50

9/25

at

103.00

N/R  

545,841

1,630

Village

East

Metropolitan

District

3,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2017A,

5.000%,

12/01/46

7/23

at

103.00

N/R  

1,527,408

245

Village

East

Metropolitan

District

3,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2017B,

7.750%,

12/15/46

7/23

at

103.00

N/R  

230,841

1,750

Village

Metropolitan

District

In

the

Town

of

Avon,

Eagle

County,

Colorado,

Special

Revenue

and

Limited

Property

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/49

12/25

at

103.00

N/R  

1,647,590

12,435

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  

12,524,035

1,020

Villages

of

Johnstown

Metropolitan

District

No.

3,

Town

of

Johnstown,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A

and

Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2020B,

5.000%,

12/01/50

12/25

at

103.00

N/R  

891,868

1,743

Villas

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.125%,

12/01/48

12/23

at

103.00

N/R  

1,626,846

690

Villas

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinae

Lien

Series

2018B,

7.750%,

12/15/48

12/23

at

103.00

N/R  

643,604

4,145

Ward

TOD

Metropolitan

District

1,

Wheat

Ridge,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

3,772,116

600

Ward

TOD

Metropolitan

District

1,

Wheat

Ridge,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2019B,

7.750%,

12/15/49

12/24

at

103.00

N/R  

557,418

2,295

Waterfall

Metropolitan

District

1,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

Senior

Series

2022A,

5.250%,

12/01/52

12/27

at

103.00

N/R  

2,114,705

10,950

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  

10,139,043

2,500

Waterview

II

Metropolitan

District,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

5.000%,

12/01/51

3/27

at

103.00

N/R  

2,176,075

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

212

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

West

Globeville

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022:

$

2,200

6.250%,

12/01/32

12/29

at

103.00

N/R  

$

2,142,008

21,650

6.750%,

12/01/52

12/29

at

103.00

N/R  

20,413,569

1,300

Westcreek

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.375%,

12/01/48

6/24

at

103.00

N/R  

1,237,769

1,000

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

Capital

Appreciation

Bonds,

Series

2021A-2,

5.750%,

12/01/50

3/26

at

99.11

N/R  

683,480

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1:

750

5.000%,

12/01/40

3/26

at

103.00

N/R  

690,923

1,000

5.000%,

12/01/50

3/26

at

103.00

N/R  

865,050

5,355

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  

4,600,213

1,960

Westview

Metropolitan

District,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2019A,

5.125%,

12/01/49

6/24

at

103.00

N/R  

1,814,529

313

Westview

Metropolitan

District,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49

6/24

at

103.00

N/R  

291,716

4,600

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  

3,389,832

2,780

White

Buffalo

Metropolitan

District

3,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

bonds,

Convertible

to

Unlimited

Tax

Bonds,

Series

2020,

5.500%,

12/01/50

6/25

at

103.00

N/R  

2,590,154

595

Wild

Plum

Metropolitan

District,

Columbine

Valley,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.000%,

12/01/49,

(Pre-refunded

12/01/24)

12/24

at

103.00

N/R  (7)

624,048

6,500

Wildwing

Metropolitan

District

5,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A,

5.375%,

12/01/48

12/23

at

103.00

N/R  

6,243,120

1,707

Wildwing

Metropolitan

District

5,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2018B,

7.625%,

12/15/48

12/23

at

103.00

N/R  

1,612,483

756

Willow

Bend

Metropolitan

District,

City

of

Thornton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.625%,

12/15/49

9/24

at

103.00

N/R  

693,698

3,700

Willow

Springs

Ranch

Metropolitan

District,

Monument,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

3,368,887

650

Willow

Springs

Ranch

Metropolitan

District,

Monument,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2019B,

7.750%,

12/15/49

12/24

at

103.00

N/R  

596,876

21,610

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  

11,760,378

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2021A-1:

3,785

4.000%,

12/01/41,

144A

9/26

at

103.00

N/R  

2,613,808

49,660

4.125%,

12/01/51,

144A

9/26

at

103.00

N/R  

30,428,668

3,265

Windshire

Park

Metropolitan

District

2,

Windsor,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2017A,

6.500%,

12/01/47

12/27

at

103.00

N/R  

3,297,813

213

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,635

Windshire

Park

Metropolitan

District

2,

Windsor,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2017B,

7.750%,

12/15/47

12/27

at

103.00

N/R  

$

1,550,552

Windsor

Highlands

Metropolitan

District

9,

Windsor,

Larimer

County,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2019:

3,300

5.000%,

12/01/39

9/24

at

103.00

N/R  

3,172,290

9,315

5.000%,

12/01/49

9/24

at

103.00

N/R  

8,452,990

1,185

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  

984,688

1,500

Woodmen

Heights

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Subordinate

Series

2020B-2,

7.500%,

12/15/40

12/25

at

103.00

N/R  

1,389,000

2,200

Yarrow

Gardens

Metropolitan

District,

In

the

City

of

Wheat

Ridge,

Jefferson

County,

Colorado,

General

Obligation

Limited

Tax

Convertible

to

Unlimited

Tax

Bonds,

Series

2018A,

5.875%,

12/01/48

12/23

at

103.00

N/R  

2,188,208

292

Yarrow

Gardens

Metropolitan

District,

In

the

City

of

Wheat

Ridge,

Jefferson

County,

Colorado,

General

Obligation

Subordinate

General

Obligation

Limited

Tax

Bonds,

Series

2018B,

8.125%,

12/15/48,

144A

12/23

at

103.00

N/R  

274,626

Total

Colorado

1,818,365,053

Connecticut

-

0.0%

3,500

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  

3,139,395

4,379

Mohegan

Tribe

of

Indians

of

Connecticut,

Gaming

Authority

Priority

Distribution

Payment

Public

Improvement

Bonds,

Series

2015A,

6.750%,

2/01/45,

144A

7/23

at

100.00

B-  

4,382,119

Total

Connecticut

7,521,514

Delaware

-

0.1%

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Odyssey

Charter

School

Inc.

Project,

Series

2015A:

4,890

6.750%,

9/01/35,

144A

3/25

at

100.00

N/R  

5,015,282

7,500

7.000%,

9/01/45,

144A

3/25

at

100.00

N/R  

7,695,225

6,129

Millsboro,

Delaware,

Special

Obligation

Bonds,

Plantation

Lakes

Special

Development

District,

Series

2018,

5.250%,

7/01/48,

144A

7/28

at

100.00

N/R  

5,922,452

1,310

Wilmington,

Delaware,

Multifamily

Rental

Housing

Revenue

Bonds,

Lincoln

Towers

Associates,

LLC

Project,

Series

2011A

and

Series

2011B,

8.250%,

7/15/48

7/23

at

100.00

N/R  

1,310,878

Total

Delaware

19,943,837

District

of

Columbia

-

2.1%

341,045

District

of

Columbia

Tobacco

Settlement

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2006A,

0.000%,

6/15/46

7/23

at

24.47

N/R  

79,299,783

19,980

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  

16,590,393

230

District

of

Columbia,

Revenue

Bonds,

Saint

Paul

on

Fouth

Street,

Inc.,

Taxable

Series

2019B,

7.000%,

5/15/24,

144A

No

Opt.

Call

N/R  

223,891

2,000

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  

1,292,440

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

Ingleside

at

Rock

Creek

Project,

Series

2017A:

580

5.000%,

7/01/32

7/24

at

103.00

N/R  

565,657

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

214

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

District

of

Columbia

(continued)

$

800

5.000%,

7/01/37

7/24

at

103.00

N/R  

$

746,504

3,100

5.000%,

7/01/52

7/24

at

103.00

N/R  

2,591,290

90,205

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Capital

Appreciation,

Second

Senior

Lien

Series

2010A,

0.000%,

10/01/37

-

BAM

Insured,

(UB)

(5)

No

Opt.

Call

AA  

48,120,759

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B:

53,245

4.000%,

10/01/44,

(UB)

(5)

10/29

at

100.00

Baa2  

51,125,849

1,010

4.000%,

10/01/44

10/29

at

100.00

Baa2  

969,802

53,165

4.000%,

10/01/49,

(UB)

(5)

10/29

at

100.00

Baa2  

49,663,021

44,865

4.000%,

10/01/53,

(UB)

(5)

10/29

at

100.00

Baa2  

41,314,833

7,500

4.000%,

10/01/53

-

AGM

Insured,

(UB)

(5)

10/29

at

100.00

A1  

7,129,875

34,760

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  

33,089,087

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Second

Senior

Lien

Series

2009B:

2,450

0.000%,

10/01/27

-

AGC

Insured

No

Opt.

Call

A2  

2,119,152

2,055

0.000%,

10/01/36

-

AGC

Insured

No

Opt.

Call

A2  

1,230,904

7,000

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

Capital

Appreciation,

Second

Senior

Lien

Series

2010B,

6.500%,

10/01/44

10/28

at

100.00

Baa1  

7,894,250

17,835

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2021A,

4.000%,

10/01/51,

(AMT),

(UB)

(5)

10/31

at

100.00

AA-  

16,793,793

10,000

Washington

Metropolitan

Area

Transit

Authority,

Virginia,

Dedicated

Revenue

Bonds,

Green

Series

2023A,

4.125%,

7/15/47,

(UB)

(5)

7/33

at

100.00

AA  

9,970,100

Total

District

of

Columbia

370,731,383

Florida

-

16.8%

1,495

A.H.

at

Turnpike

South

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Phase

1

Project,

Series

2015,

6.250%,

11/01/46

11/39

at

100.00

N/R  

1,576,866

32,215

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  

22,052,456

2,125

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  

1,870,255

4,920

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

12/29

at

100.00

A3  

4,558,774

1,250

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  

1,158,225

Amelia

Walk

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3-B

Series

2018A:

2,405

5.250%,

11/01/39,

144A

11/29

at

100.00

N/R  

2,424,264

4,020

5.375%,

11/01/49,

144A

11/29

at

100.00

N/R  

4,001,387

2,000

Arbors

Community

Development

District,

Florida,

Revenue

Bonds,

Capital

Improvement

2023

Project

Area

Series

2023,

5.625%,

5/01/53,

144A

5/33

at

100.00

N/R  

2,039,120

215

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,570

Arborwood

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2018A-2,

5.000%,

5/01/36

5/28

at

100.00

N/R  

$

1,577,489

Armstrong

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017A:

415

5.000%,

11/01/34,

144A

11/27

at

100.00

N/R  

416,743

1,000

5.125%,

11/01/48,

144A

11/27

at

100.00

N/R  

963,540

1,960

Avalon

Groves

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2017A-1,

6.000%,

5/01/48

5/31

at

100.00

N/R  

2,049,200

3,060

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

2

Project,

Series

2016,

5.250%,

5/01/47

5/26

at

100.00

N/R  

3,074,015

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

3

Project,

Series

2018:

1,145

5.300%,

5/01/39

5/29

at

100.00

N/R  

1,165,496

1,940

5.375%,

5/01/49

5/29

at

100.00

N/R  

1,940,543

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

4

Project,

Series

2020:

910

4.300%,

5/01/42,

144A

5/30

at

100.00

N/R  

817,862

1,655

4.450%,

5/01/52,

144A

5/30

at

100.00

N/R  

1,420,222

3,925

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  

2,990,340

Avenir

Community

Development

District,

Palm

Beach

Gardens,

Florida,

Special

Assessment

Bonds,

Area

3

-

Master

Infrastructure

Project,

Series

2023:

4,515

5.375%,

5/01/43

5/33

at

100.00

N/R  

4,452,332

9,560

5.625%,

5/01/54

5/33

at

100.00

N/R  

9,444,611

3,485

Aventura

Isles

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2013,

6.000%,

11/01/43

11/24

at

100.00

N/R  

3,529,747

1,675

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2018

Project

Series

2018,

5.000%,

11/01/48,

144A

11/28

at

100.00

N/R  

1,619,356

1,125

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  

884,137

15,000

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  

14,051,250

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2B,

Series

2018:

570

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

572,605

935

5.000%,

11/01/49,

144A

11/29

at

100.00

N/R  

903,406

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

3A,

Series

2018:

2,250

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

2,259,787

5,470

5.125%,

11/01/49,

144A

11/29

at

100.00

N/R  

5,313,777

1,460

5.125%,

11/01/51,

144A

11/29

at

100.00

N/R  

1,413,966

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

216

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

4,

Series

2018:

$

480

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

$

482,146

1,560

5.125%,

11/01/49,

144A

11/29

at

100.00

N/R  

1,517,599

2,575

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  

2,577,781

1,985

Ballentrae

Hillsborough

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2014,

5.500%,

11/01/44

11/25

at

100.00

N/R  

1,997,704

1,825

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  

1,465,822

4,375

Bannon

Lakes

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

5.000%,

11/01/48

11/28

at

100.00

N/R  

4,152,356

2,000

Banyan

Cay

Community

Development

District,

West

Palm

Beach,

Florida,

Special

Assessment

Bonds,

2020-1,

4.000%,

11/01/51

11/30

at

100.00

N/R  

1,570,560

920

Bartram

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Lien

Series

2015A-2,

5.000%,

5/01/35

5/25

at

100.00

N/R  

924,867

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2013A:

2,710

5.000%,

9/01/43

9/23

at

100.00

BBB  

2,712,358

1,230

5.000%,

9/01/45

9/23

at

100.00

BBB  

1,230,984

4,050

5.000%,

9/01/48

9/23

at

100.00

BBB  

4,052,835

Beach

Road

Golf

Estates

Community

Development

District,

Bonita

Springs,

Florida,

Special

Assessment

Bonds

Series

2015:

80

5.000%,

11/01/36

11/25

at

100.00

N/R  

80,237

8,380

5.000%,

11/01/46

11/25

at

100.00

N/R  

8,077,650

55

Beacon

Lakes

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Subordinate

Lien

Series

2007B,

6.200%,

5/01/38

7/23

at

100.00

N/R  

55,043

1,775

Beaumont

Communit

Development

District

1,

City

of

Wildwood,

Florida,

Special

Assessment

Bonds,

Series

2019

A-1,

5.500%,

11/01/39,

144A

11/29

at

100.00

N/R  

1,815,541

1,870

Beaumont

Communit

Development

District

2,

City

of

Wildwood,

Florida,

Special

Assessment

Bonds,

Series

2019,

6.375%,

11/01/49,

144A

11/31

at

100.00

N/R  

1,920,060

2,985

Bellagio

Community

Development

District,

Hialeah,

Florida,

Special

Assessment

Bonds,

Series

2013,

6.500%,

11/01/43

11/28

at

100.00

BBB  

3,270,396

150

Belmond

Reserve

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

2

Series

2023,

5.500%,

11/01/52

11/33

at

100.00

N/R  

151,516

1,000

Belmont

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Phase

1

Project,

Series

2013A,

6.500%,

11/01/43

11/33

at

100.00

N/R  

1,081,610

Belmont

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016A:

705

5.375%,

11/01/36

11/27

at

100.00

N/R  

715,462

1,030

5.500%,

11/01/46

11/27

at

100.00

N/R  

1,035,871

3,145

Bexley

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

4.875%,

5/01/47

5/26

at

100.00

N/R  

2,918,088

217

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

3,000

Black

Creek

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Project

2020

Series

2022,

5.625%,

6/15/52

6/32

at

100.00

N/R  

$

3,025,020

26,135

Boggy

Creek

Improvement

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2013,

5.125%,

5/01/43

7/23

at

100.00

N/R  

26,135,784

Boyette

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2018:

1,785

5.000%,

5/01/38,

144A

5/28

at

100.00

N/R  

1,787,677

2,975

5.125%,

5/01/48,

144A

5/28

at

100.00

N/R  

2,871,381

1,985

Boynton

Village

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2007-A1,

5.750%,

5/01/37

7/23

at

100.00

N/R  

1,985,794

2,500

Bradbury

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Series

2023,

5.500%,

5/01/53,

144A

5/33

at

100.00

N/R  

2,480,200

3,510

Brevard

County

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Health

First

Obligated

Group,

Series

2022A,

4.000%,

4/01/52,

(UB)

(5)

4/32

at

100.00

A  

3,240,994

Brookstone

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two

Series

2022:

1,000

5.500%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,008,320

1,910

5.625%,

5/01/52,

144A

5/32

at

100.00

N/R  

1,916,532

18,380

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2019A,

4.000%,

10/01/44,

(AMT),

(UB)

(5)

10/29

at

100.00

N/R  

17,574,405

15,000

Broward

County,

Florida,

Port

Facilities

Revenue

Bonds,

Series

2019B,

4.000%,

9/01/49,

(AMT),

(UB)

(5)

9/29

at

100.00

A  

14,113,200

Broward

County,

Florida,

Tourist

Development

Tax

Revenue

Bonds,

Convention

Center

Expansion

Project,

Series

2021:

18,590

4.000%,

9/01/51

-

BAM

Insured,

(UB)

(5)

9/31

at

100.00

Aa3  

18,039,736

5,000

4.000%,

9/01/51,

(UB)

(5)

9/31

at

100.00

Aa3  

4,756,600

7,625

Broward

County,

Florida,

Water

and

Sewer

Utility

Revenue

Bonds,

Series

2022A,

4.000%,

10/01/47

(5)

10/31

at

100.00

AA+  

7,526,637

2,000

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  

1,997,000

Bullfrog

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2017:

1,315

5.125%,

11/01/38

11/27

at

100.00

N/R  

1,321,010

1,910

5.250%,

11/01/47

11/27

at

100.00

N/R  

1,878,580

6,830

Cape

Coral

Health

Facilities

Authority,

Florida,

Senior

Housing

Revenue

Bonds,

Gulf

Care

Inc.

Project,

Series

2015,

5.875%,

7/01/40,

144A

7/25

at

100.00

N/R  

4,762,217

2,000

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

South

Tech

Schools

Project,

Series

2020A,

5.000%,

6/15/55,

144A

6/27

at

100.00

N/R  

1,689,700

520

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

North

Manatee,

Series

2021C,

5.000%,

6/01/56,

144A

6/31

at

100.00

N/R  

435,978

4,000

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  

3,033,280

7,840

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  

7,590,923

225

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

LLT  Academy

South

Bay

Project,

Taxable

Series

2020B,

7.000%,

6/15/25,

144A

No

Opt.

Call

N/R  

220,453

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

218

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

3,625

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Pepin

Academies

Inc.,

Series

2020A,

5.750%,

7/01/55

7/26

at

104.00

N/R  

$

3,260,724

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Pineapple

Cove

Classical

Academy,

Series

2019A:

750

5.125%,

7/01/39,

144A

1/29

at

100.00

N/R  

715,725

10,455

5.250%,

7/01/49,

144A

1/29

at

100.00

N/R  

9,674,639

1,000

5.375%,

7/01/54,

144A

1/29

at

100.00

N/R  

931,040

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

The

Florida

Charter

Educational

Foundation,

Inc.

Projects,

Series

2018A:

1,000

5.375%,

6/15/38,

144A

6/28

at

100.00

N/R  

966,580

1,970

5.375%,

6/15/48,

144A

6/28

at

100.00

N/R  

1,802,176

2,290

Capital

Trust

Agency,

Florida,

Multifamily

Housing

Revenue

Bonds,

Coral

Gardens

Apartments

Project,

Series

2018A,

4.850%,

1/01/54

7/23

at

105.00

CCC  

1,591,069

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Babcock

Neighborhood

School

Inc,

Series

2018:

730

6.100%,

8/15/38,

144A

8/28

at

100.00

N/R  

743,702

4,030

6.200%,

8/15/48,

144A

8/28

at

100.00

N/R  

4,069,978

3,955

6.375%,

8/15/53,

144A

8/28

at

100.00

N/R  

4,015,630

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Odyssey

Charter

School

Project,

Series

2017A:

3,490

5.375%,

7/01/37,

144A

7/27

at

100.00

Ba1  

3,478,064

4,820

5.500%,

7/01/47,

144A

7/27

at

100.00

Ba1  

4,658,096

42,506

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  

5,525,738

10,470

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2017A,

5.250%,

6/15/47,

144A

6/27

at

100.00

N/R  

9,910,483

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2019A:

1,000

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

938,230

5,425

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

4,754,307

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Tallahassee

Classical

School

Inc.,

Series

2021A:

4,395

4.250%,

7/01/51,

144A

7/31

at

100.00

N/R  

3,084,279

4,265

4.375%,

7/01/56,

144A

7/31

at

100.00

N/R  

2,978,719

5,750

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  

3,220,000

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2017A:

1,090

5.000%,

10/15/47,

144A

10/27

at

100.00

Ba1  

988,913

895

5.000%,

10/15/52,

144A

10/27

at

100.00

Ba1  

795,763

1,345

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2019A,

5.000%,

10/15/54,

144A

10/27

at

100.00

Ba1  

1,188,630

Capital

Trust

Agency,

Florida,

Senior

Living

Facilities

Revenue

Bonds,

Elim

Senior

Housing,

Inc.

Project,

Series

2017:

1,860

5.375%,

8/01/32,

144A

8/24

at

103.00

N/R  

1,579,066

2,735

5.625%,

8/01/37,

144A

8/24

at

103.00

N/R  

2,192,075

11,680

5.875%,

8/01/52,

144A

8/24

at

103.00

N/R  

8,479,446

Carlton

Lakes

Community

Developement

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2015:

765

5.625%,

11/01/36

11/26

at

100.00

N/R  

781,753

1,855

5.750%,

11/01/47

11/26

at

100.00

N/R  

1,875,943

219

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Carlton

Lakes

Community

Developement

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

$

625

5.125%,

5/01/38

5/28

at

100.00

N/R  

$

629,563

1,235

5.250%,

5/01/49

5/28

at

100.00

N/R  

1,221,007

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014:

3,770

5.000%,

5/01/34

5/24

at

100.00

N/R  

3,785,231

9,320

5.125%,

5/01/45

5/24

at

100.00

N/R  

9,240,687

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017:

1,470

5.000%,

5/01/32

5/27

at

100.00

N/R  

1,496,166

6,205

5.000%,

5/01/48

5/27

at

100.00

N/R  

5,982,303

430

Chaparral

of

Palm

Bay

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1

Project,

Series

2020A-2,

4.000%,

5/01/31

No

Opt.

Call

N/R  

409,106

3,675

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2015,

5.500%,

10/01/36,

(AMT),

144A

10/25

at

100.00

N/R  

3,713,220

1,000

Coco

Palms

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Expansion

Area

Project,

Series

2019,

5.000%,

6/15/49,

144A

6/29

at

100.00

N/R  

945,000

2,575

Coconut

Cay

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2006,

5.375%,

5/01/36

7/23

at

100.00

N/R  

2,576,365

Collier

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

Ave

Maria

University,

Refunding

Series

2023:

3,500

5.250%,

6/01/38

6/33

at

100.00

BBB-  

3,582,285

5,000

5.000%,

6/01/43

6/33

at

100.00

BBB-  

4,864,400

Collier

County

Industrial

Development

Authority,

Florida,

Continuing

Care

Community

Revenue

Bonds,

Arlington

of

Naples

Project,

Series

2014A:

6,245

7.750%,

5/15/35,

144A

(4)

5/24

at

100.00

N/R  

686,967

3,903

8.000%,

5/15/37,

144A

(4)

5/24

at

100.00

N/R  

429,355

788

Collier

County

Industrial

Development

Authority,

Florida,

Continuing

Care

Community

Revenue

Bonds,

Arlington

of

Naples

Project,

Series

2015A,

6.500%,

5/15/49,

144A

(4)

5/25

at

100.00

N/R  

86,720

Collier

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Gulf

Coast

Charter

Academy

South

Project,

Series

2017A:

1,360

5.000%,

12/01/37,

144A

12/27

at

100.00

N/R  

1,274,850

2,205

5.000%,

12/01/47,

144A

12/27

at

100.00

N/R  

1,939,540

2,000

Connerton

East

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Project,

Series

2023,

5.375%,

6/15/53,

144A

6/33

at

100.00

N/R  

2,016,020

1,000

Copper

Creek

Community

Development

District,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Series

2019,

5.000%,

11/01/49,

144A

11/31

at

100.00

N/R  

943,060

Coral

Bay

of

Lee

County

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

One,

Series

2022:

320

5.500%,

5/01/42

5/32

at

100.00

N/R  

323,859

500

5.625%,

5/01/52,

144A

5/32

at

100.00

N/R  

505,145

Corkscrew

Farms

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2017:

1,855

5.000%,

11/01/38,

144A

11/32

at

100.00

N/R  

1,839,195

3,765

5.125%,

11/01/50,

144A

11/32

at

100.00

N/R  

3,605,063

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

220

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Creekside

at

Twin

Creeks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2016A-1:

$

745

5.250%,

11/01/37

11/28

at

100.00

N/R  

$

755,013

1,915

5.600%,

11/01/46

11/28

at

100.00

N/R  

1,936,907

5,000

Creekview

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Project

Series

2022,

4.750%,

5/01/53

5/32

at

100.00

N/R  

4,431,600

Cross

Creek

North

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Bonds,

Series

2018:

2,325

5.250%,

11/01/39,

144A

11/29

at

100.00

N/R  

2,367,199

3,410

5.375%,

11/01/50,

144A

11/29

at

100.00

N/R  

3,432,949

1,975

Crossings

at

Fleming

Island

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2014A-2,

7.000%,

5/01/30

5/24

at

100.00

N/R  

2,004,645

2,130

Crossings

at

Fleming

Island

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2014A-3,

6.500%,

5/01/44

5/24

at

100.00

N/R  

2,146,167

4,875

Currents

Community

Development

District,

Collier

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2020B,

4.250%,

5/01/41,

144A

No

Opt.

Call

N/R  

4,309,792

2,605

Cypress

Bluff

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2019,

5.100%,

5/01/48

5/29

at

100.00

N/R  

2,540,344

115

Cypress

Creek

Community

Development

District,

Hillborough

County,

Florida,

Capital

Improvement

Bonds,

Subordinate

Lien,

Series

2017A,

6.000%,

5/01/45

5/32

at

100.00

N/R  

116,586

1,435

Cypress

Park

Estates

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Project,

Series

2022,

5.125%,

5/01/52,

144A

5/32

at

100.00

N/R  

1,367,426

4,000

Davie,

Florida,

Educational

Facilities

Revenue

Bonds,

Nova

Southeastern

University

Project,

Refunding

Series

2018,

5.000%,

4/01/48,

(UB)

(5)

4/28

at

100.00

0  

4,112,200

1,500

Deerbrook

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2023

Project

Series

2023,

5.500%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,499,850

Del

Webb

Oak

Creek

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

2023

Project,

Series

2023:

575

5.000%,

5/01/43

5/33

at

100.00

N/R  

568,543

2,395

5.250%,

5/01/53

5/33

at

100.00

N/R  

2,380,510

920

DG

Farms

Community

Development

District,

Florida,Capital

Improvement  Revenue

Bonds,

Series

2020,

4.000%,

5/01/51

5/30

at

100.00

N/R  

723,948

15,735

Doral,

Florida,

General

Obliation

Bonds,

Parks

&

Recreation

Projects,

Series

2021,

4.000%,

7/01/50,

(UB)

(5)

7/30

at

100.00

AA+  

15,145,724

Downden

West

Community

Development

District,

Florida,

Revenue

Bonds

Series

2018:

1,000

5.400%,

5/01/39,

144A

5/29

at

100.00

N/R  

1,016,380

3,205

5.550%,

5/01/49,

144A

5/29

at

100.00

N/R  

3,223,685

7,880

Downtown

Doral

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1,

Series

2018A,

5.100%,

5/01/48,

144A

5/28

at

100.00

N/R  

7,759,436

Downtown

Doral

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2015:

935

5.300%,

5/01/36

5/26

at

100.00

N/R  

944,182

1,430

5.500%,

5/01/45

5/26

at

100.00

N/R  

1,436,764

1,955

5.500%,

5/01/46

5/26

at

100.00

N/R  

1,962,507

221

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,430

DW

Bayview

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Assessment

Area

Series

2022,

5.250%,

5/01/52

5/32

at

100.00

N/R  

$

1,394,622

2,205

East

Homestead

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2013,

5.000%,

11/01/33

7/23

at

100.00

N/R  

2,206,830

1,000

East

Homestead

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019,

5.000%,

11/01/49

11/29

at

100.00

N/R  

958,970

East

Nassau

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

1,485

5.125%,

5/01/39

5/29

at

100.00

N/R  

1,491,935

2,495

5.250%,

5/01/49

5/29

at

100.00

N/R  

2,442,979

1,500

Edgewater

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2021,

4.000%,

5/01/51

5/31

at

100.00

N/R  

1,181,235

Epperson

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2018A-1:

1,790

5.500%,

11/01/39,

144A

11/29

at

100.00

N/R  

1,830,454

4,405

5.750%,

11/01/49,

144A

11/29

at

100.00

N/R  

4,482,792

4,000

Epperson

Ranch

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2017A-1,

5.375%,

11/01/48

11/27

at

100.00

N/R  

3,969,560

Epperson

Ranch

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018A-1:

1,000

5.500%,

5/01/39,

144A

5/29

at

100.00

N/R  

1,017,160

2,000

5.625%,

5/01/49,

144A

5/29

at

100.00

N/R  

2,017,860

4,295

Estancia

at

Wiregrass

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2013,

7.000%,

11/01/45

5/27

at

100.00

N/R  

4,548,663

15,000

Everest

GMR

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Series

2023,

6.200%,

5/01/54

5/33

at

100.00

N/R  

15,052,950

Evergreen

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2019:

1,245

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

1,243,357

2,410

5.125%,

11/01/49,

144A

11/29

at

100.00

N/R  

2,320,685

750

Fallschase

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021,

3.125%,

5/01/31

No

Opt.

Call

N/R  

665,737

500

Finley

Woods

Community

Development

District,

Florida,

Capital

Improvement

Bonds,

Series

2020,

4.200%,

5/01/50

5/30

at

100.00

N/R  

410,075

1,415

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Charter

School,

Series

2019A,

6.125%,

6/15/46,

144A

6/26

at

100.00

N/R  

1,421,905

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2017A:

765

6.000%,

6/15/37,

144A

6/26

at

100.00

N/R  

774,409

1,510

6.125%,

6/15/46,

144A

6/26

at

100.00

N/R  

1,517,369

830

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2018A,

6.125%,

6/15/46,

144A

6/26

at

100.00

N/R  

834,050

1,900

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Cornerstone

Charter

Schools

Project,

Series

2022,

5.250%,

10/01/56,

144A

10/29

at

100.00

BB+  

1,764,986

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

222

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Creative

Inspiration

Journey

School

of

St.

Cloud,

Series

2021A:

$

2,030

5.000%,

6/15/51,

144A

6/29

at

102.00

N/R  

$

1,657,698

1,805

5.000%,

6/15/56,

144A

6/29

at

102.00

N/R  

1,443,097

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Discovery

High

School

Project,

Series

2020A:

3,000

5.000%,

6/01/40,

144A

6/29

at

100.00

N/R  

2,695,650

2,500

5.000%,

6/01/55,

144A

6/29

at

100.00

N/R  

2,081,950

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A:

6,025

6.250%,

7/01/34

7/24

at

100.00

N/R  

6,058,077

9,780

6.500%,

7/01/44

7/24

at

100.00

N/R  

9,834,475

3,935

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  

3,693,548

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C:

9,160

5.650%,

7/01/37,

144A

7/27

at

101.00

N/R  

9,203,235

12,575

5.750%,

7/01/47,

144A

7/27

at

101.00

N/R  

12,429,759

17,675

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  

13,268,446

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Florida

Charter

Foundation

Inc.

Projects,

Series

2016A:

6,405

4.750%,

7/15/36,

144A

7/26

at

100.00

N/R  

6,111,203

7,735

5.000%,

7/15/46,

144A

7/26

at

100.00

N/R  

7,036,065

1,030

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

Broward

Project,

Series

2019A,

5.000%,

12/15/49,

144A

12/29

at

100.00

Baa3  

1,040,331

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Innovation

Montessori

Ocoee

Projects,

Taxable

Series

2022A:

5,410

5.500%,

7/01/52,

144A

7/32

at

100.00

Ba2  

4,745,977

4,140

5.625%,

7/01/56,

144A

7/32

at

100.00

Ba2  

3,635,044

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Miami

Arts

Charter

School

Projects,

Series

2014:

1,250

5.875%,

6/15/34,

144A

6/24

at

100.00

N/R  

1,100,088

6,275

6.000%,

6/15/44,

144A

6/24

at

100.00

N/R  

5,145,876

4,000

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  

3,589,440

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A:

355

6.000%,

6/15/35,

144A

6/25

at

100.00

N/R  

357,954

8,500

6.125%,

6/15/46,

144A

6/25

at

100.00

N/R  

8,518,785

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2014A:

2,110

6.000%,

6/15/34,

144A

6/24

at

100.00

N/R  

2,134,202

6,115

6.125%,

6/15/44,

144A

6/24

at

100.00

N/R  

6,175,171

223

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

850

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Social

Bonds-Unlocking

Children

's

Potential

Charter

Schools

Project,

Series

2020A,

5.000%,

6/01/40

6/28

at

100.00

N/R  

$

782,467

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Southwest

Charter

Foundation

Inc

Projects,

Series

2017A:

3,225

6.000%,

6/15/37,

144A

6/27

at

100.00

N/R  

3,081,262

6,215

6.125%,

6/15/47,

144A

6/27

at

100.00

N/R  

5,722,150

8,210

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

The

Florida

Charter

Educational

Foundation

Inc.

Projects,

Series

2016A,

6.375%,

6/15/46,

144A

6/26

at

100.00

N/R  

8,375,678

5,000

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Refunding

Bonds,

Central

Charter

School,

Series

2022,

6.000%,

8/15/57,

144A

8/32

at

100.00

N/R  

4,776,700

105,325

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  

104,627,748

210,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Series

2019A-1,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R  

208,611,900

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

2,565

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

2,556,202

131,740

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

127,137,004

472,335

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

453,536,067

50,000

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)

7/23

at

101.00

N/R  

49,212,500

180,450

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

7/23

at

103.00

N/R  

183,546,522

1,720

Florida

Development

Finance

Corporation,

Revenue

Bonds,

IPS

Florida

LLC-Idea

Florida,

Inc.

Jacksonville

IV,

Series

2022,

5.250%,

6/15/29,

144A

6/27

at

100.00

N/R  

1,703,522

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Phase

4

Project,

Series

2015:

1,180

5.125%,

11/01/36

11/26

at

100.00

N/R  

1,191,835

1,485

5.375%,

11/01/46

11/26

at

100.00

N/R  

1,491,891

2,465

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Phase

5

Project,

Series

2016,

5.000%,

11/01/46

11/26

at

100.00

N/R  

2,392,702

4,250

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2013,

6.500%,

11/01/44

11/24

at

100.00

N/R  

4,317,065

Forest

Brooke

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2017:

1,000

5.000%,

12/15/37

12/27

at

100.00

N/R  

1,002,070

2,000

5.125%,

12/15/46

12/27

at

100.00

N/R  

1,961,980

650

Forest

Lake

Community

Development

District,

Polk

County,

Florida,

Specia

Assessment

Bonds,

Assessment

Area

2

Project,

Series

2022,

5.500%,

5/01/52,

144A

5/32

at

100.00

N/R  

660,387

FRERC

Community

Development

District,

Ocoee,

Florida,

Special

Assessment

Bonds,

Series

2020:

5,720

5.375%,

11/01/40

11/29

at

100.00

N/R  

5,602,797

8,390

5.500%,

11/01/50

11/29

at

100.00

N/R  

8,068,411

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

224

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,630

Gateway

Services

Community

Development

District,

Fort

Myers

Lee

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2013,

5.750%,

5/01/33

7/23

at

100.00

N/R  

$

1,631,304

3,000

Grand

Bay

at

Doral

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

North

Parcel

Assessment

Area

Project,

Improvement

Series

2014A-1,

5.000%,

5/01/44

5/24

at

100.00

N/R  

2,930,580

1,000

Grand

Bay

at

Doral

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

North

Parcel

Assessment

Area,

Refunding

Series

2014A-2,

5.000%,

5/01/39

5/24

at

100.00

N/R  

1,000,610

2,095

Grand

Bay

at

Doral

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

South

Parcel

Assessment

Area

Project,

Series

2016,

5.000%,

5/01/46

5/26

at

100.00

N/R  

2,017,548

4,500

Grand

Bay

at

Doral

Community

Development

District,

Miami-

Dade

County,

Florida,

Special

Assessment

Improvement

Bonds,

Assessment

Area

Two

Phase

1

Project,

Series

2014A-1,

5.900%,

5/01/45

5/24

at

100.00

N/R  

4,523,535

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  

1,012,080

Grand

Oaks

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2019A:

1,840

4.750%,

11/01/39

11/29

at

100.00

N/R  

1,764,818

3,670

5.000%,

11/01/50

11/29

at

100.00

N/R  

3,446,827

1,000

Grande

Pines

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Area

1

Series

2021,

4.000%,

5/01/51

5/31

at

100.00

N/R  

786,900

8,975

Greater

Orlando

Aviation

Authority,

Florida,

Airport

Facilities

Revenue

Bonds,

Series

2019A,

4.000%,

10/01/49,

(AMT),

(UB)

(5)

10/29

at

100.00

AA-  

8,463,605

10,395

Greater

Orlando

Aviation

Authority,

Florida,

Airport

Facilities

Revenue

Bonds,

Series

2022A,

4.000%,

10/01/52,

(AMT),

(UB)

(5)

10/31

at

100.00

AA-  

9,736,477

20,000

Greater

Orlando

Aviation

Authority,

Florida,

Orlando

Airport

Facilities

Revenue

Bonds,

Priority

Subordinated

Series

2017A,

4.000%,

10/01/52,

(AMT),

(UB)

(5)

10/27

at

100.00

A+  

18,423,600

Grove

Resort

Community

Development

District,

Orange

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017A:

1,000

5.000%,

11/01/28

No

Opt.

Call

N/R  

1,019,260

10,015

5.875%,

11/01/47

11/32

at

100.00

N/R  

10,433,427

2,400

Hacienda

Lakes

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2016,

4.625%,

5/01/46

5/26

at

100.00

N/R  

2,160,384

1,000

Hammock

Oaks

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023,

5.750%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,007,740

300

Hammock

Reserve

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

Area

2

Project,

Series

2021,

4.000%,

5/01/51

5/31

at

100.00

N/R  

243,324

Hammock

Reserve

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

Area

3

Project,

Series

2022:

1,500

4.700%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,396,860

1,500

5.000%,

5/01/52,

144A

5/32

at

100.00

N/R  

1,431,330

4,740

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  

4,760,003

225

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Harmony

West

Community

Development

District,

Osceloa

County,

Florida,

Special

Asssessment

Revenue

Bonds,

Assessment

Area

1,

Series

2018:

$

930

5.100%,

5/01/38,

144A

5/32

at

100.00

N/R  

$

943,513

1,870

5.250%,

5/01/49,

144A

5/32

at

100.00

N/R  

1,862,632

1,000

Harmony

West

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

2,

Series

2023,

5.300%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,002,950

1,070

Hawkstone

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

3,

Series

2021,

4.000%,

5/01/52

5/31

at

100.00

N/R  

846,991

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  

1,005,190

6,550

Heights

Community

Development

District,

Florida,

Tax

Increment

&

Special

Assessment

Revenue

Bonds,

Series

2017,

5.000%,

1/01/50

1/27

at

100.00

N/R  

6,158,310

3,900

Heights

Community

Development

District,

Florida,

Tax

Increment

&

Special

Assessment

Revenue

Bonds,

Series

2018,

5.125%,

1/01/50

1/29

at

100.00

N/R  

3,776,448

760

Hemingway

Point

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

2

Project,

Series

2014,

5.000%,

11/01/34

11/24

at

100.00

N/R  

761,915

290

Heritage

Harbour

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bond,

Refunding

Series

2017A-1,

5.250%,

5/01/38

5/27

at

100.00

N/R  

292,729

595

Heron

Isles

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2017A-2,

5.000%,

5/01/36,

144A

5/27

at

100.00

N/R  

599,076

810

Hidden

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3,

Series

2019A-1,

5.250%,

11/01/39,

144A

11/29

at

100.00

N/R  

820,579

4,455

Hidden

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

One,

Series

2016A-1,

6.250%,

11/01/47

11/36

at

100.00

N/R  

4,732,502

440

Highland

Meadows

Community

Development

District,

Davenport,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2006A,

5.500%,

5/01/36

7/23

at

100.00

N/R  

440,167

1,015

Highland

Meadows

II

Community

Development

District,

Davenport,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

4B/C

Project,

Series

2017,

5.000%,

11/01/48

11/27

at

100.00

N/R  

972,837

Highland

Meadows

II

Community

Development

District,

Davenport,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

5

Project,

Series

2017:

390

5.375%,

11/01/37

11/27

at

100.00

N/R  

395,277

790

5.500%,

11/01/47

11/27

at

100.00

N/R  

793,365

310

Highland

Meadows

II

Community

Development

District,

Davenport,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

6

Project,

Series

2017,

5.500%,

11/01/47

11/27

at

100.00

N/R  

311,321

2,045

Highland

Meadows

West

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Series

2019,

5.000%,

11/01/49,

144A

11/29

at

100.00

N/R  

1,946,267

Highlands

Community

Development

District,

Hillborough

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

4

Project,

Series

2018:

710

5.250%,

6/15/39,

144A

12/29

at

100.00

N/R  

715,758

1,205

5.375%,

6/15/49,

144A

12/29

at

100.00

N/R  

1,199,517

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

226

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,000

Hills

of

Minneola

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

South

Parcel

Assessment

Area

Phase

2,

Series

2021,

4.000%,

5/01/52,

144A

5/31

at

100.00

N/R  

$

780,160

16,490

Hillsborough

County

Aviation

Authority,

Florida,

Revenue

Bonds,

Tampa

International

Airport,

Alternative

Minimum

Tax

Refunding

Subordinate

Lien

Series

2022A,

4.000%,

10/01/52,

(AMT),

(UB)

(5)

10/31

at

100.00

Aa3  

15,471,248

Hillsborough

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Florida

Health

Sciences

Center

Inc

D/B/A

Tampa

General

Hospital,

Series

2020A:

3,000

4.000%,

8/01/50

2/31

at

100.00

Baa1  

2,712,480

12,995

3.500%,

8/01/55

2/31

at

100.00

Baa1  

9,811,745

8,005

3.500%,

8/01/55,

(UB)

(5)

2/31

at

100.00

Baa1  

6,044,095

3,150

4.000%,

8/01/55,

(UB)

(5)

2/31

at

100.00

Baa1  

2,781,765

350

Holly

Hill

Road

East

Community

Development

District,

Davenport,

Florida,

Special

Assessment

Revenue

Bonds,

Area

3

Project,

Series

2020,

5.000%,

11/01/41

No

Opt.

Call

N/R  

353,524

Hunter's

Ridge

Community

Development

District

1,

Flagler

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1,

Series

2019:

430

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

427,188

645

5.125%,

11/01/49,

144A

11/29

at

100.00

N/R  

619,135

Isles

of

Bartram

Park

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2015:

1,905

5.000%,

11/01/35

11/25

at

100.00

N/R  

1,912,639

2,910

5.125%,

11/01/45

11/25

at

100.00

N/R  

2,846,067

985

Isles

of

Bartram

Park

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2017,

5.000%,

11/01/47

11/27

at

100.00

N/R  

937,365

K-Bar

Ranch

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Parcel

O-1

Project,

Series

2014:

490

5.125%,

11/01/34

11/24

at

100.00

N/R  

492,107

895

5.375%,

11/01/44

11/24

at

100.00

N/R  

896,504

K-Bar

Ranch

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Parcel

Q

Project,

Series

2014:

610

5.125%,

11/01/34

11/24

at

100.00

N/R  

612,623

1,030

5.375%,

11/01/44

11/24

at

100.00

N/R  

1,031,730

Lake

County,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

South

Lake

Charter

School

Project,

Series

2019A:

825

5.000%,

1/15/49,

144A

7/29

at

100.00

N/R  

743,704

825

5.000%,

1/15/54,

144A

7/29

at

100.00

N/R  

729,985

3,940

Lake

Deer

Community

Development

District,

Polk

County

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.625%,

5/01/53

5/37

at

100.00

N/R  

3,827,828

1,000

Lake

Harris

Community

Development

District,

Lake

County,

Florida,

Special

Assessment  Bonds,

2023

Project

Area

Series

2023,

5.625%,

5/01/53,

144A

,

(WI/DD)

5/33

at

100.00

N/R  

1,010,430

8,180

Lakes

by

the

Bay

South

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2014,

5.625%,

5/01/34

5/24

at

100.00

N/R  

8,240,696

2,940

Lakeside

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015,

5.750%,

5/01/45

5/25

at

100.00

N/R  

2,961,403

Lakeside

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018:

1,595

5.000%,

5/01/38

5/28

at

100.00

N/R  

1,598,413

2,660

5.100%,

5/01/48

5/28

at

100.00

N/R  

2,573,364

Lakeside

Preserve

Community

Development

District,

Lakeland,

Florida,

Special

Assessment

Bonds,

Series

2019:

420

4.875%,

5/01/39

5/29

at

100.00

N/R  

408,824

227

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

575

5.000%,

5/01/49

5/29

at

100.00

N/R  

$

543,300

2,960

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Del

Webb

Project,

Series

2017,

5.125%,

5/01/47,

144A

5/27

at

100.00

N/R  

2,929,838

2,550

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Northeast

Sector

Project,

Phase

1A,

Series

2018,

5.100%,

5/01/48

5/28

at

100.00

N/R  

2,489,794

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Northeast

Sector

Project,

Phase

1B,

Series

2018:

2,250

5.300%,

5/01/39

5/29

at

100.00

N/R  

2,278,147

3,995

5.450%,

5/01/48

5/29

at

100.00

N/R  

4,015,175

Lawson

Dunes

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Project

Series

2022:

1,660

5.000%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,632,046

3,025

5.125%,

5/01/52,

144A

5/32

at

100.00

N/R  

2,893,866

1,690

Lee

County

Housing

Finance

Authority,

Florida,

Multifamily

Housing

Revenue

Bonds,

Janies

Garden

Phase

2,

Series

2010B,

7.250%,

9/15/47,

(Mandatory

Put

9/15/27)

7/23

at

100.00

N/R  

1,691,031

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A:

5,515

5.250%,

6/15/27

7/23

at

100.00

BB  

5,417,881

35,550

5.375%,

6/15/37

7/23

at

100.00

BB  

34,307,527

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2012A:

2,625

5.500%,

6/15/32,

144A

7/23

at

100.00

BB  

2,544,675

4,700

5.750%,

6/15/42,

144A

7/23

at

100.00

BB  

4,510,120

Lee

County

Industrial

Development

Authority,

Florida,

Healthcare

Facilities

Revenue

Bonds,

Cypress

Cove

at

HealthPark

Florida,

Inc.

Project,

Series

2022A:

1,850

5.250%,

10/01/52

10/29

at

103.00

BB+  

1,576,533

6,650

5.250%,

10/01/57

10/29

at

103.00

BB+  

5,537,056

Lee

County

Industrial

Development

Authority,

Florida,

Healthcare

Facilities

Revenue

Bonds,

Preserve

Project,

Series

2017A:

790

5.375%,

12/01/32,

144A

7/23

at

105.00

N/R  

648,290

2,000

5.625%,

12/01/37,

144A

7/23

at

105.00

N/R  

1,546,600

11,650

5.750%,

12/01/52,

144A

7/23

at

105.00

N/R  

8,021,491

10,000

Lee

County,

Florida,

Airport

Revenue

Bonds,

Series

2021B,

5.000%,

10/01/46,

(AMT),

(UB)

(5)

10/31

at

100.00

A2  

10,460,100

Lee

County,

Florida,

Airport

Revenue

Bonds,

Tender

Option

Bond

Trust

2021-XF1126:

20,045

4.000%,

10/01/51,

(AMT),

(UB)

(5)

10/31

at

100.00

A2  

18,507,348

181

Lexington

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2007,

5.400%,

5/01/37

7/23

at

100.00

N/R  

181,056

1,185

Lucerne

Park

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019,

4.750%,

5/01/50

5/29

at

100.00

N/R  

1,064,035

Magic

Place

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

3,585

4.375%,

5/01/40

5/30

at

100.00

N/R  

3,258,191

7,825

4.500%,

5/01/51

5/30

at

100.00

N/R  

6,720,736

Majorca

Isles

Community

Development

District,

Mianmi

Gardens,

Florida,

Special

Assessment

Bonds,

Series

2015:

1,000

5.375%,

5/01/35

5/26

at

100.00

N/R  

1,011,750

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

228

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

3,675

5.625%,

5/01/46

5/26

at

100.00

N/R  

$

3,701,019

16,150

Manatee

County,

Florida,

Revenue

Improvement

and

Refunding

Bonds,

Series

2022,

4.000%,

10/01/52,

(UB)

(5)

10/32

at

100.00

Aa1  

15,858,654

5,000

Mandarin

Grove

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Project

Series

2022,

6.625%,

5/01/53,

144A

5/42

at

100.00

N/R  

5,248,450

410

Meadow

Pines

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2014-2,

6.000%,

5/01/34

5/24

at

100.00

N/R  

414,424

2,700

Mediterranea

Community

Development

District,

Riviera

Beach,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Refunding

&

Improvement

Series

2017,

5.000%,

5/01/48

5/28

at

100.00

N/R  

2,581,713

1,000

Miami

Dade

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Miami

Community

Charter

School

Inc

Project,

Series

2020A,

5.000%,

6/01/47,

144A

6/26

at

103.00

Ba2  

838,270

Miami

Dade

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

South

Florida

Autism

Charter

School

Project,

Series

2017:

3,895

5.875%,

7/01/37,

144A

7/27

at

100.00

N/R  

3,917,591

6,530

6.000%,

7/01/47,

144A

7/27

at

100.00

N/R  

6,497,023

Miami

World

Center

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2017:

13,505

5.125%,

11/01/39

11/27

at

100.00

N/R  

13,564,827

15,255

5.250%,

11/01/49

11/27

at

100.00

N/R  

15,226,473

32,240

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2018A,

5.000%,

4/01/53,

(UB)

(5)

4/28

at

100.00

A-  

33,349,701

10,635

Miami-Dade

County

Educational

Facilities

Authority,

Florida,

Revenue

Bonds,

University

of

Miami,

Series

2018B,

4.000%,

4/01/53,

(UB)

(5)

4/28

at

100.00

A-  

9,783,668

30

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Series

2010A,

5.000%,

7/01/40

7/23

at

100.00

BBB+  

30,141

7,170

Miami-Dade

County

Health

Facility

Authority,

Florida,

Hospital

Revenue

Bonds,

Nicklaus

Children's

Hospital

Project,

Refunding

Series

2021A,

4.000%,

8/01/51,

(UB)

(5)

8/31

at

100.00

A  

6,353,337

6,300

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Industrial

Development

Revenue

Bonds,

CFC-MB

I,

LLC

Collins

Park

Housing

Project

Series

2023,

6.250%,

1/01/59,

144A

1/33

at

100.00

N/R  

6,233,409

4,430

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Revenue

Bonds,

PInecrest

Academy

Inc.

,

Series

2017,

5.000%,

9/15/44,

144A

9/27

at

100.00

BBB  

4,453,479

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Revenue

Bonds,

PInecrest

Academy

Project,

Series

2014:

1,000

5.000%,

9/15/34

9/24

at

100.00

BBB  

1,015,000

1,730

5.250%,

9/15/44

9/24

at

100.00

BBB  

1,747,663

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Revenue

Bonds,

Youth

Co-Op

Charter

Schools

Project,

Series

2015A:

1,500

5.750%,

9/15/35,

144A

9/25

at

100.00

N/R  

1,503,120

3,500

6.000%,

9/15/45,

144A

9/25

at

100.00

N/R  

3,504,585

12,855

Miami-Dade

County,

Florida,

General

Obligation

Bonds,

Public

Health

Trust

Program

Series

2021A,

4.000%,

7/01/50,

(UB)

(5)

7/31

at

100.00

AA  

12,428,214

14,790

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2021A-1,

4.000%,

10/01/45

-

AGM

Insured,

(AMT),

(UB)

(5)

10/31

at

100.00

A3  

14,197,808

1,000

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2021A-1,

4.000%,

10/01/45

-

AGM

Insured,

(AMT)

10/31

at

100.00

A3  

959,960

229

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2022A:

$

14,850

5.000%,

10/01/47,

(AMT),

(UB)

(5)

10/32

at

100.00

A3  

$

15,457,513

2,000

5.250%,

10/01/52,

(AMT)

10/32

at

100.00

A3  

2,101,980

2,030

5.250%,

10/01/52,

(AMT),

(UB)

(5)

10/32

at

100.00

A3  

2,133,510

11,960

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Subordinate

Series

2021B-1,

4.000%,

10/01/46,

(AMT),

(UB)

(5)

10/31

at

100.00

Aa3  

11,400,152

Miami-Dade

County,

Florida,

Transit

System

Sales

Surtax

Revenue

Bonds,

Series

2018:

5,000

4.000%,

7/01/45

7/28

at

100.00

AA  

4,961,650

5,000

4.000%,

7/01/48,

(UB)

(5)

7/28

at

100.00

AA  

4,867,450

9,085

Miami-Dade

County,

Florida,

Transit

System

Sales

Surtax

Revenue

Bonds,

Series

2020A,

4.000%,

7/01/49,

(UB)

(5)

7/30

at

100.00

AA  

8,758,303

10,700

Miami-Dade

County,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2019B,

4.000%,

10/01/49,

(UB)

,

(WI/DD)

10/29

at

100.00

A+  

10,305,491

Miami-Dade

County,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2021:

16,675

4.000%,

10/01/48,

(UB)

(5)

4/31

at

100.00

A+  

16,275,801

15,995

4.000%,

10/01/51,

(UB)

(5)

10/31

at

100.00

A+  

14,778,900

2,410

Middleton

Community

Development

District

A,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

6.200%,

5/01/53,

144A

11/30

at

100.00

N/R  

2,507,075

Midtown

Miami

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Infrastrusture

Project,

Refunding

Series

2014B:

975

5.000%,

5/01/29

7/23

at

100.00

N/R  

974,990

6,705

5.000%,

5/01/37

7/23

at

100.00

N/R  

6,604,425

9,770

Midtown

Miami

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Parking

Garage

Project,

Refunding

Series

2014A,

5.000%,

5/01/37

7/23

at

100.00

N/R  

9,623,450

625

Mirada

Community

Development

District,

Florida,

Capital

Improvement

Bonds,  Assessment

Area

2

Series

2018A-2,

5.375%,

11/01/29

No

Opt.

Call

N/R  

636,031

9,140

Mirada

Community

Development

District,

Pasco

County,

Florida,

Bond

Anticipation

Note,

Assessment

Area

3,

Series

2019,

4.500%,

5/01/24

7/23

at

100.00

N/R  

9,141,097

Mirada

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2022:

360

5.125%,

5/01/32,

144A

No

Opt.

Call

N/R  

365,713

1,090

5.600%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,106,568

1,810

5.750%,

5/01/53,

144A

5/32

at

100.00

N/R  

1,834,598

2,625

Naples

Reserve

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2014,

5.625%,

11/01/45

11/24

at

100.00

N/R  

2,638,204

2,645

Naples

Reserve

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2018,

5.125%,

11/01/48,

144A

11/28

at

100.00

N/R  

2,584,641

870

Naturewalk

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2007A,

5.500%,

5/01/38

(4)

7/23

at

100.00

N/R  

278,400

1,590

Naturewalk

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2007B,

5.300%,

5/01/22

(4)

No

Opt.

Call

N/R  

508,800

North

Boulevard

Community

Development

District,

Haines,

Polk

County,

Florida,

Special

Assessment

Bonds,

Series

2019:

715

5.500%,

11/01/39

11/30

at

100.00

N/R  

729,979

1,240

5.625%,

11/01/49

11/30

at

100.00

N/R  

1,253,243

600

North

Park

Isle

Community

Development

District,

Plant

City,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2019,

4.500%,

5/01/40

5/29

at

100.00

N/R  

555,744

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

230

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

2,750

North

Powerline

Road

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.625%,

5/01/52,

144A

5/32

at

100.00

N/R  

$

2,714,965

8,055

North

Springs

Improvement

District,

Broward

County,

Florida,

Water

Mangement

Bonds,

Parkland

Bay

Unit

Area,

Series

2018,

5.000%,

5/01/48

5/28

at

100.00

N/R  

7,733,605

5,000

North

Springs

Improvement

District,

Broward

County,

Florida,

Water

Mangement

Bonds,

Unit

Area

C,

Series

2017,

5.000%,

5/01/48,

144A

5/28

at

100.00

N/R  

4,834,100

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

2C,

Series

2014:

500

5.000%,

8/01/34

8/24

at

100.00

N/R  

501,740

3,500

5.000%,

8/01/46

8/24

at

100.00

N/R  

3,461,990

3,000

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

2C,

Series

2017,

5.000%,

8/01/46

8/27

at

100.00

N/R  

2,911,980

13,280

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  

13,376,546

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

53,

Series

2018A:

3,280

5.500%,

8/01/39

8/29

at

100.00

N/R  

3,363,870

5,730

5.625%,

8/01/49

8/29

at

100.00

N/R  

5,800,307

3,400

Ocean

and

Highway

Port

Authority,

Florida,

Port

Facilities

Revenue

Bonds,

Worldwide

Terminals

Fernandina,

LLC

Project,

Series

2019,

5.500%,

12/01/49,

(AMT),

144A

12/29

at

100.00

N/R  

2,674,440

1,500

Old

Hickory

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Series

2020,

4.000%,

6/15/50

6/30

at

100.00

N/R  

1,201,785

1,185

Orange

Blossom

Groves

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

2023

Project,

Series

2023,

5.375%,

6/15/53

6/33

at

100.00

N/R  

1,194,492

2,245

Orchid

Grove

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015,

5.000%,

5/01/36

5/26

at

100.00

N/R  

2,256,360

Osceola

Chain

Lakes

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018:

895

5.125%,

5/01/38

5/28

at

100.00

N/R  

900,280

1,130

5.250%,

5/01/48

5/28

at

100.00

N/R  

1,114,361

2,700

Palermo

Community

Development

District,

Florida,

Special

Assessment

Bonds,

2023

Project,

Series

2023,

5.250%,

6/15/53

6/33

at

100.00

N/R  

2,679,750

17,865

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  

16,355,050

9,815

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  

8,474,664

1,180

Palm

Coast

Park

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2019,

4.300%,

5/01/50

5/30

at

100.00

N/R  

985,394

1,250

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  

1,193,775

2,000

Palmetto,

Florida,

Educational

Facilities

Revenue

Bonds,

Renaissance

Arts

and

Education

Inc.

Project,

Series

2022A,

5.625%,

6/01/62

6/30

at

100.00

BBB-  

2,031,300

231

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

545

Park

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

13A-1,

7.375%,

11/01/44

11/27

at

100.00

N/R  

$

587,968

2,750

Park

East

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021,

4.000%,

11/01/51

11/31

at

100.00

N/R  

2,159,767

Parker

Road

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refudning

Series

2020:

800

3.875%,

5/01/40

5/30

at

100.00

N/R  

674,072

1,000

4.100%,

5/01/50

5/30

at

100.00

N/R  

806,200

3,000

Parrish

Lakes

Community

Development

District,

Manatee

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2023,

5.400%,

5/01/53

5/33

at

100.00

N/R  

2,913,210

1,000

Pasco

County,

Florida,

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

and

Research

Institute

Capital

Improvement

Series

2023A,

5.000%,

9/01/48

-

AGM

Insured

3/33

at

100.00

A1  

1,072,170

2,000

Peace

Creek

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023,

5.375%,

6/15/53,

144A

6/33

at

100.00

N/R  

2,019,100

9,720

Pinellas

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Mease

Life,

Inc.

Project,

Refunding

Series

2021,

7.000%,

1/01/57,

144A

7/23

at

108.00

N/R  

9,263,549

950

Poinciana

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Series

2016-2,

5.700%,

5/01/37

5/27

at

100.00

N/R  

975,783

Preserve

at

South

Branch

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Series

2018:

500

5.250%,

11/01/38

11/29

at

100.00

N/R  

510,720

1,000

5.375%,

11/01/49

11/29

at

100.00

N/R  

1,005,850

1,870

Preston

Cove

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

4.125%,

5/01/52

5/32

at

100.00

N/R  

1,496,636

2,240

Punta

Gorda

Housing

Authority,

Florida,

Gulf

Breeze

Apartments

Multifamily

Housing

Revenue

Bonds,

Series

2007A,

6.125%,

1/01/45,

(AMT)

7/23

at

100.00

N/R  

2,239,843

1,000

Ranches

at

Lake

McLeod

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2023,

5.500%,

6/15/53,

144A

6/33

at

100.00

N/R  

1,006,040

Randal

Park

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2012:

1,250

6.125%,

11/01/32

No

Opt.

Call

N/R  

1,328,763

1,000

6.875%,

11/01/42

11/32

at

100.00

N/R  

1,106,480

Randal

Park

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2015:

1,350

5.000%,

11/01/35

11/25

at

100.00

N/R  

1,356,683

2,270

5.200%,

11/01/45

11/25

at

100.00

N/R  

2,257,946

7,485

Reunion

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015A,

5.000%,

5/01/33

5/25

at

100.00

N/R  

7,571,601

2,705

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2

Phase

1

Project,

Refunding

&

Improvement

Series

2015,

5.000%,

11/01/47,

144A

11/27

at

100.00

N/R  

2,631,911

2,530

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3

Project,

Series

2016,

5.000%,

11/01/46

11/26

at

100.00

N/R  

2,474,745

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

232

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

2,000

Reunion

West

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Area

5

Project,

Series

2019,

4.625%,

5/01/50

5/29

at

100.00

N/R  

$

1,791,940

160

Rhodine

Road

North

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2019,

4.750%,

5/01/50

5/29

at

100.00

N/R  

146,824

1,065

Rhodine

Road

North

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2022,

4.000%,

5/01/52

5/32

at

100.00

N/R  

876,506

998

Riverbend

West

Community

Development

District,

Hilsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.000%,

5/01/46

5/27

at

100.00

N/R  

957,272

1,370

Rivers

Edge

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2018A-2,

5.000%,

5/01/38

5/28

at

100.00

N/R  

1,372,918

Rolling

Hills

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015A-1:

570

5.450%,

5/01/31

5/26

at

100.00

N/R  

577,062

820

5.600%,

5/01/37

5/26

at

100.00

N/R  

829,537

1,300

Rolling

Hills

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2020A-1,

4.875%,

5/01/50

5/30

at

100.00

N/R  

1,188,720

Rolling

Oaks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016:

1,000

5.875%,

11/01/37

11/27

at

100.00

N/R  

1,036,490

1,000

6.000%,

11/01/47

11/27

at

100.00

N/R  

1,028,190

Rolling

Oaks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2018:

2,000

5.375%,

11/01/38,

144A

11/29

at

100.00

N/R  

2,033,520

3,760

5.500%,

11/01/49,

144A

11/29

at

100.00

N/R  

3,777,672

1,510

Rolling

Oaks

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

2022

Assessment

Area,

Series

2022,

6.500%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,557,339

1,175

Rustic

Oaks

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds

Series

2022,

4.000%,

5/01/52

5/32

at

100.00

N/R  

918,721

1,900

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2014,

7.125%,

11/01/44

11/24

at

100.00

N/R  

1,947,234

1,700

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.500%,

11/01/46

11/26

at

100.00

N/R  

1,711,254

1,250

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

South

Parcel

Series

2017,

5.000%,

11/01/47,

144A

11/27

at

100.00

N/R  

1,204,463

1,250

Saint

Augustine

Lakes

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022,

5.500%,

6/15/53

6/33

at

100.00

N/R  

1,246,300

3,350

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  

2,378,232

1,000

Saltmeadows

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2022,

5.500%,

5/01/53

5/33

at

100.00

N/R  

1,001,410

3,380

Sandridge

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

II

Project,

Series

2022,

4.300%,

5/01/52

5/32

at

100.00

N/R  

2,788,838

233

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

745

Sandridge

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021A-1,

4.000%,

5/01/51

5/31

at

100.00

N/R  

$

586,241

27,500

Sarasota

County

Public

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

Sarasota

Memorial

Hospital

Project,

Series

2018,

4.000%,

7/01/48,

(UB)

(5)

7/28

at

100.00

A1  

25,813,975

15,000

Sarasota

County

Public

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

Sarasota

Memorial

Hospital

Project,

Series

2022,

4.000%,

7/01/52,

(UB)

(5)

7/32

at

100.00

A1  

13,984,650

1,980

Sarasota

County

Public

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

Sarasota

Memorial

Hospital

Project,

Series

2022,

4.000%,

7/01/52

7/32

at

100.00

A1  

1,845,974

2,500

Sawgrass

Village

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

2023

Project

Series

2023,

5.750%,

5/01/53,

144A

5/33

at

100.00

N/R  

2,485,625

5,000

Scenic

Terrace

South

Community

Development

District,

Lake

Hamilton,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022

Project,

Series

2022,

4.625%,

5/01/53,

144A

5/32

at

100.00

N/R  

4,340,300

1,130

Seaton

Creek

Reserve

Community

Development

District,

Jacksonville,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2023,

5.500%,

6/15/53,

144A

,

(WI/DD)

6/33

at

100.00

N/R  

1,136,814

1,185

Sedona

Point

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Project

Series

2023,

5.000%,

6/15/53

6/33

at

100.00

N/R  

1,140,480

1,140

Seminole

Palms

Community

Development

District,

Palm

Coast,

Florida,

Special

Assessment

Revenue

Bonds,

2023

Project

Area

Series

2023,

5.700%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,144,993

Shell

Point

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2019:

1,500

5.250%,

11/01/39,

144A

11/29

at

100.00

N/R  

1,513,485

2,990

5.375%,

11/01/49,

144A

11/29

at

100.00

N/R  

2,976,156

1,750

Sherwood

Manor

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

Two,

Series

2023,

5.625%,

5/01/53

5/33

at

100.00

N/R  

1,763,633

4,000

Shingle

Creek

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

2

Series

2019,

5.000%,

5/01/49

5/29

at

100.00

N/R  

3,816,960

Silverado

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1A,

Series

2018A-1:

390

5.250%,

11/01/38,

144A

11/28

at

100.00

N/R  

393,132

580

5.375%,

11/01/48,

144A

11/28

at

100.00

N/R  

578,689

1,100

Silverado

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1B,

Refunding

Series

2018A-2,

5.500%,

5/01/49,

144A

No

Opt.

Call

N/R  

1,110,846

310

Silverado

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2017A-1,

5.500%,

11/01/47,

144A

11/27

at

100.00

N/R  

311,144

2,000

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Refunding

Series

2015,

5.000%,

5/01/38

5/24

at

101.00

N/R  

2,007,740

3,985

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2

Phase

2,

Series

2017A,

5.250%,

11/01/48

11/27

at

100.00

N/R  

3,907,651

30

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2

Phase

2,

Series

2017B,

5.350%,

11/01/29

No

Opt.

Call

N/R  

30,890

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

234

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,500

Six

Mile

Creek

Community

Development

District,

Saint

Johns

County,

Florida,

Capital

Improvement

Revenue

Bonds,

2023

Project

Area

Series

2023,

5.700%,

5/01/54,

144A

5/33

at

100.00

N/R  

$

1,506,570

Solterra

Resort

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Bonds,

Series

2018:

995

5.250%,

5/01/39

5/31

at

100.00

N/R  

1,004,861

2,925

5.375%,

5/01/49

5/31

at

100.00

N/R  

2,911,574

1,000

Sorrento

Pines

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023,

5.500%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,004,430

25,775

South

Broward

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

South

Broward

Hospital

District

Obligated

Group,

Refunding

Series

2016A,

4.000%,

5/01/44,

(UB)

(5)

5/26

at

100.00

Aa3  

24,865,143

South

Fork

III

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2016:

50

5.000%,

5/01/29

5/27

at

100.00

N/R  

50,845

780

5.375%,

5/01/37

5/27

at

100.00

N/R  

791,193

2,740

5.625%,

5/01/47

5/27

at

100.00

N/R  

2,763,482

South

Fork

III

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2018:

1,510

5.000%,

5/01/38

5/28

at

100.00

N/R  

1,513,216

3,750

5.375%,

5/01/49

5/28

at

100.00

N/R  

3,732,788

South

Miami

Health

Facilities

Authority,

Florida,

Hospital

Revenue

Bonds,

Baptist

Health

Systems

of

South

Florida

Obligated

Group,

Refunding

Series

2017:

25,110

4.000%,

8/15/42,

(UB)

8/27

at

100.00

A1  

23,921,795

27,450

4.000%,

8/15/47,

(UB)

8/27

at

100.00

A1  

25,388,505

8,250

5.000%,

8/15/47

8/27

at

100.00

A1  

8,470,110

South

Village

Community

Development

District,

Clay

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2016A2:

400

4.875%,

5/01/35

5/26

at

100.00

N/R  

400,464

100

5.000%,

5/01/38

5/26

at

100.00

N/R  

100,122

2,015

South-Dade

Venture

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2013,

5.250%,

5/01/34

7/23

at

101.00

N/R  

2,035,875

Spencer

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

1,000

5.000%,

5/01/39

5/29

at

100.00

N/R  

1,000,250

1,250

5.250%,

5/01/49

5/29

at

100.00

N/R  

1,231,475

Spring

Lake

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Area

One

Project,

Series

2014:

2,125

5.125%,

11/01/34

11/24

at

100.00

N/R  

2,135,200

3,265

5.500%,

11/01/44

11/24

at

100.00

N/R  

3,276,950

Spring

Lake

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Area

Two

Project,

Series

2017:

1,525

5.125%,

11/01/37,

144A

11/27

at

100.00

N/R  

1,534,562

3,000

5.250%,

11/01/47,

144A

11/27

at

100.00

N/R  

2,947,200

2,400

State

of

Florida,

Board

of

Governors,

Florida

Polytechnic

University,

Florida,

Dormitory

Revenue

Bonds,

Series

2023A,

4.250%,

7/01/39

-

BAM

Insured

7/33

at

100.00

AA  

2,392,728

2,195

Stonegate

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

5/01/34

7/23

at

100.00

N/R  

2,195,615

885

Stoneybrook

North

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One

Project,

Series

2017A-3,

5.875%,

11/01/29

7/23

at

101.00

N/R  

894,319

235

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,000

Stoneybrook

North

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two

Project,

Series

2022,

6.375%,

11/01/52,

144A

11/42

at

100.00

N/R  

$

1,052,440

1,000

Stoneybrook

South

at

Championsgate

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

2023

Assessment

Area

Series

2023,

5.500%,

6/15/53,

144A

6/33

at

100.00

N/R  

1,012,180

3,945

Stoneybrook

South

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two-A

Project,

Series

2014,

5.500%,

11/01/44

11/29

at

100.00

N/R  

4,025,873

1,075

Storey

Creek

Community

Development

District,

Osceloa

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2

Project,

Series

2022,

5.375%,

6/15/52,

144A

6/32

at

100.00

N/R  

1,061,702

Summer

Woods

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2018A-1:

500

5.250%,

11/01/38,

144A

11/28

at

100.00

N/R  

505,675

1,320

5.375%,

11/01/48,

144A

11/28

at

100.00

N/R  

1,317,017

1,561

Summit

At

Fern

Hill

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

5.000%,

5/01/46

5/27

at

100.00

N/R  

1,512,859

1,820

Summit

View

Community

Development

District,

Dade

City,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021A,

5.000%,

5/01/52

No

Opt.

Call

N/R  

1,626,443

820

Summit

View

Community

Development

District,

Dade

City,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021B,

5.000%,

5/01/41

No

Opt.

Call

N/R  

744,265

Sunbridge

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Weslyn

Park

Project,

Series

2022:

1,000

5.200%,

5/01/42,

144A

5/32

at

100.00

N/R  

978,780

2,000

5.350%,

5/01/52,

144A

5/32

at

100.00

N/R  

1,934,260

1,500

Tampa,

Florida,

Hospital

Revenue

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020B,

4.000%,

7/01/45

7/30

at

100.00

A-  

1,391,115

1,815

Tapestry

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

5.000%,

5/01/46

5/26

at

100.00

N/R  

1,743,235

2,000

Terreno

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2023,

5.250%,

5/01/53

5/33

at

100.00

N/R  

1,958,520

5,630

Three

Rivers

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019A-1,

4.750%,

5/01/50

5/29

at

100.00

N/R  

5,055,290

4,170

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  

3,928,682

Timber

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

995

5.000%,

11/01/38,

144A

11/32

at

100.00

N/R  

996,453

1,250

5.000%,

11/01/48,

144A

11/32

at

100.00

N/R  

1,189,600

1,075

Tohoqua

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018,

4.800%,

5/01/48

5/28

at

100.00

N/R  

991,645

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Expansion

Parcel

Project,

Series

2018:

580

4.850%,

5/01/38,

144A

5/28

at

100.00

N/R  

568,087

975

5.000%,

5/01/48,

144A

5/28

at

100.00

N/R  

937,482

4,795

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Senior

Lien

Series

2018A-2,

5.625%,

5/01/40,

144A

5/28

at

100.00

N/R  

4,902,552

18,550

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-2,

0.000%,

5/01/40

(6)

7/23

at

100.00

N/R  

16,977,145

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

236

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

23,470

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015-3,

6.610%,

5/01/40

(4)

7/23

at

100.00

N/R  

$

235

8,035

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022A,

4.000%,

5/01/40

-

AGM

Insured,

144A,

(UB)

(5)

5/32

at

100.00

AA  

8,029,697

2,265

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Lien

Series

2018B-2,

5.125%,

5/01/39

5/28

at

100.00

N/R  

2,276,484

3,225

Toscana

Isles

Community

Development

District,

Venice,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014,

6.250%,

11/01/44

11/26

at

102.00

N/R  

3,374,124

280

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2B

Project,

Series

2018,

5.375%,

5/01/38

5/29

at

100.00

N/R  

286,300

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3A

Project,

Series

2018:

1,265

5.375%,

5/01/38

5/29

at

100.00

N/R  

1,293,425

2,595

5.500%,

5/01/49

5/29

at

100.00

N/R  

2,621,261

1,225

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3B

Project,

Series

2019,

4.625%,

5/01/50

5/30

at

100.00

N/R  

1,105,636

1,755

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3C

Project,

Series

2019,

4.625%,

5/01/50

5/30

at

100.00

N/R  

1,574,762

4,865

Tradition

Community

Development

District

1,

Port

Saint

Lucie,

Florida,

Irrigation

System

Revenue

Bonds,

Existing

System

Series

2017,

4.500%,

10/01/47

10/27

at

100.00

N/R  

4,264,221

825

Trevesta

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

2016

Project,

Series

2016A-1,

5.375%,

11/01/36

11/28

at

100.00

N/R  

842,952

Trevesta

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

-

Phase

2

Project,

Series

2018:

705

5.250%,

11/01/39,

144A

11/30

at

100.00

N/R  

712,628

975

5.375%,

11/01/49,

144A

11/30

at

100.00

N/R  

974,298

750

Triple

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2012,

6.750%,

11/01/43

-

AGM

Insured

11/32

at

100.00

N/R  

819,788

2,795

Triple

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2019A,

4.750%,

5/01/50

5/29

at

100.00

N/R  

2,520,559

320

Triple

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2019B,

4.875%,

5/01/32

No

Opt.

Call

N/R  

324,346

Trout

Creek

Community

Development

District,

Saint

Johns

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018:

1,100

5.375%,

5/01/38

5/28

at

100.00

N/R  

1,111,572

3,355

5.500%,

5/01/49

5/28

at

100.00

N/R  

3,361,207

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Northwest

Assessment

Area

Parcels

A,

B

&

C,

Series

2018:

1,400

5.000%,

11/01/39

11/29

at

100.00

N/R  

1,397,802

2,500

5.125%,

11/01/49

11/29

at

100.00

N/R  

2,404,450

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Village

1

Project,

Series

2015:

275

5.000%,

11/01/36

11/25

at

100.00

N/R  

275,941

555

5.125%,

11/01/45

11/25

at

100.00

N/R  

545,254

2,435

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Village

4

Project,

Series

2015A,

5.625%,

11/01/45

11/28

at

100.00

N/R  

2,469,431

237

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

10,155

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  

$

10,521,494

2,275

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  

2,357,105

1,000

Twisted

Oaks

Pointe

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One

Project

Series

2023,

5.625%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,004,400

615

Two

Creeks

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A-2,

4.750%,

5/01/37

5/26

at

100.00

N/R  

602,147

7,000

Two

Rivers

East

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

2023

Project

Series

2023,

5.875%,

5/01/53,

144A

5/33

at

100.00

N/R  

7,022,610

2,000

Two

Rivers

North

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022,

5.250%,

5/01/52,

144A

5/32

at

100.00

N/R  

1,936,380

5,000

Two

Rivers

West

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022,

6.250%,

5/01/53,

144A

5/33

at

100.00

N/R  

5,098,650

255

Union

Park

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016A-1,

5.375%,

11/01/37

11/27

at

100.00

N/R  

258,754

1,990

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

1

Series

2017A-1,

5.500%,

11/01/47,

144A

11/28

at

100.00

N/R  

2,006,119

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

2

Series

2019A-1:

1,470

5.000%,

11/01/39,

144A

11/29

at

100.00

N/R  

1,467,692

2,625

5.125%,

11/01/49,

144A

11/29

at

100.00

N/R  

2,541,866

860

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

2

Series

2019A-2,

5.250%,

5/01/49,

144A

No

Opt.

Call

N/R  

841,192

1,525

Varrea

South

Community

Development

District,

Plant

City,

Florida,

Capital

Improvement

Revenue

Bonds,

2023

Assessment

Area

Series

2023,

5.400%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,534,104

3,000

V-Dana

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

Area

2

-

2023

Project,

Series

2023,

5.500%,

5/01/54,

144A

5/33

at

100.00

N/R  

3,020,100

1,055

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  

1,141,710

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

4

Veranda

Oaks,

Refunding

Series

2021:

945

4.000%,

5/01/51,

144A

5/31

at

100.00

N/R  

743,620

795

4.000%,

5/01/51,

144A

5/31

at

100.00

N/R  

625,586

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One-Gardens

East

Project,

Series

2018A:

1,135

5.000%,

11/01/39

11/29

at

100.00

N/R  

1,133,513

1,075

5.000%,

11/01/39

11/29

at

100.00

N/R  

1,073,592

1,850

5.125%,

11/01/49

11/29

at

100.00

N/R  

1,781,495

1,760

5.125%,

11/01/49

11/29

at

100.00

N/R  

1,694,827

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

238

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,075

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Three,

Four

and

Five,

Series

2018B,

5.875%,

11/01/32

7/23

at

101.00

N/R  

$

1,086,653

4,400

Verandah

West

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2013,

5.000%,

5/01/33

7/23

at

100.00

N/R  

4,400,616

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

A

Project,

Series

2017:

1,640

4.750%,

11/01/38

11/27

at

100.00

N/R  

1,585,454

2,200

5.000%,

11/01/48

11/27

at

100.00

N/R  

2,081,794

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

B

Project,

Series

2017:

1,295

4.750%,

11/01/38

11/27

at

100.00

N/R  

1,251,928

1,795

5.000%,

11/01/48

11/27

at

100.00

N/R  

1,698,555

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

C

Project,

Series

2017:

895

5.000%,

11/01/38

11/27

at

100.00

N/R  

896,656

1,410

5.125%,

11/01/48

11/27

at

100.00

N/R  

1,360,424

Verano

3

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

2

Assessment

Area,

Series

2022:

1,140

6.450%,

11/01/42

11/32

at

100.00

N/R  

1,193,489

1,500

6.625%,

11/01/52

11/32

at

100.00

N/R  

1,574,220

1,195

Verano

4

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Arbor

Creek

Phase

One

Assessment

Area

Series

2023,

5.625%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,213,809

3,725

Village

Community

Development

District

15,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

5.250%,

5/01/54,

144A

,

(WI/DD)

5/31

at

100.00

N/R  

3,784,153

1,625

Villages

of

Glen

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

4,

Series

2022,

5.250%,

5/01/53,

144A

5/32

at

100.00

N/R  

1,574,836

1,310

Villamar

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Area

5

Project,

Series

2023,

5.750%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,313,773

1,790

Villamar

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019,

4.875%,

5/01/50

5/29

at

100.00

N/R  

1,638,530

1,000

Waterford

Community

Development

District,

Hernando

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

One,

Series

2023,

5.600%,

5/01/53

5/33

at

100.00

N/R  

1,001,400

Waterset

Central

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

1,925

5.125%,

11/01/38,

144A

11/28

at

100.00

N/R  

1,935,626

4,000

5.250%,

11/01/49,

144A

11/28

at

100.00

N/R  

3,915,880

Waterset

North

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014:

1,940

5.125%,

11/01/35

11/24

at

100.00

N/R  

1,948,575

1,535

5.250%,

5/01/39

5/27

at

100.00

N/R  

1,544,379

1,340

Wellness

Ridge

Community

Development

District,

Lake

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023,

5.375%,

6/15/53,

144A

6/33

at

100.00

N/R  

1,350,733

2,400

West

Port

Community

Developement

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1-

2021

Project,

Series

2021,

4.000%,

5/01/51

5/31

at

100.00

N/R  

1,888,752

239

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

7

Master

Infrastructure,

Series

2019:

$

3,030

4.750%,

5/01/39

5/29

at

100.00

N/R  

$

2,909,315

6,500

5.000%,

5/01/50

5/29

at

100.00

N/R  

6,160,570

710

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

7

Village

B

Parcel,

Series

2019,

5.000%,

5/01/50,

144A

5/29

at

100.00

N/R  

672,924

3,000

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

8

Master

Infrastructure,

Series

2022,

5.500%,

5/01/53

5/33

at

100.00

N/R  

3,009,300

2,500

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

9

Series

2023,

5.625%,

5/01/53,

144A

5/33

at

100.00

N/R  

2,533,650

Westside

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Solara

Phase

1

Assessment

Area,

Series

2018:

475

5.000%,

5/01/38,

144A

5/28

at

100.00

N/R  

477,926

575

5.200%,

5/01/48,

144A

5/28

at

100.00

N/R  

570,900

Westview

North

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022:

750

5.750%,

6/15/42,

144A

6/32

at

100.00

N/R  

765,195

1,500

6.000%,

6/15/52,

144A

6/32

at

100.00

N/R  

1,529,025

2,580

Willow

Hammock

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017,

5.000%,

11/01/47,

144A

11/27

at

100.00

N/R  

2,478,064

Willows

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2019:

1,500

5.000%,

5/01/39

5/29

at

100.00

N/R  

1,497,690

3,000

5.200%,

5/01/50

5/29

at

100.00

N/R  

2,905,200

1,250

Wind

Meadows

South

Community

Development

District,

Bartow,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2

Project,

Series

2023,

5.625%,

5/01/53,

144A

5/33

at

100.00

N/R  

1,258,325

1,870

Winding

Cypress

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Phase

1

&

2

Assessment

Area,

Series

2015,

5.000%,

11/01/45

11/26

at

100.00

N/R  

1,807,916

1,000

Winding

Cypress

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2019,

5.000%,

11/01/49

11/29

at

100.00

N/R  

945,740

475

Windward

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2020A-2,

4.400%,

11/01/35

No

Opt.

Call

N/R  

448,742

Wiregrass

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2014:

300

5.375%,

5/01/35

5/25

at

100.00

N/R  

303,324

2,370

5.625%,

5/01/45

5/25

at

100.00

N/R  

2,385,903

Wiregrass

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016:

915

4.875%,

5/01/36

5/26

at

100.00

N/R  

910,416

1,700

5.000%,

5/01/47

5/26

at

100.00

N/R  

1,628,957

1,000

Woodcreek

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2022,

6.000%,

5/01/53

5/33

at

100.00

N/R  

1,034,170

Wynnmere

East

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016:

510

5.125%,

5/01/36

5/28

at

100.00

N/R  

515,253

925

5.500%,

5/01/46

5/28

at

100.00

N/R  

930,670

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

240

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Zephyr

Lakes

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2019:

$

1,500

5.500%,

11/01/39,

144A

11/30

at

100.00

N/R  

$

1,533,990

2,575

5.625%,

11/01/49,

144A

11/30

at

100.00

N/R  

2,602,501

Total

Florida

2,999,262,238

Georgia

-

2.2%

Atlanta

Development

Authority,

Georgia,

Senior

Health

Care

Facilities

Revenue

Bonds,

Georgia

Proton

Treatment

Center

Project,

Current

Interest

Series

2017A-1:

500

6.500%,

1/01/29

(4)

1/28

at

100.00

N/R  

225,000

24,900

6.750%,

1/01/35

(4)

1/28

at

100.00

N/R  

11,205,000

31,660

7.000%,

1/01/40

(4)

1/28

at

100.00

N/R  

14,247,000

1,485

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  

1,124,902

8,810

Atlanta,

Georgia,

Airport

General

Revenue

Bonds,

Series

2019B,

4.000%,

7/01/49,

(AMT),

(UB)

(5)

7/29

at

100.00

AA-  

8,337,255

4,385

Atlanta,

Georgia,

Water

and

Wastewater

Revenue

Bonds,

Tender

Option

Trust

2015-XF0234,

7.262%,

11/01/24,

144A,

(IF)

(5)

No

Opt.

Call

AA-  

4,913,480

41,365

Brookhaven

Development

Authority,

Georgia,

Revenue

Bonds,

Children's

Healthcare

of

Atlanta,

Inc.

Project,

Series

2019A,

4.000%,

7/01/49,

(UB)

(5)

7/29

at

100.00

Aa2  

40,022,292

420

Burke

County

Development

Authority,

Georgia,

Pollution

Control

Revenue

Bonds,

Oglethorpe

Power

Corporation

Vogtle

Project,

Series

2017D,

4.125%,

11/01/45

2/28

at

100.00

BBB  

379,172

5,510

Classic

Center

Authority,

Clarke

County,

Georgia,

Revenue

Bonds,

Classic

Center

Arena

Project

Series

2021,

3.000%,

5/01/61

5/32

at

100.00

AA  

3,918,381

Cobb

County

Kennestone

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System,

Inc.

Project,

Series

2022A:

18,710

4.000%,

4/01/52,

(UB)

(5)

4/32

at

100.00

A2  

16,966,976

4,850

4.000%,

4/01/52

-

AGM

Insured

4/32

at

100.00

A1  

4,470,924

5,515

Cobb

County

Kennestone

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System,

Series

2017A,

5.000%,

4/01/47,

(UB)

(5)

4/27

at

100.00

A2  

5,638,205

24,040

Dalton

Development

Authority,

Georgia,

Revenue

Certificates,

Hamilton

Health

Care

System

Inc.,

Series

2017,

4.000%,

8/15/48,

(UB)

(5)

2/28

at

100.00

AA-  

22,526,442

4,750

Douglas

County

Development

Authority,

Georgia,

Charter

School

Revenue

Bonds,

Brighten

Academy

Project,

Series

2013B,

7.000%,

10/01/43

10/23

at

100.00

N/R  

4,759,500

Fulton

County

Development

Authority,

Georgia,

Hospital

Revenue

Bonds,

Wellstar

Health

System,

Inc

Project,

Series

2017A:

10,000

5.000%,

4/01/47,

(UB)

(5)

4/27

at

100.00

A2  

10,223,400

5,650

5.000%,

4/01/47

4/27

at

100.00

A2  

5,776,221

7,785

4.000%,

4/01/50,

(UB)

(5)

4/30

at

100.00

A2  

7,293,144

4,330

Gainesville

and

Hall

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Northeast

Georgia

Health

Services

Inc.,

Series

2021A,

3.000%,

2/15/51,

(UB)

(5)

2/31

at

100.00

A  

3,155,011

25,395

Georgia

Municipal

Electric

Authority,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2019A,

5.000%,

1/01/63,

(UB)

(5)

7/28

at

100.00

BBB+  

25,606,540

7,000

Griffin-Spalding

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System

Inc.,

Series

2017A,

4.000%,

4/01/42,

(UB)

(5)

4/27

at

100.00

A2  

6,742,330

241

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

Macon-Bibb

County

Urban

Development

Authority,

Georgia,

Revenue

Bonds,

Academy

for

Classical

Education,

Series

2017:

$

1,840

5.875%,

6/15/47,

144A

6/27

at

100.00

N/R  

$

1,845,354

1,550

6.000%,

6/15/52,

144A

6/27

at

100.00

N/R  

1,557,797

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2019A:

20,610

5.000%,

5/15/43,

(UB)

(5)

5/29

at

100.00

A2  

20,660,288

15,185

5.000%,

5/15/49,

(UB)

,

(WI/DD)

(5)

No

Opt.

Call

A2  

15,574,344

11,600

Municipal

Electric

Authority

of

Georgia,

4.000%,

1/01/49,

(UB)

(5)

7/28

at

100.00

N/R  

11,104,912

6,000

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+  

5,989,920

5,765

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Series

2015A,

5.000%,

7/01/60,

(UB)

(5)

7/25

at

100.00

BBB+  

5,755,315

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Series

2019A:

61,095

5.000%,

1/01/49

-

BAM

Insured,

(UB)

(5)

7/28

at

100.00

AA  

62,950,455

1,300

5.000%,

1/01/49

7/28

at

100.00

BBB+  

1,318,499

28,170

5.000%,

1/01/59,

(UB)

(5)

7/28

at

100.00

BBB+  

28,392,262

11,200

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Series

2023A,

5.000%,

7/01/64

-

AGM

Insured,

(UB)

(5)

1/33

at

100.00

BBB+  

11,769,856

6,280

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2022A,

4.500%,

7/01/63,

(UB)

,

(WI/DD)

7/32

at

100.00

BBB+  

6,199,616

11,650

Municipal

Electric

Authority

of

Georgia,

Project

One

Revenue

Bonds,

Subordinate

Lien

Series

2019A,

4.000%,

1/01/49

-

BAM

Insured,

(UB)

(5)

1/29

at

100.00

A2  

11,152,778

15,220

Walton

County,

Georgia,

Walton

Industrial

Building

Authority,

Walton

County

Jail

Facilities

Project,

Series

2021,

4.000%,

2/01/52,

(UB)

(5)

2/32

at

100.00

AA  

14,873,897

3,330

White

County

Development

Authority,

Georgia,

Revenue

Bonds

Truett

McConnell

University,

Series

2019,

5.250%,

10/01/49

10/26

at

103.00

N/R  

2,842,122

Total

Georgia

399,518,590

Guam

-

0.0%

Guam

A.B.

Won

Pat  International

Airport

Authority,

Revenue

Bonds,

Series

2013C:

675

6.375%,

10/01/43,

(AMT)

10/23

at

100.00

Baa2  

679,313

735

6.375%,

10/01/43,

(Pre-refunded

10/01/23),

(AMT)

10/23

at

100.00

Baa2  (7)

739,697

Total

Guam

1,419,010

Hawaii

-

0.1%

3,530

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  

3,508,396

1,565

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Chaminade

University

of

Honolulu,

Series

2015A,

5.000%,

1/01/45,

144A

1/25

at

100.00

Ba3  

1,343,631

3,040

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2013A,

6.625%,

7/01/33,

144A

7/23

at

100.00

BB  

3,043,161

16,795

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaiian

Electric

Company,

Inc.

and

Subsidiary

Projects,

Refunding

Series

2017B,

4.000%,

3/01/37,

(AMT),

(UB)

(5)

3/27

at

100.00

Baa1  

16,023,606

Total

Hawaii

23,918,794

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

242

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Idaho

-

0.1%

$

3,382

Harris

Ranch

Community

Infrastructure

District

1,

Boise,

Idaho,

Special

Assessment

Bonds,

Assessment

Area

One,

Series

2011,

9.000%,

9/01/40

7/23

at

100.00

N/R  

$

3,386,058

955

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Compass

Public

Charter

School,

Inc.

Project,

Series

2018A,

6.000%,

7/01/49,

144A

7/28

at

100.00

BB  

992,006

4,040

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  

3,206,669

715

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Doral

Academy

of

Idaho,

Taxable

Series

2021B,

5.750%,

7/15/31,

144A

7/26

at

103.00

N/R  

633,726

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Gem

Prep

Meridian

North

LLC,

Series

2020A:

680

4.500%,

7/01/30,

144A

7/25

at

100.00

N/R  

617,025

2,270

5.000%,

7/01/40,

144A

7/25

at

100.00

N/R  

1,904,303

6,040

5.250%,

7/01/55,

144A

7/25

at

100.00

N/R  

4,805,666

275

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Gem

Prep

Meridian

North

LLC,

Series

2020B,

5.250%,

7/01/27,

144A

7/25

at

100.00

N/R  

256,185

2,220

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  

1,499,321

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Xavier

Charter

School,

Inc.

Project,

Series

2015A:

975

5.000%,

6/01/35

6/25

at

100.00

BBB  

988,943

2,380

5.000%,

6/01/44

6/25

at

100.00

BBB  

2,389,020

Total

Idaho

20,678,922

Illinois

-

10.3%

6,185

Belleville,

Illinois,

Tax

Increment

Revenue

Bonds,

Frank

Scott

Parkway

Redevelopment

Project,

Series

2007A,

5.700%,

5/01/36

7/23

at

100.00

N/R  

6,184,753

2,960

Bolingbrook,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2005,

6.250%,

1/01/24

(4)

7/23

at

100.00

N/R  

2,909,698

4,000

Bolingbrook,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2019,

5.250%,

3/01/41

3/28

at

100.00

N/R  

3,717,960

4,360

Central

Illinois

Economic

Development

Authority,

Illinois,

Multifamily

Housing

Revenue

Bonds,

Huntington

Ridge

Apartments

Project,

Series

2014,

5.000%,

8/01/30

8/24

at

100.00

N/R  

4,024,018

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016:

11,130

5.750%,

4/01/35,

(UB)

(5)

4/27

at

100.00

A  

11,873,261

38,215

6.100%,

4/01/36,

(UB)

(5)

4/27

at

100.00

A  

41,024,567

119,345

6.000%,

4/01/46,

(UB)

(5)

4/27

at

100.00

A  

125,139,200

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2017:

6,115

5.000%,

4/01/42,

(UB)

(5)

4/27

at

100.00

A  

6,188,380

4,685

5.000%,

4/01/46,

(UB)

(5)

4/27

at

100.00

A  

4,719,810

7,500

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2018,

5.000%,

4/01/46,

(UB)

(5)

4/28

at

100.00

A  

7,569,225

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2023:

5,550

5.000%,

4/01/45,

(UB)

(5)

4/33

at

100.00

A  

5,744,195

11,825

5.750%,

4/01/48,

(UB)

(5)

4/33

at

100.00

A  

12,930,401

243

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

23,500

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues

Series

2012A,

5.000%,

12/01/42

7/23

at

100.00

Ba2  

$

23,239,855

10,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Project

Series

2015C,

5.250%,

12/01/39

12/24

at

100.00

BB+  

10,024,900

16,800

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

7.000%,

12/01/42,

144A

12/27

at

100.00

BB+  

18,227,832

1,245

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017C,

5.000%,

12/01/34

12/27

at

100.00

BB+  

1,275,465

5,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017H,

5.000%,

12/01/46

12/27

at

100.00

BB+  

4,915,600

255,480

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2016A,

7.000%,

12/01/44

12/25

at

100.00

BB+  

268,376,630

42,670

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2017A,

7.000%,

12/01/46,

144A

12/27

at

100.00

BB+  

46,119,443

8,750

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2017,

5.000%,

12/01/46,

(UB)

(5)

12/26

at

100.00

A+  

8,967,088

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2020A:

8,445

4.000%,

12/01/50

-

BAM

Insured,

(UB)

(5)

12/29

at

100.00

AA  

7,993,530

6,905

4.000%,

12/01/55

-

BAM

Insured,

(UB)

(5)

12/29

at

100.00

AA  

6,461,216

6,500

5.000%,

12/01/55,

(UB)

(5)

12/29

at

100.00

A+  

6,689,800

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Second

Lien

Series

2022A:

21,000

5.000%,

12/01/46

-

BAM

Insured,

(UB)

(5)

12/31

at

100.00

AA  

22,564,710

7,875

5.000%,

12/01/52,

(UB)

(5)

12/31

at

100.00

A+  

8,149,759

6,195

5.000%,

12/01/57,

(UB)

(5)

12/31

at

100.00

A+  

6,405,134

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Series

2014:

29,720

5.000%,

12/01/44,

(UB)

12/24

at

100.00

AA  

30,021,064

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Tender

Option

Bond

Trust

2015-XF0232:

500

6.823%,

6/01/24

-

AGM

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA  

531,460

8,000

6.823%,

6/01/44

-

AGM

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA  

8,503,360

2,950

6.822%,

12/01/44

-

AGM

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA  

3,135,496

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Tender

Option

Bond

Trust

2015-XF1040:

1,000

8.042%,

12/01/49,

(Mandatory

Put

7/07/23),

144A,

(IF)

12/24

at

100.00

AA  

1,072,320

2,000

8.042%,

12/01/49,

144A,

(IF)

(5)

12/24

at

100.00

AA  

2,144,640

1,150

8.042%,

12/01/49,

144A,

(IF)

(5)

12/24

at

100.00

AA  

1,233,168

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Tender

Option

Bond

Trust

2017-XF2426:

2,600

6.791%,

12/01/44,

144A,

(IF)

(5)

12/24

at

100.00

AA  

2,731,690

2,000

6.791%,

12/01/44,

144A,

(IF)

(5)

12/24

at

100.00

AA  

2,101,300

639

Chicago,

Illinois,

Certificates

of

Participation

Tax

Increment

Bonds,

35th

and

State

Redevelopoment

Project,

Series

2012,

6.100%,

1/15/29

7/23

at

100.00

N/R  

638,703

4,264

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Diversey-Narragansett

Project,

Series

2006,

7.460%,

2/15/26

(4)

7/23

at

100.00

N/R  

3,113,038

3,618

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Bonds,

Pullman

Park/Chicago

Redevelopement

Project,

Series

2013A,

7.125%,

3/15/33

7/23

at

100.00

N/R  

3,618,468

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

244

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Refunding

Senior

Lien

Series

2018A:

$

4,000

5.000%,

1/01/39

1/29

at

100.00

A+  

$

4,180,040

20,320

4.000%,

1/01/43,

(UB)

(5)

1/29

at

100.00

A+  

19,313,957

25,550

5.000%,

1/01/48,

(UB)

(5)

1/29

at

100.00

A+  

26,293,760

9,000

4.375%,

1/01/53,

(UB)

(5)

1/29

at

100.00

A+  

8,759,970

10,000

5.000%,

1/01/53,

(UB)

(5)

1/29

at

100.00

A+  

10,250,500

5,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2016D,

5.000%,

1/01/52

1/27

at

100.00

A+  

5,078,850

5,735

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2017D,

5.000%,

1/01/47,

(UB)

(5)

1/27

at

100.00

A+  

5,829,513

18,485

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2018B,

4.000%,

1/01/44,

(UB)

(5)

1/29

at

100.00

A+  

17,987,938

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2022A:

10,000

4.500%,

1/01/48,

(UB)

(5)

1/31

at

100.00

A+  

9,916,100

12,990

5.250%,

1/01/53

(5)

1/31

at

100.00

A+  

13,654,049

13,475

5.000%,

1/01/55,

(UB)

(5)

1/32

at

100.00

A+  

13,907,547

1,490

5.000%,

1/01/55

1/32

at

100.00

A+  

1,537,829

6,000

Chicago,

Illinois,

General

Obligation

Bonds,

Chicago

Works

Series

2023A,

5.500%,

1/01/43,

(UB)

(5)

1/30

at

100.00

Baa3  

6,417,900

2,500

Chicago,

Illinois,

General

Obligation

Bonds,

Neighborhoods

Alive

21

Program,

Series

2002B,

5.500%,

1/01/37,

(UB)

(5)

1/25

at

100.00

Baa3  

2,543,525

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2014A:

2,995

5.250%,

1/01/30

1/24

at

100.00

Baa3  

3,024,201

1,445

5.250%,

1/01/32

1/24

at

100.00

Baa3  

1,459,089

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A:

5,000

5.625%,

1/01/30,

(UB)

(5)

1/27

at

100.00

BBB  

5,317,500

87,600

6.000%,

1/01/38,

(UB)

(5)

1/27

at

100.00

BBB  

93,251,076

2,740

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2003B,

5.250%,

1/01/28,

(UB)

(5)

1/25

at

100.00

Baa3  

2,822,118

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D:

5,000

5.500%,

1/01/33,

(UB)

(5)

1/25

at

100.00

Baa3  

5,096,450

6,850

0.000%,

1/01/37,

(UB)

(5)

1/25

at

100.00

Baa3  

6,969,258

10,815

5.500%,

1/01/40,

(UB)

(5)

1/25

at

100.00

Baa3  

10,987,175

3,365

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2016C,

5.000%,

1/01/35,

(UB)

(5)

1/26

at

100.00

BBB  

3,430,517

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2015A:

3,900

5.500%,

1/01/35,

(UB)

(5)

1/25

at

100.00

BBB  

3,971,838

4,775

5.500%,

1/01/39,

(UB)

(5)

1/25

at

100.00

BBB  

4,855,268

1,795

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2019A,

5.000%,

1/01/44,

(UB)

(5)

1/29

at

100.00

BBB  

1,827,148

8,110

Chicago,

Illinois,

General

Obligation

Bonds,

VAribale

Rate

Demand

Series

2007F,

0.000%,

1/01/42,

(UB)

(5)

1/25

at

100.00

Baa3  

8,227,271

12,500

Chicago,

Illinois,

Wastewater

Transmission

Revenue

Bonds,

Second

Lien

Project,

Series

2023A,

5.500%,

1/01/62

-

AGM

Insured

7/33

at

100.00

A  

13,976,875

3,000

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2017,

4.000%,

11/15/39,

(UB)

(5)

11/27

at

100.00

AA-  

2,987,820

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2018:

400

4.000%,

11/15/34,

(UB)

(5)

11/27

at

100.00

AA-  

406,668

245

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

11,170

4.000%,

11/15/37,

(UB)

(5)

11/27

at

100.00

AA-  

$

11,188,654

1,645

4.000%,

11/15/38,

(UB)

(5)

11/27

at

100.00

AA-  

1,644,029

2,000

IIllinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Tender

Option

Bonds

Trust

2015-XF0230,

6.652%,

7/01/23,

144A,

(IF)

(5)

No

Opt.

Call

A1  

2,046,580

Illinois

Finance

Authority

Revenue

Bonds,

Ness

Healthcare

NFP,

Series

2016A:

11,295

6.250%,

11/01/36,

144A

(4)

11/26

at

100.00

N/R  

7,928,751

13,325

6.375%,

11/01/46,

144A

(4)

11/26

at

100.00

N/R  

8,418,602

1,145

Illinois

Finance

Authority

Revenue

Bonds,

Ness

Healthcare

NFP,

Taxable

Series

2016B,

10.000%,

11/01/24,

144A

(4)

No

Opt.

Call

N/R  

1,098,799

46,000

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

4.125%,

5/15/47,

(UB)

(5)

11/28

at

100.00

A  

42,326,440

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Art

in

Motion

AIM

Project,

Series

2021A:

4,055

5.000%,

7/01/51,

144A

7/31

at

100.00

N/R  

3,138,448

4,420

5.000%,

7/01/56,

144A

7/31

at

100.00

N/R  

3,328,128

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Intrinsic

Charter

Schools

Belmont

School

Project,

Series

2015A:

845

5.750%,

12/01/35,

144A

12/25

at

100.00

N/R  

864,528

4,475

6.000%,

12/01/45,

144A

12/25

at

100.00

N/R  

4,583,116

11,555

Illinois

Finance

Authority,

Local

Government

Program

Revenue

Bonds,

Maine

Township

High

School

District

Number

207

Project,

Series

2019,

4.000%,

12/01/38,

(UB)

(5)

12/29

at

100.00

Aa1  

11,546,449

Illinois

Finance

Authority,

Revenue

Bonds,

Admiral

at

the

Lake

Project,

Refunding

Series

2017:

4,500

5.250%,

5/15/42

5/24

at

103.00

N/R  

3,685,950

1,800

5.250%,

5/15/54

5/24

at

103.00

N/R  

1,340,964

27,150

5.500%,

5/15/54

5/24

at

103.00

N/R  

21,049,938

12,990

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2014,

4.000%,

8/01/38,

(UB)

(5)

8/24

at

100.00

Aa3  

12,821,260

17,295

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2015,

4.125%,

5/01/45,

(UB)

(5)

5/25

at

100.00

AA  

16,234,298

Illinois

Finance

Authority,

Revenue

Bonds,

Ann

&

Robert

H.

Lurie

Children's

Hospital

of

Chicago,

Refunding

Series

2017:

2,500

4.000%,

8/15/37,

(UB)

(5)

8/27

at

100.00

AA-  

2,446,225

6,000

4.000%,

8/15/39,

(UB)

(5)

8/27

at

100.00

AA-  

5,760,840

2,455

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/

fkaPresence

Health

Network,

Series

2016C,

4.000%,

2/15/36,

(UB)

2/27

at

100.00

Aa2  

2,473,020

5,190

Illinois

Finance

Authority,

Revenue

Bonds,

Central

Baptist

Village,

Series

2007,

5.375%,

11/15/39

7/23

at

100.00

N/R  

4,958,526

2,000

Illinois

Finance

Authority,

Revenue

Bonds,

DePaul

College

Prep

Foundation,

Series

2023A,

5.625%,

8/01/53,

144A

8/33

at

100.00

BB+  

2,008,280

Illinois

Finance

Authority,

Revenue

Bonds,

Dominican

University,

Refunding

Series

2022:

1,300

5.000%,

3/01/47

9/32

at

100.00

BBB-  

1,245,309

1,200

5.000%,

3/01/52

9/32

at

100.00

BBB-  

1,125,972

88,140

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47,

(UB)

(5)

1/28

at

100.00

Aa2  

83,896,940

6,000

Illinois

Finance

Authority,

Revenue

Bonds,

Northwestern

Memorial

Healthcare,

Series

2017A,

4.000%,

7/15/47

1/28

at

100.00

Aa2  

5,711,160

6,000

Illinois

Finance

Authority,

Revenue

Bonds,

OSF

Healthcare

System,

Series

2020A,

4.000%,

5/15/50,

(UB)

(5)

11/30

at

100.00

A  

5,325,720

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

246

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

3,735

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Refunding

Series

2020A,

5.000%,

4/01/50,

144A

4/25

at

100.00

N/R  

$

2,984,713

2,400

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2018A,

6.125%,

4/01/58,

144A

10/28

at

100.50

N/R  

2,220,624

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2019A:

5,150

6.125%,

4/01/49,

144A

10/28

at

100.50

N/R  

4,854,442

33,605

6.125%,

4/01/58,

144A

10/28

at

100.50

N/R  

31,093,362

11,500

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

4.000%,

11/15/39

5/25

at

100.00

A+  

11,274,370

11,345

Illinois

Finance

Authority,

Revenue

Bonds,

Rush

University

Medical

Center

Obligated

Group,

Series

2015A,

4.000%,

11/15/39,

(UB)

(5)

5/25

at

100.00

A+  

11,122,411

74,495

Illinois

Finance

Authority,

Revenue

Bonds,

The

University

of

Chicago

Medical

Center,

Series

2016B,

4.000%,

8/15/41,

(UB)

(5)

2/27

at

100.00

A1  

72,301,122

3,035

Illinois

Finance

Authority,

Revenue

Bonds,

Three

Crowns

Park

Plaza,

Series

2013,

5.250%,

2/15/40

7/23

at

100.00

N/R  

2,812,535

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago,

Refunding

Series

2015A:

17,800

5.000%,

10/01/46,

(Pre-refunded

10/01/25),

(UB)

10/25

at

100.00

N/R  (7)

18,503,278

2,200

5.000%,

10/01/46,

(UB)

10/25

at

100.00

AA-  

2,244,352

1,660

Illinois

Finance

Authority,

Student

Housing

Revenue

Bonds,

CHF-

Collegiate

Housing

Foundation

-

Cook

LLC

Northeastern

Illinois

University

Project,

Series

2015A,

5.000%,

7/01/47

7/25

at

100.00

B-  

1,358,793

6,710

Illinois

Housing

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

GNMA

Collateralized

-

Lifelink

Developments,

Series

2006,

4.850%,

4/20/41,

(AMT),

(UB)

(5)

9/23

at

100.00

AA+  

6,714,026

Illinois

Sports

Facility

Authority,

State

Tax

Supported

Bonds,

Tender

Option

Bond

Trust

2015-XF1009:

2,245

7.040%,

12/15/23

-

AGM

Insured,

144A,

(IF)

(5)

6/24

at

100.00

BB+  

2,361,808

3,305

7.040%,

12/15/23

-

AGM

Insured,

144A,

(IF)

(5)

6/24

at

100.00

BB+  

3,476,992

Illinois

State,

General

Obligation

Bonds,

April

Series

2014:

8,695

5.000%,

4/01/36

-

AGM

Insured,

(UB)

(5)

4/24

at

100.00

A1  

8,766,995

1,300

Illinois

State,

General

Obligation

Bonds,

January

Series

2016,

5.000%,

1/01/41

1/26

at

100.00

BBB+  

1,311,336

14,600

Illinois

State,

General

Obligation

Bonds,

June

Series

2022A,

5.500%,

3/01/42

3/32

at

100.00

BBB+  

16,077,520

4,865

Illinois

State,

General

Obligation

Bonds,

March

Series

2021A,

5.000%,

3/01/46

3/31

at

100.00

BBB+  

5,062,227

Illinois

State,

General

Obligation

Bonds,

May

Series

2014:

7,625

5.000%,

5/01/33,

(UB)

(5)

5/24

at

100.00

BBB+  

7,704,681

100

5.000%,

5/01/36

5/24

at

100.00

BBB+  

100,695

10,285

Illinois

State,

General

Obligation

Bonds,

May

Series

2020,

5.750%,

5/01/45

5/30

at

100.00

BBB+  

11,205,713

3,045

Illinois

State,

General

Obligation

Bonds,

May

Series

2023B,

5.500%,

5/01/47

5/32

at

100.00

BBB+  

3,308,606

14,250

Illinois

State,

General

Obligation

Bonds,

October

Series

2022C,

5.500%,

10/01/39

10/32

at

100.00

BBB+  

15,985,507

Illinois

State,

General

Obligation

Bonds,

Tender

Option

Bond

Trust

2015-XF1006:

1,795

6.037%,

4/01/32

-

AGM

Insured,

144A,

(IF)

(5)

4/24

at

100.00

A2  

1,877,283

6,665

Illinois

State,

General

Obligation

Bonds,

Tender

Option

Bond

Trust

2015-XF1010,

5.842%,

2/01/39

-

AGM

Insured,

144A,

(IF)

(5)

2/24

at

100.00

A2  

6,794,034

247

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,200

Matteson,

Illinois,

Tax

Increment

Revenue

Bonds,

Limited

Obligation

Series

2015,

6.500%,

12/01/35

12/26

at

100.00

N/R  

$

1,235,220

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2020A:

8,500

4.000%,

6/15/50

-

BAM

Insured,

(UB)

(5)

12/29

at

100.00

AA  

7,969,940

7,735

4.000%,

6/15/50,

(UB)

(5)

12/29

at

100.00

A1  

7,252,645

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2012B:

8,715

0.000%,

12/15/41

-

AGM

Insured

No

Opt.

Call

A1  

3,757,123

10

0.000%,

12/15/50

No

Opt.

Call

BBB  

2,569

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2015A:

7,360

5.000%,

6/15/53,

(UB)

(5)

12/25

at

100.00

BBB  

7,396,358

5,000

5.500%,

6/15/53,

(UB)

(5)

12/25

at

100.00

BBB  

5,081,700

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017A:

10,000

0.000%,

12/15/56

-

AGM

Insured

No

Opt.

Call

A1  

1,942,500

13,000

5.000%,

6/15/57,

(UB)

(5)

12/27

at

100.00

BBB  

13,122,070

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

19,140

0.000%,

12/15/54

No

Opt.

Call

BBB  

3,976,718

6,980

0.000%,

12/15/56

-

AGM

Insured

No

Opt.

Call

BBB  

1,355,865

53,700

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Capital

Appreciation

Refunding

Series

2010B-1,

0.000%,

6/15/44

-

AGM

Insured,

(UB)

(5)

No

Opt.

Call

BBB  

20,101,521

6,270

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Capital

Appreciation

Refunding

Series

2010B-1,

0.000%,

6/15/44

-

AGM

Insured

No

Opt.

Call

BBB  

2,347,049

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A:

28,930

0.000%,

12/15/37

-

NPFG

Insured

No

Opt.

Call

Baa2  

15,390,760

6,000

0.000%,

12/15/40

-

AGM

Insured

No

Opt.

Call

A1  

2,738,460

155

0.000%,

6/15/41

-

NPFG

Insured

No

Opt.

Call

Baa2  

67,529

2,260

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019,

5.000%,

1/01/39

1/26

at

100.00

N/R  

2,078,997

2,437

North

Pullman

Chicago

Neighborhood

Initiatives,

Inc.,

Illinois,

Certificates

of

Participation,

Gotham

Greens

Greenhouse

Facility,

Redevelopment

Project,

Series

2018A,

6.000%,

3/15/34,

144A

7/23

at

100.00

N/R  

2,427,002

4,295

Rantoul,

Champaign

County,

Illinois,

Tax

Increment

Revenue

Bonds,

Evans

Road

Series

2013B,

7.000%,

12/01/33

12/23

at

100.00

N/R  

4,298,307

Regional

Transportation

Authority,

Cook,

DuPage,

Kane,

Lake,

McHenry

and

Will

Counties,

Illinois,

General

Obligation

Bonds,

Series

2018B:

14,340

4.000%,

6/01/45,

(UB)

(5)

6/28

at

100.00

AA  

14,233,741

20,000

4.000%,

6/01/48,

(UB)

(5)

6/28

at

100.00

AA  

19,780,600

0

(9)

Robbins,

Illinois,

Resource

Recovery

Revenue

Bonds,

Restructuring

Project

Guaranteed

by

Foster

Wheeler

Ltd.,

Series

1999C,

7.250%,

10/15/24

No

Opt.

Call

N/R  

185

7,400

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitization

Bonds,

Tender

Option

Bond

Trust

Series

2022-XL0294,

4.000%,

1/01/48

-

BAM

Insured,

(UB)

(5)

1/28

at

100.00

AA  

7,004,470

51,495

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Series

2018A,

4.000%,

1/01/48,

(UB)

(5)

1/28

at

100.00

AA-  

47,862,028

40,000

Sales

Tax

Securitization

Corporation,

Illinois,

Sales

Tax

Securitzation

Bonds,

Series

2018C,

5.250%,

1/01/48,

(UB)

(5)

1/29

at

100.00

AA  

42,286,000

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

248

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

24,800

Southwestern

Illinois

Development

Authority,

Environmental

Improvement

Revenue

Bonds,

US

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

B1  

$

24,904,656

500

Southwestern

Illinois

Development

Authority,

Health

Facility

Revenue

Bonds,

Memorial

Group,

Inc.,

Series

2013,

7.250%,

11/01/33,

(Pre-

refunded

11/01/23)

11/23

at

100.00

N/R  (7)

505,845

3,370

Upper

Illinois

River

Valley

Development

Authority,

Education

Facilities

Revenue

Bonds,

Elgin

Math

&

Science

Academy

Charter

School,

Series

2023A,

5.875%,

3/01/58

3/30

at

100.00

Ba2  

3,246,759

1,000

Upper

Illinois

River

Valley

Development

Authority,

Education

Facilities

Revenue

Bonds,

Prairie

Crossing

Charter

School,

Series

2020,

5.000%,

1/01/55,

144A

1/27

at

100.00

N/R  

894,090

1,188

Volo

Village,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

17,

Series

2017,

5.500%,

3/01/47

3/25

at

100.00

N/R  

1,183,224

1,187

Waukegan,

Illinois,

Special

Assessment

Improvement

Bonds,

Fountain

Square,

Series

2005,

6.125%,

3/01/30

7/23

at

100.00

N/R  

1,187,712

3,695

Yorkville

United

City

Business

District,

Illinois,

Storm

Water

and

Water

Improvement

Project

Revenue

Bonds,

Series

2007,

4.800%,

1/01/26

(4)

7/23

at

100.00

N/R  

1,588,850

2,145

Yorkville

United

City,

Kendall

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Kendall

Marketplace

Project,

Series

2007,

6.000%,

1/01/26

7/23

at

100.00

N/R  

2,144,753

1,900

Yorkville,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

2003-100

Raintree

Village

Project,

Series

2013,

5.000%,

3/01/33

7/23

at

100.00

N/R  

1,816,533

4,120

Yorkville,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

2006-113

Cannoball

&

Beecher,

Series

2007,

5.750%,

3/01/28

7/23

at

100.00

N/R  

4,120,453

Total

Illinois

1,839,579,470

Indiana

-

0.9%

2,500

Anderson,

Indiana,

Multifamily

Housing

Revenue

Bonds,

Sweet

Galilee

at

the

Wigwam

Project,

Series

2020A,

5.375%,

1/01/40,

144A

1/27

at

102.00

N/R  

2,020,225

7,045

Fort

Wayne,

Indiana

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

at

Cook

Road

Project,

Series

2018,

5.625%,

1/01/38,

144A

1/24

at

105.00

N/R  

5,889,690

Fort

Wayne,

Indiana

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

of

Fort

Wayne

Project,

Series

2017:

435

5.125%,

1/01/32

7/23

at

105.00

N/R  

376,901

4,465

5.350%,

1/01/38

7/23

at

105.00

N/R  

3,625,402

4,500

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.875%,

6/01/55,

144A

6/30

at

100.00

N/R  

3,874,635

250

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Taxable

Refunding

Series

2020B,

5.000%,

6/01/25,

144A

No

Opt.

Call

N/R  

241,730

1,595

Indiana

Bond

Bank,

Special

Program

Bonds,

Hendricks

Regional

Health

Project,

Tender

Option

Bond

Trust

2016-XL0019,

6.955%,

4/01/30

-

AMBAC

Insured,

144A,

(IF)

(5)

No

Opt.

Call

AA  

2,331,571

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Charter

School

Project,

Series

2013A:

4,060

6.000%,

3/01/33

7/23

at

100.00

B+  

4,025,896

7,355

6.250%,

3/01/43

7/23

at

100.00

B+  

6,711,511

7,465

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Avondale

Meadows

Academy

Peoject,

Series

2017,

5.375%,

7/01/47

7/27

at

100.00

BB  

7,084,434

249

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

3,050

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Circle

City

Preparatory

Inc.

Project,

Series

2021A,

5.000%,

12/01/55,

144A

12/27

at

103.00

N/R  

$

2,347,799

300

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Circle

City

Preparatory

Inc.

Project,

Taxable

Series

2021B,

5.000%,

12/01/27,

144A

No

Opt.

Call

N/R  

280,251

4,370

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Discovery

Charter

School

Project,

Series

2015A,

7.250%,

12/01/45

12/25

at

100.00

BB-  

4,494,239

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Lighthouse

Academies

of

Northwest

Indiana

Inc.

Project,

Series

2016:

2,170

7.000%,

12/01/34,

144A

12/24

at

100.00

N/R  

2,217,415

5,640

7.250%,

12/01/44,

144A

12/24

at

100.00

N/R  

5,741,576

4,860

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Rock

Creek

Community

Academy

Project,

Series

2018A,

6.125%,

7/01/48,

144A

7/28

at

100.00

N/R  

4,861,993

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Seven

Oaks

Classical

School

Project,

Series

2021A:

625

5.000%,

6/01/51

6/31

at

100.00

N/R  

523,119

550

5.000%,

6/01/56

6/31

at

100.00

N/R  

449,273

10,500

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Victory

College

Prep

Project,

Series

2021A,

4.500%,

12/01/55,

144A

12/27

at

103.00

N/R  

7,675,080

180

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Victory

College

Prep

Project,

Series

2021B,

4.500%,

12/01/23

No

Opt.

Call

N/R  

177,005

21,355

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

B1  

21,445,332

Indiana

Finance

Authority,

Health

System

Revenue

Bonds,

Franciscan

Alliance,

Inc

Obligated

Group,

Series

2016A:

11,440

4.000%,

11/01/51,

(UB)

(5)

11/25

at

100.00

Aa3  

10,824,642

2,955

4.000%,

11/01/51

11/25

at

100.00

Aa3  

2,796,051

8,915

5.000%,

11/01/51

,

(WI/DD)

No

Opt.

Call

Aa3  

9,054,704

16,500

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Fixed

Rate

Series

2023A,

5.000%,

10/01/53

,

(WI/DD)

10/33

at

100.00

AA  

17,787,495

10,000

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Fixed

Rate

Series

2023A,

5.000%,

10/01/53,

(UB)

,

(WI/DD)

10/33

at

100.00

AA  

10,780,300

10,400

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

Unversity

Health

Obligation

Group,

Fixed

Rate

Series

2019A,

4.000%,

12/01/49,

(UB)

(5)

12/29

at

100.00

AA  

9,636,432

7,510

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Circle

City

Forward

Phase

II

Project

Revenue

Bonds,

Series

2023B,

4.125%,

2/01/52,

(UB)

,

(WI/DD)

8/33

at

100.00

Aa1  

7,335,618

4,000

Merrillville,

Indiana,

Economic

Development

Revenue

Bonds,

Belvedere

Housing

Project,

Series

2016,

5.750%,

4/01/36

4/24

at

102.00

N/R  

3,461,000

1,695

Saint

Joseph

County,

Indiana,

Economic

Development

Revenue

Bonds,

Chicago

Trail

Village

Apartments,

Series

2005A,

7.500%,

7/01/35

7/23

at

100.00

N/R  

1,707,441

1,500

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  

1,509,900

12,913

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  

129

130

Terre

Haute,

Indiana,

Economic

Development

Solid

Waste

Facility

Revenue

Bonds,

Pyrolyx

USA

Indiana,

LLC

Project,

Series

2017B,

7.250%,

12/01/28

(4)

No

Opt.

Call

N/R  

1

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

250

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

Terre

Haute,

Indiana,

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

of

Terre

Haute

Project,

Series

2017:

$

410

5.100%,

1/01/32

7/23

at

105.00

N/R  

$

354,597

4,560

5.350%,

1/01/38

7/23

at

105.00

N/R  

3,702,537

Total

Indiana

165,345,924

Iowa

-

0.7%

71,975

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Alcoa

Inc.

Project,

Series

2012,

4.750%,

8/01/42

7/23

at

100.00

BB+  

70,382,193

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022:

11,370

5.000%,

12/01/50

12/29

at

103.00

BBB-  

11,548,396

30,500

5.000%,

12/01/50,

(Mandatory

Put

12/01/42)

12/29

at

103.00

BBB-  

31,257,620

Iowa

Finance

Authority,

Senior

Housing

Revenue

Bonds,

PHS

Council

Bluffs,

Inc.

Project,

Series

2018:

750

5.000%,

8/01/38

8/23

at

102.00

N/R  

627,000

2,050

5.125%,

8/01/48

8/23

at

102.00

N/R  

1,578,787

Total

Iowa

115,393,996

Kansas

-

0.4%

4,205

Kansas

State

Development

Finance

Authority,

Facilities

Revenue

Bonds,

K-State

Athletics

Incorporated

Project

Series

2023C,

4.250%,

7/01/42,

(UB)

(5)

7/31

at

100.00

A1  

4,181,999

1,850

Lenexa,

Kansas,

Health

Care

Facilities

Revenue

Bonds,

Lakeview

Village

Inc,

Series

2017A,

5.000%,

5/15/43

5/27

at

100.00

BB+  

1,711,564

Olathe,

Kansas,

Tax

Increment

Revenue

Bonds,

Gateway

Area

1

Special

Obligation

Series

2006:

2,656

1.000%,

3/01/26

(4)

7/23

at

100.00

N/R  

1,168,602

555

1.000%,

3/01/28

(4)

No

Opt.

Call

N/R  

244,477

2,024

Olathe,

Kansas,

Transportation

Development

District

Sales

Tax

Revenue

Bonds,

Gateway

Project

Area

lA,

Series

2006,

1.750%,

12/01/28

(4)

9/23

at

100.00

N/R  

404,796

5,390

Overland

Park

Development

Corporation,

Kansas,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

&

improvement

Series

2019,

5.000%,

3/01/49

3/29

at

100.00

BB-  

5,030,810

2,300

Overland

Park,

Kansas,

Sales

Tax

Revenue

Bonds,

Prairiefire

Community

Improvement

District

No.

1

Project,

Series

2012B,

6.100%,

12/15/34

(4)

7/23

at

100.00

N/R  

1,150,000

Overland

Park,

Kansas,

Sales

Tax

Special

Obligation

Revenue

Bonds,

Prairiefire

at

Lionsgate

Project,

Series

2012:

7,385

4.375%,

12/15/23

7/23

at

100.00

N/R  

6,631,435

5,000

5.250%,

12/15/29

7/23

at

100.00

N/R  

2,575,000

10,955

6.000%,

12/15/32

7/23

at

100.00

N/R  

4,861,281

10,725

Topeka,

Kansas,

Utility

Revenue

Bonds,

Refunding

Series

2018A,

4.000%,

8/01/48,

(UB)

(5)

8/26

at

100.00

Aa3  

10,586,862

University

of

Kansas

Hospital

Authority,

Health

Facilities

Revenue

Bonds,

University

of

Kansas

Health

System,

Series

2017A:

13,050

4.000%,

3/01/42,

(UB)

(5)

3/27

at

100.00

AA-  

12,441,870

4,710

4.000%,

3/01/42,

(Pre-refunded

3/01/27),

(UB)

3/27

at

100.00

N/R  (7)

4,885,824

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Vacation

Village

Project

Area

1

and

2A,

Series

2015:

1,000

5.750%,

9/01/32

9/25

at

100.00

N/R  

860,390

10,845

6.000%,

9/01/35

9/25

at

100.00

N/R  

9,292,647

Total

Kansas

66,027,557

251

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

-

0.1%

$

3,000

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  

$

2,667,480

4,580

Campbellsville,

Kentucky,

Industrial

Building

Revenue

Bonds,

Campbellsville

University

Project,

Series

2017,

5.000%,

3/01/39

3/27

at

100.00

N/R  

4,291,094

3,535

Fort

Thomas,

Kentucky,

Special

Obligation

Revenue

Bonds,

Onr

Highland

Project

Series

2020B,

5.500%,

9/01/50

9/30

at

100.00

N/R  

3,156,472

1,000

Kentucky

Economic

Development

Finance

Authority,

Kentucky,

Healthcare

Facilities

Revenue

Bonds,

Christian

Care

Communities,

Inc.

Obligated

Group,

Series

2021,

5.000%,

7/01/50

7/29

at

102.00

N/R  

774,780

2,500

Kentucky

Economic

Development

Finance

Authority,

Kentucky,

Healthcare

Facilities

Revenue

Bonds,

Rosedale

Green

Project,

Refunding

Series

2015,

5.750%,

11/15/45

11/25

at

100.00

N/R  

2,151,675

4,975

Newport,

Kentucky,

Special

Obligation

Revenue

Bonds,

Newport

Clifton

Project,

Series

2020B,

5.500%,

12/01/60

12/30

at

100.00

N/R  

4,061,839

5,745

Union

Kentucky,

Special

Obligation

Revenue

Bonds,

Union

Promenade

Project,

Series

2022B,

5.500%,

12/01/52,

144A

12/32

at

100.00

N/R  

5,327,683

1,400

Union,

Kentucky,

Special

Obligation

Revenue

Bonds,

Union

Promenade

Project,

Series

2022D,

5.750%,

12/01/52,

144A

12/32

at

100.00

N/R  

1,300,922

Total

Kentucky

23,731,945

Louisiana

-

0.7%

33,905

Ascension

Parish

Industrial

development

Board,

Louisiana,

Revenue

Bonds,

Impala

Warehousing

(US)

LLC

Project,

Series

2013,

6.000%,

7/01/36

7/23

at

100.00

N/R  

33,922,292

4,350

Jefferson

Parish

Economic

Development

and

Port

District,

Louisiana,

Kenner

Discovery

Health

Sciences

Academy

Project,

Series

2018A,

5.625%,

6/15/48,

144A

6/28

at

100.00

N/R  

4,194,574

1,115

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Cameron

Parish

GOMESA

Project,

Green

Series

2018,

5.650%,

11/01/37,

144A

11/28

at

100.00

N/R  

1,176,124

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Terrebonne

Parish

GOMESA

Project,

Series

2018:

1,845

5.375%,

11/01/38,

144A

11/28

at

100.00

N/R  

1,924,501

1,615

5.500%,

11/01/39,

144A

11/28

at

100.00

N/R  

1,693,683

1,825

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Vermilion

Parish

GOMESA

Project,

Green

Series

2019,

4.625%,

11/01/38,

144A

11/28

at

100.00

N/R  

1,843,323

4,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Student

Housing

Revenue

Bonds,

Provident

Group

-

ULM

Properties

LLC-University

of

Louisiana

at

Monroe

Project,

Series

2019A,

5.000%,

7/01/54,

144A

7/29

at

100.00

B1  

3,061,920

10,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westside

Habilitation

Center

Project,

Refunding

Series

2017A,

6.250%,

2/01/47,

144A

2/27

at

100.00

N/R  

9,155,500

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lake

Charles

College

Prep

Project,

Series

2019A:

3,315

5.000%,

6/01/49,

144A

6/27

at

100.00

N/R  

2,870,061

3,760

5.000%,

6/01/58,

144A

6/27

at

100.00

N/R  

3,132,268

1,480

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Mentorship

STEAM

Academy,

Series

2021A,

5.000%,

6/01/56,

144A

6/31

at

100.00

N/R  

1,142,545

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

252

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Young

Audiences

Charter

School,

Series

2019A:

$

3,600

5.000%,

4/01/49,

144A

4/27

at

100.00

N/R  

$

3,092,868

3,965

5.000%,

4/01/57,

144A

4/27

at

100.00

N/R  

3,338,847

11,440

Louisiana

Public

Facilities

Authority,

Dock

and

Wharf

Revenue

Bonds,

Impala

Warehousing

(US)

LLC

Project,

Series

2013,

6.500%,

7/01/36,

(AMT),

144A

7/23

at

100.00

N/R  

11,450,754

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Encore

Academy

Project,

Series

2021A:

1,000

5.000%,

6/01/41,

144A

(4)

6/31

at

100.00

N/R  

750,000

2,500

5.000%,

6/01/51,

144A

(4)

6/31

at

100.00

N/R  

1,875,000

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  

475,650

1,460

6.375%,

6/01/62,

144A

6/31

at

100.00

N/R  

1,375,393

4,225

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.250%,

6/01/60,

144A

6/31

at

100.00

N/R  

3,429,348

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2022A:

815

6.375%,

6/01/52,

144A

6/31

at

100.00

N/R  

791,397

1,530

6.500%,

6/01/62,

144A

6/31

at

100.00

N/R  

1,504,342

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Lake

Charles

Charter

Academy

Foundation

Project,

Series

2011A:

335

7.750%,

12/15/31

7/23

at

100.00

N/R  

335,607

7,425

8.000%,

12/15/41

7/23

at

100.00

N/R  

7,437,548

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Southwest

Louisiana

Charter

Academy

Foundation

Project,

Series

2013A:

3,900

8.250%,

12/15/38

12/23

at

100.00

N/R  

3,921,489

4,125

8.375%,

12/15/43

12/23

at

100.00

N/R  

4,147,605

5,000

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  

50

Louisiana

Publics

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Geo

Academies

EBR

-

GEO

Prep

Mid-City

Project,

Series

2022:

1,030

6.125%,

6/01/52,

144A

6/30

at

101.00

N/R  

1,027,157

1,425

6.250%,

6/01/62,

144A

6/30

at

101.00

N/R  

1,422,820

11,220

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-  

12,142,284

Saint

Tammany

Public

Trust

Financing

Authority,

Louisiana,

Revenue

Bonds,

Christwood

Project,

Refunding

Series

2015:

865

5.250%,

11/15/29

11/24

at

100.00

N/R  

856,194

1,000

5.250%,

11/15/37

11/24

at

100.00

N/R  

939,390

2,988

West

Trace

Community

Development

District,

Westlake,

Louisiana,

Special

Assessment

Revenue

Bonds,

Series

2018,

6.875%,

12/01/46

No

Opt.

Call

N/R  

2,583,963

Total

Louisiana

127,014,497

Maine

-

0.0%

3,950

Rumford,

Maine,

Solid

Waste

Disposal

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Series

2001,

6.875%,

10/01/26,

(AMT)

7/23

at

100.00

B1  

3,957,663

Total

Maine

3,957,663

Maryland

-

1.4%

Anne

Arundel

County,

Maryland,

Special

Tax

District

Revenue

Bonds,

Villages

at

Two

Rivers

Projects,

Series

2014:

1,035

5.125%,

7/01/36

7/24

at

100.00

N/R  

1,036,956

253

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

1,840

5.250%,

7/01/44

7/24

at

100.00

N/R  

$

1,841,104

9,260

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

9/01/46

9/27

at

100.00

B  

8,454,843

1,500

Baltimore,

Maryland,

Special

Obligation

Bonds,

Center/West

Development

Project,

Series

2017A,

5.500%,

6/01/43

6/26

at

100.00

N/R  

1,515,030

3,030

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2016,

5.125%,

6/01/43

6/26

at

100.00

N/R  

3,032,000

2,000

Frederick

County,

Maryland,

Special

Obligation

Bonds,

Urbana

Community

Development

Authority,

Refunding

Series

2020C,

4.000%,

7/01/50,

144A

7/30

at

100.00

N/R  

1,755,360

3,640

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020B,

4.625%,

7/01/43,

144A

7/30

at

102.00

N/R  

3,558,318

Howard

County,

Maryland,

Special

Obligation

Bonds,

Annapolis

Junction

Town

Center

Project,

Series

2014:

725

5.800%,

2/15/34

2/24

at

100.00

N/R  

710,899

1,000

6.100%,

2/15/44

2/24

at

100.00

N/R  

972,510

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006A:

1,650

5.000%,

12/01/22

(4)

No

Opt.

Call

N/R  

990,000

90,070

5.000%,

12/01/31

(4)

7/23

at

100.00

N/R  

54,042,000

4,500

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006B,

5.250%,

12/01/31

(4)

7/23

at

100.00

N/R  

2,700,000

3,250

Maryland

Economic

Development

Corporation,

Special

Obligation

Bonds,

Port

Covington

Project,

Series

2020,

4.000%,

9/01/50

9/30

at

100.00

N/R  

2,774,135

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Green

Street

Academy,

Series

2017A:

1,000

5.125%,

7/01/37,

144A

7/27

at

100.00

N/R  

976,100

1,800

5.250%,

7/01/47,

144A

7/27

at

100.00

N/R  

1,690,308

1,530

5.375%,

7/01/52,

144A

7/27

at

100.00

N/R  

1,437,205

20,440

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Series

2015,

5.000%,

8/15/42,

(UB)

2/25

at

100.00

A  

20,730,248

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Series

2017A:

44,955

5.000%,

5/15/45,

(UB)

(5)

5/27

at

100.00

A  

46,074,380

10,000

4.000%,

5/15/47,

(UB)

(5)

5/27

at

100.00

A  

9,259,700

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

MedStar

Health

Issue,

Tender

Option

Bond

Trust

2015-XF1021:

2,495

6.038%,

8/15/42,

144A,

(IF)

(5)

2/25

at

100.00

A  

2,636,516

19,710

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Maryland

Medical

System

Issue,

Taxable

Series

2017D,

4.000%,

7/01/48,

(UB)

(5)

1/28

at

100.00

A  

18,558,542

8,750

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2020B,

4.000%,

4/15/45,

(UB)

(5)

4/30

at

100.00

A  

8,402,625

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2021:

11,975

4.000%,

6/01/46,

(UB)

(5)

6/31

at

100.00

A1  

11,540,667

4,000

4.000%,

6/01/51

6/31

at

100.00

A1  

3,811,480

13,420

Maryland

Stadium

Authority,

Lease

Revenue

Bonds,

Built

To

Learn,

Series

2022A,

4.000%,

6/01/52,

(UB)

(5)

6/32

at

100.00

A1  

12,786,442

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

254

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

22,745

Montgomery

County,

Maryland,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2015,

4.000%,

12/01/44,

(UB)

(5)

6/25

at

100.00

AA-  

$

22,021,936

5,100

Prince

George's

County

Revenue

Authority,

Maryland,

Special

Obligation

Bonds,

Suitland-Naylor

Road

Project,

Series

2016,

5.000%,

7/01/46,

144A

1/26

at

100.00

N/R  

5,115,300

Total

Maryland

248,424,604

Massachusetts

-

0.4%

10,000

Massachusetts

Bay

Transportation

Authority,

Sales

Tax

Revenue

Bonds,

Subordinated

Series

2021A-1,

4.000%,

7/01/51,

(UB)

7/31

at

100.00

Aa3  

9,783,600

7,500

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Merrimack

College,

Series

2014,

5.125%,

7/01/44

7/24

at

100.00

BBB-  

7,523,400

16,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Partners

HealthCare

System

Issue,

Series

2015-O1,

5.000%,

7/01/45,

(UB)

(5)

7/25

at

100.00

AA-  

16,311,520

13,930

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  

12,989,864

10,130

Massachusetts

Port

Authority,

Revenue

Bonds,

Refunding

Series

2016B,

4.000%,

7/01/46,

(AMT),

(UB)

(5)

7/26

at

100.00

AA  

9,415,734

15,000

Massachusetts

State,

General

Obligation

Bonds,

Consolidated

Loan,

Series

2018D,

4.000%,

5/01/48,

(UB)

5/28

at

100.00

AA  

14,773,500

Total

Massachusetts

70,797,618

Michigan

-

1.5%

1,155

Advanced

Technology

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2019,

5.000%,

11/01/44

11/27

at

102.00

BB+  

1,036,162

1,050

Chandler

Park

Academy,

Michigan,

Public

School

Academy

Charter

School

Revenue

Bonds,

Series

2005,

5.125%,

11/01/30

7/23

at

100.00

BBB-  

1,050,021

1,955

Concord

Academy,

Boyne

City,

Michigan,

Certificates

of

Participation,

Series

2007,

5.600%,

11/01/36

7/23

at

100.00

N/R  

1,668,710

Conner

Creek

Academy

East,

Michigan,

Public

School

Revenue

Bonds,

Series

2007:

2,120

5.000%,

11/01/26

7/23

at

100.00

B  

2,028,564

3,750

5.250%,

11/01/31

7/23

at

100.00

B  

3,159,863

3,840

5.250%,

11/01/36

7/23

at

100.00

B  

2,908,531

Detroit

Academy

of

Arts

and

Sciences,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2013:

2,460

6.000%,

10/01/33

10/23

at

100.00

N/R  

2,344,060

4,110

6.000%,

10/01/43

10/23

at

100.00

N/R  

3,734,100

8,325

Detroit

Community

High

School,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2021,

5.000%,

11/01/35

11/28

at

100.00

N/R  

6,600,643

2,000

Detroit,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Social

Series

2021A,

5.000%,

4/01/46

4/31

at

100.00

BB+  

1,947,100

3,500

Flint

International

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2007,

5.750%,

10/01/37

7/23

at

100.00

BB  

3,381,875

Michigan

Finance

Authority,

Distributable

State

Aid

Revenue

Bonds,

Charter

County

of

Wayne

Criminal

Justice

Center

Project,

Senior

Lien

Series

2018:

19,935

4.000%,

11/01/48,

(UB)

(5)

11/28

at

100.00

Aa3  

18,915,524

27,005

4.000%,

11/01/48

-

BAM

Insured,

(UB)

(5)

11/28

at

100.00

Aa3  

25,824,342

3,500

Michigan

Finance

Authority,

Higher

Education

Limited

Obligation

Revenue

Bonds,

Aquinas

College

Project,

Refunding

Series

2021,

5.000%,

5/01/46

5/31

at

100.00

N/R  

2,937,935

255

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

11,780

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Bronson

Healthcare

Group,

Inc.,

Refunding

Series

2019A,

5.000%,

5/15/54

5/26

at

100.00

A2  

$

11,876,007

6,525

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Refunding

Series

2019A,

4.000%,

2/15/50,

(UB)

(5)

8/29

at

100.00

A1  

6,075,167

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

McLaren

Health

Care,

Series

2019A:

20,885

4.000%,

2/15/44,

(UB)

,

(WI/DD)

(5)

8/29

at

100.00

A1  

20,069,441

7,855

4.000%,

2/15/47,

(UB)

(5)

8/29

at

100.00

A1  

7,413,784

7,000

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Fixed

Rate

Series

2022A-MI,

4.000%,

12/01/47,

(UB)

(5)

12/31

at

100.00

AA-  

6,670,020

12,115

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-  

12,058,544

12,475

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2019A-MI,

4.000%,

12/01/49

12/29

at

100.00

AA-  

11,780,767

9,475

Michigan

Finance

Authority,

Michigan,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Refunding

Series

2019A-MI,

4.000%,

12/01/49,

(UB)

(5)

12/29

at

100.00

AA-  

8,947,716

1,270

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Creative

Montessori

Academy

Project,

Series

2011,

7.000%,

5/01/31

7/23

at

100.00

BBB-  

1,270,406

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Hope

Academy

Project,

Refunding

Series

2021:

2,490

4.400%,

4/01/31,

144A

4/28

at

100.00

N/R  

2,122,625

4,645

4.900%,

4/01/41,

144A

4/28

at

100.00

N/R  

3,503,863

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Madison

Academy

Project,

Refunding

Series

2021:

970

4.250%,

12/01/39

12/27

at

100.00

N/R  

759,180

1,000

5.000%,

12/01/46

12/27

at

100.00

N/R  

806,490

400

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Old

Redford

Academy

Project,

Series

2010A,

6.500%,

12/01/40

7/23

at

100.00

BB-  

385,068

10,765

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  

8,402,944

5,000

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2006

Sold

Tobacco

Receipts,

Taxable

Series

2020B,

0.000%,

6/01/45

No

Opt.

Call

BBB-  

1,169,150

8,500

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B2-CL2,

0.000%,

6/01/65

12/30

at

18.38

N/R  

829,685

Michigan

Housing

Development

Authority,

Rental

Housing

Revenue

Bonds,

Series

2015A:

6,675

4.350%,

10/01/45,

(UB)

(5)

10/24

at

100.00

AA  

6,478,355

13,525

4.600%,

4/01/52,

(UB)

(5)

10/24

at

100.00

AA  

13,319,961

13,650

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2023A,

4.700%,

12/01/43

6/32

at

100.00

Aa2  

13,787,728

810

Michigan

Public

Educational

Facilities

Authority,

Charter

School

Revenue

Bonds,

American

Montessori

Academy,

Series

2007,

6.500%,

12/01/37

7/23

at

100.00

N/R  

805,448

1,885

Michigan

Public

Educational

Facilities

Authority,

Charter

School

Revenue

Bonds,

American

Montessori

Academy,

Series

2017,

7.000%,

12/01/46

12/27

at

100.00

N/R  

1,801,513

1,505

Michigan

Public

Educational

Facilities

Authority,

Limited

Obligation

Revenue

Bonds,  Chandler

Park

Academy

Project,

Series

2008,

6.500%,

11/01/35

7/23

at

100.00

BBB-  

1,505,978

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

256

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

$

9,990

Michigan

State

Building

Authority,

Revenue

Bonds,

Facilities

Program,

Series

2021I,

4.000%,

10/15/56,

(UB)

(5)

10/31

at

100.00

Aa2  

$

9,663,327

819,580

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  

32,652,067

3,625

Michigan

Tobacco

Settlement

Finance

Authority,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

First

Subordinate

Capital

Appreciation

Series

2007B,

0.000%,

6/01/52

7/23

at

12.79

CCC-  

425,104

50,000

Michigan

Tobacco

Settlement

Finance

Authority,

Tobacco

Settlement

Asset-Backed

Revenue

Bonds,

Taxable

Capital

Appreciation

Turbo

Term

Series

2008B,

0.000%,

6/01/46

7/23

at

14.90

N/R  

5,165,000

Renaissance

Public

School

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Series

2012A:

610

5.500%,

5/01/27

7/23

at

100.00

BB+  

609,951

1,565

6.000%,

5/01/37

7/23

at

100.00

BB+  

1,565,125

1,200

Saline

Economic

Development

Corporation,

Michigan,

Limited

Obligation

Revenue

and

Refunding

Bonds,

Evangelical

Homes

of

Michigan,

Series

2012,

5.250%,

6/01/32

7/23

at

100.00

BB  

1,095,900

2,295

Summit

Academy,

Michigan,

Revenue

Bonds,

Public

School

Academy

Series

2005,

6.375%,

11/01/35

(4)

7/23

at

100.00

D  

918,000

Total

Michigan

271,471,744

Minnesota

-

0.9%

Anoka,

Minnesota,

Health

Care

and

Housing

Facility

Revenue

Bonds,

The

Homestead

at

Anoka,

Inc.

Project,

Series

2014:

1,200

5.375%,

11/01/34

11/24

at

100.00

N/R  

1,143,624

1,000

5.125%,

11/01/49

11/24

at

100.00

N/R  

827,640

Bethel,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Partnership

Academy

Project,

Series

2018A:

3,040

5.000%,

7/01/38

7/26

at

102.00

N/R  

2,733,842

1,570

5.000%,

7/01/53

7/26

at

102.00

N/R  

1,294,622

9,235

Bethel,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Level

Up

Academy,

Series

2021A,

5.000%,

6/15/56

6/29

at

102.00

N/R  

6,651,693

1,315

Bethel,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Partnership

Academy

Project,

Series

2022,

6.000%,

7/01/57

7/26

at

102.00

N/R  

1,205,290

Brooklyn

Park,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Athlos

Leadership

Academy

Project,

Series

2015A:

750

5.500%,

7/01/40

7/25

at

100.00

N/R  

654,690

1,420

5.750%,

7/01/46

7/25

at

100.00

N/R  

1,227,235

2,000

Brooklyn

Park,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Prairie

Seeds

Academy

Project,

Refunding

Series

2015A,

5.000%,

3/01/39

3/25

at

100.00

BB-  

1,823,240

700

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,

Series

2016A,

5.000%,

7/01/36

7/24

at

102.00

N/R  

683,018

2,510

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,Series

2016A,

5.000%,

7/01/47

7/24

at

102.00

N/R  

2,260,581

Columbia

Heights,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Prodeo

Academy

Project,

Series

2019A:

6,000

5.000%,

7/01/49

7/27

at

102.00

N/R  

5,134,680

2,000

5.000%,

7/01/54

7/27

at

102.00

N/R  

1,685,640

Columbus,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

New

Millennium

Academy

Project,

Series

2015A:

1,050

5.500%,

7/01/30

7/25

at

100.00

B  

1,016,306

6,200

5.875%,

7/01/40

7/25

at

100.00

B  

5,804,874

5,000

6.000%,

7/01/45

7/25

at

100.00

B  

4,605,550

257

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

1,000

Deephaven,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Eagle

Ridge

Academy

Project,

Series

2015A,

5.500%,

7/01/50

7/25

at

100.00

BB+  

$

1,000,730

Deephaven,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Seven

Hills

Preparatory

Academy

Project,

Series

2017A:

1,000

5.000%,

10/01/37

10/24

at

100.00

N/R  

907,740

1,700

5.000%,

10/01/49

10/24

at

100.00

N/R  

1,437,095

2,000

Forest

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Lakes

International

Language

Academy,

Series

2019A,

5.375%,

8/01/50

8/27

at

102.00

BB+  

1,929,460

Greenwood,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Main

Street

School

of

Performing

Arts

Project,

Series

2016A:

2,360

5.000%,

7/01/36

7/26

at

100.00

N/R  

2,143,187

4,925

5.000%,

7/01/47

7/26

at

100.00

N/R  

4,074,846

2,575

Ham

Lake,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Parnassus

Preparatory

School

Project,

Series

2016A,

5.000%,

11/01/47

11/26

at

100.00

BB+  

2,367,687

2,000

Hayward,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

American

Baptist

Homes

of

the

Midwest

Obligated

Group,

Series

2014,

5.750%,

2/01/44

8/24

at

100.00

N/R  

1,666,800

Hugo,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Noble

Academy

Project,

Series

2014A:

810

5.000%,

7/01/34

7/24

at

100.00

BB  

789,944

2,965

5.000%,

7/01/44

7/24

at

100.00

BB  

2,726,377

1,870

Independence,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Beacon

Academy

Project,

Series

2016A,

5.000%,

7/01/48

7/26

at

100.00

N/R  

1,603,619

10,600

Independence,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Spero

Academy

Project,

Series

2021A,

5.000%,

7/01/56,

144A

7/27

at

100.00

N/R  

8,170,586

600

Independence,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Spero

Academy

Project,

Taxable

Series

2021B,

6.000%,

7/01/28

No

Opt.

Call

N/R  

555,594

2,285

International

Falls,

Minnesota,

Solid

Waste

Disposal

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Refunding

Series

1999,

6.850%,

12/01/29,

(AMT)

7/23

at

100.00

B1  

2,289,570

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  

1,135,534

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Friendship

Academy

of

the

Arts

Project,

Series

2019A:

1,385

5.250%,

12/01/43,

144A

12/27

at

100.00

N/R  

1,239,630

2,000

5.250%,

12/01/52,

144A

12/27

at

100.00

N/R  

1,703,840

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hiawatha

Academies

Project,

Series

2022A:

1,300

5.500%,

7/01/52

7/32

at

100.00

N/R  

1,197,820

2,490

5.500%,

7/01/57

7/32

at

100.00

N/R  

2,270,208

1,110

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  

899,533

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Spero

Academy

Project,

Series

2017A:

1,080

6.000%,

7/01/32,

144A

7/27

at

100.00

N/R  

1,105,294

1,250

6.250%,

7/01/37,

144A

7/27

at

100.00

N/R  

1,270,650

5,510

6.500%,

7/01/48,

144A

7/27

at

100.00

N/R  

5,579,150

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

International

Schools

Project,

Series

2017A:

1,680

5.000%,

12/01/37,

144A

12/27

at

100.00

N/R  

1,644,468

5,625

5.000%,

12/01/47,

144A

12/27

at

100.00

N/R  

5,213,756

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

258

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

Otsego,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Kaleidoscope

Charter

School

Project,

Series

2014A:

$

500

5.000%,

9/01/34

9/24

at

100.00

BB-  

$

477,715

1,840

5.000%,

9/01/44

9/24

at

100.00

BB-  

1,616,974

2,000

Rochester,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Rochester

Math

&

Science

Academy

Project,

Series

2018A,

5.125%,

9/01/38

9/28

at

100.00

N/R  

1,653,080

Saint

Cloud,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Stride

Academy

Project,

Series

2016A:

2,025

5.000%,

4/01/36

4/26

at

100.00

N/R  

1,678,037

3,085

5.000%,

4/01/46

4/26

at

100.00

N/R  

2,281,203

2,500

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

of

Peace

Academy

Project,

Refunding

Series

2015A,

5.000%,

12/01/46

12/24

at

100.00

BBB-  

2,410,000

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

School

of

Excellence,

Series

2023:

8,520

5.500%,

3/01/58,

144A

3/33

at

100.00

Ba1  

7,854,332

13,850

5.500%,

3/01/63,

144A

3/33

at

100.00

Ba1  

12,631,200

1,500

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Great

River

School

Project,

Series

2017A,

5.500%,

7/01/52,

144A

7/27

at

100.00

N/R  

1,463,895

2,000

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hmong

College

Prep

Academy

Project,

Series

2016A,

5.750%,

9/01/46

9/26

at

100.00

BB+  

2,004,960

5,000

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hope

Community

Academy

Project,

Series

2020A,

5.000%,

12/01/55

12/28

at

102.00

BB-  

4,088,100

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Metro

Deaf

School

Project,

Series

2018A:

1,200

5.000%,

6/15/38,

144A

6/25

at

100.00

N/R  

1,149,972

1,285

5.000%,

6/15/48,

144A

6/25

at

100.00

N/R  

1,170,751

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

Academy

Project,

Series

2015A:

40

5.000%,

7/01/35

7/25

at

100.00

BB  

38,294

1,715

5.300%,

7/01/45

7/25

at

100.00

BB  

1,615,273

1,000

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

German

Immersion

School,

Series

2013A,

5.000%,

7/01/44

7/23

at

100.00

BB  

911,510

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Collateralized

Multifamily

Housing

Revenue

Bonds,

Marian

Center

Project,

Series

2007A:

805

5.300%,

11/01/30

7/23

at

100.00

N/R  

777,469

1,225

5.375%,

5/01/43

7/23

at

100.00

N/R  

1,060,274

2,150

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Lease

Revenue

Bonds,

Hope

Community

Academy

Project,

Series

2015A,

5.000%,

12/01/43

12/24

at

100.00

BB-  

1,878,197

1,000

Sauk

Rapids,

Minnesota,

Health

Care

and

Housing

Facilities

Revenue

Bonds,

Good

Shepherd

Luthran

Home,

Refunding

Series

2013,

5.125%,

1/01/39

7/23

at

100.00

N/R  

846,190

4,795

Savage,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Aspen

Academy

Project,

Series

2016A,

5.125%,

10/01/48

10/26

at

100.00

N/R  

4,224,299

Spring

Lake

Park,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Excell

Academy

for

Higher

Learning

Inc.,

Series

2019A:

1,125

5.000%,

6/15/49

6/27

at

100.00

N/R  

1,016,134

259

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

1,595

5.000%,

6/15/54

6/27

at

100.00

N/R  

$

1,418,704

Stillwater,

Minnesota,

Multifamily

Housing

Revenue

Bonds,

Orleans

Homes

LP,

Series

2007:

690

5.250%,

2/01/27,

(AMT)

7/23

at

100.00

N/R  

684,659

800

5.500%,

2/01/42,

(AMT)

7/23

at

100.00

N/R  

748,728

Winona

Port

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Bluffview

Montessori

School

Project,

Refunding

Series

2016:

315

4.500%,

6/01/36

6/24

at

100.00

N/R  

266,392

730

4.750%,

6/01/46

6/24

at

100.00

N/R  

586,212

Total

Minnesota

150,228,197

Mississippi

-

0.1%

5,425

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  

3,906,434

8,000

Mississippi

Business

Finance

Corporation,

Revenue

Bonds,

System

Energy

Resources,

Inc.

Project,

Refunding

Series

2021,

2.375%,

6/01/44

6/26

at

100.00

BBB  

5,036,160

1,019

Mississippi

Home

Corporation,

Multifamily

Housing

Revenue

Bonds,

Tupelo

Personal

Care

Apartments,

Series

2004-2,

6.125%,

9/01/34,

(AMT)

8/23

at

100.00

N/R  

879,190

Total

Mississippi

9,821,784

Missouri

-

1.7%

1,000

Blue

Springs,

Missouri,

Special

Obligation

Tax

Increment

Bonds,

Adams

Farm

Project,

Special

Districts

Refunding

&

Improvement

Series

2015A,

5.250%,

6/01/39

6/24

at

100.00

N/R  

993,830

5,526

Branson

Industrial

Development

Authority,

Missouri,

Tax

Increment

Revenue

Bonds,

Branson

Shoppes

Redevelopment

Project,

Refunding

Series

2017B,

5.000%,

11/01/29,

144A

7/23

at

100.00

N/R  

4,638,059

145

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2016A,

6.000%,

3/01/33

7/23

at

103.00

BB-  

149,512

2,826

Fulton,

Missouri,

Tax

Increment

Revenue

Bonds,

Fulton

Commons

Redevelopment

Project,

Series

2006,

5.000%,

6/01/28

(4)

7/23

at

100.00

N/R  

904,217

1,900

Hanley/Eager

Road

Transportation

Development

District,

Missouri,

Revenue

Bonds,

Refunding

Series

2016A,

4.000%,

3/01/42

7/23

at

100.00

N/R  

1,568,070

Kansas

City

Industrial

Development

Authority,

Missouri,

Airport

Special

Obligation

Bonds,

Kansas

City

International

Airport

Terminal

Modernization

Project,

Series

2020A:

7,895

4.000%,

3/01/45,

(AMT),

(UB)

(5)

3/30

at

100.00

A-  

7,423,195

20,140

4.000%,

3/01/50

-

AGM

Insured,

(AMT),

(UB)

(5)

3/30

at

100.00

A  

18,809,753

10,000

5.000%,

3/01/57

-

AGM

Insured,

(AMT),

(UB)

(5)

3/30

at

100.00

A  

10,278,400

3,670

Kansas

City

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Platte

Purchase

Project

A,

Series

2019,

5.000%,

7/01/40,

144A

9/24

at

103.00

N/R  

3,190,551

Kansas

City

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Ward

Parkway

Center

Community

Improvement

District,

Senior

Refunding

&

Improvement

Series

2016:

775

5.000%,

4/01/36,

144A

4/26

at

100.00

N/R  

723,602

3,140

5.000%,

4/01/46,

144A

4/26

at

100.00

N/R  

2,756,292

4,758

Kansas

City

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Ward

Parkway

Center

Community

Improvement

District,

Subordinate

Refunding

&

Improvement

Series

2016,

8.000%,

4/15/46,

144A

4/26

at

100.00

N/R  

3,919,402

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

260

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

1,200

Kirkwood

Industrial

Development

Authority,

Missouri,

Retirement

Community

Revenue

Bonds,

Aberdeen

Heights

Project,

Refunding

Series

2017A,

5.250%,

5/15/42

5/27

at

100.00

BB-  

$

971,076

539

Lakeside

370

Levee

District,

Saint

Charles,

Missouri,

Subdistrict

A

Bonds,

Refunding

Series

2015A,

5.750%,

4/01/55

7/23

at

100.00

N/R  

404,287

2,133

Lakeside

370

Levee

District,

Saint

Charles,

Missouri,

Subdistrict

B

Bonds,

Refunding

Taxable

Series

2015B,

0.000%,

4/01/55

7/23

at

100.00

N/R  

1,919,722

Lees

Summit

Industrial

Development

Authority,

Missouri,

Special

Assessment

and

Sales

Tax

Revenue

Bonds,

Summit

Fair

Community

Improvement

District

Project,

Series

2012:

675

5.000%,

5/01/35

7/23

at

100.00

N/R  

617,834

2,365

6.000%,

5/01/42

7/23

at

100.00

N/R  

2,160,830

2,500

Lee's

Summit,

Missouri,

Special

Obligation

Tax

Increment

and

Special

District

Improvement

Bonds,

Summit

Fair

Project,

Refunding

Series

2017,

4.875%,

11/01/37,

144A

11/27

at

100.00

N/R  

2,263,750

Liberty,

Missouri,

Special

Obligation

Tax

Increment

and

Special

Districts

Bonds,

Liberty

Commons

Project,

Series

2015A:

4,200

5.750%,

6/01/35,

144A

6/25

at

100.00

N/R  

3,901,926

3,965

6.000%,

6/01/46,

144A

6/25

at

100.00

N/R  

3,646,333

7,095

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  

6,556,348

1,000

M150

and

135th

Street

Transporation

Development

District,

Kansas

City,

Missouri,

Transportation

Sales

Tax

Revenue

Bonds,

Series

2020A,

4.250%,

10/01/43

10/27

at

100.00

N/R  

833,130

25,500

Missouri

Health

and

Education

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Saint

Luke's

Health

System,

Inc.,

Series

2018A,

4.000%,

11/15/48,

(UB)

(5)

5/28

at

100.00

A+  

23,997,030

14,580

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

BJC

Health

System,

Variable

Rate

Demand

Obligation

Series

2017D,

4.000%,

1/01/58,

(Mandatory

Put

1/01/48),

(UB)

(5)

1/28

at

100.00

AA  

13,628,072

8,780

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Fixed

Series

2019A,

4.000%,

11/15/49,

(UB)

(5)

5/29

at

100.00

A2  

8,084,800

12,750

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Series

2013A,

5.000%,

11/15/48,

(UB)

11/23

at

100.00

A2  

12,750,637

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

CoxHealth,

Tender

Option

Bond

Trust

2015-XF1015:

5,085

6.140%,

11/15/48,

144A,

(IF)

(5)

11/23

at

100.00

A2  

5,086,119

20,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2017C,

4.000%,

11/15/49,

(UB)

(5)

11/27

at

100.00

A+  

18,947,800

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2020:

14,980

3.000%,

6/01/53,

(UB)

(5)

6/30

at

100.00

0  

10,820,503

21,845

4.000%,

6/01/53,

(UB)

(5)

6/30

at

100.00

A+  

20,261,675

5,000

4.000%,

6/01/53

-

BAM

Insured,

(UB)

(5)

6/30

at

100.00

A1  

4,789,350

6,570

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mosaic

Health

System,

Series

2019A,

4.000%,

2/15/54,

(UB)

(5)

2/29

at

100.00

A1  

6,088,419

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Children's

Mercy

Hospital,

Series

2017A:

5,000

4.000%,

5/15/42,

(UB)

(5)

5/25

at

102.00

AA-  

4,846,700

261

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

15,000

4.000%,

5/15/48,

(UB)

(5)

5/25

at

102.00

AA-  

$

13,975,050

3,185

Missouri

Southern

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021,

4.000%,

10/01/44

10/31

at

100.00

N/R  

2,628,835

1,448

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  

1,054,016

3,360

Saint

Charles

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

O'Fallon

Retail

Walk

Community

Improvement

District

Project,

Series

2017A,

6.250%,

12/01/36,

144A

12/26

at

100.00

N/R  

3,176,275

3,000

Saint

Charles

County

Industrial

Development

Authority,

Missouri,

Sales

Tax

Revenue

Bonds,

Wentzville

Parkway

Regional

Community

Improvement

District

Project,

Series

2019B,

4.250%,

11/01/49,

144A

11/29

at

102.00

N/R  

2,422,920

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Nazareth

Living

Center,

Series

2015A:

600

5.000%,

8/15/35

8/25

at

100.00

N/R  

548,832

1,800

5.125%,

8/15/45

8/25

at

100.00

N/R  

1,529,172

3,215

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Saint

Andrew's

Resources

for

Seniors,

Series

2015A,

5.125%,

12/01/45

12/25

at

100.00

N/R  

2,925,843

Saint

Louis

County,

Missouri,

Special

Obligation

Bonds,

Community

Center

Projects,

Series

2022A:

9,330

4.000%,

12/01/42,

(UB)

(5)

12/30

at

100.00

AA  

9,228,863

10,210

4.000%,

12/01/44,

(UB)

(5)

12/30

at

100.00

AA  

10,122,194

10,620

4.000%,

12/01/45,

(UB)

(5)

12/30

at

100.00

AA  

10,548,846

8,465

4.250%,

12/01/46,

(UB)

(5)

12/30

at

100.00

AA  

8,568,866

10,885

4.000%,

12/01/47,

(UB)

(5)

12/30

at

100.00

AA  

10,765,156

5,100

Saint

Louis

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Confluence

Academy

Project,

Series

2022A,

5.625%,

6/15/53,

144A

6/31

at

100.00

N/R  

4,582,044

1,664

Saint

Louis,

Missouri,

Tax

Increment

Bonds,

410

North

Jefferson

Lofts

Project,

Series

2007,

3.850%,

9/01/27

(4)

9/23

at

100.00

N/R  

299,520

287

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Bonds,

City

Hospital

Tax

Increment

District,

Series

2007,

6.000%,

8/23/26

7/23

at

100.00

N/R  

287,112

2,278

Saint

Louis,

Missouri,

Tax

Increment

Financing

Revenue

Notes,

Marquette

Building

Redevelopment

Project,

Series

2008-A,

6.500%,

1/23/28

7/23

at

100.00

N/R  

1,161,780

1,170

Saint

Louis,

Missouri,

Tax-Exempt

Revenue

Notes,

City

Block

1859,

Grand

Avenue/Cozens/Evans

Redevelopment

Project,

Series

2008-A,

6.500%,

12/11/29

7/23

at

100.00

N/R  

514,800

35

St

Louis,

Missouri,

Tax

Increment

Financing

District

Revenue

Bonds,

Gaslight

Square

East

Project,

Series

2006,

5.500%,

1/22/28

9/23

at

100.00

N/R  

35,292

2,205

St

Louis,

Missouri,

Tax

Increment

Financing

District

Revenue

Bonds,

Printers

Lofts

Project,

Series

2006,

3.900%,

8/21/26

(4)

No

Opt.

Call

N/R  

264,600

130

Stoddard

County

Industrial

Development

Authority,

Missouri,

Health

Facility

Revenue

Bonds,

Southeasthealth,

Series

2016B,

6.000%,

3/01/37

7/23

at

103.00

BB-  

134,103

1,100

Town

and

Country

Crossing

Transportation

Development

District,

Missouri,

Transporation

Sales

Tax

Revenue

Bonds,

Refunding

Series

2020A,

3.875%,

4/01/47

4/28

at

100.00

N/R  

908,787

3,075

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  

3,081,888

Total

Missouri

296,696,018

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

262

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Montana

-

0.0%

$

500

Kalispell,

Montana,

Housing

and

Healthcare

Facilities

Revenue

Bonds,

Immanuel

Lutheran

Corporation,

Series

2017A,

5.250%,

5/15/37

5/25

at

102.00

N/R  

$

447,210

3,000

Montana

Facility

Finance

Authority,

Montana,

Health

Facilities

Reveue

Bonds,

Bozeman

Deaconess

Health

Services

Obligated

Group,

Series

2021A,

3.000%,

6/01/50

,

(WI/DD)

6/31

at

100.00

A  

2,182,560

Total

Montana

2,629,770

Nebraska

-

0.5%

Douglas

County

Hospital

Authority

3,

Nebraska,

Health

Facilities

Revenue

Bonds,

Nebraska

Methodist

Health

System,

Tender

Option

Bond

Trust

2015-XF1042:

960

6.340%,

11/01/45,

144A,

(IF)

(5)

11/25

at

100.00

A  

1,001,443

1,545

6.338%,

11/01/48,

144A,

(IF)

(5)

11/25

at

100.00

A  

1,597,360

3,460

Nebraska

Educational,

Health,

Cultural

and

Social

Services

Finance

Authority,

Revenue

Bonds,

Immanuel

Retirement

Communities

Obligated

Group,

Series

2019A,

4.000%,

1/01/44

1/26

at

102.00

AA  

3,371,597

Nebraska

Investment

Finance

Authority,

Single

Family

Housing

Revenue

Bonds,

Series

2023A:

13,660

4.550%,

9/01/48,

(UB)

(5)

3/32

at

100.00

AA+  

13,443,625

6,465

4.600%,

9/01/53

3/32

at

100.00

AAA  

6,269,757

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2021A:

14,000

4.000%,

2/01/51

-

AGM

Insured,

(UB)

(5)

8/30

at

100.00

AA  

14,018,200

11,580

4.000%,

2/01/51,

(UB)

(5)

8/30

at

100.00

AA  

11,280,657

4,760

Omaha

Public

Power

District,

Nebraska,

Electric

System

Revenue

Bonds,

Series

2022A,

4.250%,

2/01/47

2/32

at

100.00

AA  

4,803,792

33,410

University

of

Nebraska

Facilities

Corporation,

Nebraska,

Facilities

Program

Bonds,

Series

2021A,

4.000%,

7/15/62,

(UB)

(5)

7/31

at

100.00

AA  

31,163,512

Total

Nebraska

86,949,943

Nevada

-

1.3%

835

Clark

County,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

159

Summerlin

Village

16A,

Series

2015,

5.000%,

8/01/35

8/25

at

100.00

N/R  

841,947

9,990

Clark

County,

Nevada,

Motor

Vehicle

Fuel

Tax

Highway

Revenue

Bonds,

Refunding

Series

2023,

4.000%,

7/01/42

,

(WI/DD)

No

Opt.

Call

AA-  

9,879,576

11,974

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Green

Series

2017B,

5.125%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

9,366,075

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Green

Series

2018:

2,740

5.250%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

2,172,930

15,720

6.950%,

2/15/38,

(AMT),

144A

8/28

at

100.00

N/R  

14,310,702

9,500

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  

8,396,955

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Series

2017:

9,360

5.875%,

12/15/27,

(AMT),

144A

No

Opt.

Call

N/R  

9,593,168

81,345

6.250%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

73,860,447

36,390

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  

29,351,082

263

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

$

2,520

Director

of

the

State

of

Nevada

Department

of

Business

and

Industry,

Charter

School

Lease

Revenue

Bonds,

Somerset

Academy,

Series

2015,

5.125%,

12/15/45,

144A

12/25

at

100.00

BB  

$

2,331,680

1,500

Director

of

the

State

of

Nevada

Department

of

Business

and

Industry,

Charter

School

Lease

Revenue

Bonds,

Somerset

Academy,

Series

2018A,

5.000%,

12/15/48,

144A

12/25

at

100.00

BB  

1,342,755

2,485

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016,

4.000%,

9/01/35

9/26

at

100.00

N/R  

2,283,268

Henderson,

Nevada,

Local

Improvement

Bonds,

Local

Improvement

District

T-22

Rainbow

Canyon

Phase

II,

Series

2023:

1,145

5.250%,

3/01/48

3/33

at

100.00

N/R  

1,129,325

1,255

5.250%,

3/01/53

3/33

at

100.00

N/R  

1,227,214

Henderson,

Nevada,

Local

Improvement

District

No.

T-20

Rainbow

Canyon,

Local

Improvement

Bonds,

Series

2018:

770

5.000%,

9/01/38

9/28

at

100.00

N/R  

775,621

7,345

5.375%,

9/01/48

9/28

at

100.00

N/R  

7,413,455

30,000

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-  

28,467,300

980

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015,

5.000%,

12/01/35

12/25

at

100.00

N/R  

986,684

510

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

26,

Series

2017,

4.500%,

6/01/47

6/27

at

100.00

N/R  

483,439

Las

Vegas,

Nevada,

Revenue

Bonds,

Civic

Center,

Tender

Option

Bond

Trust

2023-XF3103:

8,325

4.000%,

3/01/53,

(UB)

(5)

3/33

at

100.00

Aa2  

7,921,737

1,285

Mesquite,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

07-01

Anthem

at

Mesquite,

Refunding

Series

2016,

4.250%,

8/01/37

8/26

at

100.00

N/R  

1,208,183

North

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

65

Northern

Beltway

Commercial

Area,

Series

2017:

1,905

5.000%,

12/01/37,

144A

12/27

at

100.00

N/R  

1,912,372

3,890

5.000%,

12/01/47,

144A

12/27

at

100.00

N/R  

3,818,074

2,870

Reno,

Nevada,

Redevelopment

Agency

Downtown

Project

Tax

Allocation

Bonds,

Series

2007C,

5.400%,

6/01/27

7/23

at

100.00

N/R  

2,843,452

30,500

Reno,

Nevada,

Subordinate

Lien

Sales

Tax

Revenue

Refunding

Capital

Appreciation

Bonds,

ReTrac-Reno

Transporation

Rail

Access

Corridor

Project,

Series

2018C,

0.000%,

7/01/58,

144A

7/38

at

31.26

N/R  

3,966,525

90,000

Reno,

Nevada,

Subordinate

Lien

Sales

Tax

Revenue

Refunding

Capital

Appreciation

Bonds,

ReTrac-Reno

Transporation

Rail

Access

Corridor

Project,

Series

2018D,

0.000%,

7/01/58,

144A

7/28

at

13.65

N/R  

9,097,200

Total

Nevada

234,981,166

New

Hampshire

-

0.1%

Manchester

Housing

and

Redevelopment

Authority,

New

Hampshire,

Revenue

Bonds,

Series

2000B:

50

0.000%,

1/01/25

-

ACA

Insured

No

Opt.

Call

Ba3  

46,429

370

0.000%,

1/01/27

-

ACA

Insured

No

Opt.

Call

Ba3  

311,026

730

0.000%,

1/01/29

-

ACA

Insured

No

Opt.

Call

Ba3  

551,062

3,320

0.000%,

1/01/30

-

ACA

Insured

No

Opt.

Call

Ba3  

2,366,031

20,000

National

Finance

Authority,

New

Hampshire,

Revenue

Bonds,

GHI

Kiran

Capital

LLC

Project,

Series

2022,

6.250%,

9/01/30,

144A

7/23

at

100.00

N/R  

19,202,600

Total

New

Hampshire

22,477,148

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

264

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

-

1.3%

$

7,170

Bayonne

Redevelopment

Agency,

New

Jersey,

Revenue

Bonds,

Royal

Caribbean

Cruises

Project,

Series

2006A,

5.375%,

11/01/35,

(AMT)

7/23

at

100.00

B  

$

6,138,165

3,570

Camden

County

Improvement

Authority,

New

Jersey,

School

Revenue

Bonds,

KIPP:

Cooper

Norcross

Academy

2022

Project,

Social

Series

2022,

6.000%,

6/15/62

12/30

at

100.00

BBB  

3,762,316

4,500

Hudson

County

Improvement

Authority,

New

Jersey,

County

Secured

Lease

Revenue

Bonds,

Hudson

County

Courthouse

Project,

Series

2020,

4.000%,

10/01/51

10/30

at

100.00

AA  

4,468,770

2,370

Middlesex

County

Improvement

Authority,

New

Jersey,

Senior

Revenue

Bonds,

Heldrich

Center

Hotel/Conference

Center

Project,

Series

2005A,

5.125%,

1/01/37

(4)

7/23

at

100.00

Caa3  

1,561,735

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Greater

Brunswick

Charter

School,

Series

2014A:

850

5.625%,

8/01/34,

144A

8/24

at

100.00

N/R  

850,000

1,530

5.875%,

8/01/44,

144A

8/24

at

100.00

N/R  

1,532,509

1,000

6.000%,

8/01/49,

144A

8/24

at

100.00

N/R  

1,002,400

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Teaneck

Community

Charter

School,

Series

2017A:

1,120

5.000%,

9/01/37,

144A

9/27

at

100.00

BB  

1,073,834

2,325

5.125%,

9/01/52,

144A

9/27

at

100.00

BB  

2,114,401

New

Jersey

Economic

Development

Authority,

Fixed

Rate

Revenue

Bonds,

Lions

Gate

Project,

Series

2014:

1,075

5.000%,

1/01/34

1/24

at

100.00

N/R  

1,060,337

1,675

5.250%,

1/01/44

1/24

at

100.00

N/R  

1,573,009

New

Jersey

Economic

Development

Authority,

Lease

Revenue

Bonds,

State

Government

Buildings-Juvenile

Justice

Commission

Facilities

Project,

Series

2018C:

230

5.000%,

6/15/36

12/27

at

100.00

A-  

241,645

1,000

5.000%,

6/15/47,

(UB)

(5)

12/27

at

100.00

BBB+  

1,028,260

5,000

New

Jersey

Economic

Development

Authority,

Natural

Gas

Facilities

Revenue

Bonds,

New

Jersey

Natural

Gas

Company

Project,

Refunding

Series

2011B,

3.000%,

8/01/43,

(AMT),

(UB)

(5)

8/24

at

100.00

A1  

3,712,900

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-  

2,627,950

6,000

New

Jersey

Economic

Development

Authority,

New

Jersey,

Transit

Transportation

Project

Revenue

Bonds,

Series

2020A,

4.000%,

11/01/44,

(UB)

(5)

11/29

at

100.00

BBB+  

5,785,080

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2015WW:

14,865

5.250%,

6/15/40,

(Pre-refunded

6/15/25),

(UB)

6/25

at

100.00

A-  (7)

15,521,587

865

5.250%,

6/15/40,

(Pre-refunded

6/15/25),

(UB)

6/25

at

100.00

N/R  (7)

903,207

15,000

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2016AAA,

5.000%,

6/15/41,

(Pre-refunded

12/15/26),

(UB)

(5)

12/26

at

100.00

A-  (7)

16,077,450

8,000

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)

8,673,680

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Bonds,

Series

2019LLL:

12,475

4.000%,

6/15/44,

(UB)

(5)

12/29

at

100.00

BBB+  

12,033,385

39,360

4.000%,

6/15/49,

(UB)

(5)

12/29

at

100.00

BBB+  

37,190,870

265

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

New

Jersey

Economic

Development

Authority,

School

Revenue

Bonds,

Leap

Academy

University

Charter

School

Inc.

Project;

Series

2014A:

$

850

6.000%,

10/01/34,

144A

10/24

at

100.00

BB-  

$

855,032

2,255

6.200%,

10/01/44,

144A

10/24

at

100.00

BB-  

2,265,373

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2000A

&

2000B:

4,050

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

BB-  

4,115,691

3,000

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

BB-  

3,048,660

2,580

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2003,

5.500%,

6/01/33,

(AMT)

7/23

at

101.00

BB-  

2,607,864

15,895

New

Jersey

Health

Care

Facilities

Financing

Authority,

Revenue

Bonds,

Village

Drive

Healthcare

Urban

Renewal

LLC,

Series

2018,

5.750%,

10/01/38,

144A

10/26

at

102.00

N/R  

12,275,232

7,625

New

Jersey

Higher

Education

Student

Assistance

Authority,

Student

Loan

Revenue

Bonds,

Subordinate

Series

2020C,

4.250%,

12/01/50,

(AMT),

(UB)

(5)

12/28

at

100.00

A2  

6,930,668

5,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2023A,

4.250%,

6/15/40,

(UB)

,

(WI/DD)

6/33

at

100.00

A-  

5,025,150

10,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

Program

Bonds,

Series

2023AA,

4.250%,

6/15/44

6/33

at

100.00

A-  

9,908,100

925

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2009A,

0.000%,

12/15/38

No

Opt.

Call

A-  

476,144

40,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

4.500%,

6/15/49,

(UB)

(5)

12/28

at

100.00

BBB+  

40,197,200

2,965

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/44,

(UB)

(5)

12/28

at

100.00

A-  

3,094,393

15,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2020AA,

4.000%,

6/15/45,

(UB)

(5)

12/30

at

100.00

A-  

14,361,000

5,000

Tobacco

Settlement

Financing

Corporation,

New

Jersey,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A,

5.250%,

6/01/46

6/28

at

100.00

BBB+  

5,192,150

Total

New

Jersey

239,286,147

New

Mexico

-

0.1%

1,185

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

7.250%,

10/01/43

10/23

at

100.00

N/R  

1,185,403

650

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2015,

5.750%,

10/01/44

10/25

at

100.00

N/R  

599,813

3,185

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  

1,514,213

560

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  

528,550

3,890

Mariposa

East

Public

Improvement

District,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2015C,

5.900%,

9/01/32

No

Opt.

Call

N/R  

3,608,831

2,000

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  

1,974,620

Trails

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2008:

250

7.625%,

10/01/23

7/23

at

100.00

N/R  

250,073

3,145

7.750%,

10/01/38

7/23

at

100.00

N/R  

3,144,654

4,880

Volterra

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2014,

7.250%,

10/01/43

10/24

at

100.00

N/R  

4,713,836

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

266

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

(continued)

$

2,000

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  

$

1,685,660

5,000

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  

4,505,300

Total

New

Mexico

23,710,953

New

York

-

10.7%

14,015

Broome

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

United

Health

Services

Hospitals,

Inc.

Project,

Series

2020,

3.000%,

4/01/45

-

AGM

Insured

4/30

at

100.00

AA  

10,974,306

1,050

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

5.000%,

6/15/57

6/32

at

100.00

BB+  

966,630

4,000

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

KIPP

New

York

City

Public

School

Facilities,

Canal

West

Project,

Series

2022,

5.250%,

7/01/57

7/32

at

100.00

BBB-  

4,071,680

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Metropolitan

College

of

New

York,

Series

2014:

200

5.000%,

11/01/39

11/24

at

100.00

BB-  

163,956

7,645

5.500%,

11/01/44

11/24

at

100.00

BB-  

6,325,014

42,020

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  

42,019,580

2,575

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  

2,582,030

17,240

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1,

5.500%,

6/01/55,

144A

12/30

at

100.00

N/R  

13,594,257

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1:

5,000

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R  

4,099,100

10,000

5.000%,

6/01/55,

144A

12/30

at

100.00

N/R  

7,263,600

2,125

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Taxable

Series

2020A-2,

5.250%,

6/01/28,

144A

No

Opt.

Call

N/R  

1,991,720

20

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Taxable

Series

2020B-2,

5.250%,

6/01/24,

144A

No

Opt.

Call

N/R  

19,872

665

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Taxable

Series

2020C-2,

5.250%,

6/01/25,

144A

No

Opt.

Call

N/R  

640,940

10,000

Dormitory

Authority

of

the

State

of

New

York,  State

Personal

Income

Tax

Revenue

Bonds,  General

Purpose,

Series

2021B,

4.000%,

3/15/47,

(UB)

3/31

at

100.00

AA+  

9,783,500

33,000

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-  

32,586,180

4,870

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-  

4,871,997

675

Dormitory

Authority

of

the

State

of

New

York,

Insured

Revenue

Bonds,

Pace

University,

Series

2013A,

5.000%,

5/01/38

7/23

at

100.00

BBB-  

673,812

12,000

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

NYU

Langone

Hospitals

Obligated

Group,

Series

2020A,

4.000%,

7/01/50,

(UB)

(5)

7/30

at

100.00

A2  

11,202,720

267

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Saint

Josephs

College,

Series

2021:

$

225

4.000%,

7/01/40

7/30

at

100.00

BBB-  

$

203,344

650

5.000%,

7/01/51

7/30

at

100.00

BBB-  

651,469

Dormitory

Authority

of

the

State

of

New

York,

Revenue

Bonds,

Vaughn

College

of

Aeronautics

&

Technology,

Series

2016A:

5,000

5.500%,

12/01/36,

144A

12/26

at

100.00

BB-  

4,925,200

4,000

5.500%,

12/01/46,

144A

12/26

at

100.00

BB-  

3,712,080

5,710

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+  

5,560,569

21,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2018A,

4.000%,

3/15/48,

(UB)

(5)

9/28

at

100.00

Aa1  

20,492,430

10,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019A.

Bidding

Group

1,2,3,4,

4.000%,

3/15/49,

(UB)

3/29

at

100.00

Aa1  

9,738,300

4,045

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019A.

Bidding

Group

1,2,3,4,

4.000%,

3/15/49

3/29

at

100.00

Aa1  

3,939,142

8,860

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2019D,

4.000%,

2/15/47,

(UB)

(5)

2/30

at

100.00

Aa1  

8,668,713

4,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

Tender

Option

Bond

Trust

2015-XF1030,

7.071%,

3/15/44,

144A,

(IF)

(5)

3/24

at

100.00

Aa2  

4,167,920

3,520

Dormitory

Authority

of

the

State

of

New

York,

State

Sales

Tax

Revenue

Bonds,

Series

2017A,

4.000%,

3/15/46

3/27

at

100.00

AA+  

3,484,026

2,000

Erie

County

Tobacco

Asset

Securitization

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005A,

5.000%,

6/01/38

7/23

at

100.00

BB+  

1,928,620

13,765

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016B,

0.000%,

1/01/45

No

Opt.

Call

N/R  

3,584,819

48,500

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Capital

Appreciation

Series

2016C,

5.625%,

1/01/55

1/34

at

100.00

N/R  

42,807,555

5,560

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Current

Interest

Series

2016A,

5.000%,

1/01/56

1/27

at

100.00

N/R  

4,861,664

4,770

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Refunding

Series

2020B,

5.660%,

2/01/44

2/30

at

100.00

N/R  

4,623,323

9,600

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2017A,

6.240%,

2/01/47

2/27

at

100.00

N/R  

9,792,768

12,120

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2018A,

6.760%,

2/01/48

2/28

at

100.00

N/R  

12,679,459

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2020A:

4,460

5.530%,

2/01/40

2/30

at

100.00

N/R  

4,309,609

5,880

5.730%,

2/01/50

2/30

at

100.00

N/R  

5,654,972

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

268

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2021A:

$

2,480

4.450%,

2/01/41

2/30

at

100.00

A2  

$

1,958,505

5,890

4.600%,

2/01/51

2/30

at

100.00

A2  

4,372,972

325

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Taxable

Series

2021B,

5.000%,

2/01/25

No

Opt.

Call

A2  

307,369

10,000

Hudson

Yards

Infrastructure

Corporation,

New

York,

Revenue

Bonds,

Second

Indenture

Fiscal

2017

Series

A,

4.000%,

2/15/47

-

AGM

Insured,

(UB)

(5)

2/27

at

100.00

A+  

9,784,100

5,000

Madison

County

Capital

Resource

Corporation,

New

York,

Revenue

Bonds,

Cazenovia

College

Project,

Series

2019A,

5.500%,

9/01/23

(4)

No

Opt.

Call

N/R  

1,750,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Bonds,

Tender

Option

Bond

Trust

Series

2022-Xf3000-3:

27,000

4.000%,

11/15/50,

(UB)

(5)

5/31

at

100.00

BBB+  

25,137,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2019B:

9,000

4.000%,

11/15/49

-

AGM

Insured,

(UB)

(5)

5/29

at

100.00

A-  

8,783,910

9,780

5.000%,

11/15/52,

(UB)

,

(WI/DD)

5/29

at

100.00

BBB+  

10,068,510

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020A-1:

7,450

5.000%,

11/15/47,

(UB)

(5)

5/30

at

100.00

BBB+  

7,739,730

20,000

4.000%,

11/15/54

-

AGM

Insured,

(UB)

(5)

5/30

at

100.00

A-  

19,280,400

2,535

4.000%,

11/15/54

-

AGM

Insured

5/30

at

100.00

A-  

2,443,791

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1:

25,975

4.750%,

11/15/45,

(UB)

(5)

5/30

at

100.00

BBB+  

26,467,226

33,430

5.000%,

11/15/50,

(UB)

(5)

5/30

at

100.00

BBB+  

34,644,846

55,425

5.250%,

11/15/55,

(UB)

(5)

5/30

at

100.00

BBB+  

58,185,720

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-1:

6,500

5.000%,

11/15/43,

(UB)

(5)

11/30

at

100.00

BBB+  

6,818,500

37,400

5.000%,

11/15/45,

(UB)

(5)

11/30

at

100.00

BBB+  

39,066,544

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-2:

20,500

4.000%,

11/15/47,

(UB)

(5)

11/30

at

100.00

BBB+  

19,256,265

33,280

4.000%,

11/15/48,

(UB)

(5)

11/30

at

100.00

BBB+  

31,151,411

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-3:

29,130

4.000%,

11/15/49,

(UB)

(5)

11/30

at

100.00

BBB+  

27,191,981

10,000

4.000%,

11/15/50,

(UB)

(5)

11/30

at

100.00

BBB+  

9,310,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2021A-1:

20,000

4.000%,

11/15/47,

(UB)

(5)

5/31

at

100.00

BBB+  

18,786,600

10,400

4.000%,

11/15/48,

(UB)

(5)

5/31

at

100.00

BBB+  

9,734,816

31,080

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Green

Climate

Certified

Series

2020E,

4.000%,

11/15/45,

(UB)

(5)

11/30

at

100.00

BBB+  

29,423,125

73,625

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Refunding

Series

2017D,

4.000%,

11/15/42,

(UB)

(5)

5/28

at

100.00

BBB+  

70,832,404

9,800

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2013E,

5.000%,

11/15/43,

(UB)

(5)

11/23

at

100.00

BBB+  

9,803,626

269

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

15,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Series

2021A-2,

4.000%,

11/15/43,

(UB)

(5)

5/31

at

100.00

BBB+  

$

14,385,300

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Academy

of

Health

Sciences

Charter

School

Project,

Social

Impact

Series

2022:

2,675

5.875%,

7/01/52,

144A

7/32

at

100.00

N/R  

2,595,339

2,000

6.000%,

7/01/57,

144A

7/32

at

100.00

N/R  

1,940,800

5,000

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019,

5.000%,

1/01/50

1/26

at

103.00

N/R  

3,999,600

9,070

MTA

Hudson

Rail

Yards

Trust

Obligations,

New

York,

MTA

Financing

Agreement

Payable

by

the

Metropolitan

Transportation

Authority,

Series

2016A,

5.000%,

11/15/56,

(UB)

(5)

11/23

at

100.00

A3  

9,076,984

Nassau

County

Tobacco

Settlement

Corporation,

New

York,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2006A-3:

760

5.000%,

6/01/35

7/23

at

100.00

CCC+  

707,575

710

5.125%,

6/01/46

7/23

at

100.00

CCC+  

657,247

14,000

Nassau

County,

New

York,

General

Obligation

Bonds,

General

Improvement

Series

2022A,

4.250%,

4/01/52,

(UB)

(5)

4/32

at

100.00

A  

14,131,040

5,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Series

2014G,

3.900%,

5/01/45

11/23

at

100.00

Aa2  

4,663,500

5,110

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Development

Green

Series

2021F-1,

2.400%,

11/01/46

5/29

at

100.00

Aa2  

3,373,213

8,155

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Development

Series

2020A-1C,

3.000%,

11/01/55

5/28

at

100.00

Aa2  

5,715,269

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007:

3,970

2.250%,

10/01/22

(4)

No

Opt.

Call

N/R  

3,176,000

28,995

2.300%,

10/01/27

(4)

7/23

at

100.00

N/R  

23,196,000

34,160

5.750%,

10/01/37

(4)

7/23

at

100.00

N/R  

27,328,000

84,140

2.350%,

10/01/46

(4)

7/23

at

100.00

N/R  

67,312,000

6,750

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Yankee

Stadium

Project,

Series

2020A,

4.000%,

3/01/45

-

AGM

Insured,

(UB)

(5)

9/30

at

100.00

A1  

6,488,573

7,615

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2020

Serries

BB-1,

4.000%,

6/15/49,

(UB)

(5)

12/29

at

100.00

AA+  

7,509,989

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Second

General

Resolution

Revenue

Bonds,

Fiscal

2023

Series

DD:

15,000

4.125%,

6/15/46,

(UB)

(5)

6/33

at

100.00

AA+  

15,079,950

27,000

4.125%,

6/15/47,

(UB)

(5)

6/33

at

100.00

AA+  

26,962,740

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2015S-2:

2,500

5.000%,

7/15/40,

(UB)

(5)

7/25

at

100.00

AA  

2,571,500

5,000

5.000%,

7/15/41,

(UB)

(5)

7/25

at

100.00

AA  

5,138,050

13,495

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2020

Subseries

B-1,

4.000%,

11/01/43,

(UB)

11/29

at

100.00

Aa1  

13,364,099

6,030

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

C-1,

4.000%,

5/01/47

11/30

at

100.00

Aa1  

5,925,922

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

270

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2021

Subseries

E-1:

$

5,710

4.000%,

2/01/43,

(UB)

(5)

2/31

at

100.00

0  

$

5,656,040

2,660

4.000%,

2/01/46

2/31

at

100.00

Aa1  

2,621,377

14,150

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2022

Subseries

B-1,

4.000%,

8/01/48,

(UB)

(5)

8/31

at

100.00

Aa1  

13,891,904

10,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

Series

2023F-1,

4.000%,

2/01/51,

(UB)

(5)

2/33

at

100.00

Aa1  

9,769,000

10,725

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2021

Series

F-1,

4.000%,

3/01/47,

(UB)

3/31

at

100.00

AA  

10,541,281

10,000

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

E-1,

4.000%,

4/01/50,

(UB)

(5)

4/33

at

100.00

AA  

9,752,100

75,000

New

York

Counties

Tobacco

Trust

V,

New

York,

Tobacco

Settlement

Pass-

Through

Bonds,

SubordinateTurbo

CABs,

Series

2005-S2,

0.000%,

6/01/50

7/23

at

19.89

N/R  

10,593,000

10,635

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  

10,496,851

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

2

Series

2014:

4,000

5.150%,

11/15/34,

144A

11/24

at

100.00

N/R  

4,010,120

27,245

5.375%,

11/15/40,

144A

11/24

at

100.00

N/R  

27,304,939

101,390

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  

102,655,347

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

7

World

Trade

Center

Project,

Refunding

Green

Series

2022A-CL2:

9,270

3.125%,

9/15/50

,

(WI/DD)

3/30

at

100.00

Aaa  

7,217,066

3,000

3.250%,

9/15/52

3/30

at

100.00

Aa3  

2,317,200

3,835

New

York

State

Housing

Finance

Agency,

Affordable

Housing

Revenue

Bonds,

Climate

Bond

Certified/Sustainability

Series

2019P,

3.150%,

11/01/54

5/28

at

100.00

Aa2  

2,800,087

New

York

State

Mortgage

Agency,

Homeowner

Mortgage

Revenue

Bonds,

Social

Series

250:

1,000

4.300%,

10/01/38,

(UB)

(5)

4/32

at

100.00

Aa1  

1,003,830

3,150

4.650%,

10/01/43,

(UB)

(5)

4/32

at

100.00

Aa1  

3,190,383

New

York

State

Power

Authority,

General

Revenue

Bonds,

Series

2020A:

10,000

4.000%,

11/15/50,

(UB)

(5)

5/30

at

100.00

AA  

9,797,200

27,365

4.000%,

11/15/55,

(UB)

,

(WI/DD)

(5)

5/30

at

100.00

AA  

26,541,861

3,150

4.000%,

11/15/60

5/30

at

100.00

AA  

3,020,157

7,495

New

York

State

Power

Authority,

Green

Transmission

Project

Revenue

Bonds,

Green

Series

2022A,

4.000%,

11/15/61

-

AGM

Insured,

(UB)

(5)

11/31

at

100.00

A1  

7,262,205

15,600

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Series

2021O,

4.000%,

1/01/45,

(UB)

(5)

7/31

at

100.00

A  

15,347,436

20,000

New

York

State

Thruway

Authority,

General

Revenue

Junior

Indebtedness

Obligations,

Series

2019B,

4.000%,

1/01/53,

(UB)

(5)

1/30

at

100.00

A-  

19,098,000

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

1

Series

2022A:

5,000

4.000%,

3/15/49,

(UB)

(5)

9/32

at

100.00

AA+  

4,861,450

8,500

4.125%,

3/15/52,

(UB)

(5)

9/32

at

100.00

AA+  

8,343,430

271

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

5

Transportation

Series

2021A-1:

$

7,045

4.000%,

3/15/43,

(UB)

(5)

3/31

at

100.00

AA+  

$

6,968,632

15,000

4.000%,

3/15/46,

(UB)

(5)

3/31

at

100.00

AA+  

14,694,150

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Climate

Certified

Green

Series

2022C:

13,930

4.125%,

3/15/56,

(UB)

(5)

9/32

at

100.00

N/R  

13,575,203

17,255

4.125%,

3/15/57,

(UB)

(5)

9/32

at

100.00

N/R  

16,749,256

24,635

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2020A,

4.000%,

3/15/45,

(UB)

(5)

9/30

at

100.00

Aa1  

24,310,803

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

27,235

5.000%,

7/01/46,

(AMT)

7/24

at

100.00

Baa2  

26,944,675

4,990

5.000%,

7/01/46

-

AGM

Insured,

(AMT),

(UB)

(5)

7/24

at

100.00

A1  

5,003,822

15,665

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

Baa2  

15,685,051

4,740

4.000%,

1/01/51

-

AGM

Insured,

(AMT),

(UB)

(5)

7/24

at

100.00

BBB  

4,332,550

305

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%,

8/01/26,

(AMT)

7/23

at

100.00

B-  

305,515

9,385

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020,

5.250%,

8/01/31,

(AMT)

8/30

at

100.00

B-  

9,780,015

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020:

5,000

5.000%,

10/01/35,

(AMT)

10/30

at

100.00

BB+  

5,243,850

2,500

5.000%,

10/01/40,

(AMT)

10/30

at

100.00

BB+  

2,558,350

2,500

4.375%,

10/01/45,

(AMT)

10/30

at

100.00

BB+  

2,445,875

3,135

Ogdensburg

Bridge

and

Port

Authority,

New

York,

Revenue

Bonds,

Series

2017,

5.750%,

7/01/47,

(AMT),

144A

7/27

at

100.00

N/R  

2,863,948

1,720

Otsego

County

Capital

Resource

Corporation,

New

York,

Revenue

Bonds,

Hartwick

College

Project,

Series

2015A,

5.000%,

10/01/45

10/25

at

100.00

B2  

1,355,876

14,765

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Eighteen

Series

2019,

4.000%,

11/01/41,

(AMT),

(UB)

(5)

11/29

at

100.00

AA-  

14,492,881

12,200

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Eleventh

Series

2018,

4.000%,

9/01/43,

(UB)

(5)

9/28

at

100.00

AA-  

12,182,188

20,660

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Seventeen

Series

2019,

4.000%,

11/01/49,

(UB)

(5)

11/29

at

100.00

AA-  

20,339,563

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-One

Series

2020:

1,900

4.000%,

7/15/37,

(AMT),

(UB)

(5)

7/30

at

100.00

AA-  

1,918,867

25,765

4.000%,

7/15/55,

(AMT),

(UB)

(5)

7/30

at

100.00

AA-  

24,087,441

9,265

4.000%,

7/15/60,

(AMT),

(UB)

(5)

7/30

at

100.00

AA-  

8,543,164

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-Third

Series

2021:

9,635

4.000%,

7/15/46,

(AMT),

(UB)

(5)

7/31

at

100.00

AA-  

9,257,212

5,745

4.000%,

7/15/51,

(AMT),

(UB)

(5)

7/31

at

100.00

A+  

5,437,872

21,090

4.000%,

7/15/61,

(AMT),

(UB)

(5)

7/31

at

100.00

AA-  

19,393,309

21,000

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  

2,350,110

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

272

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

2,000

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A,

5.000%,

1/01/33,

(AMT)

1/26

at

100.00

C  

$

1,536,740

Triborough

Bridge

and

Tunnel

Authority,

New

York,

General

Purpose

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

Series

2018A:

5,000

4.000%,

11/15/47,

(UB)

(5)

5/28

at

100.00

AA-  

4,875,000

19,655

4.000%,

11/15/48,

(UB)

(5)

5/28

at

100.00

AA-  

19,112,719

5,045

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021C-1A,

4.000%,

5/15/46,

(UB)

(5)

11/31

at

100.00

AA+  

4,949,044

5,110

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2021C-3,

4.000%,

5/15/51,

(UB)

(5)

11/31

at

100.00

AA+  

4,950,108

20,000

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Payroll

Mobility

Tax

Bonds,

Senior

Lien

Series

2022

A,

4.000%,

5/15/51,

(UB)

(5)

5/32

at

100.00

AA+  

19,374,200

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax

Series

2023A:

13,050

4.125%,

5/15/53,

(UB)

(5)

5/33

at

100.00

AA+  

12,818,362

23,125

4.250%,

5/15/58

5/33

at

100.00

AA+  

22,957,575

79,210

4.250%,

5/15/58,

(UB)

(5)

5/33

at

100.00

AA+  

78,636,520

20,930

4.500%,

5/15/63,

(UB)

(5)

5/33

at

100.00

AA+  

21,161,695

9,060

Triborough

Bridge

and

Tunnel

Authority,

New

York,

Sales

Tax

Revenue

Bonds,

MTA

Bridges

&

Tunnels,

TBTA

Capital

Lockbox-City

Sales

Tax,

Series

2022A,

4.000%,

5/15/57,

(UB)

(5)

11/32

at

100.00

AA+  

8,781,586

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006:

10,000

5.000%,

6/01/45

6/27

at

100.00

CCC+  

9,489,200

33,240

5.000%,

6/01/48

6/27

at

100.00

N/R  

31,126,601

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv

Series

2021A:

5,000

5.000%,

7/01/36,

144A

7/27

at

104.00

N/R  

4,574,400

6,530

5.000%,

7/01/41,

144A

7/27

at

104.00

N/R  

5,617,628

11,000

4.500%,

7/01/56,

144A

7/27

at

104.00

N/R  

7,809,780

7,000

5.000%,

7/01/56,

144A

7/27

at

104.00

N/R  

5,509,840

1,225

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Pace

University,

Series

2014A,

5.000%,

5/01/34

5/24

at

100.00

BBB-  

1,229,067

Total

New

York

1,910,637,424

North

Carolina

-

0.2%

5,000

Charlotte,

North

Carolina,

Airport

Revenue

Bonds,

Charlotte

Douglas

International,

Series

2021B,

4.000%,

7/01/51,

(AMT),

(UB)

(5)

7/31

at

100.00

0  

4,709,700

8,540

Charlotte,

North

Carolina,

Water

and

Sewer

System

Revenue

Bonds,

Series

2022A,

4.000%,

7/01/52,

(UB)

(5)

7/32

at

100.00

AAA  

8,429,834

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023:

3,625

5.250%,

7/01/48

-

AGM

Insured,

(AMT),

(UB)

(5)

7/33

at

100.00

A1  

3,884,840

5,100

5.250%,

7/01/53

-

AGM

Insured,

(AMT),

(UB)

(5)

7/33

at

100.00

A1  

5,430,327

167

Hillsborough,

North

Carolina,

Special

Assessement

Revenue

Bonds,

Series

2013,

7.750%,

2/01/24

7/23

at

100.00

N/R  

166,978

1,600

Mooresville,

North

Carolina,

Special

Assessment

Revenue

Bonds,

Series

2015,

5.375%,

3/01/40,

144A

3/25

at

100.00

N/R  

1,484,944

11,835

North

Carolina

Department

of

Transportation,

Private

Activity

Revenue

Bonds,

I-77

Hot

Lanes

Project,

Series

2015,

5.000%,

6/30/54,

(AMT)

6/25

at

100.00

BBB  

11,724,461

273

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

North

Carolina

(continued)

$

210

North

Carolina

Medical

Care

Commission,

Revenue

Bonds,

First

Mortgage

Galloway

Ridge

Project,

Refunding

Series

2014A,

5.250%,

1/01/41,

(Pre-refunded

1/01/24)

1/24

at

100.00

N/R  (7)

$

211,945

7,045

Winston-Salem,

North

Carolina,

Multifamily

Housing

Revenue

Bonds,

Rolling

Hills

Apartments,

Series

2016,

4.400%,

11/01/56,

(Mandatory

Put

7/01/34)

7/33

at

100.00

N/R  

6,072,404

Total

North

Carolina

42,115,433

North

Dakota

-

0.1%

3,300

Grand

Forks,

North

Dakota,

Senior

Housing

&

Nursing

Facilities

Revenue

Bonds,

Valley

Homes

and

Services

Obligated

Group,

Series

2017,

5.000%,

12/01/36

12/26

at

100.00

N/R  

2,984,652

10,000

North

Dakota

Housing

Finance

Agency,

Home

Mortgage

Finance

Program

Bonds,

Social

Series

2023A,

4.600%,

7/01/43,

(UB)

(5)

7/32

at

100.00

Aa1  

10,087,700

Williston,

North

Dakota,

Multifamily

Housing

Revenue

Bonds,

Eagle

Crest

Apartments

LLC

Project,

Series

2013:

3,070

6.250%,

9/01/23

(4)

No

Opt.

Call

N/R  

1,381,500

14,230

7.750%,

9/01/38

(4)

9/23

at

100.00

N/R  

6,403,500

Total

North

Dakota

20,857,352

Ohio

-

2.6%

9,900

Akron,

Bath

and

Copley

Joint

Township

Hospital

District,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Summa

Health

System,

Refunding

&

Improvement

Series

2016,

5.250%,

11/15/46

11/26

at

100.00

BBB+  

10,030,284

927,105

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  

115,044,459

56,740

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  

53,219,283

6,275

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  

4,970,114

6,765

Hamilton

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

UC

Health,

Series

2020,

5.000%,

9/15/50,

(UB)

(5)

3/30

at

100.00

Baa3  

6,555,217

3,800

Hamilton

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

UC

Health,

Tender

Option

Bond

Trust

2015-XF1005,

5.733%,

2/01/44,

144A,

(IF)

(5)

2/24

at

100.00

A3  

3,537,078

2,000

Hardin

County,

Ohio

Economic

Development

Facility

Revenue

Bonds,

Ohio

Northern

University,

Refunding

&

Improvement

Series

2020,

5.500%,

5/01/50

5/27

at

103.00

N/R  

1,752,000

2,480

Hilliard

Hickory

Chase

Community

Authority,

Ohio,

Infustructure

Improvement

Revenue

Bonds,

Hickory

Chase

Project,

Senior

Series

2019A,

5.000%,

12/01/40,

144A

12/29

at

100.00

N/R  

2,235,522

3,250

Jeffrey

Place

New

Community

Authority,

Ohio,

Jeffrey

Place

Redevelopment

Bonds,

Series

2007A,

5.000%,

12/01/32

7/23

at

100.00

N/R  

3,023,182

6,330

Jeffrey

Place

New

Community

Authority,

Ohio,

Jeffrey

Place

Redevelopment

Bonds,

Series

2014A,

6.250%,

12/01/33

7/23

at

100.00

N/R  

6,063,697

4,640

Lorain

County

Port

Authority,

Ohio,

Tax

Increment

Revenue

Bonds,

North

Ridgeville-

Riddell

Public

Improvement

Project,

Series

2017,

5.750%,

12/01/41,

144A

12/26

at

100.00

N/R  

4,378,350

16,000

Miami

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

Improvement

Series

2019,

5.000%,

8/01/49,

(UB)

(5)

8/28

at

100.00

A2  

16,339,360

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

274

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

5,975

Montgomery

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Kettering

Health

Network

Obligated

Group

Project,

Refunding

&

Improvement

Series

2021,

3.000%,

8/01/40,

(UB)

(5)

2/31

at

100.00

A2  

$

4,755,742

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  

10,348,556

Muskingum

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Genesis

HealthCare

System

Obligated

Group

Project,

Series

2013:

3,685

5.000%,

2/15/33

7/23

at

100.00

Ba2  

3,673,797

7,060

5.000%,

2/15/44

7/23

at

100.00

Ba2  

6,613,526

1,500

5.000%,

2/15/48

7/23

at

100.00

Ba2  

1,388,535

500

Northeast

Ohio

Medical

University,

General

Receipts

Bonds,

Refunding

Series

2021A,

3.000%,

12/01/40

12/30

at

100.00

Baa1  

390,220

77,813

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  

778

27,085

Ohio

Air

Quality

Development

Authority,

Ohio,

Exempt

Facilities

Revenue

Bonds,

AMG

Vanadium

Project,

Series

2019,

5.000%,

7/01/49,

(AMT),

144A

7/29

at

100.00

B-  

24,977,787

18,020

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

9/01/23

No

Opt.

Call

N/R  

180

30,400

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-  

27,628,432

29,738

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(4)

No

Opt.

Call

N/R  

297

3,570

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(4)

No

Opt.

Call

N/R  

36

17,065

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010B,

3.750%,

6/01/33

(4)

No

Opt.

Call

N/R  

171

5,950

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005B,

3.125%,

1/01/34

(4)

No

Opt.

Call

N/R  

59

10,125

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33

(4)

No

Opt.

Call

N/R  

101

3,810

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

(4)

No

Opt.

Call

N/R  

38

7,175

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  

72

6,960

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Fixed

Interest

Rate

Series

2020A,

5.000%,

1/15/50,

(UB)

,

(WI/DD)

1/30

at

100.00

A  

7,173,046

10,135

Ohio

State,

Turnpike

Revenue

Bonds,

Ohio

Turnpike

and

Infrastructutre

Commission,

Series

2021A,

5.000%,

2/15/51

2/31

at

100.00

AA-  

10,958,874

48,650

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  

487

275

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

36,355

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  

$

364

11,290

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R  

113

16,065

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  

161

24,315

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  

243

19,175

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R  

192

49,675

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(4)

No

Opt.

Call

N/R  

497

17,055

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Special

Obligation

Development

TIF

Revenue

Bonds,

RBM

Development

-

Phase

2B

Project,

Series

2018A,

6.000%,

12/01/50

12/28

at

100.00

N/R  

16,672,627

13,880

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  

11,398,950

Seneca

County,

Ohio,

Health

Care

Facilities

Revenue

Bonds,

VOA

Care

Rehabilitation

Centers,

Inc.,

Series

2014A:

1,500

6.500%,

7/01/34

7/24

at

100.00

N/R  

1,355,760

3,000

6.750%,

7/01/43

7/24

at

100.00

N/R  

2,542,260

5,000

7.000%,

7/01/49

7/24

at

100.00

N/R  

4,260,150

1,200

Southeastern

Ohio

Port

Authority,

Hosptial

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group

Project,

Improvement

Series

2015,

5.500%,

12/01/43

12/24

at

100.00

B+  

1,091,760

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020A:

2,000

6.500%,

12/01/30,

(AMT),

144A

12/27

at

103.00

N/R  

1,710,500

42,350

7.000%,

12/01/42,

(AMT),

144A

12/27

at

103.00

N/R  

31,753,606

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020B:

8,000

10.000%,

12/01/25,

(AMT),

144A

12/24

at

105.00

N/R  

7,615,280

2,000

10.000%,

12/01/27,

(AMT),

144A

12/26

at

105.00

N/R  

1,836,500

25,585

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  

25,521,038

22,870

Washington

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group,

Series

2022,

6.750%,

12/01/52

12/32

at

100.00

N/R  

23,255,588

Total

Ohio

454,074,869

Oklahoma

-

0.3%

1,500

Mannford

Public

Works

Authority,

Oklahoma,

Revenue

Bonds,

Capital

Improvement

Series

2021,

3.250%,

1/01/51

1/29

at

100.00

N/R  

1,133,745

5,475

Norman

Regional

Hospital

Authority,

Oklahoma,

Hospital

Revenue

Bonds,

Series

2019,

4.000%,

9/01/45,

(UB)

(5)

9/29

at

100.00

Baa2  

4,583,506

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

276

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oklahoma

(continued)

$

9,615

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B,

5.500%,

8/15/52

8/28

at

100.00

BB-  

$

9,177,133

5,910

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2022,

5.500%,

8/15/37

8/32

at

100.00

N/R  

5,623,779

4,115

Oklahoma

Water

Resources

Board,

Revolving

Fund

Revenue

Bonds,

2019

Master

Trust,

Drinking

Water

Program

Series

2023A,

4.000%,

4/01/48

4/33

at

100.00

AAA  

4,009,203

Payne

County

Economic

Development

Authority,

Oklahoma,

Revenue

Bonds,

Epworth

Living

at

the

Ranch,

Series

2016A:

2,828

6.875%,

11/01/46

(4)

11/26

at

100.00

N/R  

7,071

4,149

7.000%,

11/01/51

(4)

11/26

at

100.00

N/R  

10,373

14,000

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2000B,

5.500%,

6/01/35,

(AMT)

7/23

at

100.00

N/R  

14,024,360

2,850

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2001A,

5.500%,

12/01/35,

(AMT)

7/23

at

100.00

N/R  

2,854,959

18,180

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2001B,

5.500%,

12/01/35,

(AMT)

7/23

at

100.00

N/R  

18,211,633

Total

Oklahoma

59,635,762

Oregon

-

0.4%

10,000

Medford

Hospital

Facilities

Authority,

Oregon,

Hospital

Revenue

Bonds,

Asante

Health

System,

Refunding

Series

2020A,

4.000%,

8/15/45

-

AGM

Insured,

(UB)

(5)

8/30

at

100.00

A+  

9,599,500

815

Oregon

Facilities

Authority,

Revenue

Bonds,

Howard

Street

Charter

School

Project,

Series

2019A,

5.250%,

6/15/55,

144A

6/27

at

102.00

N/R  

719,091

Oregon

Facilities

Authority,

Revenue

Bonds,

Metro

East

Web

Academy

Project,

Series

2019A:

670

5.000%,

6/15/39,

144A

6/27

at

102.00

N/R  

628,614

1,810

5.000%,

6/15/49,

144A

6/27

at

102.00

N/R  

1,590,556

Oregon

Facilities

Authority,

Revenue

Bonds,

Redmond

Proficiency

Academy

Project,

Series

2015A:

550

5.500%,

6/15/35,

144A

6/25

at

100.00

N/R  

550,380

1,650

5.750%,

6/15/46,

144A

6/25

at

100.00

N/R  

1,641,601

3,625

Oregon

Facilities

Authority,

Revenue

Bonds,

Redmond

Proficiency

Academy

Project,

Series

2016A,

5.250%,

6/15/51

6/25

at

100.00

N/R  

3,236,146

10,000

Oregon

Health

and

Science

University,

Revenue

Bonds,

Green

Series

2021A,

4.000%,

7/01/51,

(UB)

(5)

1/32

at

100.00

AA-  

9,889,600

9,135

Oregon

Health

and

Science

University,

Revenue

Bonds,

Series

2019A,

3.000%,

7/01/49,

(UB)

(5)

1/30

at

100.00

AA-  

6,916,200

2,410

Oregon

State

Facilities

Authority,

Oregon,

Charter

School

Revenue

Bonds,

Academy

for

Character

Education,

Series

2022A,

7.000%,

6/15/52,

144A

6/32

at

100.00

N/R  

2,433,739

320

Oregon

State

Facilities

Authority,

Oregon,

Charter

School

Revenue

Bonds,

Academy

for

Character

Education,

Series

2022B,

9.000%,

6/15/29,

144A

No

Opt.

Call

N/R  

319,286

3,125

Polk

County

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Dallas

Retirement

Village

Project,

Series

2015A,

5.375%,

7/01/45

7/25

at

100.00

N/R  

2,739,719

Port

of

Alsea,

Lincoln

County,

Oregon,

General

Obligation

Bonds,

Series

2018:

385

4.000%,

6/15/38

6/28

at

100.00

N/R  

380,880

800

4.375%,

6/15/43

6/28

at

100.00

N/R  

792,072

10,945

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Series

2020-27A,

4.000%,

7/01/50,

(AMT)

7/30

at

100.00

AA-  

10,300,011

277

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

$

7,870

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Series

2020-27A,

4.000%,

7/01/50,

(AMT),

(UB)

(5)

7/30

at

100.00

AA-  

$

7,406,221

2,480

Port

of

Saint

Helens,

Oregon,

Pollution

Control

Revenue

Bonds,

Boise

Cascade

Project,

Series

1997,

5.650%,

12/01/27

7/23

at

100.00

N/R  

2,484,861

Total

Oregon

61,628,477

Pennsylvania

-

2.2%

12,775

Allegheny

Country

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

B1  

12,828,910

2,905

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

,

Charter

School

Revenue

Bonds,

Propel

Charter

School-Sunrise,

Series

2013,

6.000%,

7/15/38

7/23

at

100.00

BB+  

2,907,092

4,000

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  

3,352,480

Allentown

Commercial

and

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Executive

Education

Academy

Charter

School,

Series

2017:

2,400

6.000%,

7/01/37,

144A

7/24

at

100.00

N/R  

2,401,560

11,015

6.250%,

7/01/47,

144A

7/24

at

100.00

N/R  

10,920,271

5,605

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  

5,766,312

35,695

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  

357

45,855

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35

(4)

No

Opt.

Call

N/R  

458

46,000

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(4)

No

Opt.

Call

N/R  

460

50,320

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  

503

9,200

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-  

6,758,228

17,965

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017,

5.000%,

11/01/47

11/27

at

100.00

B  

11,638,446

10,530

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Reading

Hospital

&

Medical

Center

Project,

Series

2012A,

5.000%,

11/01/44

7/23

at

100.00

B  

6,823,019

Central

Bradford

Progress

Authority,

Pennsylvania,

Revenue

Bonds,

Guthrie

Health,

Series

2021B:

8,160

3.000%,

12/01/44

-

BAM

Insured

12/31

at

100.00

AA  

6,566,270

6,305

4.000%,

12/01/51

-

BAM

Insured,

(UB)

(5)

12/31

at

100.00

AA  

5,975,312

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Simpson

Senior

Services

Project,

Series

2015A:

705

5.000%,

12/01/30

12/25

at

100.00

N/R  

664,907

680

5.000%,

12/01/35

12/25

at

100.00

N/R  

619,942

1,400

5.250%,

12/01/45

12/25

at

100.00

N/R  

1,230,796

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

278

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

6,000

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Collegium

Charter

School

Project,

Series

2017A,

5.250%,

10/15/47

4/27

at

100.00

BB  

$

5,506,740

1,000

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Collegium

Charter

School

Project,

Series

2022,

6.000%,

10/15/52,

144A

10/32

at

100.00

BB  

1,002,000

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Special

Obligation

Bonds,

Woodlands

at

Greystone

Project,

Series

2018:

484

5.000%,

3/01/38,

144A

3/28

at

100.00

N/R  

474,093

1,265

5.125%,

3/01/48,

144A

3/28

at

100.00

N/R  

1,185,735

1,595

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Clarion

University

Foundation

Inc.

Student

Housing

Project

at

Clarion

University,

Series

2014A,

5.000%,

7/01/45

7/24

at

100.00

A1  

1,606,723

7,775

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  

7,081,470

6,000

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  

6,025,980

3,000

Dubois

Hospital

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Penn

Highlands

Healthcare,

Series

2018,

4.000%,

7/15/43,

(UB)

(5)

1/28

at

100.00

A-  

2,818,350

8,455

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2014A,

4.000%,

6/01/41,

(UB)

(5)

6/24

at

100.00

A2  

8,156,454

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Thomas

Jefferson

University,

Series

2022B:

8,405

4.000%,

5/01/52

-

AGM

Insured

5/32

at

100.00

A1  

7,942,137

9,965

4.000%,

5/01/56

-

AGM

Insured,

(UB)

(5)

5/32

at

100.00

A1  

9,292,163

1,071

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Series

2013A0

&

AE2,

0.900%,

12/31/23

7/23

at

100.00

N/R  

192,843

510

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Recovery

Revenue

Bonds,

Northampton

Generating

Project,

Senior

Lien

Taxable

Series

2013B,

0.900%,

12/31/23

,

(cash

5.000%,

PIK

5.000%)

No

Opt.

Call

N/R  

91,811

3,725

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Tax

Increment

Financing

Revenue

Bonds,

Route

33

Project,

Series

2013,

7.000%,

7/01/32

7/23

at

100.00

N/R  

3,730,587

12,885

Pennsylvania

Economic

Development

Financing

Authority,

5.000%,

12/31/57,

(AMT),

(UB)

(5)

12/32

at

100.00

A1  

13,207,769

30,690

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)

6/30

at

100.00

N/R  

27,737,929

30,690

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)

6/30

at

100.00

N/R  

27,737,929

29,220

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2021A,

10.000%,

12/01/31

(4),(8)

No

Opt.

Call

N/R  

24,301,105

17,565

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Taxable

Series

2020B-2,

10.000%,

12/01/29,

144A

(4)

No

Opt.

Call

N/R  

16,419,411

279

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

20,520

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(4)

No

Opt.

Call

N/R  

$

205

13,275

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  

133

Pennsylvania

Economic

Development

Financing

Authority,

Pennsylvania,

Private

Activity

Revenue

Bonds,

The

PennDOT

Major

Bridges

Package

One

Project,

Series

2022:

1,990

5.750%,

6/30/48,

(AMT)

12/32

at

100.00

BBB-  

2,191,348

3,925

5.250%,

6/30/53,

(AMT)

12/32

at

100.00

BBB-  

4,082,589

2,765

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

LaSalle

University,

Series

2012,

5.000%,

5/01/42

7/23

at

100.00

BB-  

2,281,512

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

Pennsylvania

Health

System,

Series

2019:

2,500

4.000%,

8/15/44,

(UB)

(5)

8/29

at

100.00

Aa3  

2,428,000

20,770

4.000%,

8/15/49,

(UB)

(5)

8/29

at

100.00

Aa3  

19,651,951

Pennsylvania

Housing

Finance

Agency,

Single

Family

Mortgage

Revenue

Bonds,

Social

Series

2023-142A:

5,000

5.000%,

10/01/43,

(UB)

(5)

10/32

at

100.00

AA+  

5,213,700

10,000

5.000%,

10/01/50,

(UB)

(5)

10/32

at

100.00

AA+  

10,279,300

4,500

5.000%,

10/01/50

10/32

at

100.00

AA+  

4,625,685

Philadelphia

Authority

for

Industrial

Development

Senior

Living

Facilities,

Philadelphia,

Pennsylvania,

Revenue

Bonds,

Wesley

Enhanced

Living

Obligated

Group,

Series

2017A:

1,445

5.000%,

7/01/37

7/27

at

100.00

BB  

1,263,826

1,575

5.000%,

7/01/42

7/27

at

100.00

BB  

1,316,117

2,605

5.000%,

7/01/49

7/27

at

100.00

BB  

2,088,793

765

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Multifamily

Housing

Revenue

Bonds,

Presbyterian

Homes

Germantown

-

Morrisville

Project,

Series

2005A,

5.625%,

7/01/35

7/23

at

100.00

Baa3  

778,793

920

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Alliance

for

Progress

Charter

School,

Series

2019A,

5.000%,

6/15/39

6/26

at

100.00

N/R  

876,236

11,855

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  

10,283,146

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Mariana

Bracetti

Academy

Project,

Taxable

Series

2020B:

10,155

4.875%,

12/15/35,

144A

12/27

at

100.00

N/R  

9,113,503

11,045

5.125%,

12/15/44,

144A

12/27

at

100.00

N/R  

9,506,100

985

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Richard

Allen

Preparatory

Charter

School,

Series

2006,

6.250%,

5/01/33

7/23

at

100.00

N/R  

908,062

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Southwest

Leadership

Academy,

Series

2017:

345

6.470%,

11/01/37

11/27

at

100.00

N/R  

342,733

4,785

6.600%,

11/01/47

11/27

at

100.00

N/R  

4,704,804

875

Quakertown

General

Authority

Health

Facilities

Revenue

USDA

Loan

Anticipation

Notes

and

Revenue

Bonds

for

LifeQuest

Obligated

Group,

Pennsylvania,

Series

2017C,

5.300%,

7/01/42

7/23

at

100.00

N/R  

758,826

5,145

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

5.000%,

6/01/46

6/26

at

100.00

BB+  

4,584,812

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

280

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

32,385

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

Wellspan

Health

Obligated

Group,

Series

2019A,

4.000%,

6/01/49,

(UB)

(5)

6/29

at

100.00

Aa3  

$

30,409,515

Southcentral

Pennsylvania

General

Authority,

Revenue

Bonds,

York

Academy

Regional

Charter

School

Project,

Series

2018A:

7,500

6.000%,

7/15/38,

144A

7/28

at

100.00

N/R  

7,669,200

6,000

6.500%,

7/15/48,

144A

7/28

at

100.00

N/R  

6,201,840

Total

Pennsylvania

384,527,281

Puerto

Rico

-

6.7%

79,000

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005A,

0.000%,

5/15/50

7/23

at

18.02

N/R  

14,170,230

40,000

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2008A,

0.000%,

5/15/57

7/23

at

7.98

N/R  

2,873,200

2,592

HTA

Claas

6,

Puerto

Rico

Highway

and

Transportation

Authority

Highway

Revenue

Bonds,

Series

2022,

5.250%,

7/01/38

7/23

at

100.00

N/R  

2,593,172

736

PRHTA

SR

LIEN

SER

N

(2039)

CUSTODIAL

TR

Puerto

Rico

Highway

and

Transportation

Authority,

Highway

Revenue

Bonds,

Series

2007N,

2.993%,

12/06/49

No

Opt.

Call

N/R  

389,639

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

35,900

4.000%,

7/01/42,

144A

7/32

at

100.00

N/R  

31,450,554

5,965

4.000%,

7/01/47,

144A

7/32

at

100.00

N/R  

5,026,288

31,780

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/47,

144A

7/30

at

100.00

N/R  

30,913,995

19,165

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R  

16,789,690

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

21,525

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R  

18,857,191

57,855

4.000%,

7/01/47,

144A

7/31

at

100.00

N/R  

48,750,359

102,725

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Federally

Taxable

Build

America

Bonds,

Series

2010YY,

4.050%,

7/01/40

(4)

7/23

at

100.00

D  

38,778,688

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2010DDD:

30

3.957%,

7/01/23

(4)

No

Opt.

Call

N/R  

11,250

4,505

3.957%,

7/01/25

(4)

No

Opt.

Call

D  

1,689,375

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

2,840

4.800%,

7/01/29

(4)

7/23

at

100.00

D  

1,072,100

17,685

5.000%,

7/01/29

(4)

7/23

at

100.00

D  

6,676,088

53,397

3.957%,

7/01/42

(4)

7/23

at

100.00

D  

20,157,368

13,083

5.050%,

7/01/42

(4)

7/23

at

100.00

D  

4,938,832

5,845

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2003NN,

5.500%,

7/01/20

(4)

No

Opt.

Call

D  

2,191,875

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT:

7,260

3.957%,

7/01/20

(4)

No

Opt.

Call

D  

2,722,500

2,040

5.000%,

7/01/21

(4)

No

Opt.

Call

N/R  

765,000

5,165

3.957%,

7/01/23

(4)

No

Opt.

Call

Ca  

1,936,875

250

5.000%,

7/01/23

(4)

No

Opt.

Call

D  

93,750

1,065

3.957%,

7/01/24

(4)

7/23

at

100.00

D  

402,037

910

5.000%,

7/01/25

(4)

7/23

at

100.00

D  

343,525

90

5.000%,

7/01/26

(4)

7/23

at

100.00

D  

33,975

2,290

5.000%,

7/01/27

(4)

7/23

at

100.00

D  

864,475

21,440

3.957%,

7/01/32

(4)

7/23

at

100.00

D  

8,093,600

281

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

$

43,235

3.957%,

7/01/37

(4)

7/23

at

100.00

D  

$

16,321,213

1,465

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007VV,

3.999%,

7/01/20

(4)

No

Opt.

Call

D  

549,375

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA:

11,270

3.978%,

7/01/21

(4)

No

Opt.

Call

D  

4,226,250

3,420

3.978%,

7/01/23

(4)

No

Opt.

Call

D  

1,282,500

15

5.250%,

7/01/23

(4)

No

Opt.

Call

N/R  

5,625

21,705

5.250%,

7/01/25

(4)

7/23

at

100.00

D  

8,193,637

2,800

3.978%,

7/01/26

(4)

7/23

at

100.00

D  

1,057,000

630

5.250%,

7/01/27

(4)

7/23

at

100.00

D  

237,825

8,903

3.978%,

7/01/28

(4)

7/23

at

100.00

D  

3,360,882

2,735

5.250%,

7/01/29

(4)

7/23

at

100.00

D  

1,032,463

5,770

3.978%,

7/01/30

(4)

7/23

at

100.00

D  

2,178,175

4,478

5.250%,

7/01/31

(4)

7/23

at

100.00

D  

1,690,445

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010CCC:

280

3.957%,

7/01/21

(4)

No

Opt.

Call

D  

105,000

1,510

3.895%,

7/01/23

(4)

No

Opt.

Call

D  

566,250

185

5.000%,

7/01/23

(4)

No

Opt.

Call

N/R  

69,375

3,225

5.000%,

7/01/24

(4)

7/23

at

100.00

D  

1,217,437

2,000

4.625%,

7/01/25

(4)

7/23

at

100.00

D  

755,000

890

5.000%,

7/01/25

(4)

7/23

at

100.00

D  

335,975

30

3.937%,

7/01/26

(4)

7/23

at

100.00

D  

11,325

4,840

3.978%,

7/01/26

(4)

7/23

at

100.00

D  

1,827,100

365

3.957%,

7/01/27

(4)

7/23

at

100.00

D  

137,787

23,345

3.978%,

7/01/27

(4)

7/23

at

100.00

D  

8,812,738

14,586

3.990%,

7/01/28

(4)

7/23

at

100.00

D  

5,506,215

2,220

5.000%,

7/01/28

(4)

7/23

at

100.00

D  

838,050

6,200

5.250%,

7/01/28

(4)

7/23

at

100.00

D  

2,340,500

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010XX:

1,960

3.926%,

7/01/25

(4)

7/23

at

100.00

D  

739,900

215

3.937%,

7/01/26

(4)

7/23

at

100.00

D  

81,162

3,060

5.250%,

7/01/26

(4)

7/23

at

100.00

D  

1,155,150

405

3.947%,

7/01/27

(4)

7/23

at

100.00

D  

152,888

400

5.250%,

7/01/27

(4)

7/23

at

100.00

D  

151,000

6,460

5.250%,

7/01/35

(4)

7/23

at

100.00

D  

2,438,650

5,525

5.750%,

7/01/36

(4)

7/23

at

100.00

D  

2,085,688

83,005

5.250%,

7/01/40

(4)

7/23

at

100.00

D  

31,334,387

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

475

5.000%,

7/01/18

(4)

No

Opt.

Call

N/R  

178,125

1,150

5.250%,

7/01/18

(4)

No

Opt.

Call

N/R  

431,250

135

5.000%,

7/01/19

(4)

No

Opt.

Call

D  

50,625

60

4.250%,

7/01/20

(4)

No

Opt.

Call

D  

22,500

125

5.000%,

7/01/20

(4)

No

Opt.

Call

D  

46,875

590

5.250%,

7/01/20

(4)

No

Opt.

Call

N/R  

221,250

5,690

5.250%,

7/01/21

(4)

No

Opt.

Call

D  

2,133,750

6,535

3.978%,

7/01/23

(4)

No

Opt.

Call

N/R  

2,450,625

1,620

5.250%,

7/01/23

(4)

No

Opt.

Call

D  

607,500

205

5.000%,

7/01/24

(4)

7/23

at

100.00

D  

77,387

10,510

5.250%,

7/01/24

(4)

7/23

at

100.00

D  

3,967,525

250

3.957%,

7/01/26

(4)

7/23

at

100.00

D  

94,375

25,760

5.250%,

7/01/26

(4)

7/23

at

100.00

D  

9,724,400

255

5.000%,

7/01/28

(4)

7/23

at

100.00

D  

96,263

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

282

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2013A:

$

235

7.250%,

7/01/30

(4)

7/23

at

100.00

D  

$

88,713

9,220

7.000%,

7/01/33

(4)

7/23

at

100.00

D  

3,480,550

18,648

6.750%,

7/01/36

(4)

7/23

at

100.00

D  

7,039,620

5,820

7.000%,

7/01/40

(4)

7/23

at

100.00

D  

2,197,050

19,715

7.000%,

7/01/43

(4)

7/23

at

100.00

D  

7,442,412

1,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2016C-4,

7.500%,

7/01/20

(4)

No

Opt.

Call

N/R  

375,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW:

105

5.500%,

7/01/20

(4)

No

Opt.

Call

D  

39,375

2,895

5.500%,

7/01/21

(4)

No

Opt.

Call

D  

1,085,625

4,245

5.375%,

7/01/23

(4)

No

Opt.

Call

D  

1,591,875

2,915

5.375%,

7/01/23

(4)

No

Opt.

Call

N/R  

1,093,125

550

5.375%,

7/01/24

(4)

7/23

at

100.00

D  

207,625

1,865

5.250%,

7/01/25

(4)

7/23

at

100.00

D  

704,037

3,735

5.000%,

7/01/28

(4)

7/23

at

100.00

D  

1,409,963

16,605

3.978%,

7/01/33

(4)

7/23

at

100.00

D  

6,268,388

30,910

3.999%,

7/01/38

(4)

7/23

at

100.00

D  

11,668,525

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Taxable

Build

America

Bond

Series

2010EE:

5,400

5.950%,

7/01/30

(4)

7/23

at

100.00

D  

2,038,500

75,300

4.044%,

7/01/32

(4)

7/23

at

100.00

D  

28,425,750

34,730

4.061%,

7/01/40

(4)

7/23

at

100.00

D  

13,110,575

27,500

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

N/R  

26,812,500

18,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/53

1/33

at

100.00

N/R  

11,024,820

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

281,212

0.000%,

7/01/46

7/28

at

41.38

N/R  

79,349,616

321,918

0.000%,

7/01/51

7/28

at

30.01

N/R  

68,053,465

31,500

4.750%,

7/01/53

7/28

at

100.00

N/R  

30,094,470

83,855

5.000%,

7/01/58

7/28

at

100.00

N/R  

81,956,523

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

Cofina

Project

Series

2018B-1:

11,648

0.000%,

7/01/46

7/28

at

41.38

N/R  

3,286,716

50,220

0.000%,

7/01/51

7/28

at

30.01

N/R  

10,616,508

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2:

4,000

4.329%,

7/01/40

7/28

at

100.00

N/R  

3,814,120

4,353

4.536%,

7/01/53

7/28

at

100.00

N/R  

4,015,512

46,566

4.784%,

7/01/58

7/28

at

100.00

N/R  

44,248,410

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

1

5.250%,

7/01/23

No

Opt.

Call

N/R  

863

2

5.375%,

7/01/25

No

Opt.

Call

N/R  

1,507

2,809

5.750%,

7/01/31

No

Opt.

Call

N/R  

3,073,757

37,000

0.000%,

7/01/33

7/31

at

89.94

N/R  

22,674,110

24,416

4.000%,

7/01/37

7/31

at

103.00

N/R  

21,979,771

20,921

4.000%,

7/01/41

7/31

at

103.00

N/R  

18,232,233

145,721

4.000%,

7/01/46

7/31

at

103.00

N/R  

123,638,605

231,292

Puerto

Rico,

General

Obligation

Bonds,

Vintage

CW

NT

Claims

Taxable

Series

2022,

0.000%,

11/01/43

No

Opt.

Call

N/R  

116,802,334

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Refunding

Series

2006P:

6,960

5.000%,

6/01/24

7/23

at

100.00

CC  

6,921,581

283

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

$

7,050

5.000%,

6/01/25

7/23

at

100.00

CC  

$

6,973,296

2,105

5.000%,

6/01/26

7/23

at

100.00

CC  

2,071,467

8,875

5.000%,

6/01/30

7/23

at

100.00

CC  

8,607,419

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Series

2006Q:

3,075

5.000%,

6/01/24

7/23

at

100.00

CC  

3,058,026

1,355

5.000%,

6/01/25

7/23

at

100.00

CC  

1,340,258

3,345

5.000%,

6/01/26

7/23

at

100.00

CC  

3,291,714

7,203

5.000%,

6/01/30

7/23

at

100.00

CC  

6,985,830

4,882

5.000%,

6/01/36

7/23

at

100.00

CC  

4,684,425

Total

Puerto

Rico

1,185,361,612

Rhode

Island

-

0.2%

253,805

Rhode

Island

Tobacco

Settlement

Financing

Corporation,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2007A,

0.000%,

6/01/52

7/23

at

18.14

CCC-  

42,131,630

Total

Rhode

Island

42,131,630

South

Carolina

-

1.6%

1,000

Greenville

Hospital

System

Board

of

Trustees,

South

Carolina,

Hospital

Revenue

Bonds,

Tender

Option

Bond

Trust

2015-XF-0145,

6.057%,

11/01/23,

144A,

(IF)

(5)

No

Opt.

Call

A3  

1,012,170

Hardeeville,

South

Carolina,

Special

Assessment

Revenue

Bonds,

East

Argent

Improvement

District,

Series

2021:

855

3.875%,

5/01/41,

144A

5/29

at

100.00

N/R  

627,929

855

4.000%,

5/01/52,

144A

5/29

at

100.00

N/R  

600,236

2,735

Lancaster

County,

South

Carolina,

Assessment

Revenue

Bonds,

Walnut

Creek

Improvement

District,

Series

2016A-2,

5.750%,

12/01/46,

144A

7/23

at

107.50

N/R  

2,333,584

Lancaster

County,

South

Carolina,

Special

Assessment

Bonds,

Edgewater

II

Improvement

District,

Capital

Appreciation

Series

2007-A&B:

31,890

0.000%,

11/01/39

7/23

at

29.07

N/R  

6,367,476

10,010

0.000%,

11/01/39

7/23

at

29.07

N/R  

1,998,697

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

Hilton

Head

Christian

Academy,

Series

2020:

2,160

5.000%,

1/01/40,

144A

1/30

at

100.00

N/R  

1,982,405

5,000

5.000%,

1/01/55,

144A

1/30

at

100.00

N/R  

4,222,000

1,920

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  

2,009,414

4,000

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

Palmetto

Scholars

Academy

Project,

Series

2015A,

5.250%,

8/15/46,

144A

2/25

at

100.00

BB  

3,427,120

20,980

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  

14,683,692

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A:

1,370

7.000%,

11/01/33,

(Pre-refunded

11/01/24),

144A

11/24

at

100.00

N/R  (7)

1,430,732

11,515

7.250%,

11/01/45,

(Pre-refunded

11/01/24),

144A

11/24

at

100.00

N/R  (7)

12,062,308

1,000

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

Columbia

College,

Refunding

Series

2020A,

5.750%,

10/01/45

10/27

at

103.00

N/R  

905,790

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

284

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

5,870

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

High

Point

Academy

Project,

Series

2018A,

5.750%,

6/15/49,

144A

12/26

at

100.00

Ba1  

$

5,913,379

7,775

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  

6,709,281

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

Virtus

Academy

Project,

Series

2021A:

1,000

5.000%,

6/15/51,

144A

6/29

at

100.00

N/R  

811,090

905

5.000%,

6/15/56,

144A

6/29

at

100.00

N/R  

717,430

South

Carolina

Jobs-Economic

Development

Authority,

Health

Facilities

Revenue

Bonds,

Lutheran

Homes

of

South

Carolina

Inc.,

Series

2013:

750

5.000%,

5/01/43

7/23

at

100.00

N/R  

611,160

1,255

5.125%,

5/01/48

7/23

at

100.00

N/R  

1,004,527

19,495

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

McLeod

Health

Projects,

Refunding

&

Improvement

Series

2018,

4.000%,

11/01/48,

(UB)

(5)

5/28

at

100.00

AA-  

18,432,328

1,000

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

7/23

at

100.00

N/R  

1,100,880

South

Carolina

Public

Service

Authority,

Electric

System

Revenue

Bonds,

Santee

Cooper,

Tender

Option

Bond

Trust

2017-XG0149:

2,505

5.728%,

12/01/50,

144A

(5)

6/25

at

100.00

AA  

2,532,630

10,000

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2014C,

5.000%,

12/01/46,

(UB)

12/24

at

100.00

A-  

10,021,100

18,125

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016B,

5.000%,

12/01/56,

(UB)

(5)

12/26

at

100.00

A-  

18,214,175

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2022A:

16,000

4.000%,

12/01/47

,

(WI/DD)

No

Opt.

Call

A-  

15,084,379

6,000

4.000%,

12/01/52

-

BAM

Insured,

(UB)

(5)

6/32

at

100.00

A3  

5,733,600

39,865

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2022B,

4.000%,

12/01/55

-

BAM

Insured,

(UB)

(5)

6/32

at

100.00

A3  

37,650,101

8,715

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Series

2013E,

5.000%,

12/01/48

(5)

12/23

at

100.00

A-  

8,718,050

2,185

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Series

2013E,

5.000%,

12/01/48,

(UB)

12/23

at

100.00

A-  

2,185,765

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Series

2014A:

2,575

5.000%,

12/01/49,

(UB)

(5)

6/24

at

100.00

A-  

2,578,785

68,695

5.500%,

12/01/54,

(UB)

(5)

6/24

at

100.00

A-  

69,136,709

4,970

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Series

2015E,

5.250%,

12/01/55,

(UB)

(5)

12/25

at

100.00

A-  

5,015,476

15,490

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2019B,

4.000%,

7/01/49,

(AMT),

(UB)

(5)

7/29

at

100.00

A+  

14,025,730

7,495

Walnut

Creek

Improvement

District,

Lancaster

County,

South

Carolina,

Assessment

Revenue

Bonds,

Series

2016A-2,

5.750%,

12/01/42

7/23

at

100.00

N/R  

7,014,645

2,970

Walnut

Creek

Improvement

District,

Lancaster

County,

South

Carolina,

Assessment

Revenue

Bonds,

Series

2016A-3,

5.330%,

12/01/41

7/23

at

100.00

N/R  

2,784,850

Total

South

Carolina

289,659,623

285

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Dakota

-

0.1%

$

6,400

Lower

Brule

Sioux

Tribe,

South

Dakota,

Tribal

Purpose

Refunding

Bonds,

Series

2014C,

6.000%,

3/01/32,

144A

3/24

at

100.00

N/R  

$

5,082,711

5,630

South

Dakota

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Monument

Health,

Inc.,

Series

2020A,

4.000%,

9/01/50

9/30

at

100.00

A1  

5,279,927

Total

South

Dakota

10,362,638

Tennessee

-

1.2%

2,000

Blount

County

Health

and

Educational

Facilites

Board,

Tennessee,

Revenue

Refunding

Bonds,

Asbury,

Inc.,

Series

2016A,

5.000%,

1/01/47

(4)

1/25

at

102.00

N/R  

1,200,000

Bristol

Industrial

Development

Board,

Tennessee,

State

Sales

Tax

Revenue

Bonds,

Pinnacle

Project,

Capital

Appreciation

Series

2016B:

815

0.000%,

12/01/25,

144A

No

Opt.

Call

N/R  

717,624

845

0.000%,

12/01/26,

144A

No

Opt.

Call

N/R  

702,922

1,665

0.000%,

12/01/31,

144A

No

Opt.

Call

N/R  

1,035,713

Bristol

Industrial

Development

Board,

Tennessee,

State

Sales

Tax

Revenue

Bonds,

Pinnacle

Project,

Series

2016A:

6,650

5.000%,

12/01/35,

144A

12/26

at

100.00

N/R  

6,225,464

2,350

5.125%,

12/01/42,

144A

12/26

at

100.00

N/R  

2,123,460

71,545

Greeneville

Health

and

Educational

Facilities

Board,

Tennessee,

Hospital

Revenue

Bonds,

Ballad

Health,

Series

2018A,

4.000%,

7/01/40,

(UB)

(5)

7/28

at

100.00

A-  

69,334,259

Knox

County

Health,

Educational,

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

Provision

Center

for

Proton

Therapy

Project,

Series

2014:

5,737

5.250%,

5/01/25,

144A

(4)

11/24

at

100.00

N/R  

574

47,114

6.000%,

5/01/34,

144A

(4)

11/24

at

100.00

N/R  

4,711

4,485

Memphis

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Multifamily

Housing

Revenue

Bonds,

Serenity

Towers

Apartments,

Series

2014A,

5.875%,

3/01/44

3/24

at

100.00

N/R  

3,787,089

Memphis/Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Graceland

Project,

Senior

Series

2017A:

4,405

5.500%,

7/01/37

(4)

7/27

at

100.00

N/R  

3,214,373

5,150

5.625%,

1/01/46

(4)

7/27

at

100.00

N/R  

3,213,033

5,000

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Lipscomb

University,

Refunding

&

Improvement

Series

2016A,

5.000%,

10/01/45

10/26

at

100.00

BBB-  

4,810,200

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Rocketship

Education

Project,

Series

2017E:

3,975

5.250%,

6/01/47,

144A

6/26

at

100.00

N/R  

3,689,078

3,250

5.375%,

6/01/52,

144A

6/26

at

100.00

N/R  

3,010,215

8,415

Metropolitan

Government

of

Nashville-Davidson

County

Health

and

Educational

Facilities

Board,

Tennessee,

Revenue

Bonds,

Vanderbilt

University

Medical

Center,

Series

2016A,

5.000%,

7/01/46,

(UB)

(5)

7/26

at

100.00

A  

8,564,535

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Improvement

Revenue

Bonds,

Series

2022B:

8,500

5.250%,

7/01/47,

(AMT),

(UB)

(5)

7/32

at

100.00

A1  

9,081,060

4,000

5.000%,

7/01/52,

(AMT),

(UB)

(5)

7/32

at

100.00

A1  

4,168,640

5,050

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Improvement

Series

2015B,

5.000%,

7/01/40,

(AMT),

(UB)

(5)

7/25

at

100.00

A1  

5,103,480

7,350

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/54,

(AMT)

7/30

at

100.00

A2  

7,590,492

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

286

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

$

6,500

Metropolitan

Nashville

Airport

Authority,

Tennessee,

Airport

Revenue

Bonds,

Subordinate

Series

2019B,

5.000%,

7/01/54,

(AMT),

(UB)

(5)

7/30

at

100.00

A2  

$

6,712,680

1,450

Shelby

County

Health,

Educational

and

Housing

Facility

Board,

Tennessee,

Fixed

Rate

Revenue

Bonds,

Trezevant

Manor,

Refunding

Series

2013A,

5.375%,

9/01/41

9/23

at

100.00

N/R  

1,255,004

Tennessee

Housing

Development

Agency,

Residential

Finance

Program

Bonds,

Social

Series

2023-2A:

3,500

4.550%,

7/01/48,

(UB)

,

(WI/DD)

7/32

at

100.00

AA+  

3,503,150

4,000

4.700%,

7/01/53,

(UB)

,

(WI/DD)

7/32

at

100.00

AA+  

4,002,760

The

Health

and

Educational

Facilities

Board

of

the

City

of

Franklin,

Tennessee,

Revenue

Bonds,

Provision

Cares

Proton

Therapy

Center,

Nashville

Project,

Series

2017A:

18,170

7.375%,

6/01/37,

144A

(4)

6/27

at

100.00

N/R  

3,997,400

17,235

7.500%,

6/01/47,

144A

(4)

6/27

at

100.00

N/R  

3,791,700

43,500

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006B,

5.625%,

9/01/26

No

Opt.

Call

BBB  

44,716,260

11,415

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)

7/23

at

100.00

N/R  

7,532,188

Total

Tennessee

213,088,064

Texas

-

5.6%

4,000

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Area

1

Project,

Series

2019,

6.500%,

9/01/48,

144A

9/29

at

100.00

N/R  

4,128,200

1,500

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Area

2

Project,

Series

2022,

6.000%,

9/01/52,

144A

9/32

at

100.00

N/R  

1,508,235

3,000

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

6.750%,

9/01/48,

144A

9/29

at

100.00

N/R  

3,113,220

1,750

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Sherley

Tract

Public

Improvement

District

2

Area

1

Project,

Series

2021,

4.250%,

9/15/51,

144A

9/31

at

100.00

N/R  

1,444,870

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Sherley

Tract

Public

Improvement

District

2

Major

Improvement

Area

Project,

Series

2021:

200

4.500%,

9/15/31,

144A

No

Opt.

Call

N/R  

184,506

525

5.000%,

9/15/51,

144A

9/31

at

100.00

N/R  

475,057

4,235

Anson

Education

Facilities

Corporation,

Texas,

Education

Revenue

Bonds,

Arlington

Classics

Academy,

Series

2016A,

5.000%,

8/15/45

8/26

at

100.00

BBB-  

4,255,116

750

Argyle,

Texas,

Special

Assessment

Revenue

Bonds,

Highlands

of  Argyle

Public

Improvement

District

1

Project,

Series

2017,

5.000%,

9/01/37

9/27

at

100.00

N/R  

750,135

Argyle,

Texas,

Special

Assessment

Revenue

Bonds,

Waterbrook

of  Argyle

Public

Improvement

District

Project,

Series

2018:

2,100

5.125%,

9/01/38,

144A

9/28

at

100.00

N/R  

2,104,242

3,905

5.250%,

9/01/47,

144A

9/28

at

100.00

N/R  

3,900,041

1,500

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  

1,276,350

9,520

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Great

Hearts

America

-

Texas,

Series

2021A,

3.000%,

8/15/56

-

BAM

Insured,

(UB)

(5)

8/31

at

100.00

Aaa  

6,985,681

287

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2021A:

$

3,430

4.375%,

2/15/51

2/30

at

100.00

N/R  

$

2,435,746

1,500

4.500%,

2/15/56

2/30

at

100.00

N/R  

1,049,850

4,500

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Magellan

International

School,

Series

2022,

6.375%,

6/01/62,

144A

6/29

at

103.00

Ba2  

4,568,265

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

UME

Preparatory

Academy,

Taxable

Series

2017A:

1,000

5.000%,

8/15/38

8/27

at

100.00

N/R  

948,090

1,800

5.000%,

8/15/48

8/27

at

100.00

N/R  

1,612,872

900

5.000%,

8/15/53

8/27

at

100.00

N/R  

793,359

ate,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Williamsburg

Public

Improvement

District

1

Phase

3B,

Series

2023:

1,000

5.125%,

8/15/43,

144A

8/31

at

100.00

N/R  

994,350

1,000

5.375%,

8/15/53,

144A

8/31

at

100.00

N/R  

997,710

1,000

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Jackson

Ridge

Public

Improvement

District

Phase

3B

Project,

Series

2022,

6.000%,

9/01/45,

144A

9/32

at

100.00

N/R  

1,024,910

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Jackson

Ridge

Public

Improvement

District

Phases

2

Project,

Series

2018:

1,000

5.750%,

9/01/33,

144A

9/23

at

103.00

N/R  

1,027,140

3,775

6.125%,

9/01/45,

144A

9/23

at

103.00

N/R  

3,875,075

5,005

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Jackson

Ridge

Public

Improvement

District

Phases

2-3

Major

Improvements

Project,

Series

2015,

8.250%,

9/01/40

9/23

at

103.00

N/R  

5,163,158

3,800

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Winn

Ridge

South

Public

Improvement

District

Project,

Series

2017,

6.200%,

9/01/47,

144A

9/27

at

100.00

N/R  

3,930,834

5,000

Austin,

Texas,

Airport

System

Revenue

Bonds,

Series

2022,

5.250%,

11/15/47,

(AMT)

11/32

at

100.00

A+  

5,353,050

5,480

Austin,

Travis,

Williamson

and

Hays

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Estancia

Hill

Country

Public

Improvement

District,

Series

2013,

6.000%,

11/01/28

11/23

at

100.00

N/R  

5,504,331

1,500

Austin,

Travis,

Williamson

and

Hays

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

Valley

Public

Improvement

District

Improvement

Area

2,

Series

2022,

5.500%,

11/01/51,

144A

11/32

at

100.00

N/R  

1,503,120

3,000

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  

2,784,570

1,120

Caddo

Mills

Municipal

Management

District

No.

1,

Texas,

General

Obligation

Bonds,

Tax

Road

Series

2021,

3.000%,

9/01/46

9/26

at

100.00

N/R  

849,206

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cambridge

Crossing

Public

Improvement

District

Phase

1

Project,

Series

2018:

1,690

5.125%,

9/01/38,

144A

9/28

at

100.00

N/R  

1,692,535

4,230

5.250%,

9/01/47,

144A

9/28

at

100.00

N/R  

4,229,662

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cambridge

Crossing

Public

Improvement

District

Phases

2-7

Major

Improvement

Project,

Series

2018:

4,230

5.500%,

9/01/38,

144A

9/28

at

100.00

N/R  

4,307,451

7,480

5.625%,

9/01/48,

144A

9/28

at

100.00

N/R  

7,591,153

840

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Celina

Hills

Public

Improvement

District

Project,

Series

2022,

4.875%,

9/01/42,

144A

9/32

at

100.00

N/R  

795,934

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

288

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

5,800

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Columns

Public

Improvement

District

Project,

Series

2018,

6.250%,

9/01/48,

144A

9/28

at

100.00

N/R  

$

5,921,104

5,000

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Creeks

of

Legacy

Public

Improvement

District

Phase

2

Project,

Series

2018,

5.625%,

9/01/48,

144A

9/28

at

100.00

N/R  

5,060,800

2,500

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cross

Creek

Meadows

Public

Improvement

District,

Improvement

Area

1

District

Series

2023,

5.500%,

9/01/53,

144A

,

(WI/DD)

9/33

at

100.00

N/R  

2,492,475

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Edgewood

Creek

Public

Improvement

District

Phase

1

Project,

Series

2021:

500

4.250%,

9/01/41,

144A

9/31

at

100.00

N/R  

436,690

800

4.500%,

9/01/50,

144A

9/31

at

100.00

N/R  

690,136

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Edgewood

Creek

Public

Improvement

District

Phase

2-3

Major

Improvement

Project,

Series

2021:

350

5.250%,

9/01/41,

144A

9/31

at

100.00

N/R  

342,745

640

5.500%,

9/01/50,

144A

9/31

at

100.00

N/R  

632,038

995

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Phase

1

Project,

Series

2016,

5.250%,

9/01/46

9/26

at

100.00

N/R  

996,005

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Phase

1B,

Series

2018:

325

5.375%,

9/01/38,

144A

9/28

at

100.00

N/R  

329,569

408

5.500%,

9/01/46,

144A

9/28

at

100.00

N/R  

412,586

1,111

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Project,

Series

2018,

5.625%,

9/01/38

9/28

at

100.00

N/R  

1,136,764

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Lakes

at

Mustang

Ranch

Public

Improvement

District

Phase

2-9

Major

improvement

Project,

Series

2015:

1,675

6.000%,

9/01/30

7/23

at

103.00

N/R  

1,691,750

4,725

6.250%,

9/01/40

7/23

at

103.00

N/R  

4,778,251

1,825

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Mosaic

Public

Improvement

District

Phase

1

Project,

Series

2023,

5.500%,

9/01/53,

144A

9/33

at

100.00

N/R  

1,803,648

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

North

Sky

Public

Improvement

District

Improvement

Area

1

Project,

Series

2023:

1,000

5.375%,

9/01/43

9/33

at

100.00

N/R  

1,001,470

1,200

5.625%,

9/01/52

9/33

at

100.00

N/R  

1,201,728

3,115

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ownsby

Farms

Public

Improvement

District

Phase

1

Project,

Series

2017,

6.125%,

9/01/46

9/27

at

100.00

N/R  

3,189,635

1,245

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ownsby

Farms

Public

Improvement

District

Phase

2

Major

Improvement

Project,

Series

2017,

6.125%,

9/01/46

9/27

at

100.00

N/R  

1,263,301

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

East

Public

Improvement

District

Phase

1

Project,

Series

2022:

1,050

4.000%,

9/01/43,

144A

9/31

at

100.00

N/R  

890,768

1,000

4.125%,

9/01/51,

144A

9/31

at

100.00

N/R  

826,280

5,520

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

II

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2015,

7.250%,

9/01/45

9/23

at

103.00

N/R  

5,683,226

3,000

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  

2,436,450

289

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

9,795

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

II

Public

Improvement

District

Neighborhood

Improvement

Areas

2-5

Major

Improvement

Project,

Series

2015,

8.250%,

9/01/40

9/23

at

103.00

N/R  

$

10,104,718

2,000

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ten

Mile

Creek

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2023,

5.750%,

9/01/52,

144A

9/33

at

100.00

N/R  

2,018,200

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

The

Parks

at

Wilson

Creek

Public

Improvement

District

Initial

Major

Improvement

Project,

Series

2021:

1,000

4.250%,

9/01/41,

144A

9/31

at

100.00

N/R  

891,670

1,380

4.500%,

9/01/51,

144A

9/31

at

100.00

N/R  

1,198,834

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

North

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2016:

690

5.000%,

9/01/36,

144A

9/23

at

102.00

N/R  

690,379

1,625

5.250%,

9/01/46,

144A

9/23

at

102.00

N/R  

1,626,040

1,445

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

South

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2015,

6.250%,

9/01/45

9/24

at

100.00

N/R  

1,461,126

500

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

South

Public

Improvement

District

Neighborhood

Improvement

Area

5

Project,

Series

2022,

5.500%,

9/01/42,

144A

9/32

at

100.00

N/R  

504,170

3,500

City

of

Houston

TX

Airport

System

Revenue,

5.250%,

7/01/53

,

(WI/DD)

No

Opt.

Call

A+  

3,743,394

20,000

City

of

Houston

TX

Airport

System

Revenue,

5.250%,

7/01/53,

(UB)

,

(WI/DD)

No

Opt.

Call

A+  

21,390,800

3,000

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.375%,

9/15/52,

144A

9/32

at

100.00

N/R  

2,880,330

1,500

City

Of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

Major

Improvement

Area

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

6.125%,

9/15/52,

144A

9/32

at

100.00

N/R  

1,508,730

City

of

Shenandoah,

Montgomery

County,

Texas,

Special

Assessment

Revenue

Bonds,

Metropark

Public

Improvement

District,

Series

2018:

1,835

5.600%,

9/01/38

9/28

at

100.00

N/R  

1,869,021

2,940

5.700%,

9/01/47

9/28

at

100.00

N/R  

2,972,487

900

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2015A,

5.000%,

12/01/45

6/25

at

100.00

BBB-  

888,993

Club

Municipal

Management

District

1,

Texas,

Special

Assessment

Revenue

Bonds,

Improvement

Area

1

Project,

Series

2016:

1,385

6.250%,

9/01/35

9/23

at

103.00

N/R  

1,428,503

3,230

6.500%,

9/01/46

9/23

at

103.00

N/R  

3,331,260

1,200

Comal

County,

Texas,

Special

Assessment

Revenue

Bonds,

Crossings

Public

Improvement

District,

Series

2017,

5.000%,

9/01/46

9/27

at

100.00

N/R  

1,156,572

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

Cartwright

Ranch

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021:

750

5.000%,

9/15/41,

144A

9/31

at

100.00

N/R  

708,728

1,000

5.250%,

9/15/51,

144A

9/31

at

100.00

N/R  

942,490

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  

858,820

4,165

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

River

Ridge

Public

Improvement

District

Improvement

Area

1

Project,

Series

2022,

6.125%,

9/15/52,

144A

9/32

at

100.00

N/R  

4,294,365

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

290

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

River

Ridge

Public

Improvement

District

Single

Family

Residential,

Major

Improvement

Area

Project,

Series

2022,

6.750%,

9/15/52,

144A

9/32

at

100.00

N/R  

$

1,042,960

715

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2013A,

6.625%,

9/01/31,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R  (7)

718,425

9,175

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2014A,

5.250%,

9/01/44

9/24

at

100.00

BB+  

8,904,154

4,350

East

Fort

Bend

County

Development

Authority,

Texas,

Contract

Revenue

Bonds,

Water

Sewer

and

Drain

Facilities,

Series

2022,

5.000%,

9/01/43

9/28

at

100.00

N/R  

4,252,299

1,000

Edinburg

Economic

Development

Corporation,

Texas,

Sales

Tax

Revenue

Bonds,

Series

2021A,

3.375%,

8/15/46

8/28

at

100.00

N/R  

744,090

1,500

Elmendorf,

Texas,

Special

Assessment

Revenue

Bonds,

Hickory

Ridge

Public

Improvement

District

Improvement

Area

1,

Series

2021,

4.000%,

9/01/51,

144A

9/31

at

100.00

N/R  

1,196,460

3,985

Fate

City,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Williamsburg

East

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022,

6.000%,

8/15/52,

144A

8/32

at

100.00

N/R  

4,051,271

10,000

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Refunding

First

Tier

Series

2020C,

4.000%,

10/01/49,

(UB)

(5)

4/30

at

100.00

A2  

9,647,000

13,000

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Memorial

Hermann

Health

System,

Series

2022A,

4.125%,

7/01/52,

(UB)

(5)

7/32

at

100.00

A+  

12,487,020

7,400

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Houston

Methodist

Hospital

System,

Series

2015,

4.000%,

12/01/45,

(UB)

(5)

6/25

at

100.00

AA  

7,060,192

10,950

Harris

County,

Texas,

Toll

Road

Revenue

Bonds,

Refunding

First

Lien

Series

2021A,

4.000%,

8/15/50,

(UB)

(5)

8/30

at

100.00

0  

10,790,240

6,480

Harris

County,

Texas,

Toll

Road

Revenue

Bonds,

Refunding

Senior

Lien

Series

2018A,

4.000%,

8/15/48,

(UB)

(5)

2/28

at

100.00

AA  

6,456,672

600

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Capital

Appreciation

Refunding

Senior

Lien

Series

2014A,

0.000%,

11/15/53

-

AGM

Insured

11/31

at

33.96

A1  

131,598

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Junior

Lien

Series

2001H:

475

0.000%,

11/15/23

-

NPFG

Insured

No

Opt.

Call

BB+  

468,084

520

0.000%,

11/15/26,

(ETM)

No

Opt.

Call

Baa2  (7)

461,567

355

0.000%,

11/15/27,

(ETM)

No

Opt.

Call

Baa2  (7)

305,080

480

0.000%,

11/15/28

-

NPFG

Insured,

(ETM)

No

Opt.

Call

Baa2  (7)

399,970

125

0.000%,

11/15/29

-

NPFG

Insured,

(ETM)

No

Opt.

Call

Baa2  (7)

100,892

1,910

0.000%,

11/15/32

-

NPFG

Insured

11/31

at

94.05

BB+  

1,262,204

2,075

0.000%,

11/15/34

-

NPFG

Insured

11/31

at

83.17

BB+  

1,197,254

35

0.000%,

11/15/35

11/31

at

78.18

BB+  

18,819

4,160

0.000%,

11/15/36

-

NPFG

Insured

11/31

at

73.51

BB+  

2,076,298

1,525

0.000%,

11/15/37

-

NPFG

Insured

11/31

at

69.08

BB+  

706,792

1,930

0.000%,

11/15/38

-

NPFG

Insured

11/31

at

64.91

BB+  

835,343

1,130

0.000%,

11/15/39

-

NPFG

Insured

11/31

at

60.98

BB+  

456,452

5,300

0.000%,

11/15/40

-

NPFG

Insured

11/31

at

57.27

BB+  

1,995,927

17,315

0.000%,

11/15/41

-

NPFG

Insured

11/31

at

53.78

BB+  

6,099,728

1,840

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Senior

Lien

Series

2001G,

0.000%,

11/15/41

-

NPFG

Insured

11/31

at

53.78

BBB  

656,162

291

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Third

Lien

Series

2004A-3:

$

100

0.000%,

11/15/31

-

NPFG

Insured

11/24

at

66.52

BB  

$

62,651

605

0.000%,

11/15/32

-

NPFG

Insured

11/24

at

62.71

BB  

356,853

1,420

0.000%,

11/15/33

-

NPFG

Insured

11/24

at

59.10

BB  

788,597

25

0.000%,

11/15/34,

(Pre-refunded

11/15/24)

-

NPFG

Insured

11/24

at

55.69

Baa2  (7)

13,268

190

0.000%,

11/15/34

-

NPFG

Insured

11/24

at

55.69

BB  

99,328

555

0.000%,

11/15/35

-

NPFG

Insured

11/24

at

52.47

BB  

272,894

6,465

0.000%,

11/15/38

-

NPFG

Insured

11/24

at

43.83

BB  

2,645,413

9,245

0.000%,

11/15/39

11/24

at

41.26

BB  

3,558,493

Harris

County-Houston

Sports

Authority,

Texas,

Special

Revenue

Bonds,

Refunding

Senior

Lien

Series

2001A:

1,180

0.000%,

11/15/34

-

NPFG

Insured

11/30

at

78.27

A1  

687,492

26,165

0.000%,

11/15/38

-

NPFG

Insured

11/30

at

61.17

A1  

11,503,442

8,805

0.000%,

11/15/40

-

NPFG

Insured

11/30

at

54.04

A1  

3,378,302

1,025

Haslett,

Texas,

Special

Assessment

Revenue

Bonds,

Haslet

Public

Improvement

District

5

Improvement

Area

1

Project,

Series

2019,

4.125%,

9/01/39,

144A

9/29

at

100.00

N/R  

924,632

9,190

Hays

County,

Texas,

Special

Assessment

Revenue

Bonds,

La

Cima

Public

Improvement

District

Major

Public

Improvement

Project,

Series

2015,

7.000%,

9/15/45

9/25

at

100.00

N/R  

9,288,792

6,215

Heart

of

Texas

Education

Finance

Corporation,

Texas,

Gateway

Charter

Academy,

Series

2006A,

6.000%,

2/15/36

7/23

at

100.00

N/R  

6,122,832

1,220

Heritage

Public

Improvement

District

1,

Dripping

Springs,

Texas,

Special

Assessment

Revenue

Bonds,

Series

2023,

5.500%,

9/01/53,

144A

9/31

at

100.00

N/R  

1,219,890

Hidalgo

County

Regional

Mobility

Authority,

Texas,

Toll

and

Vehicle

Registration

Fee

Revenue

Bonds,

Senior

Lien

Series

2022A:

7,560

0.000%,

12/01/53

12/31

at

42.84

BBB-  

1,397,466

5,000

0.000%,

12/01/54

12/31

at

41.04

BBB-  

874,000

18,600

0.000%,

12/01/55

12/31

at

39.30

BBB-  

3,073,464

5,000

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2021A,

4.000%,

7/01/46,

(AMT)

7/31

at

100.00

A1  

4,720,100

595

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines

Inc.

Terminal

Improvement

Project,

Refunding

Series

2015B-1,

5.000%,

7/15/35,

(AMT)

7/25

at

100.00

BB-  

597,035

1,500

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  

1,192,500

2,000

Joshua

Farms

Municipal

Management

District

1,

Johnson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Improvement

Areas

1-2

Project

Series

2023,

5.500%,

9/01/53,

144A

9/31

at

100.00

N/R  

1,957,180

Justin,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Timberbrook

Public

Improvement

District

1

Improvement

Area

1

Project,

Series

2018:

1,105

5.375%,

9/01/38,

144A

9/28

at

100.00

N/R  

1,119,542

1,930

5.125%,

9/01/47,

144A

9/28

at

100.00

N/R  

1,912,669

1,680

5.500%,

9/01/47,

144A

9/28

at

100.00

N/R  

1,692,583

1,500

Kaufman,Texas,

Special

Assessment

Revenue

Bonds,

Kaufman

Public

Improvement

District

1

Phase

2A-2B

Project,

Series

2021,

6.000%,

9/15/52

9/32

at

100.00

N/R  

1,547,940

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

6

Creeks

Public

Improvement

District

Improvement

Area

4

Project,

Series

2023:

2,000

5.250%,

9/01/43,

144A

9/33

at

100.00

N/R  

1,977,780

1,500

5.500%,

9/01/47,

144A

9/33

at

100.00

N/R  

1,491,930

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

292

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,835

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Limestone

Creek

Public

Improvement

District

Improvement

Area

1

Project,

Series

2023,

5.750%,

9/01/53,

144A

,

(WI/DD)

9/33

at

100.00

N/R  

$

1,840,560

2,295

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Porter

County

Public

Improvement

District

Improvement

Area

1

Project,

Series

2023,

6.000%,

9/01/53,

144A

9/33

at

100.00

N/R  

2,288,390

2,000

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Southwest

Kyle

Public

Improvement

District,

Series

2022,

5.000%,

9/01/42

9/32

at

100.00

N/R  

1,933,400

2,500

Lago

Vista,

Travis

County,

Texas,

Special

Assessment

Revenue

Bonds,

Tessera

on

Lake

Travis

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2020B,

4.875%,

9/01/50,

144A

9/30

at

100.00

N/R  

2,310,600

9,735

Lamar

Consolidated

Independent

School

District,

Fort

Bend

County,

Texas,

General

Obligation

Bonds,

Schoolhouse

Series

2023,

4.000%,

2/15/53,

(UB)

,

(WI/DD)

2/33

at

100.00

Aa3  

9,412,479

2,700

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Lakepointe

Public

Improvement

District

Areas

2-3

Project,

Series

2022,

6.125%,

9/15/52,

144A

9/32

at

100.00

N/R  

2,762,532

1,270

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Lakepointe

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

5.000%,

9/15/49,

144A

9/29

at

100.00

N/R  

1,193,825

2,720

Leander,

Texas,

Special

Assessment

Revenue

Bonds,

Crystal

Springs

Public

Improvement

District

Project,

Series

2018,

5.300%,

9/01/48,

144A

9/28

at

100.00

N/R  

2,691,222

1,090

Leander,

Texas,

Special

Assessment

Revenue

Bonds,

Deerbrooke

Public

Improvement

District

Northern

Improvement

Area

Major

Improvement

Project,

Series

2017,

5.375%,

9/01/47,

144A

9/26

at

100.00

N/R  

1,083,351

3,810

Leander,

Texas,

Special

Assessment

Revenue

Bonds,

Deerbrooke

Public

Improvement

District

Southern

Improvement

Area

Project,

Series

2017,

5.000%,

9/01/47,

144A

9/26

at

100.00

N/R  

3,660,724

6,000

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  

3,924,180

Legato

Community

Authority,

Commerce

City,

Texas,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

2,

3

&

7,

Series

2021A-1:

1,355

5.000%,

12/01/41

6/26

at

103.00

N/R  

1,220,516

2,060

5.000%,

12/01/46

6/26

at

103.00

N/R  

1,774,608

2,269

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  

2,051,811

1,000

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Butler

Farms

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2022,

4.375%,

9/01/52,

144A

9/32

at

100.00

N/R  

820,200

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Liberty

Parke

Public

Improvement

District

Master

Improvement

Area

Project,

Series

2017:

330

5.125%,

9/01/27,

144A

No

Opt.

Call

N/R  

335,362

2,150

6.000%,

9/01/46,

144A

9/27

at

100.00

N/R  

2,208,566

1,050

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Liberty

Parke

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2017,

5.375%,

9/01/46,

144A

9/26

at

100.00

N/R  

1,057,045

3,000

Little

Elm,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Valencia

Public

Improvement

District

2

Project,

Series

2022,

6.875%,

9/01/52,

144A

9/32

at

100.00

N/R  

3,144,840

293

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Little

Elm,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Valencia

Public

Improvement

District

Improvement

Area

2

Project,

Refunding

&

Improvement

Series

2018:

$

70

0.000%,

9/01/23,

144A

No

Opt.

Call

N/R  

$

69,533

11,960

5.750%,

9/01/48,

144A

9/28

at

100.00

N/R  

12,243,811

1,000

Little

Elm,

Texas,

Special

Assessment

Revenue

Bonds,

Spiritas

Ranch

Public

Improvement

District

Project,

Series

2022,

4.000%,

9/01/51,

144A

9/32

at

100.00

N/R  

802,080

6,470

Little

Elm,

Texas,

Special

Assessment

Revenue

Bonds,

Valencia

Public

Improvement

District

Phase

I,

Refunding

&

Improvement

Series

2018,

5.250%,

9/01/44,

144A

9/28

at

100.00

N/R  

6,483,975

5,160

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Hillstone

Pointe

Public

Improvement

District

2

Phase

1-1A

Project,

Series

2017,

6.000%,

9/01/47,

144A

9/27

at

100.00

N/R  

5,275,326

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Hillstone

Pointe

Public

Improvement

District

2

Phase

2-3

Project,

Series

2018:

723

5.750%,

9/01/38,

144A

9/28

at

100.00

N/R  

746,989

1,350

5.875%,

9/01/47,

144A

9/28

at

100.00

N/R  

1,390,257

1,500

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Lakeside

Estates

Public

Improvement

District

2

Project,

Series

2017,

5.000%,

9/01/47,

144A

9/27

at

100.00

N/R  

1,458,150

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Valencia

Public

Improvement

District

Major

Improvement

Area

Project,

Refunding

Series

2018:

125

0.000%,

9/01/23,

144A

No

Opt.

Call

N/R  

124,146

125

0.000%,

9/01/24,

144A

No

Opt.

Call

N/R  

118,742

125

0.000%,

9/01/25,

144A

No

Opt.

Call

N/R  

113,436

6,300

6.750%,

9/01/48,

144A

9/28

at

100.00

N/R  

6,583,500

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Lagos

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2020:

600

4.500%,

9/15/40,

144A

9/30

at

100.00

N/R  

557,760

600

4.625%,

9/15/49,

144A

9/30

at

100.00

N/R  

537,864

1,000

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Manor

Heights

Public

Improvement

District,

Improvement

Area

3,

Series

2023,

5.500%,

9/15/53,

144A

,

(WI/DD)

9/31

at

100.00

N/R  

996,980

1,755

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Gregg

Ranch

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

5.750%,

9/01/49,

144A

9/29

at

100.00

N/R  

1,745,435

2,000

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Thunder

Rock

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021,

4.375%,

9/01/51,

144A

9/31

at

100.00

N/R  

1,690,900

1,000

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Thunder

Rock

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021,

5.125%,

9/01/51,

144A

9/31

at

100.00

N/R  

927,370

Medina

County,

Texas,

Special

Assessment

Revenue

Bonds,

Woodlands

Public

Improvement

District

Major

Improvement

Areas

1,

Series

2021:

785

5.250%,

9/01/41,

144A

9/31

at

100.00

N/R  

734,627

1,160

5.500%,

9/01/50,

144A

9/31

at

100.00

N/R  

1,096,049

1,250

Medina

County,

Texas,

Special

Assessment

Revenue

Bonds,

Woodlands

Public

Improvement

District

Neighborhood

Improvement

Areas

1,

Series

2021,

4.750%,

9/01/50,

144A

9/31

at

100.00

N/R  

1,078,737

Mesquite,

Texas,

Special

Assessment

Bonds,

Heartland

Town

Center

Public

Improvement

District

Phase

1

Project,

Series

2018:

850

5.250%,

9/01/38,

144A

9/28

at

100.00

N/R  

861,416

1,595

5.375%,

9/01/48,

144A

9/28

at

100.00

N/R  

1,601,587

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

294

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,000

Mesquite,

Texas,

Special

Assessment

Bonds,

Heartland

Town

Center

Public

Improvement

District

Phase

2

Major

Improvement

Project,

Series

2023,

5.125%,

9/01/52,

144A

9/31

at

100.00

N/R  

$

993,190

Mesquite,

Texas,

Special

Assessment

Bonds,

Iron

Horse

Public

Improvement

District

Project,

Series

2019:

1,000

5.750%,

9/15/39,

144A

9/29

at

100.00

N/R  

1,011,310

2,300

6.000%,

9/15/49,

144A

9/29

at

100.00

N/R  

2,340,135

1,750

Midlothian,

Texas,

Special

Assessment

Revenue

Bonds,

Redden

Farms

Public

Improvement

District

Improvement

Areas

1-2

Project,

Series

2021,

4.125%,

9/15/51,

144A

9/31

at

100.00

N/R  

1,449,560

Midlothian,

Texas,

Special

Assessment

Revenue

Bonds,

Redden

Farms

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021:

420

4.500%,

9/15/41,

144A

9/31

at

100.00

N/R  

374,279

750

4.750%,

9/15/51,

144A

9/31

at

100.00

N/R  

653,400

17,127

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  

342,537

4,235

Montgomery

County

Municipal

Utility

District

132,

Texas,

General

Obligation

Bonds,

Road

Series

2023,

4.000%,

9/01/47

-

AGM

Insured

9/29

at

100.00

A1  

3,981,916

New

Braunfels,

Comal

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Solms

Landing

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021:

1,000

4.500%,

9/01/41,

144A

9/31

at

100.00

N/R  

873,080

1,000

4.750%,

9/01/51,

144A

9/31

at

100.00

N/R  

859,800

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Beta

Academy,

Series

2018A:

1,595

5.625%,

8/15/39,

144A

8/24

at

100.00

N/R  

1,601,954

3,340

5.750%,

8/15/49,

144A

8/24

at

100.00

N/R  

3,343,307

780

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-1,

7.500%,

11/15/37

No

Opt.

Call

N/R  

601,598

5,050

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-2,

7.500%,

11/15/36

No

Opt.

Call

N/R  

4,146,353

21,737

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021B,

5.625%,

11/15/61

11/26

at

105.00

N/R  

8,686,042

4,305

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

Midtown

Park

Project,

Series

2018A,

5.500%,

7/01/54

7/24

at

103.00

N/R  

3,358,503

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Methodist

Retirement

Communites

Senior

Living

Langford

Project,

Series

2016:

670

5.375%,

11/15/36

11/26

at

100.00

N/R  

590,210

1,000

5.500%,

11/15/46

11/26

at

100.00

N/R  

824,600

2,000

5.500%,

11/15/52

11/26

at

100.00

N/R  

1,605,140

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-1:

4,000

5.250%,

1/01/42

1/28

at

103.00

N/R  

3,048,480

95,255

5.500%,

1/01/57

1/28

at

103.00

N/R  

68,475,962

295

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A:

$

1,840

5.000%,

7/01/24

(4)

No

Opt.

Call

Caa2  

$

1,665,200

15,100

5.000%,

7/01/35

(4)

7/25

at

100.00

Caa2  

13,665,500

119,200

5.000%,

7/01/47

(4)

7/25

at

100.00

Caa2  

107,876,000

9,965

New

Hope

Cultural

Educational

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Children's

Health

Systems

of

Texas

Project,

Series

2017A,

4.000%,

8/15/40,

(UB)

(5)

8/27

at

100.00

Aa3  

9,822,102

3,445

North

East

Regional

Mobility

Authority,

Texas,

Revenue

Bonds,

Subordinate

Lien

Series

2016B,

5.000%,

1/01/46

1/26

at

100.00

Baa3  

3,470,665

North

Fort

Bend

Water

Authority,

Texas,

Water

System

Revenue

Bonds,

Refunding  Series

2019A:

9,530

4.000%,

12/15/58,

(UB)

(5)

12/29

at

100.00

A+  

8,909,311

17,310

4.000%,

12/15/58

-

BAM

Insured,

(UB)

(5)

12/29

at

100.00

AA  

16,482,409

2,165

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Contract

Revenue

Bonds,

Legacy

Hills

Public

Improvement

District

Phase

1A-1B

Improvements,

Series

2021,

4.250%,

9/15/51,

144A

9/31

at

100.00

N/R  

1,848,131

9,000

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Major

Improvements

Project,

Series

2021,

5.000%,

9/15/51,

144A

9/31

at

100.00

N/R  

8,408,160

670

North

Richland

Hills,

Texas,

Special

Assessment

Revenue

Bonds,

City

Point

Public

Improvement

District

Zone

A

Project,

Series

2019,

5.625%,

9/01/40,

144A

9/30

at

100.00

N/R  

668,894

North

Richland

Hills,

Texas,

Special

Assessment

Revenue

Bonds,

City

Point

Public

Improvement

District

Zone

B

Project,

Series

2019:

658

5.250%,

9/01/40,

144A

9/30

at

100.00

N/R  

648,492

923

5.375%,

9/01/50,

144A

9/30

at

100.00

N/R  

898,503

15,085

Pflugerville,

Texas,

Certificates

of

Obligation,

Combination

Tax

and

Revenue

Series

2023,

4.000%,

8/01/49

8/32

at

100.00

Aa1  

14,687,359

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Creekview

Public

Improvement

District

Zone

A

Improvement

Area

1

Project,

Series

2022:

350

5.250%,

9/15/32,

144A

No

Opt.

Call

N/R  

352,341

800

5.500%,

9/15/42,

144A

9/32

at

100.00

N/R  

796,168

1,250

5.625%,

9/15/52,

144A

9/32

at

100.00

N/R  

1,244,550

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Creekview

Public

Improvement

District

Zone

B

Improvement

Area

1

Project,

Series

2022:

300

5.250%,

9/15/32,

144A

No

Opt.

Call

N/R  

302,007

750

5.500%,

9/15/42,

144A

9/32

at

100.00

N/R  

746,407

1,000

5.625%,

9/15/52,

144A

9/32

at

100.00

N/R  

995,640

3,000

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Mobberly

Public

Improvement

District

Improvement

Area

1

Project,

Series

2022,

5.500%,

9/15/48,

144A

9/30

at

100.00

N/R  

2,999,730

4,900

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Mobberly

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022,

6.000%,

9/15/52,

144A

9/32

at

100.00

N/R  

4,981,928

2,000

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Mobberly

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2022,

6.500%,

9/15/52,

144A

9/32

at

100.00

N/R  

2,049,520

4,250

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  

3,466,853

1,250

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  

999,513

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

296

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

9,000

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

7/23

at

103.00

N/R  

$

5,284,440

5,765

Port

Freeport,

Texas,

General

Obligation

Bonds,

Series

2023,

4.000%,

8/01/48

8/32

at

100.00

Aa2  

5,585,074

12,750

Port

of

Houston

Authority,

Harris

County,

Texas,

General

Obligation

Bonds,

First

Lien

Series

2021,

4.000%,

10/01/46,

(UB)

(5)

4/32

at

100.00

N/R  

12,539,115

Pottsboro

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Imagine

International

Academy

of

North

Texas,

LLC,

Series

2016A:

655

5.000%,

8/15/36

8/26

at

100.00

N/R  

641,402

1,000

5.000%,

8/15/46

8/26

at

100.00

N/R  

917,840

Princeton,

Collin

County,

Texas,

Special

Assessment

Revenue

Bonds,

Whitewing

Trails

Public

Improvement

District

2

Phase

2

Project,

Series

2023:

1,105

5.125%,

9/01/43,

144A

9/33

at

100.00

N/R  

1,096,005

2,100

5.375%,

9/01/53,

144A

9/33

at

100.00

N/R  

2,090,508

5,760

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Crossroads

Public

Improvement

District

Major

improvement

Project,

Series

2018,

6.500%,

9/01/48,

144A

9/28

at

100.00

N/R  

5,923,987

2,080

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  

1,905,218

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Whitewing

Trails

Public

Improvement

District

2

Phase

2-6

Major

Improvement

Project,

Series

2019:

1,000

5.500%,

9/01/39,

144A

9/29

at

100.00

N/R  

1,015,550

2,000

5.750%,

9/01/49,

144A

9/29

at

100.00

N/R  

2,024,600

3,605

Reagan

Hospital

District

of

Reagan

County,

Texas,

Limited

Tax

Revenue

Bonds,

Series

2014A,

5.125%,

2/01/39

2/24

at

100.00

Ba1  

3,630,091

Red

River

Health

Facilities

Development

Corporation,

Texas,

First

Mortgage

Revenue

Bonds,

Eden

Home

Inc.,

Series

2012:

6,280

7.000%,

12/15/32

(4)

7/23

at

100.00

N/R  

3,768,000

5,525

7.250%,

12/15/42

(4)

7/23

at

100.00

N/R  

3,315,000

14,375

7.250%,

12/15/47

(4)

7/23

at

100.00

N/R  

8,625,000

3,300

Red

River

Health

Facilities

Development

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

MRC

Crossings

Project,

Series

2014A,

7.750%,

11/15/44,

(Pre-refunded

11/15/24)

11/24

at

100.00

N/R  (7)

3,497,142

445

Rowlett,

Texas,

Special

Assessment

Revenue

Bonds,

Bayside

Public

Improvement

District

North

Improvement

Area,

Series

2016,

6.000%,

9/15/46

3/24

at

102.00

N/R  

446,095

1,365

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

2

Project,

Series

2019,

4.625%,

9/15/39,

144A

9/27

at

100.00

N/R  

1,294,689

4,000

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

3

Project,

Series

2022,

5.750%,

9/15/52,

144A

9/32

at

100.00

N/R  

3,977,160

Royse

City,

Rockwall,

Collin

and

Hunt

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Creekshaw

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022:

600

5.875%,

9/15/42,

144A

9/32

at

100.00

N/R  

605,448

1,300

6.000%,

9/15/52,

144A

9/32

at

100.00

N/R  

1,321,892

297

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Royse

City,

Rockwall,

Collin

and

Hunt

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Creekshaw

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2020:

$

400

4.875%,

9/15/40,

144A

9/30

at

100.00

N/R  

$

376,176

700

5.125%,

9/15/50,

144A

9/30

at

100.00

N/R  

656,663

750

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

1

Improvement

Area

1

Project,

Series

2022,

6.000%,

9/15/50,

144A

9/32

at

100.00

N/R  

777,803

1,000

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

1

Improvement

Areas

2-3

Project,

Series

2022,

7.000%,

9/15/52,

144A

9/32

at

100.00

N/R  

1,028,490

2,235

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

1

Major

Improvement

Area

Project,

Series

2020,

5.625%,

9/15/50,

144A

9/30

at

100.00

N/R  

2,190,859

1,250

San

Antonio

Education

Facilities

Corporation,

Texas,

Higher

Education

Revenue

Bonds,

Hallmark

University

Project,

Series

2021A,

5.000%,

10/01/51

10/31

at

100.00

N/R  

987,288

10,215

San

Antonio

Independent

School

District,

Bexar

County,

Texas,

General

Obligation

Bonds,

School

Building

Series

2022,

5.000%,

8/15/52

8/32

at

100.00

Aaa  

11,220,258

San

Marcos

City,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

San

Marcos

Trace

Public

Improvement

District

Series

2019:

3,800

5.750%,

9/01/39,

144A

9/28

at

100.00

N/R  

3,845,144

5,000

5.750%,

9/01/48,

144A

9/28

at

100.00

N/R  

5,023,850

2,200

San

Marcos

City,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

Public

Improvement

District

Series

2020,

5.625%,

9/01/50

9/30

at

100.00

N/R  

2,200,968

San

Marcos,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

South

Public

Improvement

District,

Series

2020:

1,500

4.250%,

9/01/42,

144A

9/32

at

100.00

N/R  

1,303,500

1,750

4.500%,

9/01/51,

144A

9/32

at

100.00

N/R  

1,496,303

100

Sanger

Industrial

Development

Corporation,

Texas,

Industrial

Development

Revenue

Bonds,

Texas

Pellets

Inc.

Project,

Refunding

Series

2012B,

8.000%,

7/01/38,

(AMT)

(4)

7/23

at

100.00

N/R  

25,000

1,000

Santa

Fe,

Galveston

County,

Texas,

Special

Assessment

Revenue

Bonds,

Mulberry

Farms

Public

Improvement

District

Series

2022,

5.000%,

9/01/52,

144A

9/32

at

100.00

N/R  

933,060

Sinton,

San

Patricio

County,

Texas,

Special

Assessment

Revenue

Bonds,

Somerset

Public

Improvement

District

1

Series

2022:

1,000

5.125%,

9/01/42,

144A

9/32

at

100.00

N/R  

958,480

1,800

5.250%,

9/01/51,

144A

9/32

at

100.00

N/R  

1,697,022

9,345

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Methodist

Hospital

of

Dallas,

Series

2022,

4.000%,

10/01/42,

(UB)

(5)

4/32

at

100.00

AA-  

9,126,794

24,550

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Scott

&

White

Healthcare

Project,

Series

2022D,

5.000%,

11/15/51,

(UB)

(5)

11/32

at

100.00

AA-  

25,859,252

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckner

Senior

Living

Ventana

Project,

Series

2017A:

240

6.625%,

11/15/37

5/27

at

100.00

N/R  

247,073

5,875

6.750%,

11/15/47

5/27

at

100.00

N/R  

5,993,910

5,865

6.750%,

11/15/52

5/27

at

100.00

N/R  

5,965,585

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

298

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

8,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Bonds,

Christus

Health,

Series

2022A,

4.000%,

7/01/53,

(UB)

(5)

7/32

at

100.00

A1  

$

7,369,840

2,075

Tarrant

County

Cultural

Education

Facilities

Finance

Corporaton,

Texas,

Retirement

Facility

Revenue

Bonds,

C.C.

Young

Memorial

Home

Project,

Series

2009A,

8.000%,

2/15/38

(4)

7/23

at

100.00

N/R  

1,141,250

Tarrant

County

Cultural

Education

Facilities

Finance

Corporaton,

Texas,

Retirement

Facility

Revenue

Bonds,

C.C.

Young

Memorial

Home

Project,

Series

2016A:

1,000

6.375%,

2/15/48

(4)

2/27

at

100.00

N/R  

550,000

1,000

6.375%,

2/15/52

(4)

2/27

at

100.00

N/R  

550,000

4,000

Texas

Department

of

Housing

and

Community

Affairs,

Residential

Mortgage

Revenue

Bonds,

Series

2023A,

5.250%,

1/01/53,

(UB)

(5)

7/32

at

100.00

N/R  

4,165,720

3,660

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3A

&

3B

Facility,

Series

2013,

6.750%,

6/30/43,

(AMT)

9/23

at

100.00

Baa2  

3,674,384

17,520

Texas

Private

Activity

Bond

Surface

Transporation

Corporation,

Senior

Lien

Revenue

Bonds,

NTE

Mobility

Partners

Segments

3

LLC

Segments

3C

Project,

Series

2019,

5.000%,

6/30/58,

(AMT)

6/29

at

100.00

Baa2  

17,519,825

4,000

Texas

Transportation

Commission,

State

Highway

249

System

Revenue

Bonds,

First

Tier

Toll

Series

2019A,

0.000%,

8/01/52

2/29

at

31.38

Baa2  

918,280

7,500

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2021,

4.000%,

10/15/51,

(UB)

,

(WI/

DD)

10/31

at

100.00

AAA  

7,384,725

2,500

Town

of

Lakewood

Village,

Texas,

Lakewood

Village

Public

Improvement

District

Improvement

District

No.

1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.375%,

9/15/52,

144A

9/32

at

100.00

N/R  

2,403,725

Travis

County

Development

Authority,

Texas,

Contract

Assessment

Revenue

Bonds,

Turner's

Crossing

Public

Improvement

District

Area1

Project,

Series

2022:

870

5.375%,

9/01/42,

144A

9/32

at

100.00

N/R  

872,427

1,500

5.500%,

9/01/52,

144A

9/32

at

100.00

N/R  

1,497,705

3,071

Uhland,

Hays

and

Caldwell

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Watermill

Public

Improvement

District,

Series

2022,

6.625%,

9/01/52,

144A

9/32

at

100.00

N/R  

3,220,896

3,200

Venus,

Johnson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Brahman

Ranch

Public

Improvement

District,

Series

2022,

6.500%,

9/15/52,

144A

9/32

at

100.00

N/R  

3,239,296

4,000

Vista

Lago,

Travis

County,

Texas,

Special

Assessment

Revenue

Bonds,

Tessera

on

Lake

Travis

Public

Improvement

District

Improvement

Area

#2

Project,

Series

2018,

5.000%,

9/01/47

9/27

at

100.00

N/R  

3,847,800

6,755

Waller

Independent

School

District,

Waller

and

Harris

Counties,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023,

4.000%,

2/15/48

-

BAM

Insured,

(UB)

(5)

2/33

at

100.00

A1  

6,594,231

Westlake,

Texas,

Special

Assessment

Revenue

Bonds,

Solana

Public

Improvement

District,

Series

2015:

3,025

6.125%,

9/01/35

9/25

at

100.00

N/R  

3,023,397

2,755

6.250%,

9/01/40

9/25

at

100.00

N/R  

2,754,091

7,045

6.375%,

9/01/45

9/25

at

100.00

N/R  

7,045,070

Total

Texas

991,135,110

Utah

-

0.7%

Black

Desert

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A:

5,900

3.750%,

3/01/41,

144A

9/26

at

103.00

N/R  

4,750,739

299

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

$

9,630

4.000%,

3/01/51,

144A

9/26

at

103.00

N/R  

$

7,331,415

3,500

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  

2,890,720

10,870

Box

Elder

County,

Utah,

Solid

Waste

Disposal

Revenue

Bonds,

Promontory

Point

Res,

LLC,

Senior

Series

2017A,

8.000%,

12/01/39,

(AMT),

144A

12/27

at

100.00

N/R  

10,845,543

300

Carbon

County,

Utah,

Solid

Waste

Disposal

Facility

Revenue

Bonds,

Sunnyside

Cogeneration

Associates,

Series

1999A,

7.100%,

8/15/23,

(AMT)

No

Opt.

Call

N/R  

299,931

10,000

Gateway

at

Sand

Hollow,

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.500%,

3/01/51,

144A

12/26

at

103.00

N/R  

7,708,500

3,275

Jepson

Canyon

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

5.125%,

3/01/51

3/27

at

103.00

N/R  

2,563,342

Medical

School

Campus

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2020A:

3,875

5.250%,

2/01/40,

144A

9/25

at

103.00

N/R  

3,389,501

11,000

5.500%,

2/01/50,

144A

9/25

at

103.00

N/R  

9,348,790

1,955

Medical

School

Campus

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Lien

Series

2020B,

7.875%,

8/15/50,

144A

9/25

at

103.00

N/R  

1,673,773

2,600

Red

Bridge

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.375%,

2/01/51,

144A

2/26

at

103.00

N/R  

1,965,574

600

Red

Bridge

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

7.375%,

8/15/51,

144A

2/26

at

103.00

N/R  

488,796

1,075

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  

809,626

424

ROAM

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

7.375%,

3/15/51,

144A

9/26

at

103.00

N/R  

350,139

1,270

Sienna

Hills

Public

Infrastructure

District

No.

1,

Utah,

Limited

Tax

General

Obligation

and

Sales

Tax

Revenue

Bonds,

Series

2023A,

6.750%,

7/01/35,

144A

7/28

at

103.00

N/R  

1,279,728

4,000

University

of

Utah,

General

Revenue

Bonds,

Green

Series

2022A,

4.000%,

8/01/51

8/31

at

100.00

AA+  

3,919,720

1,320

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A,

4.250%,

6/15/51

6/28

at

103.00

N/R  

952,776

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Leadership

Learning

Academy

Project,

Series

2019A:

1,705

5.000%,

6/15/39,

144A

6/27

at

102.00

N/R  

1,615,198

1,670

5.000%,

6/15/50,

144A

6/27

at

102.00

N/R  

1,474,493

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  

758,031

5,050

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  

3,896,378

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Renaissance

Academy

Project,

Refunding

Series

2020:

950

5.000%,

6/15/40,

144A

6/28

at

102.00

Ba2  

919,382

2,000

5.000%,

6/15/55,

144A

6/28

at

102.00

Ba2  

1,822,340

8,380

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Saint

George

Academy

Project,

Series

2021A,

5.000%,

6/15/56,

144A

12/30

at

101.00

N/R  

5,894,408

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

300

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

$

100

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Saint

George

Academy

Project,

Taxable

Series

2021B,

5.750%,

6/15/24,

144A

No

Opt.

Call

N/R  

$

97,001

5,430

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Channing

Hall

Project,

Refunding

Series

2017A,

5.250%,

7/15/38,

144A

7/27

at

100.00

BB  

5,352,242

3,180

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Wallace

Stegner

Academy

Project,

Series

2019A,

5.000%,

6/15/49,

144A

6/27

at

100.00

N/R  

2,817,480

11,315

Utah

County,

Utah,

Hospital

Revenue

Bonds,

IHC

Health

Services

Inc.,

Series

2016B,

4.000%,

5/15/47

,

(WI/DD)

5/24

at

100.00

AA+  

10,707,611

Utah

State

Board

of

Regents,

Research

Revenue

Bonds,

Utah

State

University,

Auxiliary

System

Series

2023:

15,820

4.000%,

4/01/53

4/33

at

100.00

AA  

15,129,299

10,120

5.000%,

4/01/56,

(UB)

4/33

at

100.00

AA  

10,777,699

3,200

Utah

State

Board

of

Regents,

Revenue

Bonds,

Dixie

University,

Series

2019,

3.000%,

6/01/49,

(UB)

(5)

6/29

at

100.00

AA  

2,437,888

Total

Utah

124,268,063

Virgin

Islands

-

0.7%

7,215

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

7/23

at

100.00

N/R  

6,463,486

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2014C:

10,955

5.000%,

10/01/24,

144A

No

Opt.

Call

N/R  

10,792,866

9,750

5.000%,

10/01/30,

144A

10/24

at

100.00

N/R  

8,896,387

40,815

5.000%,

10/01/39,

144A

10/24

at

100.00

N/R  

32,964,235

500

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Series

2012C,

5.000%,

10/01/42

7/23

at

100.00

N/R  

391,895

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Working

Capital

Series

2014A:

3,265

5.000%,

10/01/24,

144A

No

Opt.

Call

N/R  

3,216,906

1,200

5.000%,

10/01/29,

144A

10/24

at

100.00

N/R  

1,111,452

21,695

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  

20,737,600

21,900

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  

21,513,246

1,515

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  

1,503,804

20

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Refunding

Series

2007A,

5.000%,

7/01/25

7/23

at

100.00

CC  

19,272

975

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Series

2007B,

5.000%,

7/01/31

7/23

at

100.00

CC  

913,702

6,885

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022A,

6.375%,

4/01/52,

144A

10/29

at

104.00

N/R  

6,624,609

13,000

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022B,

6.500%,

4/01/52,

(AMT),

144A

10/29

at

104.00

N/R  

12,619,750

Total

Virgin

Islands

127,769,210

Virginia

-

1.9%

10,000

Atlantic

Park

Community

Development

Authority,

Virginia,

Revenue

Bonds,

Series

2023,

6.250%,

8/01/45,

144A

8/32

at

100.00

N/R  

9,562,000

301

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

24,250

Bristol

Industrial

Development

Agency,

Virginia,

Revenue

Bonds,

The

Falls-Bristol

Project,

Series

2014B,

3.493%,

11/01/44,

144A

(4)

11/24

at

100.00

N/R  

$

13,829,775

Celebrate

Virginia

North

Community

Development

Authority,

Special

Assessment

Revenue

Bonds,

Series

2003B:

2,133

4.125%,

3/01/22

(4)

No

Opt.

Call

N/R  

1,386,450

4,960

4.356%,

3/01/25

(4)

7/23

at

100.00

N/R  

3,224,000

8,419

4.455%,

3/01/34

(4)

7/23

at

100.00

N/R  

5,472,350

Cherry

Hill

Community

Development

Authority,

Virginia,

Special

Assesment

Bonds,

Potomac

Shores

Project,

Series

2015:

1,095

5.150%,

3/01/35,

144A

3/25

at

100.00

N/R  

1,095,602

1,860

5.400%,

3/01/45,

144A

3/25

at

100.00

N/R  

1,861,005

8,500

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  

6,819,295

27,150

Fairfax

County

Industrial

Development

Authority,

Virginia,

Healthcare

Revenue

Bonds,

Inova

Health

System,

Series

2018A,

4.000%,

5/15/48,

(UB)

(5)

5/28

at

100.00

Aa2  

25,883,724

4,645

Farms

of

New

Kent

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Refunding

Capital

Appreciation

Series

2021B,

0.000%,

3/01/36,

144A

No

Opt.

Call

N/R  

1,951,736

16,070

Hampton

Roads

Transportation

Accountability

Commision,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Series

2020A,

4.000%,

7/01/60,

(UB)

(5)

7/30

at

100.00

AA  

15,461,590

10,320

Hampton

Roads

Transportation

Accountability

Commission,

Virginia,

Revenue

Bonds,

Hampton

Roads

Transportation

Fund,

Senior

Lien

Series

2022A,

4.000%,

7/01/52,

(UB)

(5)

7/32

at

100.00

AA  

10,034,239

Industrial

Development

Authority

of

the

City

of

Alexandria,

Virginia,

Tourism

Development

Financing

Program

Revenue

Bonds

(699

Prince

Street

Hotel

Project),

Senior

Series

2022A-1

(Tax-Exempt)

and

Senior

Series

2022B-1:

2,215

7.750%,

9/01/44,

144A

9/32

at

110.31

N/R  

2,479,249

5,555

12.000%,

9/01/52,

144A

9/32

at

100.00

N/R  

5,288,860

10,000

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  

10,072,100

5,505

Lower

Magnolia

Green

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Series

2015,

5.000%,

3/01/45,

144A

3/25

at

100.00

N/R  

5,232,172

7,695

Lynchburg

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Centra

Health

Obligated

Group,

Refunding

Series

2021,

4.000%,

1/01/55,

(UB)

,

(WI/DD)

1/32

at

100.00

Baa1  

6,919,190

45,695

Norfolk

Economic

Development

Authority,

Virginia,

Hospital

Facility

Revenue

Bonds,

Sentara

Healthcare

Systems,

Refunding

Series

2018B,

4.000%,

11/01/48,

(UB)

(5)

11/28

at

100.00

AA  

43,609,480

1,000

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Fort

Norfolk

Retirement

Community,

Inc.,

Harbor's

Edge

Project,

Series

2019A,

4.375%,

1/01/39

1/24

at

104.00

N/R  

813,050

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Revenue

Bonds,

Fort

Norfolk

Retirement

Community,

Inc.

-

Harbor's

Edge

Project,

Refunding

Series

2014:

5,000

5.000%,

1/01/46

1/25

at

100.00

N/R  

4,089,350

5,250

5.375%,

1/01/46

1/25

at

100.00

N/R  

4,551,330

3,225

Richmond

Redevelopment

and

Housing

Authority,

Virginia,

Multi-Family

Housing

Revenue

Bonds,

American

Tobacco

Apartments,

Series

2017,

5.550%,

1/01/37,

144A

1/27

at

100.00

N/R  

2,893,664

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

302

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

14,260

Roanoke

Economic

Development

Authority,

Virginia,

Hospital

Revenue

Bonds,

Carilion

Clinic

Obligated

Group,

Series

2020A,

4.000%,

7/01/51,

(UB)

(5)

7/30

at

100.00

AA-  

$

13,542,579

2,400

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Green

Series

2015B,

5.000%,

7/01/45,

144A

7/25

at

100.00

Ba3  

2,265,480

4,685

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Refunding

Series

2015A,

5.000%,

7/01/45,

144A

7/25

at

100.00

Ba3  

4,422,406

4,675

Virginia

Housing

Development

Authority,

Rental

Housing

Bonds,

Series

2023B,

4.875%,

3/01/61,

(UB)

(5)

3/32

at

100.00

AA+  

4,735,682

Virginia

Small

Business

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Provident

Resource

Group

-

Rixey

Student

Housing

Project,

Series

2019A:

13,645

5.500%,

7/01/49,

144A

7/34

at

100.00

N/R  

12,397,984

19,855

5.500%,

7/01/54,

144A

7/34

at

100.00

N/R  

17,776,380

10,819

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  

10,108,853

9,005

Virginia

Small

Business

Finance

Authority,

Healthcare

Facilities

Revenue

Bonds,

Bon

Secours

Mercy

Health,

Inc.,

Series

2020A,

4.000%,

12/01/49,

(UB)

(5)

6/30

at

100.00

A+  

8,530,977

8,005

Virginia

Small

Business

Finance

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Downtown

Norfolk

and

Virginia

Beach

Oceanfront

Hotel

Projects,

Series

2018A,

8.375%,

4/01/41,

144A

4/28

at

112.76

N/R  

8,100,019

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017:

1,965

5.000%,

12/31/49,

(AMT)

6/27

at

100.00

Baa3  

1,984,748

6,000

5.000%,

12/31/52,

(AMT)

6/27

at

100.00

Baa3  

6,053,820

25,935

5.000%,

12/31/56,

(AMT)

6/27

at

100.00

Baa3  

26,120,435

1,655

Virginia

Small

Business

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Covanta

Project,

Series

2018,

5.000%,

1/01/48,

(AMT),

(Mandatory

Put

7/01/38),

144A

7/23

at

100.00

B  

1,529,832

9,335

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  

8,937,142

1,000

Virginia

Small

Business

Financing

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Virginia

Beach

Oceanfront

South

Hotel

Project,

Senior

Series

2020A-1,

8.000%,

10/01/43,

144A

10/30

at

120.40

N/R  

1,035,520

2,200

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  

2,210,076

Williamsburg

Economic

Development

Authority,

Virginia,

Student

Housing

Revenue

Bonds,

Provident

Group

-

Williamsburg

Properties

LLC

-

William

and

Mary

Project

Series

2023A:

4,500

4.125%,

7/01/58

-

AGM

Insured,

(UB)

,

(WI/DD)

7/33

at

100.00

AA  

4,358,205

17,265

4.375%,

7/01/63

-

AGM

Insured,

(UB)

,

(WI/DD)

7/33

at

100.00

AA  

17,055,576

Total

Virginia

333,695,925

Washington

-

0.7%

King

County

Public

Hospital

District

4,

Washington,

Hospital

Revenue

Bonds,

Snoqualmie

Valley

Hospital,

Series

2015A:

1,500

6.000%,

12/01/35

12/25

at

100.00

N/R  

1,538,880

5,500

6.250%,

12/01/45

12/25

at

100.00

N/R  

5,632,165

303

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

Kitsap

County

Consolidated

Housing

Authority,

Washington,

Pooled

Tax

Credit

Housing

Revenue

Bonds,

Series

2007:

$

585

5.500%,

6/01/27,

(AMT)

7/23

at

100.00

N/R  

$

583,496

3,660

5.600%,

6/01/37,

(AMT)

7/23

at

100.00

N/R  

3,441,242

125

Ocean

Shores,

Washington,

Local

Improvement

District

2007-01

Bonds,

2011,

7.250%,

2/01/31

No

Opt.

Call

BBB+  

138,072

21,950

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2018A,

4.000%,

5/01/43,

(AMT),

(UB)

(5)

5/27

at

100.00

A1  

20,912,424

3,000

Port

of

Seattle,

Washington,

Revenue

Bonds,

Refunding

Intermediate

Lien

Private

Activity

Series

2022B,

5.000%,

8/01/47,

(AMT)

8/32

at

100.00

A1  

3,148,440

3,975

Tacoma

Consolidated

Local

Improvement

District

65,

Washington,

Special

Assessment

Bonds,

Series

2013,

5.750%,

4/01/43

7/23

at

100.00

N/R  

3,851,656

74,685

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2017A,

7.500%,

1/01/32,

(AMT),

144A

(4),(8)

1/28

at

100.00

N/R  

747

11,455

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2018,

7.250%,

1/01/32,

(AMT),

144A

(4),(8)

1/28

at

100.00

N/R  

115

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2019A:

34,710

7.500%,

1/01/32,

(AMT),

144A

(4),(8)

1/28

at

100.00

N/R  

347

8,095

7.650%,

1/01/32,

(AMT),

144A

(4),(8)

1/28

at

100.00

N/R  

81

24,710

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),(8)

No

Opt.

Call

N/R  

247

6,400

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),(8)

No

Opt.

Call

N/R  

64

4,800

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2015B,

4.125%,

8/15/43,

(UB)

(5)

8/25

at

100.00

A+  

4,514,592

11,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Series

2017B,

4.000%,

8/15/41,

(UB)

(5)

2/28

at

100.00

A+  

10,317,780

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

MultiCare

Health

System,

Tender

Option

Bond

Trust

2023-XG0481:

2,125

6.079%,

8/15/45,

144A,

(IF)

(5)

8/25

at

100.00

AA-  

2,122,471

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014D:

13,000

5.000%,

10/01/38,

(UB)

(5)

10/24

at

100.00

A  

13,014,950

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Tender

Option

Bond

Trust

2015-XF0132:

1,616

22.037%,

10/01/41,

144A,

(IF)

(5)

10/24

at

100.00

AA-  

1,623,224

24

22.037%,

10/01/41,

(Pre-refunded

10/01/24),

144A,

(IF)

(5)

10/24

at

100.00

N/R  (7)

24,107

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Tender

Option

Bond

Trust

2015-XF0148:

495

6.038%,

10/01/44,

(Pre-refunded

10/01/24),

144A,

(IF)

(5)

10/24

at

100.00

AA-  (7)

492,594

3,080

17.904%,

10/01/44,

144A,

(IF)

(5)

10/24

at

100.00

N/R  

3,068,019

2,060

17.922%,

10/01/44,

(Pre-refunded

10/01/24),

144A,

(IF)

(5)

10/24

at

100.00

N/R  (7)

2,051,987

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Tender

Option

Bond

Trust

2015-XF0150:

630

6.031%,

10/01/42,

144A,

(IF)

(5)

9/23

at

100.00

AA-  

629,943

1,510

6.035%,

10/01/42,

144A,

(IF)

(5)

9/23

at

100.00

AA-  

1,509,864

13,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Seattle

Children's

Hospital,

Series

2017A,

5.000%,

10/01/47,

(UB)

(5)

10/27

at

100.00

Aa2  

13,412,360

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

304

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

Washington

State

Convention

Center

Public

Facilities

District,

Lodging

Tax

Revenue

Bonds,

Series

2018:

$

11,170

4.000%,

7/01/58,

(UB)

(5)

7/28

at

100.00

BB+  

$

9,429,937

1,575

4.000%,

7/01/58,

(UB)

(5)

7/28

at

100.00

BBB-  

1,338,892

10,000

5.000%,

7/01/58

7/28

at

100.00

BBB-  

10,043,700

12,673

Washington

State

Housing

Finance

Commission,

Multifamily

Revenue

Bonds,

Greentree

Village

Homes

Project,

Series

2008,

5.264%,

2/01/26,

144A

No

Opt.

Call

N/R  

12,373,477

1,705

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Herons

Key

Senior

Living,

Series

2015A,

7.000%,

7/01/45,

(Pre-refunded

7/01/25),

144A

7/25

at

100.00

N/R  (7)

1,810,199

1,000

Washington

State

Housing

Finance

Commission,

Non-profit

Housing

Revenue

Bonds,

Presbyterian

Retirement

Communities

Northwest

Proejct,

Refunding

Series

2016A,

5.000%,

1/01/31,

144A

1/25

at

102.00

BB  

901,700

2,660

Washington

State

Housing

Finance

Commission,

Revenue

Bonds,

Riverview

Retirement

Community,

Refunding

Series

2012,

5.000%,

1/01/48

7/23

at

100.00

BBB-  

2,320,850

Total

Washington

130,248,622

West

Virginia

-

0.3%

6,791

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  

6,587,406

Glenville

State

College,

West

Virginia,

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

2,500

5.000%,

6/01/37

6/27

at

100.00

N/R  

2,319,750

5,500

5.250%,

6/01/47

6/27

at

100.00

N/R  

4,877,675

Monongalia

County

Commission,

West

Virginia,

Special

District

Excise

Tax

Revenue

Bonds,

University

Town

Centre

Economic

Opportunity

Development

District,

Refunding

&

Improvement

Series

2017A:

4,745

5.500%,

6/01/37,

144A

6/27

at

100.00

N/R  

4,847,587

8,140

5.750%,

6/01/43,

144A

6/27

at

100.00

N/R  

8,327,545

1,750

South

Charleston,

West

Virginia,

Special

District

Excise

Tax

Revenue

Improvement

Bonds,

South

Charleston

Park

Place

Project,

Series

2022A,

4.500%,

6/01/50,

144A

6/31

at

100.00

N/R  

1,354,990

3,890

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  

3,145,454

6,075

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

West

Virginia

United

Health

System

Obligated

Group,

Series

2018A,

4.000%,

6/01/51,

(UB)

(5)

6/28

at

100.00

A  

5,584,687

10,425

West

Virginia

Hospital

Finance

Authority,

Revenue

Bonds,

West

Virginia

University

Health

System,

Improvement

Series

2023A,

4.250%,

6/01/47

,

(WI/DD)

6/33

at

100.00

A  

10,209,932

Total

West

Virginia

47,255,026

Wisconsin

-

6.2%

26,485

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  

22,163,707

15,700

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  

14,006,912

305

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Alamance

Community

School,

Series

2021A:

$

510

5.000%,

6/15/41,

144A

6/29

at

100.00

N/R  

$

432,990

1,000

5.000%,

6/15/51,

144A

6/29

at

100.00

N/R  

784,370

900

5.000%,

6/15/56,

144A

6/29

at

100.00

N/R  

687,096

1,600

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

American

Preparatory

Academy,

Las

Vegas

2

Project,

Series

2019A,

5.000%,

7/15/54,

144A

7/27

at

100.00

BB  

1,383,904

6,760

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

American

Preparatory

Academy,

Las

Vegas

Project,

Series

2017,

5.375%,

7/15/52,

144A

7/27

at

100.00

BB  

6,234,410

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Ascend

Leadership

Academy

Project,

Series

2021A:

1,000

5.000%,

6/15/51,

144A

6/29

at

100.00

N/R  

788,550

1,000

5.000%,

6/15/56,

144A

6/29

at

100.00

N/R  

770,860

6,860

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Chattahoochee

Hills

Project,

Series

2017A,

5.875%,

6/15/47,

144A

6/27

at

100.00

N/R  

6,034,125

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Coral

Academy

of

Science,

Reno,

Series

2022A:

1,000

5.875%,

6/01/52,

144A

6/30

at

100.00

N/R  

974,840

1,510

6.000%,

6/01/62,

144A

6/30

at

100.00

N/R  

1,480,917

5,195

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Cornerstone

Charter

Academy,

North

Carolina,

Series

2016A,

5.125%,

2/01/46,

144A

2/26

at

100.00

N/R  

4,799,453

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School

Bonds,

North

Carolina,

Series

2019A:

1,660

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

1,506,915

6,540

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

5,467,440

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School,

North

Carolina,

Series

2017A:

1,000

5.000%,

6/15/37,

144A

6/24

at

100.00

N/R  

925,980

1,630

5.125%,

6/15/47,

144A

6/24

at

100.00

N/R  

1,410,993

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Envision

Science

Academy

Project,

Series

2016A:

1,090

5.125%,

5/01/36,

144A

5/26

at

100.00

N/R  

1,045,877

3,445

5.250%,

5/01/46,

144A

5/26

at

100.00

N/R  

3,102,084

3,030

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Explore

Knowledge

Foundation

Las

Vegas

Project,

Series

2012A,

6.000%,

7/15/42

7/23

at

100.00

BB+  

3,031,242

1,550

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-  

1,315,175

2,255

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Freedom

Classical

Academy

Inc.,

Series

2020A,

5.000%,

1/01/42,

144A

1/28

at

100.00

N/R  

2,030,718

3,000

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  

2,496,720

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Mallard

Creek

STEM

Academy,

North

Carolina,

Series

2019:

3,780

5.125%,

6/15/39,

144A

6/26

at

100.00

N/R  

3,638,401

6,280

5.250%,

6/15/49,

144A

6/26

at

100.00

N/R  

5,899,307

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

North

Carolina

Charter

Educational

Foundation

Project,

Series

2016A:

13,455

5.000%,

6/15/36,

144A

6/26

at

100.00

N/R  

11,630,637

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

306

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

40,610

5.000%,

6/15/46,

144A

6/26

at

100.00

N/R  

$

30,944,820

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Phoenix

Academy

Charter

School,

North

Carolina,

Series

2017A:

3,320

5.625%,

6/15/37,

144A

6/24

at

100.00

N/R  

3,044,672

17,350

5.875%,

6/15/47,

144A

6/24

at

100.00

N/R  

15,540,048

3,010

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Pine

Lake

Preparatory,

North

Carolina,

Series

2015,

5.500%,

3/01/45,

144A

3/25

at

100.00

BBB-  

3,030,950

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Point

College

Preparatory,

Series

2020A:

1,400

5.000%,

6/15/41,

144A

6/27

at

103.00

N/R  

1,200,584

3,790

5.000%,

6/15/55,

144A

6/27

at

103.00

N/R  

2,994,820

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Research

Triangle

High

School

Project,

North

Carolina,

Series

2015A:

1,000

5.375%,

7/01/35,

144A

7/25

at

100.00

N/R  

1,003,820

1,590

5.625%,

7/01/45,

144A

7/25

at

100.00

N/R  

1,598,713

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Uwharrie

Charter

Academy,

North

Carolina,

Series

2017A:

2,875

5.500%,

6/15/37,

144A

6/27

at

100.00

N/R  

2,880,923

6,225

5.625%,

6/15/47,

144A

6/27

at

100.00

N/R  

6,132,185

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Uwharrie

Charter

Academy,

North

Carolina,

Series

2022A:

4,105

5.000%,

6/15/57,

144A

6/32

at

100.00

Ba2  

3,539,003

6,795

5.000%,

6/15/62,

144A

6/32

at

100.00

Ba2  

5,775,478

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1:

393

0.000%,

1/01/47,

144A

(4)

No

Opt.

Call

N/R  

8,694

343

0.000%,

1/01/48,

144A

(4)

No

Opt.

Call

N/R  

7,222

338

0.000%,

1/01/49,

144A

(4)

No

Opt.

Call

N/R  

6,725

327

0.000%,

1/01/50,

144A

(4)

No

Opt.

Call

N/R  

6,055

322

0.000%,

1/01/51,

144A

(4)

No

Opt.

Call

N/R  

5,657

418

0.000%,

1/01/52,

144A

(4)

No

Opt.

Call

N/R  

6,853

412

0.000%,

1/01/53,

144A

(4)

No

Opt.

Call

N/R  

6,425

398

0.000%,

1/01/54,

144A

(4)

No

Opt.

Call

N/R  

5,860

390

0.000%,

1/01/55,

144A

(4)

No

Opt.

Call

N/R  

5,438

382

0.000%,

1/01/56,

144A

(4)

No

Opt.

Call

N/R  

5,079

20,784

5.500%,

7/01/56,

144A

(4)

3/28

at

100.00

N/R  

11,574,179

423

0.000%,

1/01/57,

144A

(4)

No

Opt.

Call

N/R  

5,310

412

0.000%,

1/01/58,

144A

(4)

No

Opt.

Call

N/R  

4,904

401

0.000%,

1/01/59,

144A

(4)

No

Opt.

Call

N/R  

4,548

393

0.000%,

1/01/60,

144A

(4)

No

Opt.

Call

N/R  

4,188

387

0.000%,

1/01/61,

144A

(4)

No

Opt.

Call

N/R  

3,901

376

0.000%,

1/01/62,

144A

(4)

No

Opt.

Call

N/R  

3,591

368

0.000%,

1/01/63,

144A

(4)

No

Opt.

Call

N/R  

3,339

360

0.000%,

1/01/64,

144A

(4)

No

Opt.

Call

N/R  

3,117

354

0.000%,

1/01/65,

144A

(4)

No

Opt.

Call

N/R  

2,885

382

0.000%,

1/01/66,

144A

(4)

No

Opt.

Call

N/R  

2,883

4,599

0.000%,

1/01/67,

144A

(4)

No

Opt.

Call

N/R  

31,457

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

Second

Tier

Series

2018B:

177

0.000%,

1/01/46,

144A

(4)

No

Opt.

Call

N/R  

4,203

174

0.000%,

1/01/47,

144A

(4)

No

Opt.

Call

N/R  

3,853

173

0.000%,

1/01/48,

144A

(4)

No

Opt.

Call

N/R  

3,636

172

0.000%,

1/01/49,

144A

(4)

No

Opt.

Call

N/R  

3,415

169

0.000%,

1/01/50,

144A

(4)

No

Opt.

Call

N/R  

3,133

307

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

185

0.000%,

1/01/51,

144A

(4)

No

Opt.

Call

N/R  

$

3,261

4,770

1.000%,

7/01/51,

144A

(4)

3/28

at

100.00

N/R  

2,745,970

184

0.000%,

1/01/52,

144A

(4)

No

Opt.

Call

N/R  

3,021

182

0.000%,

1/01/53,

144A

(4)

No

Opt.

Call

N/R  

2,831

180

0.000%,

1/01/54,

144A

(4)

No

Opt.

Call

N/R  

2,653

178

0.000%,

1/01/55,

144A

(4)

No

Opt.

Call

N/R  

2,479

175

0.000%,

1/01/56,

144A

(4)

No

Opt.

Call

N/R  

2,332

174

0.000%,

1/01/57,

144A

(4)

No

Opt.

Call

N/R  

2,185

172

0.000%,

1/01/58,

144A

(4)

No

Opt.

Call

N/R  

2,042

170

0.000%,

1/01/59,

144A

(4)

No

Opt.

Call

N/R  

1,932

169

0.000%,

1/01/60,

144A

(4)

No

Opt.

Call

N/R  

1,803

167

0.000%,

1/01/61,

144A

(4)

No

Opt.

Call

N/R  

1,678

165

0.000%,

1/01/62,

144A

(4)

No

Opt.

Call

N/R  

1,578

163

0.000%,

1/01/63,

144A

(4)

No

Opt.

Call

N/R  

1,478

162

0.000%,

1/01/64,

144A

(4)

No

Opt.

Call

N/R  

1,400

161

0.000%,

1/01/65,

144A

(4)

No

Opt.

Call

N/R  

1,306

158

0.000%,

1/01/66,

144A

(4)

No

Opt.

Call

N/R  

1,193

2,057

0.000%,

1/01/67,

144A

(4)

No

Opt.

Call

N/R  

14,070

25,000

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  

25,945,250

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Carolina

International

School,

Series

2018A:

1,030

5.250%,

8/01/38,

144A

8/28

at

100.00

BB+  

1,022,543

1,240

5.500%,

8/01/48,

144A

8/28

at

100.00

BB+  

1,226,633

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Casa

Esperanza

Montessori,

Series

2021A:

5,280

4.375%,

6/01/46,

144A

6/31

at

100.00

N/R  

3,796,584

9,815

4.500%,

6/01/56,

144A

6/31

at

100.00

N/R  

6,738,488

6,875

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  

6,783,013

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

North

Carolina

Leadership

Academy,

Series

2019A:

540

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

480,411

455

5.000%,

6/15/54,

144A

6/26

at

100.00

N/R  

397,638

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Pioneer

Springs

Community

School,

Series

2020A:

1,030

6.250%,

6/15/40,

144A

6/27

at

100.00

N/R  

982,414

5,350

6.500%,

6/15/50,

144A

6/27

at

100.00

N/R  

5,052,059

1,705

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Pioneer

Springs

Community

School,

Taxable

Series

2020B,

7.500%,

6/15/30,

144A

6/25

at

100.00

N/R  

1,650,576

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Shining

Rock

Classical

Academy,

Series

2022A:

1,000

6.000%,

6/15/52

6/29

at

101.00

N/R  

931,420

1,100

6.125%,

6/15/57

6/29

at

101.00

N/R  

1,026,707

1,945

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

The

Capitol

Encore

Academy,

Series

2019A,

5.500%,

6/01/49,

144A

6/27

at

102.00

N/R  

1,742,856

1,300

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  

1,060,384

4,385

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  

3,520,760

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

LEAD

Academy

Project,

Series

2016A:

1,000

5.000%,

8/01/36,

144A

8/26

at

100.00

N/R  

904,340

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

308

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

3,000

5.125%,

8/01/46,

144A

8/26

at

100.00

N/R  

$

2,554,680

2,875

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

LEAD

Academy

Project,

Series

2021,

5.000%,

8/01/56,

144A

8/28

at

100.00

N/R  

2,268,806

9,000

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  

8,581,680

1,900

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

The

ASK

Academy

Project,

Series

2015A,

6.000%,

2/01/45

2/25

at

100.00

N/R  

1,859,435

5,300

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Blue

Ridge

HealthCare,

Refunding

Series

2020A,

3.000%,

1/01/50

1/30

at

100.00

A3  

3,724,257

1,725

Public

Finance

Authority

of

Wisconsin,

Healthcare

Facility

Expansion

Revenue

Bonds,

Church

Homes

of

Hartford

Inc

Project,

Refunding

Series

2015A,

5.000%,

9/01/38,

144A

9/24

at

100.00

BB  

1,515,602

16,335

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  

16,618,576

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

Grant

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017A:

8,500

3.125%,

8/01/27,

144A

(4)

No

Opt.

Call

N/R  

6,491,875

28,545

6.750%,

8/01/31,

144A

(4)

No

Opt.

Call

N/R  

19,981,500

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017:

58,580

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R  

52,680,408

58,500

6.750%,

12/01/42,

144A

12/27

at

100.00

N/R  

52,996,905

310,900

7.000%,

12/01/50,

144A

12/27

at

100.00

N/R  

283,239,227

6,710

Public

Finance

Authority

of

Wisconsin,

Project

Revenue

Bonds,

Irving

Convention

Center

Hotel

Project,

First

Tier

Series

2017A-2,

7.000%,

1/01/50,

144A

1/32

at

100.00

N/R  

7,307,458

7,245

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  

434,700

16,910

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  

10,146,000

3,015

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Gulf

Coast

Zoo,

Taxable

Series

2018B,

6.750%,

9/01/29,

144A

9/28

at

100.00

N/R  

1,809,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Proton

Therapy

Center,

Senior

Series

2017A:

3,100

6.250%,

10/01/31,

144A

(4)

10/27

at

100.00

N/R  

1,860,000

10,000

6.850%,

10/01/47,

144A

(4)

10/27

at

100.00

N/R  

6,000,000

4,700

7.000%,

10/01/47,

144A

(4)

10/27

at

100.00

N/R  

2,820,000

2,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Proton

Therapy

Center,

Senior

Series

2017B,

8.500%,

10/01/47,

144A

(4)

10/27

at

100.00

N/R  

800,000

5,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Bayhealth

Medical

Center

Project,

Series

2021A,

3.000%,

7/01/50

-

BAM

Insured

1/32

at

100.00

AA  

3,672,500

3,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Delray

Beach

Radiation

Therapy

Center,

Subordinate

Series

2017B,

8.500%,

11/01/46,

144A

(4)

11/26

at

100.00

N/R  

1,200,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Prime

Healthcare

Foundation,

Inc.,

Series

2017A:

1,220

5.200%,

12/01/37

12/27

at

100.00

BBB  

1,243,753

2,725

5.350%,

12/01/45

12/27

at

100.00

BBB  

2,728,897

309

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Procure

Proton

Therapy

Center,

Senior

Series

2018A:

$

18,790

6.950%,

7/01/38,

144A

7/28

at

100.00

N/R  

$

15,231,362

60,680

7.000%,

7/01/48,

144A

7/28

at

100.00

N/R  

49,127,135

4,410

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  

4,462,082

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2023A:

3,770

5.000%,

6/01/37

6/28

at

103.00

N/R  

3,508,437

31,865

5.000%,

6/01/52

6/28

at

103.00

N/R  

26,056,648

9,500

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Senior

Revenue

Bonds,

Proton

International

Arkansas,

LLC,

Series

2021A,

6.850%,

1/01/51,

144A

1/32

at

100.00

N/R  

7,122,245

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Sky

Harbour

LLC

Obligated

Group

Aviation

Facilities

Project,

Series

2021:

2,405

4.000%,

7/01/41,

(AMT)

7/31

at

100.00

N/R  

1,863,634

17,290

4.250%,

7/01/54,

(AMT)

7/31

at

100.00

N/R  

12,341,948

5,250

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Viticus

Group

Project,

Series

2022A,

4.250%,

12/01/51,

144A

12/31

at

100.00

N/R  

4,141,568

4,180

Public

Finance

Authority

of

Wisconsin,

Senior

Airport

Facilities

Revenue

and

Refunding

Bonds,

TrIPS

Obligated

Group,

Series

2012B,

5.000%,

7/01/42

7/23

at

100.00

BBB+  

4,180,000

Public

Finance

Authority

of

Wisconsin,

Senior

Living

Facility

Revenue

Bonds,

Mary's

Woods

at

Marylhurst

Inc.,

Series

2017A:

1,015

5.250%,

5/15/42,

144A

5/25

at

102.00

BB  

929,649

1,335

5.250%,

5/15/47,

144A

5/25

at

102.00

BB  

1,182,516

2,000

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  

1,597,800

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1:

5,605

6.125%,

1/01/33,

144A

1/28

at

100.00

N/R  

3,447,075

22,230

6.250%,

1/01/38,

144A

1/28

at

100.00

N/R  

13,671,450

90,145

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R  

55,439,175

4,865

Public

Finance

Authority

of

Wisconsin,

Wisconsin

Revenue

Note,

KDC

Agribusiness

LLC

Project,

Series

2022B,

15.000%,

8/31/23

(4),(8)

No

Opt.

Call

N/R  

741,913

500

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Wilson

Preparatory

Academy,

Series

2019A,

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

479,295

495

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Minnesota

College

of

Osteopathic

Medicine,

Senior

Series

2019A-1,

5.500%,

12/01/48,

144A

(4)

12/28

at

100.00

N/R  

153,297

5,000

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Minnesota

College

of

Osteopathic

Medicine,

Subordinate

Series

2019B,

9.500%,

12/01/48,

144A

(4)

12/24

at

103.00

N/R  

50,000

76

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Minnesota

College

of

Osteopathic

Medicine,

Taxable

Senior

Series

2019A-2,

7.250%,

12/01/48,

144A

(4)

12/28

at

100.00

N/R  

23,584

6,500

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Ultimate

Medical

Academy,

Taxable

Series

2019B,

6.125%,

10/01/49,

144A

10/29

at

100.00

BB  

5,714,995

21,625

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Vonore

Fiber

Products

Sustainable

Packaging

Project,

Taxable

Green

Series

2019,

7.500%,

6/01/29,

144A

7/23

at

105.00

N/R  

21,255,429

6,650

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  

5,001,199

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

310

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

13,825

University

of

Wisconsin

Hospitals

and

Clinics

Authority,

Revenue

Bonds,

Series

2018A,

4.250%,

4/01/48,

(UB)

(5)

10/28

at

100.00

AA-  

$

13,498,868

10,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Ascension

Health

Alliance

Senior

Credit

Group,

Series

2013B-1,

4.000%,

11/15/43,

(UB)

,

(WI/DD)

11/28

at

100.00

Aa2  

9,687,300

2,130

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Rocket

Education

Obligated

Group,

Series

2017C,

5.250%,

6/01/40,

144A

6/26

at

100.00

N/R  

2,037,856

8,500

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Agnesian

HealthCare,

Inc.,

Series

2017,

4.000%,

7/01/47,

(UB)

(5)

7/27

at

100.00

A+  

7,828,670

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

American

Baptist

Homes

of

the

Midwest

Obligated

Group,

Refunding

Series

2017:

1,850

5.000%,

8/01/37

8/24

at

103.00

N/R  

1,500,590

1,900

5.000%,

8/01/39

8/24

at

103.00

N/R  

1,497,941

10,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Children's

Hospital

of

Wisconsin,

Inc.,

Series

2017,

4.000%,

8/15/47,

(UB)

8/27

at

100.00

Aa3  

9,589,800

10,835

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Froedtert

Health,

Inc.

Obligated

Group,

Series

2017A,

4.000%,

4/01/39

4/27

at

100.00

AA  

10,640,295

9,990

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016A,

5.000%,

2/15/42,

(UB)

(5)

2/26

at

100.00

BBB+  

10,028,861

9,745

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  

9,307,742

30,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Medical

College

of

Wisconsin,

Inc.,

Series

2022,

4.000%,

12/01/51,

(UB)

(5)

12/31

at

100.00

AA-  

28,136,400

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Mile

Bluff

Medical

Center,

Inc.,

Series

2014:

1,650

5.500%,

5/01/34

5/24

at

100.00

N/R  

1,620,168

2,635

5.750%,

5/01/39

5/24

at

100.00

N/R  

2,540,351

10,115

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2018A,

4.300%,

11/01/53,

(UB)

(5)

11/27

at

100.00

Aa3  

9,716,874

Total

Wisconsin

1,107,400,888

Wyoming

-

0.1%

10,245

Larmie

County,

Wyoming,

Hospital

Revenue

Bonds,

Cheyenne

Regional

Medical

Center

Project,

Refunding

Series

2021,

3.000%,

5/01/42

5/31

at

100.00

A+  

7,700,859

Total

Wyoming

7,700,859

Total

Municipal

Bonds

(cost

$22,291,988,361)

20,845,672,962

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

9

.3

%

X

1,648,999,922

Chemicals

-

0.0%

3,839

Ingevity

Corporation

(10),(11)

$

223,276

Total

Chemicals

223,276

311

Shares

Description

(1)

Value

Containers

&

Packaging

-

0.0%

23,041

Westrock

Co

(12)

$

669,802

Total

Containers

&

Packaging

669,802

Electric

Utilities

-

0.9%

832,852

Talen

Energy

Corp

(11)

40,462,449

2,306,453

Talen

Energy

Supply

LLC

(11)

112,054,406

Total

Electric

Utilities

152,516,855

Independent

Power

and

Renewable

Electricity

Producers

-

8.4%

19,397,048

Energy

Harbor

Corp

(11),(13)

1,495,589,989

Total

Independent

Power

and

Renewable

Electricity

Producers

1,495,589,989

Total

Common

Stocks

(cost

$548,956,340)

1,648,999,922

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

X

–

CORPORATE

BONDS

-

0

.3

%

X

49,577,512

Commercial

Services

&

Supplies

-

0.0%

$

1,635

College

for

Certain

Inc,

144A

4.800%

6/01/60

N/R

$

1,265,495

Total

Commercial

Services

&

Supplies

1,265,495

Electric

Utilities

-

0.0%

6,085

FirstEnergy

Corp

(4)

6.050%

8/15/22

N/R

61

3,805

FirstEnergy

Corp

(4)

6.800%

8/15/39

N/R

38

Total

Electric

Utilities

99

Hotels,

Restaurants

&

Leisure

-

0.1%

20,600

Wild

Rivers

Water

Park

8.500%

11/01/51

N/R

15,218,250

Total

Hotels,

Restaurants

&

Leisure

15,218,250

Machinery

-

0.0%

8,963

Columbia

Pulp

I

LLC

(8)

16.000%

8/31/23

N/R

4,240,133

Total

Machinery

4,240,133

Metals

&

Mining

-

0.1%

8,000

Cleveland-Cliffs

Inc

7.000%

3/15/27

BB-

7,760,000

362

United

States

Steel

Corp

(14)

6.875%

3/01/29

B1

358,063

Total

Metals

&

Mining

8,118,063

Real

Estate

Management

&

Development

-

0.1%

7,555

Benloch

Ranch

Improvement

Association

1,

Corporate

Bonds

(8)

9.750%

12/01/39

N/R

7,260,969

3,409

Benloch

Ranch

Improvement

Association

No

1,

144A

(8)

9.750%

12/01/39

N/R

3,277,117

12,747

Fort

Benning

Family

Communities

LLC

(1-Month

LIBOR

reference

rate

+

0.320%

spread),

144A

(8),(15)

5.004%

1/15/41

A

10,197,386

Total

Real

Estate

Management

&

Development

20,735,472

Total

Corporate

Bonds

(cost

$59,795,793)

49,577,512

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

312

Investments

in

Derivatives

Principal

Amount

(000)

Description

(1)

Coupon

(16)

Reference

Rate

(16)

Spread

(16)

Maturity

(17)

Ratings

(3)

Value

X

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0

.0

%

(16)

X

4,909,845

Hotels,

Restaurants

&

Leisure

-

0.0%

$

360

Lombard

Starwood

Westin

Hotel

Conference

Center

and

Hotel

Project

Revenue

Bonds

,

(cash

7.500%,

PIK

7.500%)(8),(18)

7.500%

N/A

N/A

12/31/23

N/R

$

359,845

Total

Hotels,

Restaurants

&

Leisure

359,845

Trading

Companies

&

Distributors

-

0.0%

4,550

KDC

Agribusiness

Fairless

Hills

LLC

(8)

12.000%

0.000%

9/17/23

N/R

4,550,000

Total

Trading

Companies

&

Distributors

4,550,000

Total

Variable

Rate

Senior

Loan

Interests

(cost

$4,909,845)

4,909,845

Total

Long-Term

Investments

(cost

$22,905,650,339)

22,549,160,241

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  0.0%

X

–

MONEY

MARKET

FUNDS

-

0

.0

%

X

367,467

367,467

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(19)

5.110%(20)

$

367,467

Total

Money

Market

Funds

(cost

$367,467)

$

367,467

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$367,467)

367,467

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

 4.4%  

–

REPURCHASE

AGREEMENTS

-

4

.4

%

X

792,390,632

$

45,911

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

6/30/23,repurchase

price

$45,916,448,

collateralized

by

$53,510,400,

U.S.

Treasury

Note,

1.500%,

due

11/30/28,

value

$46,828,865

1.520%

7/03/23

$

45,910,632

746,480

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

6/30/23,repurchase

price

$746,791,655,

collateralized

by

$161,834,600,

U.S.

Treasury

Note,

4.000%,

due

2/28/30,

value

$163,715,159;

$606,033,800,

U.S.

Treasury

Note,

3.625%,

due

3/31/30,

value

$597,694,496

5.010%

7/03/23

746,480,000

Total

Repurchase

Agreements

(cost

$792,390,632)

792,390,632

Total

Short-Term

Investments

(cost

$792,390,632)

792,390,632

Total

Investments

(cost

$

23,698,408,438

)

-

131

.0

%

23,341,918,340

Floating

Rate

Obligations

-

(31.7)%

(

5,651,290,000

)

Other

Assets

&

Liabilities,

Net

-  0.7%(21)

127,626,598

Net

Assets

-

100%

$

17,818,254,938

313

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

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:

Credit

Default

Swaps

-

OTC

Uncleared

Counterparty

Referenced

Entity

Buy/Sell

Protection

(22)

Current

Credit

Spread

(23)

Notional

Amount

Fixed

Rate

(Annualized)

Fixed

Rate

Payment

Frequency

Maturity

Date

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup

Global

Markets

Inc.(8)

City

of

Chicago

Sell

1

.29

%

$

5,000,000

1

.000

%

Quarterly

6/20/24

$

31,805

$

(

69,816

)

$

101,621

Citigroup

Global

Markets

Inc.(8)

City

of

Chicago

Sell

1

.40

5,000,000

1

.000

Quarterly

12/20/24

34,305

(

88,375

)

122,680

Citigroup

Global

Markets

Inc.(8)

City

of

Chicago

Sell

1

.61

5,000,000

1

.000

Quarterly

12/20/25

25,556

(

103,012

)

128,568

Citigroup

Global

Markets

Inc.(8)

City

of

Chicago

Sell

1

.90

10,000,000

1

.000

Quarterly

12/20/27

(

77,889

)

(

532,277

)

454,388

Citigroup

Global

Markets

Inc.(8)

City

of

Chicago

Sell

1

.16

60,000,000

1

.000

Quarterly

6/20/28

(

755,933

)

(

3,679,840

)

2,923,907

Citigroup

Global

Markets

Inc.(8)

State

of

Illinois

Sell

1

.59

25,000,000

1

.000

Quarterly

12/20/25

294,028

(

164,448

)

458,476

Total

$

110,000,000

$

(

448,128

)

$(4,637,768)

$

4,189,640

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

20,809,739,641

$

25,723,389

$

20,845,672,962

Common

Stocks

893,078

1,648,106,844

–

1,648,999,922

Corporate

Bonds

–

24,601,907

24,975,605

49,577,512

Variable

Rate

Senior

Loan

Interests

–

–

4,909,845

4,909,845

Investments

Purchased

with

Collateral

from

Securities

Lending

367,467

–

–

367,467

Short-Term

Investments:

Repurchase

Agreements

–

792,390,632

–

792,390,632

Investments

in

Derivatives:

Credit

Default

Swaps*

–

–

4,189,640

4,189,640

Total

$

1,260,545

$

23,274,839,024

$

59,798,479

$

23,346,107,980

*

Represents

net

unrealized

appreciation

(depreciation).

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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.

Nuveen

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

314

(5)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(6)

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.

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(9)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(10)

Common

Stock

received

as

part

of

spin-off

from

WestRock

Company.

(11)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(12)

Common

Stock

received

as

part

of

the

bankruptcy

settlement

for

Hodge,

Lousiana,

Combined

Utility

System

Revenue

Bonds,

Smurfit-Stone

Container

Corporation,

Series

2003,

coupon

7.450%,

Maturity

3/01/24.

(13)

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

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35;

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;

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35;

FirstEnergy

Solutions

Corp,

6.050%,

8/15/21;

FirstEnergy

Solutions

Corp,

6.800%,

8/15/39;

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

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010B,

3.750%,

6/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.125%,

1/01/34;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33;

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%,

5/15/19;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33;

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;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33;

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40;

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.

(14)

Investment,

or

a

portion

of

investment,

is

out

on

loan

for

securities

lending.

The

total

value

of

the

securities

out

on

loan

as

of

the

end

of

the

reporting

period

was

$354,107.

(15)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(16)

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.

(17)

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.

(18)

Senior

loan

received

as

part

of

the

bondholder

funding

agreement

during

March

2022

for

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1,

0.000%,

7/01/56,

144A.

(19)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(20)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

315

(21)

Other

assets

less

liabilities

includes

the

unrealized

appreciation

(depreciation)

of

certain

over-the-counter

("OTC")

derivatives

as

well

as

the

OTC

cleared

and

exchange-traded

derivatives,

when

applicable.

(22)

The

Fund

entered

into

the

credit

default

swaps

to

gain

investment

exposure

to

the

referenced

entity.

Selling

protection

has

a

similar

credit

risk

position

to

owning

the

referenced

entity.

Buying

protection

has

a

similar

credit

risk

position

to

selling

the

referenced

entity

short.

(23)

The

credit

spread

generally

serves

as

an

indication

of

the

current

status

of

the

payment/performance

risk

and

therefore

the

likelihood

of

default

of

the

credit

derivative.

The

credit

spread

also

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

into

a

credit

default

swap

contract.

Higher

credit

spreads

are

indicative

of

higher

likelihood

of

performance

by

the

seller

of

protection.

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

ETM

Escrowed

to

maturity

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.

LIBOR

London

Inter-Bank

Offered

Rate

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.

316

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

104.1%   

X

–

MUNICIPAL

BONDS

-

95.8%

X

4,762,758,522

Alabama

-

3.9%

$

2,445

Alabama

Private

Colleges

and

University

Facilities

Authority,

Limited

Obligation

Bonds,

University

of

Mobile

Project,

Series

2015A,

5.350%,

9/01/27,

144A

9/25

at

100.00

N/R  

$

2,450,721

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

3

Series

2018A:

23,140

3.660%,

12/01/48,

(Mandatory

Put

12/01/23)

(1-Month

LIBOR*0.67%

reference

rate

+

0.900%

spread),

(UB)

(4),(5)

9/23

at

100.00

A2  

23,124,265

9,440

4.000%,

12/01/48,

(Mandatory

Put

12/01/23)

9/23

at

100.31

A2  

9,437,262

50,000

Black

Belt

Energy

Gas

District,

Alabama,

Gas

PrePay

Revenue

Bonds,

Project

7

Series

2022C-2,

5.031%,

2/01/53,

(Mandatory

Put

6/01/29)

(SOFR*0.67%

reference

rate

+

2.150%

spread),

(UB)

(4),(5)

3/29

at

100.00

A1  

50,507,000

6,500

Black

Belt

Energy

Gas

District,

Alabama,

Gas

Project

Revenue

Bonds,

Series

2023A,

5.250%,

1/01/54,

(Mandatory

Put

10/01/30)

7/30

at

100.25

A2  

6,863,610

1,645

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  

1,820,341

3,125

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  

3,198,563

5,000

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Senior

Lien

Series

2013C,

6.900%,

10/01/50

-

AGM

Insured

10/23

at

105.00

BB+  

5,188,450

7,500

Jefferson

County,

Alabama,

Sewer

Revenue

Warrants,

Subordinate

Lien

Series

2013D,

6.500%,

10/01/53

10/23

at

105.00

BB  

7,907,175

MidCity

Improvement

District,

Alabama,

Special

Assessment

Revenue

Bonds,

Series

2022:

300

3.875%,

11/01/27

No

Opt.

Call

N/R  

277,866

600

4.250%,

11/01/32

No

Opt.

Call

N/R  

530,928

1,250

4.500%,

11/01/42

11/32

at

100.00

N/R  

1,032,287

1,950

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.000%,

4/15/27

4/25

at

100.00

N/R  

1,933,990

Montgomery

Medical

Clinic

Board,

Alabama,

Health

Care

Facility

Revenue

Bonds,

Jackson

Hospital

&

Clinic,

Series

2015:

5,955

5.000%,

3/01/33

3/26

at

100.00

Ba3  

5,838,461

3,500

5.000%,

3/01/36

3/26

at

100.00

Ba3  

3,312,785

50,000

Southeast

Energy

Authority,

Alabama,

Commodity

Supply

Revenue

Bonds,

Project

3,

Series

2022A-1,

2022A-2,

4.966%,

1/01/53,

(Mandatory

Put

12/01/29)

(SOFR*0.67%

reference

rate

+

2.420%

spread),

(UB)

(4),(5)

9/29

at

100.00

N/R  

51,465,000

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A:

7,167

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R  

6,704,200

13,500

5.250%,

5/01/44,

144A

5/29

at

100.00

N/R  

12,214,800

Total

Alabama

193,807,704

317

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Alaska

-

0.0%

$

260

Northern

Tobacco

Securitization

Corporation,

Alaska,

Tobacco

Settlement

Asset-Backed

Bonds,

Senior

Series

2021A

Class

1,

4.000%,

6/01/41

6/31

at

100.00

A-  

$

244,702

Total

Alaska

244,702

Arizona

-

3.3%

11,625

Arizona

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Banner

Health

Systems,

Series

2007B,

4.517%,

1/01/37

(3-Month

LIBOR*0.67%

reference

rate

+

0.810%

spread)

(4),(5)

7/23

at

100.00

AA-  

10,906,691

25,000

Arizona

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Banner

Health

Systems,

Series

2007B,

4.517%,

1/01/37

(3-Month

LIBOR*0.67%

reference

rate

+

0.810%

spread),

(UB)

(5)

7/23

at

100.00

AA-  

23,455,250

Arizona

Health

Facilities

Authority,

Hospital

Revenue

Bonds,

Banner

Health

Systems,

Tender

Option

Bond

Trust

Series

2023-XF3088:

1,500

3.289%,

1/01/37,

144A,

(IF)

(4)

9/23

at

100.00

AA-  

1,191,090

3,000

3.429%,

1/01/37,

144A,

(IF)

(4)

9/23

at

100.00

AA-  

2,382,180

1,500

3.429%,

1/01/37,

144A,

(IF)

(4)

9/23

at

100.00

AA-  

1,191,090

3,000

3.429%,

1/01/37,

144A,

(IF)

(4)

9/23

at

100.00

AA-  

2,382,180

500

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017D,

5.000%,

7/01/37,

144A

7/27

at

100.00

BB  

492,090

530

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Somerset

Academy

of

Las

Vegas

Aliante

and

Skye

Canyon

Campus

Projects,

Series

2021A,

3.000%,

12/15/31,

144A

12/29

at

100.00

BB  

456,701

735

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,  Arizona

Agribusiness

and

Equine

Center,

Inc.

Project,

Series

2017B,

4.000%,

3/01/27,

144A

No

Opt.

Call

BB+  

707,827

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2018B:

240

4.500%,

7/01/24,

144A

No

Opt.

Call

BB+  

238,375

1,000

5.000%,

7/01/29,

144A

1/27

at

100.00

BB+  

1,010,820

130

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2022,

5.000%,

7/01/32,

144A

No

Opt.

Call

BB+  

131,897

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Leman

Academy

of

Excellence

-

Parker

Colorado

Campus

Project,

Series

2019A:

765

4.500%,

7/01/29,

144A

7/24

at

101.00

N/R  

731,286

2,635

5.000%,

7/01/39,

144A

7/24

at

101.00

N/R  

2,440,511

2,000

5.000%,

7/01/49,

144A

7/24

at

101.00

N/R  

1,755,000

355

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Mater

Academy

of

Nevada

-

Mountain

Vista

Campus

Project,

Series

2018A,

4.750%,

12/15/28,

144A

12/26

at

100.00

BB  

353,395

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Horizon,

Inspirada

and

St.

Rose

Campus

Projects,

Series

2018A:

1,180

5.000%,

7/15/28,

144A

7/26

at

100.00

BB+  

1,186,148

680

5.750%,

7/15/38,

144A

7/26

at

100.00

BB+  

689,765

1,545

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy

of

Nevada

Sloan

Canyon

Campus

Project,

Series

2020A-2,

5.500%,

9/15/28,

144A

9/23

at

105.00

BB+  

1,594,795

410

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy-Cadence

Campus

Project,

Series

2020A,

4.000%,

7/15/30,

144A

7/28

at

100.00

BB+  

388,979

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

318

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

30,885

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group

Falcon

Properties

LLC,

Project,

Senior

Series

2022A-1,

4.000%,

12/01/41,

144A

12/31

at

100.00

BB  

$

25,707,747

2,130

Arizona

Industrial

Development

Authority,

Education

Facility

Revenue

Bonds,

Caurus

Academy

Project,

Series

2018A,

5.850%,

6/01/29,

144A

6/28

at

100.00

N/R  

2,200,354

1,510

Arizona

Industrial

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Bridgewater

Avondale

Project,

Series

2017,

4.750%,

1/01/28

7/25

at

101.00

N/R  

1,337,286

750

Coconino

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Flagstaff

Arts

&

Leadership

Academy

Project,

Refunding

Series

2020,

4.750%,

7/01/30,

144A

7/28

at

100.00

N/R  

681,915

115

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2014,

5.000%,

7/15/24,

144A

No

Opt.

Call

N/R  

115,603

440

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

General

Obligation

Bonds,

Series

2015,

4.000%,

7/15/25,

144A

No

Opt.

Call

N/R  

433,721

146

Eastmark

Community

Facilities

District

1,

Mesa,

Arizona,

Special

Assessment

Revenue

Bonds,

Assessment

District

2,

Series

2014,

4.375%,

7/01/25,

144A

7/24

at

100.00

N/R  

144,810

250

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Arizona

Autism

Charter

Schools

Project,

Social

Series

2021A,

4.000%,

7/01/31,

144A

7/29

at

100.00

BB  

239,802

1,590

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Benjamin

Franklin

Charter

School

Projects,

Series

2018A,

4.800%,

7/01/28,

144A

No

Opt.

Call

Ba1  

1,589,285

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2021A:

650

3.000%,

7/01/31,

144A

No

Opt.

Call

BB+  

571,525

385

4.000%,

7/01/41,

144A

7/31

at

100.00

BB+  

317,637

Maricopa

County

Industrial

Development

Authority,

Arizona,

Educational

Facilities

Revenue

Bonds,

Ottawa

University

Projects,

Series

2020:

240

5.000%,

10/01/26,

144A

No

Opt.

Call

N/R  

240,226

425

5.125%,

10/01/30,

144A

10/27

at

103.00

N/R  

428,672

90

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Candeo

Schools,

Inc.

Project,

Series

2013,

6.000%,

7/01/23,

(ETM)

No

Opt.

Call

N/R  (6)

90,000

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Project,

Series

2014A:

280

5.750%,

7/01/24,

144A

No

Opt.

Call

Ba2  

281,000

3,430

6.500%,

7/01/34,

144A

7/24

at

100.00

Ba2  

3,497,914

1,360

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Series

2015,

5.000%,

7/01/45,

144A

7/25

at

100.00

Ba2  

1,265,643

1,085

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Northwest

Christian

School

Project,

Series

2020A,

5.000%,

9/01/45,

144A

9/30

at

100.00

Ba2  

915,848

1,175

Phoenix

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Villa

Montessori,

Inc.

Projects,

Series

2015,

5.000%,

7/01/45

7/25

at

100.00

BBB-  

1,130,750

3,735

Phoenix

Industrial

Development

Authority,

Arizona,

Lease

Revenue

Bonds,

Guam

Facilities

Foundation,

Inc.

Project,

Series

2014,

5.000%,

2/01/24

No

Opt.

Call

B+  

3,726,820

319

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

90

Pima

County

Industrial

Development

Authority,

Arizona,

Charter

School

Revenue

Bonds,

Desert

Heights

Charter

School,

Series

2014,

6.000%,

5/01/24

No

Opt.

Call

N/R  

$

91,041

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

American

Leadership

Academy

Project,

Series

2019:

535

5.000%,

6/15/34,

144A

6/25

at

100.00

N/R  

537,043

660

5.000%,

6/15/39,

144A

6/25

at

100.00

N/R  

640,220

6,995

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Refunding

Series

2020,

5.000%,

7/01/30,

144A

7/26

at

103.00

N/R  

7,027,597

865

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Series

2016,

4.375%,

7/01/26

No

Opt.

Call

BB-  

848,825

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Series

2019:

685

5.125%,

7/01/30,

144A

7/26

at

103.00

N/R  

689,706

1,870

5.500%,

7/01/40,

144A

7/26

at

103.00

N/R  

1,851,562

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Imagine

East

Mesa

Charter

Schools

Project,

Series

2019:

60

3.250%,

7/01/24,

144A

No

Opt.

Call

N/R  

59,270

370

5.000%,

7/01/29,

144A

7/26

at

100.00

N/R  

371,624

425

5.000%,

7/01/34,

144A

7/26

at

100.00

N/R  

422,867

575

5.000%,

7/01/39,

144A

7/26

at

100.00

N/R  

551,166

165

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

LEAD

Charter

School

Project,

Series

2014,

6.250%,

3/01/24

No

Opt.

Call

N/R  

165,518

1,500

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Leading

Edge

Academy

Maricopa

Charter

School

Project,

Series

2013,

7.750%,

12/01/43

12/25

at

100.00

N/R  

1,519,890

375

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2014A,

7.500%,

2/01/25

2/24

at

100.00

N/R  

381,308

995

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

San

Tan

Montessori

School

Project,

Series

2017,

6.125%,

2/01/28,

144A

No

Opt.

Call

N/R  

1,037,875

680

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  

657,417

2,695

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Synergy

Public

Charter

School

Project,

Series

2020-1,

5.000%,

6/15/35,

144A

6/28

at

100.00

N/R  

2,605,499

340

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

The

Paideia

Academies

Project,

2019,

4.125%,

7/01/29

7/25

at

100.00

N/R  

319,226

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Arizona

Charter

Schools

Refunding

Project,

Series

2016R:

2,685

4.000%,

7/01/26

No

Opt.

Call

Baa3  

2,635,999

5,345

5.000%,

7/01/31

7/26

at

100.00

Baa3  

5,421,594

545

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Noah

Webster

Schools

Mesa

Project,

Series

2015A,

4.000%,

12/15/24,

144A

No

Opt.

Call

BB  

538,972

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

320

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

100

Salt

Verde

Financial

Corporation,

Arizona,

Senior

Gas

Revenue

Bonds,

Citigroup

Energy

Inc

Prepay

Contract

Obligations,

Series

2007,

5.000%,

12/01/37

No

Opt.

Call

BBB+  

$

104,666

500

Show

Low

Bluff

Community

Facilities

District,

Show

Low,

Arizona,

Special

Assessment

Bonds,

Area

One,

Series

2007,

5.600%,

7/01/31,

144A

7/23

at

100.00

N/R  

454,855

311

Southside

Community

Facilities

District

1,

Prescott

Valley,

Arizona,

Special

Assessment

Revenue

Bonds,

Series

2008,

7.250%,

7/01/32

7/23

at

100.00

N/R  

245,793

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Mirabella

at

ASU

Project,

Series

2017A:

1,500

5.500%,

10/01/27,

144A

No

Opt.

Call

N/R  

1,314,735

10

6.000%,

10/01/37,

144A

10/27

at

100.00

N/R  

7,114

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Mirabella

at

ASU

Project,

Series

2017B:

23,015

4.700%,

10/01/24,

144A

7/23

at

100.00

N/R  

21,896,241

12,000

5.350%,

10/01/25,

144A

7/23

at

100.00

N/R  

11,134,440

280

Yavapai

County

Industrial

Development

Authority,  Arizona,

Education

Revenue

Bonds,

Arizona

Agribusiness

and

Equine

Center

Inc

Project,

Refunding

Series

2015A,

3.900%,

9/01/24,

144A

No

Opt.

Call

BB+  

275,951

Total

Arizona

162,410,642

Arkansas

-

0.6%

8,310

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-  

8,323,961

12,215

Arkansas

Development

Finance

Authority,

Arkansas,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation,

Green

Series

2023,

5.700%,

5/01/53,

(AMT)

5/26

at

105.00

BB-  

12,406,287

4,500

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-  

4,081,950

7,000

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-  

6,599,600

Total

Arkansas

31,411,798

California

-

6.4%

Antelope

Valley

Healthcare

District,

California,

Revenue

Bonds,

Series

2016A:

7,215

5.000%,

3/01/31

3/26

at

100.00

BBB  

7,303,239

7,565

5.250%,

3/01/36

3/26

at

100.00

BBB  

7,736,423

1,690

5.000%,

3/01/46

3/26

at

100.00

BBB  

1,652,009

Azusa,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-

1

Rosedale

Improvement

Area

2,Series

2019:

1,280

5.000%,

9/01/44

-

AGM

Insured

9/28

at

100.00

AA  

1,365,005

1,925

5.000%,

9/01/49

-

AGM

Insured

9/28

at

100.00

AA  

2,049,143

695

Blythe

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Redevelopment

Project

1,

Refunding

Series

2015,

5.000%,

5/01/25

No

Opt.

Call

N/R  

709,859

3,000

Brentwood

Infrastructure

Financing

Authority,

California,

Infrastructure

Revenue

Bonds,

Refunding

Subordinated

Series

2014B,

5.000%,

9/02/36

9/24

at

100.00

N/R  

3,036,540

321

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

10,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

SIFMA

Index

Rate

Series

2021B-2,

4.460%,

2/01/52,

(Mandatory

Put

8/01/31)

(SIFMA

reference

rate

+

0.450%

spread)

(5)

5/31

at

100.00

A1  

$

9,436,200

50,000

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

SIFMA

Index

Rate

Series

2022A-1,

4.246%,

5/01/53,

(Mandatory

Put

8/01/28),

(UB)

(4)

5/28

at

100.00

A1  

50,441,500

5,000

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

K

Street

Flats,

Series

2021A-2,

4.000%,

8/01/50,

144A

8/32

at

100.00

N/R  

3,674,800

3,500

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  

2,480,205

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Rocklin

Academy

Project,

Refunding

Series

2021A:

250

4.000%,

6/01/36,

144A

6/31

at

100.00

BB+  

225,980

630

4.000%,

6/01/51,

144A

6/31

at

100.00

BB+  

490,726

California

Health

Facilities

Financing

Authority,

Revenue

Bonds,

Children's

Hospital

Los

Angeles,

Series

2017A:

385

5.000%,

8/15/30

8/27

at

100.00

Baa2  

404,419

310

5.000%,

8/15/32

8/27

at

100.00

Baa2  

324,248

225

4.000%,

8/15/34

8/27

at

100.00

Baa2  

225,592

245

5.000%,

8/15/35

8/27

at

100.00

Baa2  

253,484

14

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Series

2021-1,

3.500%,

11/20/35

No

Opt.

Call

BBB+  

13,332

2,634

California

Housing

Finance

Agency,

Municipal

Certificate

Revenue

Bonds,

Class

A

Social

Certificates

Series

2023-1,

4.375%,

9/20/36

No

Opt.

Call

BBB  

2,630,504

100

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

Albert

Einstein

Academies

Project,

Series

2013A,

6.000%,

8/01/23,

(ETM)

No

Opt.

Call

BB  (6)

100,184

315

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2015A,

4.500%,

10/01/25

7/23

at

102.00

BB  

311,352

270

California

Municipal

Finance

Authority

Charter

School

Revenue

Bonds,

River

Charter

Schools

Project,

Series

2018A,

4.500%,

6/01/28,

144A

6/26

at

100.00

BB  

264,751

780

California

Municipal

Finance

Authority,  Revenue

Bonds,

Creative

Center

of

Los

Altos

Project

Pinewood

&

Oakwood

Schools,

Series

2016B,

4.000%,

11/01/26,

144A

No

Opt.

Call

N/R  

754,260

350

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Bella

Mente

Montessori

Academy

Project,

Series

2018A,

5.000%,

6/01/28,

144A

No

Opt.

Call

Ba1  

349,079

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Nova

Academy

Project,

Series

2016A:

815

4.000%,

6/15/26,

144A

No

Opt.

Call

BB  

797,274

1,900

5.000%,

6/15/46,

144A

6/26

at

100.00

BB  

1,810,187

170

California

Municipal

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Santa

Rosa

Academy

Project,

Series

2015,

4.375%,

7/01/25,

144A

No

Opt.

Call

BB+  

170,712

365

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

Project,

Series

2014A,

4.150%,

10/01/24

7/23

at

102.00

BB  

362,025

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

Palmdale

Aerospace

Academy

Project,

Series

2018A:

845

3.875%,

7/01/28,

144A

No

Opt.

Call

BB  

807,423

1,800

5.000%,

7/01/49,

144A

7/28

at

100.00

BB  

1,646,136

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

322

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

840

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,  American

Heritage

Foundation

Project,

Series

2016A,

5.000%,

6/01/36

6/26

at

100.00

BBB-  

$

851,819

220

California

Municipal

Finance

Authority,

Education

Revenue

Bonds,

STREAM

Charter

Schools

Project,

Series

2020A,

5.000%,

6/15/41,

144A

6/30

at

100.00

N/R  

207,786

1,480

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Affordable

Housing

Inc

Projects,

Series

2014B,

5.250%,

8/15/30

8/24

at

100.00

N/R  

1,489,738

23,170

California

Municipal

Finance

Authority,

Multifamily

Housing

Revenue

Bonds,

Pacific

Oaks

Senior

Apartments,

Series

2022A,

4.000%,

7/01/57,

(Mandatory

Put

7/01/32),

144A

7/29

at

103.00

N/R  

21,776,556

175

California

Municipal

Finance

Authority,

Revenue

Bonds,

Community

Health

Centers

of

the

Central

Coast,

Inc.,

Series

2021A,

5.000%,

12/01/36,

144A

12/30

at

100.00

N/R  

178,460

270

California

Municipal

Finance

Authority,

Revenue

Bonds,

Emerson

College,

Series

2011,

5.000%,

1/01/28

7/23

at

100.00

Baa2  

270,265

825

California

Municipal

Finance

Authority,

Revenue

Bonds,

Goodwill

Industries

of

Sacramento

Valley

&

Northern

Nevada

Project,

Series

2014A,

4.250%,

1/01/25

No

Opt.

Call

N/R  

801,537

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2015:

200

5.000%,

11/01/23

No

Opt.

Call

BBB-  

200,488

300

5.000%,

11/01/24

No

Opt.

Call

BBB-  

303,447

350

5.000%,

11/01/27

11/24

at

100.00

BBB-  

354,917

California

Municipal

Finance

Authority,

Revenue

Bonds,

NorthBay

Healthcare

Group,

Series

2017A:

1,425

5.000%,

11/01/28

11/26

at

100.00

BBB-  

1,465,655

2,595

5.250%,

11/01/29

11/26

at

100.00

BBB-  

2,684,450

1,990

5.000%,

11/01/30

11/26

at

100.00

BBB-  

2,034,735

1,000

5.250%,

11/01/31

11/26

at

100.00

BBB-  

1,028,500

8,375

5.250%,

11/01/36

11/26

at

100.00

BBB-  

8,427,595

3,165

5.250%,

11/01/41

11/26

at

100.00

BBB-  

3,090,464

1,000

California

Municipal

Finance

Authority,

Revenue

Bonds,

Simpson

University,

Series

2020A,

6.000%,

10/01/50,

144A

10/27

at

103.00

N/R  

1,008,050

1,100

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

(7)

No

Opt.

Call

N/R  

66,000

3,310

California

Pollution

Control

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Aemerge

Redpak

Services,

LLC.,

Series

2016,

7.000%,

12/01/27,

(AMT),

144A

(7)

12/23

at

102.00

N/R  

331,000

5,000

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012,

5.000%,

7/01/37,

(AMT),

144A

1/24

at

100.00

Baa3  

5,004,250

1,420

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

California

Crosspoint

Academy

Project,

Series

2020A,

4.250%,

7/01/30,

144A

7/28

at

100.00

N/R  

1,288,125

540

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Multicultural

Learning

Center

Project,

Series

2017A,

5.250%,

6/15/27

No

Opt.

Call

N/R  

540,497

California

Public

Finance

Authority,

University

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Claremont

Properties

LLC

Claremont

Colleges

Project,

Refunding

Series

2023A:

860

5.000%,

7/01/35,

144A

7/33

at

105.00

N/R  

860,757

1,375

5.250%,

7/01/40,

144A

7/33

at

105.00

N/R  

1,379,194

323

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,135

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

California,

ACE

Charter

Schools,

Obligated

Group,

Series

2016A,

4.500%,

6/01/29,

144A

6/26

at

100.00

N/R  

$

1,111,335

1,000

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

Ednovate

Obligated

Group,

Series

2018,

5.000%,

6/01/37,

144A

6/27

at

100.00

N/R  

971,650

California

School

Finance

Authority

Charter

School

Revenue

Bonds,

John

Adams

Academy

Obligated

Group,

Series

2022A:

860

4.500%,

7/01/32,

144A

7/30

at

102.00

BB  

811,883

2,125

5.000%,

7/01/42,

144A

7/30

at

102.00

BB  

1,963,054

1,405

California

School

Finance

Authority

Charter,

School

Revenue

Bonds,

Rocketship

Education,

Mateo

Sheedy

Project,

Series

2015A,

4.250%,

3/01/28,

144A

6/25

at

100.00

N/R  

1,377,026

755

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Encore

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/26,

144A

No

Opt.

Call

N/R  

727,518

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

TEACH

Public

Schools

Obligated

Group,

Series

2019A:

290

5.000%,

6/01/29,

144A

6/26

at

100.00

N/R  

292,949

750

5.000%,

6/01/39,

144A

6/26

at

100.00

N/R  

740,580

1,010

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Aspire

Public

School

-

Obligated

Group,Issue

No.6,

Series

2020A,

5.000%,

8/01/42,

144A

8/28

at

100.00

BBB  

1,016,363

585

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

CIty

Charter

School

Obligated

Group,

Series

2016A,

5.000%,

6/01/26,

144A

No

Opt.

Call

N/R  

586,264

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Classical

Academies

Project,

Series

2017A:

2,000

4.000%,

10/01/27,

144A

No

Opt.

Call

BBB-  

1,999,740

2,155

5.000%,

10/01/32,

144A

10/27

at

100.00

BBB-  

2,243,808

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Downtown

College

Prep

-

Obligated

Group,

Series

2016:

570

4.000%,

6/01/26,

144A

No

Opt.

Call

N/R  

558,805

1,000

4.500%,

6/01/31,

144A

6/26

at

100.00

N/R  

990,130

620

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Escuela

Popular

Charter

School,

Series

2017,

5.500%,

7/01/27,

144A

No

Opt.

Call

N/R  

618,679

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Project,

Refunding

Social

Series

2023:

815

5.000%,

8/01/33,

144A

No

Opt.

Call

BB+  

831,854

500

5.250%,

8/01/38,

144A

8/33

at

100.00

BB+  

502,305

470

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/26,

144A

6/25

at

100.00

N/R  

471,245

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2017A:

630

4.500%,

6/01/27,

144A

6/26

at

100.00

N/R  

624,418

975

5.000%,

6/01/34,

144A

6/26

at

100.00

N/R  

978,871

315

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Public

Schools

Obligated

Group,

Series

2017G,

5.000%,

6/01/30,

144A

6/27

at

100.00

N/R  

318,096

6,865

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Obligated

Group,

Series

2021A,

4.000%,

6/01/41,

144A

6/27

at

100.00

N/R  

5,453,831

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

324

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Santa

Clarita

Valley

International

School

Project,

Series

2021A:

$

260

4.000%,

6/01/31

No

Opt.

Call

N/R  

$

245,619

100

4.000%,

6/01/41

6/31

at

100.00

N/R  

83,347

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Social

Bonds

iLead

Lancaster

Project,

Series

2021A:

250

4.000%,

6/01/31,

144A

6/29

at

100.00

N/R  

231,510

435

5.000%,

6/01/41,

144A

6/29

at

100.00

N/R  

410,396

1,465

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Valley

International

Preparatory

High

School

Project,

Series

2022A,

5.000%,

3/01/37,

144A

3/31

at

100.00

N/R  

1,264,354

160

California

School

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

New

Designs

Charter

School

Project,

Series

2014A,

4.750%,

6/01/24,

144A

No

Opt.

Call

BB+  

159,853

575

California

School

Finance

Authority,

Educational

Facility

Revenue

Bonds,

Partnerships

to

Uplift

Communities

Valley

Project,

Series

2014,

5.350%,

8/01/24,

(Pre-refunded

2/01/24),

144A

2/24

at

100.00

BB+  (6)

578,697

175

California

School

finance

Authority,

School

Facility

Revenue

Bonds,  ICEF

-

View

Park

Elementary

and

Middle

Schools,

Series

2014A,

4.750%,

10/01/24

No

Opt.

Call

BB  

174,529

280

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Alta

Public

Schools

Project,

Series

2014A,

5.750%,

11/01/24,

144A

No

Opt.

Call

N/R  

282,008

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Granada

Hills

Charter

High

School

Obligated

Group,

Series

2021A:

270

4.000%,

7/01/29,

144A

7/28

at

100.00

BBB  

269,117

465

4.000%,

7/01/38,

144A

7/28

at

100.00

BBB  

426,670

127

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

KIPP

LA

Projects,

Series

2014A,

4.125%,

7/01/24,

144A

No

Opt.

Call

BBB  

127,062

180

California

School

Finance

Authority,

School

Facility

Revenue

Bonds,

Value

Schools,

Series

2013,

5.900%,

7/01/23

No

Opt.

Call

BBB-  

180,000

145

California

Statewide

Communities

Development

Authority

Revenue

Bonds,

California

Baptist

University,

Refunding

Series

2017A,

5.000%,

11/01/32,

144A

11/27

at

100.00

N/R  

148,783

700

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2014A,

5.250%,

12/01/34

12/24

at

100.00

BB  

710,416

1,735

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.000%,

12/01/26,

144A

6/26

at

100.00

BB  

1,772,649

850

California

Statewide

Communities

Development

Authority,

College

Housing

Revenue

Bonds,

National

Campus

Community

Development

-

Hooper

Street

LLC

Project,

Series

2019,

5.000%,

7/01/29,

144A

No

Opt.

Call

B  

852,448

425

California

Statewide

Communities

Development

Authority,

Revenue

Bonds,

899

Charleston

Project,

Refunding

Series

2014A,

5.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

420,537

445

California

Statewide

Communities

Development

Authority,

Special

Tax

Bonds,

Community

Facilities

District

2015-2

Rio

Bravo,

Series

2015A,

4.375%,

9/01/25

No

Opt.

Call

N/R  

445,623

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Refunding

Series

2015R-1:

1,005

5.000%,

9/02/25

No

Opt.

Call

N/R  

1,029,984

1,045

5.000%,

9/02/26

9/25

at

100.00

N/R  

1,074,218

325

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018A:

$

3,265

4.000%,

9/02/28

No

Opt.

Call

N/R  

$

3,292,099

2,150

5.000%,

9/02/38

9/28

at

100.00

N/R  

2,223,229

3,575

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2018B,

4.000%,

9/02/28

No

Opt.

Call

N/R  

3,594,341

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A:

49

5.750%,

7/01/24

(7),(8)

9/23

at

100.00

N/R  

48,487

107

5.750%,

7/01/30

(7),(8)

9/23

at

100.00

N/R  

107,446

7

5.750%,

7/01/35

(7),(8)

9/23

at

100.00

N/R  

7,410

19

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005G,

5.500%,

7/01/24

(7),(8)

No

Opt.

Call

N/R  

19,331

40

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005H,

5.750%,

7/01/25

(7),(8)

9/23

at

100.00

N/R  

39,547

2,000

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Series

2021A-2,

4.000%,

4/01/56,

144A

4/31

at

100.00

N/R  

1,470,020

500

Compton

Public

Finance

Authority,

California,

Lease

Revenue

Bonds,

Refunding

&

Various

Capital

Projects,

Series

2008,

5.250%,

9/01/27

-

AMBAC

Insured

7/23

at

100.00

N/R  

500,260

500

Corona-Norco

Unified

School

District

Public

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Refunding

Junior

Lien

Series

2013B,

5.000%,

9/01/35,

(Pre-refunded

9/01/23)

9/23

at

100.00

N/R  (6)

501,380

2,060

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  

1,566,074

2,000

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Oceanaire-Long

Beach,

Social

Series

2021A-2,

4.000%,

9/01/56,

144A

9/31

at

100.00

N/R  

1,505,480

2,500

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Vineyard

Gardens

Apartments,

Senior

Lien

Series

2021A,

3.250%,

10/01/58,

144A

4/32

at

100.00

N/R  

1,692,250

605

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Waterscape

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

9/01/46,

144A

9/31

at

100.00

N/R  

505,726

2,885

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  

1,956,867

545

Fairfield,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Improvement

Area

C

Villages

of

Fairfield,

Series

2021A,

4.000%,

9/01/36

9/31

at

100.00

N/R  

528,225

540

Fontana,

California,

Special

Tax

Bonds,

Sierra

Hills

South

Community

Facilities

District

22,

Refunding

Series

2014,

5.000%,

9/01/23

No

Opt.

Call

N/R  

540,405

740

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2018A-1,

5.000%,

6/01/35,

(Pre-refunded

6/01/28)

6/28

at

100.00

N/R  (6)

825,337

Hesperia,

California,

Special

Tax

Bonds,

Community

Facilities

District

2005-1

Belgate

Development

Restructuring

Series

2014:

200

5.000%,

9/01/23

No

Opt.

Call

N/R  

200,320

250

5.000%,

9/01/24

No

Opt.

Call

N/R  

253,165

320

5.000%,

9/01/25

9/24

at

100.00

N/R  

324,074

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

326

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

195

5.000%,

9/01/26

9/24

at

100.00

N/R  

$

197,966

1,735

Independent

Cities

Finance

Authority,

California,

Mobile

Home

Park

Revenue

Bonds,

Palomar

Estates

West,

Refunding

Series

2015,

5.000%,

9/15/25

No

Opt.

Call

N/R  

1,743,883

2,175

Kaweah

Delta

Health

Care

District,

California,

Revenue

Bonds,

Series

2015B,

5.000%,

6/01/40

6/25

at

100.00

Ba1  

1,829,893

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Canyon

Hills

Improvement

Area

A

&

C,

Series

2014C:

500

5.000%,

9/01/23

No

Opt.

Call

N/R  

500,840

595

5.000%,

9/01/24

No

Opt.

Call

N/R  

602,806

2,315

Lake

Elsinore

Public

Financing

Authority,

California,

Local

Agency

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

9/01/35

9/25

at

100.00

N/R  

2,381,487

985

Lathrop,

California,

Limited

Obligation

Improvement

Bonds,

Crossroads

Assessment

District,

Series

2015,

4.000%,

9/02/25

No

Opt.

Call

N/R  

984,616

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

1,

Series

2019:

50

3.900%,

9/01/23

No

Opt.

Call

N/R  

49,890

70

4.100%,

9/01/24

No

Opt.

Call

N/R  

69,464

85

4.200%,

9/01/25

No

Opt.

Call

N/R  

83,967

105

4.350%,

9/01/26

No

Opt.

Call

N/R  

103,747

125

4.400%,

9/01/27

9/26

at

103.00

N/R  

123,413

145

4.500%,

9/01/28

9/26

at

103.00

N/R  

143,605

1,120

5.100%,

9/01/33

9/26

at

103.00

N/R  

1,141,022

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

2,

Series

2019:

35

3.900%,

9/01/23

No

Opt.

Call

N/R  

34,923

45

4.100%,

9/01/24

No

Opt.

Call

N/R  

44,655

55

4.200%,

9/01/25

No

Opt.

Call

N/R  

54,331

65

4.350%,

9/01/26

No

Opt.

Call

N/R  

64,225

80

4.400%,

9/01/27

9/26

at

103.00

N/R  

78,984

95

4.500%,

9/01/28

9/26

at

103.00

N/R  

94,086

695

5.100%,

9/01/33

9/26

at

103.00

N/R  

708,045

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

3,

Series

2019:

65

3.900%,

9/01/23

No

Opt.

Call

N/R  

64,857

85

4.100%,

9/01/24

No

Opt.

Call

N/R  

84,349

110

4.200%,

9/01/25

No

Opt.

Call

N/R  

108,662

130

4.350%,

9/01/26

No

Opt.

Call

N/R  

128,449

155

4.400%,

9/01/27

9/26

at

103.00

N/R  

153,032

180

4.500%,

9/01/28

9/26

at

103.00

N/R  

178,269

1,390

5.100%,

9/01/33

9/26

at

103.00

N/R  

1,416,090

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Central

Lathrop

Specific

Plan

Improvement

Areas

5,

Series

2019:

10

4.150%,

9/01/23

No

Opt.

Call

N/R  

9,986

20

4.350%,

9/01/24

No

Opt.

Call

N/R  

19,858

25

4.450%,

9/01/25

No

Opt.

Call

N/R  

24,717

30

4.600%,

9/01/26

No

Opt.

Call

N/R  

29,678

35

4.650%,

9/01/27

9/26

at

103.00

N/R  

34,609

45

4.750%,

9/01/28

9/26

at

103.00

N/R  

44,650

335

5.350%,

9/01/33

9/26

at

103.00

N/R  

343,020

1,880

5.850%,

9/01/49

9/26

at

103.00

N/R  

1,907,279

327

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

Lathrop,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1,

Central

Lathrop

Specific

Plan

Improvement

Areas

4,

Series

2019:

$

20

3.900%,

9/01/23

No

Opt.

Call

N/R  

$

19,956

30

4.100%,

9/01/24

No

Opt.

Call

N/R  

29,770

40

4.200%,

9/01/25

No

Opt.

Call

N/R  

39,514

45

4.350%,

9/01/26

No

Opt.

Call

N/R  

44,463

55

4.400%,

9/01/27

9/26

at

103.00

N/R  

54,301

65

4.500%,

9/01/28

9/26

at

103.00

N/R  

64,375

495

5.100%,

9/01/33

9/26

at

103.00

N/R  

504,291

105

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007A,

5.500%,

11/15/37

No

Opt.

Call

A-  

115,527

2,125

Long

Beach

Bond

Finance

Authority,

California,

Natural

Gas

Purchase

Revenue

Bonds,

Series

2007B,

5.015%,

11/15/27

(3-Month

LIBOR*0.67%

reference

rate

+

1.450%

spread)

(5)

No

Opt.

Call

A-  

2,098,267

Los

Angeles

County

Community

Facilities

District

2021-01,

California,

Special

Tax

Bond,

Valencia-Facilities

Improvement

Area

1,

Series

2022:

1,260

5.000%,

9/01/42

9/29

at

103.00

N/R  

1,284,268

1,000

5.000%,

9/01/47

9/29

at

103.00

N/R  

1,008,410

1,055

Merced

Redevelopment

Agency,

California,

Tax

Allocation

Bonds,

Merced

Redevelopment

Project

2,

Series

2003A,

0.000%,

12/01/23

-

AMBAC

Insured

No

Opt.

Call

N/R  

1,038,595

37,370

Modesto

Irrigation

District

Financing

Authority,

California,

Domestic

Water

Project

Revenue

Bonds,

Index

Rate

Series

2007,

4.312%,

9/01/37

-

NPFG

Insured

(3-Month

LIBOR*0.67%

reference

rate

+

0.630%

spread)

(5)

7/23

at

100.00

Baa2  

35,837,456

Moorpark,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1,

Refunding

Junior

Lien

Series

2014B:

110

4.750%,

9/01/23

No

Opt.

Call

N/R  

110,105

640

5.200%,

9/01/28

9/24

at

100.00

N/R  

653,050

ndio,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-3

Terra

Lago,

Improvement

Area

1,

Series

2015:

490

5.000%,

9/01/23

No

Opt.

Call

N/R  

490,823

625

5.000%,

9/01/24

No

Opt.

Call

N/R  

633,200

385

5.000%,

9/01/25

No

Opt.

Call

N/R  

394,875

690

5.000%,

9/01/26

9/25

at

100.00

N/R  

709,548

720

5.000%,

9/01/27

9/25

at

100.00

N/R  

741,463

755

5.000%,

9/01/28

9/25

at

100.00

N/R  

778,579

1,000

Northern

Inyo

County

Local

Hospital

District,

Inyo

County,

California,

Revenue

Bonds,

Series

2013,

5.000%,

12/01/29,

(Pre-refunded

12/01/23)

12/23

at

100.00

B+  (6)

1,007,030

Orange

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Esencia

Village,

Series

2015A:

665

5.000%,

8/15/25

No

Opt.

Call

N/R  

680,827

745

5.000%,

8/15/27

8/25

at

100.00

N/R  

766,106

Palm

Desert,

California,

Special

Tax

Bonds,

Community

Facilities

District

2021-1

University

Park,

Series

2021:

100

3.000%,

9/01/31

9/28

at

103.00

N/R  

92,207

110

4.000%,

9/01/41

9/28

at

103.00

N/R  

100,482

Perris

Joint

Powers

Authority,

California,

Local

Agency

Revenue

Bonds,

Community

Facilities

District

2001-1

May

Farms

Improvement

Area

6

&7,

Refunding

Series

2014E:

465

4.000%,

9/01/23

No

Opt.

Call

N/R  

464,912

480

4.000%,

9/01/24

No

Opt.

Call

N/R  

479,793

500

5.000%,

9/01/25

9/24

at

100.00

N/R  

507,385

525

5.000%,

9/01/26

9/24

at

100.00

N/R  

533,521

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

328

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,685

Perris,

California,

Special

Tax

Bonds,

Community

Facilities

District

2001-

2,

Refunding

Series

2014A,

4.375%,

9/01/24

9/23

at

100.00

N/R  

$

1,685,927

100

Poway

Unified

School

District,

San

Diego

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

15

Del

Sur

East

Improvement

Area

C,

Series

2016,

5.000%,

9/01/26

No

Opt.

Call

N/R  

103,835

700

Rancho

Cordova,

California,

Special

Tax

Bonds,

Community

Facilities

District

2018-1

Grantline

208,

Series

2021B,

4.000%,

9/01/41

9/26

at

103.00

N/R  

640,227

500

Richmond

Community

Development

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2014A,

5.000%,

9/01/25

-

BAM

Insured

9/24

at

100.00

AA  

509,835

345

Riverside

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Refunding

Series

2014A,

5.000%,

10/01/29

-

AGM

Insured

10/24

at

100.00

AA  

354,808

Riverside

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

03-1

Newport

Road,

Series

2014:

500

4.125%,

9/01/23

No

Opt.

Call

N/R  

500,045

500

4.250%,

9/01/24

No

Opt.

Call

N/R  

501,350

750

5.000%,

9/01/25

9/24

at

100.00

N/R  

760,995

Romoland

School

District,

California,

Special

Tax

Bonds,

Community

Facilities

District

2004-1

Heritage

Lake

Improvement

Area

1

&

2,

Refunding

Series

2015:

1,515

5.000%,

9/01/25

No

Opt.

Call

N/R  

1,551,330

1,655

5.000%,

9/01/26

9/25

at

100.00

N/R  

1,699,453

805

5.000%,

9/01/27

9/25

at

100.00

N/R  

828,659

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Creekview

Improvement

Area

1,

Series

2021:

1,000

4.000%,

9/01/36

9/28

at

103.00

N/R  

968,250

500

4.000%,

9/01/41

9/28

at

103.00

N/R  

459,600

1,000

4.000%,

9/01/46

9/28

at

103.00

N/R  

883,860

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Hewlett

Parkard

Campus

Oaks,

Series

2016:

715

4.000%,

9/01/26

No

Opt.

Call

N/R  

722,164

310

5.000%,

9/01/31

9/26

at

100.00

N/R  

322,118

1,000

Roseville,

California,

Special

Tax

Bonds,

Community

Facilities

District

1

Westpark,

Refunding

Series

2015,

5.000%,

9/01/27

9/25

at

100.00

N/R  

1,031,700

San

Bernardino

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2002-1

Kaiser

Commerce

Center,

Refunding

Series

2014:

400

5.000%,

9/01/23

No

Opt.

Call

N/R  

400,684

655

5.000%,

9/01/26

9/24

at

100.00

N/R  

664,144

San

Clemente,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2006-1

Marblehead

Coastal,

Series

2015:

175

4.000%,

9/01/23

No

Opt.

Call

N/R  

174,967

90

5.000%,

9/01/24

No

Opt.

Call

N/R  

91,201

465

5.000%,

9/01/25

No

Opt.

Call

N/R  

476,927

290

5.000%,

9/01/26

9/25

at

100.00

N/R  

298,337

470

5.000%,

9/01/27

9/25

at

100.00

N/R  

483,616

475

5.000%,

9/01/29

9/25

at

100.00

N/R  

489,255

San

Francisco

City

and

County

Infrastructure

and

Revitalization

Financing

District

1

Treasure

Island,

California,

Tax

Increment

Revenue

Bonds,

Facilities

Increment

Series

2022A:

360

5.000%,

9/01/27,

144A

No

Opt.

Call

N/R  

370,321

400

5.000%,

9/01/32,

144A

No

Opt.

Call

N/R  

424,652

385

5.000%,

9/01/37,

144A

9/32

at

100.00

N/R  

391,588

329

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Series

2014A:

$

360

5.000%,

8/01/23

No

Opt.

Call

A-  

$

360,425

400

5.000%,

8/01/24

No

Opt.

Call

A-  

407,012

350

5.000%,

8/01/25

8/24

at

100.00

A-  

356,916

1,255

San

Francisco

City

and

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-1

Treasure

Island

Improvement

Area

2,

Series

2022A,

4.000%,

9/01/32,

144A

9/28

at

103.00

N/R  

1,225,570

1,255

San

Jacinto,

California,

Special

Tax

Bonds,

Community

Facilities

District

2002-1

Rancho

San

Jacinto

Phase

2,

Series

2016,

5.000%,

9/01/30

9/26

at

100.00

N/R  

1,294,206

12,605

Southern

California

Public

Power

Authority,

Natural

Gas

Project

1

Revenue

Bonds,

Series

2007A,

5.020%,

11/01/38

(3-Month

LIBOR*0.67%

reference

rate

+

1.470%

spread)

(5)

No

Opt.

Call

BBB+  

11,301,517

105

Temecula

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

16-01,

Series

2017,

5.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

109,529

1,310

Three

Rivers

Levee

Improvement

Authority,

California,

Special

Tax

Revenue

Bonds,

Community

Facilities

District

2006-1,

Refunding

Series

2021A,

4.000%,

9/01/46

9/28

at

103.00

N/R  

1,085,977

1,120

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-

1

Tracy

Hills,  Improvement

Area

1,

Series

2019,

5.000%,

9/01/49

9/25

at

103.00

N/R  

1,130,226

Tracy,

California,

Special

Tax

Bonds,

Community

Facilities

District

2016-

2,  Improvement

Area

2,

Series

2021:

375

4.000%,

9/01/36

9/28

at

103.00

N/R  

367,519

550

4.000%,

9/01/41

9/28

at

103.00

N/R  

510,664

800

4.000%,

9/01/46

9/28

at

103.00

N/R  

720,496

Tustin,

California,Special

Tax

Bonds,

Community

Facilities

District

14-1

Tustin

Legacy/Standard

Pacific,

Refunding

Series

2015A:

250

5.000%,

9/01/26

9/25

at

100.00

N/R  

256,350

225

5.000%,

9/01/28

9/25

at

100.00

N/R  

231,179

320

Vernon,

California,

Electric

System

Revenue

Bonds,

Series

2022A,

5.000%,

8/01/23

No

Opt.

Call

BBB+  

320,205

175

West

Patterson

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1

Arambel-KDN,

Refunding

Series

2015,

5.000%,

9/01/25

No

Opt.

Call

N/R  

177,602

William

S.

Hart

Union

High

School

District,

Los

Angeles

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

2015-1,

Series

2017:

400

5.000%,

9/01/28

9/26

at

100.00

N/R  

416,048

350

5.000%,

9/01/30

9/26

at

100.00

N/R  

362,933

Total

California

320,541,247

Colorado

-

7.1%

1,000

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2019,

5.000%,

12/01/51

12/24

at

102.00

N/R  

881,630

490

Alpine

Mountain

Ranch

Metropolitan

District,

Routt

County,

Colorado,

Special

Assessment

Revenue

Bonds,

Special

Improvement

District

2,

Series

2021,

4.000%,

12/01/40

9/26

at

103.00

N/R  

415,557

410

Arkansas

River

Power

Authority,

Colorado,

Power

Revenue

Bonds,

Series

2006,

5.875%,

10/01/26

-

SYNCORA

GTY

Insured,

(ETM)

No

Opt.

Call

BBB  (6)

426,683

2,605

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  

2,365,913

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

330

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A:

$

1,033

4.000%,

12/01/29

9/24

at

103.00

N/R  

$

974,222

2,850

5.000%,

12/01/48

9/24

at

103.00

N/R  

2,546,960

500

Base

Village

Metropolitan

District

2,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2016A,

5.750%,

12/01/46

7/23

at

102.00

N/R  

501,350

Berthoud-Heritage

Metropolitan

District

10,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Senior

Series

2022A:

525

4.250%,

12/01/31

12/26

at

103.00

N/R  

473,067

1,565

4.500%,

12/01/41

12/26

at

103.00

N/R  

1,284,239

1,500

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  

1,136,400

434

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2017A,

4.000%,

12/01/27

7/23

at

103.00

N/R  

420,924

825

Broadway

Park

North

Metropolitan

District

2,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2020,

5.000%,

12/01/40,

144A

12/25

at

103.00

N/R  

792,487

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A:

4,387

5.000%,

12/01/35

6/24

at

103.00

N/R  

3,502,537

20,625

5.125%,

12/01/48

6/24

at

103.00

N/R  

15,980,869

Broadway

Station

Metropolitan

District

3,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A:

6,157

5.000%,

12/01/39

6/24

at

103.00

N/R  

5,339,658

12,050

5.000%,

12/01/49

6/24

at

103.00

N/R  

9,416,955

2,100

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017A,

6.000%,

12/01/37

7/23

at

103.00

N/R  

2,064,132

340

Cathedral

Pines

Metropolitan

District,

El

Paso

County,

Colorado,

General

Obligation

Bonds,

Refunding

Series

2016,

4.000%,

12/01/26

No

Opt.

Call

Baa3  

336,818

1,000

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/29,

144A

7/23

at

103.00

N/R  

988,300

1,055

Clear

Creek

Transit

Metropolitan

District

2,

Adams

County,

Colorado,

Revenue

Supported

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.000%,

12/01/31

12/26

at

103.00

N/R  

950,977

1,795

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds

World

Compass

Academy

Project,

Series

2017,

4.625%,

10/01/27

No

Opt.

Call

N/R  

1,713,345

250

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Aspen

Ridge

School

Project,

Series

2015A,

4.125%,

7/01/26,

144A

7/25

at

100.00

BB  

244,670

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Belle

Creek

Charter

School,

Series

2022A:

845

5.000%,

3/15/32,

144A

No

Opt.

Call

Ba2  

820,579

1,935

5.125%,

3/15/42,

144A

3/32

at

100.00

Ba2  

1,833,432

250

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Belle

Creek

Charter

School,

Taxable

Series

2022B,

5.250%,

3/15/26,

144A

No

Opt.

Call

Ba2  

243,087

331

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

500

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Liberty

Common

Charter

School,

Series

2014A,

5.000%,

1/15/29

1/24

at

100.00

A+  

$

502,735

500

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Skyview

Academy

Project,

Series

2014,

5.125%,

7/01/34,

144A

7/24

at

100.00

BB  

500,065

600

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds,

Union

Colony

School

Project,

Series

2018,

5.000%,

4/01/38

4/28

at

100.00

Aa3  

617,370

Colorado

Educational

and

Cultural

Facilities

Authority,

Revenue

Bonds,

Rocky

Mountain

Classical

Academy

Project,

Refunding

Series

2019:

2,005

5.000%,

10/01/29,

144A

10/27

at

100.00

Ba1  

2,042,293

2,270

5.000%,

10/01/39,

144A

10/27

at

100.00

Ba1  

2,177,180

3,520

5.000%,

10/01/49,

144A

10/27

at

100.00

Ba1  

3,217,561

150

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

American

Baptist

Homes

of

the

Midwest

Obligated

Group,

Series

2013,

6.375%,

8/01/24

No

Opt.

Call

N/R  

150,261

505

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

American

Baptist

Homes

Project,

Series

2016,

5.000%,

2/01/27,

144A

2/26

at

100.00

N/R  

487,381

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Frasier

Meadows

Project,

Refunding

&

Improvement

Series

2017A:

400

5.000%,

5/15/27

No

Opt.

Call

BBB-  

407,136

250

5.250%,

5/15/28

5/27

at

100.00

BBB-  

256,205

2,275

5.250%,

5/15/30

5/27

at

100.00

BBB-  

2,323,389

550

5.250%,

5/15/32

5/27

at

100.00

BBB-  

559,950

900

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Frasier

Project,

Refunding

Bonds

Series

2023A.

Forward

Delivery,

4.000%,

5/15/48

5/28

at

103.00

BBB-  

690,984

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sunny

Vista

Living

Center

Project,

Refunding

&

Improvement

Series

2015A:

475

5.000%,

12/01/25,

144A

No

Opt.

Call

N/R  

434,820

750

5.500%,

12/01/30,

144A

12/25

at

100.00

N/R  

605,017

500

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.625%,

12/01/32

12/23

at

103.00

N/R  

499,385

496

Colorado

International

Center

Metropolitan

District

3,

Aurora,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2016,

4.625%,

12/01/31

7/23

at

102.00

N/R  

470,560

494

Crystal

Crossing

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016,

4.500%,

12/01/26

12/25

at

100.00

N/R  

488,907

1,354

Denver

Gateway

Center

Metropolitan

District,

In

the

City

and

County

of

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2018A,

5.500%,

12/01/38

12/23

at

103.00

N/R  

1,306,231

485

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopement

Area,

Series

2018A,

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R  

489,515

1,640

Denver

Urban

Renewal

Authority,

Colorado,

Tax

Increment

Revenue

Bonds,

9th

and

Colorado

Urban

Redevelopment

Area,

Series

2018A,

5.250%,

12/01/39,

144A

12/23

at

103.00

N/R  

1,657,204

590

DIATC

Metropolitan

District,

Commerce

City,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Series

2019,

3.250%,

12/01/29,

144A

9/24

at

103.00

N/R  

547,361

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

332

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

500

Elbert

and

Highway

86

Commercial

Metropolitan

District,

Elbert

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Refunding

&

Improvement

Senior

Series

2021A,

3.750%,

12/01/29,

144A

6/26

at

103.00

N/R  

$

453,870

20,950

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  

20,921,927

305

Fiddler's

Business

Improvement

District,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Greenwood

Village

Project,

Series

2022,

5.000%,

12/01/32

12/27

at

103.00

N/R  

309,334

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014:

2,511

5.250%,

12/01/24

No

Opt.

Call

N/R  

2,500,027

1,500

5.750%,

12/01/30

12/24

at

100.00

N/R  

1,476,855

2,300

6.000%,

12/01/38

12/24

at

100.00

N/R  

2,167,612

Fourth

North

Business

Improvement

District,

Silverthorne,

Summit

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Refunding

&

Improvement

Senior

Series

2022A:

7,900

5.250%,

12/01/32

12/30

at

102.00

N/R  

7,858,999

4,020

5.500%,

12/01/42

12/30

at

102.00

N/R  

3,977,227

2,000

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  

1,726,220

Grand

Junction

Dos

Rios

General

Improvement

District,

Grand

Junction,

Mesa

County,

Colorado,

Special

Revenue

Bonds,

Series

2021:

3,035

4.000%,

12/01/31

12/26

at

103.00

N/R  

2,686,612

500

4.500%,

12/01/41

12/26

at

103.00

N/R  

407,910

1,170

Green

Valley

Ranch

East

Metropolitan

District

6,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.250%,

12/01/32

9/25

at

103.00

N/R  

1,144,482

1,395

Heritage

Todd

Creek

Metropolitan

District,

Colorado,

General

Obligation

Bonds

Limited

Tax,

Refunding

&

Improvement

Series

2015,

6.000%,

12/01/28

12/24

at

100.00

N/R  

1,403,189

Highlands

Metropolitan

District

1,

Broomfield

City  and

County,

colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2021:

1,300

4.000%,

12/01/31

3/26

at

103.00

N/R  

1,109,836

550

5.000%,

12/01/41

3/26

at

103.00

N/R  

479,149

5,070

Hillside

at

Castle

Rock

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

6.250%,

12/01/47

9/27

at

103.00

N/R  

5,078,112

1,079

Hillside

at

Castle

Rock

Metropolitan

District,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2022B,

9.000%,

12/15/47

9/27

at

103.00

N/R  

1,083,424

500

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A,

4.625%,

12/01/27

12/23

at

103.00

N/R  

488,590

1,115

Lambertson

Farms

Metropolitan

District

1,

Colorado,

Revenue

Bonds,

Refunding

&

Improvement

Series

2015,

5.000%,

12/15/25

(7)

12/23

at

100.00

N/R  

1,014,215

1,375

Lanterns

Metropolitan

District

1,

Castle

Rock,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.000%,

12/01/39

9/24

at

103.00

N/R  

1,324,249

2,500

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  

1,821,675

333

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

Ledge

Rock

Center

Commercial

Metropolitan

District

(In

the

Town

of

Johnstown,

Weld

County,

Colorado),

Limited

Tax

General

Obligation

Bonds,

Series

2022:

$

3,885

6.500%,

11/01/32,

144A

11/29

at

103.00

N/R  

$

3,914,526

14,550

7.125%,

11/01/42,

144A

11/29

at

103.00

N/R  

14,557,712

1,160

Mayberry

Community

Authority,

Colorado

Springs,

El

Paso

County,

Colorado,

Special

Revenue

Bonds,

Series

2021A,

5.000%,

12/01/41

6/26

at

103.00

N/R  

1,064,718

Meridian

Ranch

Metropolitan

District

2018,

Subdistrict,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022:

930

6.250%,

12/01/37

12/27

at

103.00

N/R  

923,825

1,100

6.500%,

12/01/42

12/27

at

103.00

N/R  

1,094,357

700

Mirabelle

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/39

3/25

at

103.00

N/R  

667,548

1,000

Mountain

Brook

Metropolitan

District,

Longmont,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

4.500%,

12/01/41

12/26

at

103.00

N/R  

808,260

607

Mountain

Shadows

Metropolitan

District,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2016,

4.000%,

12/01/26

12/25

at

100.00

N/R  

591,327

1,245

North

Park

Metropolitan

District

1,

in

the

City

of

Broomfiled,

Colorado,

Special

Revenue

Bonds,

Series

2018A-1,

5.375%,

12/01/34

12/23

at

103.00

N/R  

1,261,297

North

Park

Metropolitan

District

1,

in

the

City

of

Broomfiled,

Colorado,

Special

Revenue

Bonds,

Series

2018A-2:

3,770

5.125%,

12/01/28

12/23

at

103.00

N/R  

3,806,946

1,540

5.500%,

12/01/34

12/23

at

103.00

N/R  

1,567,135

2,000

North

Range

Metropolitan

District

3,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,857,040

260

One

Horse

Business

Improvement

District,

Lakewood,

Colorado,

Sales

Tax

Sharing

Revenue

Bonds,

Refunding

Series

2004,

6.000%,

6/01/24

7/23

at

100.00

N/R  

260,156

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019:

3,190

4.000%,

12/01/29

12/24

at

103.00

N/R  

3,016,241

4,500

5.000%,

12/01/39

12/24

at

103.00

N/R  

4,335,120

1,500

5.000%,

12/01/49

12/24

at

103.00

N/R  

1,363,155

1,000

Park

Creek

Metropolitan

District,

Colorado,

Senior

Limited

Property

Tax

Supported

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

12/01/45

-

NPFG

Insured

12/25

at

100.00

Baa2  

1,010,720

2,900

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.000%,

12/01/51,

144A

3/26

at

103.00

N/R  

2,531,642

3,950

Peak

Metropolitan

District

3,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Convertible

Capital

Appreciation

Bonds,

Series

2022A-2,

7.750%,

12/01/42

12/27

at

81.99

N/R  

2,244,351

15,960

Pioneer

Community

Authority

Board

(Weld

County,

Colorado),

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/34

6/29

at

103.00

N/R  

15,073,422

525

Pronghorn

Valley

Metropolitan

District,

Aurora,

Colorado,

Limited

Tax

General

Obligatoin

Bonds,

Convertible

to

Unlimited

Tax

Series

2021A,

3.750%,

12/01/41

9/26

at

103.00

N/R  

410,613

Public

Authority

for

Colorado

Energy,

Natural

Gas

Purchase

Revenue

Bonds,  Colorado

Springs

Utilities,

Series

2008:

440

6.250%,

11/15/28

No

Opt.

Call

A-  

472,226

2,800

6.500%,

11/15/38

No

Opt.

Call

A-  

3,382,512

18,965

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  

12,896,200

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

334

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

500

Rampart

Range

Metropolitan

District

5,

Lone

Tree,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Series

2021,

4.000%,

12/01/36

10/26

at

102.00

N/R  

$

421,055

Red

Sky

Ranch

Metropolitan

District,

Eagle

County,

Colorado,

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2015:

200

4.250%,

12/01/28

12/24

at

100.00

N/R  

194,882

335

4.375%,

12/01/30

12/24

at

100.00

N/R  

316,997

4,391

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  

3,248,336

Riverwalk

Metropolitan

District

2,

Glendale,

Arapahoe

County,

Colorado,

Special

Revenue

Bonds,

Series

2022A:

1,900

4.500%,

12/01/32

3/27

at

103.00

N/R  

1,722,179

8,310

5.000%,

12/01/42

3/27

at

103.00

N/R  

7,550,715

Sagebrush

Farm

Metropolitan

District

1,

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022A:

13,640

6.375%,

12/01/42

12/29

at

103.00

N/R  

13,739,572

6,000

6.750%,

12/01/52

12/29

at

103.00

N/R  

5,951,700

496

Serenity

Ridge

Metropolitan

District

No.

2,

In

the

City

of

Aurora,

Arapahoe

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

and

Improvement

Bonds

Series

2018A,

4.500%,

12/01/28,

(Pre-refunded

12/01/23)

12/23

at

103.00

N/R  (6)

512,978

Siena

Lake

Metropolitan

District,

Gypsum,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021:

790

3.250%,

12/01/31

9/26

at

103.00

N/R  

670,386

1,000

3.750%,

12/01/41

9/26

at

103.00

N/R  

769,810

2,720

South

Maryland

Creek

Ranch

Metropolitan

District,

Summitt

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2018A,

5.350%,

12/01/33

12/23

at

103.00

N/R  

2,720,245

3,435

SouthGlenn

Metropolitan

District,

Colorado,

Special

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

12/01/30

7/23

at

102.00

N/R  

3,436,099

400

Southlands

Metropolitan

District

1,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A-1,

3.500%,

12/01/27

No

Opt.

Call

Ba1  

375,796

3,000

St.

Vrain

Lakes

Metropolitan

District

No.

2,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2017A,

5.125%,

12/01/47

7/23

at

103.00

N/R  

2,841,900

Sterling

Ranch

Community

Authority

Board,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Special

District

3,

Series

2022:

2,000

5.800%,

12/01/32

12/27

at

103.00

N/R  

2,042,060

8,500

6.500%,

12/01/42

12/27

at

103.00

N/R  

8,684,280

500

Sterling

Ranch

Community

Authority

Board,

Douglas

County,

Colorado,

Limited

Tax

Supported

District

2,

Refunding

&

Improvement

Senior

Series

2020A,

3.750%,

12/01/40

12/25

at

102.00

N/R  

426,335

Sterling

Ranch

Metropolitan

District

1,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2020:

3,205

5.000%,

12/01/40

12/25

at

103.00

N/R  

3,023,116

2,000

5.125%,

12/01/50

12/25

at

103.00

N/R  

1,795,540

Sterling

Ranch

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

Capital

Appreciation

Series

22:

1,345

5.250%,

12/01/32

6/30

at

102.00

N/R  

1,330,245

5,050

5.500%,

12/01/42

6/30

at

102.00

N/R  

4,897,894

335

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,005

Talon

Pointe

Metropolitan

District,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Refunding

&

Improvement

Series

2019A,

5.250%,

12/01/39

12/25

at

103.00

N/R  

$

840,662

825

Third

Creek

Metropolitan

District

1,

Commerce

City,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

4.500%,

12/01/42,

144A

3/27

at

103.00

N/R  

664,298

520

Thompson

Crossing

Metropolitan

District

4,

Johnstown,

Larimer

County,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Refunding

&

Improvement

Series

2019,

3.500%,

12/01/29

9/24

at

103.00

N/R  

470,241

1,350

Todd

Creek

Village

Metropolitan

District,

Colorado,

Water

Activity

Entrprise

Revenue

Bonds,

Refunding

Series

2018A,

5.250%,

12/01/33

12/28

at

100.00

BBB  

1,426,181

620

Trails

at

Crowfoot

Metropolitan

District

3,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

4.375%,

12/01/30

9/24

at

103.00

N/R  

582,192

Transport

Metropolitan

District

3,

In

the

City

of

Aurora,

Adams

County,

Colorado,

General

Obligation

Limited

Bonds,

Series

2021A-1:

7,750

5.000%,

12/01/41

3/26

at

103.00

N/R  

6,972,753

13,170

5.000%,

12/01/51

3/26

at

103.00

N/R  

10,638,199

Velocity

Metropolitan

District

3,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019:

10,000

5.125%,

12/01/34

12/23

at

103.00

N/R  

9,978,100

630

5.375%,

12/01/39

12/23

at

103.00

N/R  

629,124

3,500

5.500%,

12/01/48

12/23

at

103.00

N/R  

3,410,995

Verve

Metropolitan

District

1,

Jefferson

County

and

the

City

and

County

of

Broomfield,

Colorado,

General

Obligation

Bonds,

Refunding

and

Improvement

Limited

Tax

Series

2021:

530

5.000%,

12/01/36

3/26

at

103.00

N/R  

521,838

2,465

5.000%,

12/01/41

3/26

at

103.00

N/R  

2,350,748

12,125

5.000%,

12/01/51

3/26

at

103.00

N/R  

10,599,311

460

Village

Metropolitan

District

In

the

Town

of

Avon,

Eagle

County,

Colorado,

Special

Revenue

and

Limited

Property

Tax

Bonds,

Refunding

&

Improvement

Series

2020,

4.150%,

12/01/30

12/25

at

103.00

N/R  

437,639

1,110

West

Globeville

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

6.250%,

12/01/32

12/29

at

103.00

N/R  

1,080,740

1,625

Westerly

Metropolitan

District

4,

Weld

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-1,

5.000%,

12/01/50

3/26

at

103.00

N/R  

1,405,706

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2021A-1:

1,065

4.000%,

12/01/31,

144A

9/26

at

103.00

N/R  

892,129

8,000

4.000%,

12/01/36,

144A

9/26

at

103.00

N/R  

6,084,400

13,365

4.000%,

12/01/41,

144A

9/26

at

103.00

N/R  

9,229,468

1,510

Windsor

Highlands

Metropolitan

District

9,

Windsor,

Larimer

County,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2019,

5.000%,

12/01/39

9/24

at

103.00

N/R  

1,451,563

Total

Colorado

350,969,271

Connecticut

-

0.8%

3,425

Connecticut

Airport

Authority,

Connecticut,

Customer

Facility

Charge

Revenue

Bonds,

Ground

Transportation

Center

Project,

Series

2019A,

5.000%,

7/01/49,

(AMT)

7/29

at

100.00

BBB  

3,434,350

12,160

Connecticut

Development

Authority,

Airport

Facilities

Revenue

Bonds,

Learjet

Inc.,

Series

2004,

7.950%,

4/01/26,

(AMT)

7/23

at

100.00

B2  

12,157,811

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Mary

Wade

Home

Issue,

Series

2019A-1:

1,450

4.500%,

10/01/34,

144A

10/24

at

104.00

B  

1,229,890

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

336

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Connecticut

(continued)

$

11,750

5.000%,

10/01/54,

144A

10/24

at

104.00

B  

$

8,561,990

925

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

McLean

Affiliates,

Series

2020A,

5.000%,

1/01/30,

144A

1/26

at

102.00

BB+  

916,916

2,335

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Trinity

Health

Credit

Group,

Series

2016CT,

5.000%,

12/01/45

6/26

at

100.00

AA-  

2,380,906

10,000

Connecticut

State,

General

Obligation

Bonds,

Securities

Industry

&

Financial

Markets

Association

Index

Series

2015C,

4.980%,

6/15/24

(SIFMA

reference

rate

+

1.250%

spread),

(UB)

(4),(5)

No

Opt.

Call

AA-  

10,023,000

Steel

Point

Infrastructure

Improvement

District,

Connecticut,

Special

Obligation

Revenue

Bonds,

Steelpointe

Harbor

Project,

Series

2021:

600

4.000%,

4/01/31

4/30

at

100.00

N/R  

557,460

910

4.000%,

4/01/36

4/30

at

100.00

N/R  

795,213

Total

Connecticut

40,057,536

Delaware

-

0.1%

Delaware

Economic

Development

Authority,

Delaware,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations

Inc.

DBA

Las

Americas

ASPIRA

Academy

Project,

Series

2022A:

180

4.000%,

6/01/52

6/32

at

100.00

BB  

132,622

185

4.000%,

6/01/57

6/32

at

100.00

BB  

132,044

Delaware

Economic

Development

Authority,

Revenue

Bonds,

ASPIRA

of

Delaware

Charter

Operations,

Inc.

Project,

Series

2016A:

725

3.250%,

6/01/26

No

Opt.

Call

BB  

686,923

1,000

5.000%,

6/01/36

6/26

at

100.00

BB  

983,160

945

Delaware

Economic

Development

Authority,

Revenue

Bonds,

Odyssey

Charter

School

Inc.

Project,

Series

2015A,

6.250%,

9/01/25,

144A

3/25

at

100.00

N/R  

961,254

Total

Delaware

2,896,003

District

of

Columbia

-

0.2%

270

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

Ingleside

at

Rock

Creek

Project,

Series

2017A,

5.000%,

7/01/32

7/24

at

103.00

N/R  

263,323

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

Inspired

Teaching

Demonstration

Public

Charter

School

Issue,

Series

2022:

835

5.000%,

7/01/32

No

Opt.

Call

BBB  

875,197

1,500

5.000%,

7/01/42

7/32

at

100.00

BBB  

1,519,785

195

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

KIPP

DC

Issue,

Series

2013A,

5.000%,

7/01/23,

(ETM)

No

Opt.

Call

N/R  (6)

195,000

455

District

of

Columbia,

Washington,

D.C.,

Revenue

Bonds,

The

Methodist

Home

of

the

District

of

Columbia,

Series

1999,

4.500%,

1/01/25

No

Opt.

Call

N/R  

446,168

5,000

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/48,

(AMT)

10/28

at

100.00

AA-  

5,160,550

Total

District

of

Columbia

8,460,023

Florida

-

21.3%

190

A.H.

at

Turnpike

South

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Phase

1

Project,

Series

2015,

5.500%,

11/01/25

No

Opt.

Call

N/R  

192,620

Abbott

Square

Community

Development

District,

Zephyrhills,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Project

Series

2022:

165

4.500%,

6/15/27

No

Opt.

Call

N/R  

165,271

200

5.000%,

6/15/32

No

Opt.

Call

N/R  

201,912

28,635

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Healthcare

Project,

Series

2007A,

4.552%,

12/01/37

(3-Month

LIBOR*0.67%

reference

rate

+

0.870%

spread)

(5)

7/23

at

100.00

A3  

27,543,434

337

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Amelia

Walk

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3-A

Series

2018A:

$

255

4.000%,

11/01/24

No

Opt.

Call

N/R  

$

253,916

735

4.750%,

11/01/29

11/28

at

100.00

N/R  

745,187

Amelia

Walk

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3-B

Series

2018A:

280

4.375%,

11/01/24,

144A

No

Opt.

Call

N/R  

280,092

820

4.750%,

11/01/29,

144A

No

Opt.

Call

N/R  

831,882

430

Amelia

Walk

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

A-2

Series

2016,

5.500%,

11/01/30

11/26

at

100.00

N/R  

438,531

615

Arborwood

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2018A-2,

4.625%,

5/01/28

No

Opt.

Call

N/R  

618,918

430

Armstrong

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017A,

4.500%,

11/01/28,

144A

11/27

at

100.00

N/R  

432,442

115

Avalon

Groves

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2017,

5.000%,

5/01/28

No

Opt.

Call

N/R  

117,072

335

Avalon

Groves

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2017A-1,

5.375%,

5/01/28

No

Opt.

Call

N/R  

344,628

Avalon

Groves

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3

Project,

Series

2021:

90

2.375%,

5/01/26

No

Opt.

Call

N/R  

85,046

250

3.000%,

5/01/32

No

Opt.

Call

N/R  

218,015

740

3.375%,

5/01/41

5/32

at

100.00

N/R  

579,161

205

Avalon

Groves

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

1

&

2

Sub-Assessment

Area

1

Project,

Series

2019,

3.700%,

11/01/29

No

Opt.

Call

N/R  

198,132

Avalon

Park

West

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Project

Area,

Refunding

Series

2022:

200

4.700%,

5/01/32,

144A

No

Opt.

Call

N/R  

201,590

515

5.500%,

5/01/42,

144A

5/32

at

100.00

N/R  

526,763

11,640

Ave

Maria

Stewardship

Community

District,

Florida,

Bond

Anticipation

Notes,

Phase

4

Master

Improvements

Project,

Series

2021,

3.500%,

5/01/26,

144A

7/23

at

100.00

N/R  

11,354,587

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Ave

Maria

National

Project,

Series

2021:

720

2.600%,

5/01/26

No

Opt.

Call

N/R  

687,377

1,355

3.200%,

5/01/31

No

Opt.

Call

N/R  

1,232,928

1,000

3.750%,

5/01/41

5/31

at

100.00

N/R  

827,160

445

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

3

Project,

Series

2018,

4.900%,

5/01/29

No

Opt.

Call

N/R  

453,909

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

4

Project,

Series

2020:

650

3.800%,

5/01/32,

144A

5/30

at

100.00

N/R  

617,090

165

4.300%,

5/01/42,

144A

5/30

at

100.00

N/R  

148,294

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Maple

Ridge

Phase

5

Project,

Series

2022:

405

3.000%,

5/01/27,

144A

No

Opt.

Call

N/R  

387,334

915

3.300%,

5/01/32,

144A

No

Opt.

Call

N/R  

829,429

2,445

4.000%,

5/01/42,

144A

5/32

at

100.00

N/R  

2,078,103

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

338

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

985

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Phase

3

Master

Improvements

Project,

Series

2021,

2.750%,

5/01/31,

144A

No

Opt.

Call

N/R  

$

857,137

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2022A:

5,080

3.250%,

5/01/32

No

Opt.

Call

N/R  

4,586,681

8,500

4.000%,

5/01/42

5/32

at

100.00

N/R  

7,270,305

Avenir

Community

Development

District,

Palm

Beach

Gardens,

Florida,

Special

Assessment

Bonds,

Area

3

-

Master

Infrastructure

Project,

Series

2023:

3,000

4.500%,

5/01/30

No

Opt.

Call

N/R  

2,984,160

1,260

5.375%,

5/01/43

5/33

at

100.00

N/R  

1,242,511

365

Aventura

Isles

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2013,

5.250%,

11/01/24

No

Opt.

Call

N/R  

368,559

Aviary

at

Rutland

Ranch

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2021:

80

2.450%,

11/01/26

No

Opt.

Call

N/R  

75,055

175

3.100%,

11/01/31

No

Opt.

Call

N/R  

154,894

500

3.400%,

11/01/41

11/31

at

100.00

N/R  

390,955

260

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2018

Project

Series

2018,

4.500%,

11/01/28,

144A

No

Opt.

Call

N/R  

262,059

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2021

Project

Series

2021:

380

2.375%,

5/01/26,

144A

No

Opt.

Call

N/R  

359,567

1,000

2.875%,

5/01/31,

144A

No

Opt.

Call

N/R  

875,040

2,390

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

2022

Project

Series

2022,

4.250%,

5/01/32

No

Opt.

Call

N/R  

2,341,626

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2B,

Series

2018:

65

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

64,835

200

4.500%,

11/01/29,

144A

No

Opt.

Call

N/R  

202,110

400

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

3A,

Series

2018,

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

398,784

515

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

3A,

Series

2020,

3.000%,

5/01/30

No

Opt.

Call

N/R  

475,129

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

4,

Series

2018:

55

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

54,839

170

4.500%,

11/01/29,

144A

No

Opt.

Call

N/R  

171,588

Babcock

Ranch

Community

Independent

Special

District,

Charlotte

County,

Florida,

Special

Assessment

Bonds,

Series

2015:

645

4.750%,

11/01/26

11/25

at

100.00

N/R  

652,682

1,125

5.000%,

11/01/31

11/25

at

100.00

N/R  

1,139,096

485

Ballentrae

Hillsborough

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2014,

5.000%,

11/01/28

11/25

at

100.00

N/R  

491,324

Balm

Grove

Community

Development

District,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022:

1,150

3.250%,

11/01/27

No

Opt.

Call

N/R  

1,094,271

339

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,295

3.625%,

11/01/32

No

Opt.

Call

N/R  

$

1,167,118

2,675

4.000%,

11/01/42

11/32

at

100.00

N/R  

2,241,677

445

Bannon

Lakes

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

4.500%,

11/01/25

No

Opt.

Call

N/R  

446,046

Bannon

Lakes

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

200

3.000%,

5/01/31,

144A

No

Opt.

Call

N/R  

176,384

700

3.500%,

5/01/41,

144A

5/31

at

100.00

N/R  

552,580

405

Banyan

Cay

Community

Development

District,

West

Palm

Beach,

Florida,

Special

Assessment

Bonds,

2020-1,

2.750%,

11/01/25

No

Opt.

Call

N/R  

389,051

225

Bay

County,

Florida,

Educational

Facilities

Revenue

Refunding

Bonds,

Bay

Haven

Charter

Academy,

Inc.

Project,

Series

2016,

3.625%,

9/01/26

9/23

at

100.00

BBB  

221,533

Bay

Laurel

Center

Community

Development

District,

Marion

County,

Florida,

Special

Assessment

Bonds,

Refunding

Indigo

Series

2016:

45

3.750%,

5/01/24

No

Opt.

Call

N/R  

44,781

30

3.750%,

5/01/25

No

Opt.

Call

N/R  

29,667

Beaumont

Communit

Development

District

1,

City

of

Wildwood,

Florida,

Special

Assessment

Bonds,

Series

2019

A-1:

205

4.250%,

11/01/24,

144A

No

Opt.

Call

N/R  

204,625

600

4.750%,

11/01/29,

144A

No

Opt.

Call

N/R  

606,864

410

Bellagio

Community

Development

District,

Hialeah,

Florida,

Special

Assessment

Bonds,

Series

2013,

6.000%,

11/01/27

No

Opt.

Call

BBB  

431,197

490

Bellagio

Community

Development

District,

Hialeah,

Florida,

Special

Assessment

Bonds,

Series

2016,

3.750%,

11/01/31

11/26

at

100.00

BBB  

475,369

Bellalago

Educational

Facilities

Benefit

District,

Florida,

Capital

Improvement

Bonds,

Refunding

Series

2014:

1,125

3.875%,

5/01/24

No

Opt.

Call

A2  

1,127,813

1,165

4.000%,

5/01/25

5/24

at

100.00

A2  

1,169,520

1,220

4.125%,

5/01/26

5/24

at

100.00

A2  

1,227,759

1,070

4.250%,

5/01/27

5/24

at

100.00

A2  

1,078,367

540

Belmont

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016A,

4.750%,

11/01/27

No

Opt.

Call

N/R  

547,922

Belmont

II

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

2020

Aessessment

Area,

Series

2020:

175

2.500%,

12/15/25

No

Opt.

Call

N/R  

167,477

200

3.125%,

12/15/30

No

Opt.

Call

N/R  

185,402

310

Berry

Bay

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2021,

2.625%,

5/01/26

No

Opt.

Call

N/R  

295,139

Black

Creek

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Project

2020

Series

2022:

205

4.800%,

6/15/27

No

Opt.

Call

N/R  

206,310

250

5.125%,

6/15/32

No

Opt.

Call

N/R  

253,212

1,010

Blue

Lake

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

2019

Project

Series

2019,

4.000%,

6/15/32

6/29

at

100.00

N/R  

965,580

Boggy

Branch

Community

Development

District,

Jacksonville,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Series

2021:

455

3.000%,

5/01/31

No

Opt.

Call

N/R  

403,312

1,170

3.500%,

5/01/41

5/31

at

100.00

N/R  

927,365

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

340

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Boggy

Creek

Improvement

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2023:

$

1,100

4.500%,

5/01/33

,

(WI/DD)

5/32

at

100.00

N/R  

$

1,101,617

1,770

5.125%,

5/01/43

,

(WI/DD)

5/32

at

100.00

N/R  

1,773,699

1,100

Botaniko

Community

Development

District,

Weston,

Florida,

Special

Assessment

Bonds,

Series

2020,

3.625%,

5/01/40

5/30

at

100.00

N/R  

896,489

Bradbury

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Series

2023:

750

4.375%,

5/01/30,

144A

No

Opt.

Call

N/R  

746,895

1,685

5.250%,

5/01/43,

144A

5/33

at

100.00

N/R  

1,670,526

Bridgewater

North

Community

Development

District,

Saint

Johns

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2022:

325

3.125%,

5/01/27,

144A

No

Opt.

Call

N/R  

309,715

500

3.500%,

5/01/32,

144A

No

Opt.

Call

N/R  

451,605

Brightwater

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1

Project,

Series

2021:

320

2.375%,

5/01/26

No

Opt.

Call

N/R  

302,538

405

2.850%,

5/01/31

No

Opt.

Call

N/R  

353,496

1,050

3.150%,

5/01/41

5/31

at

100.00

N/R  

789,432

Brookstone

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two

Series

2022:

265

4.375%,

5/01/27,

144A

No

Opt.

Call

N/R  

264,255

350

4.750%,

5/01/32,

144A

No

Opt.

Call

N/R  

349,251

630

Brookstone

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018,

4.625%,

11/01/28,

144A

No

Opt.

Call

N/R  

633,074

8,960

Broward

County,

Florida,

Airport

System

Revenue

Bonds,

Series

2017,

5.000%,

10/01/47,

(AMT)

10/27

at

100.00

A+  

9,160,346

Buckhead

Trails

Community

Development

District,

Manatee

County

Florida,

Special

Assessment

Bonds,

2022

Project

Series

2022:

410

4.750%,

5/01/27,

144A

No

Opt.

Call

N/R  

409,406

420

5.250%,

5/01/32,

144A

No

Opt.

Call

N/R  

419,672

1,000

5.625%,

5/01/42,

144A

5/37

at

100.00

N/R  

1,000,500

250

Bullfrog

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2017,

4.750%,

11/01/28

11/27

at

100.00

N/R  

252,842

1,230

Cape

Coral

Health

Facilities

Authority,

Florida,

Senior

Housing

Revenue

Bonds,

Gulf

Care

Inc.

Project,

Series

2015,

4.750%,

7/01/24,

144A

No

Opt.

Call

N/R  

1,144,330

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020:

370

4.000%,

12/15/23,

144A

No

Opt.

Call

N/R  

368,598

380

4.000%,

12/15/24,

144A

No

Opt.

Call

N/R  

375,432

300

4.000%,

12/15/25,

144A

No

Opt.

Call

N/R  

293,169

355

5.000%,

12/15/26,

144A

7/26

at

100.00

N/R  

355,288

330

5.000%,

12/15/27,

144A

7/26

at

100.00

N/R  

330,267

350

5.000%,

12/15/28,

144A

7/26

at

100.00

N/R  

350,381

365

5.000%,

12/15/29,

144A

7/26

at

100.00

N/R  

364,588

510

5.000%,

12/15/30,

144A

7/26

at

100.00

N/R  

508,730

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

AcadeMir

Charter

Schools,

Series

2021A:

220

3.000%,

7/01/31,

144A

No

Opt.

Call

Ba2  

191,574

165

4.000%,

7/01/41,

144A

7/31

at

100.00

Ba2  

133,693

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

AcadeMir

Charter

Schools,

Series

2021A-2:

500

2.500%,

7/01/31,

144A

No

Opt.

Call

Ba2  

419,085

750

4.000%,

7/01/41,

144A

7/31

at

100.00

Ba2  

607,695

341

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

Land

O'Lakes

Project,

Series

2020A:

$

375

3.000%,

12/15/29,

144A

No

Opt.

Call

Ba1  

$

341,464

645

5.000%,

12/15/39,

144A

12/30

at

100.00

Ba1  

613,717

235

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

North

Manatee,

Series

2021A,

3.250%,

6/01/31,

144A

No

Opt.

Call

N/R  

201,595

235

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

North

Manatee,

Series

2021C,

5.000%,

6/01/41,

144A

6/31

at

100.00

N/R  

212,518

3,245

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Legends

Academy,

Series

2021A,

5.000%,

12/01/45,

144A

12/28

at

100.00

N/R  

2,646,622

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Babcock

Neighborhood

School

Inc,

Series

2018:

900

5.900%,

8/15/28,

144A

No

Opt.

Call

N/R  

918,378

515

6.100%,

8/15/38,

144A

8/28

at

100.00

N/R  

524,667

1,320

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Odyssey

Charter

School

Project,

Series

2017A,

4.750%,

7/01/27,

144A

No

Opt.

Call

Ba1  

1,307,249

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Provision

CARES

Proton

Therapy

Center,

Orlando

Project,

Series

2018:

5,064

7.000%,

6/01/28,

144A

(7)

No

Opt.

Call

N/R  

658,320

10,556

7.250%,

6/01/33,

144A

(7)

6/28

at

100.00

N/R  

1,372,245

1,450

7.500%,

6/01/48,

144A

(7)

6/28

at

100.00

N/R  

188,495

1,640

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2019A,

4.000%,

6/15/29,

144A

6/26

at

100.00

N/R  

1,553,277

535

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2017A,

4.000%,

10/15/29,

144A

10/27

at

100.00

Ba1  

509,213

450

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2019A,

4.000%,

10/15/29,

144A

10/27

at

100.00

Ba1  

428,310

Capital

Trust

Agency,

Florida,

Senior

Living

Facilities

Revenue

Bonds,

Elim

Senior

Housing,

Inc.

Project,

Series

2017:

1,420

5.000%,

8/01/27,

144A

8/24

at

103.00

N/R  

1,291,731

490

5.375%,

8/01/32,

144A

8/24

at

103.00

N/R  

415,991

670

Carlton

Lakes

Community

Developement

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2015,

5.125%,

11/01/29

11/26

at

100.00

N/R  

682,958

Celebration

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1,

Series

2021:

130

2.250%,

5/01/26

No

Opt.

Call

N/R  

122,352

240

2.750%,

5/01/31

No

Opt.

Call

N/R  

207,262

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014:

185

4.750%,

5/01/24

No

Opt.

Call

N/R  

185,845

2,940

5.000%,

5/01/34

5/24

at

100.00

N/R  

2,951,878

2,630

5.125%,

5/01/45

5/24

at

100.00

N/R  

2,607,619

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017:

1,225

5.000%,

5/01/32

5/27

at

100.00

N/R  

1,246,805

3,810

5.000%,

5/01/48

5/27

at

100.00

N/R  

3,673,259

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

450

2.375%,

5/01/26

No

Opt.

Call

N/R  

425,475

1,090

3.000%,

5/01/31

No

Opt.

Call

N/R  

971,146

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

342

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Centre

Lake

Community

Development

District,

Miami

Lakes,

Florida,

Special

Assessment

Bonds,

Series

2016:

$

320

4.125%,

12/15/27

12/26

at

100.00

N/R  

$

319,530

500

4.500%,

12/15/32

12/26

at

100.00

N/R  

501,005

Centre

Lake

Community

Development

District,

Miami

Lakes,

Florida,

Special

Assessment

Bonds,

Series

2021:

230

2.750%,

5/01/26,

144A

No

Opt.

Call

N/R  

220,209

250

2.750%,

5/01/29,

144A

No

Opt.

Call

N/R  

228,243

255

3.000%,

5/01/42,

144A

5/31

at

100.00

N/R  

191,961

Chaparral

of

Palm

Bay

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1

Project,

Series

2020A-1:

180

3.000%,

5/01/25

No

Opt.

Call

N/R  

175,635

620

3.250%,

5/01/31

5/30

at

100.00

N/R  

555,334

Chapel

Creek

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021

Project,

Series

2021:

120

2.500%,

5/01/26,

144A

No

Opt.

Call

N/R  

113,819

860

3.375%,

5/01/41,

144A

5/31

at

100.00

N/R  

671,195

Charlotte

County

Industrial

Development

Authority,

Florida,

Utility

System

Revenue

Bonds,

Town

&

Country

Utilities

Project,

Series

2019:

1,945

5.000%,

10/01/29,

(AMT),

144A

10/27

at

100.00

N/R  

1,967,192

2,500

5.000%,

10/01/34,

(AMT),

144A

10/27

at

100.00

N/R  

2,525,000

300

Coco

Palms

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Expansion

Area

Project,

Series

2019,

4.000%,

6/15/29,

144A

No

Opt.

Call

N/R  

293,076

3,677

Collier

County

Industrial

Development

Authority,

Florida,

Continuing

Care

Community

Revenue

Bonds,

Arlington

of

Naples

Project,

Series

2014A,

7.000%,

5/15/24,

144A

(7)

No

Opt.

Call

N/R  

404,452

585

Collier

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Gulf

Coast

Charter

Academy

South

Project,

Series

2017A,

4.100%,

12/01/27,

144A

No

Opt.

Call

N/R  

561,928

260

Concord

Station

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A-2,

4.125%,

5/01/26

No

Opt.

Call

N/R  

258,713

40

Connerton

West

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2018A-2

Phase

2,

4.625%,

5/01/28

No

Opt.

Call

N/R  

40,107

Copper

Creek

Community

Development

District,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Series

2019:

90

3.875%,

11/01/24,

144A

No

Opt.

Call

N/R  

89,418

270

4.000%,

11/01/29,

144A

No

Opt.

Call

N/R  

264,665

Coral

Keys

Homes

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2020:

105

2.750%,

5/01/25

No

Opt.

Call

N/R  

101,902

165

3.125%,

5/01/30

No

Opt.

Call

N/R  

154,098

1,000

Cordoba

Ranch

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2021,

3.000%,

5/01/37

5/31

at

100.00

N/R  

818,730

1,320

Corkscrew

Farms

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2016,

4.250%,

11/01/27

No

Opt.

Call

N/R  

1,310,153

Corkscrew

Farms

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2017:

170

3.750%,

11/01/23,

144A

No

Opt.

Call

N/R  

169,679

705

4.500%,

11/01/28,

144A

No

Opt.

Call

N/R  

705,190

343

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Creek

Preserve

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

$

315

3.875%,

11/01/24,

144A

No

Opt.

Call

N/R  

$

312,842

1,200

4.250%,

11/01/30,

144A

11/29

at

100.00

N/R  

1,174,800

445

Creekside

at

Twin

Creeks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2016A-1,

4.625%,

11/01/27

No

Opt.

Call

N/R  

448,422

Creekview

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Project

Series

2022:

735

3.875%,

5/01/27

No

Opt.

Call

N/R  

719,117

1,000

4.250%,

5/01/32

No

Opt.

Call

N/R  

957,440

2,455

4.625%,

5/01/42

5/32

at

100.00

N/R  

2,243,845

Cross

Creek

North

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Bonds,

Series

2018:

275

4.375%,

11/01/24,

144A

No

Opt.

Call

N/R  

275,358

795

4.750%,

11/01/29,

144A

No

Opt.

Call

N/R  

809,246

Cross

Creek

North

Community

Development

District,

Clay

County,

Florida,

Special

Assessment

Bonds,

Series

2022:

405

3.400%,

5/01/27

No

Opt.

Call

N/R  

396,159

1,000

3.750%,

5/01/32

No

Opt.

Call

N/R  

969,210

400

Crossings

at

Fleming

Island

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Senior

Lien

Series

2014A-1,

4.000%,

5/01/24

No

Opt.

Call

BBB  

397,264

Crystal

Cay

Community

Development

District,

Florida,

Special

Assessment

Bonds,

2021

Project,

Series

2021:

135

2.250%,

5/01/26

No

Opt.

Call

N/R  

127,990

325

2.700%,

5/01/31

No

Opt.

Call

N/R  

287,365

855

3.050%,

5/01/41

5/31

at

100.00

N/R  

695,867

1,735

Currents

Community

Development

District,

Collier

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2020B,

4.250%,

5/01/41,

144A

No

Opt.

Call

N/R  

1,533,844

Currents

Community

Development

District,

Collier

County,

Florida,

Capital

Improvement

Revenue

Bpnds,

Series

2020A:

460

3.000%,

5/01/25,

144A

No

Opt.

Call

N/R  

448,845

1,290

3.500%,

5/01/30,

144A

No

Opt.

Call

N/R  

1,191,380

360

4.000%,

5/01/40,

144A

5/31

at

100.00

N/R  

311,587

Cypress

Park

Estates

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Project,

Series

2020:

160

2.625%,

5/01/25,

144A

No

Opt.

Call

N/R  

155,223

295

3.250%,

5/01/30,

144A

No

Opt.

Call

N/R  

269,559

540

Cypress

Park

Estates

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

2

Project,

Series

2020,

4.000%,

5/01/40,

144A

5/32

at

100.00

N/R  

469,071

Cypress

Preserve

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2,

Series

2019:

955

3.750%,

11/01/31

11/29

at

100.00

N/R  

883,365

1,670

4.000%,

11/01/39

11/29

at

100.00

N/R  

1,461,868

Deerbrook

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2023

Project

Series

2023:

345

4.375%,

5/01/30,

144A

No

Opt.

Call

N/R  

343,972

1,000

5.250%,

5/01/43,

144A

5/33

at

100.00

N/R  

993,830

Del

Webb

Oak

Creek

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

2023

Project,

Series

2023:

500

4.125%,

5/01/30

No

Opt.

Call

N/R  

498,795

1,070

5.000%,

5/01/43

5/33

at

100.00

N/R  

1,057,984

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

344

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

720

Downden

West

Community

Development

District,

Florida,

Revenue

Bonds

Series

2018,

4.850%,

5/01/29,

144A

No

Opt.

Call

N/R  

$

730,555

2,535

Durbin

Crossing

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Senior

Refunding

Series

2017A-1,

5.000%,

5/01/32

-

AGM

Insured

5/27

at

100.00

AA  

2,757,167

DW

Bayview

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

2022

Assessment

Area

Series

2022:

145

4.300%,

5/01/27

No

Opt.

Call

N/R  

143,660

175

4.500%,

5/01/32

No

Opt.

Call

N/R  

171,288

Eagle

Pointe

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

2020

Project

Assessment

Area

Series

2020:

160

3.000%,

5/01/25,

144A

No

Opt.

Call

N/R  

156,093

575

3.625%,

5/01/31,

144A

5/30

at

100.00

N/R  

528,563

East

547

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

1

Series

2021:

95

2.500%,

5/01/26

No

Opt.

Call

N/R  

90,058

245

3.000%,

5/01/31

No

Opt.

Call

N/R  

215,649

635

3.300%,

5/01/41

5/31

at

100.00

N/R  

487,217

345

East

Bonita

Beach

Road

Community

Development

District,

Bonita

Springs,

Florida,

Special

Assessment

Bonds,

Area

1

Series

2018,

4.375%,

11/01/29,

144A

11/28

at

100.00

N/R  

345,238

East

Homestead

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

110

3.750%,

11/01/24

No

Opt.

Call

N/R  

109,296

280

4.125%,

11/01/29

No

Opt.

Call

N/R  

276,307

East

Nassau

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

90

4.250%,

5/01/24

No

Opt.

Call

N/R  

89,937

505

4.600%,

5/01/29

No

Opt.

Call

N/R  

509,656

East

Nassau

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

325

2.400%,

5/01/26

No

Opt.

Call

N/R  

307,161

500

3.000%,

5/01/31

No

Opt.

Call

N/R  

439,800

1,270

3.500%,

5/01/41

5/31

at

100.00

N/R  

1,002,157

Eden

Hills

Community

Development

District,

Lake

Alfred,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Series

2020:

55

2.750%,

5/01/25

No

Opt.

Call

N/R  

53,500

110

3.250%,

5/01/30

No

Opt.

Call

N/R  

103,790

Edgewater

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2021:

325

2.500%,

5/01/26

No

Opt.

Call

N/R  

306,348

800

3.100%,

5/01/31

No

Opt.

Call

N/R  

707,752

2,000

3.600%,

5/01/41

5/31

at

100.00

N/R  

1,591,740

Entrada

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021:

190

2.125%,

5/01/26,

144A

No

Opt.

Call

N/R  

177,872

370

2.625%,

5/01/31,

144A

No

Opt.

Call

N/R  

315,296

Epperson

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2018A-1:

240

4.500%,

11/01/23,

144A

No

Opt.

Call

N/R  

240,158

1,690

5.000%,

11/01/29,

144A

No

Opt.

Call

N/R  

1,716,854

345

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Epperson

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2,

Series

2021:

$

375

3.000%,

5/01/31

No

Opt.

Call

N/R  

$

330,491

740

3.500%,

5/01/41

5/31

at

100.00

N/R  

581,041

Epperson

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3,

Series

2021A:

320

2.450%,

11/01/26,

144A

No

Opt.

Call

N/R  

299,971

650

3.100%,

11/01/31,

144A

No

Opt.

Call

N/R  

572,806

1,610

3.400%,

11/01/41,

144A

11/31

at

100.00

N/R  

1,238,251

495

Epperson

Ranch

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2017A-1,

5.000%,

11/01/28

11/27

at

100.00

N/R  

499,212

Epperson

Ranch

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018A-1:

110

4.250%,

5/01/24,

144A

No

Opt.

Call

N/R  

109,828

280

5.000%,

5/01/30,

144A

5/29

at

100.00

N/R  

282,736

240

Esplanade

Lake

Club

Community

Development

District,

Lee

County,

Florida,

Capital

Improvement

Bonds,

Series

2019A-2,

3.625%,

11/01/30

11/29

at

100.00

N/R  

220,651

560

Estancia

at

Wiregrass

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2013,

6.375%,

11/01/26

No

Opt.

Call

N/R  

574,476

Evergreen

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2019:

145

4.125%,

11/01/24,

144A

No

Opt.

Call

N/R  

144,494

500

4.250%,

11/01/29,

144A

No

Opt.

Call

N/R  

496,485

350

Finley

Woods

Community

Development

District,

Florida,

Capital

Improvement

Bonds,

Series

2020,

4.000%,

5/01/40

5/30

at

100.00

N/R  

302,960

260

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2017A,

5.000%,

6/15/27,

144A

6/26

at

100.00

N/R  

258,981

225

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Classical

Preparatory

Incorporated

Project,

Series

2018A,

5.000%,

6/15/28,

144A

6/26

at

100.00

N/R  

223,826

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Cornerstone

Charter

Schools

Project,

Series

2022:

930

5.000%,

10/01/32,

144A

10/29

at

100.00

BB+  

940,853

2,105

5.000%,

10/01/42,

144A

10/29

at

100.00

BB+  

2,002,466

1,630

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Creative

Inspiration

Journey

School

of

St.

Cloud,

Series

2021A,

5.000%,

6/15/31,

144A

6/29

at

102.00

N/R  

1,594,433

360

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2014A,

5.750%,

7/01/24

No

Opt.

Call

N/R  

360,950

630

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Elementary

School

Project,

Series

2017A,

5.000%,

7/01/27,

144A

No

Opt.

Call

N/R  

616,865

3,280

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Downtown

Doral

Charter

Upper

School

Project,

Series

2017C,

5.150%,

7/01/27,

144A

No

Opt.

Call

N/R  

3,283,674

600

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Dreamers

Academy

Project,

Taxable

Series

2022B,

5.250%,

1/15/28,

144A

No

Opt.

Call

N/R  

551,340

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

346

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Global

Outreach

Charter

Academy,

Series

2021A:

$

625

4.000%,

6/30/36,

144A

6/28

at

100.00

Ba3  

$

538,269

765

4.000%,

6/30/41,

144A

6/28

at

100.00

Ba3  

616,888

930

4.000%,

6/30/46,

144A

6/28

at

100.00

Ba3  

706,307

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Innovation

Montessori

Ocoee

Projects,

Taxable

Series

2022A:

1,370

5.000%,

7/01/32,

144A

No

Opt.

Call

Ba2  

1,285,827

3,135

5.375%,

7/01/42,

144A

7/32

at

100.00

Ba2  

2,838,931

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Miami

Arts

Charter

School

Projects,

Series

2014:

430

5.000%,

6/15/24,

144A

No

Opt.

Call

N/R  

422,823

3,750

5.625%,

6/15/29,

144A

6/24

at

100.00

N/R  

3,451,200

3,000

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Parrish

Charter

Academy

Inc

Series

2023A,

6.250%,

4/23/58,

(Mandatory

Put

6/15/28),

144A

6/27

at

100.00

N/R  

2,957,370

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School

Income

Projects,

Series

2015A:

905

5.000%,

6/15/25,

144A

No

Opt.

Call

N/R  

900,674

4,900

6.125%,

6/15/46,

144A

6/25

at

100.00

N/R  

4,910,829

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2014A:

1,750

5.750%,

6/15/29,

144A

6/24

at

100.00

N/R  

1,768,007

1,510

6.000%,

6/15/34,

144A

6/24

at

100.00

N/R  

1,527,320

470

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2020C,

4.000%,

9/15/30,

144A

9/27

at

100.00

N/R  

430,638

1,140

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

The

Florida

Charter

Educational

Foundation

Inc.

Projects,

Series

2016A,

5.125%,

6/15/26,

144A

No

Opt.

Call

N/R  

1,143,739

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Refunding

Bonds,

Central

Charter

School,

Series

2022:

455

5.000%,

8/15/32,

144A

No

Opt.

Call

N/R  

451,692

700

5.250%,

8/15/37,

144A

8/32

at

100.00

N/R  

670,348

67,675

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  

67,226,991

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

53,520

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

53,336,427

101,970

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

98,407,168

74,985

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

72,000,597

31,200

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)

7/23

at

101.00

N/R  

30,708,600

101,500

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

7/23

at

103.00

N/R  

103,241,740

500

Florida

Development

Finance

Corporation,

Revenue

Bonds,

IPS

Florida

LLC-Idea

Florida,

Inc.

Jacksonville

IV,

Series

2022,

5.250%,

6/15/29,

144A

6/27

at

100.00

N/R  

495,210

347

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Florida

Development

Finance

Corporation,

Senior

Living

Revenue

Bonds,

Glenridge

on

Palmer

Ranch

Project,

Refunding

Series

2021:

$

275

5.000%,

6/01/31,

144A

6/28

at

103.00

N/R  

$

264,561

225

5.000%,

6/01/35,

144A

6/28

at

103.00

N/R  

208,751

675

Florida

Housing

Finance

Corporation,

Homeowner

Mortgage

Revenue

Bonds,

Series

2015-1,

3.750%,

7/01/35

1/25

at

100.00

Aaa  

665,807

605

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Phase

5

Project,

Series

2016,

4.350%,

11/01/27

11/26

at

100.00

N/R  

605,756

635

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2013,

6.000%,

11/01/27

11/24

at

100.00

N/R  

647,014

245

Flow

Way

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2015,

4.250%,

11/01/25

No

Opt.

Call

N/R  

245,081

525

Forest

Brooke

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2017,

4.500%,

12/15/27

No

Opt.

Call

N/R  

527,567

70

Glen

St

Johns

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2006,

5.250%,

5/01/38

7/23

at

100.00

N/R  

70,024

Gracewater

Sarasota

Community

Development

District,

Sarasota

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021:

355

2.400%,

5/01/26,

144A

No

Opt.

Call

N/R  

335,514

665

2.950%,

5/01/31,

144A

No

Opt.

Call

N/R  

582,620

530

Grand

Bay

at

Doral

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

South

Parcel

Assessment

Area

Project,

Series

2016,

4.250%,

5/01/26

No

Opt.

Call

N/R  

531,208

740

Grand

Bay

at

Doral

Community

Development

District,

Miami-

Dade

County,

Florida,

Special

Assessment

Improvement

Bonds,

Assessment

Area

Two

Phase

1

Project,

Series

2014A-1,

5.250%,

5/01/28

5/24

at

100.00

N/R  

745,210

960

Grand

Bay

at

Doral

Community

Development

District,

Miami-

Dade

County,

Florida,

Special

Assessment

Improvement

Bonds,

Assessment

Area

Two

Project,

Refunding

Series

2014A-2,

5.875%,

5/01/28

5/24

at

100.00

N/R  

971,328

Grand

Oaks

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

3,

Series

2021:

165

2.625%,

11/01/26,

144A

No

Opt.

Call

N/R  

154,704

220

3.200%,

11/01/31,

144A

No

Opt.

Call

N/R  

195,019

560

3.500%,

11/01/41,

144A

11/31

at

100.00

N/R  

437,158

Grand

Oaks

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2019A:

190

3.750%,

11/01/24

No

Opt.

Call

N/R  

188,471

545

4.125%,

11/01/29

No

Opt.

Call

N/R  

537,446

610

Grove

Resort

Community

Development

District,

Orange

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017A,

5.000%,

11/01/28

No

Opt.

Call

N/R  

621,749

110

Gulfstream

Polo

Community

Development

District,

Palm

Beach

County,

Florida,

Special

Assessment

Bonds,

Phase

1

Project,

Series

2017,

4.000%,

11/01/27

No

Opt.

Call

N/R  

108,947

270

Hacienda

Lakes

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2016,

4.500%,

5/01/36

5/26

at

100.00

N/R  

258,992

Hammock

Oaks

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023:

200

4.875%,

5/01/30,

144A

No

Opt.

Call

N/R  

201,378

750

5.625%,

5/01/43,

144A

5/33

at

100.00

N/R  

761,520

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

348

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Hammock

Reserve

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

Area

2

Project,

Series

2021:

$

120

2.375%,

5/01/26

No

Opt.

Call

N/R  

$

113,745

205

3.000%,

5/01/31

No

Opt.

Call

N/R  

182,194

515

3.375%,

5/01/41

5/31

at

100.00

N/R  

410,321

Hammock

Reserve

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Revenue

Bonds,

Area

3

Project,

Series

2022:

440

4.200%,

5/01/27,

144A

No

Opt.

Call

N/R  

435,772

535

4.400%,

5/01/32,

144A

No

Opt.

Call

N/R  

528,441

1,500

4.700%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,396,860

1,485

Harmony

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Special

Assessment,

Refunding

Series

2014,

5.000%,

5/01/25

5/24

at

100.00

N/R  

1,491,430

Harmony

West

Community

Development

District,

Osceloa

County,

Florida,

Special

Asssessment

Revenue

Bonds,

Assessment

Area

1,

Series

2018:

75

4.125%,

5/01/24,

144A

No

Opt.

Call

N/R  

75,003

425

4.750%,

5/01/29,

144A

No

Opt.

Call

N/R  

432,433

485

Hawkstone

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2019,

3.500%,

11/01/30

11/29

at

100.00

N/R  

447,946

150

Hawkstone

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

2,

Series

2019,

3.625%,

11/01/30

11/29

at

100.00

N/R  

139,689

1,740

Heights

Community

Development

District,

Florida,

Tax

Increment

&

Special

Assessment

Revenue

Bonds,

Series

2017,

4.000%,

1/01/28

1/27

at

100.00

N/R  

1,720,094

655

Heights

Community

Development

District,

Florida,

Tax

Increment

&

Special

Assessment

Revenue

Bonds,

Series

2018,

4.500%,

1/01/28

No

Opt.

Call

N/R  

658,923

110

Hemingway

Point

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

2

Project,

Series

2014,

4.625%,

11/01/24

No

Opt.

Call

N/R  

110,234

695

Heritage

Harbour

North

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bond,

Refunding

Series

2017A-1,

5.000%,

5/01/27

-

AGM

Insured

No

Opt.

Call

AA  

739,285

Hidden

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3,

Series

2019A-1:

155

4.125%,

11/01/24,

144A

No

Opt.

Call

N/R  

154,715

450

4.500%,

11/01/29,

144A

No

Opt.

Call

N/R  

452,682

Hidden

Creek

North

Community

Development

District,

Florida,

Special

Assessment

Bonds,

2019

Project,

Series

2019A-1:

245

3.500%,

11/01/24

No

Opt.

Call

N/R  

242,773

845

4.000%,

11/01/30

11/29

at

100.00

N/R  

816,870

245

Highland

Meadows

II

Community

Development

District,

Davenport,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

7/7A

Project,

Series

2019,

3.875%,

11/01/31

11/29

at

100.00

N/R  

230,567

Highland

Meadows

West

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2020A:

210

3.250%,

5/01/31

5/30

at

100.00

N/R  

188,097

420

3.625%,

5/01/40

5/30

at

100.00

N/R  

342,296

150

Highland

Meadows

West

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Area

3

Project,

Series

2020A,

3.625%,

5/01/40

5/30

at

100.00

N/R  

122,249

349

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Highland

Meadows

West

Community

Development

District,

Haines

City,

Florida,

Special

Assessment

Bonds,

Series

2019:

$

120

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

$

119,588

540

4.125%,

11/01/29,

144A

No

Opt.

Call

N/R  

533,040

Highlands

Community

Development

District,

Hillborough

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

4

Project,

Series

2018:

40

4.250%,

6/15/24,

144A

No

Opt.

Call

N/R  

40,037

245

4.750%,

6/15/29,

144A

No

Opt.

Call

N/R  

248,246

2,200

Highlands

Community

Development

District,

Hillborough

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2016,

4.250%,

5/01/31

5/26

at

100.00

BBB  

2,196,590

225

Hunter's

Ridge

Community

Development

District

1,

Flagler

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1,

Series

2019,

4.250%,

11/01/29,

144A

No

Opt.

Call

N/R  

222,836

33

Islands

at

Doral

III

Community

Development

District,

Doral,

Florida,

Special

Assessment

Bonds,

Expanded

Area

Project,

Series

2014,

4.750%,

5/01/25

5/24

at

100.00

N/R  

33,098

2,500

Islands

at

Doral

III

Community

Development

District,

Doral,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2013,

4.125%,

5/01/35

7/23

at

100.00

A-  

2,499,900

375

Isles

of

Bartram

Park

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2015,

4.375%,

11/01/25

No

Opt.

Call

N/R  

375,210

270

Isles

of

Bartram

Park

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

Series

2017,

4.000%,

11/01/27

No

Opt.

Call

N/R  

266,903

80

K-Bar

Ranch

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Parcel

Q

Project,

Series

2014,

4.750%,

11/01/24

No

Opt.

Call

N/R  

80,181

Kindred

Community

Development

District

II,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

165

2.200%,

5/01/26

No

Opt.

Call

N/R  

155,077

235

2.700%,

5/01/31

No

Opt.

Call

N/R  

202,105

230

Kindred

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

4.000%,

5/01/26

No

Opt.

Call

N/R  

228,648

370

Kindred

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017,

4.000%,

5/01/27

No

Opt.

Call

N/R  

366,996

Kingman

Gate

Community

Development

District,

Homestead,

Florida,

Special

Assessment

Bonds,

Project

2021

Series

2021:

120

2.500%,

6/15/26

No

Opt.

Call

N/R  

114,403

250

3.125%,

6/15/31

No

Opt.

Call

N/R  

231,040

750

3.600%,

6/15/41

6/31

at

100.00

N/R  

640,095

470

Lake

Ashton

Community

Development

District,

Polk

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015A-1,

5.000%,

5/01/25

No

Opt.

Call

N/R  

474,531

3,000

Lake

County,

Florida

Retirement

Facility

Revenue

Bonds,

Lakeside

at

Waterman

Village

Project,

Series

2020A,

5.500%,

8/15/40

8/27

at

103.00

N/R  

2,727,240

Lake

County,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

South

Lake

Charter

School

Project,

Series

2019A:

400

5.000%,

1/15/29,

144A

No

Opt.

Call

N/R  

403,232

550

5.000%,

1/15/39,

144A

7/29

at

100.00

N/R  

523,726

Lake

Deer

Community

Development

District,

Polk

County

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022:

575

4.500%,

5/01/27

No

Opt.

Call

N/R  

567,818

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

350

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

670

5.000%,

5/01/32

No

Opt.

Call

N/R  

$

657,779

1,680

5.500%,

5/01/42

5/37

at

100.00

N/R  

1,650,869

670

Lakes

by

the

Bay

South

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2014,

5.125%,

5/01/24

No

Opt.

Call

N/R  

674,489

240

Lakeside

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015,

4.750%,

5/01/25

No

Opt.

Call

N/R  

241,070

550

Lakeside

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018,

4.600%,

5/01/28

No

Opt.

Call

N/R  

554,208

Lakeside

Preserve

Community

Development

District,

Lakeland,

Florida,

Special

Assessment

Bonds,

Series

2019:

25

3.875%,

5/01/24

No

Opt.

Call

N/R  

24,902

145

4.250%,

5/01/29

No

Opt.

Call

N/R  

144,313

Lakewood

Park

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2021:

100

2.625%,

5/01/26

No

Opt.

Call

N/R  

94,973

120

3.200%,

5/01/31

No

Opt.

Call

N/R  

108,192

325

3.625%,

5/01/41

5/31

at

100.00

N/R  

261,085

420

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Del

Webb

Project,

Series

2017,

4.300%,

5/01/27,

144A

No

Opt.

Call

N/R  

421,487

275

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Isles

Lakewood

Ranch

Project,

Series

2019,

3.875%,

5/01/29

No

Opt.

Call

N/R  

267,206

Lakewood

Ranch

Stewardship

District,

Florida,

Special

Assessment

Revenue

Bonds,

Star

Farms

at

Lakewood

Ranch

Project,

Series

2021:

140

2.300%,

5/01/26,

144A

No

Opt.

Call

N/R  

132,343

210

2.700%,

5/01/31,

144A

No

Opt.

Call

N/R  

180,978

560

Landings

at

Miami

Coummunity

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2018,

4.125%,

11/01/28,

144A

No

Opt.

Call

N/R  

555,044

Lee

County

Industrial

Development

Authority,

Florida,

Charter

School

Revenue

Bonds,

Lee

County

Community

Charter

Schools,

Series

2007A:

2,965

5.250%,

6/15/27

7/23

at

100.00

BB  

2,912,786

5,000

5.375%,

6/15/37

7/23

at

100.00

BB  

4,825,250

1,710

Lee

County

Industrial

Development

Authority,

Florida,

Healthcare

Facilities

Revenue

Bonds,

Cypress

Cove

at

HealthPark

Florida,

Inc.

Project

Temps-80,Series

2022B-1,

3.750%,

10/01/27

10/23

at

100.00

BB+  

1,639,873

Lee

County

Industrial

Development

Authority,

Florida,

Healthcare

Facilities

Revenue

Bonds,

Preserve

Project,

Series

2017A:

325

5.000%,

12/01/27,

144A

7/23

at

105.00

N/R  

292,260

210

5.375%,

12/01/32,

144A

7/23

at

105.00

N/R  

172,330

Leomas

Landing

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2021:

115

2.400%,

5/01/26

No

Opt.

Call

N/R  

108,688

155

2.950%,

5/01/31

No

Opt.

Call

N/R  

136,076

320

3.350%,

5/01/41

5/31

at

100.00

N/R  

246,733

LTC

Rance

Residential

Community

Development

District,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1

Project,

Series

2021A:

300

2.500%,

5/01/26

No

Opt.

Call

N/R  

284,166

700

3.125%,

5/01/31

No

Opt.

Call

N/R  

620,515

2,000

3.450%,

5/01/41

5/31

at

100.00

N/R  

1,568,280

351

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

4,445

LTC

Rance

Residential

Community

Development

District,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1

Project,

Series

2021B,

3.250%,

5/01/31

7/23

at

100.00

N/R  

$

3,981,387

Lucerne

Park

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

60

3.800%,

5/01/24

No

Opt.

Call

N/R  

59,730

415

4.000%,

5/01/29

No

Opt.

Call

N/R  

407,837

Magic

Place

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

345

3.625%,

5/01/24

No

Opt.

Call

N/R  

342,965

2,385

3.875%,

5/01/30

No

Opt.

Call

N/R  

2,256,782

270

Majorca

Isles

Community

Development

District,

Mianmi

Gardens,

Florida,

Special

Assessment

Bonds,

Series

2015,

5.000%,

5/01/25

No

Opt.

Call

N/R  

272,673

900

Mediterranea

Community

Development

District,

Riviera

Beach,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Refunding

&

Improvement

Series

2017,

4.250%,

5/01/29

5/28

at

100.00

N/R  

896,841

650

Miami

Dade

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

Miami

Community

Charter

School

Inc

Project,

Series

2020A,

4.250%,

6/01/30,

144A

6/26

at

103.00

Ba2  

590,882

1,345

Miami

Dade

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

South

Florida

Autism

Charter

School

Project,

Series

2017,

5.250%,

7/01/27,

144A

No

Opt.

Call

N/R  

1,339,728

Miami

Health

Facilities

Authority,

Florida,

Health

Facilities

Revenue

Bonds,

Miami

Jewish

Health

System

Inc.

Project,

Series

2017:

600

5.000%,

7/01/25

No

Opt.

Call

BB+  

583,356

1,000

5.000%,

7/01/28

7/27

at

100.00

BB+  

941,850

1,000

5.000%,

7/01/29

7/27

at

100.00

BB+  

928,940

1,315

5.000%,

7/01/30

7/27

at

100.00

BB+  

1,209,129

1,605

5.000%,

7/01/31

7/27

at

100.00

BB+  

1,461,545

695

5.000%,

7/01/32

7/27

at

100.00

BB+  

625,834

3,145

Miami

World

Center

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2017,

4.750%,

11/01/27

No

Opt.

Call

N/R  

3,188,558

12,835

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Series

2005D,

5.170%,

7/01/33

-

AMBAC

Insured

(1-Month

LIBOR

reference

rate

+

1.050%

spread),

(UB)

(4),(5)

No

Opt.

Call

BBB+  

12,885,057

12,830

Miami-Dade

County

Expressway

Authority,

Florida,

Toll

System

Revenue

Bonds,

Series

2005E,

5.170%,

7/01/34

-

AMBAC

Insured

(1-Month

LIBOR

reference

rate

+

1.050%

spread),

(UB)

(4),(5)

No

Opt.

Call

BBB+  

12,888,248

7,400

Miami-Dade

County

Housing

Finance

Authority,

Florida,

Multifamily

Housing

Revenue

Bonds,

Edison

Tower

Apartments,

Series

2022A,

6.000%,

11/01/52,

144A

11/36

at

100.00

N/R  

7,583,668

13,600

Miami-Dade

County

Housing

Finance

Authority,

Florida,

Multifamily

Housing

Revenue

Bonds,

Edison

Tower

Apartments,

Series

2022B,

5.000%,

11/01/26,

144A

No

Opt.

Call

N/R  

13,636,040

13,015

Miami-Dade

County

Housing

Finance

Authority,

Florida,

Multifamily

Mortgage

Revenue

Bonds,

Wynwood

Works,

Series

2023B,

5.780%,

6/01/27,

(Mandatory

Put

6/01/26),

144A

No

Opt.

Call

N/R  

13,049,750

260

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Revenue

Bonds,

PInecrest

Academy

Project,

Series

2014,

5.000%,

9/15/24

No

Opt.

Call

BBB  

261,056

400

Miami-Dade

County

Industrial

Development

Authority,

Florida,

Revenue

Bonds,

Youth

Co-Op

Charter

Schools

Project,

Series

2015A,

5.000%,

9/15/25,

144A

No

Opt.

Call

N/R  

397,268

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

352

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,000

Miami-Dade

County

Industrual

Development

Authority,

Florida,

Revenue

Bonds,

Doral

Academy,

Seres

2018,

5.000%,

1/15/32

1/28

at

100.00

BBB-  

$

1,021,020

850

Miami-Dade

County,

Florida,

Water

and

Sewer

System

Revenue

Bonds,

Series

2021,

5.000%,

10/01/34

10/31

at

100.00

A+  

972,910

Middleton

Community

Development

District

A,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022:

500

5.200%,

5/01/27,

144A

No

Opt.

Call

N/R  

507,930

1,105

5.450%,

5/01/32,

144A

11/30

at

100.00

N/R  

1,156,173

2,620

5.850%,

5/01/37,

144A

11/30

at

100.00

N/R  

2,745,105

3,570

6.100%,

5/01/42,

144A

11/30

at

100.00

N/R  

3,736,719

Midtown

Miami

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Infrastrusture

Project,

Refunding

Series

2014B:

865

4.250%,

5/01/24

7/23

at

100.00

N/R  

864,740

2,620

5.000%,

5/01/29

7/23

at

100.00

N/R  

2,619,974

125

Mirada

Community

Development

District,

Florida,

Capital

Improvement

Bonds,  Assessment

Area

2

Series

2018A-2,

5.375%,

11/01/29

No

Opt.

Call

N/R  

127,206

2,110

Mirada

Community

Development

District,

Pasco

County,

Florida,

Bond

Anticipation

Note,

Assessment

Area

3,

Series

2019,

4.500%,

5/01/24

7/23

at

100.00

N/R  

2,110,253

Mirada

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021:

510

2.500%,

5/01/26

No

Opt.

Call

N/R  

483,342

765

3.125%,

5/01/31

No

Opt.

Call

N/R  

678,394

2,745

3.500%,

5/01/41

5/31

at

100.00

N/R  

2,152,657

1,505

Miromar

Lakes

Community

Development

District,

Lee

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2015,

5.000%,

5/01/28

5/25

at

100.00

N/R  

1,522,353

420

Naples

Reserve

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2014,

4.750%,

11/01/25

11/24

at

100.00

N/R  

423,003

535

Naples

Reserve

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2018,

4.625%,

11/01/29,

144A

11/28

at

100.00

N/R  

539,644

North

AR-1

of

Pasco

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2021:

160

2.625%,

5/01/26

No

Opt.

Call

N/R  

152,160

320

3.125%,

5/01/31

No

Opt.

Call

N/R  

285,014

North

AR-1

of

Pasco

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2,

Series

2021A:

245

2.625%,

5/01/26,

144A

No

Opt.

Call

N/R  

232,995

370

3.250%,

5/01/31,

144A

No

Opt.

Call

N/R  

332,530

800

3.550%,

5/01/41,

144A

5/31

at

100.00

N/R  

635,832

North

Boulevard

Community

Development

District,

Haines,

Polk

County,

Florida,

Special

Assessment

Bonds,

Series

2019:

65

4.250%,

11/01/24

No

Opt.

Call

N/R  

64,901

305

4.750%,

11/01/29

No

Opt.

Call

N/R  

308,123

North

Park

Isle

Community

Development

District,

Plant

City,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2019:

120

3.625%,

5/01/24

No

Opt.

Call

N/R  

119,292

810

4.000%,

5/01/30

5/29

at

100.00

N/R  

785,327

North

Park

Isle

Community

Development

District,

Plant

City,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

2,

Series

2021:

295

2.450%,

11/01/26

No

Opt.

Call

N/R  

275,282

500

3.000%,

11/01/31

No

Opt.

Call

N/R  

436,765

1,585

3.375%,

11/01/41

11/31

at

100.00

N/R  

1,228,058

353

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

North

Powerline

Road

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2020:

$

265

2.625%,

5/01/25

No

Opt.

Call

N/R  

$

256,223

490

3.125%,

5/01/30

No

Opt.

Call

N/R  

442,764

North

Powerline

Road

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022:

230

4.750%,

5/01/27,

144A

No

Opt.

Call

N/R  

229,586

295

5.250%,

5/01/32,

144A

No

Opt.

Call

N/R  

293,537

1,850

North

Springs

Improvement

District,

Browaard

County,

Florida,

Special

Assessment

Bonds,

Area

C,

Series

2017,

4.000%,

5/01/28

No

Opt.

Call

N/R  

1,830,705

1,465

North

Springs

Improvement

District,

Broward

County,

Florida,

Special

Assessment

Bonds,

Parkland

Bay

Unit

Area,

Series

2018,

4.250%,

5/01/28,

144A

No

Opt.

Call

N/R  

1,464,282

1,100

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

2C,

Series

2014,

4.500%,

8/01/24

No

Opt.

Call

N/R  

1,102,420

1,400

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

2C,

Series

2017,

5.000%,

8/01/32

8/27

at

100.00

N/R  

1,423,828

1,545

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

53,

Series

2015,

4.650%,

8/01/25

No

Opt.

Call

N/R  

1,551,829

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

53,

Series

2018A:

370

4.500%,

8/01/24

No

Opt.

Call

N/R  

370,518

1,100

4.875%,

8/01/29

No

Opt.

Call

N/R  

1,122,297

Northern

Palm

Beach

County

Improvement

District,

Florida,

Water

Control

and

Improvement

Bonds,

Development

Unit

53,

Series

2021:

930

2.300%,

8/01/26

No

Opt.

Call

N/R  

874,079

1,310

2.875%,

8/01/31

No

Opt.

Call

N/R  

1,140,722

235

Oaks

Shady

Creek

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2015,

4.250%,

11/01/25

No

Opt.

Call

N/R  

234,673

285

Old

Hickory

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Series

2020,

3.000%,

6/15/30

No

Opt.

Call

N/R  

262,468

490

Orchid

Grove

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015,

4.500%,

5/01/25

No

Opt.

Call

N/R  

491,049

Osceola

Village

Center

Community

Development

District,

Florida,

Special

Assessment

Bonds,

2021

Project,

Series

2021:

65

2.375%,

5/01/26,

144A

No

Opt.

Call

N/R  

61,439

175

2.875%,

5/01/31,

144A

No

Opt.

Call

N/R  

152,789

370

3.300%,

5/01/41,

144A

5/31

at

100.00

N/R  

283,531

775

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Lifespace

Community

Inc.,

Series

2015C,

5.000%,

5/15/27

5/25

at

100.00

BBB  

731,763

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Toby

&

Leon

Cooperman

Sinai

Residences

of

Boca

Raton,

Refunding

Series

2022:

200

4.000%,

6/01/26

No

Opt.

Call

N/R  

195,014

1,250

4.000%,

6/01/31

6/27

at

103.00

N/R  

1,155,250

915

Palm

Beach

County,

Florida,

Revenue

Bonds,

Provident

Group

-

PBAU

Properties

LLC

-

Palm

Beach

Atlantic

University

Housing

Project,

Series

2019A,

5.000%,

4/01/29,

144A

No

Opt.

Call

Ba1  

933,684

775

Palm

Glades

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2017,

4.000%,

5/01/27

No

Opt.

Call

BBB-  

767,366

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

354

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Park

East

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

$

295

2.400%,

11/01/26,

144A

No

Opt.

Call

N/R  

$

271,294

820

2.875%,

11/01/31,

144A

No

Opt.

Call

N/R  

698,066

1,615

3.150%,

11/01/41,

144A

11/31

at

100.00

N/R  

1,192,903

Parker

Road

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refudning

Series

2020:

130

3.100%,

5/01/25

No

Opt.

Call

N/R  

127,072

335

3.375%,

5/01/30

No

Opt.

Call

N/R  

306,981

Parkland

Preserve

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019A:

60

4.500%,

5/01/24

No

Opt.

Call

N/R  

60,071

815

4.750%,

5/01/30

No

Opt.

Call

N/R  

820,387

Parrish

Lakes

Community

Development

District,

Manatee

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2023:

505

4.000%,

5/01/30

No

Opt.

Call

N/R  

493,178

1,540

5.125%,

5/01/43

5/33

at

100.00

N/R  

1,501,515

Parrish

Plantation

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2021:

335

3.125%,

5/01/31

No

Opt.

Call

N/R  

299,128

1,000

3.500%,

5/01/41

5/31

at

100.00

N/R  

797,960

Peace

Creek

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One

Series

2023:

500

4.250%,

6/15/30,

144A

No

Opt.

Call

N/R  

500,915

1,475

5.125%,

6/15/43,

144A

6/33

at

100.00

N/R  

1,483,511

7,355

Pine

Island

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Bella

Collina,

Series

2004,

5.750%,

5/01/35

7/23

at

100.00

N/R  

7,379,051

Pine

Isle

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Series

2021:

165

2.375%,

12/15/26,

144A

No

Opt.

Call

N/R  

155,333

230

3.000%,

12/15/31,

144A

No

Opt.

Call

N/R  

208,856

8,165

Pinellas

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Mease

Life,

Inc.

Project,

Refunding

Series

2021,

7.000%,

1/01/57,

144A

7/23

at

108.00

N/R  

7,781,572

225

Pinellas

County

Industrial

Development

Authority,

Florida,

Industrial

Development

Revenue

Bonds,

Drs.

Kiran

&

Pallavi

Patel

2017

Foundation

for

Global

Understanding,

Inc.,

Project,

Series

2019,

5.000%,

7/01/39

7/29

at

100.00

N/R  

226,501

265

Poinciana

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Series

2016-2,

5.375%,

5/01/30

5/27

at

100.00

N/R  

272,290

Pompano

Beach,

Florida,

Revenue

Bonds,

John

Knox

Village

of

Florida

Inc

Project,

Series

2021A:

1,050

4.000%,

9/01/36

9/27

at

103.00

BBB  

922,719

1,215

4.000%,

9/01/41

9/27

at

103.00

BBB  

990,322

Preserve

at

South

Branch

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

3

Series

2021:

150

2.500%,

5/01/26

No

Opt.

Call

N/R  

143,344

350

3.000%,

5/01/31

No

Opt.

Call

N/R  

319,596

750

3.500%,

5/01/41

5/31

at

100.00

N/R  

629,272

355

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Ranches

at

Lake

McLeod

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2023:

$

175

4.625%,

6/15/30,

144A

No

Opt.

Call

N/R  

$

175,590

620

5.250%,

6/15/43,

144A

6/33

at

100.00

N/R  

622,362

285

Randal

Park

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2015,

4.250%,

11/01/25

No

Opt.

Call

N/R  

284,607

1,635

Reunion

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2015A,

5.000%,

5/01/25

No

Opt.

Call

N/R  

1,667,438

Reunion

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Series

2021:

235

2.400%,

5/01/26

No

Opt.

Call

N/R  

223,003

70

2.850%,

5/01/31

No

Opt.

Call

N/R  

61,767

195

3.150%,

5/01/41

5/31

at

100.00

N/R  

151,981

360

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2

Phase

1

Project,

Refunding

&

Improvement

Series

2015,

4.250%,

5/01/25

No

Opt.

Call

N/R  

360,029

760

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3

Project,

Series

2016,

4.375%,

11/01/28

11/26

at

100.00

N/R  

762,964

1,030

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

4

Project,

Series

2017,

4.250%,

11/01/28,

144A

11/27

at

100.00

N/R  

1,031,669

Reunion

West

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022:

225

3.000%,

5/01/24,

144A

No

Opt.

Call

N/R  

222,626

225

3.000%,

5/01/25,

144A

No

Opt.

Call

N/R  

220,120

285

3.000%,

5/01/26,

144A

No

Opt.

Call

N/R  

276,407

290

3.000%,

5/01/27,

144A

No

Opt.

Call

N/R  

276,811

400

3.000%,

5/01/28,

144A

No

Opt.

Call

N/R  

377,552

425

3.000%,

5/01/29,

144A

No

Opt.

Call

N/R  

395,913

455

3.000%,

5/01/30,

144A

No

Opt.

Call

N/R  

414,200

440

3.000%,

5/01/31,

144A

No

Opt.

Call

N/R  

394,773

1,305

3.000%,

5/01/36,

144A

5/32

at

100.00

N/R  

1,093,094

Reunion

West

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Area

5

Project,

Series

2019:

70

3.750%,

5/01/24

No

Opt.

Call

N/R  

69,735

500

4.000%,

5/01/30

5/29

at

100.00

N/R  

486,270

Rhodine

Road

North

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2022:

100

2.600%,

5/01/27

No

Opt.

Call

N/R  

95,012

195

3.000%,

5/01/32

No

Opt.

Call

N/R  

176,811

495

3.300%,

5/01/42

5/32

at

100.00

N/R  

395,183

River

Glen

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2,

Series

2021:

305

2.375%,

5/01/26

No

Opt.

Call

N/R  

288,057

350

3.000%,

5/01/31

No

Opt.

Call

N/R  

307,860

1,000

3.375%,

5/01/41

5/31

at

100.00

N/R  

777,530

River

Hall

Community

Development

District,

Lee

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2021A-1:

1,000

3.000%,

5/01/31

No

Opt.

Call

N/R  

885,500

1,000

3.000%,

5/01/36

5/31

at

100.00

N/R  

798,790

River

Hall

Community

Development

District,

Lee

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2021A-2:

1,000

3.000%,

5/01/31

No

Opt.

Call

N/R  

885,500

1,000

3.000%,

5/01/36

5/31

at

100.00

N/R  

798,790

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

356

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

475

Rivers

Edge

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2018A-2,

4.375%,

5/01/28

No

Opt.

Call

N/R  

$

476,211

Rivers

Edge

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021:

150

2.400%,

5/01/26

No

Opt.

Call

N/R  

141,767

300

3.000%,

5/01/31

No

Opt.

Call

N/R  

263,880

1,040

3.500%,

5/01/41

5/31

at

100.00

N/R  

815,578

Rivers

Edge

III

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021:

155

2.400%,

5/01/26,

144A

No

Opt.

Call

N/R  

146,452

300

3.000%,

5/01/31,

144A

No

Opt.

Call

N/R  

264,474

780

3.500%,

5/01/41,

144A

5/31

at

100.00

N/R  

611,231

270

Rolling

Hills

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015A-1,

5.125%,

5/01/26

No

Opt.

Call

N/R  

271,933

Rolling

Hills

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2020A-1:

285

3.875%,

5/01/30

No

Opt.

Call

N/R  

268,974

805

4.625%,

5/01/40

5/30

at

100.00

N/R  

745,366

1,885

Rolling

Oaks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.250%,

11/01/28

11/27

at

100.00

N/R  

1,928,449

Rolling

Oaks

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2018:

100

4.375%,

11/01/23,

144A

No

Opt.

Call

N/R  

100,034

640

4.875%,

11/01/28,

144A

No

Opt.

Call

N/R  

650,483

Rolling

Oaks

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

2022

Assessment

Area,

Series

2022:

235

5.625%,

5/01/29,

144A

No

Opt.

Call

N/R  

238,224

830

6.250%,

5/01/42,

144A

5/33

at

100.00

N/R  

856,959

165

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2014,

6.125%,

11/01/27

11/24

at

100.00

N/R  

168,821

500

Sabal

Palm

Community

Development

District,

Florida,

Special

Assessment

Bonds,

South

Parcel

Series

2017,

4.250%,

11/01/28,

144A

11/27

at

100.00

N/R  

498,520

1,000

Saint

Augustine

Lakes

Community

Development

District,

Saint

Johns

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022,

5.375%,

6/15/42

6/33

at

100.00

N/R  

1,006,850

10,650

Saint

Johns

County

Housing

Authority,

Florida,

Multifamily

Mortgage

Revenue

Bonds,

Victoria

Crossing,

Series

2021B,

2.720%,

10/01/24,

(Mandatory

Put

4/01/24),

144A

4/24

at

100.00

N/R  

10,342,535

Saltmeadows

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1,

Series

2022:

160

4.625%,

5/01/29

No

Opt.

Call

N/R  

160,755

1,000

5.250%,

5/01/42

5/33

at

100.00

N/R  

997,550

Sawgrass

Village

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

2023

Project

Series

2023:

715

4.875%,

5/01/30,

144A

No

Opt.

Call

N/R  

715,794

2,360

5.500%,

5/01/43,

144A

5/33

at

100.00

N/R  

2,340,081

1,160

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  

991,150

357

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Scenic

Terrace

South

Community

Development

District,

Lake

Hamilton,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022

Project,

Series

2022:

$

515

3.750%,

5/01/27,

144A

No

Opt.

Call

N/R  

$

501,795

875

4.125%,

5/01/32,

144A

No

Opt.

Call

N/R  

836,815

Seaton

Creek

Reserve

Community

Development

District,

Jacksonville,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2023:

250

4.625%,

6/15/30,

144A

,

(WI/DD)

No

Opt.

Call

N/R  

250,832

825

5.250%,

6/15/43,

144A

,

(WI/DD)

6/33

at

100.00

N/R  

828,127

Sedona

Point

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Project

Series

2023:

275

4.125%,

6/15/30

No

Opt.

Call

N/R  

273,842

825

5.000%,

6/15/43

6/33

at

100.00

N/R  

822,905

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A:

5,000

5.000%,

11/15/29

11/26

at

103.00

N/R  

4,545,800

2,000

5.250%,

11/15/39

11/26

at

103.00

N/R  

1,641,740

5,200

5.500%,

11/15/49

11/26

at

103.00

N/R  

4,041,180

1,500

5.750%,

11/15/54

11/26

at

103.00

N/R  

1,189,080

170

Shell

Point

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2019,

4.000%,

11/01/24,

144A

No

Opt.

Call

N/R  

169,208

Sherwood

Manor

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

One,

Series

2018:

65

4.000%,

11/01/23,

144A

No

Opt.

Call

N/R  

64,949

540

4.625%,

11/01/29,

144A

No

Opt.

Call

N/R  

544,741

Shingle

Creek

at

Branson

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

310

2.500%,

6/15/26

No

Opt.

Call

N/R  

293,130

500

3.100%,

6/15/31

No

Opt.

Call

N/R  

445,570

255

Silverado

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1A,

Series

2018A-1,

5.000%,

11/01/28,

144A

No

Opt.

Call

N/R  

258,550

75

Silverado

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2017A-1,

5.000%,

11/01/27,

144A

No

Opt.

Call

N/R  

75,617

205

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Refunding

Series

2015,

4.375%,

5/01/25

5/24

at

101.00

N/R  

205,170

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2

Phase

2,

Series

2017A:

195

3.625%,

11/01/23

No

Opt.

Call

N/R  

194,554

1,125

4.500%,

11/01/28

11/27

at

100.00

N/R  

1,131,266

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2

Phase

3B,

Refunding

Series

2021:

175

2.500%,

5/01/26

No

Opt.

Call

N/R  

165,279

325

3.100%,

5/01/31

No

Opt.

Call

N/R  

287,963

1,000

3.400%,

5/01/41

5/31

at

100.00

N/R  

772,860

485

Six

Mile

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2,

Series

2016,

4.750%,

11/01/28

11/27

at

100.00

N/R  

490,175

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

358

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,145

Solterra

Resort

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Bonds,

Series

2018,

4.750%,

5/01/29

No

Opt.

Call

N/R  

$

1,158,648

South

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Area

1

Series

2021:

95

2.375%,

6/15/26

No

Opt.

Call

N/R  

90,198

175

2.875%,

6/15/31

No

Opt.

Call

N/R  

157,484

500

3.250%,

6/15/41

6/31

at

100.00

N/R  

400,705

700

South

Fork

III

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2016,

5.000%,

5/01/29

5/27

at

100.00

N/R  

711,837

South

Fork

III

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2018:

105

4.000%,

5/01/24

No

Opt.

Call

N/R  

104,788

595

4.625%,

5/01/29

5/28

at

100.00

N/R  

600,813

195

South

Village

Community

Development

District,

Clay

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Series

2016A2,

4.350%,

5/01/26

No

Opt.

Call

N/R  

195,123

1,925

Southeast

Overtown/Park

West

Community

Redevelopement

Agency,

Florida,

Tax

Increment

Revenue

Bonds,

Series

2014A-1,

5.000%,

3/01/24,

144A

No

Opt.

Call

BBB+  

1,942,941

Southern

Grove

Community

Develoment

District

5,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Community

Infrastructure

Series

2021:

225

2.400%,

5/01/26

No

Opt.

Call

N/R  

212,650

445

2.800%,

5/01/31

No

Opt.

Call

N/R  

385,575

1,110

3.125%,

5/01/41

5/31

at

100.00

N/R  

823,220

Southern

Grove

Community

Development

District

5,

Florida,

Special

Assessment

Infrastructure

Bonds,

Series

2019:

55

2.875%,

5/01/24

No

Opt.

Call

N/R  

54,267

295

3.250%,

5/01/29

No

Opt.

Call

N/R  

276,837

370

3.600%,

5/01/34

5/29

at

100.00

N/R  

326,713

Spencer

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

75

3.750%,

5/01/24

No

Opt.

Call

N/R  

74,641

430

4.375%,

5/01/29

No

Opt.

Call

N/R  

430,800

220

Spring

Lake

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Area

One

Project,

Series

2014,

4.750%,

11/01/24

No

Opt.

Call

N/R  

220,704

1,290

Spring

Lake

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Area

Two

Project,

Series

2017,

4.500%,

11/01/28,

144A

11/27

at

100.00

N/R  

1,297,779

Stellar

North

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

2021

Project,

Series

2021:

155

2.450%,

5/01/26,

144A

No

Opt.

Call

N/R  

146,108

370

3.000%,

5/01/31,

144A

No

Opt.

Call

N/R  

325,452

1,000

3.200%,

5/01/41,

144A

5/31

at

100.00

N/R  

746,680

Stillwater

Community

Development

District,

Saint

John's

County,

Florida,

Special

Assessment

Bonds,  2021

Project

Series

2021:

245

2.375%,

6/15/26,

144A

No

Opt.

Call

N/R  

231,025

200

3.000%,

6/15/31,

144A

No

Opt.

Call

N/R  

175,974

Stonewater

Community

Development

District,

Cape

Coral,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2021:

220

2.250%,

11/01/26,

144A

No

Opt.

Call

N/R  

205,273

355

3.000%,

11/01/32,

144A

No

Opt.

Call

N/R  

305,471

750

3.300%,

11/01/41,

144A

11/32

at

100.00

N/R  

576,210

359

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

280

Stoneybrook

North

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One

Project,

Series

2017A-1,

5.000%,

11/01/27

No

Opt.

Call

N/R  

$

281,954

505

Stoneybrook

North

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One

Project,

Series

2017A-3,

5.875%,

11/01/29

7/23

at

101.00

N/R  

510,318

270

Stoneybrook

North

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two

Project,

Series

2022,

5.500%,

11/01/29,

144A

No

Opt.

Call

N/R  

274,188

1,000

Stoneybrook

South

at

Championsgate

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

2019

Assessment

Area

Series

2019NM,

4.000%,

6/15/30

6/29

at

100.00

N/R  

974,830

550

Stoneybrook

South

at

Championsgate

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Parcel

K

Assessment

Area,

Series

2017,

4.000%,

12/15/28

No

Opt.

Call

N/R  

546,227

665

Stoneybrook

South

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Two-A

Project,

Series

2014,

4.750%,

11/01/24

No

Opt.

Call

N/R  

668,239

505

Storey

Creek

Community

Development

District,

Osceloa

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1

Project,

Series

2019,

3.625%,

12/15/30

12/29

at

100.00

N/R  

468,822

625

Storey

Creek

Community

Development

District,

Osceloa

County,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2

Project,

Series

2022,

5.200%,

6/15/42,

144A

6/32

at

100.00

N/R  

622,831

Storey

Drive

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022:

160

2.550%,

6/15/27,

144A

No

Opt.

Call

N/R  

148,889

375

3.000%,

6/15/32,

144A

No

Opt.

Call

N/R  

325,999

1,000

3.250%,

6/15/42,

144A

6/32

at

100.00

N/R  

764,760

Storey

Park

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Four

Project,

Series

2021:

70

2.375%,

6/15/26,

144A

No

Opt.

Call

N/R  

66,179

170

2.875%,

6/15/31,

144A

No

Opt.

Call

N/R  

152,985

845

Storey

Park

Community

Development

District,

Orlando,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One

Project,

Series

2015,

4.500%,

11/01/26

11/25

at

100.00

N/R  

848,887

Summer

Woods

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2018A-1:

65

4.000%,

11/01/23,

144A

No

Opt.

Call

N/R  

64,960

450

5.000%,

11/01/29,

144A

11/28

at

100.00

N/R  

457,916

125

Summer

Woods

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2020,

3.750%,

5/01/40

5/30

at

100.00

N/R  

103,355

Summer

Woods

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Bonds,

Area

3,

Series

2021:

150

2.500%,

5/01/26,

144A

No

Opt.

Call

N/R  

142,350

300

3.150%,

5/01/31,

144A

No

Opt.

Call

N/R  

267,837

720

3.450%,

5/01/41,

144A

5/31

at

100.00

N/R  

564,048

Summerstone

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Series

2020:

70

2.500%,

5/01/25

No

Opt.

Call

N/R  

67,708

165

3.250%,

5/01/30

No

Opt.

Call

N/R  

155,404

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

360

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Summerstone

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

2

Series

2021:

$

185

2.200%,

5/01/26,

144A

No

Opt.

Call

N/R  

$

174,625

300

2.750%,

5/01/31,

144A

No

Opt.

Call

N/R  

266,424

725

3.150%,

5/01/41,

144A

5/31

at

100.00

N/R  

569,422

500

Sumter

County

Industrial

Development

Authority,

Florida,

Hospital

Revenue

Bonds,

Central

Florida

Health

Alliance

Projects,

Series

2014A,

5.000%,

7/01/25

1/24

at

100.00

A-  

503,255

200

Tapestry

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

4.250%,

5/01/26

No

Opt.

Call

N/R  

199,668

Three

Rivers

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019A-1:

285

3.875%,

5/01/24

No

Opt.

Call

N/R  

283,889

1,600

4.125%,

5/01/29

No

Opt.

Call

N/R  

1,573,984

4,475

4.500%,

5/01/39

5/29

at

100.00

N/R  

4,173,340

Timber

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018:

95

4.125%,

11/01/24,

144A

No

Opt.

Call

N/R  

94,723

400

4.625%,

11/01/29,

144A

No

Opt.

Call

N/R  

403,400

Timber

Creek

Southwest

Community

Development

District,

Lee

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2021:

425

2.350%,

12/15/26,

144A

No

Opt.

Call

N/R  

396,933

800

3.000%,

12/15/31,

144A

No

Opt.

Call

N/R  

697,944

210

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Expansion

Parcel

Project,

Series

2018,

4.350%,

5/01/28,

144A

No

Opt.

Call

N/R  

210,781

975

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Senior

Lien

Series

2018A-2,

5.200%,

5/01/28,

144A

No

Opt.

Call

N/R  

995,728

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022A:

1,555

3.000%,

5/01/26

-

AGM

Insured,

144A

No

Opt.

Call

AA  

1,541,860

1,655

3.000%,

5/01/28

-

AGM

Insured,

144A

No

Opt.

Call

AA  

1,643,912

1,755

3.000%,

5/01/30

-

AGM

Insured,

144A

No

Opt.

Call

AA  

1,733,062

1,865

3.000%,

5/01/32

-

AGM

Insured,

144A

No

Opt.

Call

AA  

1,810,617

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022B:

1,545

3.000%,

5/01/32,

144A

No

Opt.

Call

N/R  

1,359,847

6,000

3.250%,

5/01/40,

144A

5/32

at

100.00

N/R  

4,692,660

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2022C:

1,635

2.800%,

5/01/27,

144A

No

Opt.

Call

N/R  

1,554,247

1,675

3.200%,

5/01/32,

144A

No

Opt.

Call

N/R  

1,494,150

9,310

3.400%,

5/01/40,

144A

5/32

at

100.00

N/R  

7,436,642

505

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Lien

Series

2018B-2,

4.625%,

5/01/28

No

Opt.

Call

N/R  

509,747

700

Tolomato

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Subordinate

Lien

Series

2019A-2,

3.850%,

5/01/29

No

Opt.

Call

N/R  

682,206

700

Toscana

Isles

Community

Development

District,

Venice,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014,

5.750%,

11/01/27

11/26

at

102.00

N/R  

722,344

735

Touchstone

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

2019

Project,

Series

2019,

3.625%,

12/15/31

12/29

at

100.00

N/R  

674,980

361

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

150

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

2B

Project,

Series

2018,

5.000%,

5/01/28

No

Opt.

Call

N/R  

$

152,585

720

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3A

Project,

Series

2018,

5.000%,

5/01/28

No

Opt.

Call

N/R  

732,492

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3B

Project,

Series

2019:

35

3.500%,

5/01/24

No

Opt.

Call

N/R  

34,780

365

4.000%,

5/01/30

No

Opt.

Call

N/R  

356,313

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

3C

Project,

Series

2019:

85

3.625%,

5/01/25

No

Opt.

Call

N/R  

84,059

500

4.000%,

5/01/31

5/30

at

100.00

N/R  

484,815

120

Towne

Park

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2016,

5.000%,

11/01/28

11/26

at

100.00

N/R  

122,711

675

Tradition

Community

Development

District

1,

Port

Saint

Lucie,

Florida,

Irrigation

System

Revenue

Bonds,

Existing

System

Series

2017,

4.000%,

10/01/27

No

Opt.

Call

N/R  

667,872

Tradition

Community

Development

District

9,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Series

2021:

260

2.300%,

5/01/26

No

Opt.

Call

N/R  

245,848

115

2.700%,

5/01/31

No

Opt.

Call

N/R  

99,196

175

Trevesta

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

2016

Project,

Series

2016A-1,

5.000%,

11/01/26

No

Opt.

Call

N/R  

176,967

410

Trevesta

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

-

Phase

2

Project,

Series

2018,

4.750%,

11/01/29,

144A

No

Opt.

Call

N/R  

415,527

Triple

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Series

2019A:

65

3.875%,

5/01/24

No

Opt.

Call

N/R  

64,747

500

4.125%,

5/01/29

No

Opt.

Call

N/R  

494,970

Triple

Creek

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Bonds,

Village

N&P

Project,

Series

2021:

480

2.500%,

11/01/26

No

Opt.

Call

N/R  

449,290

250

3.000%,

11/01/31

No

Opt.

Call

N/R  

218,805

1,000

3.500%,

11/01/41

11/31

at

100.00

N/R  

792,510

185

Trout

Creek

Community

Development

District,

Saint

Johns

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2015,

4.875%,

5/01/25

No

Opt.

Call

N/R  

186,186

400

Trout

Creek

Community

Development

District,

Saint

Johns

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2018,

5.000%,

5/01/28

No

Opt.

Call

N/R  

405,072

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Northwest

Assessment

Area

Parcels

A,

B

&

C,

Series

2018:

105

4.000%,

11/01/24

No

Opt.

Call

N/R  

104,469

500

4.500%,

11/01/29

No

Opt.

Call

N/R  

502,365

1,415

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Northwest

Assessment

Area

Parcels

D,

E

&

F,

Series

2017,

4.125%,

11/01/28,

144A

11/27

at

100.00

N/R  

1,402,463

315

TSR

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

Village

1

Project,

Series

2015,

4.375%,

11/01/25

No

Opt.

Call

N/R  

315,117

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

362

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

4,500

Tuckers

Pointe

Community

Development

District,

Charlotte

County,

Florida,

Special

Assessment

Notes,

Master

Infrastructure

Project,

Series

2022,

3.625%,

5/01/32

7/23

at

100.00

N/R  

$

4,071,690

215

Turtle

Run

Community

Development

District,

Florida,

Special

Assessment

Benefit

Tax

Bonds,

Series

2017-2,

4.000%,

5/01/28

No

Opt.

Call

A2  

212,543

Twin

Creeks

North

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Master

Infrastructure

Improvements,

Series

2016A-1:

270

5.000%,

11/01/23

No

Opt.

Call

N/R  

270,229

1,615

5.750%,

11/01/28

No

Opt.

Call

N/R  

1,651,709

Twin

Creeks

North

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Master

Infrastructure

Improvements,

Series

2016A-2:

135

5.000%,

11/01/23

No

Opt.

Call

N/R  

135,115

1,370

6.000%,

11/01/31

No

Opt.

Call

N/R  

1,423,115

145

Two

Creeks

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2016A-2,

4.200%,

5/01/26

No

Opt.

Call

N/R  

144,568

Two

Lakes

Community

Development

District,

Hialeah,

Florida,

Special

Assessment

Bonds,

Expansion

Area

Project,

Series

2019:

1,510

3.375%,

12/15/30

12/29

at

100.00

N/R  

1,374,779

2,990

3.750%,

12/15/39

12/29

at

100.00

N/R  

2,529,361

Two

Rivers

East

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Revenue

Bonds,

2023

Project

Series

2023:

1,000

4.875%,

5/01/30,

144A

No

Opt.

Call

N/R  

1,001,970

4,400

5.750%,

5/01/43,

144A

5/33

at

100.00

N/R  

4,439,028

Two

Rivers

North

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022:

495

4.625%,

5/01/27,

144A

No

Opt.

Call

N/R  

492,401

600

4.875%,

5/01/32,

144A

No

Opt.

Call

N/R  

596,688

1,540

5.125%,

5/01/42,

144A

5/32

at

100.00

N/R  

1,510,725

Two

Rivers

West

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022:

425

5.250%,

5/01/28,

144A

No

Opt.

Call

N/R  

428,417

650

5.375%,

5/01/33,

144A

No

Opt.

Call

N/R  

660,874

2,280

6.000%,

5/01/43,

144A

5/33

at

100.00

N/R  

2,327,242

265

Union

Park

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016A-1,

4.750%,

11/01/27

No

Opt.

Call

N/R  

267,650

605

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

1

Series

2017A-1,

5.000%,

11/01/27,

144A

No

Opt.

Call

N/R  

611,449

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

2

Series

2019A-1:

195

4.125%,

11/01/24,

144A

No

Opt.

Call

N/R  

194,394

690

4.500%,

11/01/30,

144A

11/29

at

100.00

N/R  

687,999

200

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment  Area

2

Series

2019A-2,

5.250%,

5/01/49,

144A

No

Opt.

Call

N/R  

195,626

Union

Park

East

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3

Series

2021:

60

2.400%,

5/01/26,

144A

No

Opt.

Call

N/R  

56,707

125

2.950%,

5/01/31,

144A

No

Opt.

Call

N/R  

109,611

115

3.350%,

5/01/41,

144A

5/31

at

100.00

N/R  

88,337

363

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Varrea

South

Community

Development

District,

Plant

City,

Florida,

Capital

Improvement

Revenue

Bonds,

2023

Assessment

Area

Series

2023:

$

340

4.250%,

5/01/30,

144A

No

Opt.

Call

N/R  

$

340,371

1,075

5.125%,

5/01/43,

144A

5/33

at

100.00

N/R  

1,076,967

V-Dana

Community

Development

District,

Lee

County,

Florida,Special

Assessment

Bonds,

Area

1

-

2020

Project,

Series

2020:

240

3.000%,

5/01/25,

144A

No

Opt.

Call

N/R  

234,492

760

3.500%,

5/01/31,

144A

No

Opt.

Call

N/R  

698,493

V-Dana

Community

Development

District,

Lee

County,

Florida,Special

Assessment

Bonds,

Area

1

-

2021

Project,

Series

2021:

370

2.600%,

5/01/26

No

Opt.

Call

N/R  

352,477

685

3.125%,

5/01/31

No

Opt.

Call

N/R  

613,006

1,500

3.625%,

5/01/41

5/31

at

100.00

N/R  

1,221,135

315

Venetian

Parc

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

Area

One

Project,

Series

2013,

6.000%,

11/01/27

No

Opt.

Call

N/R  

327,272

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

4

Veranda

Oaks,

Refunding

Series

2021:

175

2.500%,

5/01/26,

144A

No

Opt.

Call

N/R  

165,853

125

2.500%,

5/01/26,

144A

No

Opt.

Call

N/R  

118,466

205

3.100%,

5/01/31,

144A

No

Opt.

Call

N/R  

181,638

330

3.100%,

5/01/31,

144A

No

Opt.

Call

N/R  

292,393

705

3.600%,

5/01/41,

144A

5/31

at

100.00

N/R  

560,877

500

3.600%,

5/01/41,

144A

5/31

at

100.00

N/R  

397,785

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

One-Gardens

East

Project,

Series

2018A:

110

4.000%,

11/01/24

No

Opt.

Call

N/R  

109,585

100

4.000%,

11/01/24

No

Opt.

Call

N/R  

99,623

390

4.500%,

11/01/29

No

Opt.

Call

N/R  

392,161

375

4.500%,

11/01/29

No

Opt.

Call

N/R  

377,085

230

Veranda

Community

Development

District

II,

Florida,

Special

Assessment

Revenue

Bonds,

Assessment

Area

Three,

Four

and

Five,

Series

2018B,

5.875%,

11/01/32

7/23

at

101.00

N/R  

232,493

585

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

A

Project,

Series

2017,

4.250%,

11/01/28

11/27

at

100.00

N/R  

581,666

460

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

B

Project,

Series

2017,

4.250%,

11/01/28

11/27

at

100.00

N/R  

457,378

320

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

C

Project,

Series

2017,

4.500%,

11/01/28

11/27

at

100.00

N/R  

320,803

110

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

D

Project,

Series

2020,

2.875%,

5/01/25

No

Opt.

Call

N/R  

105,702

Verano

2

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

District

2

Pod

E

Project,

Series

2020:

80

2.875%,

5/01/25

No

Opt.

Call

N/R  

76,874

285

3.250%,

5/01/31

5/30

at

100.00

N/R  

255,275

Verano

3

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

1

Assessment

Area,

Series

2021:

250

2.375%,

5/01/26

No

Opt.

Call

N/R  

237,040

350

3.000%,

5/01/31

No

Opt.

Call

N/R  

311,297

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

364

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,000

3.375%,

5/01/41

5/31

at

100.00

N/R  

$

784,020

310

Verano

3

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Phase

2

Assessment

Area,

Series

2022,

5.875%,

11/01/29

No

Opt.

Call

N/R  

316,541

Village

Community

Development

District

13,

Wildwood,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021:

765

1.800%,

5/01/26

No

Opt.

Call

N/R  

718,534

1,230

2.550%,

5/01/31

5/29

at

100.00

N/R  

1,086,742

1,500

Village

Community

Development

District

15,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

4.375%,

5/01/33,

144A

,

(WI/DD)

5/31

at

100.00

N/R  

1,508,760

1,250

Villages

of

Glen

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

2,

Series

2018A-2,

5.500%,

11/01/29,

144A

No

Opt.

Call

N/R  

1,290,375

Villages

of

Glen

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3,

Refunding

Series

2022:

150

2.700%,

5/01/27,

144A

No

Opt.

Call

N/R  

140,058

220

3.150%,

5/01/32,

144A

No

Opt.

Call

N/R  

193,114

550

3.450%,

5/01/42,

144A

5/32

at

100.00

N/R  

421,492

Villages

of

Glen

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

4,

Series

2022:

185

4.625%,

5/01/27,

144A

No

Opt.

Call

N/R  

184,539

250

4.875%,

5/01/32,

144A

No

Opt.

Call

N/R  

249,983

750

5.125%,

5/01/42,

144A

5/32

at

100.00

N/R  

735,307

Villamar

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Area

5

Project,

Series

2023:

300

4.875%,

5/01/30,

144A

No

Opt.

Call

N/R  

300,354

950

5.625%,

5/01/43,

144A

5/33

at

100.00

N/R  

959,253

Villamar

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019:

45

3.750%,

5/01/24

No

Opt.

Call

N/R  

44,787

225

4.000%,

5/01/29

No

Opt.

Call

N/R  

221,049

Villamar

Community

Development

District,

Winter

Haven,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2020:

135

2.625%,

5/01/25

No

Opt.

Call

N/R  

130,507

240

3.200%,

5/01/30

No

Opt.

Call

N/R  

217,771

Waterford

Community

Development

District,

Hernando

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

One,

Series

2023:

200

4.500%,

5/01/30

No

Opt.

Call

N/R  

199,872

585

5.375%,

5/01/43

5/33

at

100.00

N/R  

585,170

1,780

Waterset

Central

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2018,

4.625%,

11/01/29,

144A

11/28

at

100.00

N/R  

1,796,963

680

Waterset

North

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2014,

4.750%,

11/01/25

11/24

at

100.00

N/R  

683,611

Waterset

South

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022:

115

5.000%,

5/01/27

No

Opt.

Call

N/R  

115,817

205

5.375%,

5/01/32

No

Opt.

Call

N/R  

209,151

1,000

5.900%,

5/01/42

5/32

at

100.00

N/R  

1,025,460

365

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

400

Wesbridge

Community

Development

District,

Pasco

County,

Florida,

Special

Assessment

Bonds,

2019

Project,

Series

2019,

3.625%,

11/01/29

No

Opt.

Call

N/R  

$

381,528

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

Development

7

Villages

F-1

&

F-5,

Series

2021:

155

2.500%,

5/01/26

No

Opt.

Call

N/R  

146,937

355

3.125%,

5/01/31

No

Opt.

Call

N/R  

316,830

810

3.500%,

5/01/41

5/31

at

100.00

N/R  

645,554

2,840

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

3,

Refunding

Series

2017,

4.000%,

5/01/27

No

Opt.

Call

N/R  

2,815,093

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

4,

Series

2016:

815

4.250%,

11/01/26

No

Opt.

Call

N/R  

813,859

210

4.625%,

11/01/31

11/26

at

100.00

N/R  

210,254

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

7

Master

Infrastructure,

Series

2019:

135

4.000%,

5/01/24

No

Opt.

Call

N/R  

134,738

1,000

4.250%,

5/01/29

No

Opt.

Call

N/R  

996,080

135

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

7

Village

B

Parcel,

Series

2019,

4.250%,

5/01/29,

144A

No

Opt.

Call

N/R  

134,471

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

8

Master

Infrastructure,

Series

2021:

310

2.500%,

5/01/26

No

Opt.

Call

N/R  

293,877

525

3.125%,

5/01/31

No

Opt.

Call

N/R  

466,331

1,500

3.500%,

5/01/41

5/31

at

100.00

N/R  

1,185,120

West

Villages

Improvement

District,

Florida,

Special

Assessment

Revenue

Bonds,

Unit

of

Development

9

Series

2023:

660

4.625%,

5/01/30,

144A

No

Opt.

Call

N/R  

663,109

1,500

5.375%,

5/01/43,

144A

5/33

at

100.00

N/R  

1,511,835

810

Westside

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Refunding

Series

2019,

3.750%,

5/01/29,

144A

No

Opt.

Call

N/R  

784,258

Westside

Haines

City

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Area

1

Project,

Series

2021:

245

2.500%,

5/01/26

No

Opt.

Call

N/R  

232,963

500

3.000%,

5/01/31

No

Opt.

Call

N/R  

443,365

1,500

3.250%,

5/01/41

5/31

at

100.00

N/R  

1,155,165

Westview

North

Community

Development

District,

Miami-Dade

County,

Florida,

Special

Assessment

Bonds,

2022

Project,

Series

2022:

440

5.000%,

6/15/29,

144A

No

Opt.

Call

N/R  

443,423

250

5.750%,

6/15/42,

144A

6/32

at

100.00

N/R  

255,065

Willow

Hammock

Community

Development

District,

Manatee

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2017:

115

3.500%,

11/01/23,

144A

No

Opt.

Call

N/R  

114,699

725

4.000%,

11/01/28,

144A

11/27

at

100.00

N/R  

715,647

330

Willow

Walk

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

North

Parcel

Area

Project,

Series

2017,

4.000%,

5/01/28

No

Opt.

Call

N/R  

326,228

Willow

Walk

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

North

Parcel

Area

Project,

Series

2019:

55

3.800%,

5/01/24

No

Opt.

Call

N/R  

54,752

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

366

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

305

4.000%,

5/01/29

No

Opt.

Call

N/R  

$

299,919

Willows

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2019:

110

3.875%,

5/01/24

No

Opt.

Call

N/R  

109,571

510

4.370%,

5/01/29

No

Opt.

Call

N/R  

510,230

Wind

Meadows

South

Community

Development

District,

Bartow,

Florida,

Special

Assessment

Bonds,

Assessment

Area

1

Project,

Series

2021:

190

2.400%,

5/01/26

No

Opt.

Call

N/R  

179,618

410

2.950%,

5/01/31

No

Opt.

Call

N/R  

359,455

945

3.350%,

5/01/41

5/31

at

100.00

N/R  

730,457

Wind

Meadows

South

Community

Development

District,

Bartow,

Florida,

Special

Assessment

Bonds,

Assessment

Area

2

Project,

Series

2023:

265

4.500%,

5/01/30,

144A

No

Opt.

Call

N/R  

265,381

920

5.375%,

5/01/43,

144A

5/33

at

100.00

N/R  

924,453

250

Winding

Cypress

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Phase

1

&

2

Assessment

Area,

Series

2015,

4.375%,

11/01/25

No

Opt.

Call

N/R  

250,305

Winding

Cypress

Community

Development

District,

Collier

County,

Florida,

Special

Assessment

Bonds,

Series

2019:

55

3.750%,

11/01/24

No

Opt.

Call

N/R  

54,557

185

4.250%,

11/01/29

No

Opt.

Call

N/R  

183,681

750

Windsor

at

Westside

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Area

2

Project,

Series

2016,

4.125%,

11/01/27

No

Opt.

Call

N/R  

747,465

400

Wiregrass

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2016,

4.375%,

5/01/26

No

Opt.

Call

N/R  

400,432

Woodcreek

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

1,

Series

2022:

200

5.200%,

5/01/32

No

Opt.

Call

N/R  

205,498

400

5.700%,

5/01/42

5/33

at

100.00

N/R  

412,712

795

Wynnmere

East

Community

Development

District,

Hillsborough

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2016,

5.000%,

5/01/29

5/28

at

100.00

N/R  

808,793

Zephyr

Lakes

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Aessessment

Area

2,

Series

2021:

140

2.500%,

5/01/26,

144A

No

Opt.

Call

N/R  

132,682

260

3.000%,

5/01/31,

144A

No

Opt.

Call

N/R  

228,696

640

3.375%,

5/01/41,

144A

5/34

at

100.00

N/R  

495,904

Zephyr

Lakes

Community

Development

District,

Pasco

County,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2019:

175

4.375%,

11/01/24,

144A

No

Opt.

Call

N/R  

175,005

500

4.750%,

11/01/29,

144A

No

Opt.

Call

N/R  

506,595

Total

Florida

1,061,530,584

Georgia

-

1.2%

Atlanta

Development

Authority,

Georgia,

Senior

Health

Care

Facilities

Revenue

Bonds,

Georgia

Proton

Treatment

Center

Project,

Current

Interest

Series

2017A-1:

2,455

6.000%,

1/01/23

(7)

No

Opt.

Call

N/R  

1,104,750

9,250

6.500%,

1/01/29

(7)

1/28

at

100.00

N/R  

4,162,500

2,540

6.750%,

1/01/35

(7)

1/28

at

100.00

N/R  

1,143,000

1,670

7.000%,

1/01/40

(7)

1/28

at

100.00

N/R  

751,500

367

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Georgia

(continued)

Cobb

County

Development

Authority,

Georgia,

Student

Housing

Revenue

Bonds,

Kennesaw

State

University

Real

Estate

Foundations

Projects,

Refunding

Series

2014C:

$

965

5.000%,

7/15/23

No

Opt.

Call

Baa2  

$

965,270

75

5.000%,

7/15/23,

(ETM)

No

Opt.

Call

N/R  (6)

75,036

700

5.000%,

7/15/24

No

Opt.

Call

Baa2  

707,602

50

5.000%,

7/15/24,

(ETM)

No

Opt.

Call

N/R  (6)

50,926

70

5.000%,

7/15/26,

(Pre-refunded

7/15/24)

7/24

at

100.00

N/R  (6)

71,296

930

5.000%,

7/15/26

7/24

at

100.00

Baa2  

937,114

930

5.000%,

7/15/27

7/24

at

100.00

Baa2  

936,649

70

5.000%,

7/15/27,

(Pre-refunded

7/15/24)

7/24

at

100.00

N/R  (6)

71,296

65

5.000%,

7/15/29,

(Pre-refunded

7/15/24)

7/24

at

100.00

N/R  (6)

66,203

935

5.000%,

7/15/29

7/24

at

100.00

Baa2  

940,657

315

Douglas

County

Development

Authority,

Georgia,

Charter

School

Revenue

Bonds,

Brighten

Academy

Project,

Series

2013B,

5.750%,

10/01/24

10/23

at

100.00

N/R  

315,425

Fulton

County

Residential

Care

Facilities

Elderly

Authority,

Georgia,

Revenue

Bonds,

Canterbury

Court

Project,

Series

2021A:

4,000

4.000%,

4/01/41,

144A

4/28

at

103.00

N/R  

3,021,760

6,000

4.000%,

4/01/51,

144A

4/28

at

103.00

N/R  

4,048,800

3,000

Fulton

County

Residential

Care

Facilities

for

the

Elderly

Authority,

Georgia,

Revenue

Bonds,

Lenbrook

Square

Foundation,

Inc.

Project,

Refunding

Series

2016,

5.000%,

7/01/31

7/23

at

103.00

BBB  

3,021,480

385

Gainesville

and

Hall

County

Development

Authority,

Georgia,

Educational

Facilities

Revenue

Bonds,

Riverside

Military

Academy,

Refunding

Series

2017,

5.000%,

3/01/27

No

Opt.

Call

BB-  

361,796

1,000

Macon-Bibb

County

Urban

Development

Authority,

Georgia,

Multifamily

Housing

Revenue

Bonds,

Dempsey

Apartments

Project,

Series

2018A,

5.200%,

12/01/53

12/23

at

102.00

Ba2  

895,090

320

Macon-Bibb

County

Urban

Development

Authority,

Georgia,

Revenue

Bonds,

Academy

for

Classical

Education,

Series

2017,

5.000%,

6/15/27,

144A

No

Opt.

Call

N/R  

318,519

9,745

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022B,

5.000%,

12/01/52,

(Mandatory

Put

6/01/29)

3/29

at

100.24

A3  

10,057,912

19,350

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

BBB-  

18,709,902

5,000

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Series

2019A,

5.000%,

1/01/59

7/28

at

100.00

BBB+  

5,039,450

510

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2021A,

4.000%,

1/01/41

-

AGM

Insured

1/30

at

100.00

BBB+  

501,539

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

P

Bonds,

Series

2021A:

160

4.000%,

1/01/46

1/30

at

100.00

Baa2  

141,489

425

4.000%,

1/01/51

1/30

at

100.00

Baa2  

365,377

Total

Georgia

58,782,338

Hawaii

-

0.4%

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2013A:

605

5.750%,

7/01/23,

144A

No

Opt.

Call

BB  

605,000

1,575

6.250%,

7/01/27,

144A

7/23

at

100.00

BB  

1,576,055

19,025

Hawaii

Department

of

Budget

and

Finance,

Special

Purpose

Revenue

Bonds,

Hawaii

Pacific

University,

Series

2018,

6.000%,

7/01/28,

144A

7/27

at

100.00

N/R  

19,360,601

Total

Hawaii

21,541,656

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

368

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Idaho

-

0.5%

$

825

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Kootenai

Health

Project,

Series

2014,

4.375%,

7/01/34

7/24

at

100.00

A  

$

830,800

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Madison

Memorial

Hospital

Project,

Refunding

Series

2016:

1,985

5.000%,

9/01/25

No

Opt.

Call

BB+  

1,999,471

2,085

5.000%,

9/01/26

No

Opt.

Call

BB+  

2,110,353

1,000

5.000%,

9/01/37

9/26

at

100.00

BB+  

1,002,350

1,000

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Doral

Academy

of

Idaho,

Series

2021A,

5.000%,

7/15/41,

144A

7/26

at

103.00

N/R  

860,780

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Gem

Prep

Meridian

South

Charter

School

Project,

Series

2021:

645

4.000%,

5/01/31,

144A

11/25

at

100.00

N/R  

580,893

2,565

4.000%,

5/01/41,

144A

11/25

at

100.00

N/R  

1,986,721

13,420

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Pinecrest

Academy

of

Idaho

Project,

Series

2022A,

6.000%,

7/15/29,

144A

7/25

at

104.00

N/R  

13,174,280

440

Idaho

Housing

and

Finance

Association,

Nonprofit

Facilities

Revenue

Bonds,

Pinecrest

Academy

of

Idaho

Project,

Series

2022B,

5.500%,

7/15/29

7/25

at

104.00

N/R  

422,686

5,725

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2021,

3.750%,

9/01/51,

144A

12/26

at

103.00

N/R  

4,358,156

Total

Idaho

27,326,490

Illinois

-

5.0%

820

Aurora,

Kane,

DuPage,

Kendall

and

Will

Counties,

Illinois,

Tax

Increment

Revenue

Bonds,

East

River

Area

TIF

6,

Refunding

Series

2018A,

5.000%,

12/30/27

No

Opt.

Call

N/R  

804,199

230

Aurora,

Kane,

DuPage,

Kendall

and

Will

Counties,

Illinois,

Tax

Increment

Revenue

Bonds,

River

City

TIF

3,

Refunding

Series

2018B,

4.500%,

12/30/23

No

Opt.

Call

N/R  

229,232

1,205

Belleville,

Illinois,

Tax

Increment

Revenue

Bonds,

Frank

Scott

Parkway

Redevelopment

Project,

Series

2007A,

5.700%,

5/01/36

7/23

at

100.00

N/R  

1,204,952

Berwyn,

Cook

County,

Illinois,

Tax

Increment

Revenue

Bonds,

South

Berwyn

Corridor

Project,

Series

2020:

1,435

4.000%,

12/01/28,

144A

No

Opt.

Call

N/R  

1,349,761

3,920

4.500%,

12/01/33,

144A

12/28

at

100.00

N/R  

3,527,059

2,220

Bolingbrook,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2005,

6.250%,

1/01/24

(7)

7/23

at

100.00

N/R  

2,182,273

1,645

Bolingbrook,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2019,

5.000%,

3/01/33

3/28

at

100.00

N/R  

1,588,576

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016:

24,265

5.750%,

4/01/33

4/27

at

100.00

A  

26,026,154

20,835

5.750%,

4/01/34

4/27

at

100.00

A  

22,309,493

2,985

5.750%,

4/01/35

4/27

at

100.00

A  

3,184,338

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2017:

300

5.000%,

4/01/33

4/27

at

100.00

A  

312,453

1,370

5.000%,

4/01/34

4/27

at

100.00

A  

1,421,704

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2018:

1,240

5.000%,

4/01/33

4/28

at

100.00

A  

1,304,083

1,535

5.000%,

4/01/34

4/28

at

100.00

A  

1,607,559

369

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,610

5.000%,

4/01/35

4/28

at

100.00

A  

$

1,678,586

1,270

5.000%,

4/01/36

4/28

at

100.00

A  

1,315,390

3,205

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues

Series

2012A,

5.000%,

12/01/42

7/23

at

100.00

Ba2  

3,169,521

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Project

Series

2015C:

6,480

5.250%,

12/01/35

12/24

at

100.00

BB+  

6,503,976

9,000

5.250%,

12/01/39

12/24

at

100.00

BB+  

9,022,410

2,395

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2012B,

5.000%,

12/01/33

7/23

at

100.00

Ba2  

2,395,096

10,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017B,

6.750%,

12/01/30,

144A

12/27

at

100.00

BB+  

11,123,400

650

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017D,

5.000%,

12/01/31

12/27

at

100.00

BB+  

667,296

4,730

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017H,

5.000%,

12/01/36

12/27

at

100.00

BB+  

4,796,882

2,035

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2018A,

5.000%,

12/01/33

12/28

at

100.00

BB+  

2,108,850

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2016A:

20,000

7.000%,

12/01/26

12/25

at

100.00

BB+  

21,422,000

100

7.000%,

12/01/44

12/25

at

100.00

BB+  

105,048

5,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2021A,

5.000%,

12/01/38

12/30

at

100.00

BB+  

5,099,100

1,000

Chicago

Park

District,

Illinois,

General

Obligation

Bonds,

Limited

Tax

Park

Series

2016A,

5.000%,

1/01/40

1/26

at

100.00

AA-  

1,018,540

3,246

Chicago,

Illinois,

Certificates

of

Participation,

Tax

Increment

Allocation

Revenue

Note,

North

Pullman

Chicago

Neighborhood

Initiative,

Inc.

Redevelopement

Project-Whole

Foods

Warehouse

&

Distribution

Facility,

Series

2016A,

5.000%,

3/15/34,

144A

7/23

at

100.00

N/R  

3,224,552

5,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2016D,

5.000%,

1/01/52

1/27

at

100.00

A+  

5,078,850

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2014A:

215

5.000%,

1/01/27

1/24

at

100.00

Baa3  

216,836

715

5.000%,

1/01/35

1/24

at

100.00

Baa3  

721,106

Chicago,

Illinois,

General

Obligation

Bonds,

Project

&

Refunding

Series

2017A:

15,500

5.625%,

1/01/31

1/27

at

100.00

BBB  

16,476,500

220

6.000%,

1/01/38

1/27

at

100.00

BBB  

234,192

1,000

Chicago,

Illinois,

General

Obligation

Bonds,

Project

and

Refunding

Series

2005D,

5.500%,

1/01/34

1/25

at

100.00

Baa3  

1,018,850

250

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2020A,

5.000%,

1/01/27

No

Opt.

Call

BBB  

261,835

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2015A:

30

5.000%,

1/01/24

No

Opt.

Call

BBB  

30,169

1,535

5.500%,

1/01/35

1/25

at

100.00

BBB  

1,563,275

5,000

Chicago,

Illinois,

General

Obligation

Bonds,

Series

2019A,

5.500%,

1/01/35

1/29

at

100.00

BBB  

5,401,650

2,418

Gilberts

Village,

Kane

County,

Illinois,

Tax

Increment

Revenue

Note,

Prairie

Buisness

Park-Industrial

Property,

Series

2018A,

5.000%,

11/15/34

7/23

at

100.00

N/R  

2,268,322

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

370

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,390

Governors

State

University

Board

of

Trustes,

Illinois,

Certificates

of

Participation,

Capital

Improvement

Projects,

Series

2018,

5.000%,

7/01/28

-

BAM

Insured

7/27

at

100.00

AA  

$

1,493,180

Hillside,

Cook

County,

Illinois,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2018:

335

5.000%,

1/01/24

No

Opt.

Call

N/R  

335,844

2,690

5.000%,

1/01/30

1/27

at

100.00

N/R  

2,689,704

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Art

in

Motion

AIM

Project,

Series

2021A:

1,740

4.000%,

7/01/31,

144A

No

Opt.

Call

N/R  

1,519,646

4,470

5.000%,

7/01/41,

144A

7/31

at

100.00

N/R  

3,752,297

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Intrinsic

Charter

Schools

Belmont

School

Project,

Series

2015A:

510

5.250%,

12/01/25,

144A

No

Opt.

Call

N/R  

516,615

1,815

5.500%,

12/01/30,

144A

12/25

at

100.00

N/R  

1,852,534

1,620

Illinois

Finance

Authority,

Education

Revenue

Bonds,

Noble

Network

of

Charter

Schools,

Series

2013,

6.000%,

9/01/32

9/23

at

100.00

BBB  

1,625,038

4,750

Illinois

Finance

Authority,

Education

Revenue

Bonds,

Noble

Network

of

Charter

Schools,

Series

2015,

5.000%,

9/01/32

9/24

at

100.00

BBB  

4,789,377

Illinois

Finance

Authority,

Revenue

Bonds,

Admiral

at

the

Lake

Project,

Refunding

Series

2017:

5,575

5.000%,

5/15/33

5/24

at

103.00

N/R  

5,132,847

2,750

5.500%,

5/15/54

5/24

at

103.00

N/R  

2,132,130

Illinois

Finance

Authority,

Revenue

Bonds,

Advocate

Health

Care

Network,

Refunding

Series

2015:

115

4.125%,

5/01/45

5/25

at

100.00

N/R  

116,758

615

4.125%,

5/01/45

5/25

at

100.00

AA  

577,282

120

4.125%,

5/01/45,

(Pre-refunded

5/01/25)

5/25

at

100.00

N/R  (6)

121,835

800

Illinois

Finance

Authority,

Revenue

Bonds,

Centegra

Health

System,

Series

2014A,

5.000%,

9/01/23,

(ETM)

No

Opt.

Call

N/R  (6)

802,088

6,400

Illinois

Finance

Authority,

Revenue

Bonds,

Lutheran

Home

and

Services,

Series

2019A,

5.000%,

11/01/49

11/26

at

103.00

N/R  

5,217,344

15,520

Illinois

Finance

Authority,

Revenue

Bonds,

mHUB

Chicago

Project

Series

2023,

5.420%,

10/01/38,

144A

4/33

at

100.00

N/R  

15,591,237

1,500

Illinois

Finance

Authority,

Revenue

Bonds,

Plymouth

Place

Inc.,

TEMPS-60

Series

2022B-2,

5.250%,

11/15/27

2/24

at

100.00

BB+  

1,499,895

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2019A:

1,600

6.000%,

4/01/38,

144A

10/28

at

100.50

N/R  

1,536,368

2,700

6.125%,

4/01/58,

144A

10/28

at

100.50

N/R  

2,498,202

Illinois

Finance

Authority,

Revenue

Bonds,

Silver

Cross

Hospital

and

Medical

Centers,

Refunding

Series

2015C:

165

5.000%,

8/15/24

No

Opt.

Call

A3  

167,457

375

5.000%,

8/15/25

No

Opt.

Call

A3  

385,999

500

Illinois

Finance

Authority,

Student

Housing

&

Academic

Facility

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Chicago

LLC

University

of

Illinois

at

Chicago

Project,

Series

2017A,

5.000%,

2/15/32

8/27

at

100.00

BB+  

508,135

105

Illinois

State,

General

Obligation

Bonds,

June

Series

2016,

4.000%,

6/01/36

6/26

at

100.00

BBB+  

103,503

335

Illinois

State,

General

Obligation

Bonds,

Refunding

Series

2012,

5.000%,

8/01/23

No

Opt.

Call

BBB+  

335,298

740

Illinois

State,

General

Obligation

Bonds,

Series

2013A,

5.000%,

4/01/38

8/23

at

100.00

BBB+  

741,117

371

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,040

Lincolnwood,

Cook

County,

Illinois,

Tax

Increment

Revenue

Bonds,

District

1860

Development

Project,

Series

2021A,

4.820%,

1/01/41,

144A

11/26

at

100.00

N/R  

$

955,053

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2017B:

300

5.000%,

12/15/31

12/27

at

100.00

BBB  

314,823

745

5.000%,

12/15/33

12/27

at

100.00

BBB  

780,075

500

5.000%,

12/15/34

12/27

at

100.00

BBB  

521,805

1,472

Minooka,

Illinois,

Special

Assessment

Bonds,

Refunding

Improvement

Series

2014,

5.000%,

12/01/24

-

AGM

Insured

No

Opt.

Call

AA  

1,494,595

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019:

440

4.250%,

1/01/29

1/26

at

100.00

N/R  

421,164

1,000

5.000%,

1/01/39

1/26

at

100.00

N/R  

919,910

488

North

Pullman

Chicago

Neighborhood

Initiatives,

Inc.,

Illinois,

Certificates

of

Participation,

Gotham

Greens

Greenhouse

Facility,

Redevelopment

Project,

Series

2018A,

6.000%,

3/15/34,

144A

7/23

at

100.00

N/R  

486,269

2,240

Rantoul,

Champaign

County,

Illinois,

Tax

Increment

Revenue

Bonds,

Evans

Road

Series

2013B,

7.000%,

12/01/33

12/23

at

100.00

N/R  

2,241,725

South

Barrington,

Cook

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

3,

Refunding

Series

2019A:

320

4.000%,

12/01/25

No

Opt.

Call

N/R  

315,002

330

4.000%,

12/01/26

No

Opt.

Call

N/R  

323,816

345

4.000%,

12/01/27

No

Opt.

Call

N/R  

338,083

355

4.000%,

12/01/28

No

Opt.

Call

N/R  

346,640

370

4.000%,

12/01/29

12/28

at

100.00

N/R  

361,438

385

4.000%,

12/01/30

12/28

at

100.00

N/R  

374,135

400

4.000%,

12/01/31

12/28

at

100.00

N/R  

387,816

420

4.000%,

12/01/32

12/28

at

100.00

N/R  

407,106

435

4.000%,

12/01/33

12/28

at

100.00

N/R  

418,461

450

4.000%,

12/01/34

12/28

at

100.00

N/R  

430,825

3,725

Southwestern

Illinois

Development

Authority,

Environmental

Improvement

Revenue

Bonds,

US

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

B1  

3,740,719

1,905

Wonder

Lake

Village,

McHenry

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1

Woods

Creek,

Refunding

Series

2015,

4.500%,

3/01/34

3/25

at

100.00

N/R  

1,755,686

870

Wonder

Lake

Village,

McHenry

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

5

Wooded

Shores,

Refunding

Series

2015,

4.250%,

3/01/29

3/25

at

100.00

N/R  

829,893

405

Wonder

Lake

Village,

McHenry

County,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

7

Deep

Spring

Woods,

Refunding

Series

2015,

4.250%,

3/01/29

3/25

at

100.00

N/R  

386,330

870

Yorkville

United

City,

Kendall

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Kendall

Marketplace

Project,

Series

2007,

6.000%,

1/01/26

7/23

at

100.00

N/R  

870,083

Total

Illinois

249,437,250

Indiana

-

0.7%

1,025

Fort

Wayne,

Indiana

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

at

Cook

Road

Project,

Series

2018,

5.300%,

1/01/32,

144A

1/24

at

105.00

N/R  

902,287

160

Fort

Wayne,

Indiana

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

of

Fort

Wayne

Project,

Series

2017,

5.125%,

1/01/32

7/23

at

105.00

N/R  

138,630

1,830

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.125%,

6/01/32,

144A

6/30

at

100.00

N/R  

1,682,081

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

372

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

1,735

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Avondale

Meadows

Academy

Peoject,

Series

2017,

5.000%,

7/01/27

No

Opt.

Call

BB  

$

1,744,803

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Circle

City

Preparatory

Inc.

Project,

Series

2021A:

165

5.000%,

12/01/30,

144A

12/27

at

103.00

N/R  

154,397

255

5.000%,

12/01/40,

144A

12/27

at

103.00

N/R  

215,465

450

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Lighthouse

Academies

of

Northwest

Indiana

Inc.

Project,

Series

2016,

6.250%,

12/01/24,

144A

No

Opt.

Call

N/R  

455,625

3,415

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

University

of

Evansville

Project,

Series

2022A,

5.250%,

9/01/37

9/32

at

100.00

BBB-  

3,425,484

Indiana

Finance

Authority,

Health

Facilities

Revenue

Bonds,

Good

Samaritan

Hospital

Project,

Series

2016A:

2,330

5.500%,

4/01/33

4/26

at

100.00

Baa3  

2,400,646

1,275

5.500%,

4/01/34

4/26

at

100.00

Baa3  

1,313,326

2,500

5.000%,

4/01/37

4/26

at

100.00

Baa3  

2,530,225

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Major

Hospital

Project,

Series

2014A:

325

5.000%,

10/01/23,

(ETM)

No

Opt.

Call

N/R  (6)

326,316

550

5.000%,

10/01/24,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R  (6)

552,228

1,400

5.000%,

10/01/29,

(Pre-refunded

10/01/23)

10/23

at

100.00

N/R  (6)

1,405,670

11,005

Indiana

Housing

and

Community

Development

Authority,

Multifamily

Housing

Revenue

Bonds,

Vita

of

New

Whiteland

Project,

Series

2022,

6.750%,

1/01/43

1/33

at

100.00

N/R  

10,922,463

270

Merrillville,

Indiana,

Economic

Development

Revenue

Bonds,

Belvedere

Housing

Project,

Series

2016,

5.050%,

4/01/26

4/24

at

102.00

N/R  

258,406

2,284

Terre

Haute,

Indiana,

Economic

Development

Solid

Waste

Facility

Revenue

Bonds,

Pyrolyx

USA

Indiana,

LLC

Project,

Series

2017A,

7.250%,

12/01/28,

(AMT)

(7)

No

Opt.

Call

N/R  

23

190

Terre

Haute,

Indiana,

Multifamily

Housing

Revenue

Bonds,

Silver

Birch

of

Terre

Haute

Project,

Series

2017,

5.100%,

1/01/32

7/23

at

105.00

N/R  

164,325

Valparaiso,

Indiana,

Exempt

Faciltiies

Revenue

Bonds,

Pratt

Paper

LLC

Project,

Series

2013:

190

5.875%,

1/01/24,

(AMT)

No

Opt.

Call

N/R  

191,182

6,300

7.000%,

1/01/44,

(AMT)

1/24

at

100.00

N/R  

6,394,500

Total

Indiana

35,178,082

Iowa

-

0.3%

900

Cedar

Rapids,

Iowa,

Hospital

Reveenue

Bonds,

Mercy

Medical

Center

Project,

Series

2003.

ARCs,

4.500%,

8/15/32

-

AMBAC

Insured

No

Opt.

Call

Baa1  

895,500

895

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022,

5.000%,

12/01/50,

(Mandatory

Put

12/01/42)

12/29

at

103.00

BBB-  

917,232

Iowa

Finance

Authority,

Senior

Housing

Revenue

Bonds,

PHS

Council

Bluffs,

Inc.

Project,

Series

2018:

170

3.950%,

8/01/23

No

Opt.

Call

N/R  

169,733

750

4.450%,

8/01/28

8/23

at

102.00

N/R  

693,893

500

5.000%,

8/01/33

8/23

at

102.00

N/R  

448,930

5,000

Iowa

Finance

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Social

Taxable

Series

2023C,

4.850%,

7/01/43

1/33

at

100.00

AAA  

5,129,900

5,425

Iowa

Finance

Authority,

Solid

Waste

Facility

Revenue

Bonds,

Gevo

NW

Iowa

RNG,

LLC

Renewable

Natural

Gas

Project,

Green

Series

2021,

1.500%,

1/01/42,

(Mandatory

Put

4/01/24)

7/23

at

100.00

Aa3  

5,291,816

Total

Iowa

13,547,004

373

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kansas

-

1.0%

$

300

Hutchinson,

Kansas,

Hospital

Facilities

Revenue

Bonds,

Hutchinson

Regional

Medical

Center,

Inc.,

Series

2016,

5.000%,

12/01/41

12/26

at

100.00

Ba2  

$

275,781

Kansas

Development

Finance

Authority

Revenue

Bonds,

Village

Shalom

Project,

Series

2018A:

750

5.250%,

11/15/33

11/23

at

103.75

N/R  

661,928

1,790

5.500%,

11/15/38

11/23

at

103.75

N/R  

1,495,169

1,100

Overland

Park,

Kansas,

Sales

Tax

Revenue

Bonds,

Prairiefire

Community

Improvement

District

No.

1

Project,

Series

2012B,

5.250%,

12/15/29

(7)

7/23

at

100.00

N/R  

550,000

Overland

Park,

Kansas,

Sales

Tax

Special

Obligation

Revenue

Bonds,

Prairiefire

at

Lionsgate

Project,

Series

2012:

7,485

4.375%,

12/15/23

7/23

at

100.00

N/R  

6,721,230

7,250

5.250%,

12/15/29

7/23

at

100.00

N/R  

3,733,750

2,145

6.000%,

12/15/32

7/23

at

100.00

N/R  

951,844

1,000

Prairie

Village,

Kansas,

Special

Obligation

Tax

Increment

Revenue

Bonds,

Meadowbrook

TIF

Project,

Refunding

Series

2021,

3.125%,

4/01/36

4/28

at

100.00

N/R  

812,470

1,730

Wichita,

Kansas,

Health

Care

Facilities

Revenue

Bonds,

Presbyterian

Manors,

Series

2018I,

5.000%,

5/15/47

5/25

at

103.00

N/R  

1,388,965

895

Wichita,

Kansas,

Health

Care

Facilities

Revenue

Bonds,

Presbyterian

Manors,

Series

2019III,

5.000%,

5/15/50

5/26

at

103.00

N/R  

705,582

730

Wyandotte

County/Kansas

City

Unified

Government,

Kansas,

Community

Improvement

District

Sales

Tax

Revenue

Bonds,

Legends

Appartments

Garage

&

West

Lawn

Project,

Series

2018,

4.500%,

6/01/40

12/26

at

100.00

N/R  

674,498

8,060

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Vacation

Village

Project

Area

1

and

2A,

Series

2015,

5.000%,

9/01/27

9/25

at

100.00

N/R  

7,388,683

23,425

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Village

East

Project

Areas

2B

3

and

5,

Series

2022,

5.750%,

9/01/39,

144A

3/29

at

103.00

N/R  

22,751,765

Total

Kansas

48,111,665

Kentucky

-

0.4%

1,130

Christian

County,

Kentucky,

Hospital

Revenue

Bonds,

Jennie

Stuart

Medical

Center,

Series

2016,

5.000%,

2/01/26

No

Opt.

Call

BBB-  

1,150,543

10,000

Kentucky

Economic

Development

Finance

Authority,

Hospital

Revenue

Bonds,

Owensboro

Health,

Refunding

Series

2017A,

5.250%,

6/01/41

6/27

at

100.00

BBB-  

10,235,100

840

Kentucky

Economic

Development

Finance

Authority,

Kentucky,

Healthcare

Facilities

Revenue

Bonds,

Rosedale

Green

Project,

Refunding

Series

2015,

5.000%,

11/15/25

No

Opt.

Call

N/R  

820,798

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

Next

Generation

Kentucky

Information

Highway

Project,

Senior

Series

2015A:

2,000

5.000%,

7/01/33

7/25

at

100.00

Baa2  

2,029,000

4,295

5.000%,

7/01/40

7/25

at

100.00

Baa2  

4,311,407

Total

Kentucky

18,546,848

Louisiana

-

1.4%

2,250

Beauregard

Parish,

Louisiana,

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Series

2002,

6.800%,

2/01/27

7/23

at

100.00

B1  

2,254,410

3,055

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019,

5.000%,

12/01/39

12/29

at

100.00

BB  

2,719,286

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

374

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Jefferson

Parish

Economic

Development

and

Port

District,

Louisiana,

Kenner

Discovery

Health

Sciences

Academy

Project,

Series

2018A:

$

1,775

4.800%,

6/15/29,

144A

6/28

at

100.00

N/R  

$

1,750,611

500

5.500%,

6/15/38,

144A

6/28

at

100.00

N/R  

498,465

Juban

Trails

Community

Development

District,

Livingston

Parish,

Louisiana,

Special

Assessment  Revenue

Bonds,

Series

2022:

190

3.375%,

6/01/27,

144A

No

Opt.

Call

N/R  

179,822

250

3.750%,

6/01/32,

144A

No

Opt.

Call

N/R  

225,447

Lakeshore

Villages

Master

Community

Development

District,

Louisiana,

Special

Assessment

Revenue

Bonds,

Series

2021:

385

2.375%,

6/01/26

No

Opt.

Call

N/R  

361,746

695

2.875%,

6/01/31

No

Opt.

Call

N/R  

601,661

Lakeshore

Villages

Master

Community

Development

District,

Louisiana,

Special

Assessment

Revenue

Bonds,

Series

2022:

245

4.450%,

6/01/27

No

Opt.

Call

N/R  

244,728

250

5.000%,

6/01/32

No

Opt.

Call

N/R  

251,760

750

5.375%,

6/01/42

6/32

at

100.00

N/R  

756,030

1,115

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Cameron

Parish

GOMESA

Project,

Green

Series

2018,

5.650%,

11/01/37,

144A

11/28

at

100.00

N/R  

1,176,124

5,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Entergy

Louisiana,

LLC

Project,

Refunding

Series

2021B,

2.500%,

4/01/36

4/26

at

100.00

A  

4,078,650

410

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Terrebonne

Parish

GOMESA

Project,

Series

2018,

5.375%,

11/01/38,

144A

11/28

at

100.00

N/R  

427,667

1,000

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Revenue

Bonds,

Westside

Habilitation

Center

Project,

Refunding

Series

2017A,

5.750%,

2/01/32,

144A

2/27

at

100.00

N/R  

954,430

715

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lake

Charles

College

Prep

Project,

Series

2019A,

5.000%,

6/01/29,

144A

6/27

at

100.00

N/R  

709,559

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A:

300

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

287,871

1,805

5.000%,

6/01/41,

144A

6/31

at

100.00

N/R  

1,539,557

1,000

5.250%,

6/01/51,

144A

6/31

at

100.00

N/R  

830,980

730

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Young

Audiences

Charter

School,

Series

2019A,

5.000%,

4/01/30,

144A

4/27

at

100.00

N/R  

719,692

9,120

Louisiana

Public

Facilities

Authority,

Dock

and

Wharf

Revenue

Bonds,

Impala

Warehousing

(US)

LLC

Project,

Series

2013,

6.500%,

7/01/36,

(AMT),

144A

7/23

at

100.00

N/R  

9,128,573

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

BBR

Schools

-

Materra

Campus

Project,

Series

2021A:

600

4.000%,

6/01/31,

144A

6/26

at

100.00

N/R  

551,220

1,350

4.000%,

6/01/41,

144A

6/26

at

100.00

N/R  

1,076,328

810

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Encore

Academy

Project,

Series

2021A,

5.000%,

6/01/31,

144A

(7)

No

Opt.

Call

N/R  

607,500

500

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Jefferson

Rise

Charter

School

Project,

Series

2022A,

6.000%,

6/01/37,

144A

6/31

at

100.00

N/R  

480,835

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2022A:

435

6.125%,

6/01/37,

144A

6/31

at

100.00

N/R  

435,100

185

6.375%,

6/01/52,

144A

6/31

at

100.00

N/R  

179,642

375

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Louisiana

(continued)

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Archdiocese

of

New

Orleans,

Refunding

Series

2017:

$

500

5.000%,

7/01/27

(7)

No

Opt.

Call

N/R  

$

425,000

1,745

5.000%,

7/01/28

(7)

7/27

at

100.00

N/R  

1,483,250

1,680

5.000%,

7/01/29

(7)

7/27

at

100.00

N/R  

1,428,000

1,695

5.000%,

7/01/30

(7)

7/27

at

100.00

N/R  

1,440,750

1,000

5.000%,

7/01/32

(7)

7/27

at

100.00

N/R  

850,000

750

5.000%,

7/01/33

(7)

7/27

at

100.00

N/R  

637,500

1,500

5.000%,

7/01/37

(7)

7/27

at

100.00

N/R  

1,275,000

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Ochsner

Clinic

Foundation

Project,

Series

2015:

430

5.000%,

5/15/25

No

Opt.

Call

A3  

440,965

400

5.000%,

5/15/26

5/25

at

100.00

A3  

411,004

475

5.000%,

5/15/27

5/25

at

100.00

A3  

488,153

Louisiana

Public

Facilities

Authority,

Revenue

Bonds,

Southwest

Louisiana

Charter

Academy

Foundation

Project,

Series

2013A:

145

6.625%,

12/15/23

No

Opt.

Call

N/R  

145,770

770

8.375%,

12/15/43

12/23

at

100.00

N/R  

774,220

4,000

Louisiana

Public

Facilities

Authority,

Solid

Waste

Disposal

Facility

Revenue

Bonds,  Lousiana

Pellets

Inc

Project,

Series

2015,

7.000%,

7/01/24,

(AMT),

144A

(7)

No

Opt.

Call

N/R  

40

980

New

Orleans

Aviation

Board,

Louisiana,

General

Airport

Revenue

Bonds,

North

Terminal

Project,

Series

2017B,

5.000%,

1/01/27,

(AMT)

No

Opt.

Call

A  

1,023,728

New

Orleans,

Louisiana,

Sewerage

Service

Revenue

Bonds,

Refunding

Series

2014:

500

5.000%,

6/01/24

No

Opt.

Call

BBB+  

507,695

500

5.000%,

6/01/25

6/24

at

100.00

BBB+  

507,565

835

New

Orleans,

Louisiana,

Water

Revenue

Bonds,

Refunding

Series

2014,

5.000%,

12/01/26

12/24

at

100.00

BBB+  

851,566

3,990

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2008,

6.100%,

6/01/38,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

4,308,601

3,405

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-  

3,684,891

10,190

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010A,

6.350%,

10/01/40,

144A

6/30

at

100.00

BB-  

11,027,618

2,735

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

2,953,390

3,625

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-  

3,714,538

530

Saint

Tammany

Public

Trust

Financing

Authority,

Louisiana,

Revenue

Bonds,

Christwood

Project,

Refunding

Series

2015,

5.000%,

11/15/24

No

Opt.

Call

N/R  

528,654

Total

Louisiana

71,935,592

Maine

-

0.4%

6,800

Maine

Finance

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Casella

Waste

Systems,

Inc.

Project,

Series

2015,

5.125%,

8/01/35,

(AMT),

(Mandatory

Put

8/01/25),

144A

No

Opt.

Call

B+  

6,861,472

11,050

Rumford,

Maine,

Solid

Waste

Disposal

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Series

2001,

6.875%,

10/01/26,

(AMT)

7/23

at

100.00

B1  

11,071,437

Total

Maine

17,932,909

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

376

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

-

0.8%

$

165

Anne

Arundel

County,

Maryland,

Special

Tax

District

Revenue

Bonds,

Villages

at

Two

Rivers

Projects,

Series

2014,

4.200%,

7/01/24

No

Opt.

Call

N/R  

$

164,856

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017:

2,210

5.000%,

9/01/31

9/27

at

100.00

B  

2,220,961

1,000

5.000%,

9/01/32

9/27

at

100.00

B  

1,004,320

1,500

5.000%,

9/01/33

9/27

at

100.00

B  

1,506,960

2,360

5.000%,

9/01/35

9/27

at

100.00

B  

2,353,298

500

5.000%,

9/01/36

9/27

at

100.00

B  

492,465

1,500

5.000%,

9/01/39

9/27

at

100.00

B  

1,436,340

2,650

5.000%,

9/01/42

9/27

at

100.00

B  

2,477,008

3,485

5.000%,

9/01/46

9/27

at

100.00

B  

3,181,979

Baltimore,

Maryland,

Special

Obligation

Bonds,

Consolidated

Tax

Increment

Financing,

Series

2015:

260

5.000%,

6/15/24

No

Opt.

Call

BBB+  

263,510

275

5.000%,

6/15/25

6/24

at

100.00

BBB+  

278,679

385

5.000%,

6/15/26

6/24

at

100.00

BBB+  

390,394

345

5.000%,

6/15/27

6/24

at

100.00

BBB+  

350,282

550

Baltimore,

Maryland,

Special

Obligation

Bonds,

East

Baltimore

Research

Park

Project,

Series

2017A,

4.000%,

9/01/27

No

Opt.

Call

N/R  

543,120

2,100

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2016,

4.750%,

6/01/31

6/26

at

100.00

N/R  

2,110,164

875

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2022,

4.875%,

6/01/42,

144A

6/31

at

100.00

N/R  

842,004

580

Howard

County,

Maryland,

Special

Obligation

Bonds,

Downtown

Columbia

Project,

Series

2017A,

4.000%,

2/15/28,

144A

2/26

at

100.00

N/R  

570,627

8,410

Maryland

Economic

Development

Corporation,

Port

Facilities

Revenue

Bonds,

CNX

Marine

Terminals

Inc.

Port

of

Baltimore

Facility,

Refunding

Series

2010,

5.750%,

9/01/25

7/23

at

100.00

BB  

8,481,149

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006A:

3,360

5.000%,

12/01/22

(7)

No

Opt.

Call

N/R  

2,016,000

6,895

5.000%,

12/01/31

(7)

7/23

at

100.00

N/R  

4,137,000

1,000

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006B,

5.250%,

12/01/31

(7)

7/23

at

100.00

N/R  

600,000

Maryland

Economic

Development

Corporation,

Senior

Student

Housing

Revenue

Bonds,

Towson

University

Project,

Refunding

Series

2017:

270

5.000%,

7/01/27

No

Opt.

Call

BB+  

276,261

190

5.000%,

7/01/29

7/27

at

100.00

BB+  

193,849

325

5.000%,

7/01/30

7/27

at

100.00

BB+  

330,990

375

5.000%,

7/01/31

7/27

at

100.00

BB+  

381,090

530

5.000%,

7/01/37

7/23

at

100.00

BB+  

529,990

2,140

Maryland

Economic

Development

Corporation,

Special

Obligation

Bonds,

Metro

Centre

Owings

Mills

Project,

Series

2017,

3.750%,

7/01/27

1/27

at

100.00

N/R  

2,090,866

385

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Green

Street

Academy,

Series

2017A,

5.000%,

7/01/27,

144A

No

Opt.

Call

N/R  

385,697

750

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Imagine

Andrews

Public

Charter

School,

Series

2022A,

5.500%,

5/01/42,

144A

5/30

at

100.00

N/R  

716,100

377

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

695

Prince

George's

County

Revenue

Authority,

Maryland,

Special

Obligation

Bonds,

Suitland-Naylor

Road

Project,

Series

2016,

4.375%,

7/01/30,

144A

1/26

at

100.00

N/R  

$

695,076

600

Prince

George's

County,

Maryland,

Special

Obligation

Bonds,

Westphalia

Town

Center

Project,

Series

2018,

5.000%,

7/01/30,

144A

7/28

at

100.00

N/R  

605,778

Total

Maryland

41,626,813

Massachusetts

-

0.0%

Lowell,

Massachusetts,

Collegiate

Charter

School

Revenue

Bonds,

Series

2019:

225

4.000%,

6/15/24

No

Opt.

Call

N/R  

223,515

490

5.000%,

6/15/29

6/26

at

100.00

N/R  

495,189

530

5.000%,

6/15/39

6/26

at

100.00

N/R  

520,275

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Milford

Regional

Medical

Center

Issue,

Series

2014F:

325

5.000%,

7/15/23

No

Opt.

Call

B+  

325,062

315

5.000%,

7/15/24

7/23

at

100.00

B+  

315,239

Total

Massachusetts

1,879,280

Michigan

-

0.6%

Advanced

Technology

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2019:

150

3.500%,

11/01/24

No

Opt.

Call

BB+  

146,475

410

3.875%,

11/01/29

11/27

at

102.00

BB+  

379,767

85

5.000%,

11/01/34

11/27

at

102.00

BB+  

82,772

285

Conner

Creek

Academy

East,

Michigan,

Public

School

Revenue

Bonds,

Series

2007,

5.000%,

11/01/26

7/23

at

100.00

B  

272,708

County

of

Calhoun

Hospital

Finance

Authority,

Michigan,

Hospital

Revenue

Bonds,

Oaklawn

Hospital,

Refunding

Series

2016:

1,915

5.000%,

2/15/30

2/27

at

100.00

Ba2  

1,964,311

2,010

5.000%,

2/15/31

2/27

at

100.00

Ba2  

2,058,964

2,995

Detroit

Service

Learning

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2021,

4.000%,

7/01/31

7/28

at

103.00

BB  

2,801,583

5

Detroit,

Michigan,

Sewer

Disposal

System

Revenue

Bonds,

Second

Lien,

Series

2006B,

5.000%,

7/01/36

-

NPFG

Insured

7/23

at

100.00

A2  

5,007

825

Gerald

R.

Ford

International

Airport

Authority,

Kent

County,

Michigan,

Revenue

Bonds,

Limited

Tax

General

Obligation

Series

2021,

5.000%,

1/01/46,

(AMT)

1/32

at

100.00

AAA  

871,167

1,250

Michigan

Finance

Authority,

Higher

Education

Limited

Obligation

Revenue

Bonds,

Aquinas

College

Project,

Refunding

Series

2021,

4.000%,

5/01/31

No

Opt.

Call

N/R  

1,102,800

705

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Cesar

Chavez

Academy

Project,

Refunding

Series

2019,

4.000%,

2/01/29

2/27

at

102.00

BB+  

669,736

1,125

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Hanley

International

Academy,

Inc.

Project,

Refunding

Series

2021,

3.500%,

9/01/30

No

Opt.

Call

BB  

986,602

605

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Madison

Academy

Project,

Refunding

Series

2021,

4.250%,

12/01/39

12/27

at

100.00

N/R  

473,509

1,320

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  

1,030,366

8,530

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B2-CL2,

0.000%,

6/01/65

12/30

at

18.38

N/R  

832,613

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

378

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Michigan

(continued)

Michigan

Housing

Development

Authority,

Single

Family

Mortgage

Revenue

Bonds,

Series

2023A:

$

6,500

4.700%,

12/01/43

6/32

at

100.00

Aa2  

$

6,565,585

8,250

4.900%,

12/01/48

6/32

at

100.00

Aa2  

8,376,225

600

Saline

Economic

Development

Corporation,

Michigan,

Limited

Obligation

Revenue

and

Refunding

Bonds,

Evangelical

Homes

of

Michigan,

Series

2012,

5.250%,

6/01/32

7/23

at

100.00

BB  

547,950

1,115

Universal

Academy,

Michigan,

Public

School

Academy

Bonds,

Refunding

Series

2021,

4.000%,

12/01/40

12/28

at

103.00

BBB-  

972,213

580

Warren

Academy,

Macomb

County,

Michigan,

Revenue

Bonds,

Public

School

Academy,

Refunding

Series

2020A,

5.000%,

5/01/35,

144A

5/27

at

100.00

N/R  

515,527

Total

Michigan

30,655,880

Minnesota

-

1.6%

Baytown

Township,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Saint

Croix

Preparatory

Academy,

Refunding

Series

2016A:

320

3.500%,

8/01/26

No

Opt.

Call

BB+  

303,942

400

3.500%,

8/01/27

8/26

at

100.00

BB+  

373,644

270

4.000%,

8/01/28

8/26

at

100.00

BB+  

254,213

415

4.000%,

8/01/29

8/26

at

100.00

BB+  

385,651

260

4.000%,

8/01/30

8/26

at

100.00

BB+  

238,683

300

4.000%,

8/01/31

8/26

at

100.00

BB+  

271,884

455

Bethel,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Level

Up

Academy,

Taxable

Series

2021B,

6.000%,

6/15/27

No

Opt.

Call

N/R  

418,118

Brooklyn

Park,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Athlos

Leadership

Academy

Project,

Series

2015A:

325

4.750%,

7/01/25

No

Opt.

Call

N/R  

317,190

630

5.250%,

7/01/30

7/25

at

100.00

N/R  

598,513

City

of

Ham

Lake,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

DaVinci

Academy

Project,

Series

2016A:

375

4.000%,

7/01/28

7/24

at

102.00

N/R  

360,218

540

5.000%,

7/01/31

7/24

at

102.00

N/R  

541,328

Columbia

Heights,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Prodeo

Academy

Project,

Series

2019A:

1,415

3.875%,

7/01/29

7/27

at

102.00

N/R  

1,298,998

1,680

5.000%,

7/01/34

7/27

at

102.00

N/R  

1,582,291

2,135

5.000%,

7/01/39

7/27

at

102.00

N/R  

1,939,883

685

Columbus,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

New

Millennium

Academy

Project,

Series

2015A,

5.000%,

7/01/25

No

Opt.

Call

B  

671,451

50

Deephaven,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Eagle

Ridge

Academy

Project,

Series

2015A,

4.400%,

7/01/25

No

Opt.

Call

BB+  

49,625

Duluth

Economic

Development

Authority,

Minnesota,

Health

Care

Facilities

Revenue

Bonds,

Saint

Luke's

Hospital

of

Duluth

Obligated

Group,

Series

2022A,  Forward

Delivery:

500

5.000%,

6/15/29

No

Opt.

Call

BBB-  

522,325

500

5.000%,

6/15/30

No

Opt.

Call

BBB-  

526,105

500

5.000%,

6/15/31

No

Opt.

Call

BBB-  

529,465

500

5.000%,

6/15/32

No

Opt.

Call

BBB-  

531,910

625

5.000%,

6/15/33

6/32

at

100.00

BBB-  

664,106

600

4.000%,

6/15/34

6/32

at

100.00

BBB-  

584,334

260

4.000%,

6/15/35

6/32

at

100.00

BBB-  

249,844

425

4.000%,

6/15/36

6/32

at

100.00

BBB-  

401,438

425

4.000%,

6/15/37

6/32

at

100.00

BBB-  

392,794

300

4.000%,

6/15/39

6/32

at

100.00

BBB-  

269,241

379

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

Hugo,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Noble

Academy

Project,

Series

2014A:

$

500

4.000%,

7/01/23

No

Opt.

Call

BB  

$

500,000

420

4.000%,

7/01/24

No

Opt.

Call

BB  

417,308

500

5.000%,

7/01/29

7/24

at

100.00

BB  

499,740

Independence,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Paladin

Career

&

Technical

High

School

Project,

Series

2021A:

225

3.250%,

6/01/31

6/29

at

102.00

N/R  

190,170

170

4.000%,

6/01/41

6/29

at

102.00

N/R  

130,036

2,100

Independence,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Spero

Academy

Project,

Series

2021A,

5.000%,

7/01/56,

144A

7/27

at

100.00

N/R  

1,618,701

550

International

Falls,

Minnesota,

Solid

Waste

Disposal

Revenue

Bonds,

Boise

Cascade

Corporation

Project,

Refunding

Series

1999,

6.850%,

12/01/29,

(AMT)

7/23

at

100.00

B1  

551,100

1,880

Lake

Crystal,

Minnesota,

Housing

and

Health

Care

Revenue

Bonds,

Ecumen

Second

Century

&

Owatonna

Senior

Living

Project,

Refunding

Series

2014A,

4.500%,

9/01/44,

(Mandatory

Put

9/01/24)

7/23

at

100.00

N/R  

1,842,908

Maple

Plain,

Minnesota

Senior

Housing

and

Healthcare

Revenue

Bonds,

Haven

Homes,

Inc.

Project,

Series

2019:

500

4.250%,

7/01/39

7/25

at

102.00

N/R  

401,980

500

5.000%,

7/01/39

7/25

at

102.00

N/R  

446,675

850

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Cyber

Village

Academy

Project,

Series

2022A,

5.250%,

6/01/42

6/32

at

100.00

N/R  

810,755

230

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Cyber

Village

Academy

Project,

Taxable

Series

2022B,

5.500%,

6/01/27

No

Opt.

Call

N/R  

226,499

585

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Friendship

Academy

of

the

Arts

Project,

Series

2019A,

4.000%,

12/01/31,

144A

12/27

at

100.00

N/R  

521,089

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hennepin

Schools

Project,

Series

2021A:

1,685

4.000%,

7/01/31

No

Opt.

Call

BB-  

1,559,366

4,350

4.000%,

7/01/41

7/31

at

100.00

BB-  

3,511,973

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hiawatha

Academies

Project,

Series

2022A:

890

5.000%,

7/01/32

No

Opt.

Call

N/R  

881,109

550

5.375%,

7/01/42

7/32

at

100.00

N/R  

519,073

295

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Hiawatha

Academies

Project,

Taxable

Series

2022B,

5.750%,

7/01/25

No

Opt.

Call

N/R  

290,702

585

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Spero

Academy

Project,

Series

2017A,

5.500%,

7/01/27,

144A

No

Opt.

Call

N/R  

587,170

1,840

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

International

Schools

Project,

Series

2017A,

4.250%,

12/01/27,

144A

No

Opt.

Call

N/R  

1,795,178

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Venture

Academy

Project,

Series

2022A:

650

5.000%,

6/01/32,

144A

6/30

at

102.00

N/R  

606,892

2,365

5.250%,

6/01/42,

144A

6/30

at

102.00

N/R  

2,116,699

4,035

5.250%,

6/01/52,

144A

6/30

at

102.00

N/R  

3,459,932

3,005

5.500%,

6/01/57,

144A

6/30

at

102.00

N/R  

2,624,687

130

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Yinghua

Academy

Project,

Series

2013A,

5.000%,

7/01/23

No

Opt.

Call

BB+  

130,000

Minneapolis,

Minnesota,

Tax

Increment

Revenue

Bonds,

Village

at

St.

Anthony

Falls

Project,

Refunding

Series

2015:

165

4.000%,

3/01/24

7/23

at

100.00

N/R  

164,850

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

380

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

325

4.000%,

3/01/27

7/23

at

100.00

N/R  

$

322,328

Otsego,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Kaleidoscope

Charter

School

Project,

Series

2014A:

370

4.150%,

9/01/24

No

Opt.

Call

BB-  

365,186

1,100

5.000%,

9/01/34

9/24

at

100.00

BB-  

1,050,973

2,285

Owatonna,

Minnesota,

Housing

and

Health

Care

Revenue

Bonds,

Ecumen

Second

Century

&

Owatonna

Senior

Living

Project,

Refunding

Series

2014B,

4.500%,

9/01/44,

(Mandatory

Put

9/01/24)

7/23

at

100.00

N/R  

2,233,245

1,090

Rochester,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Rochester

Math

&

Science

Academy

Project,

Series

2018A,

4.500%,

9/01/26

No

Opt.

Call

N/R  

1,026,835

Saint

Cloud,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Athlos

Academy,

Series

2022A:

6,165

5.500%,

6/01/42,

144A

6/30

at

102.00

N/R  

5,746,335

10,650

5.750%,

6/01/52,

144A

6/30

at

102.00

N/R  

9,834,423

2,000

5.875%,

6/01/57,

144A

6/30

at

102.00

N/R  

1,850,000

595

Saint

Cloud,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Stride

Academy

Project,

Series

2016A,

3.750%,

4/01/26

No

Opt.

Call

N/R  

549,869

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

School

of

Excellence,

Series

2023:

4,210

4.500%,

3/01/33,

144A

No

Opt.

Call

Ba1  

4,053,177

6,045

5.250%,

3/01/43,

144A

3/33

at

100.00

Ba1  

5,557,894

200

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Great

River

School

Project,

Series

2017A,

4.750%,

7/01/29,

144A

7/27

at

100.00

N/R  

197,946

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Lease

Revenue

Bonds,

Hope

Community

Academy

Project,

Series

2015A:

500

4.000%,

12/01/24

No

Opt.

Call

BB-  

489,045

700

4.500%,

12/01/29

12/24

at

100.00

BB-  

663,320

Savage,

Minnesota

Charter

School

Lease

Revenue

Bonds,

Aspen

Academy

Project,

Series

2016A:

1,175

4.000%,

10/01/26

No

Opt.

Call

N/R  

1,133,381

1,115

4.750%,

10/01/31

10/26

at

100.00

N/R  

1,057,968

90

Winona

Port

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Bluffview

Montessori

School

Project,

Refunding

Series

2016,

3.750%,

6/01/26

6/24

at

100.00

N/R  

85,519

Woodbury

Housing

and

Redevelopment

Authority,

Minnesota,

Revenue

Bonds,

Saint

Therese

of

Woodbury,

Series

2014:

200

4.000%,

12/01/23

No

Opt.

Call

N/R  

199,126

400

4.000%,

12/01/24

No

Opt.

Call

N/R  

394,192

Total

Minnesota

77,492,548

Mississippi

-

0.2%

1,475

Mississippi

Business

Finance

Corporation,

Gulf

Opportunity

Zone

Revenue

Bonds,

King

Edward

Mixed-Use

Project,

Refunding

Series

2019A,

4.000%,

10/15/30,

144A

(7)

10/26

at

100.00

N/R  

1,241,006

2,700

Mississippi

Business

Finance

Corporation,

Gulf

Opportunity

Zone

Revenue

Bonds,

King

Edward

Mixed-Use

Project,

Refunding

Subordinate

Series

2019B,

4.000%,

10/15/49,

(Mandatory

Put

4/15/29),

144A

(7)

10/26

at

100.00

N/R  

2,231,901

8,250

Mississippi

Hospital

Equipment

and

Facilities

Authority,

Revenue

Bonds,

Baptist

Memorial

Healthcare,

Series

2016A,

5.000%,

9/01/41

9/26

at

100.00

BBB+  

8,303,460

Total

Mississippi

11,776,367

381

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

-

0.7%

$

1,000

Boone

County,

Missouri,

Hospital

Revenue

Bonds,

Boone

Hospital

Center,

Refunding

Series

2016,

4.000%,

8/01/38

8/26

at

100.00

Ba3  

$

738,000

570

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2016A,

6.000%,

3/01/33

7/23

at

103.00

BB-  

587,738

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2017A:

875

5.000%,

3/01/27

No

Opt.

Call

BB-  

897,995

1,400

5.000%,

3/01/28

3/27

at

100.00

BB-  

1,437,128

700

5.000%,

3/01/30

3/27

at

100.00

BB-  

718,473

200

5.000%,

3/01/31

3/27

at

100.00

BB-  

204,994

3,525

5.000%,

3/01/36

3/27

at

100.00

BB-  

3,588,979

920

Kansas

City

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Platte

Purchase

Project

A,

Series

2019,

5.000%,

7/01/40,

144A

9/24

at

103.00

N/R  

799,811

1,100

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  

965,580

Kirkwood

Industrial

Development

Authority,

Missouri,

Retirement

Community

Revenue

Bonds,

Aberdeen

Heights

Project,

Refunding

Series

2017A:

1,000

5.000%,

5/15/25

No

Opt.

Call

BB-  

974,860

1,075

5.000%,

5/15/26

No

Opt.

Call

BB-  

1,033,419

1,080

5.000%,

5/15/27

No

Opt.

Call

BB-  

1,023,602

1,150

5.250%,

5/15/28

5/27

at

100.00

BB-  

1,086,221

2,645

5.250%,

5/15/31

5/27

at

100.00

BB-  

2,456,041

Land

Clearance

for

Redevelopment

Authority

of

Kansas

City,

Missouri,

Project

Revenue

Bonds,

Convention

Center

Hotel

Project

-

TIF

Financing,

Series

2018B:

1,435

4.375%,

2/01/31,

144A

2/28

at

100.00

N/R  

1,241,605

2,750

5.000%,

2/01/40,

144A

2/28

at

100.00

N/R  

2,187,845

1,800

5.000%,

2/01/50,

144A

2/28

at

100.00

N/R  

1,318,806

660

Liberty,

Missouri,

Special

Obligation

Tax

Increment

and

Special

Districts

Bonds,

Liberty

Commons

Project,

Series

2015A,

5.125%,

6/01/25,

144A

No

Opt.

Call

N/R  

650,285

Missouri

Southern

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021:

2,515

4.000%,

10/01/31

No

Opt.

Call

N/R  

2,422,372

2,135

4.000%,

10/01/34

10/31

at

100.00

N/R  

2,003,762

Plaza

at

Noah's

Ark

Community

Improvement

District,

Saint

Charles,

Missouri,

Tax

Increment

and

Improvement

District

Revenue

Bonds,

Series

2021:

150

3.000%,

5/01/30

5/29

at

100.00

N/R  

136,546

500

3.125%,

5/01/35

5/29

at

100.00

N/R  

421,475

1,605

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Nazareth

Living

Center,

Series

2015A,

5.000%,

8/15/25

No

Opt.

Call

N/R  

1,597,617

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Ranken-Jordan

Project,

Refunding

&

Improvement

Series

2016:

895

5.000%,

11/15/27

11/25

at

100.00

N/R  

887,634

990

5.000%,

11/15/29

11/25

at

100.00

N/R  

983,228

1,095

5.000%,

11/15/31

11/25

at

100.00

N/R  

1,089,865

500

Saint

Louis

County

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Saint

Andrew's

Resources

for

Seniors,

Series

2015A,

5.000%,

12/01/25

No

Opt.

Call

N/R  

500,190

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

382

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Missouri

(continued)

$

2,360

Saint

Louis

Industrial

Development

Authority,

Missouri,

Revenue

Bonds,

Confluence

Academy

Project,

Series

2022A,

5.500%,

6/15/42,

144A

6/31

at

100.00

N/R  

$

2,160,061

535

Stoddard

County

Industrial

Development

Authority,

Missouri,

Health

Facility

Revenue

Bonds,

Southeasthealth,

Series

2016B,

6.000%,

3/01/37

7/23

at

103.00

BB-  

551,885

1,890

The

Industrial

Development

Authority

of

the

City

of

Saint

Louis,

Missouri,

Development

Financing

Revenue

Bonds,

Ballpark

Village

Development

Project,

Series

2017A,

3.875%,

11/15/29

11/26

at

100.00

N/R  

1,639,462

500

The

Industrial

Development

Authority

of

the

County

of

St.

Louis,

Missouri,

Transportation

Development

Refunding

Revenue

Bonds,

Series

2019B,

4.375%,

3/01/33,

144A

3/27

at

100.00

N/R  

454,060

Total

Missouri

36,759,539

Montana

-

0.0%

Kalispell,

Montana,

Housing

and

Healthcare

Facilities

Revenue

Bonds,

Immanuel

Lutheran

Corporation,

Series

2017A:

1,000

5.000%,

5/15/27

5/25

at

102.00

N/R  

976,640

1,180

5.250%,

5/15/30

5/25

at

102.00

N/R  

1,141,650

435

5.250%,

5/15/32

5/25

at

102.00

N/R  

414,803

Total

Montana

2,533,093

Nebraska

-

1.0%

50,000

Central

Plains

Energy

Project,

Nebraska,

Gas

Project

Revenue

Bonds,

Project

5,

SOFR

Series

2022-2,

5.074%,

5/01/53,

(Mandatory

Put

10/01/29)

(SOFR*0.67%

reference

rate

+

2.180%

spread),

(UB)

(4),(5)

7/29

at

100.00

A2  

50,824,000

Total

Nebraska

50,824,000

Nevada

-

0.7%

450

Clark

County,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

151

Summerlin-Mesa,

Refunding

Series

2015,

4.500%,

8/01/24

No

Opt.

Call

N/R  

451,715

1,120

Clark

County,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

159

Summerlin

Village

16A,

Series

2015,

5.000%,

8/01/28

8/25

at

100.00

N/R  

1,133,989

1,054

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Green

Series

2017B,

5.125%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

824,553

3,030

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Green

Series

2018,

6.950%,

2/15/38,

(AMT),

144A

8/28

at

100.00

N/R  

2,758,361

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  

1,767,780

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Series

2017:

9,566

5.875%,

12/15/27,

(AMT),

144A

No

Opt.

Call

N/R  

9,804,782

2,935

6.250%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

2,664,950

Henderson,

Nevada,

Limited

Obligation

Bonds,

Local

Improvement

District

T-18

Inspirada,

Refunding

Series

2016:

1,555

4.000%,

9/01/32

9/26

at

100.00

N/R  

1,468,667

670

4.000%,

9/01/35

9/26

at

100.00

N/R  

615,609

765

Henderson,

Nevada,

Local

Improvement

District

No.

T-20

Rainbow

Canyon,

Local

Improvement

Bonds,

Series

2018,

5.000%,

9/01/38

9/28

at

100.00

N/R  

770,584

383

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

808

&

810

Summerlin

Village

23B,

Refunding

Series

2014:

$

430

5.000%,

6/01/24

No

Opt.

Call

N/R  

$

433,715

695

5.000%,

6/01/25

6/24

at

100.00

N/R  

700,880

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

812

Summerlin

Village

24,

Series

2015:

450

5.000%,

12/01/26

12/25

at

100.00

N/R  

458,374

1,405

5.000%,

12/01/28

12/25

at

100.00

N/R  

1,424,642

320

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

814

Summerlin

Village

21&

24A,

Series

2019,

4.000%,

6/01/39

6/29

at

100.00

N/R  

288,896

285

Neveda

State

Director

of

the

Department

of

Business

and

Industry,

Charter

School

Revenue

Bonds,

Doral

Academy

of

Nevada,

Series

2017A,

5.000%,

7/15/27,

144A

7/25

at

100.00

BBB-  

286,308

North

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

64

Valley

Vista,

Series

2019:

645

4.250%,

6/01/34

12/28

at

100.00

N/R  

620,000

785

4.500%,

6/01/39

12/28

at

100.00

N/R  

748,442

North

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

65

Northern

Beltway

Commercial

Area,

Series

2017:

850

4.000%,

12/01/27,

144A

No

Opt.

Call

N/R  

838,083

1,600

5.000%,

12/01/37,

144A

12/27

at

100.00

N/R  

1,606,192

3,735

Reno,

Nevada,

Redevelopment

Agency

Downtown

Project

Tax

Allocation

Bonds,

Senior

Lien,

Refunding

Series

2007B,

5.000%,

6/01/27

7/23

at

100.00

BB-  

3,735,598

1,105

Reno,

Nevada,

Redevelopment

Agency

Downtown

Project

Tax

Allocation

Bonds,

Series

2007C,

5.400%,

6/01/27

7/23

at

100.00

N/R  

1,094,779

400

Reno,

Nevada,

Subordinate

Lien

Sales

Tax

Revenue

Refunding

Bonds,

ReTrac-Reno

Transporation

Rail

Access

Corridor

Project,

Series

2018B,

5.000%,

6/01/38

-

AGM

Insured

12/28

at

100.00

A1  

423,716

Total

Nevada

34,920,615

New

Hampshire

-

0.7%

1,500

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2018B,

4.625%,

11/01/42,

144A

7/23

at

100.00

B3  

1,295,100

1,270

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2020A,

3.625%,

7/01/43,

(Mandatory

Put

7/02/40),

144A

7/25

at

100.00

B3  

972,858

11,975

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2020B,

3.750%,

7/01/45,

(AMT),

(Mandatory

Put

7/02/40),

144A

7/25

at

100.00

B3  

9,333,555

25,125

National

Finance

Authority,

New

Hampshire,

Revenue

Bonds,

GHI

Kiran

Capital

LLC

Project,

Series

2022,

6.250%,

9/01/30,

144A

7/23

at

100.00

N/R  

24,123,266

Total

New

Hampshire

35,724,779

New

Jersey

-

0.5%

1,280

Gloucester

County

Pollution

Control

Financing

Authority,

New

Jersey,

Pollution

Control

Revenue

Bonds,

Logan

Project,

Refunding

Series

2014A,

5.000%,

12/01/24,

(AMT),

(ETM)

No

Opt.

Call

N/R  (6)

1,291,379

New

Jersey

Building

Authority,

State

Building

Revenue

Bonds,

Refunding

Series

2016A:

445

4.000%,

6/15/30,

(Pre-refunded

6/15/26)

6/26

at

100.00

N/R  (6)

457,282

1,070

4.000%,

6/15/30,

(Pre-refunded

6/15/26)

6/26

at

100.00

A-  (6)

1,102,581

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

384

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Jersey

(continued)

$

50

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Greater

Brunswick

Charter

School,

Series

2014A,

4.750%,

8/01/24,

144A

No

Opt.

Call

N/R  

$

49,885

900

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

North

Star

Academy

Charter

School

of

Newark,

Series

2017,

5.000%,

7/15/32

7/27

at

100.00

BBB-  

935,541

210

New

Jersey

Economic

Development

Authority,

Charter

School

Revenue

Bonds,

Teaneck

Community

Charter

School,

Series

2017A,

4.250%,

9/01/27,

144A

No

Opt.

Call

BB  

205,993

New

Jersey

Economic

Development

Authority,

Fixed

Rate

Revenue

Bonds,

Lions

Gate

Project,

Series

2014:

265

4.375%,

1/01/24

No

Opt.

Call

N/R  

264,369

2,000

5.000%,

1/01/34

1/24

at

100.00

N/R  

1,972,720

860

New

Jersey

Economic

Development

Authority,

Lease

Revenue

Bonds,

Liberty

State

Park

Project,

Refunding

Series

2015A,

4.125%,

6/15/26

6/25

at

100.00

A-  

865,220

980

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A,

3.375%,

7/01/30

7/27

at

100.00

BB+  

949,571

650

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Provident

Group

-

Rowan

Properties

LLC

-

Rowan

University

Student

Housing

Project,

Series

2015A,

5.000%,

1/01/25

No

Opt.

Call

B  

646,919

250

New

Jersey

Economic

Development

Authority,

School

Facilities

Construction

Financing

Program

Bonds,

Tender

Option

Bond

Trust

2016-XF2340,

6.874%,

9/01/25,

144A,

(IF)

(4)

3/25

at

100.00

N/R  

251,208

100

New

Jersey

Economic

Development

Authority,

School

Revenue

Bonds,

Leap

Academy

University

Charter

School

Inc.

Project;

Series

2014A,

5.125%,

10/01/24,

144A

No

Opt.

Call

BB-  

100,104

2,740

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Refunding

Series

2012,

5.750%,

9/15/27,

(AMT)

7/23

at

100.00

BB-  

2,746,357

2,500

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

1999,

5.250%,

9/15/29,

(AMT)

7/23

at

101.00

BB-  

2,507,125

New

Jersey

Economic

Development

Authority,

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.,

Series

2000A

&

2000B:

3,315

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

BB-  

3,368,769

1,950

5.625%,

11/15/30,

(AMT)

3/24

at

101.00

BB-  

1,981,629

1,500

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019AA,

4.125%,

6/15/39

12/28

at

100.00

A-  

1,500,600

South

Jersey

Port

Corporation,

New

Jersey,

Marine

Terminal

Revenue

Bonds,

Subordinate

Series

2017B:

850

5.000%,

1/01/32,

(AMT)

1/28

at

100.00

A3  

886,355

1,220

5.000%,

1/01/33,

(AMT)

1/28

at

100.00

A3  

1,268,776

1,250

5.000%,

1/01/34,

(AMT)

1/28

at

100.00

A3  

1,298,312

1,000

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

A3  

1,028,560

Total

New

Jersey

25,679,255

New

Mexico

-

0.1%

150

Boulders

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2015,

4.875%,

10/01/25

No

Opt.

Call

N/R  

147,563

2,155

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  

2,062,314

105

Mesa

Del

Sol

Public

Improvement

District

1,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2013,

5.750%,

10/01/23

No

Opt.

Call

N/R  

105,111

385

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

(continued)

$

180

Volterra

Public

Improvement

District,

Albuquerque,

New

Mexico,

Special

Levy

Revenue

Bonds,

Series

2014,

5.750%,

10/01/23

No

Opt.

Call

N/R  

$

179,773

445

Winrock

Town

Center

Tax

Increment

Development

District

1,

Albuquerque,

New

Mexico,

Gross

Receipts

Tax

Increment

Bonds,

Senior

Lien

Series

2022,

3.750%,

5/01/28,

144A

No

Opt.

Call

N/R  

421,032

Total

New

Mexico

2,915,793

New

York

-

2.3%

540

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

System,

Inc.

Project,

Series

2015,

5.000%,

7/01/28

7/25

at

100.00

Caa2  

499,014

815

Buffalo

and

Erie

County

Industrial

Land

Development

Corporation,

New

York,

Revenue

Bonds,

Charter

School

for

Applied

Technologies,

Series

2017A,

4.500%,

6/01/27

6/24

at

103.00

BBB  

818,130

225

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Global

Community

Charter

School

Project,

Series

2022A,

5.000%,

6/15/42

6/32

at

100.00

BB+  

218,554

700

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

Metropolitan

College

of

New

York,

Series

2014,

5.250%,

11/01/34

11/24

at

100.00

BB-  

632,646

1,100

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

South

Bronx

Charter

School

for

International

Cultures

and

the

Arts

Project,

Series

2013A,

5.000%,

4/15/43,

144A

7/23

at

100.00

BB+  

1,036,629

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  

1,002,730

3,805

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1,

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R  

3,214,083

2,500

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020C-1,

5.000%,

6/01/40,

144A

12/30

at

100.00

N/R  

2,049,550

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Richmond

Preparatory

Charter

School

Project,

Social

Impact

Project

Series

2021A:

400

4.000%,

6/01/31,

144A

6/29

at

100.00

N/R  

379,592

450

5.000%,

6/01/36,

144A

6/29

at

100.00

N/R  

448,303

4,210

Glen

Cove

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Garvies

Point

Public

Improvement

Project,

Current

Interest

Series

2016A,

5.000%,

1/01/56

1/27

at

100.00

N/R  

3,681,224

1,000

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2017A,

5.890%,

2/01/32

2/27

at

100.00

N/R  

1,014,060

1,000

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2018A,

6.470%,

2/01/33

2/28

at

100.00

N/R  

1,040,730

800

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2020A,

4.760%,

2/01/27

No

Opt.

Call

N/R  

774,464

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2021A:

580

4.050%,

2/01/31

2/30

at

100.00

A2  

505,516

1,080

4.450%,

2/01/41

2/30

at

100.00

A2  

852,898

4,795

Jefferson

County

Civic

Facility

Development

Corporation,

New

York,

Revenue

Bonds,

Samaritan

Medical

Center

Project,

Series

2017A,

4.000%,

11/01/42

11/27

at

100.00

BB  

3,557,794

1,000

Madison

County

Capital

Resource

Corporation,

New

York,

Revenue

Bonds,

Cazenovia

College

Project,

Series

2019A,

5.500%,

9/01/23

(7)

No

Opt.

Call

N/R  

350,000

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

386

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

3,970

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Variable

Rate

Demand

Obligations,

Series

2002G-1,

3.820%,

11/01/26

(SOFR*0.67%

reference

rate

+

0.430%

spread)

(5)

No

Opt.

Call

BBB+  

$

3,930,062

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Academy

of

Health

Sciences

Charter

School

Project,

Social

Impact

Series

2022:

500

5.000%,

7/01/32,

144A

No

Opt.

Call

N/R  

488,330

1,390

5.625%,

7/01/42,

144A

7/32

at

100.00

N/R  

1,353,624

400

Nassau

County

Local

Economic

Assistance

Corporation,

New

York,

Revenue

Bonds,

Catholic

Health

Services

of

Long

Island

Obligated

Group

Project,

Series

2014B,

5.000%,

7/01/29

7/24

at

100.00

A-  

406,396

New

Rochelle

Corporation,

New

York,

Local

Development

Revenue

Bonds,

Iona

College

Project,

Series

2015A:

210

5.000%,

7/01/27

7/25

at

100.00

BBB  

215,666

375

5.000%,

7/01/28

7/25

at

100.00

BBB  

385,706

6,360

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007,

2.300%,

10/01/27

(7)

7/23

at

100.00

N/R  

5,088,000

2,900

New

York

Counties

Tobacco

Trust

IV,

Tobacco

Settlement

Pass-Through

Bonds,

Series

2010A,

6.250%,

6/01/41,

144A

7/23

at

100.00

B-  

2,900,116

7,850

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

3

World

Trade

Center

Project,

Class

2

Series

2014,

5.375%,

11/15/40,

144A

11/24

at

100.00

N/R  

7,867,270

5,000

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

4

World

Trade

Center

Project,

Refunding

Green

Series

2021A,

2.750%,

11/15/41

11/31

at

100.00

A  

3,902,400

1,180

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021,

4.000%,

10/31/41,

(AMT)

10/31

at

100.00

BBB-  

1,080,007

1,170

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%,

8/01/26,

(AMT)

7/23

at

100.00

B-  

1,171,977

2,465

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020,

5.250%,

8/01/31,

(AMT)

8/30

at

100.00

B-  

2,568,752

1,000

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2021,

3.000%,

8/01/31,

(AMT)

No

Opt.

Call

B  

891,220

4,410

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2018,

5.000%,

1/01/36,

(AMT)

1/28

at

100.00

BB+  

4,552,928

5,500

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.000%,

10/01/30,

(AMT)

No

Opt.

Call

BB+  

5,493,125

2,580

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  

288,728

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A:

10,385

5.000%,

1/01/30,

(AMT)

1/26

at

100.00

C  

8,036,121

4,895

5.000%,

1/01/31,

(AMT)

1/26

at

100.00

C  

3,784,471

3,230

5.000%,

1/01/32,

(AMT)

1/26

at

100.00

C  

2,495,660

5,700

5.000%,

1/01/33,

(AMT)

1/26

at

100.00

C  

4,379,709

2,000

5.000%,

1/01/34,

(AMT)

1/26

at

100.00

C  

1,515,780

6,705

5.000%,

1/01/35,

(AMT)

1/26

at

100.00

C  

5,008,635

387

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

2,100

5.000%,

1/01/36,

(AMT)

1/26

at

100.00

C  

$

1,568,364

1,585

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Taxable

Series

2007B,

5.693%,

1/01/28

-

SYNCORA

GTY

Insured,

144A

No

Opt.

Call

C  

1,513,675

2,500

TSASC

Inc.,

New

York,

Tobacco

Asset-Backed

Bonds,

Series

2006,

5.000%,

6/01/48

6/27

at

100.00

N/R  

2,341,050

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv

Series

2021A:

1,475

5.000%,

7/01/36,

144A

7/27

at

104.00

N/R  

1,349,448

14,950

5.000%,

7/01/46,

144A

7/27

at

104.00

N/R  

12,323,434

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Kendal

on

Hudson

Project,

Refunding

Series

2022B:

275

5.000%,

1/01/27

No

Opt.

Call

BBB+  

280,904

480

5.000%,

1/01/32

1/28

at

103.00

BBB+  

489,605

525

5.000%,

1/01/37

1/28

at

103.00

BBB+  

526,948

500

5.000%,

1/01/41

1/28

at

103.00

BBB+  

492,550

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bonds,

Westchester

Medical

Center

Obligated

Group

Project,

Refunding

Series

2016:

685

5.000%,

11/01/27

11/25

at

100.00

BBB-  

690,699

830

5.000%,

11/01/28

11/25

at

100.00

BBB-  

837,337

Total

New

York

112,294,614

North

Carolina

-

0.0%

1,000

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Tender

Option

Bond

Trust

2016-XG0019,

7.358%,

4/01/36,

144A,

(IF)

(4)

10/26

at

100.00

AA  

1,024,330

240

Mooresville,

North

Carolina,

Special

Assessment

Revenue

Bonds,

Series

2015,

4.375%,

3/01/25,

144A

No

Opt.

Call

N/R  

236,035

900

North

Carolina

Medical

Care

Commission,

Health

Care

Facilities

Revenue

Bonds,

Lutheran

Services

for

the

Aging,

Series

2021A,

4.000%,

3/01/36

3/28

at

103.00

N/R  

764,775

Total

North

Carolina

2,025,140

North

Dakota

-

0.1%

Ward

County

Health

Care,

North

Dakota,

Revenue

Bonds,

Trinity

Obligated

Group,

Series

2017C:

2,300

5.000%,

6/01/43

6/28

at

100.00

BB+  

1,942,534

6,500

5.000%,

6/01/48

6/28

at

100.00

BB+  

5,279,105

Total

North

Dakota

7,221,639

Ohio

-

3.6%

3,880

Brecksville,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Valor

Acres

Project,

Series

2022,

5.625%,

12/01/53,

144A

12/32

at

100.00

N/R  

3,658,840

78,915

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  

9,792,562

8,220

Cleveland,

Ohio,

Airport

Special

Revenue

Bonds,

Continental

Airlines

Inc.

Project,

Series

1998,

5.375%,

9/15/27,

(AMT)

7/23

at

100.00

BB-  

8,243,263

5,000

Columbus-Franklin

County

Finance

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Bridge

Park

D

Block

Project,

Series

2019A-

1,

5.000%,

12/01/51

6/29

at

100.00

N/R  

4,866,650

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

388

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

1,845

Columbus-Franklin

County

Finance

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Easton

Project,

Series

2020,

5.000%,

6/01/28,

144A

No

Opt.

Call

N/R  

$

1,848,469

19,750

County

of

Lucas,

Ohio,

Hospital

Revenue

Bonds,

ProMedica

Healthcare

Obligated

Group,

Series

2018A,

5.250%,

11/15/48

11/28

at

100.00

BB-  

17,258,143

Cuyahoga

County

Ohio,

Health

Care

and

Independent

Living

Facilities,

Revenue

Refunding

Bonds,

Eliza

Jennings

Senior

Care

Network,

Series

2022A:

2,505

5.000%,

5/15/32

5/29

at

103.00

BB+  

2,412,791

3,305

5.375%,

5/15/37

5/29

at

103.00

BB+  

3,141,997

4,310

5.500%,

5/15/42

5/29

at

103.00

BB+  

4,054,331

1,000

Evans

Farm

New

Communty

Authority,

Ohio,

Community

Development

Charge

Revenue

Bonds,

Evans

Farm

Mixed-Use

Project,

Series

2020,

3.375%,

12/01/29

6/29

at

100.00

N/R  

906,200

4,295

Fairfield

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Fairfield

Medical

Center

Project,

Series

2013,

5.000%,

6/15/43

7/23

at

100.00

Ba3  

3,799,056

2,000

Franklin

County

Convention

Facilities

Authority,

Ohio,

Hotel

Project

Revenue

Bonds,

Greater

Columbus

Convention

Center

Hotel

Expansion

Project,

Series

2019,

5.000%,

12/01/51

12/29

at

100.00

BBB-  

1,886,800

Franklin

County,

Ohio,

Health

Care

Facilities

Revenue

Bonds,

Friendship

Village

of

Dublin,

Ohio,

Inc.,

Refunding

&Improvement

Series

2014:

150

5.000%,

11/15/23

No

Opt.

Call

BBB+  

150,559

205

5.000%,

11/15/24

No

Opt.

Call

BBB+  

207,659

200

5.000%,

11/15/25

11/24

at

100.00

BBB+  

202,594

500

5.000%,

11/15/26

11/24

at

100.00

BBB+  

506,600

4,015

Hamilton

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

UC

Health,

Series

2020,

5.000%,

9/15/50

3/30

at

100.00

Baa3  

3,890,495

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  

701,970

525

Jeffrey

Place

New

Community

Authority,

Ohio,

Jeffrey

Place

Redevelopment

Bonds,

Series

2007A,

5.000%,

12/01/32

7/23

at

100.00

N/R  

488,360

200

Jeffrey

Place

New

Community

Authority,

Ohio,

Jeffrey

Place

Redevelopment

Bonds,

Series

2014A,

5.375%,

12/01/23

7/23

at

100.00

N/R  

199,560

7,515

Ohio

Air

Quality

Development

Authority,

Ohio,

Air

Quality

Development

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Series

2009A,

5.700%,

8/01/23

(7)

No

Opt.

Call

N/R  

75

6,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Exempt

Facilities

Revenue

Bonds,

AMG

Vanadium

Project,

Series

2019,

5.000%,

7/01/49,

(AMT),

144A

7/29

at

100.00

B-  

5,533,200

365

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009B,

3.100%,

9/01/23

No

Opt.

Call

N/R  

4

24,100

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-  

21,902,803

25,640

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23

(7)

No

Opt.

Call

N/R  

256

2,065

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010A,

3.125%,

7/01/33

(7)

No

Opt.

Call

N/R  

21

389

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

3,105

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010B,

3.750%,

6/01/33

(7)

No

Opt.

Call

N/R  

$

31

215

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005B,

3.125%,

1/01/34

(7)

No

Opt.

Call

N/R  

2

1,500

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33

(7)

No

Opt.

Call

N/R  

15

1,730

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

(7)

No

Opt.

Call

N/R  

17

3,900

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(7)

No

Opt.

Call

N/R  

39

17,370

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2009A,

4.750%,

6/01/33

No

Opt.

Call

BBB-  

16,732,868

1,000

Ohio

Higher

Educational

Facility

Commission,

Senior

Hospital

Parking

Revenue

Bonds,

University

Circle

Incorporated

2020

Project,

Series

2020,

5.000%,

1/15/40

1/30

at

100.00

A3  

1,009,400

645

Ohio

Housing

Finance

Agency,  Multifamily

Housing

Revenue

Bonds,

Sanctuary

at

Springboro

Project,

Series

20017,

5.125%,

1/01/32,

144A

10/25

at

101.00

N/R  

538,259

12,190

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generating

Corporation

Project,

Refunding

Series

2006A,

3.000%,

5/15/49

(7)

No

Opt.

Call

N/R  

122

8,610

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2005B,

4.000%,

1/01/34

(7)

No

Opt.

Call

N/R  

86

2,905

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

No

Opt.

Call

N/R  

29

5,075

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2008C,

3.950%,

11/01/32

(7)

No

Opt.

Call

N/R  

51

3,580

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010A,

3.750%,

7/01/33

(7)

No

Opt.

Call

N/R  

36

5,230

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Refunding

Series

2010C,

4.000%,

6/01/33

No

Opt.

Call

N/R  

52

14,995

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33

(7)

No

Opt.

Call

N/R  

150

35,080

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2009A,

4.750%,

6/01/33

No

Opt.

Call

BBB-  

33,793,266

490

Port

of

Greater

Cincinnati

Development

Authority,

Ohio,

Public

Improvement

TOT

Revenue

Bonds,

Series

2021,

3.750%,

12/01/31,

144A

12/28

at

100.00

N/R  

425,374

250

Seneca

County,

Ohio,

Health

Care

Facilities

Revenue

Bonds,

VOA

Care

Rehabilitation

Centers,

Inc.,

Series

2014A,

5.625%,

7/01/25

7/24

at

100.00

N/R  

240,508

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

390

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

Southeastern

Ohio

Port

Authority,

Hosptial

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group

Project,

Improvement

Series

2015:

$

430

5.000%,

12/01/23

No

Opt.

Call

B+  

$

430,843

595

5.000%,

12/01/24

No

Opt.

Call

B+  

594,744

415

5.000%,

12/01/25

12/24

at

100.00

B+  

411,440

2,670

5.500%,

12/01/29

12/24

at

100.00

B+  

2,637,933

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020A:

2,000

6.500%,

12/01/30,

(AMT),

144A

12/27

at

103.00

N/R  

1,710,500

6,065

7.000%,

12/01/42,

(AMT),

144A

12/27

at

103.00

N/R  

4,547,476

2,500

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020B,

10.000%,

12/01/27,

(AMT),

144A

12/26

at

105.00

N/R  

2,295,625

Tuscarawas

County

Economic

Development

and

Finance

Alliance,

Ohio,

Higher

Education

Facilities

Revenue

Bonds,

Ashland

University,

Refunding

&

Improvement

Series

2015:

4,180

5.375%,

3/01/27

3/25

at

100.00

N/R  

4,162,569

2,000

6.000%,

3/01/45

3/25

at

100.00

N/R  

1,995,000

Washington

County,

Ohio,

Hospital

Facilities

Revenue

Bonds,

Memorial

Health

System

Obligated

Group,

Series

2022:

5,000

6.375%,

12/01/37

12/32

at

100.00

N/R  

5,052,650

5,000

6.625%,

12/01/42

12/32

at

100.00

N/R  

5,065,000

Total

Ohio

177,297,343

Oklahoma

-

0.5%

2,000

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2018D,

5.450%,

8/15/28

No

Opt.

Call

BB-  

1,714,880

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Taxable

Series

2022:

2,770

5.500%,

8/15/37

8/32

at

100.00

N/R  

2,635,849

1,000

5.500%,

8/15/44

8/32

at

100.00

N/R  

955,840

Tulsa

County

Industrial

Authority,

Oklahoma,

Senior

Living

Community

Revenue

Bonds,

Montereau,

Inc

Project,

Refunding

Series

2017:

500

5.000%,

11/15/26

11/25

at

102.00

BBB-  

515,075

600

5.000%,

11/15/28

11/25

at

102.00

BBB-  

620,604

400

5.000%,

11/15/29

11/25

at

102.00

BBB-  

412,932

1,780

5.000%,

11/15/30

11/25

at

102.00

BBB-  

1,833,970

730

5.000%,

11/15/32

11/25

at

102.00

BBB-  

749,206

9,875

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2000B,

5.500%,

6/01/35,

(AMT)

7/23

at

100.00

N/R  

9,892,182

2,915

Tulsa

Municipal

Airport

Trust,

Oklahoma,

Revenue

Bonds,

American

Airlines

Inc.,

Refunding

Series

2001B,

5.500%,

12/01/35,

(AMT)

7/23

at

100.00

N/R  

2,920,072

1,205

University

of

Oklahoma,

General

Revenue

Bonds,

Refunding

Series

2015A,

5.000%,

7/01/44

7/24

at

100.00

A+  

1,208,615

Total

Oklahoma

23,459,225

Oregon

-

0.2%

750

Clackamas

County

Hospital

Facility

Authority,

Oregon,

Senior

Living

Revenue

Bonds,

Willamette

View

Project,

Series

2017A,

5.000%,

11/15/32

11/25

at

102.00

N/R  

734,595

Multnomah

County

Hospital

Facilities

Authority,

Oregon,

Revenue

Bonds,

Terwilliger

Plaza-Parkview

Project,

Refunding

Green

Series

2021A:

1,865

4.000%,

12/01/36

12/28

at

103.00

BB+  

1,529,188

3,710

4.000%,

12/01/41

12/28

at

103.00

BB+  

2,794,446

391

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Oregon

(continued)

$

740

Oregon

Facilities

Authority,

Revenue

Bonds,

Metro

East

Web

Academy

Project,

Series

2019A,

3.750%,

6/15/29,

144A

6/27

at

102.00

N/R  

$

684,641

430

Oregon

Facilities

Authority,

Revenue

Bonds,

Redmond

Proficiency

Academy

Project,

Series

2016A,

4.500%,

6/15/28

6/25

at

100.00

N/R  

415,195

75

Oregon

Housing

and

Community

Services

Department,

Multifamily

Housing

Revenue

Bonds,

Series

2012B,

3.700%,

7/01/32,

(AMT)

7/23

at

100.00

Aaa  

74,719

1,000

Oregon

State

Facilities

Authority,

Oregon,

Charter

School

Revenue

Bonds,

Academy

for

Character

Education,

Series

2022A,

6.750%,

6/15/42,

144A

6/32

at

100.00

N/R  

1,009,280

235

Polk

County

Hospital

Facility

Authority,

Oregon,

Revenue

Bonds,

Dallas

Retirement

Village

Project,

Series

2015A,

5.000%,

7/01/25

No

Opt.

Call

N/R  

233,160

405

Port

of

Saint

Helens,

Oregon,

Pollution

Control

Revenue

Bonds,

Boise

Cascade

Project,

Series

1997,

5.650%,

12/01/27

7/23

at

100.00

N/R  

405,794

3,965

Yamhill

County

Hospital

Authority,

Oregon,

Revenue

Bonds,

Friendsview

Retirement

Community,

Refunding

Series

2021A,

5.000%,

11/15/46

11/28

at

103.00

N/R  

3,166,489

Total

Oregon

11,047,507

Pennsylvania

-

4.3%

3,945

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center

System,

Series

2007A-1,

4.370%,

2/01/37

(3-Month

LIBOR*0.67%

reference

rate

+

0.820%

spread)

(5)

8/23

at

100.00

A  

3,883,379

125

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

,

Charter

School

Revenue

Bonds,

Propel

Charter

School-Sunrise,

Series

2013,

5.250%,

7/15/23

No

Opt.

Call

BB+  

125,045

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corp.,

Refunding

Series

2019:

3,470

4.875%,

11/01/24

No

Opt.

Call

B1  

3,492,486

1,750

5.125%,

5/01/30

No

Opt.

Call

B1  

1,798,002

5,042

Allegheny

County

Redevelopment

Authority,

Pennsylvania,

TIF

Revenue

Bonds,

Pittsburg

Mills

Project,

Series

2004,

5.600%,

7/01/23

(7)

6/23

at

100.00

N/R  

4,134,492

225

Allentown

Commercial

and

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Arts

Academy

Charter

Middle

School

Foundation

Project,

Taxable

Series

2022B,

5.000%,

6/15/26,

144A

No

Opt.

Call

N/R  

216,551

2,000

Allentown

Commercial

and

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Executive

Education

Academy

Charter

School,

Series

2017,

5.875%,

7/01/32,

144A

7/24

at

100.00

N/R  

2,007,480

8,195

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Project,

Refunding

Series

2006A,

3.500%,

4/01/41

(7)

No

Opt.

Call

N/R  

82

6,755

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35

(7)

No

Opt.

Call

N/R  

68

8,470

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008A,

2.700%,

4/01/35

(7)

No

Opt.

Call

N/R  

85

18,995

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2006B,

3.500%,

12/01/35

(7)

No

Opt.

Call

N/R  

190

13,790

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-  

10,129,996

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

392

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

Berks

County

Industrial

Development

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Tower

Health

Project,

Series

2017:

$

3,410

4.000%,

11/01/33

11/27

at

100.00

B  

$

2,144,378

1,195

5.000%,

11/01/37

11/27

at

100.00

B  

774,874

625

5.000%,

11/01/47

11/27

at

100.00

B  

404,900

10,865

5.000%,

11/01/50

11/27

at

100.00

B  

7,037,695

13,090

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Reading

Hospital

&

Medical

Center

Project,

Series

2012A,

5.000%,

11/01/44

7/23

at

100.00

B  

8,481,796

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020A:

1,015

5.000%,

2/01/26

No

Opt.

Call

B  

711,312

750

5.000%,

2/01/29

No

Opt.

Call

B  

487,297

700

5.000%,

2/01/31

No

Opt.

Call

B  

454,510

800

5.000%,

2/01/32

No

Opt.

Call

B  

519,304

7,685

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-1,

5.000%,

2/01/40,

(Mandatory

Put

2/01/25)

8/24

at

101.73

B  

5,393,640

6,225

Berks

County

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Tower

Health

Project,

Series

2020B-2,

5.000%,

2/01/40,

(Mandatory

Put

2/01/27)

8/26

at

101.63

B  

4,234,930

8,495

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Grand

View

Hospital,

Series

2021,

4.000%,

7/01/46

7/31

at

100.00

BB  

6,272,198

1,970

Bucks

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

School

Lane

Charter

School

Project,

Series

2016,

5.000%,

3/15/26

No

Opt.

Call

BBB-  

1,984,046

4,950

Butler

County

General

Authority,

Pennsylvania,

School

Revenue

Bonds,

Butler

Area

School

District

Project,

Series

2007,

4.407%,

10/01/34

(3-Month

LIBOR*0.67%

reference

rate

+

0.700%

spread)

(5)

7/23

at

100.00

A1  

4,728,092

295

Chester

County

Health

and

Education

Facilities

Authority,

Pennsylvania,

Revenue

Bonds,

Simpson

Senior

Services

Project,

Series

2015A,

5.000%,

12/01/30

12/25

at

100.00

N/R  

278,223

985

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Avon

Grove

Charter

School

Revenue

Bonds,

Series

2017A,

4.000%,

12/15/27

No

Opt.

Call

BBB-  

965,921

2,790

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Collegium

Charter

School

Project,

Series

2017A,

5.000%,

10/15/27

4/27

at

100.00

BB  

2,771,781

6,040

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Collegium

Charter

School

Project,

Series

2022,

5.625%,

10/15/42,

144A

10/32

at

100.00

BB  

5,959,004

205

Chester

County

Industrial

Development

Authority,

Pennsylvania,

Special

Obligation

Bonds,

Woodlands

at

Greystone

Project,

Series

2018,

4.375%,

3/01/28,

144A

No

Opt.

Call

N/R  

202,483

1,000

Clarion

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Clarion

University

Foundation

Inc.

Student

Housing

Project

at

Clarion

University,

Series

2014A,

5.000%,

7/01/34

7/24

at

100.00

A1  

1,014,900

Dallas

Area

Municipal

Authority,

Pennsylvania,

Revenue

Bonds,

Misericordia

University,

Series

2014:

500

5.000%,

5/01/24

No

Opt.

Call

Baa3  

498,970

2,500

5.000%,

5/01/37

5/24

at

100.00

Baa3  

2,469,550

2,000

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  

1,821,600

393

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

5,000

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  

$

5,021,650

365

Delaware

County

Authority,

Pennsylvania,

Revenue

Bonds,

Elwyn,

Inc.

Project,

Series

2017,

5.000%,

6/01/27

6/25

at

102.00

BB+  

358,769

60,000

Delaware

Valley

Regional

Finance

Authority,

Pennsylvania,

Local

Government

Revenue

Bonds,

Series

2018E,

2.073%,

9/01/48,

(Mandatory

Put

9/01/25)

(1-Month

LIBOR*0.67%

reference

rate

+

0.880%

spread),

(UB)

(4),(5)

9/24

at

100.00

A+  

59,951,400

870

East

Allegheny

School

District,

Allegheny

County,

Pennsylvania,

General

Obligation

Bonds,

Limited

Tax

Series

2018A,

4.125%,

10/01/39

-

BAM

Insured

7/23

at

100.00

A1  

870,078

East

Hempfield

Township

Industrial

Development

Authority,

Pennsylvania,

Student

Services

Inc

-

Student

Housing

Project

at

Millersville

University,

Series

2014:

405

5.000%,

7/01/24,

(ETM)

No

Opt.

Call

N/R  (6)

411,820

1,000

5.000%,

7/01/29,

(Pre-refunded

7/01/24)

7/24

at

100.00

N/R  (6)

1,016,840

2,000

Lancaster

County

Hospital

Authority,

Pennsylvania,

Health

Center

Revenue

Bonds,

Masonic

Villages

Project,

Series

2015,

5.000%,

11/01/35

5/25

at

100.00

A  

2,027,580

Lancaster

County

Hospital

Authority,

Pennsylvania,

Revenue

Bonds,

United

Zion

Retirement

Community,

Series

2017A:

1,955

4.500%,

12/01/29

6/27

at

100.00

N/R  

1,810,643

500

5.000%,

12/01/32

6/27

at

100.00

N/R  

457,355

1,775

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Charter

School

Revenue

Bonds,

Seven

Generations

Charter

School,

Series

2021A,

4.000%,

5/01/41

5/30

at

100.00

BB  

1,448,542

1,000

McCandless

Industrial

Development

Authority,

Pennsylvania,

La

Roche

University

Revenue

Bonds,

Series

A

and

B

of

2022,

6.750%,

12/01/46

12/32

at

100.00

N/R  

948,260

Montgomery

County

Higher

Education

and

Health

Authority,

Pennsylvania,

Revenue

Bonds,

Holy

Redeemer

Health

System

Inc.,

Refunding

Series

2014A:

1,165

5.000%,

10/01/24

No

Opt.

Call

Ba2  

1,168,250

1,200

5.000%,

10/01/25

10/24

at

100.00

Ba2  

1,201,812

2,030

5.000%,

10/01/26

10/24

at

100.00

Ba2  

2,035,177

1,000

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Whitemarsh

Continuing

Care

Retirement

Community

Project,

Series

2015,

5.000%,

1/01/30

1/25

at

100.00

N/R  

975,140

1,355

Northampton

County

Industrial

Development

Authority,

Pennsylvania,

Tax

Increment

Financing

Revenue

Bonds,

Route

33

Project,

Series

2013,

7.000%,

7/01/32

7/23

at

100.00

N/R  

1,357,033

635

Northeastern

Pennsylvania

Hospital

and

Education

Authority,

University

Revenue

Bonds,

Wilkes

University

Project,

Refunding

Series

2016A,

5.000%,

3/01/27

3/26

at

100.00

BBB-  

649,281

5,160

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2020A-1,

10.000%,

12/01/40,

144A

(7)

6/30

at

100.00

N/R  

4,663,660

5,160

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

(7)

6/30

at

100.00

N/R  

4,663,660

6,055

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2021A,

10.000%,

12/01/31

(7),(8)

No

Opt.

Call

N/R  

5,035,701

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

394

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

5,000

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

National

Gypsum

Company,

Refunding

Series

2014,

5.500%,

11/01/44,

(AMT)

11/24

at

100.00

N/R  

$

5,021,650

8,585

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2005A,

3.750%,

12/01/40

(7)

No

Opt.

Call

N/R  

86

140

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor.,

Series

2006A,

2.550%,

11/01/41

(7)

No

Opt.

Call

N/R  

1

500

Pennsylvania

Economic

Development

Financing

Authority,

Pennsylvania,

Private

Activity

Revenue

Bonds,

The

PennDOT

Major

Bridges

Package

One

Project,

Series

2022,

5.500%,

6/30/39,

(AMT)

12/32

at

100.00

BBB-  

550,845

2,690

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

University

of

the

Sciences

in

Philadelphia,

Series

2015A,

5.000%,

11/01/29

11/25

at

100.00

N/R  

2,752,112

Philadelphia

Authority

for

Industrial

Development

Senior

Living

Facilities,

Philadelphia,

Pennsylvania,

Revenue

Bonds,

Wesley

Enhanced

Living

Obligated

Group,

Series

2017A:

200

5.000%,

7/01/31

7/27

at

100.00

BB  

185,514

500

5.000%,

7/01/32

7/27

at

100.00

BB  

459,095

7,000

Philadelphia

Authority

for

Industrial

Development

Senior

Living

Facilities,

Philadelphia,

Pennsylvania,

Revenue

Bonds,

Wesley

Enhanced

Living

Obligated

Group,

Taxable

Series

2017B,

6.250%,

7/01/31

No

Opt.

Call

BB  

6,437,270

360

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Charter

School

Revenue

Bonds,

Mast

Community

Charter

School

II

Project,

Series

2020A,

5.000%,

8/01/30

No

Opt.

Call

BBB-  

369,371

665

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Charter

School

Revenue

Bonds,

Philadelphia

Electrical

&

Technology

Charter

School,

Series

2021A,

4.000%,

6/01/31

No

Opt.

Call

BB  

632,841

875

Quakertown

General

Authority

Health

Facilities

Revenue

USDA

Loan

Anticipation

Notes

and

Revenue

Bonds

for

LifeQuest

Obligated

Group,

Pennsylvania,

Series

2017C,

5.300%,

7/01/42

7/23

at

100.00

N/R  

758,826

2,845

Saint

Mary

Hospital

Authority,

Pennsylvania,

Health

System

Revenue

Bonds,

Catholic

Health

East,

Series

2007F,

4.395%,

11/15/34

(3-Month

LIBOR*0.67%

reference

rate

+

0.830%

spread)

(5)

7/23

at

100.00

AA-  

2,782,581

Scranton,

Lackawanna

County,

Pennsylvania,

General

Obligation

Bonds,

Refunding

Series

2017:

405

5.000%,

9/01/25,

144A

No

Opt.

Call

BBB-  

403,032

420

5.000%,

9/01/26,

144A

No

Opt.

Call

BBB-  

418,765

440

5.000%,

9/01/27,

144A

No

Opt.

Call

BBB-  

439,014

5,000

Scranton-Lackawanna

Health

and

Welfare

Authority,

Pennsylvania,

University

Revenue

Bonds,

Marywood

University,

Series

2016,

5.000%,

6/01/36

6/26

at

100.00

BB+  

4,735,400

195

Washington

County

Redevelopment

Authority,

Pennsylvania,

Tanger

Outlet

Victory

Center

Tax

Increment

Bonds,

Series

2018,

4.000%,

7/01/23

No

Opt.

Call

BB  

195,000

4,980

Westmoreland

County

Industrial

Development

Authority,

Pennsylvania,

Retirement

Community

Revenue

Bonds,

Redstone

Presbyterian

SeniorCare

Obligated

Group,

Refunding

Bonds,

Series

2021,

4.000%,

5/15/41

5/28

at

103.00

N/R  

3,865,078

Total

Pennsylvania

211,478,392

395

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

-

4.5%

$

48,500

Children's

Trust

Fund,

Puerto

Rico,

Tobacco

Settlement

Asset-Backed

Bonds,

Series

2005A,

0.000%,

5/15/50

7/23

at

18.02

N/R  

$

8,699,445

3,975

HTA

Claas

6,

Puerto

Rico

Highway

and

Transportation

Authority

Highway

Revenue

Bonds,

Series

2022,

5.250%,

7/01/38

7/23

at

100.00

N/R  

3,977,107

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Forward

Delivery

Series

2022A:

5,230

5.000%,

7/01/33,

144A

7/32

at

100.00

N/R  

5,382,454

4,900

5.000%,

7/01/37,

144A

7/32

at

100.00

N/R  

4,935,231

10,700

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2020A,

5.000%,

7/01/35,

144A

7/30

at

100.00

N/R  

10,844,664

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A:

275

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R  

282,540

500

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R  

503,265

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B:

2,500

5.000%,

7/01/33,

144A

7/31

at

100.00

N/R  

2,568,550

5,334

5.000%,

7/01/37,

144A

7/31

at

100.00

N/R  

5,368,831

6,500

4.000%,

7/01/47,

144A

7/31

at

100.00

N/R  

5,477,095

214

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC  

216,251

1,570

Puerto

Rico

Electric

Power

Authority,

5.250%,

7/01/29

No

Opt.

Call

N/R  

1,556,967

11,790

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Federally

Taxable

Build

America

Bonds,

Series

2010YY,

4.050%,

7/01/40

(7)

7/23

at

100.00

D  

4,450,725

635

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2005SS,

3.926%,

7/01/30

(7)

7/23

at

100.00

D  

239,713

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2010DDD:

1,000

5.000%,

7/01/20

(7)

No

Opt.

Call

N/R  

375,000

6,017

3.957%,

7/01/25

(7)

No

Opt.

Call

D  

2,256,375

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

8,375

4.800%,

7/01/29

(7)

7/23

at

100.00

D  

3,161,562

3,000

5.000%,

7/01/29

(7)

7/23

at

100.00

D  

1,132,500

6,878

3.957%,

7/01/42

(7)

7/23

at

100.00

D  

2,596,445

45

5.050%,

7/01/42

(7)

7/23

at

100.00

D  

16,988

470

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2003NN,

5.500%,

7/01/20

(7)

No

Opt.

Call

D  

176,250

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT:

200

5.000%,

7/01/17

(7)

No

Opt.

Call

N/R  

75,000

1,140

5.000%,

7/01/21

(7)

No

Opt.

Call

N/R  

427,500

6,205

3.957%,

7/01/23

(7)

No

Opt.

Call

Ca  

2,326,875

450

5.000%,

7/01/23

(7)

No

Opt.

Call

D  

168,750

2,255

3.957%,

7/01/24

(7)

7/23

at

100.00

D  

851,262

35

5.000%,

7/01/25

(7)

7/23

at

100.00

D  

13,213

115

5.000%,

7/01/27

(7)

7/23

at

100.00

D  

43,412

1,242

3.957%,

7/01/32

(7)

7/23

at

100.00

D  

468,855

2,310

3.957%,

7/01/37

(7)

7/23

at

100.00

D  

872,025

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007VV:

1,100

3.999%,

7/01/20

(7)

No

Opt.

Call

D  

412,500

4,480

5.250%,

7/01/35

-

NPFG

Insured

No

Opt.

Call

D  

4,401,824

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

396

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA:

$

975

3.978%,

7/01/23

(7)

No

Opt.

Call

D  

$

365,625

2,000

5.250%,

7/01/24

(7)

7/23

at

100.00

D  

755,000

1,000

5.250%,

7/01/25

(7)

7/23

at

100.00

D  

377,500

2,140

5.250%,

7/01/27

(7)

7/23

at

100.00

D  

807,850

9,664

3.978%,

7/01/28

(7)

7/23

at

100.00

D  

3,648,160

7,020

5.250%,

7/01/29

(7)

7/23

at

100.00

D  

2,650,050

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010CCC:

50

5.000%,

7/01/23

(7)

No

Opt.

Call

N/R  

18,750

2,100

5.000%,

7/01/24

(7)

7/23

at

100.00

D  

792,750

400

4.625%,

7/01/25

(7)

7/23

at

100.00

D  

151,000

50

5.000%,

7/01/25

(7)

7/23

at

100.00

D  

18,875

1,995

3.978%,

7/01/27

(7)

7/23

at

100.00

D  

753,112

6,135

3.990%,

7/01/28

(7)

7/23

at

100.00

D  

2,315,963

490

5.000%,

7/01/28

(7)

7/23

at

100.00

D  

184,975

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010XX:

695

3.926%,

7/01/25

(7)

7/23

at

100.00

D  

262,362

110

5.250%,

7/01/27

(7)

7/23

at

100.00

D  

41,525

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

1,145

5.250%,

7/01/21

(7)

No

Opt.

Call

D  

429,375

18,275

3.978%,

7/01/23

(7)

No

Opt.

Call

N/R  

6,853,125

4,320

5.250%,

7/01/23

(7)

No

Opt.

Call

D  

1,620,000

350

5.000%,

7/01/24

(7)

7/23

at

100.00

D  

132,125

1,260

5.250%,

7/01/24

(7)

7/23

at

100.00

D  

475,650

1,090

5.000%,

7/01/28

(7)

7/23

at

100.00

D  

411,475

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2013A:

730

7.000%,

7/01/33

(7)

7/23

at

100.00

D  

275,575

3,415

6.750%,

7/01/36

(7)

7/23

at

100.00

D  

1,289,162

745

7.000%,

7/01/43

(7)

7/23

at

100.00

D  

281,238

500

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2016C-4,

7.500%,

7/01/20

(7)

No

Opt.

Call

N/R  

187,500

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW:

280

5.500%,

7/01/21

(7)

No

Opt.

Call

D  

105,000

5,597

5.375%,

7/01/23

(7)

No

Opt.

Call

D  

2,098,875

2,850

5.375%,

7/01/23

(7)

No

Opt.

Call

N/R  

1,068,750

20

5.250%,

7/01/25

(7)

7/23

at

100.00

D  

7,550

130

5.000%,

7/01/28

(7)

7/23

at

100.00

D  

49,075

1,060

3.978%,

7/01/33

(7)

7/23

at

100.00

D  

400,150

3,990

3.999%,

7/01/38

(7)

7/23

at

100.00

D  

1,506,225

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Taxable

Build

America

Bond

Series

2010EE:

2,460

5.950%,

7/01/30

(7)

7/23

at

100.00

D  

928,650

3,220

4.061%,

7/01/40

(7)

7/23

at

100.00

D  

1,215,550

4,776

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00

N/R  

4,656,838

24,835

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022B,

0.000%,

7/01/32

No

Opt.

Call

N/R  

15,828,587

6,252

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/53

1/33

at

100.00

N/R  

3,829,072

530

Puerto

Rico

Municipal

Finance

Agency,

Series

2002A,

5.000%,

8/01/27

-

AGM

Insured

7/23

at

100.00

A1  

533,196

397

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

$

585

0.000%,

7/01/27

No

Opt.

Call

N/R  

$

497,502

570

0.000%,

7/01/29

7/28

at

98.64

N/R  

443,540

19,680

0.000%,

7/01/46

7/28

at

41.38

N/R  

5,553,106

22,500

0.000%,

7/01/51

7/28

at

30.01

N/R  

4,756,500

4,164

4.750%,

7/01/53

7/28

at

100.00

N/R  

3,978,202

9,865

5.000%,

7/01/58

7/28

at

100.00

N/R  

9,641,656

6,226

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Taxable

Restructured

Cofina

Project

Series

2019A-2,

4.329%,

7/01/40

7/28

at

100.00

N/R  

5,936,678

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

6,509

5.375%,

7/01/25

No

Opt.

Call

N/R  

6,673,154

2,728

5.625%,

7/01/29

No

Opt.

Call

N/R  

2,926,148

27,917

0.000%,

7/01/33

7/31

at

89.94

N/R  

17,108,099

4,568

4.000%,

7/01/33

7/31

at

103.00

N/R  

4,350,838

10,092

4.000%,

7/01/35

7/31

at

103.00

N/R  

9,405,831

2,439

4.000%,

7/01/37

7/31

at

103.00

N/R  

2,195,464

19,636

4.000%,

7/01/41

7/31

at

103.00

N/R  

17,112,291

33

4.000%,

7/01/46

7/31

at

103.00

N/R  

27,763

1,976

Puerto

Rico,

General

Obligation

Bonds,

Vintage

CW

NT

Claims

Taxable

Series

2022,

0.000%,

11/01/43

No

Opt.

Call

N/R  

997,763

University

of

Puerto

Rico,

University

System

Revenue

Bonds,

Refunding

Series

2006P:

250

5.000%,

6/01/24

7/23

at

100.00

CC  

248,620

275

5.000%,

6/01/30

7/23

at

100.00

CC  

266,709

Total

Puerto

Rico

223,725,278

Rhode

Island

-

0.2%

8,010

Rhode

Island

Health

and

Educational

Building

Corporation,

Hospital

Financing

Revenue

Bonds,

Care

New

England

Issue,

Refunding

Series

2016B,

5.000%,

9/01/31

9/26

at

100.00

B+  

7,917,164

1,115

Rhode

Island

Health

and

Educational

Building

Corporation,

Revenue

Bonds,

Care

New

England

Health

System,

Series

2013A,

5.000%,

9/01/23,

(ETM)

No

Opt.

Call

N/R  (6)

1,117,821

Total

Rhode

Island

9,034,985

South

Carolina

-

0.6%

15,315

Patriots

Energy

Group

Financing

Agency,

South

Carolina,

Gas

Supply

Revenue

Bonds,

Series

2018A,

4.000%,

10/01/48,

(Mandatory

Put

2/01/24)

11/23

at

100.30

AA-  

15,317,297

Richland

County,

South

Carolina,

Special

Assessment

Revenue

Bonds,

Village

at

Sandhill

Improvement

District,

Refunding

Series

2021:

1,000

3.625%,

11/01/31,

144A

11/26

at

103.00

N/R  

848,470

1,270

3.750%,

11/01/36,

144A

11/26

at

103.00

N/R  

1,006,335

935

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

Hilton

Head

Christian

Academy,

Series

2020,

5.000%,

1/01/40,

144A

1/30

at

100.00

N/R  

858,124

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

Palmetto

Scholars

Academy

Project,

Series

2015A:

100

4.500%,

8/15/25,

144A

2/25

at

100.00

BB  

97,099

500

5.125%,

8/15/35,

144A

2/25

at

100.00

BB  

453,290

125

South

Carolina

Jobs-Economic

Development

Authority,

Economic

Development

Revenue

Bonds,

York

Preparatory

Academy

Project,

Series

2014A,

5.750%,

11/01/23,

(ETM),

144A

No

Opt.

Call

N/R  (6)

125,868

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

398

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

1,200

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

High

Point

Academy

Project,

Series

2018A,

5.000%,

6/15/29,

144A

12/26

at

100.00

Ba1  

$

1,206,744

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

Virtus

Academy

Project,

Series

2021A:

200

4.000%,

6/15/31,

144A

6/29

at

100.00

N/R  

181,616

920

5.000%,

6/15/41,

144A

6/29

at

100.00

N/R  

800,529

400

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

Palmetto

Health,

Refunding

Series

2013A,

5.250%,

8/01/24,

(Pre-refunded

8/01/23)

8/23

at

100.00

N/R  (6)

400,560

250

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

7/23

at

100.00

N/R  

275,220

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016A:

540

5.000%,

12/01/27

6/26

at

100.00

A-  

562,048

125

5.000%,

12/01/28

6/26

at

100.00

A-  

129,655

830

5.000%,

12/01/29

6/26

at

100.00

A-  

861,856

5,000

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

Series

2016B,

5.000%,

12/01/56

12/26

at

100.00

A-  

5,024,600

Total

South

Carolina

28,149,311

Tennessee

-

0.7%

500

Blount

County

Health

and

Educational

Facilites

Board,

Tennessee,

Revenue

Refunding

Bonds,

Asbury,

Inc.,

Series

2016A,

5.000%,

1/01/31

(7)

1/25

at

102.00

N/R  

300,000

Bristol

Industrial

Development

Board,

Tennessee,

State

Sales

Tax

Revenue

Bonds,

Pinnacle

Project,

Capital

Appreciation

Series

2016B:

1,905

0.000%,

12/01/24,

144A

No

Opt.

Call

N/R  

1,770,926

3,135

0.000%,

12/01/25,

144A

No

Opt.

Call

N/R  

2,760,430

3,245

0.000%,

12/01/26,

144A

No

Opt.

Call

N/R  

2,699,386

8,810

0.000%,

12/01/31,

144A

No

Opt.

Call

N/R  

5,480,261

Bristol

Industrial

Development

Board,

Tennessee,

State

Sales

Tax

Revenue

Bonds,

Pinnacle

Project,

Series

2016A:

1,850

5.000%,

12/01/35,

144A

12/26

at

100.00

N/R  

1,731,896

2,500

5.125%,

12/01/42,

144A

12/26

at

100.00

N/R  

2,259,000

1,080

Bristol

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Pinnacle

Project,

Series

2016,

5.000%,

6/01/27

6/26

at

100.00

N/R  

1,030,860

2,350

Chattanooga-Hamilton

County

Hospital

Authority,

Tennessee,

Hospital

Revenue

Bonds,

Erlanger

Health

System,

Refunding

Series

2014A,

5.000%,

10/01/44

10/24

at

100.00

Baa2  

2,351,011

1,190

Knox

County

Health,

Educational

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

University

Health

System,

Inc.,

Series

2017,

5.000%,

4/01/36

4/27

at

100.00

BBB  

1,227,723

Knox

County

Health,

Educational,

and

Housing

Facilities

Board,

Tennessee,

Revenue

Bonds,

Provision

Center

for

Proton

Therapy

Project,

Series

2014:

14,053

5.250%,

5/01/25,

144A

(7)

11/24

at

100.00

N/R  

1,405

4,511

6.000%,

5/01/34,

144A

(7)

11/24

at

100.00

N/R  

451

6,955

Knoxville

Industrial

Development

Board,

Tennessee,

Multifamily

Revenue

Bonds,

Pines

Apartments

Project,

Series

2008,

6.070%,

8/01/48,

(Mandatory

Put

9/01/23)

9/23

at

100.00

N/R  

6,951,521

775

Memphis/Shelby

County

Economic

Development

Growth

Engine

Industrial

Development

Board,

Tennessee,

Tax

Increment

Revenue

Bonds,

Graceland

Project,

Senior

Series

2017A,

4.750%,

7/01/27

(7)

No

Opt.

Call

N/R  

668,011

399

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

(continued)

The

Health

and

Educational

Facilities

Board

of

the

City

of

Franklin,

Tennessee,

Revenue

Bonds,

Provision

Cares

Proton

Therapy

Center,

Nashville

Project,

Series

2017A:

$

4,000

6.500%,

6/01/27,

144A

(7)

No

Opt.

Call

N/R  

$

880,000

12,635

7.125%,

6/01/32,

144A

(7)

6/27

at

100.00

N/R  

2,779,700

The

Tennessee

Energy

Acquisition

Corporation,

Gas

Revenue

Bonds,

Series

2006C:

40

5.000%,

2/01/24

No

Opt.

Call

Baa2  

40,150

190

5.000%,

2/01/25

No

Opt.

Call

Baa2  

191,626

Total

Tennessee

33,124,357

Texas

-

8.3%

2,000

Abilene

Convention

Center

Hotel

Development

Corporation,

Texas,

Hotel

Revenue

Bonds,

Second-Lien

Series

2021B,

3.750%,

10/01/31,

144A

No

Opt.

Call

N/R  

1,761,200

725

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Area

1

Project,

Series

2019,

5.750%,

9/01/29,

144A

No

Opt.

Call

N/R  

739,717

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Area

2

Project,

Series

2022:

250

5.000%,

9/01/28,

144A

No

Opt.

Call

N/R  

250,575

1,000

5.750%,

9/01/42,

144A

9/32

at

100.00

N/R  

1,006,980

480

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Hurricane

Creek

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

6.000%,

9/01/29,

144A

No

Opt.

Call

N/R  

493,608

Anna,

Texas,

Special

Assessment

Revenue

Bonds,

Sherley

Tract

Public

Improvement

District

2

Area

1

Project,

Series

2021:

375

3.250%,

9/15/26,

144A

No

Opt.

Call

N/R  

345,315

500

3.750%,

9/15/31,

144A

No

Opt.

Call

N/R  

429,245

250

4.000%,

9/15/41,

144A

9/31

at

100.00

N/R  

211,815

310

Argyle,

Texas,

Special

Assessment

Revenue

Bonds,

Highlands

of  Argyle

Public

Improvement

District

1

Project,

Series

2017,

4.250%,

9/01/27

No

Opt.

Call

N/R  

309,278

1,000

Argyle,

Texas,

Special

Assessment

Revenue

Bonds,

Waterbrook

of  Argyle

Public

Improvement

District

Project,

Series

2018,

4.625%,

9/01/28,

144A

No

Opt.

Call

N/R  

1,007,040

2,000

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Basis

Schools,

Refunding

Series

2021,

4.500%,

6/15/56,

(Mandatory

Put

6/15/26),

144A

6/24

at

100.00

Ba2  

1,983,640

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2021A:

1,400

4.000%,

2/15/31

2/30

at

100.00

N/R  

1,245,818

2,510

4.125%,

2/15/41

2/30

at

100.00

N/R  

1,909,633

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2022A:

630

5.000%,

2/15/32,

144A

2/30

at

100.00

N/R  

597,397

1,500

6.000%,

2/15/42,

144A

2/30

at

100.00

N/R  

1,424,220

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Magellan

International

School,

Series

2022:

1,245

5.500%,

6/01/32,

144A

6/29

at

103.00

Ba2  

1,273,062

5,085

6.000%,

6/01/42,

144A

6/29

at

103.00

Ba2  

5,119,477

705

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

UME

Preparatory

Academy,

Taxable

Series

2017A,

4.550%,

8/15/28

8/27

at

100.00

N/R  

684,717

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

400

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Jackson

Ridge

Public

Improvement

District

Phases

2

Project,

Series

2018:

$

175

5.000%,

9/01/23,

144A

No

Opt.

Call

N/R  

$

175,222

530

5.500%,

9/01/28,

144A

9/23

at

103.00

N/R  

544,480

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Jackson

Ridge

Public

Improvement

District

Phases

3A

Project,

Series

2021:

441

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

406,174

622

3.000%,

9/01/31,

144A

9/28

at

100.00

N/R  

547,715

775

Aubrey,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Winn

Ridge

South

Public

Improvement

District

Project,

Series

2017,

5.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

792,685

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

First

Tier

Series

2017A:

165

5.000%,

1/01/30

1/27

at

100.00

BB+  

168,788

1,800

5.000%,

1/01/31

1/27

at

100.00

BB+  

1,841,904

1,700

5.000%,

1/01/32

1/27

at

100.00

BB+  

1,738,675

985

5.000%,

1/01/33

1/27

at

100.00

BB+  

1,006,227

580

5.000%,

1/01/34

1/27

at

100.00

BB+  

593,218

Austin

Convention

Enterprises

Inc.,

Texas,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Second

Tier

Series

2017B:

1,445

5.000%,

1/01/24

No

Opt.

Call

B  

1,441,590

540

5.000%,

1/01/25

No

Opt.

Call

B  

537,073

1,680

5.000%,

1/01/27

No

Opt.

Call

B  

1,671,146

990

5.000%,

1/01/28

1/27

at

100.00

B  

988,356

1,445

5.000%,

1/01/29

1/27

at

100.00

B  

1,444,899

880

5.000%,

1/01/30

1/27

at

100.00

B  

880,713

1,985

5.000%,

1/01/32

1/27

at

100.00

B  

1,984,901

1,525

5.000%,

1/01/34

1/27

at

100.00

B  

1,525,976

405

Austin,

Travis,

Williamson

and

Hays

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

Valley

Public

Improvement

District

Improvement

Area

1,

Series

2019,

4.000%,

11/01/29,

144A

No

Opt.

Call

N/R  

394,421

800

Austin,

Travis,

Williamson

and

Hays

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

Valley

Public

Improvement

District

Improvement

Area

2,

Series

2022,

5.375%,

11/01/42,

144A

11/32

at

100.00

N/R  

805,760

900

Baytown

Municipal

Development

District,

Texas,

Hotel

Revenue

Bonds,

Baytown

Convention

Center

Hotel,

First-Lien

Series

2021A,

2.500%,

10/01/31

No

Opt.

Call

BBB-  

766,755

750

Baytown

Municipal

Development

District,

Texas,

Hotel

Revenue

Bonds,

Baytown

Convention

Center

Hotel,

Second-Lien

Series

2021B,

3.500%,

10/01/31,

144A

No

Opt.

Call

BB  

643,275

Bee

Cave,

Travis

County,

Texas,

Special

Assessment

Revenue

Bonds,

Backyard

Public

Improvement

District

Project,

Series

2021:

285

4.125%,

9/01/26,

144A

No

Opt.

Call

N/R  

272,936

565

4.750%,

9/01/31,

144A

No

Opt.

Call

N/R  

520,105

1,645

5.000%,

9/01/41,

144A

9/31

at

100.00

N/R  

1,524,438

Caddo

Mills

Municipal

Management

District

No.

1,

Texas,

General

Obligation

Bonds,

Tax

Road

Series

2021:

130

2.000%,

9/01/27

9/26

at

100.00

N/R  

119,388

135

2.000%,

9/01/28

9/26

at

100.00

N/R  

122,112

140

2.125%,

9/01/29

9/26

at

100.00

N/R  

125,661

145

2.250%,

9/01/30

9/26

at

100.00

N/R  

129,292

150

2.250%,

9/01/31

9/26

at

100.00

N/R  

131,835

315

2.250%,

9/01/33

9/26

at

100.00

N/R  

268,793

335

2.500%,

9/01/35

9/26

at

100.00

N/R  

282,331

540

2.500%,

9/01/38

9/26

at

100.00

N/R  

419,904

401

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

595

2.750%,

9/01/41

9/26

at

100.00

N/R  

$

451,635

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cambridge

Crossing

Public

Improvement

District

Phase

1

Project,

Series

2018:

190

4.125%,

9/01/23,

144A

No

Opt.

Call

N/R  

189,954

1,090

4.625%,

9/01/28,

144A

No

Opt.

Call

N/R  

1,094,524

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cambridge

Crossing

Public

Improvement

District

Phases

2-7

Major

Improvement

Project,

Series

2018:

240

4.375%,

9/01/23,

144A

No

Opt.

Call

N/R  

240,034

1,395

5.000%,

9/01/28,

144A

No

Opt.

Call

N/R  

1,413,581

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Celina

Hills

Public

Improvement

District

Project,

Series

2022:

300

4.375%,

9/01/27,

144A

No

Opt.

Call

N/R  

294,768

430

4.625%,

9/01/32,

144A

No

Opt.

Call

N/R  

419,039

225

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Celina

Sutton

Fields

II

Public

Improvement

District

Neighborhood

Improvement

Areas

2-3

Project,

Series

2019,

4.125%,

9/01/39,

144A

9/29

at

100.00

N/R  

203,589

185

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Creeks

of

Legacy

Public

Improvement

District

Phase

2

Project,

Series

2018,

5.125%,

9/01/28,

144A

No

Opt.

Call

N/R  

187,670

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Cross

Creek

Meadows

Public

Improvement

District,

Improvement

Area

1

District

Series

2023:

685

4.500%,

9/01/30,

144A

,

(WI/DD)

No

Opt.

Call

N/R  

684,137

1,630

5.375%,

9/01/43,

144A

,

(WI/DD)

9/33

at

100.00

N/R  

1,640,122

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Edgewood

Creek

Public

Improvement

District

Phase

1

Project,

Series

2021:

200

3.250%,

9/01/26,

144A

No

Opt.

Call

N/R  

186,516

200

3.750%,

9/01/31,

144A

No

Opt.

Call

N/R  

174,684

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Edgewood

Creek

Public

Improvement

District

Phase

2-3

Major

Improvement

Project,

Series

2021:

250

4.750%,

9/01/31,

144A

No

Opt.

Call

N/R  

236,392

50

5.250%,

9/01/41,

144A

9/31

at

100.00

N/R  

48,964

225

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Phase

1

Project,

Series

2016,

4.200%,

9/01/27

9/26

at

100.00

N/R  

223,164

205

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Phase

1B,

Series

2018,

4.750%,

9/01/28,

144A

No

Opt.

Call

N/R  

206,367

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Glen

Crossing

Public

Improvement

District

Project,

Series

2018:

54

4.625%,

9/01/23

No

Opt.

Call

N/R  

54,025

375

5.000%,

9/01/28

No

Opt.

Call

N/R  

379,935

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Hillside

Village

Public

Improvement

District

Project,

Series

2022:

300

2.750%,

9/01/27,

144A

No

Opt.

Call

N/R  

268,533

350

3.125%,

9/01/32,

144A

9/31

at

100.00

N/R  

289,905

875

3.375%,

9/01/42,

144A

9/31

at

100.00

N/R  

657,536

400

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Lakes

at

Mustang

Ranch

Public

Improvement

District

Phase

2-9

Major

improvement

Project,

Series

2015,

5.500%,

9/01/24

7/23

at

103.00

N/R  

401,352

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Mosaic

Public

Improvement

District

Phase

1

Project,

Series

2023:

340

4.375%,

9/01/30,

144A

No

Opt.

Call

N/R  

338,331

1,225

5.125%,

9/01/43,

144A

9/33

at

100.00

N/R  

1,201,529

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

402

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,085

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ownsby

Farms

Public

Improvement

District

Phase

1

Project,

Series

2017,

5.750%,

9/01/32

9/27

at

100.00

N/R  

$

1,114,024

435

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ownsby

Farms

Public

Improvement

District

Phase

2

Direct

Improvement

Project,

Series

2022,

4.000%,

9/01/32,

144A

9/30

at

100.00

N/R  

403,937

460

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Ownsby

Farms

Public

Improvement

District

Phase

2

Major

Improvement

Project,

Series

2017,

6.125%,

9/01/32

9/27

at

100.00

N/R  

471,022

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

East

Public

Improvement

District

Phase

1

Project,

Series

2022:

250

3.250%,

9/01/27,

144A

No

Opt.

Call

N/R  

229,235

350

3.625%,

9/01/32,

144A

9/31

at

100.00

N/R  

306,330

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

II

Public

Improvement

District

Neighborhood

Improvement

Area

5

Project,

Series

2022:

220

2.875%,

9/01/27,

144A

No

Opt.

Call

N/R  

198,620

250

3.250%,

9/01/32,

144A

9/31

at

100.00

N/R  

210,108

1,175

3.500%,

9/01/42,

144A

9/31

at

100.00

N/R  

898,264

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

The

Parks

at

Wilson

Creek

Public

Improvement

District

Initial

Major

Improvement

Project,

Series

2021:

250

3.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

239,305

500

4.000%,

9/01/31,

144A

No

Opt.

Call

N/R  

469,180

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

The

Parks

at

Wilson

Creek

Public

Improvement

District

Phase

1

Project,

Series

2021:

200

2.750%,

9/01/26,

144A

No

Opt.

Call

N/R  

187,950

400

3.250%,

9/01/31,

144A

No

Opt.

Call

N/R  

356,792

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

North

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2016:

195

4.375%,

9/01/26,

144A

9/23

at

102.00

N/R  

194,953

100

5.000%,

9/01/36,

144A

9/23

at

102.00

N/R  

100,055

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

South

Public

Improvement

District

Neighborhood

Improvement

Area

4

Project,

Series

2021:

174

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

162,017

175

3.000%,

9/01/31,

144A

No

Opt.

Call

N/R  

151,784

500

3.375%,

9/01/41,

144A

9/31

at

100.00

N/R  

399,145

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

South

Public

Improvement

District

Neighborhood

Improvement

Area

5

Project,

Series

2022:

170

4.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

169,735

255

4.875%,

9/01/32,

144A

No

Opt.

Call

N/R  

255,596

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022:

440

4.375%,

9/15/27,

144A

No

Opt.

Call

N/R  

431,715

405

4.750%,

9/15/32,

144A

No

Opt.

Call

N/R  

394,377

1,050

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

1,012,998

City

Of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

Major

Improvement

Area

Project,

Special

Assessment

Revenue

Bonds,

Series

2022:

295

5.125%,

9/15/27,

144A

No

Opt.

Call

N/R  

290,826

310

5.500%,

9/15/32,

144A

No

Opt.

Call

N/R  

304,494

750

6.000%,

9/15/42,

144A

9/32

at

100.00

N/R  

752,018

403

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

780

City

of

Shenandoah,

Montgomery

County,

Texas,

Special

Assessment

Revenue

Bonds,

Metropark

Public

Improvement

District,

Series

2018,

5.000%,

9/01/28

No

Opt.

Call

N/R  

$

789,165

700

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Idea

Public

Schools,

Series

2016B,

5.000%,

8/15/26

No

Opt.

Call

A-  

723,674

5,855

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Uplift

Education

Charter

School,

Series

2015A,

5.000%,

12/01/45

6/25

at

100.00

BBB-  

5,783,393

Clifton

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Valor

Education

Foundation,

Series

2023A:

6,400

5.750%,

6/15/38,

144A

6/31

at

100.00

N/R  

6,243,264

5,000

6.000%,

6/15/43,

144A

6/31

at

100.00

N/R  

4,936,850

535

Club

Municipal

Management

District

1,

Texas,

Special

Assessment

Revenue

Bonds,

Improvement

Area

1

Project,

Series

2016,

5.750%,

9/01/28

9/23

at

103.00

N/R  

551,831

Club

Municipal

Management

District

1,

Texas,

Special

Assessment

Revenue

Bonds,

Improvement

Area

2

Project,

Series

2021:

217

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

200,270

475

3.000%,

9/01/31,

144A

9/29

at

100.00

N/R  

407,108

1,050

3.250%,

9/01/41,

144A

9/29

at

100.00

N/R  

809,235

Comal

County

Meyer

Ranch

Municipal

Utility

District,

Texas,

General

Obligation

Bonds,  Road

Series

2021:

100

2.250%,

8/15/29

8/26

at

100.00

N/R  

86,567

105

2.250%,

8/15/30

8/26

at

100.00

N/R  

89,488

105

2.375%,

8/15/31

8/26

at

100.00

N/R  

88,513

225

2.500%,

8/15/33

8/26

at

100.00

N/R  

186,896

240

2.500%,

8/15/35

8/26

at

100.00

N/R  

187,623

255

2.500%,

8/15/37

8/26

at

100.00

N/R  

187,565

565

2.750%,

8/15/41

8/26

at

100.00

N/R  

392,387

220

Comal

County,

Texas,

Special

Assessment

Revenue

Bonds,

Crossings

Public

Improvement

District,

Series

2017,

4.000%,

9/01/27

No

Opt.

Call

N/R  

215,822

Conroe

Local

Government

Corporation,

Texas,

Hotel

Revenue

and

Contract

Revenue

Bonds,

Subordinate

Third

Lien

Series

2021C:

650

4.000%,

10/01/41

10/31

at

100.00

A2  

642,980

700

4.000%,

10/01/46

10/31

at

100.00

A2  

667,856

550

Conroe

Local

Government

Corporation,

Texas,

Hotel

Revenue

Bonds,

Conroe

Convention

Center

Hotel,

First-Lien

Series

2021A,

2.500%,

10/01/31

No

Opt.

Call

BBB-  

464,178

525

Conroe

Local

Government

Corporation,

Texas,

Hotel

Revenue

Bonds,

Conroe

Convention

Center

Hotel,

Second-Lien

Series

2021B,

3.500%,

10/01/31

No

Opt.

Call

BB-  

447,489

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

Cartwright

Ranch

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021:

200

4.125%,

9/15/26,

144A

No

Opt.

Call

N/R  

193,158

260

4.750%,

9/15/31,

144A

No

Opt.

Call

N/R  

243,240

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

Crandall

Carwright

Ranch

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021:

321

3.375%,

9/15/26,

144A

No

Opt.

Call

N/R  

298,764

205

4.000%,

9/15/31,

144A

No

Opt.

Call

N/R  

188,030

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

River

Ridge

Public

Improvement

District

Improvement

Area

1

Project,

Series

2022:

690

5.375%,

9/15/27,

144A

No

Opt.

Call

N/R  

695,831

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

404

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

530

5.500%,

9/15/32,

144A

No

Opt.

Call

N/R  

$

545,677

310

Crandall,

Kaufman

County,

Texas,

Special

Assessment

Revenue

Bonds,

River

Ridge

Public

Improvement

District

Single

Family

Residential,

Major

Improvement

Area

Project,

Series

2022,

6.125%,

9/15/32,

144A

No

Opt.

Call

N/R  

316,975

170

Danbury

Higher

Education

Authority,

Texas,

Charter

School

Revenue

Bonds,

John

H.

Wood

Jr.

Public

Charter

District,

Inspire

Academies,

Series

2013A,

5.250%,

8/15/23,

(ETM)

No

Opt.

Call

N/R  (6)

170,303

Decatur

Hospital

Authority,

Texas,

Revenue

Bonds,

Wise

Regional

Health

System,

Series

2014A:

325

5.000%,

9/01/23

No

Opt.

Call

BB+  

325,042

305

5.000%,

9/01/24

No

Opt.

Call

BB+  

305,949

1,785

5.250%,

9/01/29

9/24

at

100.00

BB+  

1,777,503

East

Fort

Bend

County

Development

Authority,

Texas,

Contract

Revenue

Bonds,

Water

Sewer

and

Drain

Facilities,

Series

2022:

130

5.000%,

9/01/23

No

Opt.

Call

N/R  

130,048

215

5.000%,

9/01/24

No

Opt.

Call

N/R  

215,957

225

5.000%,

9/01/25

No

Opt.

Call

N/R  

226,778

235

5.000%,

9/01/26

No

Opt.

Call

N/R  

237,996

245

5.000%,

9/01/27

No

Opt.

Call

N/R  

249,314

255

5.000%,

9/01/28

No

Opt.

Call

N/R  

260,781

265

5.000%,

9/01/29

9/28

at

100.00

N/R  

271,029

280

5.000%,

9/01/30

9/28

at

100.00

N/R  

285,900

290

5.000%,

9/01/31

9/28

at

100.00

N/R  

296,655

305

5.000%,

9/01/32

9/28

at

100.00

N/R  

311,899

Fate

City,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Williamsburg

East

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022:

500

4.875%,

8/15/27,

144A

No

Opt.

Call

N/R  

498,870

778

5.250%,

8/15/32,

144A

No

Opt.

Call

N/R  

783,454

1,630

5.875%,

8/15/42,

144A

8/32

at

100.00

N/R  

1,636,389

Fate,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Williamsburg

Public

Improvement

District

1

Phase

2A

&

3A2,

Series

2022:

265

3.750%,

8/15/27,

144A

No

Opt.

Call

N/R  

256,992

587

4.000%,

8/15/32,

144A

8/30

at

100.00

N/R  

552,766

Fate,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Williamsburg

Public

Improvement

District

1

Phase

2B,

2C

&

3A1,

Series

2019:

150

3.125%,

8/15/24,

144A

No

Opt.

Call

N/R  

147,530

510

3.500%,

8/15/29,

144A

8/27

at

100.00

N/R  

478,145

110

4.000%,

8/15/39,

144A

8/27

at

100.00

N/R  

98,939

Flower

Mound,

Texas,

Special

Assessment

Revenue

Bonds,

River

Walk

Public

Improvement

District

1,

Refunding

Series

2021:

675

2.625%,

9/01/26,

144A

No

Opt.

Call

N/R  

624,321

750

3.250%,

9/01/31,

144A

No

Opt.

Call

N/R  

647,460

Georgetown,

Texas,

Special

Assessment

Revenue

Bonds,

Parks

at

Westhaven

Public

Improvement

District

Project,

Series

2022:

450

3.625%,

9/15/27,

144A

No

Opt.

Call

N/R  

432,126

415

3.875%,

9/15/32,

144A

9/30

at

100.00

N/R  

381,215

1,250

4.125%,

9/15/42,

144A

9/30

at

100.00

N/R  

1,108,162

785

Gulf

Coast

Industrial

Development

Authority,

Texas,

Solid

Waste

Disposal

Revenue

Bonds,

Citgo

Petroleum

Corporation

Project,

Series

1998,

8.000%,

4/01/28,

(AMT)

7/23

at

100.00

B3  

785,620

405

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Hackberry,

Texas,

Combination

Special

Assessment

and

Contract

Revenue

Road

and

Utility

Bonds,

Hidden

Cove

Improvement

District

2,

Series

2017:

$

280

4.000%,

9/01/23

No

Opt.

Call

BBB-  

$

280,050

295

4.000%,

9/01/24

No

Opt.

Call

BBB-  

294,808

310

4.000%,

9/01/25

No

Opt.

Call

BBB-  

309,495

335

4.000%,

9/01/27

No

Opt.

Call

BBB-  

336,404

560

Hackberry,

Texas,

Special

Assessment

Revenue

Bonds,

Hackberry

Public

Improvement

District

3

Phase

13-16

Project,

Refunding

&

Improvement

Series

2017,

4.500%,

9/01/27

No

Opt.

Call

N/R  

562,330

750

Hackberry,

Texas,

Special

Assessment

Revenue

Bonds,

Rivendale

by

the

Lake

Public

Improvement

District

2

Phases

4-6,

Series

2017,

4.125%,

9/01/27

No

Opt.

Call

N/R  

744,810

1,400

Harris

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Revenue

Refunding

Bonds,

Young

Men's

Christian

Association

of

the

Greater

Houston

Area,

Series

2013A,

5.000%,

6/01/28

7/23

at

100.00

Ba1  

1,374,884

Harris

County

Municipal

Utility

District

213A,

Texas,

General

Obligation

Bonds,

Series

2021:

100

2.000%,

4/01/27

No

Opt.

Call

N/R  

89,763

100

2.000%,

4/01/28

No

Opt.

Call

N/R  

87,926

100

2.250%,

4/01/29

No

Opt.

Call

N/R  

87,434

100

2.250%,

4/01/30

4/29

at

100.00

N/R  

86,225

100

2.375%,

4/01/31

4/29

at

100.00

N/R  

85,474

250

2.500%,

4/01/33

4/29

at

100.00

N/R  

209,203

250

2.500%,

4/01/35

4/29

at

100.00

N/R  

197,860

300

2.500%,

4/01/37

4/29

at

100.00

N/R  

222,495

300

2.750%,

4/01/39

4/29

at

100.00

N/R  

217,815

325

3.000%,

4/01/41

4/29

at

100.00

N/R  

237,432

2,565

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Third

Lien

Series

2004A-3,

0.000%,

11/15/35

-

NPFG

Insured

11/24

at

52.47

BB  

1,261,211

Haslett,

Texas,

Special

Assessment

Revenue

Bonds,

Haslet

Public

Improvement

District

5

Improvement

Area

1

Project,

Series

2019:

155

3.250%,

9/01/24,

144A

No

Opt.

Call

N/R  

152,194

435

3.625%,

9/01/29,

144A

No

Opt.

Call

N/R  

407,739

150

4.125%,

9/01/39,

144A

9/29

at

100.00

N/R  

135,312

1,750

Hays

County,

Texas,

Special

Assessment

Revenue

Bonds,

La

Cima

Public

Improvement

District

Major

Public

Improvement

Project,

Series

2015,

6.250%,

9/15/27

9/25

at

100.00

N/R  

1,771,193

3,690

Hemphill

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Series

2019,

5.250%,

2/01/32

2/29

at

100.00

N/R  

3,772,804

Hidalgo

County

Regional

Mobility

Authority,

Texas,

Toll

and

Vehicle

Registration

Fee

Revenue

Bonds,

Refunding

Junior

Lien

Series

2022B:

5,805

0.000%,

12/01/45

12/31

at

56.27

BB+  

1,526,947

2,945

0.000%,

12/01/46

12/31

at

53.69

BB+  

720,936

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.

-

Terminal

Improvement

Project,

Refunding

Series

2011:

1,250

6.500%,

7/15/30,

(AMT)

7/23

at

100.00

BB-  

1,253,538

2,000

6.625%,

7/15/38,

(AMT)

7/23

at

100.00

BB-  

2,005,660

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines

Inc.

Terminal

Improvement

Project,

Refunding

Series

2015B-1:

1,000

5.000%,

7/15/30,

(AMT)

7/25

at

100.00

BB-  

1,007,580

240

5.000%,

7/15/35,

(AMT)

7/25

at

100.00

BB-  

240,821

3,600

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Airport

Improvements

Project,

Refunding

Series

2020C,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-  

3,647,988

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

406

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

1,500

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Technical

Operations

Center

Project,

Series

2018,

5.000%,

7/15/28,

(AMT)

No

Opt.

Call

BB-  

$

1,528,215

Hutto,

Williams

County

Texas,

Special

Assessment

Revenue

Bonds,

Cottonwood

Creek

Public

Improvement

Area

1

Project

Series

2021:

249

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

229,167

400

3.125%,

9/01/31,

144A

9/29

at

100.00

N/R  

345,068

1,100

3.500%,

9/01/41,

144A

9/29

at

100.00

N/R  

873,664

Hutto,

Williams

County

Texas,

Special

Assessment

Revenue

Bonds,

Durango

Farms

Public

Improvement

Project

Series

2021:

275

2.750%,

9/01/26,

144A

No

Opt.

Call

N/R  

255,096

400

3.500%,

9/01/31,

144A

9/29

at

100.00

N/R  

350,564

1,165

3.875%,

9/01/41,

144A

9/29

at

100.00

N/R  

960,892

Hutto,

Williams

County

Texas,

Special

Assessment

Revenue

Bonds,

Emory

Crossing,

Public

Improvement

Area

1

Project

Series

2021:

222

2.625%,

9/01/26,

144A

No

Opt.

Call

N/R  

205,683

210

3.250%,

9/01/31,

144A

9/29

at

100.00

N/R  

181,455

550

3.625%,

9/01/41,

144A

9/29

at

100.00

N/R  

443,223

Intercontinental

Crossing

Municipal

Utility

District,

Harris

County,

Texas,

General

Obligation

Bonds,

Series

2021:

100

4.000%,

9/01/24

No

Opt.

Call

N/R  

99,552

100

4.000%,

9/01/25

No

Opt.

Call

N/R  

99,673

105

4.000%,

9/01/26

No

Opt.

Call

N/R  

104,997

110

2.000%,

9/01/27

9/26

at

100.00

N/R  

98,196

115

2.000%,

9/01/28

9/26

at

100.00

N/R  

100,582

115

2.250%,

9/01/29

9/26

at

100.00

N/R  

100,600

120

2.250%,

9/01/30

9/26

at

100.00

N/R  

103,726

125

2.375%,

9/01/31

9/26

at

100.00

N/R  

107,135

Joshua

Farms

Municipal

Management

District

1,

Johnson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Improvement

Areas

1-2

Project

Series

2023:

500

4.375%,

9/01/30,

144A

No

Opt.

Call

N/R  

497,545

1,600

5.250%,

9/01/43,

144A

9/31

at

100.00

N/R  

1,568,496

Justin,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Timberbrook

Public

Improvement

District

1

Improvement

Area

2

Project,

Series

2018:

750

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

697,313

485

3.000%,

9/01/31,

144A

No

Opt.

Call

N/R  

422,842

Kaufman,Texas,

Special

Assessment

Revenue

Bonds,

Kaufman

Public

Improvement

District

1

Phase

2A-2B

Project,

Series

2021:

235

5.125%,

9/15/28

No

Opt.

Call

N/R  

237,453

730

5.625%,

9/15/42

9/32

at

100.00

N/R  

747,827

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

6

Creeks

Public

Improvement

District

Improvement

Area

3

Project,

Series

2021:

500

2.750%,

9/01/26,

144A

No

Opt.

Call

N/R  

457,315

2,000

3.750%,

9/01/41,

144A

9/31

at

100.00

N/R  

1,600,640

680

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Limestone

Creek

Public

Improvement

District

Improvement

Area

1

Project,

Series

2023,

5.500%,

9/01/43,

144A

,

(WI/DD)

9/33

at

100.00

N/R  

682,088

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Plum

Creek

North  Public

Improvement

District

Major

Improvement

Area

1

Project,

Series

2022:

625

3.625%,

9/01/27,

144A

No

Opt.

Call

N/R  

603,612

505

3.875%,

9/01/32,

144A

9/30

at

100.00

N/R  

465,827

1,250

4.125%,

9/01/41,

144A

9/30

at

100.00

N/R  

1,124,063

407

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Plum

Creek

North  Public

Improvement

District

Major

Improvement

Project,

Series

2022:

$

220

4.125%,

9/01/27,

144A

No

Opt.

Call

N/R  

$

213,847

225

4.375%,

9/01/32,

144A

9/30

at

100.00

N/R  

214,994

640

4.625%,

9/01/41,

144A

9/30

at

100.00

N/R  

595,987

2,000

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Porter

County

Public

Improvement

District

Improvement

Area

1

Project,

Series

2023,

5.750%,

9/01/43,

144A

9/33

at

100.00

N/R  

1,995,080

345

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Southwest

Kyle

Public

Improvement

District

1

Improvement

Area

1

Project,

Series

2019,

4.250%,

9/01/29,

144A

No

Opt.

Call

N/R  

338,928

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Southwest

Kyle

Public

Improvement

District,

Series

2022:

480

4.375%,

9/01/27

No

Opt.

Call

N/R  

474,768

535

4.750%,

9/01/32

No

Opt.

Call

N/R  

526,777

16,600

Lakeside

Place

Public

Facility

Corporation,

Texas,

Multifamily

Housing

Revenue

Bonds,

Torrey

Chase

Apartments,

Series

2021,

3.480%,

12/15/39,

144A

12/31

at

100.00

N/R  

12,421,448

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Elevon

Public

Improvement

District

Improvement

Area

1

Project,

Series

2022:

600

3.500%,

9/15/27,

144A

No

Opt.

Call

N/R  

562,488

1,000

3.875%,

9/15/32,

144A

No

Opt.

Call

N/R  

895,650

3,000

4.000%,

9/15/42,

144A

9/32

at

100.00

N/R  

2,562,660

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Lakepointe

Public

Improvement

District

Area

1

Project,

Series

2019:

205

3.500%,

9/15/24,

144A

No

Opt.

Call

N/R  

201,949

365

3.750%,

9/15/29,

144A

No

Opt.

Call

N/R  

341,487

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Lakepointe

Public

Improvement

District

Areas

2-3

Project,

Series

2022:

250

5.250%,

9/15/28,

144A

No

Opt.

Call

N/R  

252,168

1,500

5.875%,

9/15/42,

144A

9/32

at

100.00

N/R  

1,539,480

305

Lavon,

Texas,

Special

Assessment

Revenue

Bonds,

Lakepointe

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

4.375%,

9/15/29,

144A

No

Opt.

Call

N/R  

301,889

955

Leander,

Texas,

Special

Assessment

Revenue

Bonds,

Deerbrooke

Public

Improvement

District

Southern

Improvement

Area

Project,

Series

2017,

4.125%,

9/01/28,

144A

9/26

at

100.00

N/R  

937,008

825

Legato

Community

Authority,

Commerce

City,

Texas,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

2,

3

&

7,

Series

2021A-1,

5.000%,

12/01/41

6/26

at

103.00

N/R  

743,119

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Butler

Farms

Public

Improvement

District

Improvement

Areas

1

&

2

Project,

Series

2022:

650

2.625%,

9/01/27,

144A

No

Opt.

Call

N/R  

600,093

750

3.125%,

9/01/32,

144A

No

Opt.

Call

N/R  

654,488

2,200

3.375%,

9/01/42,

144A

9/32

at

100.00

N/R  

1,676,554

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Butler

Farms

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2022:

225

3.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

210,229

275

3.875%,

9/01/32,

144A

No

Opt.

Call

N/R  

245,102

650

4.125%,

9/01/42,

144A

9/32

at

100.00

N/R  

547,904

Little

Elm,

Texas,

Special

Assessment

Revenue

Bonds,

Spiritas

Ranch

Public

Improvement

District

Project,

Series

2022:

150

3.250%,

9/01/27,

144A

No

Opt.

Call

N/R  

140,174

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

408

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

205

3.500%,

9/01/32,

144A

No

Opt.

Call

N/R  

$

177,462

530

3.750%,

9/01/42,

144A

9/32

at

100.00

N/R  

421,498

Little

Elm,

Texas,

Special

Assessment

Revenue

Bonds,

Valencia

Public

Improvement

District

Improvement

Area

3

Project,

Series

2021:

243

2.375%,

9/01/26,

144A

No

Opt.

Call

N/R  

221,733

300

2.875%,

9/01/31,

144A

9/29

at

100.00

N/R  

251,097

725

3.125%,

9/01/41,

144A

9/29

at

100.00

N/R  

536,790

410

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Hillstone

Pointe

Public

Improvement

District

2

Phase

1-1A

Project,

Series

2017,

5.250%,

9/01/27,

144A

No

Opt.

Call

N/R  

417,905

250

Little

Elm,Texas,

Special

Assessment

Revenue

Bonds,

Lakeside

Estates

Public

Improvement

District

2

Project,

Series

2017,

4.500%,

9/01/27,

144A

No

Opt.

Call

N/R  

250,825

370

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Lagos

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2020,

4.125%,

9/15/30,

144A

No

Opt.

Call

N/R  

357,557

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Manor

Heights

Public

Improvement

District

Improvement

Area

1-2

Project,

Series

2021:

210

2.500%,

9/15/26,

144A

No

Opt.

Call

N/R  

189,991

300

3.125%,

9/15/31,

144A

No

Opt.

Call

N/R  

252,453

740

3.500%,

9/15/41,

144A

9/31

at

100.00

N/R  

571,820

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Manor

Heights

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021:

215

3.125%,

9/15/26,

144A

No

Opt.

Call

N/R  

195,622

315

3.750%,

9/15/31,

144A

No

Opt.

Call

N/R  

270,424

530

Manor,

Texas,

Special

Assessment

Revenue

Bonds,

Manor

Heights

Public

Improvement

District,

Improvement

Area

3,

Series

2023,

5.250%,

9/15/43,

144A

,

(WI/DD)

9/31

at

100.00

N/R  

526,698

280

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Gregg

Ranch

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2019,

5.000%,

9/01/29,

144A

No

Opt.

Call

N/R  

281,571

285

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Gregg

Ranch

Public

Improvement

District

Neighborhood

Improvement

Area

1

Project,

Series

2019,

4.500%,

9/01/29,

144A

No

Opt.

Call

N/R  

282,059

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Thunder

Rock

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021:

365

3.375%,

9/01/26,

144A

No

Opt.

Call

N/R  

342,790

500

3.875%,

9/01/31,

144A

No

Opt.

Call

N/R  

447,755

100

4.125%,

9/01/41,

144A

9/31

at

100.00

N/R  

86,982

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Thunder

Rock

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021:

160

4.125%,

9/01/26,

144A

No

Opt.

Call

N/R  

153,584

200

4.625%,

9/01/31,

144A

No

Opt.

Call

N/R  

183,798

500

4.875%,

9/01/41,

144A

9/31

at

100.00

N/R  

445,110

50

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

AEP

Texas

Central

Company

Project,

Remarketing,

Series

2008-1,

4.000%,

6/01/30

7/23

at

100.00

Baa2  

49,767

McLendon-Chisholm,

Texas,

Special

Assessment

Revenue

Bonds,

Sonoma

Public

Improvement  District

Improvement

Area

2

Project,

Series

2019:

170

3.500%,

9/15/24,

144A

No

Opt.

Call

N/R  

167,975

420

3.750%,

9/15/29,

144A

No

Opt.

Call

N/R  

400,533

409

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

McLendon-Chisholm,

Texas,

Special

Assessment

Revenue

Bonds,

Sonoma

Public

Improvement  District

Improvement

Area

3

Project,

Series

2021:

$

160

2.625%,

9/15/26,

144A

No

Opt.

Call

N/R  

$

147,206

240

3.125%,

9/15/31,

144A

No

Opt.

Call

N/R  

204,869

McLendon-Chisholm,

Texas,

Special

Assessment

Revenue

Bonds,

Sonoma

Public

Improvement  District

Improvement

Area

4

Project,

Series

2022:

430

5.000%,

9/15/27,

144A

No

Opt.

Call

N/R  

429,518

500

5.375%,

9/15/32,

144A

No

Opt.

Call

N/R  

501,600

51

Mesquite

Health

Facilities

Development

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Christian

Care

Centers

Inc.,

Series

2014,

5.000%,

2/15/24

(7)

No

Opt.

Call

N/R  

1,532

Mesquite,

Texas,

Special

Assessment

Bonds,

Heartland

Town

Center

Public

Improvement

District

Phase

1

Project,

Series

2018:

100

4.375%,

9/01/23,

144A

No

Opt.

Call

N/R  

100,009

290

4.750%,

9/01/28,

144A

No

Opt.

Call

N/R  

293,457

255

Mesquite,

Texas,

Special

Assessment

Bonds,

Heartland

Town

Center

Public

Improvement

District

Phase

2

Major

Improvement

Project,

Series

2018,

5.125%,

9/01/28,

144A

No

Opt.

Call

N/R  

260,347

Mesquite,

Texas,

Special

Assessment

Bonds,

Iron

Horse

Public

Improvement

District

Project,

Series

2019:

235

5.000%,

9/15/24,

144A

No

Opt.

Call

N/R  

235,491

600

5.250%,

9/15/29,

144A

No

Opt.

Call

N/R  

607,278

Midlothian,

Texas,

Special

Assessment

Revenue

Bonds,

Redden

Farms

Public

Improvement

District

Improvement

Areas

1-2

Project,

Series

2021:

565

2.875%,

9/15/26,

144A

No

Opt.

Call

N/R  

524,811

410

3.500%,

9/15/31,

144A

No

Opt.

Call

N/R  

359,226

1,105

3.875%,

9/15/41,

144A

9/31

at

100.00

N/R  

914,310

235

Midlothian,

Texas,

Special

Assessment

Revenue

Bonds,

Redden

Farms

Public

Improvement

District

Major

Improvement

Area

Project,

Series

2021,

4.125%,

9/15/31,

144A

No

Opt.

Call

N/R  

217,189

1,830

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

7/23

at

104.00

BB-  

1,785,183

5,791

Mission

Economic

Development

Corporation,

Texas,

Water

Supply

Revenue

Bonds,

Enviro

Water

Minerals

Project,

Green

Bonds,

Series

2015,

6.500%,

1/01/26,

(AMT),

144A

(7)

No

Opt.

Call

N/R  

115,817

Missouri

City

Management

District

1,

Fort

Bend

County,

Texas,

General

Obligation  Bonds,

Road

Series

2021:

105

2.000%,

9/01/23

No

Opt.

Call

N/R  

104,604

105

2.000%,

9/01/24

No

Opt.

Call

N/R  

102,229

110

2.000%,

9/01/25

No

Opt.

Call

N/R  

104,651

115

2.000%,

9/01/26

No

Opt.

Call

N/R  

107,400

120

2.000%,

9/01/27

No

Opt.

Call

N/R  

110,118

125

2.000%,

9/01/28

9/27

at

100.00

N/R  

113,230

130

2.000%,

9/01/29

9/27

at

100.00

N/R  

116,004

135

2.250%,

9/01/30

9/27

at

100.00

N/R  

120,610

140

2.250%,

9/01/31

9/27

at

100.00

N/R  

123,316

295

2.250%,

9/01/33

9/27

at

100.00

N/R  

252,396

315

2.375%,

9/01/35

9/27

at

100.00

N/R  

261,482

340

2.500%,

9/01/37

9/27

at

100.00

N/R  

271,330

365

2.500%,

9/01/39

9/27

at

100.00

N/R  

279,112

395

2.750%,

9/01/41

9/27

at

100.00

N/R  

301,037

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

410

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

New

Braunfels,

Comal

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Solms

Landing

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021:

$

225

3.625%,

9/01/26,

144A

No

Opt.

Call

N/R  

$

211,941

350

4.250%,

9/01/31,

144A

No

Opt.

Call

N/R  

322,336

635

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Beta

Academy,

Series

2018A,

5.125%,

8/15/29,

144A

8/24

at

100.00

N/R  

635,813

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Beta

Academy,

Series

2019A:

505

3.375%,

8/15/29,

144A

8/24

at

100.00

N/R  

457,252

80

5.000%,

8/15/39,

144A

8/24

at

100.00

N/R  

76,914

670

5.000%,

8/15/49,

144A

8/24

at

100.00

N/R  

606,638

1,575

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Southwest

Preparatory

School,

Series

2020A,

3.000%,

8/15/30,

144A

8/25

at

103.00

BB+  

1,350,799

330

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-1,

7.500%,

11/15/37

No

Opt.

Call

N/R  

254,522

2,135

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-2,

7.500%,

11/15/36

No

Opt.

Call

N/R  

1,752,963

20,131

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021B,

5.625%,

11/15/61

11/26

at

105.00

N/R  

8,044,307

395

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Wesleyan

Homes,

Inc.

Project,

Series

2014,

5.000%,

1/01/24

No

Opt.

Call

N/R  

392,630

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-1:

14,725

5.000%,

1/01/32

1/28

at

103.00

N/R  

12,872,300

38,755

5.250%,

1/01/42

1/28

at

103.00

N/R  

29,535,961

19,500

5.500%,

1/01/57

1/28

at

103.00

N/R  

14,017,965

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Corpus

Christi

I,

L.L.C.-Texas

A&M

University-Corpus

Christi

Project,

Series

2014A:

690

5.000%,

4/01/24,

(ETM)

No

Opt.

Call

N/R  (6)

698,908

300

5.000%,

4/01/25,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R  (6)

303,873

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Corpus

Christi

II,

L.L.C.-Texas

A&M

University-Corpus

Christi

Project,

Series

2016A:

355

5.000%,

4/01/36,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (6)

372,317

2,275

5.000%,

4/01/48,

(Pre-refunded

4/01/26)

4/26

at

100.00

N/R  (6)

2,385,974

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

College

Station

I

LLC

-

Texas

A&M

University

Project,

Series

2014A:

450

4.000%,

4/01/24

-

AGM

Insured

No

Opt.

Call

A1  

451,967

2,250

5.000%,

4/01/29

4/24

at

100.00

BB+  

2,244,262

725

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Stephenville

II,

L.L.C.

-

Tarleton

State

University

Project,

Series

2014A,

5.000%,

4/01/29,

(Pre-refunded

4/01/24)

4/24

at

100.00

N/R  (6)

733,990

411

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

430

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

CHF-Collegiate

Housing

Foundation

-

Stephenville

III,

L.L.C.

-

Tarleton

State

University

Project,

Series

2015A,

5.000%,

4/01/24,

(ETM)

No

Opt.

Call

N/R  (6)

$

435,487

305

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%,

4/01/24,

(ETM)

No

Opt.

Call

N/R  (6)

308,782

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

3.000%,

7/01/23

(7)

No

Opt.

Call

N/R  

1,131,250

480

5.000%,

7/01/24

(7)

No

Opt.

Call

Caa2  

434,400

13,500

5.000%,

7/01/30

(7)

7/25

at

100.00

Caa2  

12,217,500

1,350

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015B,

4.625%,

7/01/22

(7)

No

Opt.

Call

N/R  

1,221,750

North

Hays

County

Municipal

Utility

District

1,

Texas,

General

Obligation

Bonds,

Unlimited

Tax

Series

2021:

280

2.250%,

8/15/34

-

BAM

Insured

8/26

at

100.00

Baa2  

228,863

450

2.250%,

8/15/35

-

BAM

Insured

8/26

at

100.00

Baa2  

357,628

480

2.250%,

8/15/37

-

BAM

Insured

8/26

at

100.00

Baa2  

359,789

995

2.500%,

8/15/39

-

BAM

Insured

8/26

at

100.00

Baa2  

741,136

1,040

2.500%,

8/15/41

-

BAM

Insured

8/26

at

100.00

Baa2  

746,034

1,315

2.500%,

8/15/44

-

BAM

Insured

8/26

at

100.00

Baa2  

899,289

805

2.625%,

8/15/47

-

BAM

Insured

8/26

at

100.00

Baa2  

542,047

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Contract

Revenue

Bonds,

Legacy

Hills

Public

Improvement

District

Phase

1A-1B

Improvements,

Series

2021:

400

3.000%,

9/15/26,

144A

No

Opt.

Call

N/R  

376,888

800

3.625%,

9/15/31,

144A

No

Opt.

Call

N/R  

721,840

650

4.000%,

9/15/41,

144A

9/31

at

100.00

N/R  

567,242

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Major

Improvements

Project,

Series

2021:

3,000

4.250%,

9/15/31,

144A

No

Opt.

Call

N/R  

2,897,160

7,000

4.750%,

9/15/41,

144A

9/31

at

100.00

N/R  

6,615,350

North

Richland

Hills,

Texas,

Special

Assessment

Revenue

Bonds,

City

Point

Public

Improvement

District

Zone

A

Project,

Series

2019:

200

4.875%,

9/01/25,

144A

No

Opt.

Call

N/R  

199,246

265

5.250%,

9/01/30,

144A

No

Opt.

Call

N/R  

265,201

North

Richland

Hills,

Texas,

Special

Assessment

Revenue

Bonds,

City

Point

Public

Improvement

District

Zone

B

Project,

Series

2019:

165

4.500%,

9/01/25,

144A

No

Opt.

Call

N/R  

163,936

351

4.875%,

9/01/30,

144A

No

Opt.

Call

N/R  

341,042

250

Oak

Point,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Oak

Point

Public

Imporvement

District

2

Project,

Series

2020,

2.500%,

9/01/25,

144A

No

Opt.

Call

N/R  

237,803

Oak

Point,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Wildridge

Public

Imporvement

District

1

Improvement

Area

3

Project,

Series

2019:

75

3.125%,

9/01/24,

144A

No

Opt.

Call

N/R  

73,807

205

3.500%,

9/01/29,

144A

No

Opt.

Call

N/R  

192,454

570

4.000%,

9/01/39,

144A

9/29

at

100.00

N/R  

514,943

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

412

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

410

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Creekview

Public

Improvement

District

Zone

A

Improvement

Area

1

Project,

Series

2022,

4.875%,

9/15/27,

144A

No

Opt.

Call

N/R  

$

407,056

370

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Creekview

Public

Improvement

District

Zone

B

Improvement

Area

1

Project,

Series

2022,

4.875%,

9/15/27,

144A

No

Opt.

Call

N/R  

367,343

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Mobberly

Public

Improvement

District

Improvement

Area

1

Project,

Series

2022:

693

4.875%,

9/15/27,

144A

No

Opt.

Call

N/R  

692,425

912

5.125%,

9/15/32,

144A

9/30

at

100.00

N/R  

916,286

Pilot

Point,

Texas,

Special

Assessment

Revenue

Bonds,

Mobberly

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022:

618

5.375%,

9/15/27,

144A

No

Opt.

Call

N/R  

620,929

500

5.625%,

9/15/32,

144A

No

Opt.

Call

N/R  

508,335

160

Ponder,

Texas,

Special

Assessment

Revenue

Bonds,

Public

Improvement

District

1

Estates

at

Remington

Park,

Series

2017,

4.000%,

9/01/27

No

Opt.

Call

N/R  

158,064

13,470

Port

Beaumont

Industrial

Development

Authority,

Texas,

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021B,

4.100%,

1/01/28,

144A

7/23

at

102.05

N/R  

10,666,489

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2020:

7,900

3.625%,

1/01/35,

(AMT),

144A

7/23

at

102.00

N/R  

6,318,657

19,380

4.000%,

1/01/50,

(AMT),

144A

7/23

at

102.00

N/R  

13,887,127

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Dock

and

Wharf

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021A:

1,075

2.125%,

1/01/28,

(AMT),

144A

7/23

at

103.00

N/R  

916,975

800

2.250%,

1/01/29,

(AMT),

144A

7/23

at

103.00

N/R  

663,096

800

2.625%,

1/01/31,

(AMT),

144A

7/23

at

103.00

N/R  

636,928

8,605

2.750%,

1/01/36,

(AMT),

144A

7/23

at

103.00

N/R  

6,122,630

7,045

2.875%,

1/01/41,

(AMT),

144A

7/23

at

103.00

N/R  

4,605,316

6,250

3.000%,

1/01/50,

(AMT),

144A

7/23

at

103.00

N/R  

3,669,750

3,500

Port

Beaumont

Navigation

District,

Jefferson

County,

Texas,

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Taxable

Series

2020B,

6.000%,

1/01/25,

144A

7/23

at

101.50

N/R  

3,287,620

Princeton,

Collins

County,

Texas,

Special

Assessment

Revenue

Bonds,

Winchester

Public

Improvement

District

2

Project,

Series

2022:

485

4.250%,

9/01/27

No

Opt.

Call

N/R  

481,687

460

4.750%,

9/01/32

9/30

at

100.00

N/R  

460,244

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Brookside

Public

Improvement

District

Phase

2

&

3

Project,

Series

2021:

100

2.500%,

9/01/26,

144A

No

Opt.

Call

N/R  

92,421

148

3.000%,

9/01/31,

144A

9/29

at

100.00

N/R  

128,911

350

3.375%,

9/01/41,

144A

9/29

at

100.00

N/R  

273,420

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Eastridge

Public

Improvement

District

1

Project,

Series

2022:

440

4.250%,

9/01/27,

144A

No

Opt.

Call

N/R  

437,496

400

4.750%,

9/01/32,

144A

No

Opt.

Call

N/R  

399,972

850

5.125%,

9/01/42,

144A

9/32

at

100.00

N/R  

838,882

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Whitewing

Trails

Public

Improvement

District

2

Phase

1

Project,

Series

2019:

199

3.750%,

9/01/24,

144A

No

Opt.

Call

N/R  

196,847

540

4.000%,

9/01/29,

144A

No

Opt.

Call

N/R  

519,993

413

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

585

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Whitewing

Trails

Public

Improvement

District

2

Phase

2-6

Major

Improvement

Project,

Series

2019,

5.000%,

9/01/29,

144A

No

Opt.

Call

N/R  

$

589,276

Princeton,

Texas,

Special

Assessment

Revenue

Bonds,

Winchester

Public

Improvement

District

Phase

3

&

4

Project,

Series

2021:

216

2.375%,

9/01/26,

144A

No

Opt.

Call

N/R  

198,523

215

2.875%,

9/01/31,

144A

9/30

at

100.00

N/R  

185,212

550

3.250%,

9/01/41,

144A

9/30

at

100.00

N/R  

417,368

1,970

Reagan

Hospital

District

of

Reagan

County,

Texas,

Limited

Tax

Revenue

Bonds,

Series

2014A,

5.000%,

2/01/29

2/24

at

100.00

Ba1  

1,987,907

1,125

Red

River

Health

Facilities

Development

Corporation,

Texas,

First

Mortgage

Revenue

Bonds,

Eden

Home

Inc.,

Series

2012,

4.293%,

6/15/23

(7)

No

Opt.

Call

N/R  

675,000

70

Rowlett,

Texas,

Special

Assessment

Revenue

Bonds,

Bayside

Public

Improvement

District

North

Improvement

Area,

Series

2016,

4.900%,

9/15/24

3/24

at

102.00

N/R  

69,523

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Parkside

Village

Public

improvement

District

Project,

Series

2019:

190

3.250%,

9/15/24,

144A

No

Opt.

Call

N/R  

186,768

530

3.625%,

9/15/29,

144A

No

Opt.

Call

N/R  

500,161

315

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

1

Phase

1B

Project,

Series

2019,

3.875%,

9/15/29,

144A

9/27

at

100.00

N/R  

300,428

435

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

1

Project,

Series

2017,

4.250%,

9/15/28,

144A

9/27

at

100.00

N/R  

433,569

555

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

2

Project,

Series

2019,

4.125%,

9/15/29,

144A

9/27

at

100.00

N/R  

542,818

Royse

CIty,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Public

improvement

District

Improvement

Area

3

Project,

Series

2022:

564

4.750%,

9/15/27,

144A

No

Opt.

Call

N/R  

556,798

736

5.125%,

9/15/32,

144A

No

Opt.

Call

N/R  

734,602

2,216

5.625%,

9/15/42,

144A

9/32

at

100.00

N/R  

2,180,034

620

Royse

City,

Rockwall

County,

Texas,

Special

Assessment

Revenue

Bonds,

Waterscape

Publifc

improvement

District

Major

Improvement

Area

Project,

Series

2017,

4.750%,

9/15/28,

144A

9/27

at

100.00

N/R  

626,169

Royse

CIty,

Rockwall,

Collin

and

Hunt

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Creekshaw

Public

Improvement

District

Improvement

Area

1

Project,

Series

2020:

100

3.125%,

9/15/25,

144A

No

Opt.

Call

N/R  

96,206

225

3.625%,

9/15/30,

144A

No

Opt.

Call

N/R  

204,458

Royse

City,

Rockwall,

Collin

and

Hunt

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Creekshaw

Public

Improvement

District

Improvement

Area

2

Project,

Series

2022:

240

4.875%,

9/15/27,

144A

No

Opt.

Call

N/R  

239,801

300

5.250%,

9/15/32,

144A

No

Opt.

Call

N/R  

301,959

450

SA

Energy

Acquisition

Public

Facilities

Corporation,

Texas,

Gas

Supply

Revenue

Bonds,

Series

2007,

5.500%,

8/01/27

No

Opt.

Call

BBB+  

470,210

660

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

1

Improvement

Area

1

Project,

Series

2022,

5.625%,

9/15/42,

144A

9/32

at

100.00

N/R  

678,051

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

414

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

720

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

1

Improvement

Areas

2-3

Project,

Series

2022,

6.875%,

9/15/42,

144A

9/32

at

100.00

N/R  

$

739,123

San

Antonio

Education

Facilities

Corporation,

Texas,

Higher

Education

Revenue

Bonds,

Hallmark

University

Project,

Series

2021A:

265

5.000%,

10/01/31

No

Opt.

Call

N/R  

254,090

840

5.000%,

10/01/41

10/31

at

100.00

N/R  

714,403

San

Marcos

City,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

San

Marcos

Trace

Public

Improvement

District

Series

2019:

430

4.500%,

9/01/24,

144A

No

Opt.

Call

N/R  

430,572

1,270

5.000%,

9/01/29,

144A

9/28

at

100.00

N/R  

1,277,353

San

Marcos,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

South

Public

Improvement

District,

Series

2020:

300

3.750%,

9/01/27,

144A

No

Opt.

Call

N/R  

285,738

500

4.000%,

9/01/32,

144A

No

Opt.

Call

N/R  

465,655

Santa

Fe,

Galveston

County,

Texas,

Special

Assessment

Revenue

Bonds,

Mulberry

Farms

Public

Improvement

District

Series

2022:

240

4.375%,

9/01/27,

144A

No

Opt.

Call

N/R  

234,463

295

4.625%,

9/01/32,

144A

No

Opt.

Call

N/R  

285,144

650

4.875%,

9/01/42,

144A

9/32

at

100.00

N/R  

612,859

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckner

Senior

Living

Ventana

Project,

Series

2017A:

3,270

6.000%,

11/15/27

5/27

at

100.00

N/R  

3,322,974

3,095

6.750%,

11/15/47

5/27

at

100.00

N/R  

3,157,643

1,155

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Northwest

Senior

Housing-

Edgemere

Project,

Series

2015A,

5.000%,

11/15/23

(7)

No

Opt.

Call

N/R  

207,900

265

Texas

Municipal

Gas

Acquisition

and

Supply

Corporation

I,

Gas

Supply

Revenue

Bonds,

Series

2006B,

4.420%,

12/15/26

(3-Month

LIBOR*0.67%

reference

rate

+

0.700%

spread)

(5)

6/23

at

100.00

A-  

263,593

11,805

Texas

State

Department

of

Housing

and

Community

Affairs,

Multifamily

Housing

Revenue

Bonds,

East

Texas

Pines

Apartments,

Custodial

Receipts

CR-021-2006,

5.800%,

10/01/46,

(AMT),

(Mandatory

Put

4/01/24),

144A

4/24

at

100.00

N/R  

11,909,828

525

Town

Of

Hickory

Creek,

Denton

County,

Texas,

Special

Assessment

Revenue

Bonds,

Hickory

Creek

Public

Improvement

District,

Series

2018,

5.125%,

9/01/28

No

Opt.

Call

N/R  

532,744

Town

of

Lakewood

Village,

Texas,

Lakewood

Village

Public

Improvement

District

Improvement

District

No.

1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022:

400

4.375%,

9/15/27,

144A

No

Opt.

Call

N/R  

392,616

500

4.750%,

9/15/32,

144A

No

Opt.

Call

N/R  

487,245

1,000

5.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

965,900

Travis

County

Development

Authority,

Texas,

Contract

Assessment

Revenue

Bonds,

Turner's

Crossing

Public

Improvement

District

Area1

Project,

Series

2022:

400

4.375%,

9/01/27,

144A

No

Opt.

Call

N/R  

398,476

300

4.750%,

9/01/32,

144A

No

Opt.

Call

N/R  

299,979

945

Uhland,

Hays

and

Caldwell

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Watermill

Public

Improvement

District,

Series

2022,

5.875%,

9/01/32,

144A

No

Opt.

Call

N/R  

982,847

415

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Uptown

Development

Authority,

Houston,

Texas,

Tax

Increment

Contract

Revenue

Bonds,

Infrastructure

Improvement

Facilities,

Refunding

Series

2021:

$

425

5.000%,

9/01/31

No

Opt.

Call

Baa2  

$

450,814

425

4.000%,

9/01/32

9/31

at

100.00

Baa2  

417,244

755

3.000%,

9/01/34

9/31

at

100.00

Baa2  

658,043

280

4.000%,

9/01/35

9/31

at

100.00

Baa2  

266,969

Venus,

Johnson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Brahman

Ranch

Public

Improvement

District,

Series

2022:

691

5.625%,

9/15/28,

144A

No

Opt.

Call

N/R  

694,641

2,394

6.250%,

9/15/42,

144A

9/32

at

100.00

N/R  

2,412,003

Venus,

Johnson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Patriot

Estates

Public

Improvement

District,

Series

2021:

249

2.625%,

9/15/26,

144A

No

Opt.

Call

N/R  

230,151

250

3.125%,

9/15/31,

144A

9/29

at

100.00

N/R  

217,400

466

Viridian

Municipal

Management

District,

Texas,

Assessment

Revenue

Bonds,

Series

2015,

4.000%,

12/01/27

12/24

at

100.00

N/R  

459,923

540

Vista

Lago,

Travis

County,

Texas,

Special

Assessment

Revenue

Bonds,

Tessera

on

Lake

Travis

Public

Improvement

District

Improvement

Area

#2

Project,

Series

2018,

4.500%,

9/01/27

No

Opt.

Call

N/R  

541,652

Westlake,

Texas,

Special

Assessment

Revenue

Bonds,

Solana

Public

Improvement

District,

Series

2015:

1,300

5.500%,

9/01/25

No

Opt.

Call

N/R  

1,291,316

1,840

6.125%,

9/01/35

9/25

at

100.00

N/R  

1,839,025

2,025

6.250%,

9/01/40

9/25

at

100.00

N/R  

2,024,332

Total

Texas

411,934,392

Utah

-

1.0%

Black

Desert

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A:

560

3.250%,

3/01/31,

144A

9/26

at

103.00

N/R  

500,539

1,835

3.500%,

3/01/36,

144A

9/26

at

103.00

N/R  

1,547,254

2,015

Box

Elder

County,

Utah,

Solid

Waste

Disposal

Revenue

Bonds,

Promontory

Point

Res,

LLC,

Senior

Series

2017A,

8.000%,

12/01/39,

(AMT),

144A

12/27

at

100.00

N/R  

2,010,466

3,935

Coral

Junction

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

6.500%,

3/01/53

6/27

at

103.00

N/R  

3,784,172

2,505

Coral

Junction

Public

Infrastructure

District

1,

Utah,

Special

Assessment

Bonds,

Coral

Junction

Assessment

Area,

Series

2022A-2,

5.500%,

6/01/41,

144A

6/27

at

103.00

N/R  

2,408,332

1,345

Downtown

East

Streetcar

Sewer

Public

Infrastructure

District,

South

Salt

Lake,

Salt

Lake

County,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2022A,

5.750%,

3/01/42,

144A

9/27

at

103.00

N/R  

1,345,686

1,500

MIDA

Mountain

Village

Public

Infrastructure

District,

Utah,

Special

Assessment

Revenue

Bonds,

Mountain

Village

Assessment

Area

2,

Series

2021,

4.000%,

8/01/50,

144A

8/31

at

100.00

N/R  

1,135,530

Military

Installation

Development

Authority,

Utah,

Tax

Allocation

and

Hotel

Tax

Revenue

Bonds,

Series

2021A-1:

1,000

4.000%,

6/01/36

9/26

at

103.00

N/R  

857,770

2,000

4.000%,

6/01/41

9/26

at

103.00

N/R  

1,627,680

Military

Installation

Development

Authority,

Utah,

Tax

Allocation

Revenue

Bonds,

Series

2021A-2:

6,730

4.000%,

6/01/36

9/26

at

103.00

N/R  

5,773,061

8,580

4.000%,

6/01/41

9/26

at

103.00

N/R  

6,897,977

8,270

4.000%,

6/01/52

9/26

at

103.00

N/R  

6,148,249

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

416

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

(continued)

$

3,670

Sienna

Hills

Public

Infrastructure

District

No.

1,

Utah,

Limited

Tax

General

Obligation

and

Sales

Tax

Revenue

Bonds,

Series

2023A,

6.750%,

7/01/35,

144A

7/28

at

103.00

N/R  

$

3,698,112

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Leadership

Learning

Academy

Project,

Series

2019A:

290

3.500%,

6/15/24,

144A

No

Opt.

Call

N/R  

286,343

1,660

5.000%,

6/15/29,

144A

6/27

at

102.00

N/R  

1,658,257

2,115

5.000%,

6/15/34,

144A

6/27

at

102.00

N/R  

2,086,892

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Mountain

West

Montessori

Academy

Project,

Series

2020A:

515

3.125%,

6/15/29,

144A

No

Opt.

Call

N/R  

469,335

475

5.000%,

6/15/39,

144A

12/29

at

100.00

N/R  

457,791

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Beehive

Science

&

Technology

Academy,

Series

2021A:

1,245

4.000%,

10/15/31,

144A

10/28

at

100.00

N/R  

1,131,344

2,325

4.000%,

10/15/41,

144A

10/28

at

100.00

N/R  

1,799,875

1,360

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Channing

Hall

Project,

Refunding

Series

2017A,

4.500%,

7/15/27,

144A

No

Opt.

Call

BB  

1,346,169

815

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Ronald

Eilson

Reagan

Academy

Project,

Refunding

Series

2016A,

5.000%,

2/15/36,

144A

2/26

at

100.00

BB  

800,012

Utah

Charter

School

Finance

Authority,

Revenue

Bonds,

Wallace

Stegner

Academy

Project,

Series

2019A:

340

3.625%,

6/15/29,

144A

6/27

at

100.00

N/R  

311,273

1,350

5.000%,

6/15/39,

144A

6/27

at

100.00

N/R  

1,251,828

Total

Utah

49,333,947

Vermont

-

0.1%

Vermont

Educational

and

Health

Buildings

Financing

Agency,

Revenue

Bonds,

Champlain

College

Project,

Series

2016A:

695

5.000%,

10/15/26

No

Opt.

Call

BBB-  

696,744

875

5.000%,

10/15/28

10/26

at

100.00

BBB-  

881,930

1,000

5.000%,

10/15/30

10/26

at

100.00

BBB-  

1,010,900

1,000

5.000%,

10/15/31

10/26

at

100.00

BBB-  

1,010,540

Total

Vermont

3,600,114

Virgin

Islands

-

0.6%

2,995

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A,

5.000%,

10/01/27

No

Opt.

Call

N/R  

3,014,378

475

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2012A,

5.000%,

10/01/32

7/23

at

100.00

N/R  

425,524

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2014C:

450

5.000%,

10/01/24,

144A

No

Opt.

Call

N/R  

443,340

1,150

5.000%,

10/01/30,

144A

10/24

at

100.00

N/R  

1,049,318

925

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Working

Capital

Series

2014A,

5.000%,

10/01/24,

144A

No

Opt.

Call

N/R  

911,375

5,785

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  

5,529,708

6,080

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  

5,972,627

417

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virgin

Islands

(continued)

$

420

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  

$

416,896

4,810

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Series

2007B,

5.000%,

7/01/31

7/23

at

100.00

CC  

4,507,595

4,545

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022,

5.875%,

10/01/32,

(AMT),

144A

10/29

at

104.00

N/R  

4,225,850

1,000

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  

982,210

Total

Virgin

Islands

27,478,821

Virginia

-

0.4%

Ballston

Quarter

Community

Development

Authority,

Arlington

County,

Virginia,

Revenue

Bonds,

Series

2016A:

710

5.000%,

3/01/26

No

Opt.

Call

N/R  

663,381

1,920

5.125%,

3/01/31

3/27

at

100.00

N/R  

1,615,104

2,730

Bristol

Industrial

Development

Agency,

Virginia,

Revenue

Bonds,

The

Falls-Bristol

Project,

Series

2014B,

2.750%,

11/01/29,

144A

(7)

11/24

at

100.00

N/R  

1,916,405

385

Cherry

Hill

Community

Development

Authority,

Virginia,

Special

Assesment

Bonds,

Potomac

Shores

Project,

Series

2015,

4.500%,

3/01/25,

144A

No

Opt.

Call

N/R  

384,126

Cutalong

II

Community

Development

Authority,

Louisa

County,

Virginia,

Special

Assessment

Revenue

Bonds,

Cutalong

II

Project,

Series

2022:

815

4.000%,

3/01/32,

144A

3/27

at

103.00

N/R  

735,978

3,332

4.250%,

3/01/42,

144A

3/27

at

103.00

N/R  

2,804,977

25

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  

23,675

685

Lower

Magnolia

Green

Community

Development

Authority,

Virginia,

Special

Assessment

Bonds,

Series

2015,

4.000%,

3/01/25,

144A

No

Opt.

Call

N/R  

677,301

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Fort

Norfolk

Retirement

Community,

Inc.,

Harbor's

Edge

Project,

Series

2019A:

500

5.000%,

1/01/34

1/24

at

104.00

N/R  

468,515

7,350

5.250%,

1/01/54

1/24

at

104.00

N/R  

5,972,537

Norfolk

Redevelopment

and

Housing

Authority,

Virginia,

Revenue

Bonds,

Fort

Norfolk

Retirement

Community,

Inc.

-

Harbor's

Edge

Project,

Refunding

Series

2014:

150

4.000%,

1/01/24

No

Opt.

Call

N/R  

148,707

705

4.000%,

1/01/25

No

Opt.

Call

N/R  

687,530

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Marymount

University

Project,

Green

Series

2015B:

1,480

5.000%,

7/01/23,

144A

No

Opt.

Call

Ba3  

1,480,000

1,635

5.000%,

7/01/25,

144A

No

Opt.

Call

Ba3  

1,632,237

105

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

Regent

University

Project,

Series

2021,

4.000%,

6/01/46

6/31

at

100.00

BBB  

89,254

1,385

Virginia

Small

Business

Finance

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Downtown

Norfolk

and

Virginia

Beach

Oceanfront

Hotel

Projects,

Series

2018A,

8.500%,

4/01/28,

144A

No

Opt.

Call

N/R  

1,427,090

100

Virginia

Small

Business

Financing

Authority,

Private

Activity

Revenue

Bonds,

Transform

66

P3

Project,

Senior

Lien

Series

2017,

5.000%,

12/31/47,

(AMT)

6/27

at

100.00

Baa3  

101,150

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

418

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

345

Virginia

Small

Business

Financing

Authority,

Solid

Waste

Disposal

Revenue

Bonds,

Covanta

Project,

Series

2018,

5.000%,

1/01/48,

(AMT),

(Mandatory

Put

7/01/38),

144A

7/23

at

100.00

B  

$

318,908

Total

Virginia

21,146,875

Washington

-

0.8%

1,135

King

County

Public

Hospital

District

4,

Washington,

General

Obligation

Bonds,

Snoqualmie

Valley

Hospital,

Refunding

Limited

Tax

Series

2015A,

4.250%,

12/01/25

No

Opt.

Call

N/R  

1,119,598

1,300

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  

1,331,239

Kitsap

County

Consolidated

Housing

Authority,

Washington,

Pooled

Tax

Credit

Housing

Revenue

Bonds,

Series

2007:

1,085

5.500%,

6/01/27,

(AMT)

7/23

at

100.00

N/R  

1,082,211

1,500

5.600%,

6/01/37,

(AMT)

7/23

at

100.00

N/R  

1,410,345

Port

of

Pasco,

Washington,

Airport

and

General

Port

Revenue

Bonds,

Series

2014A:

1,110

5.000%,

12/01/23,

(AMT)

No

Opt.

Call

A  

1,115,472

1,165

5.000%,

12/01/24,

(AMT)

6/24

at

100.00

A  

1,177,827

12,500

Port

of

Tacoma,

Washington,

Revenue

Bonds,

Refunding

Series

2016B,

5.000%,

12/01/43,

(AMT)

12/26

at

100.00

Aa3  

12,763,125

805

Seattle

Housing

Authority,

Washington,

Revenue

Bonds,

Newholly

Phase

I

Project,

Series

2016A,

3.550%,

10/01/46

10/26

at

100.00

AA  

740,270

220

Tacoma

Consolidated

Local

Improvement

District

65,

Washington,

Special

Assessment

Bonds,

Series

2013,

5.750%,

4/01/43

7/23

at

100.00

N/R  

213,173

12,910

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2017A,

7.500%,

1/01/32,

(AMT),

144A

(7),(8)

1/28

at

100.00

N/R  

129

1,130

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2018,

7.250%,

1/01/32,

(AMT),

144A

(7),(8)

1/28

at

100.00

N/R  

11

6,085

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2019A,

7.500%,

1/01/32,

(AMT),

144A

(7),(8)

1/28

at

100.00

N/R  

61

3,860

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,

Senior

Series

2021A,

12.000%,

1/01/33,

(AMT),

144A

(7),(8)

No

Opt.

Call

N/R  

39

1,000

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,

Taxable

Senior

Series

2021B,

14.250%,

1/01/27,

144A

(7),(8)

No

Opt.

Call

N/R  

10

5,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Catholic

Health

Initiative,

Tender

Option

Bonds

Trust

2015-XF1017,

7.466%,

1/01/35,

144A,

(IF)

(4)

7/24

at

100.00

A1  

5,009,600

6,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014D,

5.000%,

10/01/41

10/24

at

100.00

A  

6,004,920

345

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Bayview

Manor

Senior

Project,

Refunding

Series

2016A,

4.000%,

7/01/26,

144A

7/24

at

102.00

N/R  

329,085

620

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Herons

Key

Senior

Living,

Series

2015A,

6.000%,

7/01/25,

(ETM),

144A

No

Opt.

Call

N/R  (6)

633,349

1,000

Washington

State

Housing

Finance

Commission,

Non-profit

Housing

Revenue

Bonds,

Presbyterian

Retirement

Communities

Northwest

Proejct,

Refunding

Series

2016A,

5.000%,

1/01/31,

144A

1/25

at

102.00

BB  

901,700

419

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Washington

(continued)

Washington

State

Housing

Finance

Commission,

Nonprofit

Refunding

Revenue

Bonds,

Wesley

Homes

at

Lea

Hill

Project,

Series

2016:

$

2,910

5.000%,

7/01/31,

144A

7/26

at

100.00

N/R  

$

2,755,654

2,000

5.000%,

7/01/36,

144A

7/26

at

100.00

N/R  

1,778,180

Washington

State

Housing

Finance

Commission,

Revenue

Bonds,

Rockwood

Retirement

Communities

Project,

Series

2014A:

430

6.000%,

1/01/24,

(ETM),

144A

No

Opt.

Call

N/R  (6)

435,470

1,500

7.500%,

1/01/49,

(Pre-refunded

1/01/24),

144A

1/24

at

100.00

N/R  (6)

1,529,010

Total

Washington

40,330,478

West

Virginia

-

0.3%

1,500

Glenville

State

College,

West

Virginia,

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

4.500%,

6/01/32

6/27

at

100.00

N/R  

1,417,650

465

Kanawha

County

Commission,

West

Virginia,

Student

Housing

Revenue

Bonds,

West

Virginia

State

University

Foundation

Inc,

Series

2013,

5.750%,

7/01/23,

(ETM),

144A

No

Opt.

Call

N/R  (6)

465,000

Monongalia

County

Commission,

West

Virginia,

Special

District

Excise

Tax

Revenue

Bonds,

University

Town

Centre

Economic

Opportunity

Development

District,

Refunding

&

Improvement

Series

2017A:

840

4.500%,

6/01/27,

144A

No

Opt.

Call

N/R  

842,176

4,745

5.750%,

6/01/43,

144A

6/27

at

100.00

N/R  

4,854,325

210

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  

186,749

500

South

Charleston,

West

Virginia,

Special

District

Excise

Tax

Revenue

Improvement

Bonds,

South

Charleston

Park

Place

Project,

Series

2022A,

4.250%,

6/01/42,

144A

6/31

at

100.00

N/R  

399,755

1,580

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  

1,277,588

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Cabell

Huntington

Hospital,

Inc.

Project,

Refunding

&

Improvement

Series

2018A:

1,000

5.000%,

1/01/33

1/29

at

100.00

Baa2  

1,029,590

1,180

5.000%,

1/01/34

1/29

at

100.00

Baa2  

1,211,895

1,000

5.000%,

1/01/36

1/29

at

100.00

Baa2  

1,012,750

Total

West

Virginia

12,697,478

Wisconsin

-

5.4%

3,075

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  

2,743,392

Milwaukee

Redevelopment

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Public

Schools,

Series

2017:

300

5.000%,

11/15/31

11/26

at

100.00

A  

316,941

190

5.000%,

11/15/33

11/26

at

100.00

A  

200,482

170

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Alamance

Community

School,

Series

2021A,

4.250%,

6/15/31,

144A

6/29

at

100.00

N/R  

150,916

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Ascend

Leadership

Academy

Project,

Series

2021A:

275

4.250%,

6/15/31,

144A

6/29

at

100.00

N/R  

240,487

895

5.000%,

6/15/41,

144A

6/29

at

100.00

N/R  

755,640

400

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Coral

Academy

of

Science,

Reno,

Series

2021A,

4.000%,

6/01/36,

144A

6/27

at

100.00

N/R  

343,716

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

420

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

335

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Coral

Academy

of

Science,

Reno,

Series

2022A,

5.375%,

6/01/37,

144A

6/30

at

100.00

N/R  

$

329,034

110

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Cornerstone

Charter

Academy,

North

Carolina,

Series

2016A,

4.250%,

2/01/26,

144A

No

Opt.

Call

N/R  

107,924

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School

Bonds,

North

Carolina,

Series

2019A:

845

4.000%,

6/15/29,

144A

6/26

at

100.00

N/R  

790,810

390

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

354,034

710

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School,

North

Carolina,

Series

2017A,

4.250%,

6/15/29,

144A

6/24

at

100.00

N/R  

673,428

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Discovery

Charter

School

Project,

Series

2022A:

2,225

6.500%,

6/01/42,

144A

6/30

at

100.00

N/R  

2,184,505

1,365

6.500%,

6/01/47,

144A

6/30

at

100.00

N/R  

1,312,174

995

6.625%,

6/01/52,

144A

6/30

at

100.00

N/R  

959,628

525

6.750%,

6/01/62,

144A

6/30

at

100.00

N/R  

507,491

410

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Envision

Science

Academy

Project,

Series

2016A,

4.125%,

5/01/26,

144A

No

Opt.

Call

N/R  

396,458

1,175

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Explore

Knowledge

Foundation

Las

Vegas

Project,

Series

2012A,

5.750%,

7/15/32

7/23

at

100.00

BB+  

1,175,564

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Freedom

Classical

Academy

Inc.,

Series

2020A:

650

5.000%,

1/01/31,

144A

1/28

at

100.00

N/R  

639,639

355

5.000%,

1/01/42,

144A

1/28

at

100.00

N/R  

319,692

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Guilford

Preparatory

Academy,

North

Carolina,

Taxable

Series

2022A:

750

4.375%,

4/01/32,

144A

4/31

at

100.00

N/R  

678,675

2,000

5.000%,

4/01/47,

144A

4/31

at

100.00

N/R  

1,730,260

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

North

Carolina

Charter

Educational

Foundation

Project,

Series

2016A:

4,975

4.100%,

6/15/26,

144A

No

Opt.

Call

N/R  

4,799,631

5,010

5.000%,

6/15/36,

144A

6/26

at

100.00

N/R  

4,330,694

2,395

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Phoenix

Academy

Charter

School,

North

Carolina,

Series

2017A,

5.000%,

6/15/27,

144A

6/24

at

100.00

N/R  

2,286,027

165

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Research

Triangle

High

School

Project,

North

Carolina,

Series

2015A,

4.375%,

7/01/25,

144A

No

Opt.

Call

N/R  

163,498

1,345

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Uwharrie

Charter

Academy,

North

Carolina,

Series

2017A,

4.500%,

6/15/29,

144A

6/27

at

100.00

N/R  

1,292,679

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Uwharrie

Charter

Academy,

North

Carolina,

Series

2022A:

510

4.500%,

6/15/32,

144A

No

Opt.

Call

Ba2  

477,069

1,310

5.000%,

6/15/42,

144A

6/32

at

100.00

Ba2  

1,201,703

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

The

Foundation

of

the

University

of

North

Carolina

at

Charlotte

Inc.,

Series

2021A:

3,920

4.000%,

9/01/36

9/31

at

100.00

N/R  

3,521,179

2,565

4.000%,

9/01/41

9/31

at

100.00

N/R  

2,138,415

421

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority

of

Wisconsin,

Contract

Revenue

Bonds,

Mercer

Crossing

Public

Improvement

District

Project,

Series

2017:

$

2,710

6.750%,

3/01/27,

144A

No

Opt.

Call

N/R  

$

2,860,866

2,500

7.000%,

3/01/47,

144A

3/27

at

100.00

N/R  

2,594,525

85

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Carolina

International

School,

Series

2013A,

6.000%,

8/01/23,

144A

No

Opt.

Call

BB+  

85,086

1,725

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Corvian

Community

School,

North

Carolina

Series

2023A,

5.875%,

6/15/38,

144A

6/33

at

100.00

N/R  

1,728,139

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

North

Carolina

Leadership

Academy,

Series

2019A:

255

4.000%,

6/15/29,

144A

6/26

at

100.00

N/R  

240,513

440

5.000%,

6/15/39,

144A

6/26

at

100.00

N/R  

413,710

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Shining

Rock

Classical

Academy,

Series

2022A:

500

5.625%,

6/15/37

6/29

at

101.00

N/R  

473,845

750

5.875%,

6/15/42

6/29

at

101.00

N/R  

709,447

250

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

The

Capitol

Encore

Academy,

Series

2019A,

4.750%,

6/01/29,

144A

6/27

at

102.00

N/R  

239,182

1,000

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

The

Franklin

School

of

Innovation,

Series

2022A,

5.000%,

1/01/42,

144A

1/29

at

103.00

N/R  

904,720

5,000

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

Dreamhouse

EWA

Beach,

New

Mexico,

Series

2022A,

5.750%,

6/01/25,

144A

6/24

at

100.00

N/R  

5,010,150

260

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

LEAD

Academy

Project,

Series

2016A,

4.250%,

8/01/26,

144A

No

Opt.

Call

N/R  

252,486

8,000

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

Lenoir-Rhyne

University,

Refunding

Series

2022,

5.000%,

4/01/43

4/32

at

100.00

BBB  

7,745,520

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

The

ASK

Academy

Project,

Series

2015A:

265

5.250%,

2/01/25

No

Opt.

Call

N/R  

263,728

1,380

5.750%,

2/01/35

2/25

at

100.00

N/R  

1,381,559

1,210

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  

1,066,046

785

Public

Finance

Authority

of

Wisconsin,

Healthcare

Facility

Expansion

Revenue

Bonds,

Church

Homes

of

Hartford

Inc

Project,

Refunding

Series

2015A,

5.000%,

9/01/25,

144A

No

Opt.

Call

BB  

774,403

225

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+  

192,674

1,000

Public

Finance

Authority

of

Wisconsin,

Hotel

Revenue

Bonds,

Grand

Hyatt

San

Antonio

Hotel

Acquisition

Project,

Senior

Lien

Series

2022A,

5.000%,

2/01/52

2/32

at

100.00

BBB-  

999,020

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

Grant

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017A:

31,975

3.125%,

8/01/27,

144A

(7)

No

Opt.

Call

N/R  

24,420,906

7,270

6.750%,

8/01/31,

144A

(7)

No

Opt.

Call

N/R  

5,089,000

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017:

22,365

5.000%,

12/01/27,

144A

No

Opt.

Call

N/R  

20,344,993

13,115

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R  

11,794,188

300

6.750%,

12/01/42,

144A

12/27

at

100.00

N/R  

271,779

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

422

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

8,250

7.000%,

12/01/50,

144A

12/27

at

100.00

N/R  

$

7,515,998

1,790

Public

Finance

Authority

of

Wisconsin,

Project

Revenue

Bonds,

Irving

Convention

Center

Hotel

Project,

First

Tier

Series

2017A-2,

7.000%,

1/01/50,

144A

1/32

at

100.00

N/R  

1,949,382

1,690

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  

101,400

1,700

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Proton

Therapy

Center,

Senior

Series

2017A,

6.250%,

10/01/31,

144A

(7)

10/27

at

100.00

N/R  

1,020,000

1,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Alabama

Proton

Therapy

Center,

Senior

Series

2017B,

8.500%,

10/01/47,

144A

(7)

10/27

at

100.00

N/R  

400,000

1,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Prime

Healthcare

Foundation,

Inc.,

Series

2017A,

5.350%,

12/01/45

12/27

at

100.00

BBB  

1,001,430

11,630

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Procure

Proton

Therapy

Center,

Senior

Series

2018A,

6.625%,

7/01/28,

144A

No

Opt.

Call

N/R  

10,470,373

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Roseman

University

of

Health

Sciences,

Series

2020:

30

5.000%,

4/01/30,

(ETM),

144A

No

Opt.

Call

N/R  (6)

32,737

570

5.000%,

4/01/30,

144A

No

Opt.

Call

BB  

586,365

10,000

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

CCRC

Project,

Series

2021A,

4.000%,

6/01/56,

144A

6/27

at

103.00

N/R  

6,681,300

5,085

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2021B-1,

3.000%,

6/01/28

No

Opt.

Call

N/R  

4,691,065

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2023A:

5,665

5.000%,

6/01/27

No

Opt.

Call

N/R  

5,656,786

7,130

4.000%,

6/01/36

6/27

at

103.00

N/R  

6,085,384

2,500

5.000%,

6/01/37

6/28

at

103.00

N/R  

2,326,550

1,130

4.000%,

6/01/41

6/27

at

103.00

N/R  

877,716

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Sky

Harbour

LLC

Obligated

Group

Aviation

Facilities

Project,

Series

2021:

1,930

4.000%,

7/01/36,

(AMT)

7/28

at

100.00

N/R  

1,630,618

3,985

4.000%,

7/01/41,

(AMT)

7/31

at

100.00

N/R  

3,087,977

8,970

4.250%,

7/01/54,

(AMT)

7/31

at

100.00

N/R  

6,402,965

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Viticus

Group

Project,

Series

2022A:

1,285

4.000%,

12/01/31,

144A

No

Opt.

Call

N/R  

1,169,543

2,255

4.000%,

12/01/41,

144A

12/31

at

100.00

N/R  

1,841,478

Public

Finance

Authority

of

Wisconsin,

Senior

Living

Facility

Revenue

Bonds,

Mary's

Woods

at

Marylhurst

Inc.,

Series

2017A:

1,215

5.000%,

5/15/31,

144A

5/25

at

102.00

BB  

1,177,311

1,000

5.250%,

5/15/42,

144A

5/25

at

102.00

BB  

915,910

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1:

25,435

6.125%,

1/01/33,

144A

1/28

at

100.00

N/R  

15,642,525

8,455

6.250%,

1/01/38,

144A

1/28

at

100.00

N/R  

5,199,825

2,795

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R  

1,718,925

540

Public

Finance

Authority

of

Wisconsin,

Student

Housing

Revenue

Bonds,

Collegiate

Housing

Foundation

-

Cullowhee

LLC

-

Western

California

University

Project,

Series

2015A,

5.000%,

7/01/23

No

Opt.

Call

BBB-  

540,000

735

Public

Finance

Authority

of

Wisconsin,

Wisconsin

Revenue

Note,

KDC

Agribusiness

LLC

Project,

Series

2022B,

15.000%,

8/31/23

(7),(8)

No

Opt.

Call

N/R  

112,088

423

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Ocean

Academy

Charter

School,

Series

2021:

$

285

4.000%,

10/15/31,

144A

No

Opt.

Call

N/R  

$

254,403

570

5.000%,

10/15/41,

144A

10/31

at

100.00

N/R  

510,104

3,500

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Texas

Biomedical

Research

Institute

Project,

Series

2021A,

3.000%,

6/01/48

6/31

at

100.00

Baa1  

2,348,710

17,930

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Vonore

Fiber

Products

Sustainable

Packaging

Project,

Taxable

Green

Series

2019,

7.500%,

6/01/29,

144A

7/23

at

105.00

N/R  

17,623,576

1,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

PHW

Muskego,

Inc.

Project,

Series

2021,

4.000%,

10/01/41

10/28

at

102.00

N/R  

788,450

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

American

Baptist

Homes

of

the

Midwest

Obligated

Group,

Refunding

Series

2017:

235

4.375%,

8/01/27

8/24

at

103.00

N/R  

215,401

6,045

5.000%,

8/01/27

8/24

at

103.00

N/R  

5,673,414

4,015

5.000%,

8/01/32

8/24

at

103.00

N/R  

3,506,661

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Clement

Manor,

Inc.,

Series

2019:

1,000

4.250%,

8/01/34

8/26

at

103.00

N/R  

811,240

2,300

4.500%,

8/01/39

8/26

at

103.00

N/R  

1,701,655

480

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Dickson

Hollow

Project.

Series

2014,

4.250%,

10/01/24

7/23

at

102.00

N/R  

471,859

350

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Fort

Healthcare,

Series

2014,

5.000%,

5/01/25

5/24

at

100.00

A-  

353,427

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Hope

Christian

Schools

Obligated

Group,

Series

2021:

1,125

3.000%,

12/01/31

12/26

at

100.00

N/R  

949,219

2,550

4.000%,

12/01/41

12/26

at

100.00

N/R  

1,967,197

5,000

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Marshfield

Clinic,

Series

2016A,

5.000%,

2/15/42

2/26

at

100.00

BBB+  

5,019,450

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Mile

Bluff

Medical

Center,

Inc.,

Series

2014:

1,250

5.000%,

5/01/26

5/24

at

100.00

N/R  

1,215,363

1,000

5.125%,

5/01/29

5/24

at

100.00

N/R  

972,750

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Rogers

Memorial

Hospital,

Inc.,

Series

2014A:

385

5.000%,

7/01/25

7/24

at

100.00

A  

390,332

670

5.000%,

7/01/26

7/24

at

100.00

A  

680,198

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Refunding

Series

2021B:

530

4.000%,

9/01/36

9/27

at

103.00

BBB-  

465,616

500

4.000%,

9/15/41

9/27

at

103.00

BBB-  

409,905

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Saint

John's

Communities

Inc.,

Refunding

Series

2022.

Forward

Delivery:

775

4.000%,

9/15/36

9/27

at

103.00

BBB-  

680,853

770

4.000%,

9/15/41

9/27

at

103.00

BBB-  

631,254

4,020

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Woodland

Hills

Senior

Housing

Project,

Series

2014,

5.000%,

12/01/29

7/23

at

102.00

N/R  

3,923,078

300

Wisconsin

Housing

and

Economic

Development

Authority,

Housing

Revenue

Bonds,

Series

2015C,

3.875%,

11/01/35

5/25

at

100.00

Aa3  

297,459

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

424

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

2,500

Wisconsin

Housing

and

Economic

Development

Authority,

Multifamily

Housing

Bonds,

Meadow

Village

Project

Series

2020A,

5.000%,

7/01/37,

144A

7/28

at

102.00

N/R  

$

2,245,825

Total

Wisconsin

269,921,320

Total

Municipal

Bonds

(cost

$5,151,990,741)

4,762,758,522

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

7.9%

X

392,544,857

Electric

Utilities

-

0.2%

67,109

Talen

Energy

Corp

(9)

$

3,260,357

172,611

Talen

Energy

Supply

LLC

(9)

8,385,960

Total

Electric

Utilities

11,646,317

Independent

Power

and

Renewable

Electricity

Producers

-

7.7%

4,940,062

Energy

Harbor

Corp

(9),(10)

380,898,540

Total

Independent

Power

and

Renewable

Electricity

Producers

380,898,540

Total

Common

Stocks

(cost

$117,504,610)

392,544,857

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

–

CORPORATE

BONDS

-

0.4%

X

17,842,164

Electric

Utilities

-

0.0%

$

1,165

FirstEnergy

Corp

(7)

6.800%

8/15/39

N/R

$

11

1,865

FirstEnergy

Corp

(7)

6.050%

8/15/22

N/R

19

Total

Electric

Utilities

30

Health

Care

Providers

&

Services

-

0.3%

4,000

Toledo

Hospital/The

5.325%

11/15/28

BB-

3,240,000

17,745

Tower

Health

4.451%

2/01/50

B

8,029,613

Total

Health

Care

Providers

&

Services

11,269,613

Hotels,

Restaurants

&

Leisure

-

0.1%

8,000

Wild

Rivers

Water

Park

8.500%

11/01/51

N/R

5,910,000

Total

Hotels,

Restaurants

&

Leisure

5,910,000

Machinery

-

0.0%

1,400

Columbia

Pulp

I

LLC

(8)

16.000%

8/31/23

N/R

662,521

Total

Machinery

662,521

Total

Corporate

Bonds

(cost

$27,632,162)

17,842,164

425

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

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:

Principal

Amount

(000)

Description

(1)

Coupon

(11)

Reference

Rate

(11)

Spread

(11)

Maturity

(12)

Ratings

(3)

Value

X

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.0%

(11)

X

700,000

Trading

Companies

&

Distributors

-

0.0%

$

700

KDC

Agribusiness

Fairless

Hills

LLC

(8)

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

Total

Long-Term

Investments

(cost

$5,297,827,513)

5,173,845,543

Borrowings

-

(0.5)%

(13)

(26,155,610)

Floating

Rate

Obligations

-

(5.2)%

(259,555,000)

Other

Assets

&

Liabilities,

Net

-  1.6%(14)

83,750,904

Net

Assets

-

100%

$

4,971,885,837

Futures

Contracts

-

Short

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

(2,679)

9/23

$

(304,479,666)

$

(300,759,610)

$

3,720,056

U.S.

Treasury

5-Year

Note

(2,183)

9/23

(237,158,293)

(233,785,656)

3,372,637

Total

$(541,637,959)

$(534,545,266)

$7,092,693

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

4,757,388,262

$

5,370,260

$

4,762,758,522

Common

Stocks

–

392,544,857

–

392,544,857

Corporate

Bonds

–

17,179,643

662,521

17,842,164

Variable

Rate

Senior

Loan

Interests

–

–

700,000

700,000

Investments

in

Derivatives:

Futures

Contracts*

7,092,693

–

–

7,092,693

Total

$

7,092,693

$

5,167,112,762

$

6,732,781

$

5,180,938,236

Nuveen

Short

Duration

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

426

*

Represents

net

unrealized

appreciation

(depreciation).

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(5)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

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.

(7)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(8)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(9)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(10)

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

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2005A,

4.000%,

1/01/35;

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;

Beaver

County

Industrial

Development

Authority,

Pennsylvania,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Series

2008A,

2.700%,

4/01/35;

FirstEnergy

Solutions

Corp,

6.050%,

8/15/21;

FirstEnergy

Solutions

Corp,

6.800%,

8/15/39;

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

Generation

Project,

Refunding

Series

2006A,

3.750%,

12/01/23;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Corporation

Project,

Refunding

Series

2010B,

3.750%,

6/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.125%,

1/01/34;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2006B,

3.625%,

12/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33;

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%,  5/15/19;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006B,

4.000%,

12/01/33;

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;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2010C,

4.000%,

6/01/33;

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

Shippingport

Project,

First

Energy

Guarantor,

Series

2005A,

3.750%,

12/01/40;

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.

(11)

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.

(12)

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.

(13)

Borrowings

as

a

percentage

of

Total

Investments

is

0.5%.

(14)

Other

assets

less

liabilities

includes

the

unrealized

appreciation

(depreciation)

of

certain

over-the-counter

("OTC")

derivatives

as

well

as

the

OTC

cleared

and

exchange-traded

derivatives,

when

applicable.

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

ETM

Escrowed

to

maturity

427

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.

LIBOR

London

Inter-Bank

Offered

Rate

N/A

Not

Applicable.

SIFMA

Securities

Industry

and

Financial

Market

Association

SOFR

Secured

Overnight

Financing

Rate

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.

428

Nuveen

Strategic

Municipal

Opportunities

Fund

Portfolio

of

Investments

June

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

101.3%   

X

–

MUNICIPAL

BONDS

-

97.9%

X

1,070,903,046

Alabama

-

0.9%

Birmingham-Jefferson

Civic

Center

Authority,

Alabama,

Special

Tax

Bonds,

Series

2018A:

$

1,500

4.000%,

7/01/38

7/28

at

100.00

A-  

$

1,477,335

1,500

4.000%,

7/01/43

7/28

at

100.00

A-  

1,457,640

4,280

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  

4,736,205

1,000

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  

1,023,540

250

Mobile

Spring

Hill

College

Educational

Building

Authority,

Alabama,

Revenue

Bonds,

Spring

Hill

College

Project,

Series

2015,

5.875%,

4/15/45

4/25

at

100.00

N/R  

248,605

777

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

4.500%,

5/01/32,

144A

5/29

at

100.00

N/R  

726,822

Total

Alabama

9,670,147

Alaska

-

0.1%

1,665

Alaska

Industrial

Development

and

Export

Authority,

Revenue

Bonds,

Greater

Fairbanks

Community

Hospital

Foundation

Project,

Refunding

Series

2019,

4.000%,

4/01/34

4/29

at

100.00

A  

1,670,744

Total

Alaska

1,670,744

Arizona

-

3.6%

945

Arizona

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Linder

Village

Project

in

Meridian,

Ada

County,

Idaho,

Series

2020,

5.000%,

6/01/31,

144A

No

Opt.

Call

N/R  

947,693

970

Arizona

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Basis

Schools,

Inc.

Projects,

Series

2017A,

5.125%,

7/01/37,

144A

7/26

at

100.00

BB  

966,634

210

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Academies

of

Math

&

Science

Projects,

Series

2019,

5.000%,

7/01/54,

144A

7/29

at

100.00

BB+  

187,889

2,000

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  

1,461,040

4,000

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  

2,966,080

1,800

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  

1,662,462

100

Arizona

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Pinecrest

Academy-Cadence

Campus

Project,

Series

2020A,

4.000%,

7/15/50,

144A

7/28

at

100.00

BB+  

75,360

5,500

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group

Falcon

Properties

LLC,

Project,

Senior

Series

2022A-1,

4.000%,

12/01/51,

144A

12/31

at

100.00

BB  

4,235,605

429

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Arizona

(continued)

$

6,295

Chandler

Industrial

Development

Authority,

Arizona,

Industrial

Development

Revenue

Bonds,

Intel

Corporation

Project,

Series

2022-

2,

5.000%,

9/01/52,

(AMT),

(Mandatory

Put

9/01/27)

3/27

at

100.00

A  

$

6,444,066

400

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

Projects,

Taxable

Series

2019B,

5.000%,

7/01/39,

144A

7/29

at

100.00

Ba2  

384,972

1,000

Maricopa

County

Industrial

Development

Authority,

Arizona,

Educational

Facilities

Revenue

Bonds,

Ottawa

University

Projects,

Series

2020,

5.250%,

10/01/40,

144A

10/27

at

103.00

N/R  

985,420

725

Maricopa

County

Industrial

Development

Authority,

Arizona,

Hospital

Revenue

Bonds,

HonorHealth,

Series

2019A,

5.000%,

9/01/36

9/28

at

100.00

A2  

769,935

7,840

Maricopa

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Banner

Health,

Series

2023A-3,

5.000%,

1/01/53,

(Mandatory

Put

11/01/30)

11/29

at

101.58

AA-  

8,711,024

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Senior

Lien

Refunding

Series

2023:

1,905

5.000%,

7/01/30,

(AMT)

No

Opt.

Call

AA-  

2,089,880

1,675

5.000%,

7/01/31,

(AMT)

No

Opt.

Call

AA-  

1,858,396

1,540

5.000%,

7/01/32,

(AMT)

No

Opt.

Call

AA-  

1,724,477

2,000

Phoenix

Civic

Improvement

Corporation,

Arizona,

Airport

Revenue

Bonds,

Senior

Lien

Series

2017A,

5.000%,

7/01/32,

(AMT)

7/27

at

100.00

AA-  

2,111,580

100

Pima

County

Industrial

Development

Authority,

Arizona,

Education

Facility

Revenue

Bonds,

Edkey

Charter

Schools

Project,

Series

2016,

5.250%,

7/01/36

7/26

at

100.00

BB-  

99,344

25

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  

23,355

Pima

County

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Tucson

Medical

Center,

Series

2021A:

435

4.000%,

4/01/39

4/31

at

100.00

A  

415,068

860

4.000%,

4/01/40

4/31

at

100.00

A  

814,876

Total

Arizona

38,935,156

Arkansas

-

1.0%

7,000

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-  

7,011,760

2,930

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-  

2,657,803

1,500

Arkansas

Development

Finance

Authority,

Revenue

Bonds,

Baptist

Memorial

Health

Care,

Refunding

Series

2020B-1,

5.000%,

9/01/39

9/30

at

100.00

BBB+  

1,533,720

Total

Arkansas

11,203,283

California

-

8.1%

2,000

Alvord

Unified

School

District,

Riverside

County,

California,

General

Obligation

Bonds,

Refunding

Series

2002A,

5.900%,

8/01/30

-

NPFG

Insured

No

Opt.

Call

A1  

2,198,900

Antelope

Valley

Healthcare

District,

California,

Revenue

Bonds,

Series

2016A:

1,210

5.000%,

3/01/26

No

Opt.

Call

BBB  

1,215,784

1,000

5.250%,

3/01/36

3/26

at

100.00

BBB  

1,022,660

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

430

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

1,965

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023C,

5.250%,

1/01/54,

(Mandatory

Put

10/01/31)

10/30

at

100.65

Baa1  

$

2,056,805

5,600

California

Community

Choice

Financing

Authority,

Clean

Energy

Project

Revenue

Bonds,

Green

Series

2023D,

5.500%,

5/01/54,

(Mandatory

Put

11/01/28)

8/28

at

100.24

A2  

5,911,360

3,815

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  

2,664,968

100

California

Municipal

Finance

Authority,  Revenue

Bonds,

Creative

Center

of

Los

Altos

Project

Pinewood

&

Oakwood

Schools,

Series

2016B,

4.000%,

11/01/36,

144A

11/26

at

100.00

N/R  

86,471

505

California

Municipal

Finance

Authority,

Charter

School

Revenue

Bonds,

John

Adams

Academies,

Inc.

-

Lincoln

Project,

Taxable

Series

2019B,

5.000%,

10/01/39,

144A

10/27

at

100.00

N/R  

485,936

6,330

California

Municipal

Finance

Authority,

Federal

Lease

Revenue

Bonds,

VA

Oceanside

Health

Care

Center

Project,

Taxable

Series

2021,

3.637%,

7/01/30

4/30

at

100.00

Baa2  

5,409,808

2,750

California

Municipal

Finance

Authority,

Revenue

Bonds,

Linxs

APM

Project,

Senior

Lien

Series

2018A,

5.000%,

12/31/47,

(AMT)

6/28

at

100.00

BBB-  

2,779,673

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

Poseidon

Resources

Channelside

LP

Desalination

Project,

Series

2012:

2,500

5.000%,

7/01/37,

(AMT),

144A

1/24

at

100.00

Baa3  

2,502,125

4,390

5.000%,

11/21/45,

(AMT),

144A

1/24

at

100.00

Baa3  

4,360,499

840

California

Pollution

Control

Financing

Authority,

Water

Furnishing

Revenue

Bonds,

San

Diego

County

Water

Authoriity

Desalination

Project

Pipeline,

Refunding

Series

2019,

5.000%,

7/01/39,

144A

1/29

at

100.00

Baa3  

860,630

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  

802,270

400

California

Public

Finance

Authority,

Charter

School

Lease

Revenue

Bonds,

Laverne

Elementary

Preparatory

Academy

Project,

Series

2019A,

5.000%,

6/15/49,

144A

7/23

at

100.00

N/R  

357,820

470

California

Public

Finance

Authority,

Senior

Living

Revenue

Bonds,

Enso

Village,

Refunding

Green

Series

2021A,

5.000%,

11/15/51,

144A

11/29

at

102.00

N/R  

414,394

300

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Rocketship

Education

Obligated

Group,

Series

2016A,

5.000%,

6/01/31,

144A

6/25

at

100.00

N/R  

301,281

745

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  

551,948

1,000

California

State

Public

Works

Board,

Lease

Revenue

Bonds,

Various

Capital

Projects,

Refunding

Series

2023B,

5.000%,

12/01/36

12/32

at

100.00

A+  

1,169,050

California

State,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2023:

1,110

4.000%,

10/01/42

4/33

at

100.00

AA-  

1,130,735

5,910

5.000%,

10/01/42

4/33

at

100.00

AA-  

6,736,809

4,290

California

State,

General

Obligation

Bonds,

Various

Purpose

Series

2023,

5.250%,

10/01/45

4/33

at

100.00

AA-  

4,961,643

1,000

California

Statewide

Communities

Development

Authority,

California,

Revenue

Bonds,

Loma

Linda

University

Medical

Center,

Series

2016A,

5.000%,

12/01/46,

144A

6/26

at

100.00

BB  

970,540

431

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

195

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2020A,

5.000%,

9/02/50

9/30

at

100.00

N/R  

$

197,750

8

California

Statewide

Community

Development

Authority,

Revenue

Bonds,

Daughters

of

Charity

Health

System,

Series

2005A,

5.500%,

7/01/39

(4),(5)

9/23

at

100.00

N/R  

8,054

1,000

Compton,

California,

Sewer

Revenue

Bonds,

Series

2009,

6.000%,

9/01/39

7/23

at

100.00

N/R  

996,190

5,000

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  

3,703,200

6,180

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Center

City

Anaheim,

Series

2020A,

5.000%,

1/01/54,

144A

1/31

at

100.00

N/R  

5,319,744

3,180

Irvine

Facilities

Financing

Authority,

California,

Special

Tax

Revenue

Bonds,

Great

Park

Infrastructure

Project

Series

2023A,

5.000%,

9/01/41

9/33

at

100.00

AA-  

3,583,383

3,000

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2017A,

5.000%,

7/01/47,

(UB)

(6)

1/27

at

100.00

AA-  

3,152,190

2,500

Los

Angeles

Department

of

Water

and

Power,

California,

Power

System

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/52

1/32

at

100.00

AA-  

2,735,625

Metropolitan

Water

District

of

Southern

California,

Water

Revenue

Bonds,

Refunding

Series

2023A:

1,000

5.000%,

4/01/41

4/33

at

100.00

Aa1  

1,147,360

500

5.000%,

4/01/42

4/33

at

100.00

Aa1  

572,190

675

5.000%,

4/01/43

4/33

at

100.00

Aa1  

770,465

1,265

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Refunding

Series

2022A-1,

5.000%,

9/01/42

-

AGM

Insured

9/29

at

103.00

AA  

1,394,827

River

Islands

Public

Financing

Authority,

California,

Special

Tax

Bonds,

Community

Facilities

District

2003-1

Improvement

Area

1,

Subordinate

Series

2022B-2:

1,265

5.000%,

9/01/42

9/29

at

103.00

N/R  

1,217,031

2,130

5.250%,

9/01/47

9/29

at

103.00

N/R  

2,097,177

1,000

5.000%,

9/01/52

9/29

at

103.00

N/R  

940,650

965

Rocklin,

Placer

County,

California,

Special

Tax

Bonds,

Community

Facilities

District

10

Whitney

Ranch,

Series

2015,

5.000%,

9/01/39

9/25

at

100.00

N/R  

978,983

1,040

Sacramento

County,

California,

Airport

System

Revenue

Bonds,

Refunding

Senior

Series

2018C,

5.000%,

7/01/38,

(AMT)

7/28

at

100.00

A2  

1,085,833

6,110

Sacramento

Municipal

Utility

District,

California,

Electric

Revenue

Bonds,

Refunding

Series

2023D,

5.000%,

8/15/49,

(Mandatory

Put

10/15/30)

4/30

at

100.00

AA-  

6,938,455

3,770

San

Francisco

City

and

County

Redevelopment

Agency

Successor

Agency,

California,

Tax

Allocation

Bonds,

Mission

Bay

South

Redevelopment

Project,

Subordinate

Series

2016D,

0.000%,

8/01/43,

144A

7/23

at

37.24

N/R  

1,414,617

750

San

Francisco

Community

College

District,

California,

General

Obligation

Bonds,

Taxable

Election

2020

Series

2020A-1,

3.165%,

6/15/41

6/30

at

100.00

A1  

585,885

San

Jose,

California,

Airport

Revenue

Bonds,

Taxable

Refunding

Series

2021C:

290

2.310%,

3/01/30

No

Opt.

Call

A  

245,876

420

3.290%,

3/01/41

3/31

at

100.00

A  

318,692

Total

California

88,356,286

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

432

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

-

12.1%

$

2,630

64th

Avenue

ARI

Authority,

Adams

County,

Colorado,

Special

Revenue

Bonds,

Series

2020,

6.500%,

12/01/43

12/25

at

103.00

N/R  

$

2,528,166

Arista

Metropolitan

District,

Broomfield

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

&

Improvement

Convertible

to

Unlimited

Tax

Series

2018A:

1,000

4.375%,

12/01/28

12/23

at

103.00

N/R  

965,680

1,000

5.125%,

12/01/48

12/23

at

103.00

N/R  

929,640

6,250

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  

5,676,375

1,000

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A,

5.000%,

12/01/48

9/24

at

103.00

N/R  

893,670

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  

1,348,605

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  

873,790

739

Blue

Lake

Metropolitan

District

3,

Lochbuie,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2018A,

5.250%,

12/01/48

12/23

at

103.00

N/R  

669,822

1,000

Broadway

Station

Metropolitan

District

2,

Denver

City

and

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Convertible

to

Unlimited

Series

2019A,

5.125%,

12/01/48

6/24

at

103.00

N/R  

774,830

1,500

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Junior

Subordinate

Series

2016,

7.000%,

12/15/57

7/23

at

100.00

N/R  

1,032,480

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017:

2,900

5.000%,

12/01/29,

144A

7/23

at

103.00

N/R  

2,866,070

1,500

5.000%,

12/01/37,

144A

7/23

at

103.00

N/R  

1,429,665

5,000

5.000%,

12/01/47,

144A

7/23

at

103.00

N/R  

4,551,400

400

Colorado

Educational

and

Cultural

Facilities

Authority,

Charter

School

Revenue

Bonds

World

Compass

Academy

Project,

Series

2017,

5.375%,

10/01/37

10/27

at

100.00

N/R  

351,800

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  

82,902

100

4.000%,

7/01/51,

144A

7/31

at

100.00

N/R  

75,229

2,310

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-1,

0.000%,

11/15/58,

(Mandatory

Put

11/15/28)

,

(WI/DD)

11/27

at

101.76

AA  

2,524,229

6,560

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

AdventHealth

Obligated

Group,

Series

2023A-2,

5.000%,

11/15/57,

(Mandatory

Put

11/15/33)

,

(WI/DD)

11/32

at

101.57

AA  

7,545,574

500

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Cappella

of

Grand

Junction

Project,

Series

2019,

5.000%,

12/01/54,

144A

12/26

at

103.00

N/R  

329,950

500

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sunny

Vista

Living

Center

Project,

Refunding

&

Improvement

Series

2015A,

5.750%,

12/01/35,

144A

12/25

at

100.00

N/R  

370,920

250

Colorado

International

Center

Metropolitan

District

14,

Denver,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018,

5.875%,

12/01/46

12/23

at

103.00

N/R  

245,618

433

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

500

Copper

Ridge

Metropolitan

District,

Colorado

Springs,

Colorado,

Tax

Increment

and

Sales

Tax

Supported

Revenue

Bonds,

Series

2019,

5.000%,

12/01/39

12/24

at

103.00

N/R  

$

466,520

1,500

Crowfoot

Valley

Ranch

Metropolitan

District

No.

2,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.750%,

12/01/48

12/23

at

103.00

N/R  

1,482,345

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  

623,725

Denver

City

and

County,

Colorado,

Airport

System

Revenue

Bonds,

Series

2022A:

3,895

5.000%,

11/15/31,

(AMT)

No

Opt.

Call

AA-  

4,327,540

1,545

5.500%,

11/15/40,

(AMT)

11/32

at

100.00

AA-  

1,719,631

Denver

Convention

Center

Hotel

Authority,

Colorado,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

Senior

Lien

Series

2016:

1,250

5.000%,

12/01/29

12/26

at

100.00

BBB-  

1,289,163

2,000

5.000%,

12/01/30

12/26

at

100.00

BBB-  

2,062,060

1,000

Denver

International

Business

Center

Metropolitan

District

1,

Denver,

Colorado,

General

Obligation

Bonds,

Subordinate

Limited

Tax

Series

2019B,

6.000%,

12/01/48

6/24

at

103.00

N/R  

1,000,000

685

E-470

Public

Highway

Authority,

Colorado,

Senior

Revenue

Bonds,

Series

2020A,

5.000%,

9/01/36

9/30

at

100.00

A2  

761,487

4,900

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  

4,893,434

970

Flying

Horse

Metropolitan

District

3,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Series

2019,

6.000%,

12/01/49,

144A

9/24

at

103.00

N/R  

926,845

1,000

Foothills

Metropolitan

District,

Fort

Collins,

Colorado,

Special

Revenue

Bonds,

Series

2014,

5.750%,

12/01/30

12/24

at

100.00

N/R  

984,570

Fourth

North

Business

Improvement

District,

Silverthorne,

Summit

County,

Colorado,

Special

Revenue

and

Tax

Supported

Bonds,

Refunding

&

Improvement

Senior

Series

2022A:

1,665

5.250%,

12/01/32

12/30

at

102.00

N/R  

1,656,359

4,445

5.750%,

12/01/52

12/30

at

102.00

N/R  

4,352,144

2,000

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  

1,726,220

1,000

Hess

Ranch

Metropolitan

District

6,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-1,

5.000%,

12/01/49

3/25

at

103.00

N/R  

887,440

1,050

Independence

Metropolitan

District

3,

Elbert

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

6.250%,

12/01/49

6/24

at

103.00

N/R  

953,358

2,089

Independence

Water

&

Sanitation

District,

Elbert

County,

Colorado,

Special

Revenue

Bonds,

Series

2019,

7.250%,

12/01/38

6/24

at

103.00

N/R  

2,102,662

500

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  

485,510

615

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  

525,776

1,000

Kinston

Metropolitan

District

5,

Loveland,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

4.625%,

12/01/35

12/25

at

103.00

N/R  

868,150

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

434

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,000

Lakes

at

Centerra

Metropolitan

District

2,

Loveland,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2018A,

5.250%,

12/01/47

12/23

at

103.00

N/R  

$

923,700

500

Lanterns

Metropolitan

District

1,

Castle

Rock,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A,

5.000%,

12/01/39

9/24

at

103.00

N/R  

481,545

3,000

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  

3,001,530

500

Littleton

Village

Metropolitan

District

No.

2,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2015,

5.375%,

12/01/45

7/23

at

101.00

N/R  

492,520

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  

458,930

500

5.000%,

4/15/51

6/26

at

103.00

N/R  

430,345

500

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  

393,475

Mirabelle

Metropolitan

District

2,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A:

500

5.000%,

12/01/39

3/25

at

103.00

N/R  

476,820

1,750

5.000%,

12/01/49

3/25

at

103.00

N/R  

1,566,197

500

Mountain

Sky

Metropolitan

District,

Fort

Lupton,

Weld

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A,

5.000%,

12/01/49

3/25

at

103.00

N/R  

452,615

2,000

North

Range

Metropolitan

District

3,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2020A-3,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,857,040

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  

874,380

Painted

Prairie

Public

Improvement

Authority,

Aurora,

Colorado,

Special

Revenue

Bonds,

Series

2019:

2,500

5.000%,

12/01/39

12/24

at

103.00

N/R  

2,408,400

6,500

5.000%,

12/01/49

12/24

at

103.00

N/R  

5,907,005

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  

464,180

290

Peak

Metropolitan

District

1,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.000%,

12/01/51,

144A

3/26

at

103.00

N/R  

253,164

1,550

Peak

Metropolitan

District

3,

Colorado

Springs,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

7.500%,

12/01/52

12/27

at

103.00

N/R  

1,553,317

7,980

Pioneer

Community

Authority

Board

(Weld

County,

Colorado),

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/34

6/29

at

103.00

N/R  

7,536,711

Prairie

Center

Metopolitan

District

No.

3,

In

the

City

of

Brighton,

Adams

County,

Colorado,

Limited

Property

Tax

Supported

Primary

Improvements

Revenue

Bonds,

Refunding

Series

2017A:

1,415

4.125%,

12/15/27,

144A

12/26

at

100.00

N/R  

1,398,289

2,000

5.000%,

12/15/41,

144A

12/26

at

100.00

N/R  

1,977,860

720

Prairie

Center

Metropolitan

District

No.

3,

Brighton,

Colorado,

Special

Revenue

Bonds,

Park

and

Recreation

Improvements

Series

2018,

5.125%,

12/15/42

12/23

at

103.00

N/R  

688,392

435

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

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  

$

393,040

1,500

Prairie

Farm

Metropolitan

District,

In

the

City

of

Commerce

City,

Adams

County,

Colorado,

Limited

Tax

Convertible

to

Unlimited

Tax,

General

Obligation

Bonds,

Series

2018A,

5.250%,

12/01/48

7/23

at

103.00

N/R  

1,509,495

500

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,

5.000%,

12/01/40

12/25

at

103.00

N/R  

467,410

1,000

Rampart

Range

Metropolitan

District

1,

Lone

Tree,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Refunding

&

Improvement

Series

2017,

5.000%,

12/01/42

12/27

at

100.00

A1  

1,035,150

2,000

Rampart

Range

Metropolitan

District

5,

Lone

Tree,

Douglas

County,

Colorado,

Limited

Tax

Supported

and

Special

Revenue

Bonds,

Series

2021,

4.000%,

12/01/41

10/26

at

102.00

N/R  

1,561,560

1,865

Regional

Transportation

District,

Colorado,

Sales

Tax

Revenue

Bonds,

Fastracks

Project,

Series

2016A,

5.000%,

11/01/46

11/26

at

100.00

Aa2  

1,933,072

1,016

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  

869,513

875

South

Maryland

Creek

Ranch

Metropolitan

District,

Summitt

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax

Series

2018A,

5.625%,

12/01/47

12/23

at

103.00

N/R  

856,424

1,400

South

Sloan's

Lake

Metropolitan

District

2,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019,

4.000%,

12/01/39

-

AGM

Insured

12/29

at

100.00

Baa1  

1,408,806

1,650

Sterling

Ranch

Metropolitan

District

1,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2020,

5.000%,

12/01/40

12/25

at

103.00

N/R  

1,556,363

496

Tallman

Gulch

Metropolitan

District,  Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Refunding

and

Improvement

Bonds,Subordinate

Limited

Tax

General

Obligation

Bonds,

Series

2018A,

5.250%,

12/01/47

7/23

at

103.00

N/R  

482,028

Trails

at

Crowfoot

Metropolitan

District

3,

Parker,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019A:

1,500

5.000%,

12/01/39

9/24

at

103.00

N/R  

1,441,470

1,000

5.000%,

12/01/49

9/24

at

103.00

N/R  

911,320

1,618

Vauxmont

Metropolitan

District,

Arvada,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Convertible

to

Unlimited

Tax

Refunding

Subordinate

Series

2019,

3.250%,

12/15/50

-

AGM

Insured

12/24

at

103.00

AA  

1,389,085

Velocity

Metropolitan

District

3,

In

the

City

of

Aurora,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2019:

500

5.125%,

12/01/34

12/23

at

103.00

N/R  

498,905

3,820

5.375%,

12/01/39

12/23

at

103.00

N/R  

3,814,690

1,600

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  

1,093,584

2,000

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  

1,847,880

1,500

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  

1,311,255

1,000

Willow

Springs

Ranch

Metropolitan

District,

Monument,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Convertible

to

Unlimited

Tax

Series

2019A,

5.000%,

12/01/49

12/24

at

103.00

N/R  

910,510

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

436

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

2,000

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  

$

1,225,480

500

Windsor

Highlands

Metropolitan

District

9,

Windsor,

Larimer

County,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2019,

5.000%,

12/01/39

9/24

at

103.00

N/R  

480,650

1,856

Woodmen

Heights

Metropolitan

District

2,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Refunding

Subordinate

Series

2020B-2,

7.500%,

12/15/40

12/25

at

103.00

N/R  

1,718,656

Total

Colorado

132,474,115

Connecticut

-

0.1%

200

Connecticut

Development

Authority,

Airport

Facilities

Revenue

Bonds,

Learjet

Inc.,

Series

2004,

7.950%,

4/01/26,

(AMT)

7/23

at

100.00

B2  

199,964

100

Connecticut

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Healthcare

Facility

Expansion

Church

Home

of

Hartford

Inc.

Project,

Series

2016A,

5.000%,

9/01/46,

144A

9/26

at

100.00

BB  

82,161

1,255

Connecticut

Housing

Finance

Authority,

Housing

Mortgage

Finance

Program

Bonds,

Series

2016B-1,

2.950%,

11/15/31

11/25

at

100.00

AAA  

1,175,860

Total

Connecticut

1,457,985

Delaware

-

0.1%

1,500

Delaware

Health

Facilities

Authroity,

Revenue

Bonds,

Beebe

Medical

Center

Project,

Series

2018,

5.000%,

6/01/43

12/28

at

100.00

BBB  

1,536,270

35

Kent

County,

Delaware,

Student

Housing

&

Dining

Facility

Revenue

Bonds,

Collegiate

Housing

Foundation

-

Dover

LLC

Delaware

State

University

Project,

Series

2018A,

5.000%,

7/01/48

1/28

at

100.00

BB-  

32,548

Total

Delaware

1,568,818

District

of

Columbia

-

1.2%

4,000

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Refunding

Forward

Delivery

Series

2022C,

5.000%,

12/01/36

12/32

at

100.00

Aa1  

4,605,160

6,005

District

of

Columbia,

Income

Tax

Secured

Revenue

Bonds,

Series

2022A,

5.500%,

7/01/47

7/32

at

100.00

Aa1  

6,872,542

275

Metropolitan

Washington

Airports

Authority,

District

of

Columbia,

Dulles

Toll

Road

Revenue

Bonds,

Dulles

Metrorail

&

Capital

improvement

Projects,

Refunding

&

Subordinate

Lien

Series

2019B,

4.000%,

10/01/35

10/29

at

100.00

Baa2  

279,832

415

Metropolitan

Washington

D.C.

Airports

Authority,

Airport

System

Revenue

Bonds,

Refunding

Series

2018A,

5.000%,

10/01/26,

(AMT)

No

Opt.

Call

AA-  

433,123

1,300

Washington

Convention

and

Sports

Authority,

Washington

D.C.,

Dedicated

Tax

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021A,

4.000%,

10/01/40

10/30

at

100.00

A+  

1,296,958

Total

District

of

Columbia

13,487,615

Florida

-

9.7%

3,105

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilties

Revenue

Bonds,

Shands

Healthcare

Project,

Series

2007A,

4.552%,

12/01/37

(3-Month

LIBOR*0.67%

reference

rate

+

0.870%

spread)

(7)

7/23

at

100.00

A3  

2,986,637

1,000

Ave

Maria

Stewardship

Community

District,

Florida,

Bond

Anticipation

Notes,

Phase

4

Master

Improvements

Project,

Series

2021,

3.500%,

5/01/26,

144A

7/23

at

100.00

N/R  

975,480

1,000

Ave

Maria

Stewardship

Community

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Ave

Maria

National

Project,

Series

2021,

3.750%,

5/01/41

5/31

at

100.00

N/R  

827,160

437

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

240

Cape

Coral

Health

Facilities

Authority,

Florida,

Senior

Housing

Revenue

Bonds,

Gulf

Care

Inc.

Project,

Series

2015,

5.750%,

7/01/30,

144A

7/25

at

100.00

N/R  

$

169,013

3,225

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

Franklin

Academy

Projects,

Series

2020,

5.000%,

12/15/40,

144A

7/26

at

100.00

N/R  

2,950,746

255

Capital

Trust

Agency,

Florida,

Educational

Facilities

Lease

Revenue

Bonds,

South

Tech

Schools

Project,

Series

2020A,

5.000%,

6/15/55,

144A

6/27

at

100.00

N/R  

215,437

900

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Imagine

School

at

North

Manatee,

Series

2021A,

5.000%,

6/01/56,

144A

6/31

at

100.00

N/R  

754,578

1,000

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

Pineapple

Cove

Classical

Academy,

Series

2019A,

5.250%,

7/01/49,

144A

1/29

at

100.00

N/R  

925,360

100

Capital

Trust

Agency,

Florida,

Educational

Facilities

Revenue

Bonds,

The

Florida

Charter

Educational

Foundation,

Inc.

Projects,

Series

2018A,

5.375%,

6/15/48,

144A

6/28

at

100.00

N/R  

91,481

50

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Babcock

Neighborhood

School

Inc,

Series

2018,

6.100%,

8/15/38,

144A

8/28

at

100.00

N/R  

50,939

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  

361,210

1,000

4.200%,

8/15/56,

144A

8/28

at

100.00

N/R  

728,840

500

4.250%,

8/15/61,

144A

8/28

at

100.00

N/R  

359,730

1,892

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  

245,986

90

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Renaissance

Charter

School

Project,

Series

2017A,

4.375%,

6/15/27,

144A

No

Opt.

Call

N/R  

88,100

500

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  

469,115

1,000

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

St.

Johns

Classical

Academy,

Refunding

Series

2021A,

4.000%,

6/15/56,

144A

6/30

at

100.00

N/R  

713,910

100

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2017A,

5.000%,

10/15/47,

144A

10/27

at

100.00

Ba1  

90,726

100

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Viera

Charter

School

Project,

Series

2019A,

5.000%,

10/15/39,

144A

10/27

at

100.00

Ba1  

95,175

1,500

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  

1,439,250

500

Eden

Hills

Community

Development

District,

Lake

Alfred,

Florida,

Special

Assessment

Revenue

Bonds,

Phase

1

Series

2020,

4.125%,

5/01/51

5/30

at

100.00

N/R  

418,500

100

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Florida

Charter

Foundation

Inc.

Projects,

Series

2016A,

4.750%,

7/15/36,

144A

7/26

at

100.00

N/R  

95,413

1,250

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Mater

Academy

Projects,

Series

2020A,

5.000%,

6/15/40

6/27

at

100.00

BBB  

1,252,738

100

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Renaissance

Charter

School,

Inc.

Projects,

Series

2020C,

5.000%,

9/15/40,

144A

9/27

at

100.00

N/R  

89,059

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

438

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

1,510

Florida

Development

Finance

Corporation,

Florida,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Pro

USA,

Inc.

Project,

Series

2019,

5.000%,

5/01/29,

(AMT),

144A

7/23

at

104.00

N/R  

$

1,440,857

3,000

Florida

Development

Finance

Corporation,

Florida,

Solid

Waste

Disposal

Revenue

Bonds,

Waste

Pro

USA,

Inc.

Project,

Series

2023,

6.125%,

7/01/32,

(AMT),

(Mandatory

Put

7/01/26),

144A

4/26

at

100.00

N/R  

3,021,030

14,320

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  

14,225,202

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

1,150

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

7/23

at

101.00

N/R  

1,146,055

11,350

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

7/23

at

102.00

N/R  

10,953,431

3,120

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

7/23

at

102.00

N/R  

2,995,824

Florida

Development

Finance

Corporation,

Healthcare

Facilties

Revenue

Bonds,

Lakeland

Regional

Health

Systems,

Series

2021:

550

4.000%,

11/15/35

11/31

at

100.00

A2  

551,633

1,000

4.000%,

11/15/37

11/31

at

100.00

A2  

981,580

2,360

4.000%,

11/15/38

11/31

at

100.00

A2  

2,297,413

2,750

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)

7/23

at

101.00

N/R  

2,706,688

28,360

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

7/23

at

103.00

N/R  

28,846,658

3,500

Greater

Orlando

Aviation

Authority,

Florida,

Special

Purpose

Airport

Facilities

Revenue

Bonds,

JetBlue

Airways

Corporation,

Series

2013,

5.000%,

11/15/36,

(AMT)

7/23

at

100.00

N/R  

3,499,860

500

Hidden

Creek

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Assessment

Area

3,

Series

2019A-1,

5.250%,

11/01/39,

144A

11/29

at

100.00

N/R  

506,530

1,500

Jacksonville,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Brooks

Rehabilitation,

Series

2020,

4.000%,

11/01/45

11/29

at

100.00

A-  

1,350,060

2,000

Jacksonville,

Florida,

Special

Revenue

Bonds,

Refunding

Series

2017A,

5.250%,

10/01/42

10/27

at

100.00

AA-  

2,129,560

1,000

Magic

Place

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2019,

4.500%,

5/01/51

5/30

at

100.00

N/R  

858,880

100

Miami

Dade

County

Industrial

Development

Authority,

Florida,

Educational

Facilities

Revenue

Bonds,

South

Florida

Autism

Charter

School

Project,

Series

2017,

5.875%,

7/01/37,

144A

7/27

at

100.00

N/R  

100,580

1,070

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Series

2022A,

5.250%,

10/01/52,

(AMT),

(UB)

(6)

10/32

at

100.00

A3  

1,124,559

2,845

Miami-Dade

County,

Florida,

Special

Obligation

Bonds,

Subordinate

Series

2009,

0.000%,

10/01/42

-

BAM

Insured

No

Opt.

Call

A2  

1,227,447

145

Mirada

Community

Development

District,

Pasco

County,

Florida,

Bond

Anticipation

Note,

Assessment

Area

3,

Series

2019,

4.500%,

5/01/24

7/23

at

100.00

N/R  

145,017

1,500

Mirada

II

Community

Development

District,

Florida,

Capital

Improvement

Revenue

Bonds,

Series

2021,

4.000%,

5/01/51

5/31

at

100.00

N/R  

1,180,350

100

Pinellas

County

Industrial

Development

Authority,

Florida,

Industrial

Development

Revenue

Bonds,

Drs.

Kiran

&

Pallavi

Patel

2017

Foundation

for

Global

Understanding,

Inc.,

Project,

Series

2019,

5.000%,

7/01/29

No

Opt.

Call

N/R  

102,356

439

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

$

420

Reunion

East

Community

Development

District,

Osceola

County,

Florida,

Special

Assessment

Bonds,

Series

2021,

2.850%,

5/01/31

No

Opt.

Call

N/R  

$

370,600

995

Sarasota

National

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Refunding

Series

2020,

3.500%,

5/01/31

5/30

at

100.00

N/R  

908,982

1,560

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A,

5.500%,

11/15/49

11/26

at

103.00

N/R  

1,212,354

1,145

South

Broward

Hospital

District,

Florida,

Hospital

Revenue

Bonds,

South

Broward

Hospital

District

Obligated

Group,

Refunding

Series

2016A,

4.000%,

5/01/44

5/26

at

100.00

Aa3  

1,104,582

6,130

Tampa,

Florida,

Capital

Improvement

Cigarette

Tax

Allocation

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020A,

0.000%,

9/01/45

9/30

at

54.56

A  

2,069,488

205

Tampa,

Florida,

Hospital

Revenue

Bonds,

H.

Lee

Moffitt

Cancer

Center

Project,

Series

2020B,

4.000%,

7/01/39

7/30

at

100.00

A-  

199,182

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  

579,410

1,420

Tradition

Community

Development

District

9,

Port

Saint

Lucie,

Florida,

Special

Assessment

Bonds,

Series

2021,

3.000%,

5/01/41

5/31

at

100.00

N/R  

1,039,610

550

Village

Community

Development

District

15,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2023,

4.250%,

5/01/28,

144A

,

(WI/DD)

No

Opt.

Call

N/R  

551,501

700

Windward

Community

Development

District,

Florida,

Special

Assessment

Bonds,

Series

2020A-1,

4.500%,

5/01/51

5/30

at

100.00

N/R  

600,432

Total

Florida

106,422,294

Georgia

-

0.5%

Atlanta

Development

Authority,

Georgia,

Senior

Health

Care

Facilities

Revenue

Bonds,

Georgia

Proton

Treatment

Center

Project,

Current

Interest

Series

2017A-1:

1,500

6.750%,

1/01/35

(4)

1/28

at

100.00

N/R  

675,000

500

7.000%,

1/01/40

(4)

1/28

at

100.00

N/R  

225,000

1,000

Gainesville

and

Hall

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Northeast

Georgia

Health

Services

Inc.,

Series

2021A,

3.000%,

2/15/51

-

BAM

Insured

2/31

at

100.00

AA  

737,170

200

Georgia

Municipal

Electric

Authority,

Plant

Vogtle

Units

3

&

4

Project

M

Bonds,

Series

2019A,

5.000%,

1/01/36

7/28

at

100.00

BBB+  

212,180

1,000

Griffin-Spalding

County

Hospital

Authority,

Georgia,

Revenue

Anticipation

Certificates,

Wellstar

Health

System

Inc.,

Series

2017A,

4.000%,

4/01/42

4/27

at

100.00

A2  

963,190

2,750

Main

Street

Natural

Gas

Inc.,

Georgia,

Gas

Supply

Revenue

Bonds,

Series

2022C,

4.000%,

8/01/52,

(Mandatory

Put

11/01/27),

144A

5/27

at

100.81

BBB-  

2,659,030

500

Municipal

Electric

Authority

of

Georgia,

General

Resolution

Projects

Subordinated

Bonds,

Series

20188HH,

5.000%,

1/01/29

1/28

at

100.00

A  

534,730

Total

Georgia

6,006,300

Guam

-

0.5%

1,000

Government

of

Guam,

Business

Privilege

Tax

Bonds,

Refunding

Series

2015D,

5.000%,

11/15/27

11/25

at

100.00

BB  

1,017,490

1,700

Government

of

Guam,

Hotel

Occupancy

Tax

Revenue

Bonds,

Refunding

Series

2021A,

5.000%,

11/01/35

5/31

at

100.00

Ba1  

1,774,545

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

440

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Guam

(continued)

Guam

A.B.

Won

Pat  International

Airport

Authority,

Revenue

Bonds,

Series

2021A:

$

610

2.699%,

10/01/26

No

Opt.

Call

Baa2  

$

547,731

550

3.189%,

10/01/29

No

Opt.

Call

Baa2  

465,823

600

3.339%,

10/01/30

No

Opt.

Call

Baa2  

500,496

620

3.489%,

10/01/31

No

Opt.

Call

Baa2  

510,917

490

3.839%,

10/01/36

10/31

at

100.00

Baa2  

392,421

80

Guam

Government,

General

Obligation

Bonds,

Series

2019,

5.000%,

11/15/31,

(AMT)

5/29

at

100.00

BB-  

82,667

Total

Guam

5,292,090

Idaho

-

0.1%

1,000

Idaho

Health

Facilities

Authority,

Revenue

Bonds,

Saint

Luke's

Health

System

Project,

Series

2018A,

5.000%,

3/01/37

9/28

at

100.00

A3  

1,030,970

Total

Idaho

1,030,970

Illinois

-

6.1%

500

Bolingbrook,

Illinois,

Special

Tax

Bonds,

Special

Service

Area

1,

Refunding

Series

2019,

5.250%,

3/01/41

3/28

at

100.00

N/R  

464,745

1,000

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2016,

6.000%,

4/01/46

4/27

at

100.00

A  

1,048,550

Chicago

Board

of

Education,

Illinois,

Dedicated

Capital

Improvement

Tax

Revenue

Bonds,

Series

2023:

1,250

5.250%,

4/01/33

No

Opt.

Call

A  

1,406,987

1,250

5.250%,

4/01/40

4/33

at

100.00

A  

1,336,050

1,725

5.500%,

4/01/43

4/33

at

100.00

A  

1,869,590

1,335

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Project

Series

2015C,

5.250%,

12/01/35

12/24

at

100.00

BB+  

1,339,940

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2012B:

1,000

5.000%,

12/01/34

7/23

at

100.00

Ba2  

1,000,010

1,000

4.000%,

12/01/35

7/23

at

100.00

Ba2  

951,560

1,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Refunding

Series

2017G,

5.000%,

12/01/34

12/27

at

100.00

BB+  

1,024,470

2,000

Chicago

Board

of

Education,

Illinois,

General

Obligation

Bonds,

Dedicated

Revenues,

Series

2021A,

5.000%,

12/01/34

12/30

at

100.00

BB+  

2,094,000

12,500

Chicago

Transit

Authority,

Illinois,

Sales

Tax

Receipts

Revenue

Bonds,

Series

2014,

5.250%,

12/01/49

12/24

at

100.00

AA  

12,680,750

1,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Senior

Lien

Series

2016G,

5.000%,

1/01/52

1/27

at

100.00

A+  

1,015,770

2,000

Chicago,

Illinois,

General

Obligation

Bonds,

Refunding

Series

2020A,

5.000%,

1/01/30

No

Opt.

Call

BBB  

2,156,700

1,000

Chicago,

Illinois,

Midway

Airport

Revenue

Bonds,

Refunding

Second

Lien

Series

2014A,

5.000%,

1/01/31

1/24

at

100.00

A3  

1,003,800

1,775

Chicago,

Illinois,

Wastewater

Transmission

Revenue

Bonds,

Second

Lien

Project,

Refunding

Series

2023B,

5.000%,

1/01/38

-

AGM

Insured

7/32

at

100.00

A  

1,959,192

Chicago,

Illinois,

Water

Revenue

Bonds,

Refunding

Second

Lien

Series

2023B:

550

5.000%,

11/01/34

-

AGM

Insured

5/32

at

100.00

A  

621,242

550

5.000%,

11/01/35

-

AGM

Insured

5/32

at

100.00

A  

615,582

330

5.000%,

11/01/36

-

AGM

Insured

5/32

at

100.00

A  

365,963

330

5.000%,

11/01/38

-

AGM

Insured

5/32

at

100.00

A  

362,904

920

5.000%,

11/01/39

-

AGM

Insured

5/32

at

100.00

A  

1,008,817

441

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

Cook

County,

Illinois,

Sales

Tax

Revenue

Bonds,

Series

2021A:

$

2,600

4.000%,

11/15/39

11/30

at

100.00

AA-  

$

2,589,444

485

4.000%,

11/15/40

11/30

at

100.00

AA-  

480,911

5,000

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Series

2018A,

4.125%,

5/15/47

-

BAM

Insured

11/28

at

100.00

AA  

4,766,600

485

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Intrinsic

Charter

Schools

Belmont

School

Project,

Series

2015A,

5.750%,

12/01/35,

144A

12/25

at

100.00

N/R  

496,208

750

Illinois

Finance

Authority,

Revenue

Bonds,

Ascension

Health/

fkaPresence

Health

Network,

Series

2016C,

4.000%,

2/15/41

2/27

at

100.00

Aa2  

730,140

260

Illinois

Finance

Authority,

Revenue

Bonds,

Dominican

University,

Refunding

Series

2022,

5.000%,

3/01/34

9/32

at

100.00

BBB-  

266,952

1,075

Illinois

Finance

Authority,

Revenue

Bonds,

Lutheran

Home

and

Services,

Series

2019A,

5.000%,

11/01/49

11/26

at

103.00

N/R  

876,351

815

Illinois

Finance

Authority,

Revenue

Bonds,

Northshore

-

Edward-

Elmhurst

Health

Credit

Group,

Series

2022A,

5.000%,

8/15/47

8/32

at

100.00

AA-  

863,647

Illinois

Finance

Authority,

Revenue

Bonds,

University

of

Chicago,

Refunding

Series

2015A:

225

5.000%,

10/01/46,

(Pre-refunded

10/01/25),

(UB)

(6)

10/25

at

100.00

N/R  (8)

233,890

25

5.000%,

10/01/46,

(UB)

(6)

10/25

at

100.00

AA-  

25,504

4,400

Illinois

State,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010-4,

7.100%,

7/01/35

No

Opt.

Call

BBB+  

4,750,328

2,500

Illinois

State,

General

Obligation

Bonds,

May

Series

2014,

5.000%,

5/01/32

5/24

at

100.00

BBB+  

2,526,550

2,100

Illinois

State,

General

Obligation

Bonds,

October

Series

2020B,

4.000%,

10/01/33

10/30

at

100.00

BBB+  

2,145,591

2,115

Illinois

Toll

Highway

Authority,

Toll

Highway

Revenue

Bonds,

Senior

Series

2023A,

5.250%,

1/01/43

7/33

at

100.00

AA-  

2,356,702

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Refunding

Series

2022A:

1,710

0.000%,

12/15/35

12/31

at

90.33

BBB  

1,002,436

1,800

0.000%,

6/15/39

12/31

at

81.66

BBB  

862,704

2,000

0.000%,

6/15/40

12/31

at

79.15

BBB  

906,140

1,885

0.000%,

12/15/40

12/31

at

78.00

BBB  

834,320

730

0.000%,

12/15/41

12/31

at

75.58

BBB  

305,761

1,500

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

McCormick

Place

Expansion

Project

Bonds,

Series

2015A,

0.000%,

12/15/52

-

BAM

Insured

No

Opt.

Call

AA  

357,915

2,500

Metropolitan

Pier

and

Exposition

Authority,

Illinois,

Revenue

Bonds,

McCormick

Place

Expansion

Project,

Series

2002A,

0.000%,

6/15/37

-

NPFG

Insured

No

Opt.

Call

Baa2  

1,366,475

430

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019,

5.000%,

1/01/39

1/26

at

100.00

N/R  

395,561

2,890

Sales

Tax

Securitization

Corporation,

Illinois,

Second

Lien

Sales

Tax

Securitization

Bonds,

Refunding

Series

2023C,

5.000%,

1/01/34

,

(WI/

DD)

1/33

at

100.00

AA-  

3,227,350

Total

Illinois

66,694,102

Indiana

-

2.1%

1,420

Gary

Local

Public

Improvement

Bond

Bank,

Indiana,

Economic

Development

Revenue

Bonds,

Drexel

Foundation

for

Educational

Excellence

Project,

Refunding

Series

2020A,

5.875%,

6/01/55,

144A

6/30

at

100.00

N/R  

1,222,663

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

442

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Indiana

(continued)

$

1,195

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Depauw

University

Project,

Series

2019,

5.000%,

7/01/37

7/29

at

100.00

Baa1  

$

1,229,572

1,000

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

Valparaiso

University

Project,

Series

2014,

5.000%,

10/01/39

10/24

at

100.00

Baa2  

1,005,330

110

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

7/23

at

100.00

B1  

110,465

1,000

Indiana

Finance

Authority,

Environmental

Improvement

Revenue

Bonds,

United

States

Steel

Corporation

Project,

Series

2020,

6.750%,

5/01/39,

(AMT)

11/30

at

100.00

B1  

1,128,980

1,000

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-1,

5.000%,

10/01/62,

(Mandatory

Put

7/01/28)

,

(WI/DD)

7/27

at

101.76

AA  

1,088,150

4,115

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-2,

5.000%,

10/01/60,

(Mandatory

Put

7/01/30)

,

(WI/DD)

7/29

at

101.68

AA  

4,610,528

4,125

Indiana

Finance

Authority,

Hospital

Revenue

Bonds,

Indiana

University

Health

Obligation

Group,

Long

Term

Rate

Series

2023B-3,

5.000%,

10/01/55,

(Mandatory

Put

7/01/32)

,

(WI/DD)

7/31

at

101.64

AA  

4,690,166

2,000

Indiana

Finance

Authority,

Wastewater

Utility

Revenue

Bonds,

CWA

Authority

Project,

Series

2014A,

5.000%,

10/01/40

10/24

at

100.00

A+  

2,030,140

1,500

Indianapolis

Local

Public

Improvement

Bond

Bank,

Indiana,

Airport

Authority

Project

Revenue

Bonds,

Refunding

Series

2015I,

5.000%,

1/01/32,

(AMT)

1/25

at

100.00

A  

1,527,090

4,670

Whiting,

Indiana,

Environmental

Facilities

Revenue

Bonds,

BP

Products

North

America

Inc.

Project,

Series

2015,

4.400%,

11/01/45,

(AMT),

(Mandatory

Put

6/10/31)

No

Opt.

Call

A2  

4,766,389

Total

Indiana

23,409,473

Iowa

-

0.8%

1,000

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Alcoa

Inc.

Project,

Series

2012,

4.750%,

8/01/42

7/23

at

100.00

BB+  

977,870

2,135

Iowa

Finance

Authority,

Iowa,

Midwestern

Disaster

Area

Revenue

Bonds,

Iowa

Fertilizer

Company

Project,

Refunding

Series

2022,

5.000%,

12/01/50,

(Mandatory

Put

12/01/42)

12/29

at

103.00

BBB-  

2,188,033

5,500

PEFA

Inc.,

Public

Energy

Facilities

Authority,

Inc.,

Iowa,

Gas

Project

Revenue

Bonds,

Series

2019,

5.000%,

9/01/49,

(Mandatory

Put

9/01/26)

6/26

at

100.62

A3  

5,609,450

Total

Iowa

8,775,353

Kansas

-

0.3%

Overland

Park

Development

Corporation,

Kansas,

Revenue

Bonds,

Convention

Center

Hotel,

Refunding

&

improvement

Series

2019:

1,680

5.000%,

3/01/25

No

Opt.

Call

BB-  

1,667,467

1,500

5.000%,

3/01/44

3/29

at

100.00

BB-  

1,413,825

Total

Kansas

3,081,292

Kentucky

-

0.7%

60

Ashland,

Kentucky,

Medical

Center

Revenue

Bonds,

Ashland

Hospital

Corporation

d/b/a

King's

Daughters

Medical

Center

Project,

Refunding

Series

2019,

4.000%,

2/01/35

2/30

at

100.00

Baa1  

59,357

1,000

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  

889,160

443

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Kentucky

(continued)

$

2,175

Carroll

County,

Kentucky,

Environmental

Facilities

Revenue

Bonds,

Kentucky

Utilities

Company

Project,

Refunding

Series

2006B,

2.125%,

10/01/34,

(AMT)

6/31

at

100.00

A  

$

1,720,947

1,000

Kentucky

Economic

Development

Finance

Authority,

Louisville

Arena

Project

Revenue

Bonds,

Louisville

Arena

Authority,

Inc.,

Series

2017A,

5.000%,

12/01/45

-

AGM

Insured

12/27

at

100.00

A1  

1,024,480

Kentucky

Economic

Development

Finance

Authority,

Revenue

Bonds,

Next

Generation

Kentucky

Information

Highway

Project,

Senior

Series

2015A:

1,000

5.000%,

7/01/26

7/25

at

100.00

Baa2  

1,010,580

1,000

5.000%,

7/01/30

7/25

at

100.00

Baa2  

1,015,060

1,000

Kentucky

State

Property

and

Buildings

Commission,

Revenue

Bonds,

Project

122,

Series

2019A,

4.000%,

11/01/34

11/28

at

100.00

A1  

1,018,980

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  

816,450

Total

Kentucky

7,555,014

Louisiana

-

1.3%

2,785

Calcasieu

Parish

Memorial

Hospital

Service

District,

Louisiana,

Revenue

Bonds,

Lake

Charles

Memorial

Hospital,

Refunding

Series

2019,

5.000%,

12/01/34

12/29

at

100.00

BB  

2,664,409

265

Louisiana

Local

Government

Environmental

Facilities

and

Community

Development

Authority,

Louisiana,

Revenue

Bonds,

Saint

Martin

Parish

GOMESA

Project,

Series

2019,

4.400%,

11/01/44,

144A

11/28

at

100.00

N/R  

253,661

1,150

Louisiana

Publc

Facilities

Authority,

Lousiana,

Revenue

Bonds,

Lincoln

Preparatory

School

Project,

Series

2021A,

5.250%,

6/01/51,

144A

6/31

at

100.00

N/R  

955,627

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  

421,040

4,000

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2008,

6.100%,

6/01/38,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

4,319,400

500

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-  

541,100

725

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010A,

6.350%,

10/01/40,

144A

6/30

at

100.00

BB-  

784,595

1,000

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2010B,

6.100%,

12/01/40,

(Mandatory

Put

6/01/30),

144A

No

Opt.

Call

BB-  

1,079,850

1,000

Saint

James

Parish,

Louisiana,

Revenue

Bonds,

NuStar

Logistics,

L.P.

Project,

Series

2011,

5.850%,

8/01/41,

(Mandatory

Put

6/01/25),

144A

No

Opt.

Call

BB-  

1,024,700

1,000

Saint

John

the

Baptist

Parish,

Louisiana,

Revenue

Bonds,

Marathon

Oil

Corporation

Project,

Refunding

Series

2017A-3,

2.200%,

6/01/37,

(Mandatory

Put

7/01/26)

No

Opt.

Call

BBB-  

944,900

780

Tangipahoa

Parish

Hospital

Service

District

1,

Louisiana,

Hospital

Revenue

Bonds,

North

Oaks

Health

System

Project,

Refunding

Series

2021,

4.000%,

2/01/39

2/31

at

100.00

BBB+  

736,882

Total

Louisiana

13,726,164

Maryland

-

0.4%

2,840

Baltimore,

Maryland,

Convention

Center

Hotel

Revenue

Bonds,

Refunding

Series

2017,

5.000%,

9/01/39

9/27

at

100.00

B  

2,719,471

200

Baltimore,

Maryland,

Special

Obligation

Bonds,

Harbor

Point

Project,

Refunding

Series

2022,

4.500%,

6/01/33,

144A

6/31

at

100.00

N/R  

196,388

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

444

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

(continued)

$

190

Frederick

County,

Maryland,

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020A,

5.000%,

7/01/43,

144A

7/30

at

102.00

N/R  

$

186,352

140

Frederick

County,

Maryland,

Tax

Increment

and

Special

Tax

Limited

Obligation

Bonds,

Jefferson

Technology

Park

Project,

Refunding

Series

2020B,

4.625%,

7/01/43,

144A

7/30

at

102.00

N/R  

136,858

500

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006A,

5.000%,

12/01/31

(4)

7/23

at

100.00

N/R  

300,000

1,000

Maryland

Economic

Development

Corporation,

Revenue

Bonds,

Chesapeake

Bay

Hyatt

Conference

Center,

Series

2006B,

5.250%,

12/01/31

(4)

7/23

at

100.00

N/R  

600,000

Total

Maryland

4,139,069

Massachusetts

-

0.6%

165

Massachusetts

Development

Finance

Agency

Revenue

Refunding

Bonds,

NewBridge

on

the

Charles,

Inc.

Issue,

Series

2017,

5.000%,

10/01/47,

144A

7/23

at

105.00

BB+  

149,911

2,000

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Emmanuel

College,

Series

2016A,

5.000%,

10/01/43

10/26

at

100.00

Baa2  

1,959,860

Massachusetts

Development

Finance

Agency,

Revenue

Bonds,

Northeastern

University,

Series

2022:

470

5.000%,

10/01/39

10/32

at

100.00

A1  

534,108

2,895

5.000%,

10/01/41

10/32

at

100.00

A1  

3,263,331

1,115

5.000%,

10/01/44

10/32

at

100.00

A1  

1,243,481

Total

Massachusetts

7,150,691

Michigan

-

1.8%

5,000

Detroit,

Wayne

County,

Michigan,

General

Obligation

Bonds,

Financial

Recovery

Series

2014B-1,

4.000%,

4/01/44

7/23

at

100.00

N/R  

3,737,800

5,000

Great

Lakes

Water

Authority,

Michigan,

Water

Supply

System

Revenue

Bonds,

Series

2022B,

5.500%,

7/01/52

7/32

at

100.00

A2  

5,437,100

10,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Henry

Ford

Health

System,

Refunding

Series

2016,

5.000%,

11/15/41

11/26

at

100.00

A  

10,237,000

Total

Michigan

19,411,900

Minnesota

-

1.6%

1,400

Brooklyn

Park,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Athlos

Leadership

Academy

Project,

Series

2015A,

5.750%,

7/01/46

7/25

at

100.00

N/R  

1,209,950

50

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Twin

Cities

International

Schools

Project,

Series

2017A,

5.000%,

12/01/47,

144A

12/27

at

100.00

N/R  

46,345

3,000

Minneapolis,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Yinghua

Academy

Project,

Series

2013A,

6.125%,

7/01/48

7/23

at

100.00

BB+  

3,000,810

2,175

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Series

2023A,

5.000%,

11/15/52,

(Mandatory

Put

11/15/28)

5/28

at

100.91

A1  

2,345,389

2,840

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Allina

Health

System,

Series

2023B,

5.000%,

11/15/53,

(Mandatory

Put

11/15/30)

11/29

at

101.75

A1  

3,136,553

2,000

Minneapolis,

Minnesota,

Health

Care

System

Revenue

Bonds,

Fairview

Health

Services,

Series

2015A,

5.000%,

11/15/44

11/25

at

100.00

BBB+  

2,023,080

1,135

Moorhead,

Minnesota,

Educational

Facilities

Revenue

Bonds,

The

Concordia

College

Corporation

Project,

Series

2016,

5.000%,

12/01/40

12/25

at

100.00

Baa1  

1,152,479

445

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Minnesota

(continued)

$

30

Saint

Cloud,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Stride

Academy

Project,

Series

2016A,

5.000%,

4/01/46

4/26

at

100.00

N/R  

$

22,184

3,745

Saint

Paul

Housing

&

Redevelopment

Authority,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Community

School

of

Excellence,

Series

2023,

5.500%,

3/01/53,

144A

3/33

at

100.00

Ba1  

3,486,632

840

Saint

Paul

Housing

and

Redevelopment

Authority,

Minnesota,

Health

Care

Revenue

Bonds,

Fairview

Health

Services,

Series

2017A,

5.000%,

11/15/47

11/27

at

100.00

BBB+  

852,625

Total

Minnesota

17,276,047

Mississippi

-

0.2%

1,000

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  

720,080

1,000

Mississippi

State,

Gaming

Tax

Revenue

Bonds,

Series

2015E,

5.000%,

10/15/35

10/25

at

100.00

A-  

1,028,600

Total

Mississippi

1,748,680

Missouri

-

1.2%

1,075

Blue

Springs,

Missouri,

Special

Obligation

Tax

Increment

Bonds,

Adams

Farm

Project,

Special

Districts

Refunding

&

Improvement

Series

2015A,

5.250%,

6/01/39

6/24

at

100.00

N/R  

1,068,367

185

Cape

Girardeau

County

Industrial

Development

Authority,

Missouri,

Health

Facilities

Revenue

Bonds,

Southeasthealth,

Series

2021,

4.000%,

3/01/41

3/31

at

100.00

BB-  

158,554

2,990

Metropolitan

St.

Louis

Sewerage

District,

Missouri,

Wastewater

System

Revenue

Bonds,

Series

2023A,

5.000%,

5/01/39

5/33

at

100.00

AA+  

3,392,843

3,000

Missouri

Health

and

Educational

Facilities

Authority,

Health

Facilities

Revenue

Bonds,

Mercy

Health,

Series

2014F,

4.000%,

11/15/45

11/24

at

100.00

A+  

2,895,780

792

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2016D,

3.400%,

11/01/46

11/25

at

100.00

AA+  

783,232

1,006

Missouri

Housing

Development

Commission,

Single

Family

Mortgage

Revenue

Bonds,

First

Place

Homeownership

Loan

Program,

Series

2017C,

3.300%,

12/01/47

2/27

at

100.00

AA+  

987,220

Saint

Louis

Municipal

Finance

Corporation,

Missouri,

Leasehold

Revenue

Bonds,

Convention

Center,

Expansion

&

Improvement

Projects

Series

2020:

1,000

5.000%,

10/01/40

-

AGM

Insured

10/30

at

100.00

A1  

1,061,130

2,625

5.000%,

10/01/45

-

AGM

Insured

10/30

at

100.00

A1  

2,757,799

Total

Missouri

13,104,925

Montana

-

0.2%

2,410

Forsyth,

Rosebud

County,

Montana,

Pollution

Control

Revenue

Refunding

Bonds,

Northwestern

Corporation

Colstrip

Project,

Series

2023,

3.875%,

7/01/28

4/28

at

100.00

A3  

2,418,604

Total

Montana

2,418,604

Nevada

-

0.4%

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  

1,767,780

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

446

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Nevada

(continued)

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Series

2017:

$

172

5.875%,

12/15/27,

(AMT),

144A

No

Opt.

Call

N/R  

$

176,345

165

6.250%,

12/15/37,

(AMT),

144A

12/27

at

100.00

N/R  

149,818

1,000

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  

806,570

225

Director

of

the

State

of

Nevada

Department

of

Business

and

Industry,

Charter

School

Lease

Revenue

Bonds,

Somerset

Academy,

Series

2018A,

5.000%,

12/15/38,

144A

12/25

at

100.00

BB  

215,417

170

Las

Vegas,

Nevada,

Local

Improvement

Bonds,

Special

Improvement

District

814

Summerlin

Village

21&

24A,

Series

2019,

4.000%,

6/01/39

6/29

at

100.00

N/R  

153,476

100

Neveda

State

Director

of

the

Department

of

Business

and

Industry,

Charter

School

Revenue

Bonds,

Doral

Academy

of

Nevada,

Series

2017A,

5.000%,

7/15/47,

144A

7/25

at

100.00

BBB-  

93,578

790

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  

726,761

Total

Nevada

4,089,745

New

Hampshire

-

0.1%

1,000

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2018C,

4.875%,

11/01/42,

(AMT),

144A

7/23

at

100.00

B3  

892,200

865

National

Finance

Authority,

New

Hampshire,

Resource

Recovery

Revenue

Bonds,

Covanta

Project,

Refunding

Series

2020A,

3.625%,

7/01/43,

(Mandatory

Put

7/02/40),

144A

7/25

at

100.00

B3  

662,616

50

New

Hampshire

Health

and

Education

Facilities

Authority,

Revenue

Bonds,

Dartmouth-Hitchcock

Obligated

Group,

Series

2018A,

5.000%,

8/01/34

2/28

at

100.00

A  

52,895

Total

New

Hampshire

1,607,711

New

Jersey

-

1.2%

735

Delaware

River

Port

Authority,

New

Jersey

and

Pennsylvania,

Revenue

Bonds,

Series

2018A,

5.000%,

1/01/40

1/29

at

100.00

A+  

781,790

1,690

New

Jersey

Economic

Development

Authority,

Energy

Facilities

Revenue

Bonds,

UMM

Energy

Partners,

LLC

Project,

Series

2012A,

7.000%,

6/15/30,

144A

7/23

at

100.00

Baa2  

1,679,725

New

Jersey

Economic

Development

Authority,

Revenue

Bonds,

Motor

Vehicle

Surcharge,

Refunding

Subordinate

Series

2017A:

445

3.125%,

7/01/29

7/27

at

100.00

BB+  

425,015

750

3.375%,

7/01/30

7/27

at

100.00

BB+  

726,713

1,000

New

Jersey

Economic

Development

Authority,

Water

Facilities

Revenue

Bonds,

New

Jersey-American

Water

Company

Inc.

Project,

Refunding

Series

2020B,

3.750%,

11/01/34,

(AMT),

(Mandatory

Put

6/01/28)

No

Opt.

Call

A+  

994,860

4,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2014AA,

5.000%,

6/15/38

6/24

at

100.00

A-  

4,039,320

1,000

New

Jersey

Transportation

Trust

Fund

Authority,

Transportation

System

Bonds,

Series

2019BB,

5.000%,

6/15/50

12/28

at

100.00

A-  

1,031,960

3,750

South

Jersey

Transportation

Authority,

New

Jersey,

Transportation

System

Revenue

Bonds,

Refunding

Series

2014A,

5.000%,

11/01/39

11/24

at

100.00

Baa2  

3,765,112

Total

New

Jersey

13,444,495

447

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

Mexico

-

0.1%

$

1,000

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  

$

901,060

Total

New

Mexico

901,060

New

York

-

9.7%

325

Build

New

York

City

Resource

Corporation,

New

York,

Revenue

Bonds,

New

World

Preparatory

Charter

School

Project,

Series

2021A,

4.000%,

6/15/31

No

Opt.

Call

N/R  

303,898

1,060

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  

1,062,894

3,445

Build

NYC

Resource

Corporation,

New

York,

Revenue

Bonds,

Family

Life

Academy

Charter

School,

Series

2020A-1,

5.250%,

6/01/40,

144A

12/30

at

100.00

N/R  

2,909,992

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  

819,820

3,490

5.000%,

6/01/55,

144A

12/30

at

100.00

N/R  

2,534,996

430

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Refunding

Series

2020B,

4.760%,

2/01/27

No

Opt.

Call

N/R  

416,274

Hempstead

Town

Local

Development

Corporation,

New

York,

Education

Revenue

Bonds,

The

Academy

Charter

School

Project,

Series

2021A:

2,000

4.450%,

2/01/41

2/30

at

100.00

A2  

1,579,440

1,000

4.600%,

2/01/51

2/30

at

100.00

A2  

742,440

10,420

Long

Island

Power

Authority,

New

York,

Electric

System

General

Revenue

Bonds,

Series

2022C,

4.460%,

9/01/28,

(Mandatory

Put

9/01/25)

(SIFMA

reference

rate

+

0.450%

spread)

(7)

3/25

at

100.00

A  

10,358,939

1,450

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2019A-2,

5.000%,

11/15/45

11/28

at

100.00

BBB+  

1,492,267

7,500

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020A-1,

5.000%,

11/15/48

5/30

at

100.00

BBB+  

7,781,475

1,000

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020C-1,

5.000%,

11/15/50

5/30

at

100.00

BBB+  

1,036,340

Metropolitan

Transportation

Authority,

New

York,

Transportation

Revenue

Bonds,

Green

Climate

Bond

Certified

Series

2020D-1:

4,810

5.000%,

11/15/44

11/30

at

100.00

BBB+  

5,034,723

5,500

5.000%,

11/15/45

11/30

at

100.00

BBB+  

5,745,080

400

Monroe

County

Industrial

Development

Corporation,

New

York,

Revenue

Bonds,

Saint

Ann's

Community

Project,

Series

2019,

5.000%,

1/01/50

1/26

at

103.00

N/R  

319,968

600

New

York

City

Industrial

Development

Agency,

New

York,

PILOT

Payment

in

Lieu

of

Taxes

Revenue

Bonds,

Queens

Baseball

Stadium

Project,

Refunding

Series

2021A,

3.000%,

1/01/35

-

AGM

Insured

1/31

at

100.00

BBB  

545,838

2,000

New

York

City

Transitional

Finance

Authority,

New

York,

Building

Aid

Revenue

Bonds,

Fiscal

Series

2016S-1,

5.000%,

7/15/43

1/26

at

100.00

AA  

2,058,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Subordinate

Fiscal

2023

Series

A-1:

3,215

5.250%,

8/01/42

8/32

at

100.00

Aa1  

3,633,689

5,360

5.000%,

8/01/43

8/32

at

100.00

Aa1  

5,940,488

3,470

5.000%,

8/01/44

8/32

at

100.00

Aa1  

3,835,426

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

448

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

1,000

New

York

City

Trust

for

Cultural

Resources,

New

York,

Revenue

Bonds,

Lincoln

Center

for

the

Performing

Arts,

Series

2020A,

4.000%,

12/01/34

12/30

at

100.00

A3  

$

1,033,390

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

1:

1,490

5.000%,

8/01/30

No

Opt.

Call

AA  

1,704,500

1,500

5.000%,

8/01/30

No

Opt.

Call

AA  

1,715,940

1,000

5.000%,

8/01/31

No

Opt.

Call

AA  

1,160,810

1,000

5.000%,

8/01/32

No

Opt.

Call

AA  

1,176,850

1,500

5.000%,

8/01/32

No

Opt.

Call

AA  

1,765,275

1,000

5.000%,

8/01/33

No

Opt.

Call

AA  

1,186,150

1,710

5.000%,

8/01/33

No

Opt.

Call

AA  

2,028,317

1,000

5.000%,

8/01/34

8/33

at

100.00

AA  

1,181,890

1,000

5.000%,

8/01/35

8/33

at

100.00

AA  

1,169,870

2,500

New

York

City,

New

York,

General

Obligation

Bonds,

Fiscal

2023

Series

E-1,

5.250%,

4/01/44

4/33

at

100.00

AA  

2,841,275

5,085

New

York

State

Thruway

Authority,

State

Personal

Income

Tax

Revenue

Bonds,

Bidding

Group

1

Series

2022A,

5.000%,

3/15/41

9/32

at

100.00

AA+  

5,686,708

3,500

New

York

State

Urban

Development

Corporation,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2022A,

5.000%,

3/15/45

9/32

at

100.00

Aa1  

3,856,930

180

New

York

Transportation

Development

Corporation,

New

York,

Facility

Revenue

Bonds,

Thruway

Service

Areas

Project,

Series

2021,

4.000%,

10/31/41,

(AMT)

10/31

at

100.00

BBB-  

164,747

New

York

Transportation

Development

Corporation,

New

York,

Special

Facilities

Bonds,

LaGuardia

Airport

Terminal

B

Redevelopment

Project,

Series

2016A:

2,500

5.000%,

7/01/41,

(AMT)

7/24

at

100.00

Baa2  

2,500,100

1,000

5.250%,

1/01/50,

(AMT)

7/24

at

100.00

Baa2  

1,001,280

2,505

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%,

8/01/26,

(AMT)

7/23

at

100.00

B-  

2,509,233

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2020:

970

5.250%,

8/01/31,

(AMT)

8/30

at

100.00

B-  

1,010,827

555

5.375%,

8/01/36,

(AMT)

8/30

at

100.00

B-  

564,269

500

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

American

Airlines,

Inc.

John

F

Kennedy

International

Airport

Project,

Series

2021,

2.250%,

8/01/26,

(AMT)

No

Opt.

Call

B  

481,795

100

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020A,

4.000%,

12/01/41,

(AMT)

12/30

at

100.00

Baa1  

94,332

870

New

York

Transportation

Development

Corporation,

New

York,

Special

Facility

Revenue

Bonds,

Terminal

4

John

F

Kennedy

International

Airport

Project,

Series

2020C,

4.000%,

12/01/41

12/30

at

100.00

Baa1  

838,715

1,320

New

York

Transportation

Development

Corporation,

Special

Facility

Revenue

Bonds,

Delta

Air

Lines,

Inc.

-

LaGuardia

Airport

Terminals

C&D

Redevelopment

Project,

Series

2020,

4.000%,

10/01/30,

(AMT)

No

Opt.

Call

BB+  

1,318,350

1,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Second

Series

2017,

5.000%,

10/15/36,

(AMT)

4/27

at

100.00

AA-  

1,038,790

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Thirty-Eighth

Series

2023:

2,750

5.000%,

7/15/34,

(AMT)

7/33

at

100.00

AA-  

3,081,842

449

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

690

5.000%,

7/15/35,

(AMT)

7/33

at

100.00

AA-  

$

765,507

600

5.000%,

7/15/37,

(AMT)

7/33

at

100.00

AA-  

654,480

550

5.000%,

7/15/38,

(AMT)

7/33

at

100.00

AA-  

598,559

725

5.000%,

7/15/39,

(AMT)

7/33

at

100.00

AA-  

786,502

3,965

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Taxable

Series

2007B,

5.693%,

1/01/28

-

SYNCORA

GTY

Insured,

144A

No

Opt.

Call

C  

3,786,575

160

Yonkers

Economic

Development

Corporation,

New

York,

Educational

Revenue

Bonds,

Lamartine/Warburton

LLC-Charter

School

of

Educational

Excellence

Project,

Series

2019A,

5.000%,

10/15/39

10/29

at

100.00

N/R  

149,010

Total

New

York

106,004,805

North

Carolina

-

0.8%

Greater

Asheville

Regional

Airport

Authority,

North

Carolina,

Airport

System

Revenue

Bonds,

Series

2023:

355

5.250%,

7/01/41

-

AGM

Insured,

(AMT)

7/33

at

100.00

A1  

387,145

430

5.250%,

7/01/43

-

AGM

Insured,

(AMT)

7/33

at

100.00

A1  

466,146

1,435

5.250%,

7/01/48

-

AGM

Insured,

(AMT)

7/33

at

100.00

A1  

1,537,861

2,500

North

Carolina

Capital

Facilities

Finance

Agency,

Revenue

Bonds,

Duke

University

Project,

Refunding

Series

2016B,

5.000%,

7/01/42

10/26

at

100.00

AA+  

2,632,650

365

North

Carolina

Medical

Care

Commission,

Retirement

Facilities

First

Mortgage

Revenue

Bonds,

The

Forest

at

Duke,

Inc.,

Series

2021,

4.000%,

9/01/46

9/28

at

103.00

BBB-  

297,486

North

Carolina

Turnpike

Authority,

Triangle

Expressway

System

Revenue

Bonds,

Refunding

Series

2018:

1,000

5.000%,

1/01/32

-

AGM

Insured

1/29

at

100.00

BBB  

1,093,070

1,000

5.000%,

1/01/33

-

AGM

Insured

1/29

at

100.00

BBB  

1,086,930

1,305

5.000%,

1/01/34

-

AGM

Insured

1/29

at

100.00

BBB  

1,412,858

Total

North

Carolina

8,914,146

Ohio

-

1.7%

5,255

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  

652,093

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  

928,570

680

Butler

County,

Ohio,  Hospital

Facilities

Revenue

Bonds,

UC

Health,

Refunding

Series

2017,

4.000%,

11/15/23

No

Opt.

Call

Baa3  

678,436

2,000

Butler

County,

Ohio,  Hospital

Facilities

Revenue

Bonds,

UC

Health,

Series

2016,

5.000%,

11/15/45

11/26

at

100.00

Baa3  

1,944,320

100

Cleveland,

Ohio,

General

Obligation

Bonds,

Various

Purpose

Refunding

Series

2021A,

3.000%,

12/01/35

6/30

at

100.00

Aa3  

94,238

1,000

Columbus-Franklin

County

Finance

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Bridge

Park

D

Block

Project,

Series

2019A-

1,

5.000%,

12/01/51

6/29

at

100.00

N/R  

973,330

300

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  

3

1,000

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-  

908,830

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

Refunding

Series

2008B,

3.625%,

10/01/33

(4)

No

Opt.

Call

N/R  

10

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

450

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Ohio

(continued)

$

3,000

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  

$

30

1,000

Ohio

Air

Quality

Development

Authority,

Ohio,

Revenue

Bonds,

American

Electric

Power

Company

Project,

Refunding

Series

2007B,

2.500%,

11/01/42,

(AMT),

(Mandatory

Put

10/01/29)

No

Opt.

Call

Baa2  

870,900

1,000

Ohio

State,

Hospital

Revenue

Bonds,

University

Hospitals

Health

System,

Inc.,

Fixed

Interest

Rate

Series

2020A,

3.000%,

1/15/45

1/30

at

100.00

A  

764,460

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

2,765

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  

28

9,000

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2009A,

4.750%,

6/01/33

No

Opt.

Call

BBB-  

8,669,880

1,000

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  

749,790

1,000

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020B,

10.000%,

12/01/27,

(AMT),

144A

12/26

at

105.00

N/R  

918,250

Total

Ohio

18,153,199

Oklahoma

-

0.2%

2,000

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B,

5.500%,

8/15/52

8/28

at

100.00

BB-  

1,908,920

Total

Oklahoma

1,908,920

Oregon

-

0.2%

415

Oregon

Facilities

Authority,

Revenue

Bonds,

Samaritan

Health

Services

Project,

Refunding

Series

2020A,

5.000%,

10/01/40

10/30

at

100.00

BBB+  

426,965

1,235

Port

of

Portland,

Oregon,

International

Airport

Revenue

Bonds,

Green

Series

2023-29,

5.500%,

7/01/48,

(AMT)

7/33

at

100.00

AA-  

1,358,821

Total

Oregon

1,785,786

Pennsylvania

-

4.1%

1,000

Allegheny

County

Hospital

Development

Authority,

Pennsylvania,

Revenue

Bonds,

University

of

Pittsburgh

Medical

Center,

Series

2019A,

4.000%,

7/15/37

7/29

at

100.00

A  

999,220

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  

956,765

180

Allentown

Neighborhood

Improvement

Zone

Development

Authority,

Pennsylvania,

Tax

Revenue

Bonds,

City

Center

Project,

Series

2018,

5.000%,

5/01/33,

144A

5/28

at

100.00

Ba3  

183,625

175

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  

178,435

2,000

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-  

1,469,180

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  

1,506,495

451

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

(continued)

$

2,000

Geisinger

Authority,

Montour

County,

Pennsylvania,

Health

System

Revenue

Bonds,

Geisinger

Health

System,

Series

2017A-2,

5.000%,

2/15/39

2/27

at

100.00

A2  

$

2,065,440

385

Lehigh

County

Industrial

Development

Authority,

Pennsylvania,

Charter

School

Revenue

Bonds,

Seven

Generations

Charter

School,

Series

2021A,

4.000%,

5/01/51

5/30

at

100.00

BB  

285,200

3,665

Montgomery

County

Industrial

Development

Authority,

Pennsylvania,

Facilities

Revenue

Bonds,

Constellation

Energy

Generation

LLC

Project,

Refunding

Series

2023A,

4.100%,

10/01/53,

(Mandatory

Put

4/03/28)

No

Opt.

Call

BBB  

3,737,677

690

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)

6/30

at

100.00

N/R  

623,629

690

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)

6/30

at

100.00

N/R  

623,629

1,435

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2021A,

10.000%,

12/01/31

(4),(5)

No

Opt.

Call

N/R  

1,193,432

2,965

Pennsylvania

Economic

Development

Financing

Authority,

Parking

System

Revenue

Bonds,

Capitol

Region

Parking

System,

Junior

Guaranteed

Series

2013B,

0.000%,

1/01/45

-

BAM

Insured

No

Opt.

Call

A3  

1,045,133

2,375

Pennsylvania

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Drexel

University,

Refunding

Series

2017,

5.000%,

5/01/33

11/27

at

100.00

BBB+  

2,512,441

Pennsylvania

Turnpike

Commission,

Turnpike

Revenue

Bonds,

Series

2022B:

40

5.250%,

12/01/41

12/32

at

100.00

A1  

44,737

525

5.250%,

12/01/42

12/32

at

100.00

A1  

585,265

1,370

5.250%,

12/01/44

12/32

at

100.00

A1  

1,522,727

2,060

5.250%,

12/01/47

12/32

at

100.00

A1  

2,267,916

5,000

5.250%,

12/01/52

12/32

at

100.00

A1  

5,466,750

1,500

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

City

Service  Agreement

Revenue

Bonds,

Series

2018,

5.000%,

5/01/38

5/28

at

100.00

A  

1,583,535

550

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  

477,076

Philadelphia

Authority

for

Industrial

Development,

Pennsylvania,

Revenue

Bonds,

Mariana

Bracetti

Academy

Project,

Taxable

Series

2020B:

465

4.875%,

12/15/35,

144A

12/27

at

100.00

N/R  

417,310

500

5.125%,

12/15/44,

144A

12/27

at

100.00

N/R  

430,335

1,560

Philadelphia

Hospitals

and

Higher

Education

Facilities

Authority,

Pennsylvania,

Hospital

Revenue

Bonds,

Temple

University

Health

System

Obligated

Group,

Series

of

2017,

5.000%,

7/01/32

7/27

at

100.00

Baa3  

1,608,890

Philadelphia

School

District,

Pennsylvania,

General

Obligation

Bonds,

Series

2021A:

3,335

4.000%,

9/01/39

-

BAM

Insured

9/31

at

100.00

A1  

3,384,758

2,335

4.000%,

9/01/40

-

BAM

Insured

9/31

at

100.00

A1  

2,355,571

3,335

4.000%,

9/01/41

-

BAM

Insured

9/31

at

100.00

A1  

3,347,707

State

Public

School

Building

Authority,

Pennsylvania,

College

Revenue

Bonds,

Allegheny

County

Community

College,

Series

2020:

1,215

4.000%,

3/01/35

-

BAM

Insured

3/30

at

100.00

A3  

1,253,807

1,320

4.000%,

3/01/37

-

BAM

Insured

3/30

at

100.00

A3  

1,345,832

1,425

4.000%,

3/01/39

-

BAM

Insured

3/30

at

100.00

A3  

1,444,409

Total

Pennsylvania

44,916,926

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

452

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

-

3.4%

$

546

HTA

Claas

6,

Puerto

Rico

Highway

and

Transportation

Authority

Highway

Revenue

Bonds,

Series

2022,

5.250%,

7/01/38

7/23

at

100.00

N/R  

$

545,931

1,500

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021B,

4.000%,

7/01/42,

144A

7/31

at

100.00

N/R  

1,314,090

260

Puerto

Rico

Aqueduct

and

Sewerage

Authority,

Revenue

Bonds,

Senior

Lien

Series

2008A,

6.125%,

7/01/24

No

Opt.

Call

CCC  

262,735

3,570

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Federally

Taxable

Build

America

Bonds,

Series

2010YY,

4.050%,

7/01/40

(4)

7/23

at

100.00

D  

1,347,675

175

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT,

5.000%,

7/01/27

(4)

7/23

at

100.00

D  

66,062

500

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA,

5.250%,

7/01/24

(4)

7/23

at

100.00

D  

188,750

1,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010CCC,

3.990%,

7/01/28

(4)

7/23

at

100.00

D  

377,500

2,650

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010XX,

5.250%,

7/01/40

(4)

7/23

at

100.00

D  

1,000,375

1,375

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ,

4.250%,

7/01/20

(4)

No

Opt.

Call

D  

515,625

100

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2013A,

7.000%,

7/01/43

(4)

7/23

at

100.00

D  

37,750

2,265

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Taxable

Build

America

Bond

Series

2010EE,

4.044%,

7/01/32

(4)

7/23

at

100.00

D  

855,037

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1:

1,000

4.550%,

7/01/40

7/28

at

100.00

N/R  

979,480

15,000

0.000%,

7/01/51

7/28

at

30.01

N/R  

3,171,000

3,500

5.000%,

7/01/58

7/28

at

100.00

N/R  

3,420,760

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

718

5.250%,

7/01/23

No

Opt.

Call

N/R  

718,425

210

0.000%,

7/01/24

No

Opt.

Call

N/R  

200,985

1,433

5.375%,

7/01/25

No

Opt.

Call

N/R  

1,469,057

1,420

5.625%,

7/01/27

No

Opt.

Call

N/R  

1,496,672

1,397

5.625%,

7/01/29

No

Opt.

Call

N/R  

1,498,220

1,357

5.750%,

7/01/31

No

Opt.

Call

N/R  

1,484,720

1,656

0.000%,

7/01/33

7/31

at

89.94

N/R  

1,014,612

1,287

4.000%,

7/01/33

7/31

at

103.00

N/R  

1,225,276

1,156

4.000%,

7/01/35

7/31

at

103.00

N/R  

1,077,838

6,993

4.000%,

7/01/37

7/31

at

103.00

N/R  

6,294,818

1,349

4.000%,

7/01/41

7/31

at

103.00

N/R  

1,176,029

1,403

4.000%,

7/01/46

7/31

at

103.00

N/R  

1,190,748

9,546

Puerto

Rico,

General

Obligation

Bonds,

Vintage

CW

NT

Claims

Taxable

Series

2022,

0.000%,

11/01/43

No

Opt.

Call

N/R  

4,821,034

Total

Puerto

Rico

37,751,204

South

Carolina

-

0.7%

385

Hardeeville,

South

Carolina,

Special

Assessment

Revenue

Bonds,

East

Argent

Improvement

District,

Series

2021,

3.875%,

5/01/41,

144A

5/29

at

100.00

N/R  

282,752

250

Lancaster

County,

South

Carolina,

Assessment

Revenue

Bonds,

Walnut

Creek

Improvement

District,

Series

2016A-1,

5.000%,

12/01/31

12/23

at

100.00

N/R  

250,137

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  

862,930

453

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

1,000

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  

$

941,800

2,500

South

Carolina

Jobs-Economic

Development

Authority,

Hospital

Revenue

Bonds,

McLeod

Health

Projects,

Refunding

&

Improvement

Series

2018,

5.000%,

11/01/43

5/28

at

100.00

AA-  

2,583,000

250

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

7/23

at

100.00

N/R  

275,220

1,250

South

Carolina

Public

Service

Authority,

Santee

Cooper

Revenue

Obligations,

Refunding

&

Improvement

Series

2015A,

5.000%,

12/01/50

6/25

at

100.00

A-  

1,253,450

1,000

South

Carolina

State

Ports

Authority,

Revenue

Bonds,

Series

2018,

5.000%,

7/01/29,

(AMT)

7/28

at

100.00

A+  

1,070,380

Total

South

Carolina

7,519,669

Tennessee

-

0.2%

2,000

Bristol

Industrial

Development

Board,

Tennessee,

State

Sales

Tax

Revenue

Bonds,

Pinnacle

Project,

Capital

Appreciation

Series

2016B,

0.000%,

12/01/31,

144A

No

Opt.

Call

N/R  

1,244,100

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  

623,890

Total

Tennessee

1,867,990

Texas

-

13.1%

1,000

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  

823,350

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  

850,900

755

Bexar

County,

Texas,

Venue

Project

Revenue

Bonds,

Taxable

Refunding

Combined

Venue

Tax

Series

2021,

3.031%,

8/15/41

-

AGM

Insured

8/31

at

100.00

A-  

550,108

1,000

Central

Texas

Regional

Mobility

Authority,

Revenue

Bonds,

Refunding

Senior

Lien

Series

2021D,

4.000%,

1/01/44

7/31

at

100.00

A3  

970,430

245

City

of

Midlothian,

Texas,

Westside

Preserve

Public

Improvement

District

Improvement

Area

#1

Project,

Special

Assessment

Revenue

Bonds,

Series

2022,

4.375%,

9/15/27,

144A

No

Opt.

Call

N/R  

240,387

5,635

Dallas,

Texas,

General

Obligation

Bonds,

Refunding

and

Improvement

Series

2023A,

5.000%,

2/15/42

2/33

at

100.00

AA-  

6,286,744

50

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  

43,614

1,250

Harris

County

Industrial

Development

Corporation,

Texas,

Revenue

Bonds,

Energy

Transfer

LP

Project,

Marine

Terminal

Refunding

Series

2023,

4.050%,

11/01/50,

(Mandatory

Put

6/01/33)

3/33

at

100.00

BBB-  

1,260,488

3,990

Harris

County-Houston

Sports

Authority,

Texas,

Revenue

Bonds,

Junior

Lien

Series

2001H,

0.000%,

11/15/24

-

NPFG

Insured

No

Opt.

Call

BB+  

3,777,014

100

Hays

County,

Texas,

Special

Assessment

Revenue

Bonds,

La

Cima

Public

Improvement

District

Major

Public

Improvement

Project,

Series

2015,

7.000%,

9/15/45

9/25

at

100.00

N/R  

101,075

Houston,

Texas,

Airport

System

Revenue

Bonds,

Refunding

Subordinate

Lien

Series

2023A:

4,500

5.000%,

7/01/32

,

(WI/DD)

No

Opt.

Call

N/R  

4,982,179

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

454

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

3,330

5.000%,

7/01/33

,

(WI/DD)

No

Opt.

Call

N/R  

$

3,712,334

3,500

5.000%,

7/01/34

,

(WI/DD)

No

Opt.

Call

N/R  

3,890,156

1,250

5.000%,

7/01/38

,

(WI/DD)

No

Opt.

Call

N/R  

1,352,156

1,250

5.250%,

7/01/39

,

(WI/DD)

No

Opt.

Call

N/R  

1,375,445

2,500

5.250%,

7/01/40

,

(WI/DD)

No

Opt.

Call

N/R  

2,737,775

2,500

5.250%,

7/01/41

,

(WI/DD)

No

Opt.

Call

N/R  

2,727,757

1,250

5.250%,

7/01/42

,

(WI/DD)

No

Opt.

Call

N/R  

1,362,469

1,710

5.250%,

7/01/43

,

(WI/DD)

No

Opt.

Call

N/R  

1,860,526

2,000

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines

Inc.

Terminal

Improvement

Project,

Refunding

Series

2015B-1,

5.000%,

7/15/35,

(AMT)

7/25

at

100.00

BB-  

2,006,840

4,285

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Airport

Improvements

Project,

Refunding

Series

2020C,

5.000%,

7/15/27,

(AMT)

No

Opt.

Call

B-  

4,342,119

1,525

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Technical

Operations

Center

Project,

Series

2018,

5.000%,

7/15/28,

(AMT)

No

Opt.

Call

BB-  

1,553,685

2,700

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

United

Airlines,

Inc.

Terminal

E

Project,

Refunding

Series

2020A,

5.000%,

7/01/27,

(AMT)

No

Opt.

Call

B-  

2,735,451

Houston,

Texas,

Combined

Utility

System

Revenue

Bonds,

Refunding

First

Lien

Series

2017B:

3,250

5.000%,

11/15/34

11/27

at

100.00

Aa2  

3,516,403

4,500

5.000%,

11/15/35

11/27

at

100.00

Aa2  

4,844,655

1,000

Houston,

Texas,

Hotel

Occupancy

Tax

and

Special

Revenue

Bonds,

Convention

and

Entertainment

Facilities

Department,

Refunding

Series

2014,

5.000%,

9/01/32

9/24

at

100.00

A  

1,010,740

225

Kyle,

Texas,

Special

Assessment

Revenue

Bonds,

Southwest

Kyle

Public

Improvement

District

1

Improvement

Area

1

Project,

Series

2019,

4.875%,

9/01/44,

144A

9/29

at

100.00

N/R  

212,038

Love

Field

Airport

Modernization

Corporation,

Texas,

General

Airport

Revenue

Bonds,

Refunding

Series

2021:

5,615

4.000%,

11/01/38

-

AGM

Insured,

(AMT)

11/31

at

100.00

A  

5,509,775

1,000

4.000%,

11/01/39

-

AGM

Insured,

(AMT)

11/31

at

100.00

A  

974,620

8,620

Lower

Colorado

River

Authority,

Texas,

Revenue

Bonds,

Refunding

Series

2023B,

5.000%,

5/15/39,

(Mandatory

Put

5/15/28)

2/28

at

100.00

A  

9,231,761

375

Lower

Colorado

River

Authority,

Texas,

Transmission

Contract

Revenue

Bonds,

LCRA

Transmission

Services

Corporation

Project,

Refunding

Series

2021,

5.000%,

5/15/41

5/30

at

100.00

A  

402,071

500

Marble

Falls,

Burnet

County,

Texas,

Special

Assessment

Revenue

Bonds,

Thunder

Rock

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021,

4.125%,

9/01/41,

144A

9/31

at

100.00

N/R  

434,910

1,500

Matagorda

County

Navigation

District

1,

Texas,

Pollution

Control

Revenue

Bonds,

AEP

Texas

Central

Company

Project,

Remarketing,

Series

2008-1,

4.000%,

6/01/30

7/23

at

100.00

Baa2  

1,492,995

Mesquite,

Texas,

Special

Assessment

Bonds,

Iron

Horse

Public

Improvement

District

Project,

Series

2019:

500

5.750%,

9/15/39,

144A

9/29

at

100.00

N/R  

505,655

500

6.000%,

9/15/49,

144A

9/29

at

100.00

N/R  

508,725

1,000

Mission

Economic

Development

Corporation,

Texas,

Revenue

Bonds,

Natgasoline

Project,

Senior

Lien

Series

2018,

4.625%,

10/01/31,

(AMT),

144A

7/23

at

104.00

BB-  

975,510

270

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  

5,404

455

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

35

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-1,

7.500%,

11/15/37

No

Opt.

Call

N/R  

$

26,995

230

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-2,

7.500%,

11/15/36

No

Opt.

Call

N/R  

188,844

1,029

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021B,

5.625%,

11/15/61

11/26

at

105.00

N/R  

411,368

25

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Legacy

Midtown

Park

Project,

Series

2018A,

5.500%,

7/01/54

7/24

at

103.00

N/R  

19,503

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-1:

7,735

5.250%,

1/01/42

1/28

at

103.00

N/R  

5,894,998

7,360

5.500%,

1/01/57

1/28

at

103.00

N/R  

5,290,883

1,145

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project,  Series

2015A,

5.000%,

7/01/47

(4)

7/25

at

100.00

Caa2  

1,036,225

Pflugerville

Independent

School

District,

Travis

and

Williamson

Counties,

Texas,

General

Obligation

Bonds,

School

Building

Series

2023A:

1,850

4.000%,

2/15/42

2/33

at

100.00

AA+  

1,826,635

2,590

4.000%,

2/15/44

2/33

at

100.00

AA+  

2,526,985

Pflugerville,

Texas,

Certificates

of

Obligation,

Combination

Tax

and

Revenue

Series

2023:

970

5.000%,

8/01/32

No

Opt.

Call

Aa1  

1,136,452

1,790

5.000%,

8/01/33

8/32

at

100.00

Aa1  

2,094,211

1,650

5.000%,

8/01/34

8/32

at

100.00

Aa1  

1,922,629

2,275

5.000%,

8/01/35

8/32

at

100.00

Aa1  

2,626,146

915

5.000%,

8/01/36

8/32

at

100.00

Aa1  

1,046,266

550

5.000%,

8/01/37

8/32

at

100.00

Aa1  

622,303

3,500

Port

Beaumont

Industrial

Development

Authority,

Texas,

Facility

Revenue

Bonds,

Jefferson

Gulf

Coast

Energy

Project,

Series

2021B,

4.100%,

1/01/28,

144A

7/23

at

102.05

N/R  

2,771,545

100

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  

91,597

100

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  

101,555

1,795

Spring

Independent

School

District,

Hardin

County,

Texas,

Unlimited

Tax

School

Building

Bonds,

Series

2023,

4.000%,

8/15/52

8/33

at

100.00

AA-  

1,741,545

450

Tarrant

County

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Hospital

Revenue

Bonds,

Hendrick

Medical

Center,

Taxable

Series

2021,

3.292%,

9/01/40

-

AGM

Insured

9/30

at

100.00

A1  

341,829

Tarrant

County

Hospital

District,

Texas,

General

Obligation

Bonds,

Limited

Tax

Series

2023:

4,030

4.000%,

8/15/43

8/32

at

100.00

AA  

3,965,641

2,335

4.250%,

8/15/48

8/32

at

100.00

AA  

2,316,133

5,500

5.250%,

8/15/48

8/32

at

100.00

AA  

6,074,695

1,500

5.250%,

8/15/53

8/32

at

100.00

AA  

1,646,730

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

456

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

Texas

State,

General

Obligation

Bonds,

Water

Financial

Assistance

Bonds,

Economic

Distressed

Areas

Program

Series

2023C:

$

1,650

5.000%,

8/01/31

,

(WI/DD)

No

Opt.

Call

AAA  

$

1,912,663

1,290

5.000%,

8/01/32

,

(WI/DD)

No

Opt.

Call

AAA  

1,515,814

550

5.000%,

8/01/33

,

(WI/DD)

No

Opt.

Call

AAA  

653,417

550

5.000%,

8/01/34

,

(WI/DD)

8/33

at

100.00

AAA  

650,545

550

5.000%,

8/01/35

,

(WI/DD)

8/33

at

100.00

AAA  

643,924

Texas

State,

General

Obligation

Bonds,

Water

Financial

Assistance

Bonds,

Series

2023A:

500

5.000%,

8/01/41

,

(WI/DD)

8/33

at

100.00

AAA  

561,630

510

5.000%,

8/01/42

,

(WI/DD)

8/33

at

100.00

AAA  

571,338

550

5.000%,

8/01/43

,

(WI/DD)

8/33

at

100.00

AAA  

615,021

2,885

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2020,

4.000%,

10/15/45

10/30

at

100.00

AAA  

2,886,356

655

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2021,

4.000%,

10/15/51

10/31

at

100.00

AAA  

644,933

6,915

Texas

Water

Development

Board,

State

Water

Implementation

Revenue

Fund

Bonds,

Master

Trust

Series

2022,

4.800%,

10/15/52

10/32

at

100.00

AAA  

7,367,241

Total

Texas

142,912,859

Utah

-

0.4%

245

Box

Elder

County,

Utah,

Solid

Waste

Disposal

Revenue

Bonds,

Promontory

Point

Res,

LLC,

Senior

Series

2017A,

8.000%,

12/01/39,

(AMT),

144A

12/27

at

100.00

N/R  

244,449

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  

748,413

Vineyard

Redevelopment

Agency,

Utah,

Tax

Increment

Revenue

Bonds,

Refunding

Series

2021:

190

4.000%,

5/01/36

-

AGM

Insured

5/31

at

100.00

AA  

197,157

280

4.000%,

5/01/38

-

AGM

Insured

5/31

at

100.00

AA  

283,957

2,540

Wohali

Public

Infrastructure

District

1,

Utah,

Special

Assessment

Revenue

Bonds,

Assessment

Area

1

Series

2023,

7.000%,

12/01/42,

144A

,

(WI/DD)

9/28

at

103.00

N/R  

2,542,921

Total

Utah

4,016,897

Virgin

Islands

-

0.3%

Matching

Fund

Special

Purpose

Securitization

Corporation,

Virgin

Islands,

Revenue

Bonds,

Series

2022A:

1,295

5.000%,

10/01/30

No

Opt.

Call

N/R  

1,295,674

1,470

5.000%,

10/01/39

10/32

at

100.00

N/R  

1,454,212

1,000

West

Indian

Company

Limited,

Virgin

Islands,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022A,

6.125%,

10/01/42,

144A

10/29

at

104.00

N/R  

964,150

Total

Virgin

Islands

3,714,036

Virginia

-

1.6%

250

Cherry

Hill

Community

Development

Authority,

Virginia,

Special

Assesment

Bonds,

Potomac

Shores

Project,

Series

2015,

5.400%,

3/01/45,

144A

3/25

at

100.00

N/R  

250,135

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Collage

&

Equipment

Programs,

Series

2023A:

2,750

5.000%,

2/01/33

No

Opt.

Call

AA+  

3,280,640

3,410

5.250%,

2/01/42

2/33

at

100.00

AA+  

3,907,451

2,750

Virginia

College

Building

Authority,

Educational

Facilities

Revenue

Bonds,

21st

Century

Collage

&

Equipment

Programs,

Series

2023B,

5.000%,

2/01/33

No

Opt.

Call

AA+  

3,280,640

457

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virginia

(continued)

$

800

Virginia

Commonwealth

Transportation

Board,

Interstate

81

Corridor

Program

Revenue

Bonds,

Senior

Lien

Series

2021,

4.000%,

5/15/35

5/31

at

100.00

AA-  

$

843,376

Virginia

Port

Authority,

Commonwealth

Port

Fund

Revenue

Bonds,

Series

2023A:

325

5.000%,

7/01/41

7/33

at

100.00

AA+  

369,785

525

5.000%,

7/01/42

7/33

at

100.00

AA+  

594,809

640

5.000%,

7/01/43

7/33

at

100.00

AA+  

723,776

100

Virginia

Small

Business

Finance

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Downtown

Norfolk

and

Virginia

Beach

Oceanfront

Hotel

Projects,

Series

2018A,

8.375%,

4/01/41,

144A

4/28

at

112.76

N/R  

101,187

2,500

Virginia

Small

Business

Financing

Authority,

Revenue

Bonds,

95

Express

Lanes

LLC

Project,

Refunding

Senior

Lien

Series

2022,

5.000%,

12/31/52,

(AMT)

12/32

at

100.00

Baa1  

2,551,825

1,470

Virginia

Small

Business

Financing

Authority,

Tourism

Development

Financing

Program

Revenue

Bonds,

Virginia

Beach

Oceanfront

South

Hotel

Project,

Taxable

Senior

Series

2020B-1,

12.000%,

10/01/50,

144A

10/30

at

127.60

N/R  

1,689,353

Total

Virginia

17,592,977

Washington

-

1.4%

1,615

Port

of

Seattle,

Washington,

Revenue

Bonds,

Intermediate

Lien

Series

2018A,

5.000%,

5/01/30,

(AMT)

5/27

at

100.00

A1  

1,691,244

1,070

Snohomish

County

Public

Utility

District

1,

Washington,

Generation

System

Revenue

Bonds,

Series

2015,

5.000%,

12/01/45

12/25

at

100.00

AA-  

1,086,585

1,000

University

of

Washington,

General

Revenue

Bonds,

Series

2020A,

4.000%,

4/01/45

4/30

at

100.00

AA+  

981,170

530

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2017A,

7.500%,

1/01/32,

(AMT),

144A

(4),(5)

1/28

at

100.00

N/R  

5

245

Washington

Economic

Development

Finance

Authority,

Environmental

Facilities

Revenue

Bonds,

Columbia

Pulp

I,

LLC

Project,  Series

2019A,

7.500%,

1/01/32,

(AMT),

144A

(4),(5)

1/28

at

100.00

N/R  

2

150

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),(5)

No

Opt.

Call

N/R  

2

100

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),(5)

No

Opt.

Call

N/R  

1

2,145

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Health

&

Services,

Series

2014D,

5.000%,

10/01/41

10/24

at

100.00

A  

2,146,759

3,000

Washington

Health

Care

Facilities

Authority,

Revenue

Bonds,

Providence

Saint

Joseph

Health,

Refunding

Series

2021B,

4.000%,

10/01/42,

(Mandatory

Put

10/01/30)

No

Opt.

Call

A  

3,011,940

200

Washington

State

Housing

Finance

Commission,

Non-Profit

Housing

Revenue

Bonds,

Herons

Key

Senior

Living,

Series

2015A,

7.000%,

7/01/45,

(Pre-refunded

7/01/25),

144A

7/25

at

100.00

N/R  (8)

212,340

1,000

Washington

State

Housing

Finance

Commission,

Nonprofit

Revenue

Bonds,

Spokane

International

Academy

Project,

Series

2021A,

5.000%,

7/01/50,

144A

7/31

at

100.00

Ba2  

931,510

4,500

Washington

State,

General

Obligation

Bonds,

Various

Purpose

Series

2022A-2,

5.000%,

8/01/40

8/31

at

100.00

AA+  

5,008,680

Total

Washington

15,070,238

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

458

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

West

Virginia

-

0.5%

$

100

Monongalia

County

Commission,

West

Virginia,

Special

District

Excise

Tax

Revenue

Bonds,

University

Town

Centre

Economic

Opportunity

Development

District,

Refunding

&

Improvement

Series

2017A,

5.500%,

6/01/37,

144A

6/27

at

100.00

N/R  

$

102,162

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  

788,385

1,000

West

Virginia

Economic

Development

Authority,

Solid

Waste

Disposal

Facilities

Revenue

Bonds,

Arch

Resources

Project,

Series

2021,

4.125%,

7/01/45,

(AMT),

(Mandatory

Put

7/01/25)

1/25

at

100.00

B2  

986,590

1,000

West

Virginia

Hospital

Finance

Authority,

Hospital

Revenue

Bonds,

Charleston

Area

Medical

Center,

Refunding

&

Improvement

Series

2019A,

5.000%,

9/01/30

9/29

at

100.00

Baa1  

1,060,430

2,435

West

Virginia

Hospital

Finance

Authority,

Revenue

Bonds,

West

Virginia

University

Health

System,

Improvement

Series

2023A,

5.000%,

6/01/43

6/33

at

100.00

A  

2,593,397

Total

West

Virginia

5,530,964

Wisconsin

-

2.5%

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  

2,092,100

105

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School

Bonds,

North

Carolina,

Series

2019A,

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

87,780

90

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Corvian

Community

School,

North

Carolina,

Series

2017A,

4.250%,

6/15/29,

144A

6/24

at

100.00

N/R  

85,364

420

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Eno

River

Academy

Project,

Series

2020A,

4.000%,

6/15/30,

144A

No

Opt.

Call

Ba1  

402,259

150

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Founders

Academy

of

Las

Vegas,

Series

2020A,

5.000%,

7/01/40,

144A

7/28

at

100.00

BB-  

136,839

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Freedom

Classical

Academy

Inc.,

Series

2020A:

100

5.000%,

1/01/42,

144A

1/28

at

100.00

N/R  

90,054

230

5.000%,

1/01/56,

144A

1/28

at

100.00

N/R  

193,844

250

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Research

Triangle

High

School

Project,

North

Carolina,

Series

2015A,

5.625%,

7/01/45,

144A

7/25

at

100.00

N/R  

251,370

100

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Uwharrie

Charter

Academy,

North

Carolina,

Series

2017A,

5.500%,

6/15/37,

144A

6/27

at

100.00

N/R  

100,206

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1:

3

0.000%,

1/01/47,

144A

(4)

No

Opt.

Call

N/R  

67

3

0.000%,

1/01/48,

144A

(4)

No

Opt.

Call

N/R  

55

3

0.000%,

1/01/49,

144A

(4)

No

Opt.

Call

N/R  

52

2

0.000%,

1/01/50,

144A

(4)

No

Opt.

Call

N/R  

46

2

0.000%,

1/01/51,

144A

(4)

No

Opt.

Call

N/R  

43

3

0.000%,

1/01/52,

144A

(4)

No

Opt.

Call

N/R  

53

3

0.000%,

1/01/53,

144A

(4)

No

Opt.

Call

N/R  

49

3

0.000%,

1/01/54,

144A

(4)

No

Opt.

Call

N/R  

45

3

0.000%,

1/01/55,

144A

(4)

No

Opt.

Call

N/R  

42

459

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

3

0.000%,

1/01/56,

144A

(4)

No

Opt.

Call

N/R  

$

39

160

5.500%,

7/01/56,

144A

(4)

3/28

at

100.00

N/R  

88,930

3

0.000%,

1/01/57,

144A

(4)

No

Opt.

Call

N/R  

41

3

0.000%,

1/01/58,

144A

(4)

No

Opt.

Call

N/R  

38

3

0.000%,

1/01/59,

144A

(4)

No

Opt.

Call

N/R  

35

3

0.000%,

1/01/60,

144A

(4)

No

Opt.

Call

N/R  

32

3

0.000%,

1/01/61,

144A

(4)

No

Opt.

Call

N/R  

30

3

0.000%,

1/01/62,

144A

(4)

No

Opt.

Call

N/R  

27

3

0.000%,

1/01/63,

144A

(4)

No

Opt.

Call

N/R  

26

3

0.000%,

1/01/64,

144A

(4)

No

Opt.

Call

N/R  

24

3

0.000%,

1/01/65,

144A

(4)

No

Opt.

Call

N/R  

22

3

0.000%,

1/01/66,

144A

(4)

No

Opt.

Call

N/R  

22

35

0.000%,

1/01/67,

144A

(4)

No

Opt.

Call

N/R  

242

200

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Shining

Rock

Classical

Academy,

Series

2022A,

6.125%,

6/15/57

6/29

at

101.00

N/R  

186,674

750

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

The

Capitol

Encore

Academy,

Series

2019A,

5.250%,

6/01/39,

144A

6/27

at

102.00

N/R  

686,340

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  

815,680

1,000

Public

Finance

Authority

of

Wisconsin,

Educational

Facility

Revenue

Bonds,

LEAD

Academy

Project,

Series

2021,

5.000%,

8/01/56,

144A

8/28

at

100.00

N/R  

789,150

1,000

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  

881,030

Public

Finance

Authority

of

Wisconsin,

Health

Care

Facilities

Revenue

Bonds,

Appalachian

Regional

Healthcare

System

Obligated

Group,

Series

2021A:

185

5.000%,

7/01/38

1/31

at

100.00

BBB  

191,821

375

5.000%,

7/01/41

1/31

at

100.00

BBB  

385,984

2,000

Public

Finance

Authority

of

Wisconsin,

Hotel

Revenue

Bonds,

Grand

Hyatt

San

Antonio

Hotel

Acquisition

Project,

Senior

Lien

Series

2022A,

5.000%,

2/01/52

2/32

at

100.00

BBB-  

1,998,040

Public

Finance

Authority

of

Wisconsin,

Hotel

Revenue

Bonds,

Grand

Hyatt

San

Antonio

Hotel

Acquisition

Project,

Subordinate

Lien

Series

2022B:

1,665

5.625%,

2/01/46,

144A

2/32

at

100.00

N/R  

1,674,574

2,000

6.000%,

2/01/62,

144A

2/32

at

100.00

N/R  

2,034,720

2,000

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017,

6.750%,

12/01/42,

144A

12/27

at

100.00

N/R  

1,811,860

3,750

Public

Finance

Authority

of

Wisconsin,

Pollution

Control

Revenue

Bonds,

Duke

Energy

Progress

Project,

Refunding

Series

2022B,

4.000%,

10/01/46,

(Mandatory

Put

10/01/30)

No

Opt.

Call

A  

3,793,237

105

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  

63,000

500

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Procure

Proton

Therapy

Center,

Senior

Series

2018A,

6.950%,

7/01/38,

144A

7/28

at

100.00

N/R  

405,305

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Sky

Harbour

LLC

Obligated

Group

Aviation

Facilities

Project,

Series

2021:

1,100

4.000%,

7/01/36,

(AMT)

7/28

at

100.00

N/R  

929,368

1,750

4.000%,

7/01/41,

(AMT)

7/31

at

100.00

N/R  

1,356,075

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1:

180

6.250%,

1/01/38,

144A

1/28

at

100.00

N/R  

110,700

865

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R  

531,975

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

460

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

980

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018B-2,

8.500%,

1/01/49

1/28

at

100.00

N/R  

$

602,700

125

Public

Finance

Authority

of

Wisconsin,

Wisconsin

Revenue

Note,

KDC

Agribusiness

LLC

Project,

Series

2022B,

15.000%,

8/31/23

(4),(5)

No

Opt.

Call

N/R  

19,062

2,000

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Lake

Norman

Charter

School,

Series

2018A,

5.000%,

6/15/48,

144A

6/26

at

100.00

BBB-  

1,945,160

1,100

Public

Finance

Authority,

Wisconsin,

Educational

Revenue

Bonds,

Wilson

Preparatory

Academy,

Series

2019A,

5.000%,

6/15/49,

144A

6/26

at

100.00

N/R  

992,178

1,210

Public

Finance

Authority,

Wisconsin,

Exempt

Facilities

Revenue

Bonds,

Celanese

Project,

Refunding

Series

2016C,

4.300%,

11/01/30

5/26

at

100.00

BBB-  

1,198,687

31

Public

Finance

Authority,

Wisconsin,

Revenue

Bonds,

Minnesota

College

of

Osteopathic

Medicine,

Senior

Series

2019A-1,

5.500%,

12/01/48,

144A

(4)

12/28

at

100.00

N/R  

9,434

220

Wisconsin

Health

and

Educational

Facilities

Authority,

Wisconsin,

Revenue

Bonds,

Gundersen

Health

System,

Refunding

Series

2021A,

3.000%,

10/15/37

10/31

at

100.00

AA-  

189,772

Total

Wisconsin

27,132,302

Total

Municipal

Bonds

(cost

$1,116,885,931)

1,070,903,046

Shares

Description

(1)

Value

X

–

COMMON

STOCKS

-

2.5%

X

26,879,494

Electric

Utilities

-

0.2%

8,432

Talen

Energy

Corp

(9)

$

409,652

22,464

Talen

Energy

Supply

LLC

(9)

1,091,369

Total

Electric

Utilities

1,501,021

Independent

Power

and

Renewable

Electricity

Producers

-

2.3%

329,146

Energy

Harbor

Corp

(9),(10)

25,378,473

Total

Independent

Power

and

Renewable

Electricity

Producers

25,378,473

Total

Common

Stocks

(cost

$7,987,070)

26,879,494

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

0.5%

X

5,955,107

$

6,000

United

States

Treasury

Bill

0.000%

8/24/23

AA+

$

5,955,107

Total

U.S.

Government

and

Agency

Obligations

(cost

$5,955,837)

5,955,107

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

X

–

CORPORATE

BONDS

-

0.4%

X

4,447,316

Health

Care

Providers

&

Services

-

0.4%

$

2,750

Care

New

England

Health

System

5.500%

9/01/26

B+

$

2,497,000

2,000

Toledo

Hospital/The

6.015%

11/15/48

BB-

1,400,000

Total

Health

Care

Providers

&

Services

3,897,000

Machinery

-

0.0%

140

Columbia

Pulp

I

LLC

(5)

16.000%

8/31/23

N/R

66,252

Total

Machinery

66,252

461

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

Real

Estate

Management

&

Development

-

0.0%

$

504

Benloch

Ranch

Improvement

Association

No

1,

144A

(5)

9.750%

12/01/39

N/R

$

484,064

Total

Real

Estate

Management

&

Development

484,064

Total

Corporate

Bonds

(cost

$4,529,574)

4,447,316

Principal

Amount

(000)

Description

(1)

Coupon

(11)

Reference

Rate

(11)

Spread

(11)

Maturity

(12)

Ratings

(3)

Value

X

–

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.0%

(11)

X

102,765

Hotels,

Restaurants

&

Leisure

-

0.0%

$

3

Lombard

Starwood

Westin

Hotel

Conference

Center

and

Hotel

Project

Revenue

Bonds

,

(cash

7.500%,

PIK

7.500%)(5),(13)

7.500%

N/A

N/A

12/31/23

N/R

$

2,765

Total

Hotels,

Restaurants

&

Leisure

2,765

Trading

Companies

&

Distributors

-

0.0%

100

KDC

Agribusiness

Fairless

Hills

LLC

(5)

12.000%

0.000%

9/17/23

N/R

100,000

Total

Trading

Companies

&

Distributors

100,000

Total

Variable

Rate

Senior

Loan

Interests

(cost

$102,765)

102,765

Total

Long-Term

Investments

(cost

$1,135,461,177)

1,108,287,728

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

SHORT-TERM

INVESTMENTS

-

 1.8%  

X

–

MUNICIPAL

BONDS

-

1.8%

X

20,000,000

National

-

1.8%

$

12,500

Invesco

Municipal

Opportunity

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6VMO,

4.350%,

12/01/24,

(AMT),

1

44A

(14)

No

Opt.

Call

AA

$

12,500,000

7,500

Invesco

Value

Municipal

Income

Trust

Variable

Rate

Munifund

Term

Preferred

Shares

Series

2015/6

IIM,

4.350%,

3/20/24,

(AMT),

144A

(14)

No

Opt.

Call

AA

7,500,000

Total

National

20,000,000

Total

Municipal

Bonds

(cost

$20,000,000)

20,000,000

Total

Short-Term

Investments

(cost

$20,000,000)

20,000,000

Total

Investments

(cost

$1,155,461,177

)

-

103.1%

1,128,287,728

Floating

Rate

Obligations

-

(0.3)%

(3,400,000)

Other

Assets

&

Liabilities,

Net

-  (2.8)%

(30,938,679)

Net

Assets

-

100%

$

1,093,949,049

Nuveen

Strategic

Municipal

Opportunities

Fund

(continued)

Portfolio

of

Investments

June

30,

2023

(Unaudited)

462

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

$

–

$

1,069,682,488

$

1,220,558

$

1,070,903,046

Common

Stocks

–

26,879,494

–

26,879,494

U.S.

Government

and

Agency

Obligations

–

5,955,107

–

5,955,107

Corporate

Bonds

–

3,897,000

550,316

4,447,316

Variable

Rate

Senior

Loan

Interests

–

–

102,765

102,765

Short-Term

Investments:

Municipal

Bonds

–

20,000,000

–

20,000,000

Total

$

–

$

1,126,414,089

$

1,873,639

$

1,128,287,728

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(6)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(7)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(8)

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.

(9)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(10)

Energy

Harbor

Corp

(ENGH)

common

stock

received

as

part

of

the

bankruptcy

settlements

during

February

2020

for

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

Nuclear

GenerationProject,

Refunding

Series

2008B,

3.625%,

10/01/33;

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Nuclear

Generation

Project,

RefundingSeries

2008C,

3.950%,

11/01/32;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2006A,3.000%,

5/15/19;

Ohio

Water

Development

Authority,

Pollution

Control

Revenue

Refunding

Bonds,

FirstEnergy

Nuclear

Generating

Corporation

Project,

Series

2008B,

3.625%,

10/01/33.

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.

(11)

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.

(12)

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.

463

(13)

Senior

loan

received

as

part

of

the

bondholder

funding

agreement

during

March

2022

for

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

Lombard

Public

Facilities

Corporation,

First

Tier

Series

2018A-1,

0.000%,

7/01/56,

144A.

(14)

Investment

has

a

maturity

of

greater

than

one

year,

but

has

variable

rate

and/or

demand

features

which

qualify

it

as

a

short-term

investment.

The

rate

disclosed,

as

well

as

the

reference

rate

and

spread,

where

applicable,

is

that

in

effect

as

of

the

end

of

the

reporting

period.

This

rate

changes

periodically

based

on

market

conditions

or

a

specified

market

index.

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

LIBOR

London

Inter-Bank

Offered

Rate

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.

SIFMA

Securities

Industry

and

Financial

Market

Association

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.